The weekly derivative report provides analysis of the performance of the Nifty 50 index and notable stocks for the past week. Key points include: - The Nifty closed around 1% lower due to resistance at the 8400 call option level. Volatility continued to decrease after Brexit. - Major gainers were Lupin, BHEL, HDFC, Aurobindo Pharma, and HUL. Major decliners were Gail, Bharti Airtel, Idea, Tata Steel, and TCS. - Trading activity and open interest levels are analyzed for various stocks and index options and futures. Recommendations are provided for specific trades in Axis Bank, Bharti Airtel

1. WEEKLY DERIVATIVE REPORT
11 JULY 2016
YOUR MINTVISORY Call us at +91-731-6642300
 During the week, the Nifty continued to face hurdle around the sizeable call base of 8400 and closed almost 1% lower
from the week’s high at 831. Post Brexit Event the global volatility continued to cool off where India as well was no
exception.
 Major positive moves were seen in Lupin (5.3%), BHEL (4.4%), HDFC Ltd (3.7%), Aurobindo Pharama (4.1%) and
HUL (2.6%) • Major laggards of the last week were Gail (-5.1%), Bharti (-3.7%), Idea (-3.8%), Tata Steel (-3%) and
TCS (-3.0%)
 The Nifty continued to remain lacklustre and in a tight band of 45 points throughout the day. Finally, it ended 15
points lower. Nifty futures ended at a premium of 13 points. India VIX fell 1.7% to 15.08.
 FIIs bought 331 crore while DIIs sold 513 crore in the cash segment. FIIs sold 222 crore in index futures and bought
401 crore in index options. In stock futures, they bought 282 crore.
 The highest Put base is at the 8200 strike with 49 lakh shares while the highest Call base is at the 8500 strike with 44
lakh shares. The 8400 and 8300 Call strikes saw addition of 2.8 and 2.4 lakh shares, respectively, while the 8200 and
8100 Put strikes added 2.8 and 1.5 lakh shares, respectively

 Nifty Future: The Nifty is likely to open gap up on the back of strong global cues. Buy Nifty in the range of 8380-8390
for targets of 8420-8450, stop loss: 8365.
 Bank Nifty Future: The index held 18000 on Friday session despite profit booking. With the 18000 Call still com-
manding considerably high stuck short OI, declines in the index are likely to be limited and to be used as buying op-
portunity for a target of 18500 (highest call base). Buy Bank Nifty in the range of 17950-18000, targets: 18100-18250
stop loss: 17880
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 8330 8336 1.3 20,235,450 1.05 1.09 14.90
PREVIOUS 8331 8356 0.2 20,515,500 0.94 1.16 16.5
CHANGE(%) (0.0) (0.2) (1.4) - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 8236 8298 8328 8360 8390 8422 8484
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. WEEKLY DERIVATIVE REPORT
11 JULY 2016
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INTRADAY STRATEGY
i) AXIS BANK FUTURE ii BHARTI AIRTEL FUTURE
Buy future around 545-550 Sell future around 360-365
View : Bullish View : Bearish
Strategy : Buy Future Strategy : Sell Future
Target1: 554 Target 2 : 558 Target1: 355 Target 2 : 350
Stop loss : 540 Stop loss : 370
Market Lot : 1200 ,CMP : 547 Market Lot : 1500 ,CMP : 357
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
BPCL 11535.00 25.3 1110.00 1.60 NIITTECH 661.00 34.6 500.45 [5.0]
HINDALCO 5411.00 18.3 128.75 3.50
AMARAJA-
BAT
1555.00 24.7 837.55 [2.7]
EXIDEIND 2302.00 17.7 176.45 3.20 TATASTEEL 13607.00 23.9 310.45 [5.2]
ACC 2094.00 15.8 1616.50 1.10 TCS 14311.00 18.3 2438.00 [2.0]
DRREDDY 9130.00 12.1 3547.00 2.80 APOLLOTYRE 3061.00 14.3 150.50 [4.0]
 OI addition : We saw long built up in bpcl, hindalco, exide ind, acc, drreddy while short built up was seen
in niit tech, amaraja batt, tatasteel, tcs , apollotyre.
 OI Shedding : We saw short covering was seen in exide ind, hindalco, hdfc ,long unwinding was seen in cum-
minsind, ibulhsgfin, bajajfinance.

3. WEEKLY DERIVATIVE REPORT
11 JULY 2016
YOUR MINTVISORY Call us at +91-731-6642300
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK LUPIN 28JUL2016 CE 1,700 27.00 5,149 26,830.36
OPTSTK RELIANCE 28JUL2016 CE 1,000 13.90 2,902 14,735.05
OPTSTK LUPIN 28JUL2016 CE 1,800 9.60 2,834 15,425.86
OPTSTK LUPIN 28JUL2016 CE 1,750 16.95 2,106 11,200.87
OPTSTK SBIN 28JUL2016 CE 220 6.75 2,027 13,786.24
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK LUPIN 28JUL2016 PE 1,600 38.00 2,749 13,451.10
OPTSTK LUPIN 28JUL2016 PE 1,550 21.00 1,625 7,641.47
OPTSTK LUPIN 28JUL2016 PE 1,650 62.30 1,562 7,965.26
OPTSTK SBIN 28JUL2016 PE 215 5.05 1,210 8,003.42
OPTSTK LT 28JUL2016 PE 1,500 24.15 1,209 9,227.51
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
17261 1137.01 21092 1358.65 237744 15148.95
INDEX OPTIONS
306266 20072.29 299589 19671.21 827968 52081.43
STOCK FUTURES 72637 4595.70 68599 4313.85 793562 49469.86
STOCK OPTIONS 37525 2410.21 38055 2439.46 57978 3672.92

4. WEEKLY DERIVATIVE REPORT
11 JULY 2016
YOUR MINTVISORY Call us at +91-731-6642300
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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