Daily Derivative Report

NIFTY FUTURE : 5963.00 -67.80

17 July 2013
-1.12%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.64 0.84

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

15.07.13
283032 476031 3034508 351462 4145033

Volume 16.07.13
381623 593566 3680966 364336 5020491

% Chg
34.83% 24.69% 21.30% 3.66% 21.12%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,963.00 11,217.95 7,211.15

Future
5,979.00 11,251.80 7,229.20

Basis
16 34 18

Nifty July 2013 futures closed at 5979.00 on Tuesday at a premium of 16 points over spot closing of 5,955.25, while Nifty August 2013 futures ended at 5994.05 at a premium of 38.80 points over spot closing. Nifty July futures saw contraction of 1.41 million (mn) units taking the total outstanding open interest (OI) to 16.57 mn units. The near month July 2013 derivatives contract will expire on July 25, 2013. From the most active contracts, Tata Motors July 2013 futures last traded at a discount of 0.60 points at 291.50 compared with spot closing of 292.10. The number of contracts traded was 13,103. DLF July 2013 futures last traded at a premium of 0.30 points at 164.80 compared with spot closing of 164.50. The number of contracts traded was 22,939. Yes Bank July 2013 futures last traded at a premium of 1.50 points at 452.90 compared with spot closing of 451.40. The number of contracts traded was 24,005. Reliance Capital July 2013 futures were at a premium of 0.10 points at 371.20 compared with spot closing of 371.10. The number of contracts traded was 16,135

Increase in Open Interest with Increase in price Symbol EXIDEIND IDEA BIOCON AMBUJACEM SIEMENS
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
57.35 9.85 7.03 5.85 4.8
ORIENTBANK YESBANK DRREDDY CANBK ASHOKLEY 183.85 452.9 2283.25 331.1 15.85 -8.94 -9.51 -2.95 -8.74 -9.43 2841 8037 670.88 2157.5 18054

Last price 124 157.8 307.35 200.1 579.3

Chg (%) 1.14 2.57 4.17 2.12 2.55

Open Interest 2974 8210 1310 6730 687.5

Increase (%)

Increase (%)

23.31 15.34 14.26 12.37 11.88

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.
49811250 149626750 300012000 55765500 18732250 7888000 19150250 124582000 52538750 29130750 84408000

% Change
2.03 1.77 2.21 -3.35 2.73 0 1.69 1.44 1.26 0.56 0.49

For Private circulation Only

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Daily Derivative Report

NIFTY OUTLOOK :The nifty dropped 67.80 points on RBI's move to control depreciation of rupee. For the next session momentum of the market looks sideways however it may take some support around 5860.On the flip side 6030-55 maye be the near term resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY 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 25-Jul-13 6000 6100 5900 6200 6300 5800 11500 5600 6400 Contracts Traded 26560500 19829700 13370650 5992500 2386800 1778900 686275 628050 537850 Open Interest 6494550 5163850 4479100 3735800 1650400 2631250 180475 929000 617450

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 5900 5800 6000 5700 5600 5500 6100 5400 Contracts Traded 30397700 19956250 14868850 11125450 6153950 2682900 1893800 1766600 Open Interest 6899700 9192200 4384250 6892050 6790350 4446000 1045650 2554350

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