Daily Derivatives Report – 21 Jun 2021

Nifty June 2021 futures closed at 15748 today, at a premium of 2.35 points over spot closing of 15746.
Among the stock futures, GMRINFRA and BANDHANBNK gained the most whereas UPL and PVR  were the top losers in the current futures series.
Bullish expectations are seen in the FINNIFTY(70%) and BANKNIFTY(19%) as the two saw highest OI build-up. Positions in CANBK(-36.5%) and JSWSTEEL(-32.5%) were covered the most whereas traders got out of their positions from CUMMINSIND(29%) and BOSCHLTD(-24.8%).
In the options segment, highest OI additions were seen at 15600(PE)/16000(CE) levels while most reductions were seen at 16500(CE)/15000(PE) levels of Nifty.
Among the most active stock options, RELIANCE and SBIN, most additions were made at 2260(CE)/415(PE) levels and most reductions at 2200(CE)/430(CE) levels.
MFSL and PETRONET topped the market-wide position limits chart whereas UBL and UPL were the top losers.
ADANIPORTS, BHEL, PNB and SUNTV were in the FNO Ban list of the day.
In the capital market segment, FIIs continued their selling streak in the index futures for the 8th straight session as they sold a net of Rs.478cr while they bought a net of Rs.1734cr worth of index options.
In the stock contracts, a net of Rs.74cr worth of futures was bought and a net of Rs.451cr worth of options were bought.