Daily Derivatives Report – 16 Jun 2021

Nifty June 2021 futures closed at 15777, at a premium of 9.30 points over spot closing of 15767.
In the current June Series futures, TATAPOWER(2.8%) and HINDPETRO(2%) were the top gainers while ADANIPORTS(-8.6%) and ADANIENT(-7.4%) were the top losers.
In the current series expiry, LTI(12.7%) and ICICIGI(7.2%) saw the highest OI build-up whereas LICHSGFIN(28.5%) and POWERGRID(15%) witnessed the most short build-up. Positions in HINDPETRO(-8.9%) and HINDUNILVR(-8%) were covered the most whereas most unwinding was done in ADANIPORTS(-12.4%) and ESCORTS(-10.7%).
In the options segment, highest OI additions were made at 15800(CE)/15900(CE) levels while most reductions were made at 15000(PE)/15800(PE) levels of Nifty. Among the most stock options, most OI additions were made at 2300(CE)/1150(CE) levels  and most reductions at 2200(PE)/1000(PE) levels of RELIANCE and TATASTEEL respectively.
ESCORTS and GODREJCP were the top gainers in the market-wide position limits whereas LICHSGFIN and VOLTAS lost the most.
ADANIPORTS and ESCORTS were the new additions to the FNO Ban list of the day alongside PNB, SUNTV, CANBK and NATIONALUM.
In the capital market segment, FIIs were the net sellers in index futures(Rs.568cr) and index options(Rs.1849cr). In the stock segment, FIIs sold a net of Rs.375cr and Rs.180cr in futures and option contracts respectively.