Daily Derivative Report

NIFTY FUTURE : 5780.05 +44.75

03 October 2013
+0.78%
NIFTY FUTURE HIGHLITES
1.24 0.85

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

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

30.09.13
394995 463943 2318860 170790 3348588

Volume 01.10.13
377287 454179 1992821 174870 2999157

% Chg
-4.48% -2.10% -14.06% 2.39% -10.44%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,780.05 9,883.20 8,181.65

Future
5,833.20 9,981.90 8,215.00

Basis
53 99 33

Nifty October 2013 futures closed at 5833.20 on Tuesday at a premium of 53.20 points over spot closing of 5,780.05, while Nifty November 2013 futures ended at 5867.65 at a premium of 87.60 points over spot closing. Nifty October futures saw contraction of 0.55 million (mn) units taking the total outstanding open interest (OI) to 16.33 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, DLF October 2013 futures last traded at a premium of 1.10 points at 138.10 compared with spot closing of 137.00. The number of contracts traded was 18,138. Yes Bank October 2013 futures last traded at a premium of 2.15 points at 298.80 compared with spot closing of 296.65. The number of contracts traded was 33,642. Tata Steel October 2013 futures were at a premium of 3.30 points at 279.05 compared with spot closing of 275.75. The number of contracts traded was 13,195. Reliance Industries October 2013 futures last traded at a premium of 10.30 points at 831.35 compared with spot closing of 821.05. The number of contracts traded was 11,282.

Increase in Open Interest with Increase in price Symbol YESBANK TATAGLOBAL IDEA MARUTI HAVELLS
300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
10.77 9.29 9.1 8.57 7.11
TATAPOWER SESAGOA ONGC GODREJIND BIOCON 78.8 177.4 265.25 266.95 337.75 -4.14 -2.87 -2.18 -1.18 -0.73 8100 15674 10199 408 1603

Last price 298.8 151.45 175.35 1395.2 654

Chg (%) 2.8 4.48 3.15 1.84 2.22

OI ('000') 16103 7408 8486 1590 723

Increase (%)

Increase (%)

17.66 6.98 6.13 5.7 5.46

CP

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

OI
37449000 147543250 281820000 43206500 23043500 17855250 3399500 94520000 38744750 38824000 70646000

OI Change(%)
-2.88 1.27 1.86 -0.85 3.69 4.52 -0.29 3.04 1.03 -0.92 4.11
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Daily Derivative Report

NIFTY OUTLOOK :The nifty gained 44.75 points in the last session on the back of the as per expected CAD data at 4.9% of GDP for Q1FY14. For the upcoming session market seems range bound, however 5815/5850 could be its crucial resistance levels. On the flip side 5745/5700 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 6200 5800 6300 6400 6500 5700 Contracts Traded 9929350 7206350 7199850 5674800 4848550 3658050 1824700 1574850 983900 Open Interest 3670850 2868800 3278900 2227700 2369550 2432950 1271650 1240900 1343450

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 5400 5800 5300 5200 5900 Contracts Traded 7854050 7231450 6837850 5837200 5780450 3027400 2244050 1839450 Open Interest 4246350 3354300 3678350 3857650 3169550 2031350 2003850 2075600

OPTION STRATEGY AS ON 30 SEPTEMBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5883.2 SELL NIFTY OCTOBER NIFTY OCT. 5700 PA @ 95.00 UNLIMITED 228.2 50 SELL
300 200 100 0 -100 -200 1 2 3

NET INFLOW

4

5

6

7

8

9

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

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 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

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