Daily Derivative Report

NIFTY FUTURE : 6045.85 -43.20

18 October 2013
0.71%
NIFTY FUTURE HIGHLIGHTS
1.4 0.98

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

15.10.13
479550 611755 3314513 368446 4774264

Volume 17.10.13
401089 597886 3278747 366338 4644060

% Chg
-16.36% -2.27% -1.08% -0.57% -2.73%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,045.85 10,336.55 8,797.85

Future
6,066.10 10,368.95 8,818.00

Basis
20 32 20

Nifty October 2013 futures closed at 6066.10 on Thursday at a premium of 20.35 points over spot closing of 6,045.85, while Nifty November 2013 futures ended at 6121.65 at a premium of 75.80 points over spot closing. Nifty October futures saw an addition of 0.07 million (mn) units taking the total outstanding open interest (OI) to 19.23 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, JP Associates October 2013 futures last traded at a premium of 0.55 points at 44.85 compared with spot closing of 44.30. The number of contracts traded was 24,046. Tata Motors October 2013 futures were at a premium of 1.55 points at 375.55 compared with spot closing of 374.00. The number of contracts traded was 15,554. Yes Bank October 2013 futures last traded at a premium of 4.55 points at 337.60 compared with spot closing of 333.05. The number of contracts traded was 22,205. Reliance Industries October 2013 futures were at a premium of 4.60 points at 884.00 compared with spot closing of 879.40. The number of contracts traded was 21,429.

Increase in Open Interest with Increase in price Symbol UNIPHOS FRL GSKCONS COLPAL ASIANPAINT
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
13.85 10.91 10.31 6.54 6.04
FEDERALBNK EXIDEIND DABUR INDUSINDBK UBL 68.9 130.4 167.5 390.95 835.1 -79.49 -4.89 -1.21 -4.17 -1.15 3397.5 2328 2620 6139.5 45

Last price 156.8 79.15 4527.55 1272.95 488.05

Chg (%) 4.43 4.97 1.8 1.76 1.41

OI ('000') 8860 7034 13.38 305.25 4386.25

Increase (%)

Increase (%)

381.23 19.02 17.17 14.89 9.76

CP

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

OI
45767250 166416250 301679000 48465500 24150750 23020500 5583000 78989000 44537750 40988750 84347000

OI Change
4.11 -2.67 -1.14 -2.05 -0.04 3.58 -2.71 -2.39 0.31 0.43 -2.45
For Our Clients Only

For Private circulation Only

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

AU TO NS BA N TR K UC S TIO FIN N AN CE FM CG M ED IA IT & EN M T ET PH AR OIL AL S M & AC GA EU S TIC AL PO S W ER CO

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

Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped43.20 points in last session on the back on the back of weak IT and bank sector . For the upcoming session market seems rangebound, however 6096/6158 could be its crucial resistance levels. On the flip side 6002/5972 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY 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 6200 6100 6300 6400 6500 6000 6600 5900 11000 Contracts Traded 19767900 15543500 13153050 7971300 7071450 3258950 1254850 551900 476650 Open Interest 5053300 3616900 4679150 3480550 2512350 3283850 786050 2135400 262175

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 6000 6100 5900 5800 5700 5600 6200 5500 Contracts Traded 17114200 15074450 13480650 9879000 6737400 4231100 2804350 2549100 Open Interest 5815050 2905250 4827550 4594900 6699050 4226450 1425450 4368150

N E T IN F L O W
OPTION STRATEGY AS ON 07 OCTOBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5906.15 SELL NIFTY OCTOBER SELL NIFTY OCT. 5800 PA @ 100 UNLIMITED 206.15 50

250 200 150 100 50 0 -5 0 -1 0 0 -1 5 0 1 2 3 4 5 6 7 8

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

DESIGNATION
Head - Research Research Analyst

E-MAIL
varungupta@moneysukh.com mohit.t@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