Daily Derivative Report

NIFTY FUTURE : 5770.90 -86.65

04 July2013
-1.48%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.22 1.13

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

02.07.13
251184 508018 1933085 251094 2943381

Volume 03.07.13
337368 546701 2675601 290055 3849725

% Chg
34.31% 7.61% 38.41% 15.52% 30.79%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,770.90 11,357.80 6,451.30

Future
5,778.55 11,375.00 6,457.00

Basis
8 17 6

Nifty July 2013 futures closed at 5778.55 on Wednesday at a premium of 7.55 points over spot closing of 5770.90, while Nifty August 2013 futures ended at 5802.30 at a premium of 30.40 points over spot closing. Nifty July futures saw contraction of 0.33 million (mn) units taking the total outstanding open interest (OI) to 14.75 mn units. The near month July 2013 derivatives contract will expire on July 25, 2013. From the most active contracts, Unitech July 2013 futures were trading at a discount of 0.05 points at 20.50 compared with spot closing of 20.55. The number of contracts traded was 11,114. JP Associates July 2013 futures were trading at a discount of 0.20 points at 51.75 compared with spot closing of 51.95. The number of contracts traded was 18,505. Reliance Communications July 2013 futures were at a discount of 1.35 points at 130.05 compared with spot closing of 131.40. The number of contracts traded was 20,559. Tata Motors July 2013 futures were at a premium of 1.10 points at 285.20 compared with spot closing of 284.10. The number of contracts traded was 14,123.

Increase in Open Interest with Increase in price Symbol TECHM HEXAWARE HINDUNILVR JUBLFOOD M&M Last price 996.35 88.05 582.95 1106.6 968.3 Chg (%) 0.17 0.34 0.82 1.31 0.16 Open Interest 4007 9276 11305.5 1495.5 2284.75 49.46 9.13 5.72 4.93 3 Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
BANKBARODA SBIN PFC GAIL AXISBANK 546.65 1906.25 137.7 325.5 1262.5 -7.51 -4.64 -8.20 -1.30 -2.71 2333 5826.38 10768 5267 3411.5

Increase (%)

22.24 15.7 10.24 9.77 7.63

CP
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.
36832000 132681875 257963000 57803000 17319000 8048000 16794500 111459000 45522000 27949000 76679000

% Change
1.35 0.78 -0.23 1.09 1.78 1.36 7.49 -0.78 1.63 3.43 2.54

For Private circulation Only

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Daily Derivative Report

NIFTY OUTLOOK :
The Nifty dropped 86.65 points or 1.48% to 5770.90 On the National Stock Exchange (NSE), Bank Nifty down by 256.45 points or 2.21% to 11357.80, CNX IT down by 22.95 points to 6451.30, while CNX mid-cap down by 156.75 points or 2.10% to 7311.05 and CNX Nifty Junior up by 194.75 points or 1.65% to 11613.30

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY Expiry Date Strike Price 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 5900 6000 5800 6100 6200 5700 6300 5600 12000 Contracts Traded 16783500 13801250 13746950 7068950 4290450 2865050 1732300 416700 335025 Open Interest 5056750 6613700 4327350 3382800 2606050 2384050 1180800 1553100 190475

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 5700 5600 5800 5500 5400 5900 5300 5200 Contracts Traded 16609100 12359050 11896700 8977300 4119350 3082050 2448550 1149950 Open Interest 5056950 6695500 4666900 4982200 3335450 1958900 2565750 1839750

NET INFLOW
OPTION STRATEGY AS ON 04th JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5770.9 SELL 2 NIFTY JULY 6000 CA @ 23.15 SELL NIFTY JULY 5600 PA @ 43.95 UNLIMITED 90.25 50

150 100 50 0 -50 -100 -150 1 2 3 4 5 6 7 8 9

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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

DATE OF STRATEGY

UNDERLYING ASSET

STRATEGY

IN/OUT FLOW

NET PROFIT/ LOSS AS ON 02/07/2013

REMARK

1/7/2013

NIFTY

SELL 2 NIFTY JUNE 5500 PUT@ 36.20 SELL NIFTY JUNE 6000 CALL@ 37.50 SELL NIFTY JUNE 5500PUT@ 16.55 SELL NIFTY JUNE 5500CALL@ 112.15 SELL 2 NIFTY JUNE 5500PUT@ 15.65 SELL NIFTY JUNE 5800CALL@ 11.25 BUY NIFTY JUNE 5800PUT@ 59.00 BUY NIFTY JUNE 5800CALL@ 79.70 SELL NIFTY JUNE 5600PUT@ 37.20 SELL NIFTY JUNE 5900CALL@ 27.15

111.2

10.95

BOOK PARTIAL PROFIT

24/06/13

NIFTY

128.7

16.65

BOOK PARTIAL PROFIT

21/06/13

NIFTY

42.55

19.45

BOOK PARTIAL PROFIT

19/06/13

NIFTY

134.7

52.80

BOOK FULL PROFIT

13/06/13

NIFTY

64.35

24.00

BOOK FULL 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