The Indian equity markets surged for the third consecutive session on Thursday as indices recovered from early losses to close higher. The Nifty gained 85 points to close at 8711 supported by decline in volatility and strong global cues. Broader markets outperformed benchmarks with midcap and smallcap indices gaining over 1%. FIIs were net sellers in the cash segment while DIIs were net buyers. Bank Nifty is likely to test 19500 level supported by declining open interest at lower strikes.

1. DAILY DERIVATIVE REPORT
13 FEBRUARY 2015
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 The Indian equity market surged higher for third consecutive session on Thursday. The indices were lackluster in
the first half. However, as the day progressed, a sudden bout of buying in the second half saw the Sensex and Nifty
zoom from their day’s lows.
 The India VIX (Volatility) index moved 1.7 per cent lower to 20.1575. The broader market out-performed the key
benchmark indices. The CNX Smallcap index surged 1.8 per cent to 5,520, while the CNX Midcap index advanced
1.2 per cent to 12,995.
 After opening positive, the Nifty continued to move up. Post the cease fire announcement between Ukraine and
Russia, the index rallied to close 85 points higher at 8711. Nifty future premium further declined and settled at 40
points. India VIX declined 1.7% and settled at 20.16
 FIIs sold 406 crore while DIIs bought 706 crore in the cash segment. FIIs sold 619 crore in index futures and
bought 152 crore in index options. In stock futures, they sold 214 crore.
 The highest Put base is at the 8500 strike with 42 lakh shares while the highest Call base is at the 9000 strike with
61 lakh shares. The 8900 and 9100 Calls saw reductions of 2.72 and 1.35 lakh shares, respectively. The 8800 and
8700 Put strikes saw addition of 1.10 and 5.50 lakh shares, respectively
 Nifty Future: The Nifty is likely to open positive on the back of strong global cues. It is likely to trade in the range
of 8710-8785.
 Bank Nifty Future: The index has surpassed the highest Call base of 19000 indicating 19500 is likely to be re-
tested. Above this level, more momentum can be expected.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8712 8752 12.17 26476250 0.9 0.84 17.24
PREVIOUS 8627 8671 12.27 25906750 0.89 0.81 17.27
CHANGE(%) 0.98% 0.94% - 2.20% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8428 8572 8662 8716 8806 8860 9004
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP

2. DAILY DERIVATIVE REPORT
13 FEBRUARY 2015
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INTRADAY STRATEGY
i) ADANI PORTS AND SPECIAL ECONOMIC ZONE LIM-
ITED
Ii) ORIENTAL BANK OF COMMERCE
Buy Adani port future in range of 338.50-339.50 Sell Obc future in range of 233-232
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 : 342.50 Target 2 : 345.50 Target 1 : 229 Target 2 : 226
Stop loss : 335.50 Stop loss : 236
Market Lot : 1000 CMP : 337.55 Market Lot : 1000 CMP : 235.15
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL
OI
(LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG
INDIA CEMENT 19924000 4.37 103.00 7.74 VOLTAS 4393000 11.44 255.00 3.74
SBI 72943750 0.72 289.85 0.73 BHEL 32287000 0.90 250.00 1.07
CIPLA 7587500 4.02 640.95 0.34 ITC 33745000 0.66 371.25 0.52
ICICIBANK 73483750 0.64 337.85 0.31 BANK INDIA 13092000 1.65 240.15 1.11
IDFC 53448000 0.35 170.55 0.38
ANDHRA-
BANK
19580000 0.89 87.00 0.17
 OI addition : We saw long built up in Igl, Mindtree, Apollotyre, Acc short built up was seen in Voltas,
Bank india, Iob, Canara bank
 OI Shedding : We saw short cover in Adanient, Nhpc, Hcltech, Drreddy, Gmr infra while long unwinding
was seen in Wock pharma, Hdil, Hcltech, Syndicate bank, Coal india

3. DAILY DERIVATIVE REPORT
13 FEBRUARY 2015
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OI Chart Analysis: From the OI Chart we can see that in February Series addition of open interest on
the calls front is existent in the band at strike price of 9000-9100 indicating it as resistance on the up-
side whereas on the put options front we can see that addition of open interest is existent at strike
price of 8900-8800 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 6,63,128 18,384.87 -
STOCK FUTURES 8,79,777 28,837.15 -
INDEX OPTIONS 65,62,555 1,55,359.87 0.82
STOCK OPTIONS 4,29,263 13,667.25 0.50
F&O TOTAL 85,34,723 2,16,249.15 0.80
NIFTY OPTION OI DISTRIBUTION
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
9400 9300 9200 9100 9000 8900 8800 8700 8600 8500 8400
OpenInterest
Strike Price
OI Concentration Chart
Call OI (FEB) PutOI (FEB)

4. DAILY DERIVATIVE REPORT
13 FEBRUARY 2015
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 26FEB2015 CE 940 10.60 4,178 9,894.97
OPTSTK SBIN 26FEB2015 CE 300 6.75 4,150 15,882.5
OPTSTK RELCAPITAL 26FEB2015 CE 480 13.60 3,213 7,867.35
OPTSTK AXIS BANK 26FEB2015 CE 600 11.35 2,817 8,579.60
OPTSTK TATASTEEL 26FEB2015 CE 370 9.55 2,522 4,769.10
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 26FEB2015 PE 880 5.15 2,983 6,629.87
OPTSTK SBIN 26FEB2015 PE 270 4.75 2,758 9,507.52
OPTSTK BHEL 26FEB2015 PE 250 5.25 2,635 6,817.27
OPTSTK ICICIBANK 26FEB2015 PE 330 4.90 2,614 10,987.62
OPTSTK LT 26FEB2015 PE 1,600 15.35 2,022 8,201.33
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 FUTURE
43213 1112.60 55302 1315.01 852158 19619.17
INDEX OPTION 516604 13220.72 521461 13272.36 2249427 60466.82
STOCK FUTURE 91947 2886.43 93134 2894.35 1955244 58674.44
STOCK OPTION 57396 1728.22 55909 1688.16 106965 3266.16

5. DAILY DERIVATIVE REPORT
13 FEBRUARY 2015
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DATE SCRIP STRAT-
EGY LOT ENTRY LEVEL TARGET SL REMARK PROFIT/LOSS
02/11/15
CROMPTON
GREAVES
LONG 1000 171-172 175-178 168 SL -3000
02/11/15 ONGC SHORT 500 345-344 338-332 351 Sl -3000
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
PERFORMANCE UPDATE