Daily Derivative Report

NIFTY FUTURE : 5857.55 -41.33

03 July2013
-0.70%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.26 1.24

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

01.07.13
282025 507948 2479447 269405 3538825

Volume 02.07.13
251184 508018 1933085 251094 2943381

% Chg
-10.94% 0.01% -22.04% -6.80% -16.83%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,857.55 11,614.25 6,474.25

Future
5,863.05 11,648.00 6,480.00

Basis
6 34 6

Nifty July 2013 futures closed at 5863.05 on Tuesday at a premium of 5.50 points over spot closing of 5857.55, while Nifty August 2013 futures ended at 5888.00 at a premium of 30.45 points over spot closing. Nifty July futures saw contraction of 0.16 million (mn) units taking the total outstanding open interest (OI) to 15.09 mn units. The near month July 2013 derivatives contract will expire on July 25, 2013. From the most active contracts, JP Associates July 2013 futures were trading at a premium of 0.35 points at 56.70 compared with spot closing of 56.35. The number of contracts traded was 11,892. Reliance Communications July 2013 futures were trading at a discount of 0.30 points at 130.20 compared with spot closing of 130.50. The number of contracts traded was 21,682. United Spirits July 2013 futures were at a premium of 23.80 points at 2431.25 compared with spot closing of 2407.45. The number of contracts traded was 27,878. Reliance Capital July 2013 futures were at a premium of 2.40 points at 358.70 compared with spot closing of 356.30. The number of contracts traded was 14,950.

Increase in Open Interest with Increase in price Symbol LUPIN HINDUNILVR RECLTD RANBAXY ADANIENT Last price 806.2 581 208.85 349.45 217.4 Chg (%) 3.38 1.65 1.04 7.09 0.18 Open Interest 2467.5 11114 4638 4112.5 3726 19.75 14.55 13.87 11.89 11.09
TECHM

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
1005.1 660.5 186 2419.9 969.3 -2.72 -1.51 -3.90 -1.42 -1.28 2776.25 7028 4059 2639 472.75

Increase (%)

Increase (%)

49.3 12.53 10.84 9.52 9.31

HDFCBANK UNIONBANK INFY DIVISLAB

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 CON STRU CTION FIN A N CE FM CG H OTELS IT M ETA LS OIL & GA S PH A RM A POW ER

O .I.
36339750 131654375 258567000 57179500 17015750 7940000 15624250 112337000 44790500 27022500 70700000

% Change
0.34 -2.15 0.35 10.48 3.25 0.92 0.35 -1.13 0.48 0.69 0.68

For Private circulation Only

CO

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Daily Derivative Report

NIFTY OUTLOOK :
The Nifty loses 41.30 points or 0.70% to 5857.55 On the National Stock Exchange (NSE), Bank Nifty down by 100.65 points or 0.86% to 11614.25, CNX IT down by 52.50 points to 6474.25, while CNX mid-cap down by 43.30 points or 0.58% to 7467.80 and CNX Nifty Junior up by 83.80 points or 0.70% to 11808.05

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 6100 5800 6200 6300 5700 5600 12000 Contracts Traded 12842550 12399000 7817050 5324950 2916150 2092800 902500 304850 290925 Open Interest 4236650 6197700 3430550 3686350 2618150 1341000 2111450 1637900 162375

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 5700 5600 5900 5500 5400 5300 6000 Contracts Traded 13669050 9837950 6488100 5364550 4040000 2142300 1069250 797650 Open Interest 5331800 4981200 6603550 2217600 4742250 2993700 2072850 1655350

NET INFLOW
OPTION STRATEGY AS ON 01st JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5842.2 SELL NIFTY JULY 6000 CA @ 37.50 SELL 2 NIFTY JULY 5600 PA @ 36.20 UNLIMITED 111.2 50

150 100 50 0 1 -50 -100 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