The weekly derivative report recaps the performance of the stock market and derivative trading activity for the week. Key points include: - The Nifty index traded lower for the entire week, led by losses in banking stocks of around 5% compared to a 1.7% drop in the Nifty. - Bank Nifty futures saw increased volatility and breached support levels, signaling further downside potential towards 18,500. - FIIs were net sellers in the cash and futures segments while DIIs were net buyers, adding to downward pressure. - Put options saw increased open interest at strike prices of 8,500 and 8,700, indicating expectations of further declines in the Nifty.

1. WEEKLY DERIVATIVE REPORT
09 FEBRUARY 2015
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 The Nifty traded on a weak note for the entire week and witnessed continuous selling pressure. Apart from technol-
ogy and FMCG space, all other sectors came under pressure while banking stocks took the most plunge
 During the week, the banking index lost almost 5% against 1.7% drop in the Nifty. The Bank Nifty also breached its
January 15 lows making it a more than 10% decline from the top of 20900 levels.
 Post a flat start, follow up selling was seen throughout the day where banking stocks remained under pressure for a
fifth day in a row. With the Bank Nifty ending 1.5% lower, Nifty ended 35 points down. Nifty future premium in-
creased and settled at 51 points. India VIX increased 0.35% and settled at 20.68.
 FIIs sold 96 crore while DIIs bought 115 crore in the cash segment. FIIs sold 1180 crore in index futures and 1333
crore in index options. In stock futures, they sold 369 crore.
 The highest Put base is at the 8500 strike with 31 lakh shares while the highest Call base is at the 9000 strike with 58
lakh shares. The 8900 and 9000 Calls saw addition of 3.88 and 7.85 lakh shares, respectively. The 8700 and 8800 Put
strikes saw addition of 1.51 and 1.92 lakh shares, respectively
 Nifty Future: The Nifty is likely to open gap down on the back of weak global cues. It is likely to trade in the range
of 8600-8730.
 Bank Nifty Future: : During the week, the banking index lost almost 5% against a 1.7% drop in the Nifty. The
Bank Nifty also breached its January 15 lows making it a more than 10% decline from the top of 20900. The under-
performance may continue and the index could fall towards 18500.
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8661 8712 10.7 52681600 0.89 0.97 18.7
PREVIOUS 8809 8872 6.2 52865050 0.96 1 19.8
CHANGE(%) -1.70% -1.80% - -0.30% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8586 8655 8683 8724 8752 8793 8862
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUNDUP

2. WEEKLY DERIVATIVE REPORT
09 FEBRUARY 2015
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INTRADAY STRATEGY
i) INFOSYS LIMITED Ii) TATA STEEL LIMITED
Buy Infosys limited future in range of 2252-2253 Sell Tata steel future in range of 368-367
View : Bullish View :Bearish
Strategy : Buy Future Strategy : Sell Future
Target1 : 2265 Target 2 : 2277 Target 1 : 361 Target 2 : 355
Stop loss : 2240
Stop loss : 374
Market Lot : 250 CMP : 2243.50 Market Lot : 500 CMP : 370.15
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL
OI
(LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS) %CHNG PRICE %CHNG
HDIL 25832000 12.18 115.00 8.70 ICICI BANK 74888750 3.44 332.00 1.73
SSLT 24343000 4.23 212.40 1.87 RPOWER 77912000 2.81 60.30 0.99
ITC 32608000 3.00 376.50 1.72 TATAMOTORS 23126000 5.89 563.55 5.04
NMDC 13710000 4.42 137.10 0.77 TATAPOWER 30380000 4.00 82.55 1.55
IDBI 23860000 2.12 66.45 0.91 BANKBARODA 26461250 3.61 176.75 0.45
 OI addition : We saw long built up in Hdil, Ambujacem, Upl, Nmdc, Sslt short built up was seen in Gail,
M&m, Sun tv, Canara bank
 OI Shedding : We saw short cover in Ibrealest, Sbin, Siemens while no long unwinding was seen in Syndi-
cate bank, Bank india, Dlf, Ktk bank, Orient bank

3. WEEKLY DERIVATIVE REPORT
09 FEBRUARY 2015
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OI Chart Analysis: From the OI Chart we can see that in February Series addition of open interest on
the calls front is existent in the band at strike price of 9000-9100 indicating it as resistance on the up-
side whereas on the put options front we can see that addition of open interest is existent at strike
price of 8900-8800 indicating it as immediate support zone on the downside
F&O TURNOVER
INSTRUMENT NO. OF CONTRACTS TURNOVER(CR) PERCENTAGE CHANGE
INDEX FUTURES 5,69,969 16,572.96 -
STOCK FUTURES 8,37,874 26,127.50 -
INDEX OPTIONS 53,67,200 1,28,911.66 0.80
STOCK OPTIONS 4,04,469 12,772.86 0.53
F&O TOTAL 71,79,512 1,84,384.98 0.78
NIFTY OPTION OI DISTRIBUTION
0
1000000
2000000
3000000
4000000
5000000
6000000
7000000
9400 9300 9200 9100 9000 8900 8800 8700 8600 8500 8400
OpenInterest
Strike Price
OI Concentration Chart
Call OI (FEB) PutOI (FEB)

4. WEEKLY DERIVATIVE REPORT
09 FEBRUARY 2015
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK TATAMOTORS 26FEB2015 CE 600 5.25 4,358 13,200.16
OPTSTK TATASTEEL 26FEB2015 CE 400 4.05 3,602 7,297.65
OPTSTK RELIANCE 26FEB2015 CE 940 14.75 3,584 8,574.36
OPTSTK TATAMOTORS 26FEB2015 CE 580 10.05 3,521 10,396.81
OPTSTK AXIS BANK 26FEB2015 CE 600 8.80 2,839 8,631.27
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK TATASTEEL 26FEB2015 PE 360 10.75 2,865 5,292.80
OPTSTK TATAMOTORS 26FEB2015 PE 560 15.00 2,532 7,299.00
OPTSTK AXISBANK 26FEB2015 PE 550 13.95 1,956 5,553.08
OPTSTK INFOSYS 26FEB2015 PE 2,200 31.95 1,605 8,968.42
OPTSTK AXISBANK 26FEB2015 PE 560 18.40 1,578 4,589.14
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
33684 842.18 63287 2021.95 857502 19709.95
INDEX OPTION 391464 10797.74 449240 12130.30 1970780 53885.73
STOCK FUTURE 91419 2731.35 103360 3100.79 1946942 58234.05
STOCK OPTION 71974 2164.80 72966 2202.32 78937 2376.94

5. WEEKLY DERIVATIVE REPORT
09 FEBRUARY 2015
YOUR MINTVISORY Call us at +91-731-6642300
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DATE SCRIP STRAT-
EGY LOT ENTRY LEVEL TARGET SL REMARK PROFIT/LOSS
02/05/15 WIPRO LONG 500 648-649 655-661 642 1ST TGT 3000
02/05/15 BHEL SHORT 1000 273-272 269-266 276 2ND TGT 6000
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