Daily Derivative Report

NIFTY FUTURE : 5,595.00

05 April 2013
-93.10 -1.64%
F & O HIGHLIGHTS
0.94 0.65
Nifty April 2013 futures closed at 5,593.20 on Thursday at a premium of 18.45 points over spot closing of 5,574.75, while Nifty May 2013 futures ended at 5,613.65, at a premium of 38.90 points over spot closing. Nifty April futures saw an addition of 1.15 million (mn) units taking the total outstanding open interest (OI) to 15.64 mn units. The near month April 2013 derivatives contract will expire on April 25, 2013. From the most active contracts, Reliance Communications April 2013 futures were trading at a discount of 0.10 points at 62.90 compared with spot closing of 63.00. The number of contracts traded was 12,205.Tata Motors April 2013 futures were trading at a premium of 0.80 points at 259.25 compared with spot closing of 258.45. The number of contracts traded was 14,286. DLF April 2013 futures were trading at a premium of 1.00 points at 236.15 compared with spot closing of 235.15. The number of contracts traded was 17,146. Reliance Industries April 2013 futures were at a premium of 0.50 points at 769.65 compared with spot closing of 769.15. The number of contracts traded was 15,341. Reliance Capital April 2013 futures were at a premium of 1.90 points at 311.90 compared with spot closing of 310.00. The number of contracts traded was 13,657.
Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest Increase (%)

Nifty Sentiment Indicators

Put Call Ratio-Index Options Put Call Ratio-Stock Options

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

03.04.13 289974
517,717 2690318 298151 3796160

Volume 04.04.13 368548

456,680 4062936 303773 5191940

% Chg
27.10% -11.79% 51.02% 1.89% 36.77%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,574.75 11,126.25 7,072.70
Last price 311.4 1,896.25 471.65 144.2 1,318.00 Chg (%) 2.84% 2.74% 1.69% 0.07% 0.97%

Future
5,595.00

Basis
20 50 26

11,176.00
7,098.90

Increase in Open Interest with Increase in price Symbol COALINDIA DRREDDY HINDUNILVR IDFC MARUTI Open Interest 4,145,000 557,875 4,835,000 11,388,000 2,226,750 27.89% 21.15% 10.26% 9.37% 7.61% Increase (%)

ACC SIEMENS BANKINDIA DLF SESAGOA

1,138.50 510 306.85 236.95 148.3

-2.12% -3.22% -0.18% -3.76% -3.32%

481,750 619,000 2,393,000 12,972,000 5,816,000

13.69% 13.68% 13.20% 12.16% 11.67%

CP
t s e r e t n i n e p o 8,000,000 7,000,000 6,000,000 5,000,000 4,000,000 3,000,000 2,000,000 1,000,000 0
ca ll put

Nifty Option Open Interest Distribution Nifty March 5600 call added 21.00 lakh shares in OI and 5700 call added 21.40 lakh shares in OI. On the put side nifty March 5500 put added 6.29 lakh shares in OI and 5400 put added 4.95 lakh in OI. The put-call ratio of index option remains same to 0.94 while put-call ratio of stock option increased from 0.58 to 0.65. On the whole the put call ratio was at 0.92.

s trik e p ric e

For Private circulation Only

For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834

Mansukh House, PlotMansukh No. 6, Opp. Mother Dairy Plant, Patparganj Road, Pandav Nagar, Securities and Finance Ltd New Delhi-110002, Phone: 91-11-30211800, 47617800, Fax: 011-30117710, Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Email: research@moneysukh.com, Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Mansukh Securities and Finance Ltd

SEBI Regn No. BSE: INB010985834 / NSE: INB230781431 NSE: INB 230781431, F&O: INF 230781431,

PMS Regn No. INP000002387 DP: IN-DP-CDSL-73-2000, IN-DP-NSDL-140-2000 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

Daily Derivative Report

NIFTY OUTLOOK :
The nifty future is likely to trade in the range of 5510 - 6148 level in short term as the OI is added. The trading strategy would be create short positions if the nifty resist around 5650 levels for the target of 5600 and 5550 . On the other hand, one can also create long positions if the nifty future takes support support around 5530 levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 30-May-13 30-May-13 5,700 5,800 5,600 5,900 6,000 6,100 5,500 5,700 6,000 Contracts Traded 5,48,913 4,66,385 2,78,947 2,47,453 1,97,860 38,198 35,195 21,850 21,720 Open Interest 70,42,200 69,36,750 38,54,700 61,14,850 50,86,850 22,50,850 11,99,850 8,17,000 11,00,050
Symbol MOST ACTIVE PUTS Expiry Date Strike Price Contracts Traded Open Interest

NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY

25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 30-May-13

5,600 5,500 5,700 5,400 5,300 5,800 5,200 5,600

5,35,570 4,35,855 2,49,102 2,41,357 1,40,221 51,715 44,147 24,030

70,41,150 53,56,750 43,00,200 35,49,700 45,12,200 17,03,800 15,39,850 11,71,500

For any information or suggestion, please send your query at research@moneysukh.com

For Private circulation Only For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834

Mansukh House, PlotMansukh No. 6, Opp. Mother Dairy Plant, Patparganj Road, Pandav Nagar, Securities and Finance Ltd New Delhi-110002, Phone: 91-11-30211800, 47617800, Fax: 011-30117710, Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Email: research@moneysukh.com, Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Mansukh Securities and Finance Ltd

SEBI Regn No. BSE: INB010985834 / NSE: INB230781431 NSE: INB 230781431, F&O: INF 230781431,

PMS Regn No. INP000002387 DP: IN-DP-CDSL-73-2000, IN-DP-NSDL-140-2000 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

Daily Derivative Report

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 02/04/2013 REMARK

2/4/2013

NIFTY

BUY NIFTY APRIL FUTURE @5700 BUY NIFTY APRIL 5700 PUT@ 70 SELL NIFTY MARCH 6000 CALL@23 SELL NIFTY MARCH 5800 PUT@ 29 SELL NIFTY JAN 6000 CALL@ 49 BUY TWO NIFTY JAN 6100 CALL@ 18 SELL NIFTY MARCH 5900 CALL@22 SELL NIFTY MARCH 5600 PUT@ 37 SELL NIFTY JAN 5900 CALL@50 SELL NIFTY JAN 5900 PUT@ 66

-70

47.00

BOOK PARTIAL PROFIT AS ON 03.04.2013

18/3/2013

NIFTY

52

(57.00)

CLOSED

11/3/2013

NIFTY

13

7.00

BOOK PARTIAL PROFIT AS ON 14.03.2013 BOOK PARTIAL PROFIT AS ON 05.03.2013 BOOK PARTIAL PROFIT AS ON 19.02.2013

4/3/2013

NIFTY

59

11.45

18/2/2013

NIFTY

116

7.00

NAME
Varun Gupta Pashupati Nath Jha Vikram Singh

DESIGNATION
Head - Research Research Analyst Research Analyst

E-MAIL
varungupta@moneysukh.com pashupatinathjha@moneysukh.com vikram_research@moneysukh.com

This report is for the personal information of the authorized recipient and does not construe to be any investment, legal or taxation advice to you. Mansukh Securities and Finance Ltd (hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distribution and has been furnished to you solely for your information and should not be reproduced or redistributed to any person in any form. The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates or employees shall not be in any way responsible for any loss or damage that may arise to any person from any inadvertent error in the information contained in this report. MSFL or any of its affiliates or employees do not provide, at any time, any express or implied warranty of any kind, regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitness for a particular purpose, and non-infringement. The recipients of this report should rely on their own investigations. MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This information is subject to change without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may be required from time to time. Nevertheless, MSFL is committed to providing independent and transparent recommendations to its clients, and would be happy to provide information in response to specific client queries.

For Private circulation Only

For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834

Mansukh House, PlotMansukh No. 6, Opp. Mother Dairy Plant, Patparganj Road, Pandav Nagar, Securities and Finance Ltd New Delhi-110002, Phone: 91-11-30211800, 47617800, Fax: 011-30117710, Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Email: research@moneysukh.com, Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Mansukh Securities and Finance Ltd

SEBI Regn No. BSE: INB010985834 / NSE: INB230781431 NSE: INB 230781431, F&O: INF 230781431,

PMS Regn No. INP000002387 DP: IN-DP-CDSL-73-2000, IN-DP-NSDL-140-2000 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293