DAILY DERIVATIVE REPORT 23rd SEPTEMBER 2013

DAILY DERIVATIVE REPORT

NIFTY FUTURE WRAP

26 SEP 2013
SYMBOL NIFTY SUPPORT RESISTANCE PARTICULARS NIFTY SPOT NIFTY FUTURES CMP PRE CLOSE %CHANGE

S1-5950 S2-5880

R1-6065 R2-6155

6012.10 6047.20

6115.55 6145.75 STRATEGY BUY ON DIPS

1.69 1.60

TREND BULLISH S3 5642 S2 5846 S1 5947 PIVOT POINTS P 6051 R1 6151

R2 6255

R3 6459

DAILY DERIVATIVE REPORT

BANK NIFTY FUTURE WRAP

26 SEP 2013
SYMBOL BANK NIFTY SUPPORT RESISTANCE PARTICULARS BANK NIFTY SPOT BANK NIFTY FUTURES CMP PRE CLOSE %CHANGE

S1-10435 S2-10175

R1-10850 R2-11240

10686.80 10715.00

11148.65 11214.10

4.14 4.45

TREND BULLISH S3 9187 S2 9992 S1 10353 PIVOT POINTS P 10797 R1

STRATEGY BUY ON DIPS R2 11601 R3 12406

11158

DAILY DERIVATIVE REPORT

FUTUREs FRONT
Long Build Up (Fresh Longs) Open Interest Price Script
CROMPGREAV COLPAL RECLTD GAIL

Prev. OI
1,241.00 999.00 3,045.00 3,114.00

Cur. OI
1,377.00 1,085.00 3,291.00 3,341.00

% Chg. OI
11.0 8.6 8.1 7.3

LTP
93.55 1,303.85 204.00 342.45

Price % Chg
0.1 2.9 0.2 3.8

Short-Covering Open Interest Price Script Prev. OI Cur. OI % Chg. OI

IGL SRTRANSFIN ASHOKLEY IRB 1,523.00 1,893.00 2,077.00 5,017.00 1,374.00 1,727.00 1,897.00 4,680.00 [9.8] [8.8] [8.7] [6.7]

LTP
289.05 626.50 14.25 86.40

Price % Chg
5.2 4.0 2.9 7.5

Short Build Up Open Interest Price Script Prev. OI Cur. OI % Chg. OI

IOC PTC BANKINDIA ONGC 2,032.00 507.00 3,123.00 8,261.00 2,463.00 599.00 3,670.00 9,565.00 21.2 18.2 17.5 15.8

LTP
227.50 44.35 184.00 294.90

Price % Chg
[3.3] [5.8] [4.5] [1.9]

Long Unwinding Open Interest Price Script Prev. OI Cur. OI % Chg. OI

TATAPOWER ALBK RELIANCE IDBI 2,377.00 1,845.00 29,049.00 2,026.00 2,102.00 1,656.00 26,510.00 1,873.00 [11.6] [10.2] [8.7] [7.6]

LTP
83.00 83.75 888.60 63.90

Price % Chg
[0.5] [3.0] [0.8] [1.6]

DAILY DERIVATIVE REPORT

Top Gainers: Future Contract

Type FUTSTK FUTSTK FUTSTK FUTSTK Underlying APOLLOTYRE HDFC IDBI LICHSGFIN Exp. Date 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 Last Price 73.00 808.55 65.85 204.60 Chg (%) 14.1 12.8 8.0 7.7 OI ('000s) 16.00 1.00 24.00 8.00

Top Looser: Future Contract

Type FUTSTK FUTSTK FUTSTK FUTSTK Underlying DLF DLF DLF ORIENTBANK Exp. Date 31-Oct-13 26-Sep-13 28-Nov-13 31-Oct-13 Last Price 153.00 151.75 155.25 173.10 Chg (%) [11.8] [11.8] [11.2] [9.7] OI ('000s) 3,040.00 26,145.00 45.00 138.00

FII Trends In Future

Script INDEX FUTURES STOCK FUTURES BUY [RS.CR] 58,917 59,284 SELL [RS.CR] 54,232 78,202 NET POSITIONS [RS.CR] 144.32 [520.20] CONTRACTS ['000S] 452.611 1,038.044 VALUE [RS.CR] 13,154 28,581

DAILY DERIVATIVE REPORT

OPTIONs FRONT

Top Gainers: Options

Inst Type OPTSTK OPTSTK OPTSTK OPTSTK Underlying ASIANPAINT ULTRACEMCO UNIONBANK ORIENTBANK Expiry Date 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 Last Price[Rs.] 1.50 26.00 0.70 14.35 Strike Price[Rs.] 400.00 1,900.00 115.00 180.00 OPT Type PE CE PE PE

Top Looser: Options

Inst Type OPTSTK OPTSTK OPTSTK OPTSTK Underlying ASIANPAINT TCS DRREDDY BANKINDIA Expiry Date 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 Last Price[Rs.] 0.05 0.05 0.15 0.10 Strike Price[Rs.] 435.00 2,180.00 2,150.00 210.00 OPT Type PE CE PE CE

FII Trends In Options

Script INDEX OPTIONS STOCK OPTION BUY [RS.CR] 427,767 22,555 SELL [RS.CR] 471,778 24,262 NET POSITIONS [RS.CR] [1,204.02] [39.51] CONTRACTS ['000S] 2,415.496 69.599 VALUE [RS.CR] 70,958 1,918

DAILY DERIVATIVE REPORT

PUT CALL RATIO: STOCK OPTION (OI WISE) PUT CALL RATIO: STOCK OPTION (OPEN INTEREST WISE)
SCRIPT MCLEODRUSS CESC COALINDIA FINANTECH PUT 389,000.00 13,000.00 2,382,000.00 1,434,500.00 CALL 39,000.00 3,000.00 1,268,000.00 872,000.00 RATIO 9.97 4.33 1.88 1.65

PUT CALL RATIO: STOCK OPTION (VOLUME WISE)

SCRIPT MCLEODRUSS GRASIM RAYMOND ORIENTBANK PUT 20,000.00 2,750.00 4,000.00 46,000.00 CALL 1,000.00 625.00 1,000.00 35,000.00 RATIO 20.00 4.40 4.00 1.31

PUT CALL RATIO: INDEX FUTURES (OPEN INTEREST WISE)

SCRIPT NIFTY BANKNIFTY PUT 59,874,900.00 2,549,900.00 CALL 37,501,250.00 2,208,800.00 RATIO 1.60 1.15 -

PUT CALL RATIO: INDEX FUTURES (VOLUME WISE)

SCRIPT NIFTY BANKNIFTY PUT 177,599,100.00 6,768,650.00 CALL 142,857,950.00 6,651,825.00 RATIO 1.24 1.02 -

Daily Stock Picks:GAIL INDIA ltd:-

Technical Overview:
GAIL INDIA LTD given the break out and closing above trend line and major resistance of 337. Daily EMA of 9 & 21 are giving crossover for bullish side .RSI the leading indicator showing the buying strength by crossing above the level of 70 and MACD is also showing the buying signal .For the short term Gail India is in bullish trend with resistance of 348 and above this level next resistance of 357.In down side having the support of 323 and 313.

STRATEGY: BUY ON DIPS Pivot Levels: R2 R1 Pivot S1 S2 356 349 336 329 316

Daily Stock Picks:Reliance infra ltd;-

Technical Overview:
RELIANCE INFRA given the break out and closing above major resistance of 402. Daily EMA of 9 & 21 are giving crossover for bullish side .RSI the leading indicator showing the buying strength by crossing above the level of 70 and MACD is also showing the buying signal .For the short term Reliance Infra is in bullish trend with resistance of 439 and above this level next resistance of 450.In down side having the support of 378 and 369.

STRATEGY: BUY ON DIPS Pivot Levels: R2 R1 Pivot S1 S2 448 429 404 385 360

DAILY DERIVATIVE REPORT

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CAPITAL STARS FINANCIAL RESEARCH PRIVATE LIMITED PLOT NO. 12, SCHEME NO. 78, PART II VIJAYNAGAR INDORE 452001 (MP)