Daily Derivative Report

NIFTY FUTURE : 5836.95 +66.05

05 July2013
+1.14%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.3 1.08

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

03.07.13
337368 546701 2675601 290055 3849725

Volume 04.07.13
388545 609898 3107359 318556 4424358

% Chg
15.17% 11.56% 16.14% 9.83% 14.93%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,836.95 11,381.20 6,633.20

Future
5,845.00 11,436.15 6,615.00

Basis
8 55 (18)

Nifty July 2013 futures closed at 5845.00 on Thursday at a premium of 8.05 points over spot closing of 5,836.95, while Nifty August 2013 futures ended at 5868.00 at a premium of 31.05 points over spot closing. Nifty July futures saw addition of 0.21 million (mn) units taking the total outstanding open interest (OI) to 14.97 mn units. The near month July 2013 derivatives contract will expire on July 25, 2013. From the most active contracts, SBI July 2013 futures last traded at a discount of 13.05 points at 1,899.95 compared with spot closing of 1,913.00. The number of contracts traded was 54,484. Reliance July 2013 futures last traded at a premium of 5.70 points at 867.35 compared with spot closing of 861.65. The number of contracts traded was 26,032. Reliance Capital July 2013 futures were at a premium of 4.35 points at 363.70 compared with spot closing of 359.35. The number of contracts traded was 25,195. Reliance Communication July 2013 futures were at a discount of 0.65 points at 133.45 compared with spot closing of 134.10. The number of contracts traded was 22,537.

Increase in Open Interest with Increase in price Symbol CESC UCOBANK RELCAPITAL RELIANCE HINDUNILVR Last price 354 65.85 363.7 867.35 601.5 Chg (%) 4.9 10.12 6.1 1.56 3.18 Open Interest 626 15044 7871 7812.25 12875 26.72 19.89 19.2 14.81 13.88 Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
BANKBARODA SBIN PFC GAIL AXISBANK 546.65 1906.25 137.7 325.5 1262.5 -7.51 -4.64 -8.20 -1.30 -2.71 2333 5826.38 10768 5267 3411.5

Increase (%)

22.24 15.7 10.24 9.77 7.63

CP
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 IL S & G PH AS 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.
38191500 150994250 270621000 59601250 17413250 8020000 18308500 114011000 46702000 27284750 72576000

% Change
3.69 5.64 4.91 3.11 0.54 -0.35 9.01 2.29 2.59 -2.38 0.59

For Private circulation Only

CO

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Daily Derivative Report

NIFTY OUTLOOK :
The Nifty gained 66.05 points or 1.14% to 5836.95. On the National Stock Exchange (NSE), Bank Nifty up by just 23.40 points or 0.21% to 11381.20, CNX IT up by 181.90 points to 6633.20, while CNX mid-cap up by 48.75 points or 0.67% to 7359.80 and CNX Nifty Junior up by 59.45 points or 0.51% to 11672.75

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY Expiry Date Strike Price 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 5900 6000 5800 6100 6200 5700 6300 5600 12000 Contracts Traded 24031150 20173500 14370150 9046400 3335050 2576200 1355900 378900 358775 Open Interest 5961100 6123400 4598150 4422900 2637300 2298850 1300950 1583950 200425

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 5700 5800 5600 5500 5400 5900 5300 5200 Contracts Traded 18273250 17911900 13067500 8776050 4348800 3494200 1595050 950550 Open Interest 6066100 5904850 7421850 5319600 4110700 1985000 2535250 1944650

NET INFLOW
OPTION STRATEGY AS ON 04th JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5770.9 SELL 2 NIFTY JULY 6000 CA @ 23.15 SELL NIFTY JULY 5600 PA @ 43.95 UNLIMITED 90.25 50

150 100 50 0 -50 -100 -150 1 2 3 4 5 6 7 8 9

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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

DATE OF STRATEGY

UNDERLYING ASSET

STRATEGY

IN/OUT FLOW

NET PROFIT/ LOSS AS ON 02/07/2013

REMARK

1/7/2013

NIFTY

SELL 2 NIFTY JUNE 5500 PUT@ 36.20 SELL NIFTY JUNE 6000 CALL@ 37.50 SELL NIFTY JUNE 5500PUT@ 16.55 SELL NIFTY JUNE 5500CALL@ 112.15 SELL 2 NIFTY JUNE 5500PUT@ 15.65 SELL NIFTY JUNE 5800CALL@ 11.25 BUY NIFTY JUNE 5800PUT@ 59.00 BUY NIFTY JUNE 5800CALL@ 79.70 SELL NIFTY JUNE 5600PUT@ 37.20 SELL NIFTY JUNE 5900CALL@ 27.15

111.2

10.95

BOOK PARTIAL PROFIT

24/06/13

NIFTY

128.7

16.65

BOOK PARTIAL PROFIT

21/06/13

NIFTY

42.55

19.45

BOOK PARTIAL PROFIT

19/06/13

NIFTY

134.7

52.80

BOOK FULL PROFIT

13/06/13

NIFTY

64.35

24.00

BOOK FULL PROFIT

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 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