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Daily Derivative Report

NIFTY FUTURE : 6251.70 +30.80

31 October 2013
0.50%
NIFTY FUTURES HIGHLIGHTS
1.66 1.27

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

29.10.13
944326 1329596 7313323 449289 10036534

Volume 30.10.13
563720 1196523 4987560 330774 7078647

% Chg
-40.30% -10.01% -31.80% -26.38% -29.47%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,251.70 11,249.35 8,835.15

Future
6,255.00 11,250.00 8,830.00

Basis
3 1 (5)

Nifty October 2013 futures closed at 6231.10 on Tuesday at a premium of 10.20 points over spot closing of 6220.90, while Nifty November 2013 futures ended at 6278.15 at a premium of 57.25 points over spot closing. Nifty October futures saw contraction of 1.30 million (mn) units taking the total outstanding open interest (OI) to 12.82 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, Tata Steel October 2013 futures last traded at a discount of 0.50 points at 326.50 compared with spot closing of 327.00. The number of contracts traded was 20,135. Yes Bank October 2013 futures were at a discount of 1.15 points at 371.85 compared with spot closing of 373.00. The number of contracts traded was 42,337. DLF October 2013 futures were at a discount of 0.35 points at 150.50 compared with spot closing of 150.85. The number of contracts traded was 26,523. ICICI Bank October 2013 futures were at a discount of 4.40 points at 1074.10 compared with spot closing of 1078.50. The number of contracts traded was 44,975.

Increase in Open Interest with Increase in price Symbol HDFC Last price 848.2 Chg (%) 0.84 OI ('000') 2490.75 1.19
UBL

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
948.25 -0.71 49.75

Increase (%)

Increase (%)

24.38

400000000 350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

CP

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

OI
45765500 188997250 355986000 57886000 33307500 26301750 3958000 90266500 54488000 47676000 99576000

OI Change(%)
-7.51 -0.74 3.45 0.9 0.42 3.82 -2.09 -1.77 2.86 3.51 0.53
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AU TO NS BA N TR U C KS TIO FIN N AN CE FM CG M ED IA IT & EN M T ET PH AR OIL AL S M & AC G EU AS TIC A PO LS W ER CO

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Daily Derivative Report

NIFTY OUTLOOK :Nifty gained 30.80 points in last session continued by the heavy volumes ahead of the expiry next day . For the upcoming session market seems bullish however 6288/6342 could be its crucial resistance levels. On the flip side 6158/6102 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY 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 6300 6200 6400 6250 6100 6350 6500 11500 11300 Contracts Traded 42695300 28414000 9694250 7791050 3768400 3042750 2060550 1115050 946900 Open Interest 5838900 3214700 4144500 2213950 1931850 1046900 2418050 235750 94275
Sym bol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY

MOST ACTIVE PUTS 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 6000 6250 6150 5900 5800 11000 Contracts Traded 45160850 19554500 13991250 9331900 5912950 3662850 2078150 1265200 930700 Open Interest 4651200 6017600 1125100 6255250 1350350 1579550 4061500 3771950 209950

N E T IN F L O W
OPTION STRATEGY AS ON 28 OCTOBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6144.9 SELL NIFTY OCT. CALL 6150 @ 50.90 SELL NIFTY OCT. PUT 6150 @ 56.30 UNLIMITED 107.2 50
150 100 50 0 -5 0 -1 0 0 -1 5 0 -2 0 0 -2 5 0 5900 6000 6100 6150 6200 6300 6400 6500 6600

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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 29/10/2013 REMARK

28/9/2013

NIFTY

SELL NIFTY OCTOBER 6150 PUT@56.30 SELL NIFTY OCTOBER 6150 CALL@50.90 BUY NIFTY OCTOBER 6200 PUT@57 BUY NIFTY OCTOBER 6200 CALL@83 SELL NIFTY OCTOBER. FUTURE SELL NIFTY OCT.5700 PUT@ 95.00 SELL NIFTY AUGUST 5500 PUT@76.10 SELL NIFTY AUGUST 5900 CALL@ 84

107.2

5.80

BOOKED PARTIAL PROFIT

25/9/2013

NIFTY

140

(28.00)

EXIT POSITION

30/9/2013

NIFTY

95

55.85

BOOK PARTIAL PROFIT

10/8/2013

NIFTY

170.1

75.30

BOOK FULL PROFIT

NAME
Varun Gupta Mohit Taneja

DESIGNATION
Head - Research Research Analyst

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