Derivative Report - July 15, 2011 -Angel Broking,

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 The Nifty futures’ open interest decreased by 1.86% while
Minifty futures’ open interest increased by 1.10% as
market closed at 5599.80 levels.
 The Nifty July future closed at a premium of 0.45 points,
against a premium of 14.30 points in the last trading
session, while the Aug futures closed at a premium of
15.15 points.
 The Implied Volatility of at the money options increased
from 17.60% to 18.00%.
 The PCR-OI increased from 1.20 to 1.23 points.
 The total OI of the market is `131,943cr and the stock
futures OI is `34,692cr.
 Few liquid stocks where CoC is positive are LITL, MTNL,
KFA, NATIONALUM and NHPC.
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 FIIs did some long unwinding in the Index futures.
They were net buyers of `211cr in the cash market
segment.
 Yesterday, significant build up was observed in the
5600 and 5700 Put options and some build up was
observed in the 5600 call option.
 CROMPGREAV added significant open interest in the
past few trading sessions. Yesterday, some buying
was observed in the stock. We may see a positive
move up to `255-257. Traders can use buy on dips
with a stop loss of `238.
 GTOFFSHORE is suggesting some long formations.
CoC has also increased. We may see a positive move
up to `225. Traders can form long positions with a
stop loss of `208.