The Indian equity market closed with smart gains extending its winning streak for the second consecutive trading session. After a long time, large caps like HUL, Tata Motors, Infy and L&T showed leadership which lifted the Nifty to close near the 7700 mark.

1. DAILY DERIVATIVE REPORT
16 DEC 2015
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 The Indian equity market closed with smart gains extending its winning streak for the second consecutive trading
session. After a long time, large caps like HUL, Tata Motors, Infy and L&T showed leadership which lifted the Nifty
to close near the 7700 mark.
 BSE Finally, the BSE Sensex ended with gains of 170 points to close at 25,320. It opened at 25,187, touched an intra-
day high of 25,343 and low of 25,076. The NSE Nifty gained 51 points to close at 7,701. It opened at 7,659 hitting a
high of 7,705 and low of 7,625.
 Post a flat start, follow-up buying continued throughout the day, leading the Nifty to end another 51 points higher.
Nifty futures premium settled at 9 points. India VIX fell 2.6% to 17.3
 FIIs bought | 49 crore while DIIs bought | 274 crore in the cash segment. FIIs sold | 438 crore in index futures and |
1298 crore in index options. In stock futures, they bought | 3 crore
 The highest Put base is at the 7500 strike with 80 lakh shares while the highest Call base is at the 8000 strike with 62
lakh shares. The 7800 and 8000 Call strikes saw reductions of 1.2 and 3.1 lakh shares, respectively. The 7700 and 7500
Put strikes saw additions of 4.5 and 3.0 lakh shares, respectively
 Nifty Future: The Nifty is likely to open gap up on the back of positive global cues. It is likely to trade in the range of
7640-7750. Buy Nifty in the range of 7670-7680 for targets of 7710-7730, stop loss: 7655
 Bank Nifty Future: The index again remained under pressure compared to the broader market and ended almost flat.
However, options data is suggesting a hurdle around 16700-16800. The recent low can be seen as a support in coming
days. Sell Bank Nifty in the range of 16550-16600, targets: 16450-16350, stop loss: 16670
NIFTY SNAPSHOT & PIVOT POINTS
SPOT FUTURE
COST OF
CARRY
TOTAL FUT OI PCR OI PCR VOL ATM IV
CURRENT 7701 7709 2.52 21812025 0.84 0.81 17.58
PREVIOUS 7650 7668 5.04 21352425 0.81 0.83 17.86
CHANGE(%) 0.66 0.54 2.15 - - -
PIVOT LEVELS S3 S2 S1 PIVOT R1 R2 R3
NIFTY FUTURE 7525 7606 7658 7687 7739 7768 7849
F&O HIGHLIGHTS
INDEX OUTLOOK
MARKET ROUND UP

2. DAILY DERIVATIVE REPORT
16 DEC 2015
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INTRADAY STRATEGY
i) HAVELLS FUTURE ii) YESBANK FUTURE
Buy future around 296-300 Sell future around 690-695
View : Bullish View : Bearish
Strategy : Future Strategy : Future
Target1: 306 Target 2 : 312 Target1: 680 Target 2 : 670
Stop loss : 290 Stop loss : 710
Market Lot : 2000 ,CMP : 301.45 Market Lot : 700 ,CMP : 687.40
STOCK ANALYSIS
OPEN INTEREST ACTIVITY
LONG BUILD UP SHORT BUILD UP
SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG SYMBOL OI (LOTS)
%
CHNG
PRICE %CHNG
HINDUNILVR 5255.00 4.3 824.00 0.40 JSWENERGY 1238.00 13.1 76.00 [4.8]
VOLTAS 3753.00 3.4 293.50 1.60 ACC 3777.00 10.8 1313.60 [0.7]
CESC 2397.00 3 520.45 0.70 PNB 6664.00 9.7 121.95 [5.6]
BEML 931.00 2 1075.05 0.20 YESBANK 20679.00 6.1 687.40 [3.4]
IGL 1258.00 0.9 483.60 3.40 POWERGRID 3943.00 5.6 128.25 [1.7]
 OI addition : We saw long built up in hind unilever, voltas, cesc, beml, igl while short built up was seen in
jsw energy, acc, pnb, yes bank, powergrid.
 OI Shedding : We saw short covering in godrej ind, sail, pfc, recl, vedl and long unwinding was seen in apollo-
hosp, motherson sumi, unitech, sks micro, mrf

3. DAILY DERIVATIVE REPORT
16 DEC 2015
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Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK ICICIBANK 31DEC2015 CE 260 3.95 3,449 15,470.32
OPTSTK TATASTEEL 31DEC2015 CE 250 4.85 3,218 16,407.29
OPTSTK SBIN 31DEC2015 CE 240 2.15 3,133 15,204.45
OPTSTK TATASTEEL 31DEC2015 CE 240 9.45 2,606 12,973.19
OPTSTK ICICIBANK 31DEC2015 CE 270 1.60 2,505 11,567.36
MOST ACTIVE CALLS
MOST ACTIVE PUTS
Instrument
Type
Symbol Expiry
Date
Option
Type
Strike
Price
LTP Traded
Volume
(Contracts)
Traded
Value
(Lakhs)
OPTSTK MARUTI 31DEC2015 PE 4,400 55.00 2,211 12,340.56
OPTSTK RELIANCE 31DEC2015 PE 940 13.40 2,158 10,295.28
OPTSTK RELIANCE 31DEC2015 PE 900 4.15 2,082 9,417.51
OPTSTK SBIN 31DEC2015 PE 220 3.00 1,848 8,242.82
OPTSTK TATASTEEL 31DEC2015 PE 230 4.00 1,827 8,559.86
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
24251 1291.81 40231 2213.03 269503 14895.04
INDEX OPTIONS
316001 17697.52 312383 17534.64 1302697 73571.99
STOCK FUTURES 59647 2916.48 54707 2693.04 1017003 48702.16
STOCK OPTIONS 46957 2279.34 48004 2337.71 64972 3090.05

4. DAILY DERIVATIVE REPORT
16 DEC 2015
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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