Daily Derivatives Report – 6 Jul 2021

Nifty July 2021 futures closed at 15832, at a premium of 14 points over spot closing of 15818.
AUBANK and RAMCOCEM were the top gainers in the current series futures while TATAMOTORS and IBULHSGFIN were the top losers.
With respect to the current series of futures, most long build up was seen the most in AMBUJACEM(26.36%) and BAJFINANCE(16%) while, most short build up was seen in NMDC(37.2%) and TATAMOTORS(35.26%). Positions in TRENT(-12.5%) and KOTAKBANK(-11%) were covered the most while, MUTHOOTFIN(-10.7%) and IBULHSGFIN(-7.5%) were unwinded the most.
In the index options segment, most OI additions were seen at 16000(CE)/15900(CE) levels and most reductions were seen at 15700(PE)/15800(CE) levels of Nifty.
Among the most active stock options, TATAMOTORS and BAJFINANCE, most OI additions were made at 320(CE) and 6400(CE) levels respectively. Most reductions in OI were made at 340(PE) and 6100(CE) levels of the two stock options.
In terms of market-wide position limits, TRENT and KOTAKBANK topped the chart while NMDC and TATAMOTORS were at the bottom of the list.
IBULHSGFIN, NATIONALUM and PNB were in the FNO Ban list of the day.
In the index derivatives, FIIs bought a net of Rs.223cr of futures and Rs.2366cr of options. In the stock derivatives, a net of Rs.1058cr of futures were bought and a net of Rs.374cr of options were sold.