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1. WEEKLY DERIVATIVE REPORT
1 DECEMBER 2014
YOUR MINTVISORY Call us at +91-731-6642300
 Post a gap up opening, the positive momentum continued ahead of Monetary Policy. The index finally ended adding 94 points well above 8600 marking an alltime high once again. Nifty futures premium declined and settled at 50 points. India VIX increased 1.22% and settled at 12.89
 FIIs bought 936 crore while DIIs sold 439 crore in the cash segment. FIIs bought 1934 crore in index futures and 2177 crore in index options. In stock futures, they bought 109 crore
 The highest Put base is at the 8500 strike with 42 lakh shares while the highest Call base is at the 8500 strike with 47 lakh shares. The 8800 and 8900 Calls witnessed addition of 16.60 and 10.00 lakh shares, respectively. The 8500 and 8600 Put strikes saw addition of 11.65 and 12.82 lakh shares, respectively
 Nifty Future: The Nifty is likely to open flat to negative on the back of mixed global cues. It is likely to trade in the range of 8580-8660.
 Bank Nifty Future: With good rollover for December series, the index again witnessed a fresh accumulation of long position, starting the current series on a strong note.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT
FUTURE
COST OF CARRY
TOTAL FUT OI
PCR OI
PCR VOL
ATM IV
CURRENT
8588
8638
8.2
47028700
0.86
0.99
13
PREVIOUS
8477
8492
10.7
51345700
1.11
1.15
11.4
CHANGE(%)
1.30%
1.70%
-
-8.40%
-
-
-
PIVOT LEVELS
S3
S2
S1
PIVOT
R1
R2
R3
NIFTY FUTURE
8441
8534
8586
8627
8679
8720
8813
F&O HIGHLIGHTS
INDEX OUTLOOK
 The settlement week witnessed another round of upsides and the Nifty surpassed 8600 in Friday’s session. Interest rate sensitive stocks, especially PSU banking stocks, were major gainers last week. The Bank Nifty closed in the green for a ninth consecutive week, the highest winning streak since the 2009 move.
 BHEL, During the week, major gainers in the Nifty were Bhel (12.5%), PNB (9.7%), Hindalco (8.6%), Asian Paints (7.6%) and M&M (6.2%) On the other hand, Nifty losers of the week were Bharti Airtel (-4.8%), NMDC (-4.2%), Cairn India (-3.7%), ITC Ltd (-3.5%) and Sesa Sterlite (-2.6%)
MARKET ROUNDUP

2. WEEKLY DERIVATIVE REPORT
1 DECEMBER 2014
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INTRADAY STRATEGY
i) SYNDICATE BANK
ii) CAIRN INDIA LIMITED
Buy Syndicate bank Dec fut in range of 134.50-135
Sell Cairn india Dec fut in range of 261-260
View :Bullish
View :Bearish
Strategy : Buy Future
Strategy : Sell Future
Target1 : 136.50 Target 2 : 138
Target 1 : 257 Target 2 : 254
Stop loss : 133
Stop loss : 264
Market Lot : 2000 CMP : 131.25
Market Lot : 1000 CMP : 262.05
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP
SHORT BUILD UP
SYMBOL
OI (LOTS)
% CHNG
PRICE
%CHNG
SYMBOL
OI (LOTS)
%CHNG
PRICE
% CHNG
BPCL
3974500
19.98
753.10
3.76
IDEA
13750000
18.82
159.55
3.54
HINDPETRO
9317500
15.86
602.55
9.22
VOLTAS
6081000
2.49
272.30
0.98
PFC
5180000
11.42
311.50
3.57
RELCAPITAL
11495000
0.86
527.00
0.58
COALINDIA
13407000
10.16
354.00
0.78
-
-
-
-
-
BANK- BARODA
4044750
9.90
1100.00
7.51
-
-
-
-
-
 OI addition : We saw long build-up in Bpcl, Hindpetro, Pfc, Coal india, Bank baroda short build up was seen in Idea, Voltas, Relcapital
 OI Shedding : We saw short cover in Tata steel,Idfc, Iob, Syndicate bank, Relinfra, Titan while long un- winding was seen in Biocon, Hindunilvr, Dabur, Igl, Hcltech, Tatacomm

3. WEEKLY DERIVATIVE REPORT
1 DECEMBER 2014
YOUR MINTVISORY Call us at +91-731-6642300
OI Chart Analysis: From the OI Chart we can see that in December Series addition of open interest on the calls front is existent in the band at strike price of 8500-8600 indicating it as resistance on the upside whereas on the put options front we can see that addition of open interest is existent at strike price of 8500-8400 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT
NO. OF CONTRACTS
TURNOVER(CR)
PERCENTAGE CHANGE
INDEX FUTURES
5,38,007
14,964.28
-
STOCK FUTURES
9,81,958
31,181.51
-
INDEX OPTIONS
42,83,790
99,308.88
1.10
STOCK OPTIONS
3,73,792
12,156.12
0.43
F&O Total
61,77,547
1,57,610.78
1.02
NIFTY OPTION OI DISTRIBUTION
050000010000001500000200000025000003000000350000040000004500000500000088008700860085008400830082008100800079007800 Open Interest Strike Price OI Concentration ChartCall OI (DEC)Put OI (DEC)

4. WEEKLY DERIVATIVE REPORT
1 DECEMBER 2014
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
RELIANCE
24DEC2014
CE
1,000
23.70
9,014
23,192.80
OPTSTK
SBIN
24DEC2014
CE
320
14.05
6,503
26,978.51
OPTSTK
HINDPETRO
24DEC2014
CE
600
25.00
3,605
11,231.20
OPTSTK
TATASTEEL
24DEC2014
CE
480
13.30
3,072
7,552.36
OPTSTK
ICICIBANK
24DEC2014
CE
1,800
40.00
2,862
13,185.45
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument Type
Symbol
Expiry Date
Option Type
Strike Price
LTP
Traded Volume (Contracts)
Traded Value (Lakhs)
OPTSTK
RELIANCE
24DEC2014
PE
980
16.40
3,467
8,612.20
OPTSTK
SBIN
24DEC2014
PE
300
3.35
1,920
7,296.48
OPTSTK
DLF
24DEC2014
PE
150
9.10
1,403
4,456.49
OPTSTK
RELIANCE
24DEC2014
PE
940
5.35
1,798
4,244.76
OPTSTK
TATASTEEL
24DEC2014
PE
460
9.05
1,338
3,149.92
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
133831
3314.69
56494
1381.16
780508
18057.01
INDEX OPTION
488309
11962.80
401303
9786.22
2192458
56112.01
STOCK FUTURE
107339
3485.24
108585
3376.05
1739828
52614.58
STOCK OPTION
55039
1691.67
48497
1498.25
43154
1322.05

5. WEEKLY DERIVATIVE REPORT
1 DECEMBER 2014
YOUR MINTVISORY Call us at +91-731-6642300
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DATE
SCRIP
STRATEGY
ENTRY LEVEL
TARGET
SL
REMARK
PROFIT/LOSS
LOT
27/11/14
PNB
LONG
1000-1001
1013-1025
988
NOT EXE- CUTE
-
250
27/11/14
MIND TREE
SHORT
1200-1195
1183-1171
1212
OPEN
-
250
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