Daily Derivative Report

NIFTY FUTURE : 6204.95 +15.60

22 October 2013
0.25%
NIFTY FUTURE HIGHLIGHTS
1.59 1.06

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

18.10.13
523298 594391 4048073 360382 5526144

Volume 21.10.13
350174 616333 3257942 338629 4563078

% Chg
-33.08% 3.69% -19.52% -6.04% -17.43%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,204.95 10,797.55 8,854.90

Future
6,236.00 10,825.00 8,897.00

Basis
31 27 42

Nifty October 2013 futures closed at 6236.00 on Monday at a premium of 31.05 points over spot closing of 6,204.95, while Nifty November 2013 futures ended at 6277.40 at a premium of 72.45 points over spot closing. Nifty October futures saw contraction of 0.31 million (mn) units taking the total outstanding open interest (OI) to 18.50 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 discount of 0.05 points at 166.60 compared with spot closing of 166.65. The number of contracts traded was 14,119. Yes Bank October 2013 futures last traded at a premium of 1.50 points at 360.30 compared with spot closing of 358.80. The number of contracts traded was 21,575. Tata Steel October 2013 futures were at a premium of 0.85 points at 336.90 compared with spot closing of 336.05. The number of contracts traded was 16,480. ICICI Bank October 2013 futures were at a premium of 7.65 points at 1015.20 compared with spot closing of 1007.55. The number of contracts traded was 18,146.

Increase in Open Interest with Increase in price Symbol RANBAXY ASIANPAINT JSWSTEEL HDFCBANK ADANIENT
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
560.69 275 201.6 150 140
WIPRO BIOCON TATAGLOBAL INDIACEM JINDALSTEL 509.2 327.8 160.6 48.05 247.05 -0.29 -0.71 -2.34 -1.84 -3.97 10571 2268 7956 8664 6577

Last price 404.75 527.75 850.65 677.75 199.7

Chg (%) 2.09 7.27 3.5 0.33 12.95

OI ('000') 865.5 18.75 847.5 10 108

Increase (%)

Increase (%)

13.84 13.8 12.47 8.52 6.79

CP

In d u stry
A UTO BA N KS C O N STRUC TIO N FIN A N C E FM C G IT M EDIA & EN T M ETA L S O IL & GA S PHA RM A C EUTIC A L S PO W ER

OI
42587250 165831000 311253000 49996750 24655500 22998250 4742000 76314000 46440250 52441500 91619000

O I C h an g e(% )
-0 .2 2 -2 .1 1 .8 1 .0 2 0 .7 8 2 .0 8 0 .2 5 -0 .7 8 1 .2 3 2 .9 0 .7 7
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Daily Derivative Report

NIFTY OUTLOOK :Nifty gained 15.60 points in last session closing on the back on the back of good results by HDFC, LT and Asian Paints . 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 NIFTY NIFTY BANKNIFTY 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 6600 6000 11000 6250 Contracts Traded 20529150 19825100 13670800 5405700 4364600 1238700 891400 814375 524300 Open Interest 4941300 3581600 4148750 2525950 3017200 768600 2649150 295175 535450

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 6100 6200 6000 5900 5800 5700 6300 5600 Contracts Traded 17562850 16284900 15217500 10339150 5629600 2940200 2487250 1873150 Open Interest 5233450 3570900 5284950 4807450 4568400 5895900 1163550 4083700

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

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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

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