Daily Derivatives Report – 9 Jun 2021

Nifty June 2021 futures closed at 15669, at a premium of 33 points over spot closing of 15635.  Among the stock futures, TATAPOWER(7.08%) and RECLTD(6.18%) were the top gainers while PETRONET(-7.7%) and IDEA(-3.96%) were the top losers.
For the current month expiry contracts, the highest OI build-up was seen in RECLTD(30.65%) and TORNTPOWER(29.82%) while PETRONET(54.78%) and GAIL(30.13%) saw the most short build-ups. Among the contracts with most position covering were IBULHSGFIN(-12.33%) and NAUKRI(-9.32%) whereas positions in MPHASIS(-20.56%) and NAVINFLUOR(-11.9%) were unwinded the most.
In the options segment, highest OI additions in index contracts were made at 15700(CE) and 15800(CE) levels. Most reductions in OI were made at 15700(PE) level of Nifty and at 37000(CE) level of Bank Nifty. Among the stock contracts, most OI additions and reductions were made at 140(CE)/2200(CE)  and 120(CE)/2000(PE) levels of  TATAPOWER and RELIANCE respectively.
MPHASIS and IBULHSGFIN were the top gainers in the market-wide position limits chart while, PETRONET and TORNTPOWER were the top losers.
IBULHSGFIN, NATIONALUM, PNB, SAIL and SUNTV were in the FNO Ban list of the day.
In the index segment, FIIs were the buyers of Rs.536cr worth of futures and net sellers of Rs.7821cr of option contracts. In the stock segment, they sold a net of Rs.69cr and Rs.340cr of futures and option contracts respectively.