After a rally on Friday and a tumble from highs on Monday, the indices remained choppy as ever slipping sharply on Tuesday. The sixth bi-monthly policy meet turned out to be a non event as the RBI kept key interest rate unchanged which was in line with market expectations.

1. DAILY DERIVATIVE REPORT
03 FEB 2015
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 After a rally on Friday and a tumble from highs on Monday, the indices remained choppy as ever slipping sharply on
Tuesday. The sixth bi-monthly policy meet turned out to be a non event as the RBI kept key interest rate unchanged
which was in line with market expectations.
 The BSE Sensex finally ended with a loss of 285 points at 24,539. It opened at 24,868, touched an intra-day high of
24,929 and low of 24,461. The NSE Nifty ended with a loss of 100 points at 7,456. It opened at 7,567 hitting a high of
7,576.30 and low of 7,428.
 No change in key interest rate by the RBI in the monetary policy failed to cheer market participants. Negative European
markets further triggered a fresh round of selling towards the end driving the Nifty to end 110 points lower. Nifty futures
settled at a premium of 19 point. India VIX rose 2.1% to 18.3
 FIIs sold | 114 crore while DIIs sold | 323 crore in the cash segment. FIIs sold | 51 crore in index futures and | 718 crore
in index options. In stock futures, they sold | 393 crore
 The highest Put base is seen at the 7400 strike with 42 lakh shares while the highest Call base is at the 7600 strike with
42 lakh shares. The 7600 and 7500 Call strikes saw additions of 2.7 and 2.0 lakh shares, respectively. The 7300 and 7100
Put strikes saw reductions of 3.7 and 3.3 lakh shares, respectively
 Nifty Future: The Nifty is likely to open gap down on the back of weak global cues. It is likely to trade in the range of 7380
-7500. Sell Nifty in the range of 7465-7475 for targets of 7435-7415, stop loss: 7490
 Bank Nifty Future: In the past two days, huge addition of short position was seen forming in the Bank Nifty with OI add-
ing more than 20%. Looking at the option data, we feel 15500 is likely to act as a hurdle in short term. Violation of 15000
would open the gates for lower targets. Sell Bank Nifty in the range of 15200-15250, targets: 15100-15000, stop loss:
15310
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7456 7475 4.13 20522625 0.81 0.97 16.48
PREVIOUS 7556 7565 1.89 21156375 0.87 0.92 16.71
CHANGE(%) -1.33% -1.19% -3.00% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7345 7435 7455 7525 7545 7615 7705
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
03 FEB 2015
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INTRADAY STRATEGY
i) YES BANK FUTURE ii) MARUTI FUTURE
Buy future around 765-770 Sell future around 3980-4000
View : Bullish View : Bearish
Strategy : Future Strategy : Future
Target1: 785 Target 2 : 795 Target1: 3950 Target 2 : 3900
Stop loss : 750 Stop loss : 4050
Market Lot : 700 ,CMP : 772 Market Lot : 125 ,CMP : 3964
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
ACC 4982.00 23.8 1266.25 2.00 JUSTDIAL 5780.00 26.1 562.25 [7.1]
CONCOR 874.00 6.6 1194.70 0.80
TORNT-
PHARM
866.00 14 1395.15 [0.6]
APOLLOHOSP 1840.00 6.4 1502.05 2.10 LUPIN 12945.00 10.1 1710.00 [0.5]
KSCL 3627.00 5.5 365.40 12.70 TECHM 10541.00 9.3 499.50 [0.8]
PETRONET 2248.00 5.3 257.30 4.30 BANKINDIA 6179.00 5.3 95.00 [2.9]
 OI addition : We saw long built up in acc, concor, Apollo hosp, kscl, petronet while short built up was seen
in just dial, torrent pharma, lupin, tech Mahindra, bankindia.
 OI Shedding : We saw short covering in cadila health, marico, south bank, godrej ind, asian paint long unwinding
was seen in bel, nhpc, divislab, Crompton greaves

3. DAILY DERIVATIVE REPORT
03 FEB 2015
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK LT 25FEB2016 CE 1,200 11.45 5,919 21,574.40
OPTSTK LT 25FEB2016 CE 1,150 26.45 3,558 12,620.08
OPTSTK SBIN 25FEB2016 CE 200 1.80 3,269 13,213.95
OPTSTK YESBANK 25FEB2016 CE 800 17.00 3,106 17,708.21
OPTSTK MARUTI 25FEB2016 CE 4,100 51.80 2,964 15,425.92
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK LT 25FEB2016 PE 1,100 26.05 3,300 11,099.88
OPTSTK YESBANK 25FEB2016 PE 740 16.60 2,445 13,014.07
OPTSTK ICICIBANK 25FEB2016 PE 220 10.00 2,438 9,448.44
OPTSTK MARUTI 25FEB2016 PE 4,000 123.50 2,319 11,888.09
OPTSTK MARUTI 25FEB2016 PE 3,900 79.00 2,134 10,576.50
FII ACTIVITY (IN RS. CRORE)
BUY SELL OPEN INTEREST AT THE
END OF THE DATE
DERIVATIVE
PRODUCT
NO.OF
CON-
TRACTS
AMOUNT
IN CRORES
NO.OF
COTRACTS
AMOUNT
IN CRORES
NO. OF
CONTRACTS
AMOUNT
IN CRORES
INDEX FUTURES
37518 1992.94 34141 1834.87 300995 16055.32
INDEX OPTIONS
691404 37978.27 709505 39065.27 1380004 75549.11
STOCK FUTURES 96650 4621.74 80142 3827.39 1097744 49461.89
STOCK OPTIONS 76496 3691.61 78926 3825.34 88349 4066.52

4. DAILY DERIVATIVE REPORT
03 FEB 2015
YOUR MINTVISORY Call us at +91-731-6642300
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PRICE VOLUME OI MARKET
RISING UP UP STRONG
RISING DOWN DOWN WEAK
DECLINING UP UP WEAK
DECLINING DOWN DOWN STRONG
GENERAL RULES FOR OPEN INTEREST & VOLUME