Monthly Derivatives Report – 30 Jun 2021

Among the top gainers in the FNO June Series were PEL and GUJGASLTD whereas AARTIIND and ADANIPORTS were the top losers.
Most long build-up was seen in GUJGASLTD(274%) and COFORGE(229%) while CUMMINSIND(277%) and AMARAJABAT(186%) were shorted the most. Positions in FINNIFTY(-56.3%) and AUBANK(-44%) were covered the most while most unwinding was seen in NAVINFLUOR(-35.5%) and PFIZER(-34.4%).
In terms of market-wide position limits, AUBNANK and MARICO gained the most whereas CUMMINSIND and  GUJGASLTD were the top losers.
FIIs sold a net of Rs.4640cr in index futures and bought a net of index options worth Rs.5529cr. In the stock segment, FII’s were net sellers of stock futures worth Rs.2964cr and they sold stock options worth Rs.173cr.