Nifty Futures Report

D E R I VAT I V E R E P O R T
02nd Aug 2016
www.capitalvia.com
DERIVATIVE
EQUITY
STOCK MARKET
COMMODITY
Research Team
DAILY

Derivative Snap
The Nifty future shut shop at with loss of 4.60 points down by 0.05%. Nifty future increased by 349575 shares in open interest, and
came to a premium of 45.45 from premium of 48.10 earlier. Whereas cost of carry is 8.90% vs. -22.48% decreased by 139.58%. On
the options front the OI PCR is 0.87 vs. 0.88 down by 1.14%. Whereas the Volume PCR is 0.94 vs 1.03 down by 8.74%. While on the
Volatility front the Indian Volatility Index has ended 15.18% vs 14.92% down by 1.74%.
ELITE DERIVATIVE MARKET
c 2016 CapitalVia Global Research Limited1
Market Snap:
Technical Picks | 02nd Aug 2016
PARTICULARS SPOT FUTURE COC (%) TOTAL OI PCR OI
PCR
VOL
VIX (%)
CURRENT 8,636.55 8682 8.90 22525725 0.87 0.94 15.18
PREVIOUS 8,638.50 8686.6 -22.48 22176150 0.88 1.03 14.92
% CHANGE -0.02 -0.05 -139.58 1.58 -1.14 -8.74 1.74

PRICE GAINERS
PRICE lOOSERS
OI GAINERS
OI LOOSERS
SCRIPTS % CHANGE
HCLTECH 3.46
TCS 3.25
TATASTEEL 2.72
HINDALCO 2.58
GRASIM 2.44
SCRIPTS % CHANGE
ICICIBANK -4.91
LT -3.99
BHEL -2.67
BANKBARODA -2.64
ADANIPORTS -1.57
SCRIPTS % CHANGE
JINDALSTEL 8226000
ICICIBANK 7802500
ASHOKLEY 5859000
BHEL 2755000
SAIL 2028000
SCRIPTS % CHANGE
DISHTV -2233000
FEDERALBNK -1309000
ANDHRABANK -1200000
INDIACEM -861000
VEDL -834000 -2,500,000
-2,000,000
-1,500,000
-1,000,000
-500,000
0
DISHTV FEDERALBNK ANDHRABANK INDIACEM VEDL

HIGHEST VOLUME
LOWEST VOLUME
SCRIPTS VOLUME
ICICIBANK 30647
LT 28871
MARUTI 18947
TATASTEEL 16335
SBIN 15738
SCRIPTS VOLUME
SOUTHBANK 160
OFSS 188
NHPC 189
OIL 202
NIITTECH 213

OPTION SNAP
On the call options front addition of open interest was witnessed in last trading session at strike price of 8700 & 8800.
On the put options front we have seen addition of open interest in last trading session at strike price of 8500 & 8400.
OI Chart Analysis: From the OI Chart we can see the strike price that witnessed highest addition of open interest in the
July Series. In coming sessions market may trade in a range of 8400 & 8800. On the call option front strike price with the
highest open interest i.e. 8700 & 8800 may act as good resistance on the up side whereas on the put option front strike
price with the highest open interest i.e. 8500 & 8400 may act as a support on the downside.

MOST ACTIVE NIFTY CALLS
MOST ACTIVE NIFTY PUTS
TRADESTATISTICS
Product Index Futures Stock Futures Index Options Stock Options F&O Total
No. of Contracts 2,61,109 6,25,156 29,28,979 3,51,916 41,67,160
Turnover (Rs. Crs)* 17,958.64 44,036.61 2,04,670.91 24,982.89 2,91,649.05
SYMBOL
STRIKE
PRICE
LTP CONTRACTS TRADED OPEN INTEREST
NIFTY 9000 21 145486 5587575
NIFTY 8800 71.45 176451 3671250
NIFTY 8900 40.25 132607 3588675
NIFTY 8700 114.8 161690 2828850
NIFTY 7500 1174.95 1173 1776525
SYMBOL STRIKE PRICE LTP CONTRACTS TRADED OPEN INTEREST
NIFTY 8500 61.2 133177 4358925
NIFTY 8600 92.05 173081 3291675
NIFTY 8400 40.7 103579 2881125
NIFTY 8000 8.65 25054 2802150
NIFTY 8200 17.05 54049 2105625

TEN MOST ACTIVE CALLS (STOCK OPTION)
TEN MOST ACTIVE PUTS (STOCK OPTION)
ASHOKLEY 100 1.35 3853 15505000
GMRINFRA 15 0.4 252 10080000
GMRINFRA 17.5 0.1 105 9405000
JPASSOCIAT 15 0.25 255 9248000
RCOM 55 2 812 8460000
JPASSOCIAT 12.5 0.75 329 8432000
ICICIBANK 280 1.95 4757 6037500
IFCI 30 0.9 267 5984000
ICICIBANK 270 3.4 6254 5890000
RCOM 60 0.9 668 5390000
JPASSOCIAT 12.5 1.2 58 4284000
GMRINFRA 12.5 0.25 62 3735000
GMRINFRA 15 1.3 19 3465000
ICICIBANK 240 4.55 3628 3300000
ASHOKLEY 85 1.25 630 3192000
ASHOKLEY 90 2.9 1296 3178000
ICICIBANK 250 8.65 4443 3097500
JPASSOCIAT 10 0.25 56 3060000
JINDALSTEL 50 0.05 287 2583000
SAIL 42.5 0.5 155 2580000

c 2016 CapitalVia Global Research Limited
MARKET OVERVIEW
7
NIFTY 8,638.50(-27.80)
GLOBAL MARKETS
TOP FIVE GAINERS
TOP FIVE LOOSERS
FII/DII
FII/FPI trading activity on NSE,BSE and MSEI in Capital Market Segment(InRs. Crores)
Category Date Buy Value Sell Value Net Value
FII/FPI 5928.19 5201.97 726.22
DII trading activity on NSE,BSE and MSEI in Capital Market Segment(InRs. Crores)
Category Date Buy Value Sell Value Net Value
DII 2159.81 2573.58 -413.77
01-Aug-2016
01-Aug-2016
Symbol LTP Prev. Close % Change
HCLTECH 778 752.95 3.33
TCS 2702.6 2619.3 3.18
TATASTEEL 365.1 355.05 2.83
HINDALCO 137.2 133.55 2.73
GRASIM 5015.1 4894.5 2.46
Symbol LTP Prev. Close % Change
ICICIBANK 250 262.9 -4.91
LT 1495 1558.85 -4.1
BHEL 141.8 145.9 -2.81
BANKBARODA 147.75 151.7 -2.6
ADANIPORTS 228.5 232.4 -1.68

MARKET OVERVIEW
ECONOMIC INDICATORS
CORPORATE ACTION -
ECONOMIC INDICATORS Current (In %)
Inﬂation (WPI) 1.62
IIP 1.2
GDP 7.4
CPI 5.77
CRR 4
Bank rate 6.5
Script Ex-date Purpose
EICHERMOT 28/07/16 RESULT
HEXAWARE 28/07/16 RESULT
PNB 28/07/16 RESULT
DISHTV 28/07/16 RESULT
CEATLTD 28/07/16 RESULT

NIFTY FUTURES
9
NIFTY VIEW
Key benchmark indices provisionally closed near the flat line after what was a volatile trading session as investor's
maintained caution ahead of the possible discussion on the Goods and Services Tax (GST) bill in Rajya Sabha this
week. The barometer index, the S&P BSE Sensex shed 18.61 points or 0.07% at 28,033.25, as per the provisional
closing data. The Nifty 50 index dropped 1.95 points or 0.02% at 8,636.55, as per the provisional closing data. The
Sensex provisionally settled above the psychologically important 28,000 level after hovering above and below that
level earlier during the session. The market breadth indicating the overall health of the market was negative.
The Sensex lost 178.33 points or 0.63% at the day's low of 27,873.53 in afternoon trade, its lowest level since 25
July 2016. The barometer index rose 232.99 points or 0.83% at the day's high of 28,284.85 in morning trade, its
highest level since 10 August 2015. The Nifty lost 48 points or 0.55% at the day's low of 8,590.50 in afternoon
trade, its lowest level since 27 July 2016. The index rose 72.80 points or 0.84% at the day's high of 8,711.30 in
morning trade, its highest level since 16 April 2015.
Nifty futures opened on a positive note and then it consolidated throughout the whole trading session with
sideways movement in both sides and in the later showed negative movement and closed below the same with
negative change and is trading in the range of 8600 to 8750 and in upcoming session bulls are still on a strong side
and further upside movement can be expected if it holds the support of 8300.
RESISTANCE: It has first resistance level close to 8750, above this level the next resistance is seen near the level of
8900 mark.
SUPPORT: It has first support close to the level of 8300 below this level the next support is seen near 8000 mark.

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