Daily Derivatives Report – 5 Jul 2021

Nifty July 2021 futures closed at 15868, at a premium of 34 points over spot closing of 15834.
Among the stock futures of July series, IRCTC and MUTHOOTFIN gained the most while NMDC and ADANIENT were the top losers.
Long build up was seen the most in BOSCHLTD(31.6%) and MUTHOOTFIN(36.8%) while most shorting was done in NMDC(30%) and BATAINDIA(16.4%). Positions in HAVELLS(-8.9%) and HDFCBANK(-6.7%) were covered the most whereas most unwinding was done in BEL(-2%) and PIIND(-1.2%).
In the options segment, most OI additions were seen at 15800(PE)/15700(PE) levels whereas most OI reductions were made at 15700(CE)/15800(CE) levels of Nifty.
Among the most active stock options, MARUTI and IRCTC, most OI additions were made at 7700(CE)/2300(CE) levels and most OI reductions at 7600(CE)/2100(CE) levels.
HAVELLS and HDFCBANK gained the most in terms of market-wide positions while MUTHOOTFIN and BOSCHLTD lost out the most positions.
NATIONALUM and PNB were put in the FNO Ban list of the day.
In the index derivatives segment, FIIs were the net sellers of Rs.133cr of futures an Rs.1207cr of option contracts.
On the other hand, in the stock derivatives segment, a net of Rs.1370cr of futures were bought and Rs.173cr of options were sold.