Daily Derivative Report

NIFTY FUTURE : 5,889.00 -32.80 -0.55%

29 April 2013

Nifty Sentiment Indicators

Put Call Ratio-Index Options Put Call Ratio-Stock Options 1.15 0.59

F & O HIGHLIGHTS
Nifty May 2013 futures closed at 5887.75 on Friday at a premium of 16.30 points over spot closing of 5,871.45, while Nifty June 2013 futures ended at 5897.50, at a discount of 26.05 points over spot closing. Nifty May futures saw an addition of 0.79 million (mn) units taking the total outstanding open interest (OI) to 15.81 mn units. The near month May 2013 derivatives contract will expire on May 30, 2013. From the most active contracts, R Com May 2013 futures were trading flat at 93.65 compared with spot closing of 93.65. The number of contracts traded was 11,279.DLF May 2013 futures were trading at a discount of 0.65 points at 237.85 compared with spot closing of 238.50. The number of contracts traded was 14,937. LIC Housing Finance May 2013 futures were trading at a discount of 1.91 points at 248.9 compared with spot closing of 250.00. The number of contracts traded was 18,074. Reliance Industries May 2013 futures were at a discount of 3.70 points at 790 compared with spot closing of 793.70. The number of contracts traded was 20,057. United Spirits May 2013 futures were at a premium of 14.15 points at 2061.8 compared with spot closing of 2,047.65. The number of contracts traded was 13,701.
Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest Increase (%)

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

25.04.13 771462
1,332,241 8038164 470209 10612076

Volume 26.04.13 246231

548,234 1694921 288011 2777397

% Chg
-68.08% -58.85% -78.91% -38.75% -73.83%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,871.45 12,533.15 5,972.70

Future
5,889.00

Basis
18 (29) (11)

12,504.00
5,961.50

Increase in Open Interest with Increase in price Symbol MARUTI EXIDEIND GAIL IGL HDFC Last price 1682.75 139.85 351.75 307.05 878.65 Chg (%) 5.24% 1.01% 2.00% 2.25% 1.40% Open Interest 2,685,000 2,284,000 1,787,000 1,265,000 4,021,750 21.69% 14.31% 14.11% 11.95% 11.24% Increase (%)

SIEMENS HCLTECH TCS JINDALSTEL ICICIBANK

504.55 688.8 1366.9 317.2 1132.75

-3.96% -4.66% -2.71% -3.82% -3.16%

883,000 2,939,000 4,207,250 7,164,000 5,637,000

44.87% 31.06% 27.75% 20.20% 18.11%

t s e r e t n i n e p o

6,000,000 5,000,000 4,000,000 3,000,000 2,000,000 1,000,000 0

CP
call put

Nifty Option Open Interest Distribution Nifty May 5900 call added 4.22 lakh shares in OI and 6000 call added 5.22 lakh shares in OI. On the put side nifty May 5800 put added 2.41 lakh shares in OI and 5700 put added 3.14 lakh in OI. The put-call ratio of index option decreased from 1.21 to 1.15 while put-call ratio of stock option increased from 0.58 to 0.59. On the whole the put call ratio was at 1.05.

strike price

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Daily Derivative Report

NIFTY OUTLOOK :
The nifty future is likely to trade in the range of 5610 - 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 around 5980 levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY NIFTY NIFTY Expiry Date Strike Price 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 6,000 5,900 6,100 6,200 6,300 5,800 13,000 6,600 5,700 Contracts Traded 1,91,048 1,86,509 1,18,423 80979 48583 44,129 9,422 8,180 7,677 Open Interest 39,11,400 45,89,400 31,56,950 20,93,800 14,38,550 35,07,100 89275 32950 27,07,600
Symbol MOST ACTIVE PUTS Expiry Date Strike Price Contracts Traded Open Interest

NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY

30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13 30-May-13

5,800 5,900 5,700 5,600 5,500 5,400 6,000 5,300

2,07,336 1,97,263 1,27,437 84183 62304 54,397 31,998 19,509

51,07,800 32,66,650 48,79,700 34,57,250 41,76,900 41,99,800 10,51,950 13,13,850

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Daily Derivative Report

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 22/04/2013 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

270.00

BOOK FULL PROFIT AS ON 23.04.2013 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

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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