Daily Derivative Report

NIFTY FUTURE : 5,849.00

19 March 2013

-48.10 -0.82%
F & O HIGHLIGHTS
1.21 0.63
Nifty March 2013 futures closed at 5,851.40 on Monday at a premium of 16.15 points over spot closing of 5,835.25, while Nifty April 2013 futures ended at 5,886.10, at a premium of 50.85 points over spot closing. Nifty March futures saw an addition of 0.28 million (mn) units taking the total outstanding open interest (OI) to 15.26 mn units. The near month March 2013 derivatives contract will expire on March 28, 2013. From the most active contracts, JP Associates March 2013 futures were trading at a premium of 0.35 points at 74.45 compared with spot closing of 74.10. The number of contracts traded was 7,167.Tata Motors March 2013 futures were trading at a premium of 0.55 points at 288.05 compared with spot closing of 287.50. The number of contracts traded was 8,964. DLF March 2013 futures were trading at a premium of 0.90 points at 271.55 compared with spot closing of 270.65. The number of contracts traded was 10,540. ICICI Bank March 2013 futures were at a premium of 4.85 points at 1056.85 compared with spot closing of 1052.00. The number of contracts traded was 20,293. Reliance Industries March 2013 futures were at a premium of 2.05 points at 836.55 compared with spot closing of 834.50. The number of contracts traded was 10,454.
Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest Increase (%)

Nifty Sentiment Indicators

Put Call Ratio-Index Options Put Call Ratio-Stock Options

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

15.03.13 387323
503,496 4283135 324621 5498575

Volume 18.03.13 253993

350,660 3548699 252121 4405473

% Chg
-34.42% -30.35% -17.15% -22.33% -19.88%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,835.25 11,735.50 7,198.65
Last price 579.05 138.45 245.55 803.90 1511.85 Chg (%) 0.77% 0.18% 0.95% 1.07% 0.05%

Future
5,849.00

Basis
14 49 7

11,784.70
7,205.50

Increase in Open Interest with Increase in price Symbol SIEMENS DABUR TITAN HCLTECH LT Open Interest 787,500 2,016,000 10,313,000 3,377,500 3,460,250 15.89% 9.21% 7.89% 6.66% 4.48%
YESBANK COALINDIA MARUTI

Increase (%)

462.5 302.5 1,367.00 27.75 269.95

-2.92% -2.86% -2.43% -3.48% -2.51%

7,383,000 4,191,000 2,941,000 60,930,000 2,044,000

17.64% 11.46% 9.99% 7.08% 6.96%

UNITECH ORIENTBANK

t 12,000,000 s 10,000,000 e r e 8,000,000 t n i 6,000,000 n e 4,000,000 p o 2,000,000 0

CP
call put

Nifty Option Open Interest Distribution Nifty March 5900 call added 4.11 lakh shares in OI and 6000 call added 9.01 lakh shares in OI. On the put side nifty March 5800 put added 2.30 lakh shares in OI and 5700 put shed 0.88 lakh in OI. The put-call ratio of stock option decreased from 0.68 to 0.63 while put-call ratio of index option increased from 1.09 to 1.21. On the whole the put call ratio was at 1.16.

strike p rice

For Private circulation Only

For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834

Mansukh House, PlotMansukh No. 6, Opp. Mother Dairy Plant, Patparganj Road, Pandav Nagar, Securities and Finance Ltd New Delhi-110002, Phone: 91-11-30211800, 47617800, Fax: 011-30117710, Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Email: research@moneysukh.com, Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Mansukh Securities and Finance Ltd

SEBI Regn No. BSE: INB010985834 / NSE: INB230781431 NSE: INB 230781431, F&O: INF 230781431,

PMS Regn No. INP000002387 DP: IN-DP-CDSL-73-2000, IN-DP-NSDL-140-2000 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

Daily Derivative Report

NIFTY OUTLOOK :
The nifty future is likely to trade in the range of 5510 - 6148 level in short term as the OI is added. The trading strategy would be create long positions if the nifty takes support around 5800 levels for the target of 5850 and 5900 .On the other hand, one can also create short positions if the nifty future resist support around 5950 levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY NIFTY NIFTY NIFTY Expiry Date 28-Mar-13 28-Mar-13 28-Mar-13 28-Mar-13 28-Mar-13 28-Mar-13 25-Apr-13 25-Apr-13 28-Mar-13 Strike Price 5,900 6,000 5,800 6,100 6,200 12,000 6,000 6,100 5,700 Contracts Traded 4,74,186 3,66,231 1,77,097 1,61,662 82703 30,412 30,073 26,068 21,685 Open Interest 63,12,950 85,88,800 37,17,950 66,17,600 43,79,600 3,68,025 13,99,150 16,63,050 11,07,850

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date 28-Mar-13 28-Mar-13 28-Mar-13 28-Mar-13 28-Mar-13 28-Mar-13 28-Mar-13 25-Apr-13 Strike Price 5,800 5,700 5,900 5,600 5,500 5,400 6,000 5,800 Contracts Traded 4,97,329 3,80,519 2,73,551 2,63,447 1,34,493 60904 40018 33,492 Open Interest 88,20,750 1,08,08,950 48,73,800 78,88,100 70,12,950 30,55,100 24,08,800 19,66,150

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

Mansukh House, PlotMansukh No. 6, Opp. Mother Dairy Plant, Patparganj Road, Pandav Nagar, Securities and Finance Ltd New Delhi-110002, Phone: 91-11-30211800, 47617800, Fax: 011-30117710, Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Email: research@moneysukh.com, Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Mansukh Securities and Finance Ltd

SEBI Regn No. BSE: INB010985834 / NSE: INB230781431 NSE: INB 230781431, F&O: INF 230781431,

PMS Regn No. INP000002387 DP: IN-DP-CDSL-73-2000, IN-DP-NSDL-140-2000 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

Daily Derivative Report

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 18/03/2013 REMARK

18/3/2013

NIFTY

SELL NIFTY MARCH 6000 CALL@23 SELL NIFTY MARCH 5800 PUT@ 29 SELL NIFTY JAN 6000 CALL@ 49 BUY TWO NIFTY JAN 6100 CALL@ 18 SELL NIFTY MARCH 5900 CALL@22 SELL NIFTY MARCH 5600 PUT@ 37 SELL NIFTY JAN 5900 CALL@50 SELL NIFTY JAN 5900 PUT@ 66 SELL NIFTY JAN 6000 CALL@ 40 BUY TWO NIFTY JAN 6100 CALL@ 15

52

(2.00)

HOLD

11/3/2013

NIFTY

13

7.00

BOOK PARTIAL PROFIT AS ON 14.03.2013 BOOK PARTIAL PROFIT AS ON 05.03.2013 BOOK PARTIAL PROFIT AS ON 19.02.2013 BOOK FULL PROFIT AS ON 22.02.2013

4/3/2013

NIFTY

59

11.45

18/2/2013

NIFTY

116

7.00

11/2/2013

NIFTY

10

7.00

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

Mansukh House, PlotMansukh No. 6, Opp. Mother Dairy Plant, Patparganj Road, Pandav Nagar, Securities and Finance Ltd New Delhi-110002, Phone: 91-11-30211800, 47617800, Fax: 011-30117710, Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Email: research@moneysukh.com, Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Mansukh Securities and Finance Ltd

SEBI Regn No. BSE: INB010985834 / NSE: INB230781431 NSE: INB 230781431, F&O: INF 230781431,

PMS Regn No. INP000002387 DP: IN-DP-CDSL-73-2000, IN-DP-NSDL-140-2000 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293