Derivative 06 November 2013 By Mansukh Investment and Trading Solution

06 November 2013

Daily Derivative Report
NIFTY FUTURE : 6253.15

-64.20

-1.02%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options

1.31

Put Call Ratio-Bank Nifty Options

0.97

01.11.13

Volume
05.10.13

% Chg

Index Futures

317037

354835

11.92%

Stock Futures

730255

627881

-14.02%

Index Options

1676452

1901224

13.41%

Stock Options

247589

230587

-6.87%

2971603

3114527

4.81%

Index

Spot

Future

Basis

NIFTY

6,253.15

6,296.55

43

11,498.90

11,565.00

66

8,724.10

8,736.50

Nifty November 2013 futures closed at 6298.80 on Tuesday at a premium of
45.65 points over spot closing of 6253.15, while Nifty December 2013 futures
ended at 6345.20 at a premium of 92.05 points over spot closing. Nifty
November futures saw contraction of 0.73 million (mn) units taking the total
outstanding open interest (OI) to 22.47 mn units. The near month November
2013 derivatives contract will expire on November 28, 2013.
From the most active contracts, DLF November 2013 futures last traded at a
premium of 1.20 points at 161.95 compared with spot closing of 160.75. The
number of contracts traded was 16,940.
Tata Steel November 2013 futures were at a premium of 2.65 points at 341.65
compared with spot closing of 339.00. The number of contracts traded was
13,012.
Tata Motors November 2013 futures were at a premium of 2.50 points at
397.85 compared with spot closing of 395.35. The number of contracts traded
was 16,778.
Yes Bank November 2013 futures were at a premium of 3.50 points at 379.00
compared with spot closing of 375.50. The number of contracts traded was
18,470.

12

Product

Total F&O

BANK NIFTY
CNXIT

Increase in Open Interest with Decrease in price

Increase in Open Interest with Increase in price
Symbol

Last price

Chg (%)

Increase (%)

OI

Symbol

Last price

Chg (%)

('000')

('000')
FEDERALBNK

86.4

2.92

5542.5

35.68

GLENMARK

GODREJIND

303.8

2.17

499

19.95

POWERGRID

BPCL

375.9

2.2

3680

14.21

IOC

217.8

2.01

2719

FRL

84.35

8.35

7140

350000000

CP

300000000
250000000
200000000
150000000
100000000
50000000

AU
TO
CO
NS BA
TR NK
UC S
TIO
FIN N
AN
CE
FM
CG
M
ED
IA IT
&
EN
M T
ET
PH
AR OIL ALS
M
&
AC G
EU AS
TIC
A
PO LS
W
ER

0

Increase (%)

OI

532.8

-2.92

505.5

28.46

96

-2.39

18910

20.8

UBL

904.05

-3.59

149.5

14.34

13.29

TATACHEM

275.25

-0.45

1284

11.88

GSKCONS

4675

-0.09

10.88

14.34
12.99

Industry

OI

OI Change(%)

AUTO
BANKS
CONSTRUCTION
FINANCE
FMCG
IT
MEDIA & ENT
METALS
OIL & GAS
PHARMACEUTICALS
POWER

36366000
156782750
295740000
50194250
25780750
19125250
4001500
76848000
45051750
45036000
89183000

-0.94
2.53
3.47
-0.73
10.16
0.31
-0.41
2.51
1.98
3.24
5.73

For Private circulation Only

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MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293


NIFTY OUTLOOK :Nifty dropped 64.20 on the back of the profit booking after
bumper Diwali run . For the upcoming session market seems
bullish however 6317/6343 could be its crucial resistance levels.
On the flip side 6210/6170 could be its near term supports levels.

MOST ACTIVE CALLS
Symbol

Expiry Date Strike Price

MOST ACTIVE PUTS

Contracts

Open

Traded

Interest

Symbol

Contracts

Open

Traded

Expiry Date Strike Price

Interest

NIFTY

28-Nov-13

6400

12653400

3581350

NIFTY

28-Nov-13

6200

9284800

3921000

NIFTY

28-Nov-13

6500

8805950

2894100

NIFTY

28-Nov-13

6300

8855000

2524950

NIFTY

28-Nov-13

6300

8303400

3471800

NIFTY

28-Nov-13

6100

6593900

3593550

NIFTY

28-Nov-13

6600

5423050

1441200

NIFTY

28-Nov-13

6000

5214050

4075900

NIFTY

28-Nov-13

6700

3560850

1446500

NIFTY

28-Nov-13

5900

3410050

3134800

NIFTY

28-Nov-13

6200

1403650

1753550

NIFTY

28-Nov-13

5800

2200450

1954450

NIFTY

28-Nov-13

6800

1143650

848550

NIFTY

28-Nov-13

6400

1711650

596050

BANKNIFTY

28-Nov-13

12000

617150

298050

NIFTY

28-Nov-13

5700

1353200

2404800

NIFTY

28-Nov-13

6350

369450

196650

NIFTY

28-Nov-13

5500

785950

2192350

NET INFLOW
OPTION STRATEGY AS ON 06 NOVEMBER 2013
UNDERLYING
ASSET

NIFTY

CMP

6253.15

STRATEGY
MAX LOSS

SELL NIFTY OCT. CALL 6350 @ 81.00
SELL NIFTY OCT. PUT 6150 @ 61.00
UNLIMITED

MAX PROFIT

142

LOT SIZE

50

200
150
100
50
0
-50

5900

6000

6100

6150

6200

6300

6400

6500

6600

-100
-150

For any information or suggestion, please send your query at research@moneysukh.com




STRATEGY TRACKER
DATE OF
STRATEGY

UNDERLYING
ASSET

STRATEGY

IN/OUT FLOW

MAX.PROFIT

REMARK

28/9/2013

NIFTY

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

107.2

25.00

BOOKED FULL PROFIT

25/9/2013

NIFTY

BUY NIFTY OCTOBER 6200 PUT@57
BUY NIFTY OCTOBER 6200 CALL@83

140

(28.00)

EXIT POSITION

30/9/2013

NIFTY

SELL NIFTY OCTOBER. FUTURE
SELL NIFTY OCT.5700 PUT@ 95.00

95

55.85

BOOK PARTIAL PROFIT

10/8/2013

NIFTY

SELL NIFTY AUGUST 5500 PUT@76.10
SELL NIFTY AUGUST 5900 CALL@ 84

170.1

75.30

BOOK FULL PROFIT

NAME

DESIGNATION

E-MAIL

Varun Gupta

Head - Research

varungupta@moneysukh.com

Mohit Taneja

Research Analyst

mohit.t@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
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Derivative 06 November 2013 By Mansukh Investment and Trading Solution

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