Nifty managed to rally by 64 points after a really long weekend. This was the perfect start to the last Monday of the year as indices surged to their highest level in more than three weeks. Buying interest emerged in index heavyweights such as Dr Reddy’s Labs, ICICI Bank and ONGC.

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29 DEC 2015
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 Nifty managed to rally by 64 points after a really long weekend. This was the perfect start to the last Monday
of the year as indices surged to their highest level in more than three weeks. Buying interest emerged in index
heavyweights such as Dr Reddy’s Labs, ICICI Bank and ONGC.
 The BSE Sensex opened at 25,859, touched an intra-day high of 26,073 and low of 25,857. It finally ended with
a gain of 195 points at 26,034. The NSE Nifty opened at 7,863 hitting a high of 7,937 and low of 7,863, before
ending with a gain of 64 points at 7,925.
 The Nifty traded in a tight and narrow band amid high volatility and finally ended the day almost flat only 10
points higher. Nifty futures turned into a premium of 11 point. India VIX rose 0.9% to 13.75
 FIIs sold | 112 crore while DIIs bought | 8 crore in the cash segment. FIIs bought | 354 crore in index futures
and sold | 257 crore in index options. In stock futures, they bought | 101 crore
 The highest Put base is at the 7500 strike with 52 lakh shares while the highest Call base is at the 8000 strike
with 75 lakh shares. The 7800 and 7900 Call strikes saw reductions of 3.5 and 5.2 lakh shares, respectively. The
7700 and 7600 Put strikes saw reductions of 2.1 and 4.2 lakh shares, respectively
 Nifty Future: The Nifty is likely to open on a flat note as most global markets were closed due to Christmas. It is
likely to trade in the range of 7830-7930. Buy Nifty in the range of 7850-7860 for targets of 7890-7910, stop
loss: 7835
 Bank Nifty Future: Despite a marginal recovery seen in the last hour of trade, the banking index ended with a
loss of almost 0.5%. However, as it was able to end above 16800, a round of short covering cannot be ruled
out. The current rally is likely to extend up to 17000 with support pegged at 16700. Buy Bank Nifty in the range
of 16810-16840, targets: 16950-17000, stop loss: 16760
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7861 7872 7.10 207838850 0.83 0.94 11.37
PREVIOUS 7866 7864 -1.13 20829975 0.83 1.00 12.04
CHANGE(%) -0.06% +0.10% -0.44% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7744 7803 7838 7862 7897 7921 7980
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

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29 DEC 2015
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INTRADAY STRATEGY
i) JUBILIANT FOOD FUTURE ii) IGL FUTURE
Buy future around 1510-1525 Buy future around 500-510
View : Bullish View : Bullish
Strategy : Future Strategy : Future
Target1: 1540 Target 2 : 1550 Target1: 525 Target 2 : 540
Stop loss : 1490 Stop loss : 490
Market Lot : 300 ,CMP : 1528.35 Market Lot : 1100 ,CMP : 515.30
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
BIOCON 2299.00 11 509.75 5.50 IDBI 1411.00 151.1 88.55 [1.2]
TV18BRDCST 2243.00 4.9 48.40 3.10 LICHSGFIN 1224.00 145.8 489.75 [0.3]
BEML 1077.00 4 1289.70 1.80 INDIACEM 955.00 112.2 85.25 [0.9]
NCC 1265.00 2.6 77.90 2.60 KTKBANK 651.00 105.4 122.70 [0.5]
IFCI 3062.00 2.6 26.95 0.40 TVSMOTOR 822.00 96.2 287.00 [1.7]
 OI addition : We saw long built up in biocon, tv 18, beml, ncc, ifci while short built up was seen in idbi,
lichsgfin, india cem, ktk bank, tvs motor.
 OI Shedding : We saw short covering in exide, adani ports, m&m fin, ubl , bharat forge, and long unwinding was
seen in indiacem, unitech, glenmark , ibreal estate, idbi.

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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELINFRA 31DEC2015 CE 500 7.00 6,229 40,996.23
OPTSTK RELINFRA 31DEC2015 CE 480 17.00 3,863 24,638.95
OPTSTK LT 31DEC2015 CE 1,300 12.60 3,043 11,999.34
OPTSTK RELIANCE 31DEC2015 CE 1,020 4.50 2,883 14,772.06
OPTSTK CENTURYTEX 31DEC2015 CE 600 9.45 2,573 12,531.13
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK RELIANCE 31DEC2015 PE 1,000 8.30 1,986 10,023.94
OPTSTK RELINFRA 31DEC2015 PE 460 1.10 1,984 11,923.13
OPTSTK RELINFRA 31DEC2015 PE 480 4.30 1,879 11,876.41
OPTSTK RCOM 31DEC2015 PE 85 0.90 1,481 10,198.76
OPTSTK TATASTEEL 31DEC2015 PE 260 2.25 1,417 7,461.07
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
27253 1593.63 21178 1239.24 253169 14529.94
INDEX OPTIONS
173599 9978.64 178521 10235.45 1268066 73997.02
STOCK FUTURES 124093 6183.65 122022 6082.99 1085281 54209.94
STOCK OPTIONS 28266 1460.76 29687 1531.52 87622 4299.60

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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