Daily Derivatives Report – 28 Jun 2021

Nifty July 2021 futures closed at 15861, at a premium of 47 points over spot closing of 15814.
NATIONALUM and BANDHANBNK gained the most in the July series futures while HDFCLIFE and METROPOLIS were the top losers.
Highest long build up was seen in NATIONALUM(87.4%) and MGL(19.2%) while most shorting was done in HDFCLIFE(83.8%) and INDHOTEL(65%). Positions in NMDC(-7%) and UBL(-9%) were covered the most whereas most unwinding was done in MARUTI(-1.6%) and BHARATFORGE(-0.14%).
In the index options segment, highest OI additions were made at 16000(CE)/15900(CE) levels while, most reductions at 15000(PE)/14800(PE) levels of Nifty.
Among the most active stock options, TATASTEEL and NATIONALUM, most OI additions were made at 1200(CE)/90(CE) levels whereas most reductions were made at 1160(CE)/75(CE) levels.
NMDC and UBL gained the highest market-wide position limits while NATIONALUM and HDFCLIFE were the top losers.
In the capital market segment, a net of Rs.728cr of index futures was sold and Rs.1420cr worth of index options were bought by FIIs.
In the stock contracts, a net of Rs.1058cr of futures was sold and Rs.153cr worth of options were bought.