Daily Derivative Report

NIFTY FUTURE : 5788.80 -89.20

12 June 2013
-1.52%
NIFTY FUTURES HIGHLIGHTS
0.97 1.02

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

10.06.13
317139 410129 2985579 224740 3937587

Volume 11.06.13
476818 586680 4311507 289021 5664026

% Chg
50.35% 43.05% 44.41% 28.60% 43.85%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,788.80 11,820.50 6,550.95

Future
5,797.00 11,814.90 6,556.00

Basis
8 (6) 5

Nifty June 2013 futures closed at 5797.00 on Tuesday at a premium of 8.20 points over spot closing of 5788.80, while Nifty July 2013 futures ended at 5819.10, at a premium of 30.30 points over spot closing. Nifty June futures saw an addition of 1.39 million (mn) units taking the total outstanding open interest (OI) to 13.56 mn units. The near month June 2013 derivatives contract will expire on June 27, 2013. From the most active contracts, Reliance Communications June 2013 futures were trading at a premium of 0.05 points at 103.80 compared with spot closing of 103.75. The number of contracts traded was 24,002. Tata Motors June 2013 futures were at a premium of 1.65 points at 294.75 compared with spot closing of 293.10. The number of contracts traded was 13,852. DLF June 2013 futures were at a discount of 0.20 points at 187.50 compared with spot closing of 187.70. The number of contracts traded was 13,996. Reliance Industries June 2013 futures were trading at a premium of 3.50 points at 789.50 compared with spot closing of 786.00. The number of contracts traded was 14,147.

Increase in Open Interest with Increase in price Symbol BAJAJ-AUTO IDEA DABUR VOLTAS CIPLA Last price 1791.15 130.75 152.00 81.95 382.00 Chg (%) 0.7 0.69 0.3 2.57 1.85 Open Interest 1,340 6,498 2,612 4,478 9,322 11.58 7.8 3.73 2.1 2.02 Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
ICICIBANK RCOM JINDALSTEL AXISBANK TATAMTRDVR 1082.05 103.3 227.3 1325 157.75 -3.82 -7.06 -15.19 -2.68 -3.01 8172.5 42352 11437 4915 8408

Increase (%)

26.3 21.83 19.11 19.06 15.65

CP
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0
AU TO B NS AN TR K UC S TI FI O NA N NC E FM C HO G TE LS E T IT AL IL S & G PH AS AR M PO A W ER

SECTO R
A U TO BA N KS CO N STRU CTIO N FIN A N CE FM CG H O TELS IT M ETA LS O IL & GA S PH A RM A PO W ER

O .I.
37132750 152842750 295886000 47978500 27272000 9244000 16219750 121778000 49672500 34830500 86159500

% Change
3.57 1.31 0.12 1.51 1.54 2.21 2.71 0.15 -1.53 -0.08 1.78

For Private circulation Only

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Daily Derivative Report

NIFTY OUTLOOK :
The Nifty dropped 89.20 points or 1.52% to 5788.20. On the National Stock Exchange (NSE), Bank Nifty down by266.55 points or 2.21% to 11820.05, CNX IT down by 53.75 points to 6550.95, while CNX mid-cap down by 142.95 points or 1.86% to 7758.35 and CNX Nifty Junior down by 227.30 points or 1.88% to 11890.00

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY Expiry Date Strike Price 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 5900 6000 6100 5800 6200 6300 5700 6400 12500 Contracts Traded 26451950 26320550 16276800 12119850 7872650 4815350 1545050 1341750 508000 Open Interest 5181850 6882900 6924600 3228850 6388950 4380050 1031400 2049650 187875

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 27-Jun-13 5800 5700 5600 5900 5500 6000 5400 5300 Contracts Traded 26552950 19795150 14246100 12222250 10872700 3575350 3085400 1150300 Open Interest 5740100 6465650 4525500 5062150 5573000 2794450 2012000 1084000

OPTION STRATEGY AS ON 7th JUNE 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5985.95 SELL NIFTY JUNE 6000 CA @ 63.90 SELL NIFTY JUNE 6000 PA @ 131.10 UNLIMITED 195 50

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

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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

DATE OF STRATEGY

UNDERLYING ASSET

STRATEGY

IN/OUT FLOW

NET PROFIT/ LOSS AS ON 07/06/2013

REMARK

31/05/2013

NIFTY

SELL NIFTY JUNE 5700PUT@ 23.50 SELL NIFTY JUNE 6100CALL@ 56.95 SELL RELCAPITAL MAY 370 PUT@ 16.55 SELL RELCAPITAL MAY 370 CALL@ 11.55 SELL HINDALCO OCT 130 PUT@ 7.20 BUY TWO HINDALCO OCT 120 PUT@ 2.50 BUY BHEXAWARE OCT FUT@ 121 BHEXAWARE OCT 120 PUT@ 4.75 SELL BANK NIFTY SEP 11400 CALL@ 150 BUY TWO BANK NIFTY SEP 11600 CALL@ 68 BUY

80.45

22.15

BOOK FULL PROFIT

15/05/2013

RELCAPITAL

28.1

2.75

BOOK PARTIAL PROFIT AS ON 20..05.2013

8/9/2012

HINDALCO

2.2

0.35

HOLD

1/10/2012

HEXAWARE

-4.75

2.65

BOOK PARTIAL PROFIT AS ON 04.10.2012

24/9/2012

BANK NIFTY

14

(4.00)

CLOSED

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