Stock market in India closed lower for third consecutive session starting off the week in the red. Indices hit two week lows amid weakening rupee against the US Dollar and weakness among global stock market.

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 Stock market in India closed lower for third consecutive session starting off the week in the red. Indices hit two week
lows amid weakening rupee against the US Dollar and weakness among global stock market.
 Finally, the BSE Sensex ended with a loss of 239 points at 26,396. The BSE Sensex opened at 26,468 touched an intra-
day high of 26,468 and low of 26,262. The NSE Nifty closed with a loss of 59 points at 8,111. The NSE Nifty opened at
8,102 hitting a high of 8,125 and low of 8,063.
 Post a gap down opening, the Nifty remained under pressure throughout the day. However, some bounce towards the
end from the sizeable Put base levels of 8100 helped the index restrict the day’s losses to 60 points. Nifty futures pre-
mium settled at 21 points. India VIX rose 3.9% to 16.6.
 FIIs bought 212 crore while DIIs sold 598 crore in the cash segment. FIIs sold 616 crore in index futures and bought
649 crore in index options. In stock futures, they sold 1387 crore .
 The highest Put base is at the 8000 strike with 72 lakh shares while the highest Call base is at the 8300 strike with 55
lakh shares. The 8200 and 8100 Call strikes saw additions of 1.8 lakh and 7.1 lakh shares, respectively. The 8000 and
8100 Put strikes saw reductions of 2.6 lakh and 12.9 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 8090-8190. Sell Nifty in the range of 8160-8170 for targets of 8130-8110, stop loss: 8185
 Bank Nifty Future: A leg of profit booking was seen in the Bank Nifty index. However, midcap banking stocks con-
tinued to perform relatively well. We feel the index is likely to consolidate around the crucial level of 17500. Sell
Bank Nifty in the range of 17700-17750, targets: 17600-17500, stop loss: 17810
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8110 8131 5.31 22763625 1.11 1.11 16.14
PREVIOUS 8170 8190 4.55 23408550 1.12 1.24 15.02
CHANGE(%) -0.74 -0.73 -2.76 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7985 8052 8091 8119 8158 8186 8253
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
14 JUNE 2016
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INTRADAY STRATEGY
i) AMBUJA CEMENT FUTURE ii TATA STEEL FUTURE
Buy future around 234-235 Sell future around 334-335
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 237 Target 2 : 240 Target1: 332 Target 2 : 327
Stop loss : 233 Stop loss : 338
Market Lot : 2100 ,CMP : 237 Market Lot : 2000 ,CMP : 328
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
MCLEODRUSS 1486.00 19.9 198.10 6.10 ICICIBANK 27594.00 4.6 240.00 [3.6]
AMBUJACEM 4748.00 15.2 237.40 0.80 ADANIENT 2294.00 2.9 72.80 [2.9]
SRF 1472.00 8.6 1302.00 3.70 GODREJCP 1034.00 2.5 1505.00 [0.6]
UNITECH 2081.00 7.4 4.80 17.10 IDBI 4441.00 2.4 66.35 [0.1]
DRREDDY 11951.00 6.6 3100.00 0.90 JINDALSTEL 6107.00 2 62.00 [4.2]
 OI addition : We saw long built up in mcleod russel, ambuja cement, srf, unitech, drreddy while short
built up was seen in icici bank, adanient, godrejcp, idbi, jindal steel.
 OI Shedding : We saw short covering was seen in infratel, bpcl, upl, dabur, ofss and long unwinding was seen in
bajajfinance, tata power, iob, oil, rcom.

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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 30JUN2016 CE 210 4.05 4,821 20,612.67
OPTSTK SBIN 30JUN2016 CE 220 1.65 4,189 18,556.43
OPTSTK RELIANCE 30JUN2016 CE 980 18.90 3,727 18,561.39
OPTSTK RELIANCE 30JUN2016 CE 1,000 10.80 3,277 16,537.71
OPTSTK SBIN 30JUN2016 CE 200 8.70 2,483 10,334.74
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 30JUN2016 PE 200 5.55 4,293 17,715.49
OPTSTK SBIN 30JUN2016 PE 180 1.30 2,923 10,616.34
OPTSTK SBIN 30JUN2016 PE 190 2.75 2,316 8,947.63
OPTSTK ICICIBANK 30JUN2016 PE 240 7.55 2,099 8,816.56
OPTSTK TATAMOTORS 30JUN2016 PE 440 9.85 1,838 12,443.44
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 FUTURES
22505 1363.96 17612 1044.64 291433 17656.12
INDEX OPTIONS
187716 10918.37 190177 11027.19 941344 57520.46
STOCK FUTURES 95944 4915.77 97773 4669.32 1065688 52559.57
STOCK OPTIONS 50509 2576.13 50821 2596.05 77847 3982.30

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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