Daily Derivative Report

NIFTY FUTURE : 5519.10 -23.15

08 August 2013
-0.42%
NIFTY FUTURE HIGHLITES

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 0.95 0.83

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

06.08.13
482623 583585 4293734 273821 5633763

Volume 07.08.13
521400 693016 3785337 308756 5308509

% Chg
8.03% 18.75% -11.84% 12.76% -5.77%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,519.10 9,757.25 7,767.75

Future
5,550.25 9,799.90 7,765.00

Basis
31 43 (3)

Nifty August 2013 futures closed at 5550.25 on Wednesday at a premium of 31.15 points over spot closing of 5,519.10, while Nifty September 2013 futures ended at 5583.80 at a premium of 64.70 points over spot closing. Nifty August futures saw contraction of 1.13 million (mn) units taking the total outstanding open interest (OI) to 15.56 mn units. The near month August 2013 derivatives contract will expire on August 29, 2013. From the most active contracts, DLF August 2013 futures last traded at a premium of 1.20 points at 131.70 compared with spot closing of 130.50. The number of contracts traded was 19,421. Tata Motors August 2013 futures last traded at a discount of 5.35 points at 279.65 compared with spot closing of 285.00. The number of contracts traded was 42,581. Yes Bank August 2013 futures were at a premium of 2.90 points at 295.40 compared with spot closing of 292.50. The number of contracts traded was 35,887. ICICI Bank August 2013 futures last traded at a premium of 10.35 points at 875.70 compared with spot closing of 865.35. The number of contracts traded was 18,908.

Increase in Open Interest with Increase in price Symbol INDUSINDBK FINANTECH SESAGOA STER SAIL
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
8.91 6.71 6.26 4.87 4.23
SYNDIBANK ASIANPAINT ARVIND AXISBANK WIPRO 73.45 426 66.8 1075.7 453.2 -2.07 -3.38 -4.84 -1.63 -0.47 4016 3012.5 4380 6183.5 4388.5

Last price 374.8 168.7 129.75 75.65 39

Chg (%) 3.62 7.08 5.19 5.14 1.96

Open Interest 6738 1901.5 8220 30516 13400

Increase (%)

Increase (%)

30.47 18.37 11.39 11.28 11.27

CP

Industry
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 CEU TICA LS PO W ER

OI
49616750 168735875 320876000 54958250 26335250 6424000 20657250 124822000 44659250 32581000 90543000

O I Change
0.9 -0.28 0.02 -2.92 -0.4 -1.23 0.77 0.81 1.3 0.14 4.09

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Daily Derivative Report

NIFTY OUTLOOK :The nifty dropped 23.15 points in last session on the back of the depreciating rupee against US Dollar but the broadar markets outperform benchmark. For the upcoming session market seems bearish , however 5470/5410 is its near term supports levels. On the flip side 5596/5640 could be its crucial resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 5700 5800 5600 5900 6000 5500 6100 6200 5400 Contracts Traded 22900950 18387950 16644100 12340000 7117850 6052850 3516100 1896850 973600 Open Interest 3908350 5701550 3855400 5515500 6707900 2244000 4238350 2496200 1023050

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 5500 5400 5300 5600 5200 5100 5700 5000 Contracts Traded 19844450 19370800 11195950 11187700 7620100 3503550 3326400 1871150 Open Interest 4808200 7175600 3722350 3489700 4561200 1686850 4079550 1105450

NET INFLOW
OPTION STRATEGY AS ON 5th AUGUST 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5685.4 SELL NIFTY JULY 5900 CA @ 44.80 SELL NIFTY JULY 5500 PA @ 41.00

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

UNLIMITED

-100
85.8 50

-150

For any information or suggestion, please send your query at research@moneysukh.com

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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 31/07/2013

REMARK

29/7/2013

NIFTY

SELL NIFTY JUNE 5600 PUT@26.20 SELL NIFTY JUNE 6000 CALL@ 79 SELL NIFTY JUNE 5600 PUT@29.65 SELL NIFTY JUNE 6000 CALL@ 30.90 SELL NIFTY JUNE 5600 PUT@43.95 SELL 2 NIFTY JUNE 6000 CALL@ 23.15 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

105.2

18.15

BOOK PARTIAL PROFIT

8/7/2013

NIFTY

60.55

34.30

BOOK PARTIAL PROFIT

4/7/2013

NIFTY

90.25

(1.20)

EXIT POSITION

1/7/2013

NIFTY

111.2

10.95

BOOK PARTIAL PROFIT

24/06/13

NIFTY

128.7

16.65

BOOK PARTIAL 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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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