Daily Derivative Report

NIFTY FUTURE : 5684.40 +7.45 +0.13%

06 August 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1 0.85

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

02.08.13
328049 642317 2794796 275988 4041150

Volume 05.08.13
303102 545545 2172975 237946 3259568

% Chg
-7.60% -15.07% -22.25% -13.78% -19.34%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,684.40 10,094.90 7,916.50

Future
5,720.00 10,171.00 7,899.95

Basis
36 76 (17)

NIFTY FUTURE HIGHLITES Nifty August 2013 futures closed at 5720.00 on Monday at a premium of 36.40 points over spot closing of 5,684.40, while Nifty September 2013 futures ended at 5753.70 at a premium of 68.30 points over spot closing. Nifty August futures saw contraction of 0.20 million (mn) units taking the total outstanding open interest (OI) to 15.24 mn units. The near month August 2013 derivatives contract will expire on August 29, 2013. From the most active contracts, JP Associates August 2013 futures last traded at a premium of 0.25 points at 31.60 compared with spot closing of 31.35. The number of contracts traded was 16,225. BHEL August 2013 futures last traded at a premium of 1.15 points at 121.35 compared with spot closing of 120.20. The number of contracts traded was 21,019. DLF August 2013 futures were at a discount of 0.05 points at 130.05 compared with spot closing of 130.10. The number of contracts traded was 17,902. Tata Motors August 2013 futures last traded at a discount of 0.30 points at 286.20 compared with spot closing of 286.50. The number of contracts traded was 13,577.

Increase in Open Interest with Increase in price Symbol RECLTD AMBUJACEM AXISBANK DENABANK ORIENTBANK
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
24.86 21.04 12.64 10.22 7.9
ADANIPORTS CROMPGREAV BHEL ASIANPAINT TATACHEM 124.7 81.7 120.5 477.15 251.5 -1.42 -1.45 -19.85 -5.00 -1.39 3236 8852 30316 2775 897

Last price 159.7 177.95 1117.05 47.9 146.15

Chg (%) 5.52 3.76 1.12 1.59 5.87

Open Interest 6915 11734 5937.5 15832 2446

Increase (%)

Increase (%)

16.91 14.9 14.37 10.78 10.33

CP

Industry
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

OI
48315000 160024250 323998000 57916250 25753250 6452000 20640750 124419500 43410000 31941250 79530000

O I Change
0.73 0.71 3.06 -0.49 -0.75 -1.1 -2.89 1.97 -1.74 -1.33 7.37

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CO

AU TO NS BA TR NK U S CT IO N FI N AN CE FM C HO G TE LS

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Daily Derivative Report

NIFTY OUTLOOK :The nifty broke the eigth consecutive losing streak by gaining 7.45 points in las session on the back of strong bank , IT and FMCG sector. For the upcoming session market seems bearish , however 5622/5588 is its near term supports levels. On the flip side 5734/5796 could be its crucial resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 5900 5800 6000 5700 6100 6200 6300 5600 6500 Contracts Traded 12842550 12666150 9994150 5589900 4470500 2637150 1414300 775200 771600 Open Interest 5300950 4531050 7110550 3139900 4783650 3349200 2004800 1315800 867150

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 5700 5600 5500 5800 5400 5300 5900 5200 Contracts Traded 21958150 19709650 14339050 13269950 13041150 7268050 3337850 3036600 Open Interest 6246350 4204050 3604250 4079550 3651800 2891100 2512100 1259050

NET INFLOW
OPTION STRATEGY AS ON 29th JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5685.4 SELL NIFTY JULY 5900 CA @ 44.80 SELL NIFTY JULY 5500 PA @ 41.00

100 50 0 -50
UNLIMITED

-100
85.8 50

-150

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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 31/07/2013

REMARK

29/7/2013

NIFTY

SELL NIFTY JUNE 5600 PUT@26.20 SELL NIFTY JUNE 6000 CALL@ 79 SELL NIFTY JUNE 5600 PUT@29.65 SELL NIFTY JUNE 6000 CALL@ 30.90 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

105.2

18.15

BOOK PARTIAL PROFIT

8/7/2013

NIFTY

60.55

34.30

BOOK PARTIAL PROFIT

4/7/2013

NIFTY

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

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 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