Daily Derivatives Report – 29 Jun 2021

Nifty July 2021 futures closed at 15792, at a premium of 44 points over spot closing of 15748.
Among the stock futures of current series, MARICO and APOLLOHOSP gained the most whereas IDEA and NATIONALUM were the top losers.
Highest OI build-up was seen in MARICO(78.6%) and GODREJCP(37.2%) while HDFCLIFE(50%) and COROMANDEL(41%) were shorted the most. Positions in UBL(-6.5%) and INDUSINDBK(-2.2%) were covered the most whereas most unwinding was done from NATIONALUM(-14.6%) and ICICIGI(-5.5%).
In the index options segment, most OI additions were made at 15800(CE)/15900(CE) levels while most reductions were made at 15800(PE)/16400(CE) levels of Nifty.
Among the most active stock options, HDFCLIFE and CIPLA, most OI additions were made at 700(CE)/1000(CE) levels while most reductions were made at 760(CE)/960(CE) levels.
NATIONALUM and UBL gained the most market-wide position limits whereas MARICO and HDFCLIFE lost the most.
NATIONALUM was the loner in the FNO Ban list of the day.
In the capital market segment, FIIs sold, for the third straight session, a net of Rs.1300cr worth of index futures whereas bought a net of Rs.4677cr of index options. Among the stock contracts, a net of Rs.1176cr worth of futures and Rs.238cr worth of options were sold by the FIIs.