Daily Derivative Report

NIFTY FUTURE : 5878.00 -3.00

11 June 2013
-0.05%
NIFTY FUTURES HIGHLIGHTS
1.03 1.22

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options

Product
Index Futures Stock Futures Index Options Stock Options Total F&O

07.06.13
453415 483336 3822282 248107 5007140

Volume 10.06.13
317139 410129 2985579 224740 3937587

% Chg
-30.06% -15.15% -21.89% -9.42% -21.36%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,878.00 12,087.05 6,604.70

Future
5,906.00 12,124.00 6,639.95

Basis
28 37 35

Nifty June 2013 futures closed at 5906.00 on Monday at a premium of 28 points over spot closing of 5878.00, while Nifty July 2013 futures ended at 5926.00, at a premium of 48 points over spot closing. Nifty June futures saw contraction of 0.15 million (mn) units taking the total outstanding open interest (OI) to 12.17 mn units. The near month June 2013 derivatives contract will expire on June 27, 2013. From the most active contracts, Reliance Communications June 2013 futures were trading at a premium of 0.45 points at 111.15 compared with spot closing of 110.70. The number of contracts traded was 15,031. Tata Motors June 2013 futures were at a premium of 0.35 points at 298.05 compared with spot closing of 297.70. The number of contracts traded was 12,890. DLF June 2013 futures were at a premium of 0.35 points at 196.95 compared with spot closing of 196.60. The number of contracts traded was 10,019. Reliance Industries June 2013 futures were trading at a premium of 0.85 points at 792.85 compared with spot closing of 792.00. The number of contracts traded was 11,585.

Increase in Open Interest with Increase in price Symbol RANBAXY RECLTD HCLTECH M&M TCS Last price 379.5 223.55 761.50 979.5 1,537.00 Chg (%) 0.15 1.38 1.71 0.93 0.74 Open Interest 3,827 3,664 3,110 2,298 7,212 9 8.85 7.74 7.71 5.73 Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
OPTOCIRCUI ICICIBANK ADANIPORTS DABUR EXIDEIND 22.05 1126.6 151.95 152.05 130.3 -22.63 -1.73 -0.30 -3.21 -5.68 9846 6499.25 3854 2562 1328

Increase (%)

26.46 17.39 16.86 15.41 14.48

CP
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0
AU TO B NS AN TR K UC S TI FI O NA N NC E FM C HO G TE LS E T IT AL L S & GA PH S AR M PO A W ER

SECTO R
A U TO BA N KS CO N STRU CTIO N FIN A N CE FM CG H O TELS IT M ETA LS O IL & GA S PH A RM A PO W ER

O .I.
35853250 145296500 295520000 47266500 26857750 9044000 15791500 121592000 50444250 34859250 84651500

% Change
-1.57 -0.46 2.78 -3.05 -0.27 1.66 4.7 1.37 0.11 -0.92 1.13

For Private circulation Only

CO

OI

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Daily Derivative Report

NIFTY OUTLOOK :
The Nifty dropped just 3.00 points or 0.05% to 5878.00. On the National Stock Exchange (NSE), Bank Nifty down by144.45 points or 1.18% to 12087.05, CNX IT up by 64.65 points to 6604.70, while CNX mid-cap down by 103.00 points or 1.32% to 7701.30 and CNX Nifty Junior down by 159.65 points or 1.30% to 12117.30

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY Expiry Date Strike Price 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 6000 6100 5900 6200 6300 5800 6400 6500 13000 Contracts Traded 18462750 14609500 14104700 9731950 4511300 1927800 1899800 534400 392500 Open Interest 6068950 6939250 4812350 6618700 4568100 1926000 2143550 1496200 238475

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 5800 5900 5700 5600 6000 5500 5400 6100 Contracts Traded 20127500 17499300 12819700 7140500 4492050 3449300 1040050 712350 Open Interest 6430300 6663050 5637100 5433050 3524550 4184000 1667400 2141700

OPTION STRATEGY AS ON 7th JUNE 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5985.95 SELL NIFTY JUNE 6000 CA @ 63.90 SELL NIFTY JUNE 6000 PA @ 131.10 UNLIMITED 195 50

250 200 150 100 50 0 -50 -100 -150 1 2 3 4 5 6 7 NET INFLOW NET INFLOW

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Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Marg, Finance New Delhi-110002 Mansukh Securities Ltd
Phone: 011-30123450/1/3/5 Fax:Pratap 011-30117710 Email: research@moneysukh.com Office: 306, Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Daily Derivative Report

DATE OF STRATEGY

UNDERLYING ASSET

STRATEGY

IN/OUT FLOW

NET PROFIT/ LOSS AS ON 07/06/2013

REMARK

31/05/2013

NIFTY

SELL NIFTY JUNE 5700PUT@ 23.50 SELL NIFTY JUNE 6100CALL@ 56.95 SELL RELCAPITAL MAY 370 PUT@ 16.55 SELL RELCAPITAL MAY 370 CALL@ 11.55 SELL HINDALCO OCT 130 PUT@ 7.20 BUY TWO HINDALCO OCT 120 PUT@ 2.50 BUY BHEXAWARE OCT FUT@ 121 BHEXAWARE OCT 120 PUT@ 4.75 SELL BANK NIFTY SEP 11400 CALL@ 150 BUY TWO BANK NIFTY SEP 11600 CALL@ 68 BUY

80.45

22.15

BOOK FULL PROFIT

15/05/2013

RELCAPITAL

28.1

2.75

BOOK PARTIAL PROFIT AS ON 20..05.2013

8/9/2012

HINDALCO

2.2

0.35

HOLD

1/10/2012

HEXAWARE

-4.75

2.65

BOOK PARTIAL PROFIT AS ON 04.10.2012

24/9/2012

BANK NIFTY

14

(4.00)

CLOSED

NAME
Varun Gupta Mohit Taneja Vikram Singh

DESIGNATION
Head - Research Research Analyst Research Analyst

E-MAIL
varungupta@moneysukh.com mohit.t@moneysukh.com vikram_research@moneysukh.com

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For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834 NSE: INB BSE: 230781431, F&O: INF /230781431, DP: IN-DP-CDSL-73-2000, INSEBI Regn No. INB010985834 NSE: INB230781431 DP-NSDL-140-2000 PMS Regn No. INP000002387 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Marg, Finance New Delhi-110002 Mansukh Securities Ltd
Phone: 011-30123450/1/3/5 Fax:Pratap 011-30117710 Email: research@moneysukh.com Office: 306, Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com