Daily Derivative Report

NIFTY FUTURE : 6144.90 -19.45 0.32%

28 October 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.45 1.08

NIFTY FUTURES HIGHLIGHTS Nifty October 2013 futures closed at 6141.00 on Friday at a premium of 3.90 points over spot closing of 6144.90, while Nifty November 2013 futures ended at 6203.35 at a premium of 58.45 points over spot closing. Nifty October futures saw contraction of 1.11 million (mn) units taking the total outstanding open interest (OI) to 16.12 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, DLF October 2013 futures last traded at a discount of 0.25 points at 151.35 compared with spot closing of 151.60. The number of contracts traded was 15,049. ITC October 2013 futures were at a premium of 2.90 points at 340.10 compared with spot closing of 337.20. The number of contracts traded was 14,884. Yes Bank October 2013 futures last traded at a premium of 1.05 points at 355.85 compared with spot closing of 354.80. The number of contracts traded was 17,358. Tata Steel October 2013 futures were at a premium of 1.15 points at 323.00 compared with spot closing of 321.85. The number of contracts traded was 14,730.

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

24.10.13
601859 704887 5052611 338851 6698208

Volume 25.10.13
440819 690795 3850747 307675 5290036

% Chg
-26.76% -2.00% -23.79% -9.20% -21.02%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,144.90 10,896.50 8,812.55

Future
6,141.00 10,893.15 8,816.00

Basis
(4) (3) 3

Increase in Open Interest with Increase in price Symbol COLPAL UPL Last price 1283.95 157.05 Chg (%) 0.02 1.26 OI ('000') 379.25 9894 19.26 0.92 Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
SYNDIBANK ALBK INDUSINDBK LUPIN GLENMARK 73.45 81.55 424.65 893.05 549.75 -3.99 -3.32 -0.47 -1.82 -0.16 4838 3796 5784 2612.5 270

Increase (%)

6.52 3.32 3.28 2.71 1.69

350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

CP

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

OI
44362500 175984500 332178000 52902000 27541000 24156500 4569000 86794000 49958250 43502250 89228000

OI Change(%)
-0.34 0.93 -0.96 3.05 6.07 -1.71 -3.82 5.85 2.13 -0.13 1.55
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Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped 14 points in last session after hitting the high of 6252 since november 2011 dropping almost 90 points from days high . For the upcoming session market seems choppy, however 6235/6280 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 6100 6400 6500 6150 6250 6000 11000 Contracts Traded 31991100 20763650 12868450 10923300 2949000 1326550 1261100 1180250 843375 Open Interest 5493450 5960100 2705200 4060100 2610250 682000 809650 2094400 331400

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 6000 6200 5900 5800 6300 5700 6150 Contracts Traded 31227850 16448200 16436050 6995950 3600250 1967250 1523050 1444200 Open Interest 5213150 6230150 2581850 4921900 4514850 812550 4531800 583250

N E T IN FL O W
OPTION STRATEGY AS ON 28 OCTOBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6144.9 SELL NIFTY OCT. CALL 6150 @ 50.90 SELL NIFTY OCT. PUT 6150 @ 56.30 UNLIMITED 107.2 50

150 100 50 0 -5 0 -1 0 0 -1 5 0 -2 0 0 -2 5 0 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 NET PROFIT/ LOSS AS ON 25/10/2013 REMARK

25/9/2013

NIFTY

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 SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05

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

2/8/2013

NIFTY

138.05

85.20

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