Daily Derivative Report

NIFTY FUTURE : 6202.80 -2.15 0.03%

23 October 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.57 1.08

NIFTY FUTURE HIGHLIGHTS Nifty October 2013 futures closed at 6222.65 on Tuesday at a premium of 19.85 points over spot closing of 6202.80, while Nifty November 2013 futures ended at 6273.10 at a premium of 70.30 points over spot closing. Nifty October futures saw contraction of 0.22 million (mn) units taking the total outstanding open interest (OI) to 18.29 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, RPower October 2013 futures last traded at a premium of 0.60 points at 77.00 compared with spot closing of 76.40. The number of contracts traded was 11,370. RCom October 2013 futures last traded at a premium of 0.80 points at 155.90 compared with spot closing of 155.10. The number of contracts traded was 11,537. Yes Bank October 2013 futures were at a premium of 3.50 points at 375.50 compared with spot closing of 372.00. The number of contracts traded was 64,554. Tata Steel October 2013 futures were at a premium of 1.90 points at 341.85 compared with spot closing of 339.95. The number of contracts traded was 15,138.

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

21.10.13
350174 616333 3257942 338629 4563078

Volume 22.10.13
323457 599972 2589563 304768 3817760

% Chg
-7.63% -2.65% -20.52% -10.00% -16.33%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,202.80 10,809.10 8,915.15

Future
6,227.00 10,845.00 8,931.45

Basis
24 36 16

Increase in Open Interest with Increase in price Symbol ADANIPORTS GLENMARK SUNTV UBL DABUR
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
37.66 26.03 23.83 21.83 18.64
EXIDEIND VOLTAS BPCL BHEL PFC 128.9 85.3 363.05 144.05 130.8 -2.16 -1.1 -0.23 -0.59 -0.83 2924 3732 3424 34694 7042

Last price 160.7 563 427.1 883.9 179.6

Chg (%) 1.74 0.55 1.64 2.82 4.69

OI ('000') 4606 276 1340.5 60 3616

Increase (%)

Increase (%)

16.68 14.2 7.34 5.8 5.7

CP

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

OI
46605000 176838750 325996000 50945250 24785750 24508500 4867500 78636500 47009500 44548750 88665000

OI Change(%)
5.52 1.67 3.89 2.7 -0.48 6.85 1.92 2.63 0.28 4.97 1.06
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Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped just 2.40 points in last session closing as the consolidation continue for the second consecutive day at 6200 . For the upcoming session market seems bullish, however 6245/6296 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 BANKNIFTY 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 31-Oct-13 6300 6200 6400 6500 6100 11000 6600 6350 6000 Contracts Traded 16036650 15221650 11636300 4827350 2808400 779125 755300 712200 667250 Open Interest 4899100 3624450 4440000 2616250 2999200 343050 785600 447500 2626650

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 5800 6300 5700 5600 Contracts Traded 15108950 13762750 11177000 6073650 3339800 2816600 1746650 1499750 Open Interest 3742200 6048500 4777950 4787550 4509250 1251800 5904650 3720850

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 SELL 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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Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Marg, Finance New Delhi-110002 Mansukh Securities Ltd
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Daily Derivative Report

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 30/09/2013 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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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