Let's Go For Derivative 11 September 2013 By Mansukh Investment and Trading Solution

1. CP
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
PMS Regn No. INP000002387
NIFTY FUTUREHIGHLITES
Nifty September 2013 futures closed at 5905.35 on Tuesday at a premium of
8.60 points over spot closing of 5,896.75, while Nifty October 2013 futures
ended at 5936.35 at a premium of 39.60 points over spot closing. Nifty
September futures saw an addition of 2.04 million (mn) units taking the total
outstanding open interest (OI) to 20.12 mn units. The near month September
2013 derivativescontractwillexpire onSeptember 26, 2013.
From the most active contracts, Tata Motors September 2013 futures last
traded at a premium of 0.50 points at 349.50 compared with spot closing of
349.00. Thenumber ofcontractstradedwas26,677.
HDFC Bank September 2013 futures last traded at a premium of 5.70 points at
641.00 compared with spot closing of 635.30. The number of contracts traded
was14,865.
Yes Bank September 2013 futures last traded at a premium of 2.15 points at
308.15 compared with spot closing of 306.00. The number of contracts traded
was26,297.
ICICI Bank September 2013 futures last traded at a premium of 1.15 points at
971.15 compared with spot closing of 970.00. The number of contracts traded
was29,810.
For Private circulation Only For Our Clients Only
Daily Derivative Report 11 September 2013
OI
('000')
HINDZINC 131.4 3.46 2540 19.03
PETRONET 118.45 0.17 2006 16.76
DIVISLAB 1004.7 1.53 381.25 14.23
VOLTAS 67.45 0.67 4120 12.45
COLPAL 1251.5 1.09 131.5 12.39
Increase in Open Interest with Increase in price
Symbol Last price Chg (%) Increase (%)
1.6
1.4
Product 06.09.13 10.09.13 % Chg
Index Futures 530925 709792 33.69%
Stock Futures 678249 627029 -7.55%
Index Options 6467701 4852170 -24.98%
Stock Options 282456 278265 -1.48%
Total F&O 4959331 6467256 30.41%
Index Spot Future Basis
NIFTY 5,896.75 5,905.35 9
BANK NIFTY 10,188.25 10,155.00 (33)
CNXIT 8,411.05 8,400.00 (11)
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
Put Call Ratio-Bank Nifty Options
Volume
OI
('000')
RPOWER 68.9 -0.72 28652 12.26
AUROPHARMA 190.2 -1.12 11836 7.72
NMDC 117.55 -0.68 15726 7.48
BIOCON 341.9 -2.02 1938 5.1
APOLLOTYRE 64.65 -1.45 8004 4.93
Increase in Open Interest with Decrease in price
Symbol Last price Chg (%) Increase (%)
5896.75NIFTY FUTURE : +216.35 +3.81%
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
NSE: INB 230781431, F&O: INF 230781431, DP: IN-DP-CDSL-73-2000, IN-
DP-NSDL-140-2000
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
Industry OI OI Change
AUTO 42730500 1.89
BANKS 176623250 -1.54
CONSTRUCTION 301214000 -0.38
FINANCE 59979000 -1.06
FMCG 30357500 -1.61
HOTELS 5180000 -0.15
IT 21667750 -1.35
METALS 103427500 -3.78
OIL & GAS 45417750 1.3
PHARMACEUTICALS 36272000 3.39
POWER 72832000 6.5
0
50000000
100000000
150000000
200000000
250000000
300000000
350000000
AUTO
BANKS
CONSTRUCTIONFINANCE
FM
CGHOTELS
ITM
ETALS
OIL&
GAS
PHARM
ACEUTICALSPOW
ER

2. NIFTY OUTLOOK:-
The nifty gained 5896.75 points on the back of the appreciation in
the Rupee against the US dollar and positive trade deficit data..
For the upcoming session market seems bullish, however
5990/6030 could be its crucial resistance levels. On the flip side
5780/5670 couldbe its nearterm supportslevels.
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
PMS Regn No. INP000002387
For Private circulation Only For Our Clients Only
For any information or suggestion, please send your query at research@moneysukh.com
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 26-Sep-13 5700 16280150 3159100
NIFTY 26-Sep-13 5600 16202550 4071850
NIFTY 26-Sep-13 5500 14589200 4826800
NIFTY 26-Sep-13 5800 13809700 2771100
NIFTY 26-Sep-13 5400 10949250 4630600
NIFTY 26-Sep-13 5300 8091100 6450200
NIFTY 26-Sep-13 5200 6931750 4523150
NIFTY 26-Sep-13 5900 5080000 1787950
MOST ACTIVE PUTS
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 26-Sep-13 6000 26288300 3987050
NIFTY 26-Sep-13 5900 21666300 3251150
NIFTY 26-Sep-13 6100 17310550 3030750
NIFTY 26-Sep-13 5800 12705350 3288350
NIFTY 26-Sep-13 6200 10180450 2037250
NIFTY 26-Sep-13 5700 5098950 3423300
NIFTY 26-Sep-13 6300 3846550 889700
NIFTY 26-Sep-13 5600 2499150 2783450
NIFTY 26-Sep-13 5500 1607800 3118700
MOST ACTIVE CALLS
Daily Derivative Report
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
NSE: INB 230781431, F&O: INF 230781431, DP: IN-DP-CDSL-73-2000, IN-
DP-NSDL-140-2000
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
UNDERLYING
ASSET NIFTY
CMP 5680.4
STRATEGY
SELL NIFTY SEPTEMBER 5800 CA @ 84
SELL NIFTY SEPTEMBER 5500 PA @ 76.10
MAX LOSS UNLIMITED
MAX PROFIT 170.1
LOT SIZE 50
OPTION STRATEGY AS ON 10 SEPTEMBER 2013
NETINFLOW
-50
0
50
100
150
200
1 2 3 4 5 6 7 8 9

3. NAME DESIGNATION E-MAIL
Varun Gupta Head - Research varungupta@moneysukh.com
Mohit Taneja Research Analyst mohit.t@moneysukh.com
Vikram Singh Research Analyst vikram_research@moneysukh.com
DATE OF
STRATEGY
UNDERLYING
ASSET
STRATEGY IN/OUT FLOW
NET PROFIT/ LOSS
AS ON 22/08/2013
REMARK
2/8/2013 NIFTY
SELL NIFTY SEPT. FUTURE
SELL NIFTY SEPT. 5300 CALL@ 138.05
138.05 85.20 BOOK PARTIAL PROFIT
21/8/12013 NIFTY
BUY NIFTYAUGUST FUTURE
SELL NIFTY AUGUST 5300 CALL@ 85.00
85 43.90 BOOK PARTIAL PROFIT
5/8/2013 NIFTY
SELL NIFTY AUGUST 5500 PUT@41
SELL NIFTY AUGUST 5900 CALL@ 44.80
85.8 48.90 BOOK PARTIAL PROFIT
29/7/2013 NIFTY
SELL NIFTY JUNE 5600 PUT@26.20
SELL NIFTY JUNE 6000 CALL@ 79
105.2 18.15 BOOK PARTIAL PROFIT
STRATEGY TRACKER
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
PMS Regn No. INP000002387
For Private circulation Only For Our Clients Only
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Daily Derivative Report
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
NSE: INB 230781431, F&O: INF 230781431, DP: IN-DP-CDSL-73-2000, IN-
DP-NSDL-140-2000
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293