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1. DAILY DERIVATIVE REPORT
28 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
 A wild swinging August series has come to a smooth end to an extent given the gains clocked today. The Nifty rose
almost 170 points shutting shop above the 7900 mark during a series which saw the BSE Sensex decline 5.3% and
NSE Nifty nosedive by 5.6%.
 The Sensex finally ended with a gain of 2% (517 points) at 26,231. The NSE Nifty opened with a positive gap of 130
points at 7,922, and touched a high of 7,964 towards the end of the day. The Nifty eventually settled 2 percent higher
(157 points) at 7,949. The India VIX (Volatility) index slumped 13.6 percent to 22.0425.
 The Nifty started the expiry day positively and traded with a positive bias throughout the day to end 160 points
higher. Nifty September future started with OI of 2.1 crore with 42 points premium. India VIX fell 13.5% ending at
22.1 • Nifty rolls were at 66.86% vs. 3M average of 65.61%.
 Market wide rollover was at 82.01% vs. 3M average of 83.16% . Highest rollover was observed in Jubilant Foodworks
(93%), REC Ltd (91%), Century Textiles (90%) and SRF (90%). Rollover activities were marginally low in Adani
Ports, Godrej Industries, IOB and Apollo Hospitals
 FIIs sold 3347 crore while DIIs bought 2577 crore in the cash segment. FIIs bought 1385 crore in index futures and |
276 crore in index options. In stock futures, they bought 10 crore. The highest Put base for the September series is at
the 8000 strike with 38 lakh shares while the highest Call base is at the 8500 strike with 28 lakh shares
 Nifty Future: The Nifty is likely to open gap up on the back of strong global cues. It is likely to trade in the range of
7930-8190. Buy Nifty in the range of 7950-7960 for targets of 7990-8010, stop loss: 7935 •
 Bank Nifty Future: Rollover was good and in line for the September series. The OI is also well distributed in OTM
Calls and Puts indicating the move is likely to continue. Buy Bank Nifty in the range of 18160-18200, targets: 18300-
18400, stop loss: 18100 3M average rolls vs.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7949 7991 6.44 19635425 0.92 0.93 17.1
PREVIOUS 7792 7801 41.46 16302425 0.88 0.93 16.2
CHANGE(%) 2.02% 2.44% - 20.4 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8150 8200 8250 8360 8450 8550 8600
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
28 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
INTRADAY STRATEGY
i) OIL FUTURE ii) TCS FUTURE
Buy future around 440-445 Sell future around 2600-2625
View : Bullish View : Bearish
Strategy : Future Strategy : Future
Target1: 455 Target 2 : 470 Target1: 2550 Target 2 : 2520
Stop loss : 425 Stop loss : 2650
Market Lot : 500 ,CMP : 455 Market Lot : 125 ,CMP : 2575.20
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
OIL 1096.00 170.6 447.55 2.10
AJANT-
PHARM
2430.00 132.1 1437.50 [0.8]
IGL 2178.00 158.7 474.40 3.80
AMARAJA-
BAT
1237.00 75.5 1063.20 [0.2]
SOUTHBANK 1560.00 127.7 20.85 2.50 TATAGLOBAL 14888.00 57.9 117.35 [0.7]
DHFL 4000.00 114 448.70 2.30 CESC 3261.00 26.4 536.40 [0.2]
MINDTREE 965.00 93.4 1345.65 1.50 TCS 31037.00 25.7 2584.00 [0.4]
 OI addition : We saw long built in oil, igl, southbank, dhfl, mindtree while short built up was seen in
Ajanta pharma, amaraja battery, tata global, cesc, tcs.
 OI Shedding : We saw short covering in jpassociate, ptc, jp power, century textile, and long unwinding was seen in
mcleod russel, syndicate bank, ktk bank, jindal steel.

3. DAILY DERIVATIVE REPORT
28 AUG 2015
YOUR MINTVISORY Call us at +91-731-6642300
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 27AUG2015 CE 250 0.05 7,092 17,836.38
OPTSTK TATASTEEL 27AUG2015 CE 220 6.00 6,627 14,739.11
OPTSTK RELIANCE 27AUG2015 CE 880 0.05 5,440 11,995.47
OPTSTK TATAMOTORS 27AUG2015 CE 340 0.05 5,246 8,959.64
OPTSTK INFY 27AUG2015 CE 1,100 0.05 5,115 14,110.11
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 27AUG2015 PE 250 0.35 3,972 9,995.94
OPTSTK RELIANCE 27AUG2015 PE 860 0.10 3,842 8,287.58
OPTSTK DLF 27AUG2015 PE 110 0.05 3,747 8,308.60
OPTSTK TATASTEEL 27AUG2015 PE 220 0.05 3,041 6,758.32
OPTSTK YESBANK 27AUG2015 PE 660 0.05 2,809 4,644.47
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
327903 6834.32 251066 5448.99 788332 16568.26
INDEX OPTIONS
1195032 26581.07 1169240 26305.03 2229461 57433.92
STOCK FUTURES 562685 13455.86 563279 13446.36 1732196 43457.13
STOCK OPTIONS 32745 811.14 32490 789.42 4049 94.56

4. DAILY DERIVATIVE REPORT
28 AUG 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