Daily Derivative Report

NIFTY FUTURE : 6194.00 +15.95

20 MAY 2013
0.26%
F & O HIGHLIGHTS
1.44 1.61
Future & Option (F&O) total turnover stood at Rs 1,21,777.74 crore on May 17 and the total numbers of contracts traded on the day were 39,47,991. Of the total turnover, Index Futures contributed Rs 8,209.01 crore, Stock Futures Rs 16,099.20 crore and Index Options Rs 87,242.35 crore, while the contribution of the Stock Options was of Rs 10,227.18 crore. For the day, the total F&O PutCall ratio stood at 1.00, while Index Options PutCall ratio was 1.08 and that of Stock Options was 0.52. The top five scrips with highest PCR on OI were Kotak Bank 2.22, Bharti Airtel 1.64, Ranbaxy 1.64, Siemens 1.54, and Axis Bank 1.39. Among most active underlying, Unitech witnessed contraction of 0.08 million of Open Interest in the May month futures contract followed by Jaiprakash Associates which witnessed an addition of 1.64 million of Open Interest in the near month contract. Meanwhile, R com witnessed contraction of 0.08 million in the May month futures. Also, Reliance Power witnessed an addition of 2.08 million in Open Interest in the May month contract. Finally, GMR Infrastructure witnessed an addition of 2.38 million of Open Interest in the near month futures contract

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options

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

17.05.13
258519 536,975 2817386 335111 3947991

Volume 16.05.13
277914 557,415 3077864 364570 4277763

% Chg
7.50% 3.81% 9.25% 8.79% 8.35%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,187.30 13,317.10 6,331.05

Future
6,194.00

Basis
7 (67) (32)

13,250.10
6,298.65

Increase in Open Interest with Increase in price Symbol ORIENTBANK UNITECH OFSS TCS PFC
35000000 30000000 25000000 20000000 15000000 10000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
13.19% 12.26% 11.53% 8.79% 8.74%
TATAMTRDVR FRL INDIACEM EXIDEIND HCLTECH 168.6 149.8 88.05 141.05 723.7 -0.21 -1.96 -1.68 -1.05 -2.51 5914 5254 3568 2020 3306 15.46 13.67 12.77 11.11 9.43
-0 .7 7 -0 .1 7 5 .4 6 0 .3 7 -0 .0 6 9 .5 3 0 .4 6 -0 .8 8 0 .7 2 0 .5 9 1 .6 7

Last price 267.55 30.85 2,427.35 1463.3 205.85

Chg (%) 0.36% 3.18% 0.84% 0.71% 0.66%

Open Interest 1,837,000 64,380,000 519,880 6,423,500 5,796,000

Increase (%)

Increase (%)

CP

A U TO BA N K S C O N S TR U C TI O N F IN A N C E FM C G IT M ETA LS O IL & G AS PHA RM A POW ER TE L E C O M

44 3 00 0 00 1 63 4 21 2 50 3 06 8 85 0 00 52 2 13 0 00 30 9 33 0 00 13 6 67 7 50 1 19 4 09 0 00 56 0 33 5 00 32 0 40 7 50 97 6 02 5 00 60 5 18 0 00

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

NIFTY OUTLOOK :
During the week, CNX Nifty touched the highest level of 6199.95 on May 17, 2013 and the lowest point of 5970.05 on May 14, 2013. On the last trading day, the Nifty closed at 6187.30 with a weekly gain of 92.55 points or 1.52%. For the coming week, 6038.25 followed by 5889.2 are likely to be good support levels for the Nifty, while the index may face resistance at 6268.15 and 6349 levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 6200 6300 6100 6400 6500 6000 6700 5900 6600 Contracts Traded 1346448.67 960112.4 486972.28 494307.65 221202.61 112333.05 27623.39 22954.24 24097.79 Open Interest 7532100 5571600 5613050 5517100 1516550 3162400 235250 2346100 532450

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 6100 6000 6200 5900 5800 5700 5600 6300 Contracts Traded 1095742.42 835699.93 685102.78 497773.2 260997.93 161136.73 84568.13 76587.75 Open Interest 5788200 8364600 4758700 7507650 6912650 6765300 4285600 793050

NET INFLOW
OPTION STRATEGY AS ON 20 TH MAY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6194 SELL NIFTY MAY 6300 CA @ 31.10 SELL NIFTY MAY 6000 PA @ 20.00 UNLIMITED 51.1 50

100 50 0 -50 -100 -150 -200 1 2 3 4 5 6 7 8

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 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 08/10/2012

REMARK

15/05/2013

RELCAPITAL

SELL RELCAPITAL MAY 370 PUT@ 16.55 SELL RELCAPITAL MAY 370 CALL@ 11.55 SELL HINDALCO OCT 130 PUT@ 7.20 BUY TWO HINDALCO OCT 120 PUT@ 2.50 BUY BHEXAWARE OCT FUT@ 121 BHEXAWARE OCT 120 PUT@ 4.75 SELL BANK NIFTY SEP 11400 CALL@ 150 BUY TWO BANK NIFTY SEP 11600 CALL@ 68 SELL NIFTY SEP 5600 PUT@ 65 TWO NIFTY SEP 5500 PUT@ 26 BUY BUY

28.1

2.75

BOOK PARTIAL PROFIT AS ON 20..05.2013

8/9/2012

HINDALCO

2.2

0.35

HOLD

1/10/2012

HEXAWARE

-4.75

2.65

BOOK PARTIAL PROFIT AS ON 04.10.2012

24/9/2012

BANK NIFTY

14

(4.00)

CLOSED

17/9/2012

NIFTY

13

6.00

BOOK PARTIAL PROFIT AS ON 20.09.2012

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 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