Daily Derivative Report

NIFTY FUTURE : 5,700.00 + 3.65 0.06%

18 April 2013

Nifty Sentiment Indicators

Put Call Ratio-Index Options Put Call Ratio-Stock Options 1.2 0.61

F & O HIGHLIGHTS
Nifty April 2013 futures closed at 5,694.20 on Wednesday at a premium of 5.50 points over spot closing of 5,688.70, while Nifty May 2013 futures ended at 5,711.25, at a premium of 22.55 points over spot closing. Nifty April futures saw contraction of 0.81 million (mn) units taking the total outstanding open interest (OI) to 19.00 mn units. The near month April 2013 derivatives contract will expire on April 25, 2013. From the most active contracts, DLF April 2013 futures were trading at a premium of 0.20 points at 243.10 compared with spot closing of 242.90. The number of contracts traded was 18,027.ICICI Bank April 2013 futures were trading at a premium of 2.20 points at 1096.20 compared with spot closing of 1094.00. The number of contracts traded was 22,940. Yes Bank April 2013 futures were trading at a discount of 0.20 points at 480.90 compared with spot closing of 481.10. The number of contracts traded was 20,785. Reliance Industries April 2013 futures were at a discount of 3.25 points at 774.80 compared with spot closing of 778.05. The number of contracts traded was 38,572. Reliance Infrastructure April 2013 futures were at a discount of 0.90 points at 357.10 compared with spot closing of 358.00. The number of contracts traded was 14,874.

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

16.04.13 473911
564,736 5241830 519442 6799919

Volume 17.04.13 385362

699,468 5242637 581747 6909214

% Chg
-18.68% 23.86% 0.02% 11.99% 1.61%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,688.70 11,981.05 6,235.85
Last price 673.95 186.70 483 273.4 1,095.10 Chg (%) 1.25% 3.52% 2.57% 0.50% 1.53%

Future
5,700.00

Basis
11 (7) 14

11,974.05
6,250.00

Increase in Open Interest with Increase in price Symbol SRTRANSFIN AMBUJACEM YESBANK TATAMOTORS ICICIBANK Open Interest 1,226,000 7,540,000 10,028,000 20,414,000 9,615,500 97.26% 31.40% 19.78% 12.79% 9.67% Increase (%)
Symbol

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

HCLTECH TCS CESC MCLEODRUSS BANKBARODA

750.05 1461.3 283.8 320.3 678.9

-1.77% -1.79% -2.69% -7.85% -0.59%

3,513,000 3,974,250 796,000 3,344,000 2,749,000

34.14% 18.86% 17.75% 10.22% 9.92%

t 12,000,000 s 10,000,000 e r e t 8,000,000 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 5700 call added 5.01 lakh shares in OI and 5800 call added 3.69 lakh shares in OI. On the put side nifty March 5600 put added 14.94 lakh shares in OI and 5500 put shed 9.13 lakh in OI. The put-call ratio of index option increased from 1.09 to 1.21 while put-call ratio of stock option decreased from 0.64 to 0.61. On the whole the put call ratio was at 1.13.

strike price

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 5310 - 5948 level in short term as the OI is added. The trading strategy would be create short positions if the nifty resist around 5700 levels for the target of 5650 and 5600 . On the other hand, one can also create long positions if the nifty future takes support support around 5580 levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY NIFTY Expiry Date Strike Price 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 25-Apr-13 30-May-13 30-May-13 25-Apr-13 25-Apr-13 5,700 5,800 5,900 5,600 6,000 5,700 5,800 12,000 5,500 Contracts Traded 7,86,055 6,10,091 2,37,409 2,25,735 1,05,861 45,196 44,618 38,785 33,486 Open Interest 83,64,100 73,19,900 78,99,500 36,41,850 52,20,150 18,74,000 23,68,150 1,73,500 18,01,700
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 25-Apr-13 30-May-13

5,600 5,700 5,500 5,400 5,800 5,300 5,200 5,700

8,15,578 7,72,670 3,78,139 2,48,140 1,08,695 1,00,152 47,678 37,383

1,02,05,750 61,59,850 77,41,750 64,90,050 10,80,200 48,98,350 28,83,050 14,70,700

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 16/04/2013 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

103.00

BOOK PARTIAL PROFIT AS ON 17.04.2013 BOOK PARTIAL PROFIT AS ON 03.04.2013

2/4/2013

NIFTY

-70

47.00

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

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