Daily Derivative Report

NIFTY FUTURE : 5,560.00 + 24.80 0.45%

16 April 2013

Nifty Sentiment Indicators

Put Call Ratio-Index Options Put Call Ratio-Stock Options 0.91 0.7

F & O HIGHLIGHTS
Nifty April 2013 futures closed at 5,568.05 on Monday at a discount of 0.35 points over spot closing of 5,568.40, while Nifty May 2013 futures ended at 5,588.10, at a premium of 19.70 points over spot closing. Nifty April futures saw an addition of 1.21 million (mn) units taking the total outstanding open interest (OI) to 21.45 mn units. The near month April 2013 derivatives contract will expire on April 25, 2013. From the most active contracts, JP Associates April 2013 futures were trading at a premium of 0.70 points at 72.55 compared with spot closing of 71.85. The number of contracts traded was 15,010.DLF April 2013 futures were trading at a premium of 0.85 points at 242.00 compared with spot closing of 241.15. The number of contracts traded was 18,145. ICICI Bank April 2013 futures were trading at a premium of 5.50 points at 1050.50 compared with spot closing of 1045.00. The number of contracts traded was 20,556. Reliance Industries April 2013 futures were at a discount of 1.35 points at 792.85 compared with spot closing of 794.20. The number of contracts traded was 20,266. Reliance Capital April 2013 futures were at a premium of 1.45 points at 331.10 compared with spot closing of 329.65. The number of contracts traded was 13,060.

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

12.04.13 305911
586,892 3432999 887362 5213164

Volume 15.04.13 337147

571,373 4019040 662527 5590087

% Chg
10.21% -2.64% 17.07% -25.34% 7.23%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,568.40 11,526.25 6,342.70
Last price 64.65 319.60 129.5 91.4 459.50 Chg (%) 0.70% 3.45% 1.93% 0.88% 3.39%

Future
5,560.00

Basis
(8) 5 (12)

11,531.00
6,330.50

Increase in Open Interest with Increase in price Symbol IOB ONGC ALBK ANDHRABANK YESBANK Open Interest 5,612,000 9,731,000 4,256,000 3,508,000 8,813,000 22.11% 17.04% 15.34% 13.02% 12.00% Increase (%)
Symbol

Increase in Open Interest with Decrease in price Last price Chg (%) Open Interest Increase (%)

HINDZINC DLF FEDERALBNK SAIL SESAGOA

113.70 241.9 420.5 57.55 143.5

-3.03% -2.16% -5.10% -3.92% -3.30%

2,004,000 14,335,000 1,209,500 17,604,000 6,734,000

12.33% 11.26% 11.17% 10.27% 9.42%

t 10,000,000 s 9,000,000 e r 8,000,000 e t 7,000,000 n i 6,000,000 n 5,000,000 e 4,000,000 p 3,000,000 o 2,000,000 1,000,000 0

CP
call put

Nifty Option Open Interest Distribution Nifty March 5600 call shed 6.05 lakh shares in OI and 5700 call added 4.04 lakh shares in OI. On the put side nifty March 5500 put added 17.17 lakh shares in OI and 5400 put added 8.45 lakh in OI. The put-call ratio of index option decreased from 1.02 to 0.91 while put-call ratio of stock option decreased from 0.93 to 0.70. On the whole the put call ratio was at 0.88.

strike price

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Daily Derivative Report

NIFTY OUTLOOK :
The nifty future is likely to trade in the range of 5310 - 5948 level in short term as the OI is added. The trading strategy would be create short positions if the nifty resist around 5600 levels for the target of 5550 and 5500 . On the other hand, one can also create long positions if the nifty future takes support support around 5430 levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 30-May-13 30-May-13 5,600 5,700 5,500 5,800 5,900 5,400 6,000 5,700 5,800 Contracts Traded 7,08,869 4,42,164 3,31,019 1,98,517 91698 27,293 26,996 24,459 23,588 Open Interest 64,17,800 84,36,150 39,59,600 71,32,900 62,54,900 8,92,850 45,98,150 14,37,650 18,44,700
Symbol MOST ACTIVE PUTS Expiry Date Strike Price Contracts Traded Open Interest

NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY

25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 30-May-13 30-May-13

5,500 5,400 5,600 5,300 5,200 5,700 5,500 5,400

6,10,200 3,87,380 2,87,201 1,66,226 98450 44,984 28,822 25,188

83,16,350 74,04,750 59,53,850 56,94,650 42,78,150 23,69,050 26,17,750 15,61,200

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Daily Derivative Report

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 15/04/2013 REMARK

9/4/2013

NIFTY

BUY NIFTY APRIL FUTURE @5550 BUY NIFTY APRIL 5500 PUT@ 50 BUY NIFTY APRIL FUTURE @5700 BUY NIFTY APRIL 5700 PUT@ 70 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

-50

(1.00)

HOLD

2/4/2013

NIFTY

-70

47.00

BOOK PARTIAL PROFIT AS ON 03.04.2013

18/3/2013

NIFTY

52

(57.00)

CLOSED

11/3/2013

NIFTY

13

7.00

BOOK PARTIAL PROFIT AS ON 14.03.2013 BOOK PARTIAL PROFIT AS ON 05.03.2013

4/3/2013

NIFTY

59

11.45

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

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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