Daily Derivative Report

NIFTY FUTURE : 5907.30 -2.40 -0.04%

07 October 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.31 0.84

NIFTY FUTURE HIGHLITES Nifty October 2013 futures closed at 5957 on Friday at a premium of 50 points over spot closing of 5,907.30, while Nifty November 2013 futures ended at 5990.80 at a premium of 83.50 points over spot closing. Nifty October futures saw an addition of 0.09 million (mn) units taking the total outstanding open interest (OI) to 17.44 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, JP Associates October 2013 futures last traded at a premium of 0.30 points at 38.00 compared with spot closing of 37.70. The number of contracts traded was 11,259. Reliance Communications October 2013 futures last traded at a premium of 1.20 points at 148.35 compared with spot closing of 147.15. The number of contracts traded was 12,966. DLF October 2013 futures were at a premium of 1.30 points at 140.45 compared with spot closing of 139.15. The number of contracts traded was 20,783. Tata Motors October 2013 futures last traded at a premium of 2.05 points at 353.05 compared with spot closing of 351.00. The number of contracts traded was 24,165.

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

03.10.13
419157 541612 2391955 204976 3485700

Volume 04.10.13
419831 527572 2824306 214247 3985956

% Chg
0.16% -2.59% 18.08% 4.52% 14.35%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,907.30 10,197.15 8,396.90

Future
5,957.00 10,267.00 8,352.35

Basis
50 70 (45)

Increase in Open Interest with Increase in price Symbol ARVIND GLENMARK LICHSGFIN ZEEL ADANIPORTS
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
16.02 14.16 12.23 11.5 10.46
UBL GSKCONS GODREJIND POWERGRID SRTRANSFIN 849.85 4392.55 268.15 98.9 564 -2.25 -0.55 -0.11 -1.79 -2.48 24.5 2.5 730 9524 984

Last price 89.65 560.65 208.05 250.25 144.4

Chg (%) 8.27 2.87 3.69 0.46 1.16

OI ('000') 2636 129 9473 4324 2662

Increase (%)

Increase (%)

11.73 5.63 5.27 1.39 0.46

CP

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

OI
38627750 147394125 290090000 43241500 23088250 18180000 4953500 69431500 41147500 39422750 77278000

OI Change(%)
2.64 2.05 0.09 -0.83 1.46 3.5 39.89 4.78 3.72 -0.99 1.96
For Our Clients Only

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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

AU TO 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 CO

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 :The nifty dropped 2.40 points in the last session on the back ofthe strong IT and bank sector. For the upcoming session market seems range bound, however 5948/6010 could be its crucial resistance levels. On the flip side 5862/5804 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 6100 6200 6000 6300 6400 5900 6500 6600 6700 Contracts Traded 15505650 14682150 9916350 9743300 5152350 4118800 3255300 1496050 915950 Open Interest 4561150 2459500 3601150 3007500 1361450 2559550 1538200 664250 559250

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 5800 5700 5500 5600 5900 5400 6000 5300 Contracts Traded 11940500 10544450 8543100 8259300 7908500 4076100 3534600 3041600 Open Interest 4047650 4550750 3797850 3717050 2741000 4103650 2142950 2277100

OPTION STRATEGY AS ON 30 SEPTEMBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5883.2 SELL NIFTY OCTOBER NIFTY OCT. 5700 PA @ 95.00 UNLIMITED 228.2 50 SELL
300 200 100 0 -100 -200 1 2 3

NET INFLOW

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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 NET PROFIT/ LOSS AS ON 30/09/2013 REMARK

30/9/2013

NIFTY

SELL NIFTY OCTOBER. FUTURE SELL NIFTY OCT.5700 PUT@ 95.00 SELL NIFTY AUGUST 5500 PUT@76.10 SELL NIFTY AUGUST 5900 CALL@ 84 SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05 BUY NIFTYAUGUST FUTURE SELL NIFTY AUGUST 5300 CALL@ 85.00

95

55.85

BOOK PARTIAL PROFIT

10/8/2013

NIFTY

170.1

75.30

BOOK FULL PROFIT

2/8/2013

NIFTY

138.05

85.20

BOOK PARTIAL PROFIT

21/8/12013

NIFTY

85

43.90

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 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