Daily Derivative Report

NIFTY FUTURE : 5115.55 +216.10 3.66%

20 September 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.48 1.25

NIFTY FUTURE HIGHLITES Nifty September 2013 futures closed at 6142.80 on Thursday at a discount of 13.25 points over spot closing of 6,115.55, while Nifty October 2013 futures ended at 6189.05 at a premium of 73.50 points over spot closing. Nifty September futures saw an addition of 0.54 million (mn) units taking the total outstanding open interest (OI) to 16.20 mn units. The near month September 2013 derivatives contract will expire on September 26, 2013. From the most active contracts, Reliance Communications September 2013 futures last traded at a premium of 1.10 points at 161.50 compared with spot closing of 160.40. The number of contracts traded was 26,743. DLF September 2013 futures last traded at a premium of 0.75 points at 171.95 compared with spot closing of 171.20. The number of contracts traded was 19,212. Yes Bank September 2013 futures last traded at a discount of 1.15 points at 387.70 compared with spot closing of 388.85. The number of contracts traded was 67,536. HDFC Bank September 2013 futures last traded at a premium of 3.50 points at 687.15 compared with spot closing of 683.65. The number of contracts traded was 18,727.

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

18.09.13
313948 456492 2647654 203676 3621770

Volume 19.09.13
634909 852097 5644392 409576 7540947

% Chg
102.23% 86.66% 113.18% 101.09% 108.21%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,155.55 11,148.65 8,156.95

Future
6,142.80 11,201.55 8,172.00

Basis
(13) 53 15

Increase in Open Interest with Increase in price Symbol COLPAL IOB FEDERALBNK SYNDIBANK JPPOWER
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
38.56 34.63 29.6 18.83 13.1
POWERGRID NHPC INFY HEXAWARE 101 18.95 3029 124.3 -0.15 -0.52 -0.19 -0.36 7622 27310 1882.38 7892

Last price 1267.7 49.3 318.15 78.75 16.95

Chg (%) 3.32 7.52 6.87 6.28 5.61

OI ('000') 249.75 3608 1018 4254 16848

Increase (%)

Increase (%)

3.39 2.32 1.22 0.77

CP

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

OI
50652000 169344500 310986000 53441750 26741750 4604000 21313000 102024000 42265000 39405750 82668000

OI Change(%)
1.84 0.6 1.07 1.38 -2.2 -0.26 -1.57 0.52 -0.94 -0.04 -1.08
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Daily Derivative Report

NIFTY OUTLOOK :The nifty gained 216.10 points in the last session on the back of the unexpected move from fed to continue the bond purchase Programme till November end. For the upcoming session market seems mildly bullish, however 6196/6245 could be its crucial resistance levels. On the flip side 6040/5978 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY Expiry Date Strike Price 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 6200 6100 6300 6000 6400 5900 6500 5800 11500 Contracts Traded 30825050 28222200 19011950 11097750 7514400 4056450 3490250 1624850 920125 Open Interest 4140350 3361950 3684850 3963350 1423450 2490500 1409350 1568800 219075

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 6000 6100 5900 5800 5700 5600 5500 6200 Contracts Traded 22581000 20317900 18392250 16041300 11681950 9258750 6765400 4680150 Open Interest 4193900 3188700 4099500 4468750 4285250 5322700 3586100 1095300

NET INFLOW
OPTION STRATEGY AS ON 10 SEPTEMBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5680.4 SELL NIFTY SEPTEMBER 5800 CA @ 84 SELL NIFTY SEPTEMBER 5500 PA @ 76.10 UNLIMITED 170.1 50
150 100 50 0 1 -50 2 3 4 5 6 7 8 9 200

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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 NET PROFIT/ LOSS AS ON 22/08/2013 REMARK

2/8/2013

NIFTY

SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05 BUY NIFTYAUGUST FUTURE SELL NIFTY AUGUST 5300 CALL@ 85.00 SELL NIFTY AUGUST 5500 PUT@41 SELL NIFTY AUGUST 5900 CALL@ 44.80 SELL NIFTY JUNE 5600 PUT@26.20 SELL NIFTY JUNE 6000 CALL@ 79

138.05

85.20

BOOK PARTIAL PROFIT

21/8/12013

NIFTY

85

43.90

BOOK PARTIAL PROFIT

5/8/2013

NIFTY

85.8

48.90

BOOK PARTIAL PROFIT

29/7/2013

NIFTY

105.2

18.15

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