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Daily Derivative Report

NIFTY FUTURE : 6253.15 -64.20 -1.02%

06 November 2013

Nifty Sentiment Indicators


Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.31 0.97

NIFTY FUTURES HIGHLIGHTS Nifty November 2013 futures closed at 6298.80 on Tuesday at a premium of 45.65 points over spot closing of 6253.15, while Nifty December 2013 futures ended at 6345.20 at a premium of 92.05 points over spot closing. Nifty November futures saw contraction of 0.73 million (mn) units taking the total outstanding open interest (OI) to 22.47 mn units. The near month November 2013 derivatives contract will expire on November 28, 2013. From the most active contracts, DLF November 2013 futures last traded at a premium of 1.20 points at 161.95 compared with spot closing of 160.75. The number of contracts traded was 16,940. Tata Steel November 2013 futures were at a premium of 2.65 points at 341.65 compared with spot closing of 339.00. The number of contracts traded was 13,012. Tata Motors November 2013 futures were at a premium of 2.50 points at 397.85 compared with spot closing of 395.35. The number of contracts traded was 16,778. Yes Bank November 2013 futures were at a premium of 3.50 points at 379.00 compared with spot closing of 375.50. The number of contracts traded was 18,470.

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

01.11.13
317037 730255 1676452 247589 2971603

Volume 05.10.13
354835 627881 1901224 230587 3114527

% Chg
11.92% -14.02% 13.41% -6.87% 4.81%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,253.15 11,498.90 8,724.10

Future
6,296.55 11,565.00 8,736.50

Basis
43 66 12

Increase in Open Interest with Increase in price Symbol FEDERALBNK GODREJIND BPCL IOC FRL
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
35.68 19.95 14.21 13.29 11.88
GLENMARK POWERGRID UBL TATACHEM GSKCONS 532.8 96 904.05 275.25 4675 -2.92 -2.39 -3.59 -0.45 -0.09 505.5 18910 149.5 1284 10.88

Last price 86.4 303.8 375.9 217.8 84.35

Chg (%) 2.92 2.17 2.2 2.01 8.35

OI ('000') 5542.5 499 3680 2719 7140

Increase (%)

Increase (%)

28.46 20.8 14.34 14.34 12.99

CP

Industry
AUTO BANKS CONSTRUCTION FINANCE FMCG IT MEDIA & ENT METALS OIL & GAS PHARMACEUTICALS POWER

OI
36366000 156782750 295740000 50194250 25780750 19125250 4001500 76848000 45051750 45036000 89183000

OI Change(%)
-0.94 2.53 3.47 -0.73 10.16 0.31 -0.41 2.51 1.98 3.24 5.73
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AU TO CO NS BA TR NK UC S TIO FIN N AN CE FM CG M ED IA IT & EN M T ET PH AR OIL ALS M & AC G EU AS TIC A PO LS W ER

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

Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped 64.20 on the back of the profit booking after bumper Diwali run . For the upcoming session market seems bullish however 6317/6343 could be its crucial resistance levels. On the flip side 6210/6170 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY NIFTY Expiry Date Strike Price 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 6400 6500 6300 6600 6700 6200 6800 12000 6350 Contracts Traded 12653400 8805950 8303400 5423050 3560850 1403650 1143650 617150 369450 Open Interest 3581350 2894100 3471800 1441200 1446500 1753550 848550 298050 196650

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 6200 6300 6100 6000 5900 5800 6400 5700 5500 Contracts Traded 9284800 8855000 6593900 5214050 3410050 2200450 1711650 1353200 785950 Open Interest 3921000 2524950 3593550 4075900 3134800 1954450 596050 2404800 2192350

NET INFLOW
OPTION STRATEGY AS ON 06 NOVEMBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6253.15 SELL NIFTY OCT. CALL 6350 @ 81.00 SELL NIFTY OCT. PUT 6150 @ 61.00 UNLIMITED 142 50
200 150 100 50 0 -50 -100 -150 5900 6000 6100 6150 6200 6300 6400 6500 6600

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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

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW MAX.PROFIT REMARK

28/9/2013

NIFTY

SELL NIFTY OCTOBER 6150 PUT@56.30 SELL NIFTY OCTOBER 6150 CALL@50.90 BUY NIFTY OCTOBER 6200 PUT@57 BUY NIFTY OCTOBER 6200 CALL@83 SELL NIFTY OCTOBER. FUTURE SELL NIFTY OCT.5700 PUT@ 95.00 SELL NIFTY AUGUST 5500 PUT@76.10 SELL NIFTY AUGUST 5900 CALL@ 84

107.2

25.00

BOOKED FULL PROFIT

25/9/2013

NIFTY

140

(28.00)

EXIT POSITION

30/9/2013

NIFTY

95

55.85

BOOK PARTIAL PROFIT

10/8/2013

NIFTY

170.1

75.30

BOOK FULL PROFIT

NAME
Varun Gupta Mohit Taneja

DESIGNATION
Head - Research Research Analyst

E-MAIL
varungupta@moneysukh.com mohit.t@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