Daily Derivative Report

NIFTY FUTURE : 6178.35 -24.45 0.39%

24 October 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.54 1.08

NIFTY HIGHLIGHTS
Nifty closed in the red below 6,200 levels amid profit taking in index heavyweight. Further, IT majors continued to exhibit weakness amid profit taking after recent gains in the run up to the second quarter earnings. Nifty edged higher in opening deals due to lackluster US September jobs report that will lead to the Federal Reserve maintaining stimulus for the US economy in the foreseeable future. A bout of volatility was witnessed as the index slipped in red territory in late morning trade as investors took some profits off the table in the wake of recent gains. Sentiments also remained dampened weighed down by selling pressure in software and technology stocks on profit booking after recent gains. Sentiments also got dampened after Finance Minister P. Chidambaram termed the rising number of bad loans in the banking sector as 'unacceptable,' even as he expressed satisfaction at the growth in bank lending in the first quarter. In afternoon trade, index extended intraday losses and hit fresh intraday low as after India Ratings and Research stated that the economy would grow 4.9% in the current financial year despite favourable monsoon brightening the scope for agriculture performance. European shares opened broadly lower also added to the pessimistic sentiments. In last leg of trade, there was a good recovery attempt supported by some bluechips but it failed to ramp up much support for the markets to bring them back in green.

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

21.10.13
350174 616333 3257942 338629 4563078

Volume 22.10.13
543284 754721 4584596 384002 6266603

% Chg
55.15% 22.45% 40.72% 13.40% 37.33%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,178.35 10,880.65 8,802.25

Future
6,187.15 10,905.05 8,829.55

Basis
9 24 27

Increase in Open Interest with Increase in price Symbol RENUKA ACC MARUTI GAIL PNB
400000000 350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
16.15 9.11 8.93 8.63 8.44
SSLT PTC DIVISLAB FEDERALBNK ADANIPORTS 199.1 57.15 1023.45 78.85 159.8 -0.05 -1.38 -1.38 -0.5 -0.56 17978 2580 510.75 4202.5 4688

Last price 23.15 1158 1537 348.1 498

Chg (%) 7.18 1.92 1.19 3.99 1.75

OI ('000') 23490 1162 1769 3110 5644

Increase (%)

Increase (%)

7.23 5.39 3.44 3.26 1.78

CP

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

OI
45398250 173212375 334472000 51577250 25478000 23964750 4893500 79320000 49140750 44347250 86122000

OI Change(%)
-4.2 0.31 2.59 -0.42 -0.27 -3.12 -2.02 -1.12 1.29 -1.69 -1.18
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Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped 24.45 points in volatile last session on the back of profit booking seen in the morning and strong performance by the PSU bank . For the upcoming session market seems choppy, however 6245/6296 could be its crucial resistance levels. On the flip side 6105/6032 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY 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 6200 6300 6400 6100 6500 6000 6250 6350 11000 Contracts Traded 30037150 25627650 17250950 8918400 4325200 1947900 1372100 1062500 1046875 Open Interest 4212050 5980600 3808150 3185150 2534100 2719300 773050 541050 366225

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 6100 6200 6000 5900 5800 5700 6300 5600 Contracts Traded 32088100 23937050 20948400 12331800 7814400 3628400 3405350 1579450 Open Interest 5563450 3350200 5657550 5044100 4600600 5891850 913750 3694050

N E T IN F L O W
OPTION STRATEGY AS ON 23 OCTOBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6202.8 BUY NIFTY OCT. CA 6200 @ 83 Correction :-BUY NIFTY OCT. 6200 PA @ 57 140 UNLIMITED 50

200 150 100 50 0 -5 0 -1 0 0 -1 5 0 -2 0 0 1 2 3 4 5 6 7 8 NET I NFLO W

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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

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