The Indian equity market closed with smart gains on Thursday after trading sideways in the past two trading sessions. Benchmarks shrugged off early morning losses and rebounded into the positive zone during after- noon trades led by gains in the metal, banking, industrial, auto, energy, oil and gas, capital goods and select power stocks.

1. DAILY DERIVATIVE REPORT
03 JUNE 2016
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 The Indian equity market closed with smart gains on Thursday after trading sideways in the past two trading
sessions. Benchmarks shrugged off early morning losses and rebounded into the positive zone during after-
noon trades led by gains in the metal, banking, industrial, auto, energy, oil and gas, capital goods and select
power stocks.
 Finally, the BSE Sensex ended with a gain of 129 points at 26,843. The BSE Sensex opened at 26,694 touched
an intra-day high of 26,885 and low of 26,641. The NSE Nifty closed with a gain of 39 points at 8,219. The NSE
Nifty opened at 8,157 hit a high of 8,230 and low of 8,155.
 The Nifty remained lacklustre for most of the day. However, after surpassing 8200, the index witnessed decent
buying, helping it to settle with gains of 40 points. Nifty futures premium settled at 24 points. India VIX fell
5.1% to 15.1
 FIIs bought | 522 crore while DIIs sold | 577 crore in the cash segment. FIIs sold | 159 crore in index futures
and bought | 83 crore in index options. In stock futures, they bought | 83 crore
 The highest Put base is at the 8000 strike with 63 lakh shares while the highest Call base is at the 8400 strike
with 44 lakh shares. The 8500 and 8400 Call strikes saw additions of 2.9 lakh and 3.3 lakh shares, respectively.
The 8200 and 8100 Put strikes saw additions of 3.5 lakh and 4.9 lakh shares, respectively
 Nifty Future: The Nifty is likely to open flat to positive on the back of mixed global cues. It is likely to trade in
the range of 8190-8290. Buy Nifty in the range of 8220-8230 for targets of 8260-8280, stop loss: 8205
 Bank Nifty Future: After one day of profit booking, the index again saw decent buying and a pullback on the
back of participation by PSU as well as private sector banks. The overall position on the option front remains
intact. We feel the index is well placed to test the levels of 17800 in coming days. Buy Bank Nifty in the range
of 17460-17510, targets: 17600-17700, stop loss: 17390
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8219 8243 2.90 23129550 1.05 1.06 13.90
PREVIOUS 8180 8195 2.25 22972350 1.04 1.06 13.414.89
CHANGE(%) 0.48% 0.59% 0.68% - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8032 8126 8185 8220 8279 8314 8408
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
03 JUNE 2016
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INTRADAY STRATEGY
i) BHARTI AIRTEL FUTURE ii COAL INDIA FUTURE
Buy future around 360-362 Buy future around 297-300
View : Bullish View : Bullish
Strategy : Future Strategy : Future
Target1: 365 Target 2 : 368 Target1: 304 Target 2 : 309
Stop loss : 357 Stop loss : 294
Market Lot : 1200 ,CMP : 363.45 Market Lot : 1200 ,CMP : 300.30
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
BPCL 8896.00 24.9 1000.00 7.10 FEDERALBNK 89.38 441.7 52.95 [1.2]
IOC 6035.00 23.7 410.10 1.10 TVSMOTOR 10.00 233.3 290.00 [2.5]
BIOCON 2682.00 22.1 706.70 6.80 GAIL 16.07 150 383.10 [0.4]
IBREALEST 2764.00 10.6 104.00 3.90
BHARAT-
FORG
128.40 148.8 744.90 [0.0]
PIDILITIND 847.00 9 699.00 1.80
MCDOWELL-
N
9.00 125 2509.85 [1.3]
 OI addition : We saw long built up in bpcl, ioc, biocon, ibreal estate, pidilite ind while short built up was
seen in federal bank, tvs motor, gail, bharat forge, mcdowell.
 OI Shedding : We saw short covering was seen in suntv, rpower, ibulhsgfin, arvind, sunpharma and long unwind-
ing was seen in jet airways, jubilant food.

3. DAILY DERIVATIVE REPORT
03 JUNE 2016
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK SBIN 30JUN2016 CE 200 9.60 18,574 76,450.58
OPTSTK SBIN 30JUN2016 CE 190 15.60 15,017 59,788.68
OPTSTK SBIN 30JUN2016 CE 220 3.25 8,661 38,406.34
OPTSTK SBIN 30JUN2016 CE 210 5.70 7,580 32,346.89
OPTSTK SBIN 30JUN2016 CE 185 18.75 6,902 27,086.21
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 180 3.55 12,692 47,529.00
OPTSTK SBIN 30JUN2016 PE 170 2.00 10,235 35,638.27
OPTSTK SBIN 30JUN2016 PE 185 4.65 6,269 24,365.10
OPTSTK SBIN 30JUN2016 PE 160 1.05 6,004 19,467.37
OPTSTK SBIN 30JUN2016 PE 175 2.80 5,914 21,331.80
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
81911 4854.25 45704 2691.77 281850 16906.85
INDEX OPTIONS
561600 33648.50 530694 31739.14 783886 47644.47
STOCK FUTURES 126995 6365.50 106672 5351.40 981776 48310.54
STOCK OPTIONS 90119 4063.97 87671 3947.81 35754 1746.60

4. DAILY DERIVATIVE REPORT
03 JUNE 2016
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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