The July 1, 2010 derivative report from India Research provides the following key points: - The Nifty futures' open interest increased 5.53% while Mini Nifty increased 16.3% as the market closed at 5312.50. PCR-OI increased from 1.26 to 1.30. Implied volatility of at-the-money options increased from 18% to 19%. - Notable OI gainers were SUNTV, IOC, DISHTV and DABUR. OI losers included PFC, OPTOCIRCUI, SAMRUDDHI and KOTAKBANK. - FII were net buyers of Rs. 540.02