Daily Derivative Report

NIFTY FUTURE : 5935.10 +118.40

12 July2013
+2.04%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.53 1.06

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

10.07.13
292111 484782 2627887 335742 3740522

Volume 11.07.13
385971 474706 3284331 582486 4727494

% Chg
32.13% -2.08% 24.98% 73.49% 26.39%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,935.10 11,655.30 6,799.50

Future
5,938.00 11,662.00 6,785.00

Basis
3 7 (15)

Nifty July 2013 futures closed at 5938.00 on Thursday at a premium of 2.90 points over spot closing of 5,935.10, while Nifty August 2013 futures ended at 5960.00 at a premium of 24.90 points over spot closing. Nifty July futures saw an addition of 1.35 million (mn) units taking the total outstanding open interest (OI) to 16.81 mn units. The near month July 2013 derivatives contract will expire on July 25, 2013. From the most active contracts, Reliance Communications July 2013 futures last traded at a premium of 0.25 points at 142.05 compared to spot closing of 141.80. The number of contracts traded was 11,365. Tata Motors July 2013 futures last traded at a premium of 2.50 points at 285.70 compared with spot closing of 283.20. The number of contracts traded was 9,843. Tata Steel July 2013 futures were at a discount of 6.65 points at 254.15 compared with spot closing of 260.80. The number of contracts traded was 12,644. HDFC Bank July 2013 futures were at a premium of 3.05 points at 683.00 compared with spot closing of 679.95. The number of contracts traded was 10,298.

Increase in Open Interest with Increase in price Symbol IBREALEST CESC INFY SAIL SUNTV
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
21.71 18.24 13.67 8.91 8.72
LT DIVISLAB GODREJIND RECLTD MARUTI 967.1 993.45 301.3 200.7 1505 -31.60 -0.37 -1.73 -0.37 -2.15 6528 613.5 495 5232 2274.5

Last price 71.9 361.5 2543 48.3 401.4

Chg (%) 11.82 1.89 1.18 0.94 2.53

Open Interest 14620 700 3258.88 17700 1715

Increase (%)

Increase (%)

48.19 18.27 15.38 9.99 7.72

CP

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 CEU TICA LS PO W ER

O .I.
46394000 138455500 287998000 63398750 18361500 7868000 19326250 120229500 52717500 28740500 82492000

% Change
6.57 -0.64 -0.1 -3.23 -0.67 0.05 1.49 1.61 2.06 -0.97 -2.33

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Daily Derivative Report

NIFTY OUTLOOK :
The nifty gained 118.40 points in last sessions inspired by the statement of Fed chairman Bernanke .For the next session upcoming IIP figures and Infosys Q1FY14 result update may further decide the trajectory of domestic index. However momentum stands with bulls with crucial resistance at around 6000-30.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY 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 25-Jul-13 6000 6100 5900 6200 5800 6300 5700 12000 6400 Contracts Traded 23484050 16311300 15287350 6315600 4224400 1969600 1071100 611650 430750 Open Interest 6951200 4633450 4462650 3080150 3621900 1466850 1755950 247600 645950

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 5800 5900 5700 5600 5500 6000 5400 5300 Contracts Traded 18788200 16779350 13691850 10986300 5291600 5286500 4172000 1976050 Open Interest 7342050 4222150 6545000 8276750 5224600 2603400 4263550 1883350

NET INFLOW
OPTION STRATEGY AS ON 08th JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5811.55 SELL NIFTY JULY 6000 CA @ 30.90 SELL NIFTY JULY 5600 PA @ 29.65 UNLIMITED 60.55 50
-150 50 0 1 -50 -100 2 3 4 5 6 7 8 9 100

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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 08/07/2013

REMARK

4/7/2013

NIFTY

SELL NIFTY JUNE 5600 PUT@43.95 SELL 2 NIFTY JUNE 6000 CALL@ 23.15 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

90.25

(1.20)

EXIT POSITION

1/7/2013

NIFTY

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

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