1. DERIVATIVE REPORT
14th January 2014
SWASTIKA INTELLIGENCE GROUP
NIFTY VS OPEN INTEREST
Market Internals
 FII were net buyer in Cash market by amount of
only 413cr even after a stellar rally.
 DII were net seller by 317cr in cash market.
 Short covering in Bank nifty future and fresh
long position in nifty future were seen by FII.
 Aggressive writing was seen at 6200put option
which accumulates 22 lacs amount in open
interest but some buying was seen in puts by
FII at lower levels to hedge their long position.
 6250 is intraday support for spot nifty to take
fresh long position for upside of 6330 but
below 6250 some weakness is expected.
 Dollar Index placed at 80.61 mark while US 10yr treasury yield placed at 2.84 mark.
 Market is likely to open on softer note due to
weakness in US market but this would be a
buying opportunity as nifty trades above 6250.
Derivative Activity:
Nifty closed at 6273 mark while nifty January future closed at 6285 mark with premium of 12 points.
Nifty (Feb) Contract closed at 6319 level with premium of 46 points.
The cost of carry for January month contract placed at 4.11% vs. 2.30%, whereas total OI is
positioned at 18995550, where nifty January future adds 3% in open interest.
At the money option implied volatility placed at 14.14% vs. 14.04%.
OPEN INTEREST GAINERS
Scrips
Price
% Price Change
Open Interest (Change)
% OI Change
BHARATFORG
347.95
4.30%
224000
13%
INFY
3679.8
3.34%
356375
11%
PTC
57.3
-2.88%
352000
9%
CANBK
260.25
0.56%
569000
9%
BANKINDIA
232.25
1.80%
482000
8%
Scrips
Price
OPEN INTEREST LOOSERS
% Price Change
Open Interest (Change)
% OI Change
IOC
208.2
3.92%
-363000
-7%
GAIL
345.6
0.22%
-157000
-5%
RECLTD
203.85
2.49%
-150000
-5%
SYNDIBANK
BPCL
91.5
332.05
0.55%
1.76%
-264000
-158000
-5%
-5%
Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

2. DERIVATIVE REPORT
14th January 2014
SWASTIKA INTELLIGENCE GROUP
OPTION DATA ANALYSIS:
OI CONCENTRATION CHART
CHANGE IN OI
ON CALL OPTION FRONT:
 On call option front highest open interest is positioned at 6300 mark which is immediate resistance.
 Short covering was seen almost all levels.
ON PUT OPTION FRONT:
 On put option front highest open interest has shifted to 6200 level which is now an important
support on immediate basis.
 Aggressive writing was seen at 6200 and 6300 mark which accumulate 22 lacs and 8 lacs amount in
open interest respectively.
 IndiaVix was up by 2.37% which closed at 15.95 level.
 PCR OI placed at 1.02 mark while PCR volume stands at 1.07 mark.
 VIX/PCR ratio stands at 15.79 level which shows comfort among the traders.
Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

3. DERIVATIVE REPORT
14th January 2014
SWASTIKA INTELLIGENCE GROUP
TOATL VOLUME SUMMARY
FII STATISTICS Jan 13’14 (IN RS. Cr.)
Open Interest
Product
Net
Product
No of Contracts
Traded Value (Crs)
INDEX
FUTURES
373864
11318.6
422590
13113.49
2.22
1020.18
1211223
37758.83
2.50
STOCK
FUTURES
512738
17420.3
-46.26
1029140
32378.03
2.27
INDEX
OPTIONS
3157456
98243.4
33.22
79248
2578.77
4.57
STOCK
OPTIONS
338049
12168.2
1920.76
TOTAL
Values
913.62
INDEX
FUTURES
INDEX
OPTIONS
STOCK
FUTURES
STOCK
OPTIONS
Contracts
Change
(In %)
2742201.00
85829.12
11.56
F&O TOTAL
4382107
139150
DERIVATIVE FOLIO
MOST ACTIVE NIFTY CALL OPTION
Symbol
NIFTY
NIFTY
NIFTY
NIFTY
NIFTY
Strike Price
6300
6400
6200
6500
6600
Traded Qty.
21584600
15934300
11760850
8115150
3558650
Open Interest
4788100
4477900
3127500
3845300
2616350
MOST ACTIVE NIFTY PUT OPTION
Symbol
NIFTY
NIFTY
NIFTY
NIFTY
NIFTY
MOST ACTIVE STOCK CALL OPTION
Symbol
SBIN
INFY
SBIN
INFY
INFY
Strike
Price
1700
3700
1650
3800
3600
Traded
Qty.
1103500
1086750
859125
792250
720500
Open
Interest
682500
558375
429125
565500
419250
Strike Price
6200
6100
6000
6300
5900
Traded Qty.
20853400
14669350
11019400
7215200
6209550
Open Interest
6450350
5381150
4882600
3163150
3133900
MOST ACTIVE STOCK PUT OPTION
Symbol
INFY
INFY
INFY
SBIN
INFY
Strike
Price
3500
3600
3400
1600
3300
Traded
Qty.
1087750
1025875
709375
534750
429500
Open
Interest
624750
412500
822750
223250
952000
Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai

4. DERIVATIVE REPORT
14th January 2014
SWASTIKA INTELLIGENCE GROUP
Report Prepared by
Santosh Meena
RESEARCH TEAM
Santosh Sahu
Amit Khare
Vishnu shreekar
Sonakshi Bahety
Saloni Gupta
Designation
Derivative & Technical Analyst
E-mail ID
santosh.meena@swastika.co.in
SWASTIKA INTELLIGENCE GROUP
Research Head
Commodity Analyst
Commodity Analyst
Research Associate
Research Associate
research@swastika.co.in
Santosh.sahu@swastika.co.in
amit.khare@swastika.co.in
vishnu.shreekar@swastika.co.in
Sonakshi.bahety@swastika.co.in
Salony.gupta@swastika.co.in
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Swastika Intelligence Group,
1st Floor , Bandukwala Building, British Hotel Lane, Fort Mumbai