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Daily Derivative Report

NIFTY FUTURE : 6164.35 -14.00 0.23%

24 October 2013

Nifty Sentiment Indicators


Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.47 1.07

NIFTY FUTURES HIGHLIGHTS Nifty October 2013 futures closed at 6177.00 on Thursday at a premium of 12.65 points over spot closing of 6164.35, while Nifty November 2013 futures ended at 6227.05 at a premium of 62.70 points over spot closing. Nifty October futures saw contraction of 0.34 million (mn) units taking the total outstanding open interest (OI) to 17.23 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, DLF October 2013 futures last traded at a premium of 0.55 points at 159.20 compared with spot closing of 158.65. The number of contracts traded was 13,633. Yes Bank October 2013 futures were at a premium of 1.50 points at 363.75 compared with spot closing of 362.25. The number of contracts traded was 21,048. L&T October 2013 futures last traded at a discount of 0.65 points at 962.70 compared with spot closing of 963.35. The number of contracts traded was 16,672. ICICI Bank October 2013 futures were at a premium of 2.30 points at 1023.20 compared with spot closing of 1020.90. The number of contracts traded was 23,572.

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

23.10.13
543284 754721 4584596 384002 6266603

Volume 24.10.13
601859 704887 5052611 338851 6698208

% Chg
10.78% -6.60% 10.21% -11.76% 6.89%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,164.35 10,902.45 8,681.65

Future
6,177.00 10,910.40 8,702.00

Basis
13 8 20

Increase in Open Interest with Increase in price Symbol FEDERALBNK UBL PETRONET DABUR ULTRACEMCO
400000000 350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
46.64 34.86 19.1 8.35 3.88
ADANIPORTS COALINDIA HCLTECH DIVISLAB GLENMARK 155.35 280.4 1057.9 995 550.65 -2.78 -3.41 -4.33 -2.78 -1.65 5404 4866 3151 543.25 265.5

Last price 82.5 965.8 130.3 177.45 1945.45

Chg (%) 4.63 8.87 2.16 0.4 0.67

OI ('000') 6162.5 73.5 2108 3556 953

Increase (%)

Increase (%)

15.27 9.64 8.58 6.36 6.2


-1.94 0.51 0.28 -0.47 1.91 2.55 -2.92 3.37 -0.45 -1.78 2.03

CP

Industry
AUTO BANKS CONSTRUCTION FINANCE FMCG IT MEDIA & ENT METALS OIL & GAS PHARMACEUTICALS POWER

OI
44515500 188086625 335402000 51336000 25965000 24575750 4750500 81997000 48918250 43558000 87870000

OI Change(%)

For Private circulation Only

AU TO NS BA TR NK UC S TIO FIN N AN CE FM CG M ED IA IT & EN M T ET PH AR OIL ALS M & AC G EU AS TIC A PO LS W ER CO

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

Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped 14 points in last session after hitting the high of 6252 since november 2011 dropping almost 90 points from days high . For the upcoming session market seems choppy, however 6235/6280 could be its crucial resistance levels. On the flip side 6105/6032 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY Expiry Date Strike Price 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 6300 6200 6400 6100 6500 6250 6350 6000 11000 Contracts Traded 34473050 31719750 20138250 6786750 6005250 1751150 1200800 1147450 1131675 Open Interest 6479750 4928300 4374300 3057150 2753850 783600 585450 2118650 286125

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 6200 6100 6000 5900 6300 5800 5700 6150 Contracts Traded 32505150 30810400 18702900 9486900 6893350 5412900 3234350 1359800 Open Interest 3353350 5448750 5835250 5093150 1035250 4587250 4751850 566100

N E T IN F L O W
OPTION STRATEGY AS ON 23 OCTOBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6202.8 BUY NIFTY OCT. CA 6200 @ 83 Correction :-BUY NIFTY OCT. 6200 PA @ 57 140 UNLIMITED 50

200 150 100 50 0 -5 0 -1 0 0 -1 5 0 -2 0 0 1 2 3 4 5 6 7 8 NET I NFLO W

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For Private circulation Only 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

Daily Derivative Report

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 07/10/2013 REMARK

30/9/2013

NIFTY

SELL NIFTY OCTOBER. FUTURE SELL NIFTY OCT.5700 PUT@ 95.00 SELL NIFTY AUGUST 5500 PUT@76.10 SELL NIFTY AUGUST 5900 CALL@ 84 SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05 BUY NIFTYAUGUST FUTURE SELL NIFTY AUGUST 5300 CALL@ 85.00

95

55.85

BOOK PARTIAL PROFIT

10/8/2013

NIFTY

170.1

75.30

BOOK FULL PROFIT

2/8/2013

NIFTY

138.05

85.20

BOOK PARTIAL PROFIT

21/8/12013

NIFTY

85

43.90

BOOK PARTIAL PROFIT

NAME
Varun Gupta Mohit Taneja

DESIGNATION
Head - Research Research Analyst

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

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For Private circulation Only

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