Daily Derivative Report

NIFTY FUTURE : 5990.80 -87.30

25 July 2013
-1.44%
NIFTY FUTURE HIGHLITES

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.79 0.53

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

23.07.13
498403 1037326 3959957 362484 5858170

Volume 24.07.13
636085 1224536 6068284 392776 8321681

% Chg
27.62% 18.05% 53.24% 8.36% 42.05%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,990.50 10,720.15 7,669.25

Future
6,004.40 10,723.20 7,670.15

Basis
14 3 1

Nifty July 2013 futures closed at 6002.70 on Wednesday at a premium of 12.20 points over spot closing of 5,990.50, while Nifty August 2013 futures ended at 6036.75 at a premium of 46.25 points over spot closing. Nifty July futures saw contraction of 2.48 million (mn) units taking the total outstanding open interest (OI) to 9.37 mn units. The near month July 2013 derivatives contract will expire on July 25, 2013. From the most active contracts, DLF August 2013 futures last traded at a discount of 1.00 points at 173.95 compared with spot closing of 174.95. The number of contracts traded was 17,765. Yes Bank August 2013 futures last traded at a premium of 6.10 points at 387.80 compared with spot closing of 381.70. The number of contracts traded was 22,649. Yes Bank July 2013 futures were at a premium of 3.00 points at 384.70 compared with spot closing of 381.70. The number of contracts traded was 48,877. ICICI Bank July 2013 futures last traded at a premium of 1.45 points at 953.45 compared with spot closing of 952.00. The number of contracts traded was 21,255.

Increase in Open Interest with Increase in price Symbol Last price Chg (%) Open Interest Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest Increase (%)

400000000 350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

CP

SECTO R
A U TO BAN KS C O N ST R U C T IO N FIN A N C E FM C G H OTELS IT M ETA LS O IL & G A S P H A R M A C E U T IC A L S POW ER

O .I.
58559000 168725250 336362000 58760250 24663750 7916000 22885500 138196500 52303250 30877250 84163000

% C h an g e
2.35 4.93 3.11 -1.11 6.95 -0.1 0.65 -1.07 2.32 -0.71 -1.97

For Private circulation Only

M IT ET PH AR OIL ALS M & AC G EU AS TI CA PO LS W ER

AU TO CO NS BA TR NK U S CT IO N FI N AN CE FM C HO G TE LS

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 :The nifty dropped 87.30 points largely due to the RBI liquidity crunching measures taken on Tuesday evening. For the upcoming session due to expiry market seems sideways, however 5950/5860 is its near term supports levels. On the flip side 6045/60695 could be its crucial resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY BANKNIFTY NIFTY BANKNIFTY 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 25-Jul-13 6000 6100 6200 5900 11000 5800 10900 5700 6300 Contracts Traded 45939200 41210350 14412800 7137000 1553275 1275650 1147250 876200 855250 Open Interest 6229800 6188700 3865050 2149550 246000 1162950 130100 446400 1632800

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY 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 6000 5900 6100 5800 5700 5600 10700 5500 Contracts Traded 57779500 29584250 17198550 9246550 3184550 1291550 1266650 1264700 Open Interest 5952550 9292800 1287950 6615900 3844050 5757100 139075 3686250

NET INFLOW
OPTION STRATEGY AS ON 08th JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5811.55 SELL NIFTY JULY 6000 CA @ 30.90 SELL NIFTY JULY 5600 PA @ 29.65 UNLIMITED 60.55 50
-150 50 0 1 -50 -100 2 3 4 5 6 7 8 9 100

For any information or suggestion, please send your query at research@moneysukh.com
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 24/07/2013

REMARK

8/7/2013

NIFTY

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 SELL 2 NIFTY JUNE 5500PUT@ 15.65 SELL NIFTY JUNE 5800CALL@ 11.25

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

21/06/13

NIFTY

42.55

19.45

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

This report is for the personal information of the authorized recipient and does not construe to be any investment, legal or taxation advice to you. Mansukh Securities and Finance Ltd (hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distribution and has been furnished to you solely for your information and should not be reproduced or redistributed to any person in any form. The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates or employees shall not be in any way responsible for any loss or damage that may arise to any person from any inadvertent error in the information contained in this report. MSFL or any of its affiliates or employees do not provide, at any time, any express or implied warranty of any kind, regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitness for a particular purpose, and non-infringement. The recipients of this report should rely on their own investigations. MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This information is subject to change without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may be required from time to time. Nevertheless, MSFL is committed to providing independent and transparent recommendations to its clients, and would be happy to provide information in response to specific client queries.

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

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