Daily Derivative Report

NIFTY FUTURE : 5896.75 +216.35 +3.81%

11 September 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.6 1.4

NIFTY FUTURE HIGHLITES Nifty September 2013 futures closed at 5905.35 on Tuesday at a premium of 8.60 points over spot closing of 5,896.75, while Nifty October 2013 futures ended at 5936.35 at a premium of 39.60 points over spot closing. Nifty September futures saw an addition of 2.04 million (mn) units taking the total outstanding open interest (OI) to 20.12 mn units. The near month September 2013 derivatives contract will expire on September 26, 2013. From the most active contracts, Tata Motors September 2013 futures last traded at a premium of 0.50 points at 349.50 compared with spot closing of 349.00. The number of contracts traded was 26,677. HDFC Bank September 2013 futures last traded at a premium of 5.70 points at 641.00 compared with spot closing of 635.30. The number of contracts traded was 14,865. Yes Bank September 2013 futures last traded at a premium of 2.15 points at 308.15 compared with spot closing of 306.00. The number of contracts traded was 26,297. ICICI Bank September 2013 futures last traded at a premium of 1.15 points at 971.15 compared with spot closing of 970.00. The number of contracts traded was 29,810.

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

06.09.13
530925 678249 6467701 282456 4959331

Volume 10.09.13
709792 627029 4852170 278265 6467256

% Chg
33.69% -7.55% -24.98% -1.48% 30.41%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,896.75 10,188.25 8,411.05

Future
5,905.35 10,155.00 8,400.00

Basis
9 (33) (11)

Increase in Open Interest with Increase in price Symbol HINDZINC PETRONET DIVISLAB VOLTAS COLPAL
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
19.03 16.76 14.23 12.45 12.39
RPOWER AUROPHARMA NMDC BIOCON APOLLOTYRE 68.9 190.2 117.55 341.9 64.65 -0.72 -1.12 -0.68 -2.02 -1.45 28652 11836 15726 1938 8004

Last price 131.4 118.45 1004.7 67.45 1251.5

Chg (%) 3.46 0.17 1.53 0.67 1.09

OI ('000') 2540 2006 381.25 4120 131.5

Increase (%)

Increase (%)

12.26 7.72 7.48 5.1 4.93

CP

Industry
AUTO BANKS CONSTRUCTION FINANCE FM CG HOTELS IT M ETALS OIL & GAS PHARM ACEUTICALS POW ER

OI
42730500 176623250 301214000 59979000 30357500 5180000 21667750 103427500 45417750 36272000 72832000

O I Change
1.89 -1.54 -0.38 -1.06 -1.61 -0.15 -1.35 -3.78 1.3 3.39 6.5
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Daily Derivative Report

NIFTY OUTLOOK :The nifty gained 5896.75 points on the back of the appreciation in the Rupee against the US dollar and positive trade deficit data.. For the upcoming session market seems bullish, however 5990/6030 could be its crucial resistance levels. On the flip side 5780/5670 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 6000 5900 6100 5800 6200 5700 6300 5600 5500 Contracts Traded 26288300 21666300 17310550 12705350 10180450 5098950 3846550 2499150 1607800 Open Interest 3987050 3251150 3030750 3288350 2037250 3423300 889700 2783450 3118700

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 5700 5600 5500 5800 5400 5300 5200 5900 Contracts Traded 16280150 16202550 14589200 13809700 10949250 8091100 6931750 5080000 Open Interest 3159100 4071850 4826800 2771100 4630600 6450200 4523150 1787950

NET INFLOW
OPTION STRATEGY AS ON 10 SEPTEMBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5680.4 SELL NIFTY SEPTEMBER 5800 CA @ 84 SELL NIFTY SEPTEMBER 5500 PA @ 76.10 UNLIMITED 170.1 50

200 150 100 50 0 1 -50 2 3 4 5 6 7 8 9

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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

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 22/08/2013 REMARK

2/8/2013

NIFTY

SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05 BUY NIFTYAUGUST FUTURE SELL NIFTY AUGUST 5300 CALL@ 85.00 SELL NIFTY AUGUST 5500 PUT@41 SELL NIFTY AUGUST 5900 CALL@ 44.80 SELL NIFTY JUNE 5600 PUT@26.20 SELL NIFTY JUNE 6000 CALL@ 79

138.05

85.20

BOOK PARTIAL PROFIT

21/8/12013

NIFTY

85

43.90

BOOK PARTIAL PROFIT

5/8/2013

NIFTY

85.8

48.90

BOOK PARTIAL PROFIT

29/7/2013

NIFTY

105.2

18.15

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