Daily Derivative Report

NIFTY FUTURE : 6101.10 -43.80 0.71%

29 October 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.4 1.05

NIFTY FUTURES HIGHLIGHTS Nifty October 2013 futures closed at 6107.05 on Monday at a premium of 6.05 points over spot closing of 6101.10, while Nifty November 2013 futures ended at 6159.55 at a premium of 58.45 points over spot closing. Nifty October futures saw contraction of 1.99 million (mn) units taking the total outstanding open interest (OI) to 14.12 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, Tata Steel October 2013 futures last traded at a premium of 1.70 points at 313.20 compared with spot closing of 311.50. The number of contracts traded was 14,855. ITC October 2013 futures were at a premium of 1.65 points at 328.35 compared with spot closing of 326.70. The number of contracts traded was 17,913. DLF October 2013 futures were at a premium of 0.20 points at 146.25 compared with spot closing of 146.05. The number of contracts traded was 20,350. Yes Bank October 2013 futures last traded at a premium of 1.85 points at 347.25 compared with spot closing of 345.40. The number of contracts traded was 21,270.

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

25.10.13
440819 690795 3850747 307675 5290036

Volume 28.10.13
458309 906962 3514901 286976 5167148

% Chg
3.97% 31.29% -8.72% -6.73% -2.32%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,101.10 10,773.20 8,783.20

Future
6,107.05 10,779.40 8,784.25

Basis
6 6 1

Increase in Open Interest with Increase in price Symbol UBL MARUTI RENUKA Last price 972.35 1516.25 24.3 Chg (%) 1.58 0.33 4.07 OI ('000') 77 1800.5 20484 20.78 8.91 5.37 Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
GLENMARK 532.7 -3.1 272.5

Increase (%)

0.93

400000000 350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

CP

In d u stry
AUTO BAN KS CO N STRUCTIO N FIN AN CE FMCG IT MEDIA & EN T METAL S O IL & GAS PHARMACEUTICAL S PO W ER

OI
45665250 189491250 337549000 51780250 31167500 24820750 4112000 90614500 51181500 44587500 91143000

OI C h an ge(% )
2 .9 4 -0 .3 1 .6 2 -2 .1 2 1 3 .1 7 2 .7 5 -1 0 4 .4 2 .4 5 2 .4 9 2 .1 5
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Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped 43.80 points in a choppy session as investor exercised caution against RBI policy tomorrow . For the upcoming session market seems Volatile, 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 6150 6250 6500 6000 11000 Contracts Traded 27277250 15814300 13928150 8566500 1705200 1449950 1406150 1337250 1006950 Open Interest 5726150 6427600 3204300 3647250 788000 852200 2466800 2086350 321850

MOST ACTIVE PUTS Symbol NIFTY 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 31-Oct-13 6100 6000 6200 5900 5800 5700 6150 6300 6050 Contracts Traded 26242400 16750350 11287300 7227450 3449150 1450350 1253250 1233550 1228650 Open Interest 4429200 6596400 2316100 4845700 4230550 4438550 631850 686400 522950

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

N E T IN F L O W

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

28/9/2013

NIFTY

SELL NIFTY OCTOBER 6150 PUT@56.30 SELL NIFTY OCTOBER 6150 CALL@50.90 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

107.2

1.35

HOLD POSITION

25/9/2013

NIFTY

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

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