WEEKLY DERIVATIVE REPORT

02 MAY 2016

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The Nifty found it tough to surpass 8000 and moved back to 7850 to end the week almost flat. Once a gain, banking

stocks were key. They were able to hold the market despite weak global cues.

Major positive moves were seen in Yes Bank (7.7%), IndusInd Bank (6.9%), Kotak Mahindra Bank (6.1%), TCS (4.9%)

and HDFC Bank (3.7%). At the same time, major laggards of the week were HCL Tech (-11.2%), State Bank of India

(-5.6%), Reliance (-5.4 %), Hindalco industries (-4.7 %) an d HDFC L dt (-4.7 %)

The Nifty traded in a broader range amid high volatility. However, at the end of the session it ended almost flat. Nifty

futures premium settled at 45 point. India VIX fell 0.4% to 16.5

FIIs sold | 205 crore while DIIs bought | 28 crore in the cash segment. FIIs sold | 268 crore in index futures and

bought | 2411 crore in index options. In stock futures, they sold | 609 crore

The highest Put base is at the 7700 strike with 43 lakh shares while the highest Call base is at the 8200 Call strike

with 40 lakh shares. The 7900 and 8100 Call strike saw additions of 11.0 and 10.8 lakh shares, respectively. The 7800

and 7600 Put strikes saw additions of 6.2 and 5.8 lakh shares, respectively

Nifty Future: The Nifty is likely to open negative on the back of weak global cues. It is likely to trade in the range of

7820-7930. Sell Nifty in the range of 7900-7910 for targets of 7870-7850, stop loss: 7925

Bank Nifty Future: The Bank Nifty index ended well above the levels of 16800 on the back of fresh long additions.

Looking at the option data, we feel that only a move below 16500 would trigger selling pressure. Buy Bank Nifty in

the range of 16640-16690, targets: 16800-16900, stop loss: 16590

NIFTY SNAPSHOT & PIVOT POINTS

SPOT FUTURE COST OF

CARRY TOTAL FUT OI PCR OI PCR VOL ATM IV

CURRENT 7847 7895 7.45 20986575 0.96 0.96 15.84

PREVIOUS 7980 7990 10.45 26236575 1.17 0.95 17.01

CHANGE(%) -1.66 -1.19 -20.01 - - -

PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3

NIFTY FUTURE 7654 7798 7847 7942 7991 8086 8230

INDEX OUTLOOK

MARKET ROUND UP

WEEKLY DERIVATIVE REPORT

02 MAY 2016

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INTRADAY STRATEGY

i) ZEE LTD FUTURE i) HCL TECH FUTURE

Buy future around 412-415

Sell future around 760-780

View : Bullish View : Bearish

Strategy : Future Strategy : Future

Target1: 420 Target 2 : 425 Target1: 740 Target 2 : 720

Stop loss : 404 Stop loss : 800

Market Lot : 1300 ,CMP : 415

Market Lot : 600 ,CMP : 750.60

STOCK ANALYSIS

OPEN INTEREST ACTIVITY

LONG BUILD UP SHORT BUILD UP

SYMBOL OI (LOTS) %

CHNG PRICE %CHNG SYMBOL OI (LOTS)

%

CHNG PRICE %CHNG

BIOCON 2563.00 15.2 589.70 2.10 HCLTECH 15483.00 32.7 750.60 [6.2]

BATAINDIA 1716.00 12.2 589.35 6.00 NCC 1287.00 16.9 79.25 [0.6]

DLF 6495.00 11.9 130.45 3.20 ARVIND 2298.00 15 280.25 [2.0]

IBREALEST 2931.00 11.2 67.80 6.50 CEATLTD 2666.00 14.7 1074.75 [3.7]

INDIACEM 4395.00 9.9 90.15 3.40 IDEA 12548.00 13.3 115.80 [7.4]

OI addition : We saw long built up in biocon, bata india, dlf, ibreal estate while short built up was seen in

hcl tech, ncc, arvind, ceat ltd. Idea ltd.

OI Shedding : We saw short covering was seen in sun tv , relinfra and long unwinding was seen in union bank,

syndicate bank.

WEEKLY DERIVATIVE REPORT

02 MAY 2016

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Instrument

Type

Symbol Expiry

Date

Option

Type

Strike

Price

LTP Traded

Volume

(Contracts)

Traded

Value

(Lakhs)

OPTSTK ICICIBANK 26MAY2016 CE 250 5.40 10,603 46,146.06

OPTSTK ICICIBANK 26MAY2016 CE 240 9.50 8,812 37,439.02

OPTSTK ICICIBANK 26MAY2016 CE 260 2.95 5,963 26,706.19

OPTSTK ICICIBANK 26MAY2016 CE 245 7.15 3,870 16,623.16

OPTSTK SBIN 26MAY2016 CE 200 4.80 3,761 15,434.39

MOST ACTIVE CALLS

MOST ACTIVE PUTS

Instrument

Type

Symbol Expiry

Date

Option

Type

Strike

Price

LTP Traded

Volume

(Contracts)

Traded

Value

(Lakhs)

OPTSTK ICICIBANK 26MAY2016 PE 230 6.00 9,887 39,811.19

OPTSTK ICICIBANK 26MAY2016 PE 220 3.35 6,534 24,872.59

OPTSTK ICICIBANK 26MAY2016 PE 240 10.35 6,392 27,286.62

OPTSTK ICICIBANK 26MAY2016 PE 235 7.85 3,786 15,693.39

OPTSTK ICICIBANK 26MAY2016 PE 225 4.45 3,189 12,480.92

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 26821 1510.88 31855 1779.13 295615 17158.87

INDEX OPTIONS 566628 32595.50 521124 30184.74 774221 45378.88

STOCK FUTURES 93145 4621.36 106457 5230.68 948186 45903.27

STOCK OPTIONS 65836 3091.79 64255 3013.68 23002 1140.86

WEEKLY DERIVATIVE REPORT

02 MAY 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