Derivative 14 October 2013 By Mansukh Investment and Trading Solution

14 October 2013

Daily Derivative Report
NIFTY FUTURE : 6096.20

+75.25

1.25%
NIFTY FUTURE HIGHLIGHTS

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options

1.3

Put Call Ratio-Bank Nifty Options

1.04

10.10.13

Volume
11.10.13

% Chg

Index Futures

371904

412708

10.97%

Stock Futures

509835

623634

22.32%

Index Options

2180107

2918872

33.89%

Stock Options

434692

607763

39.81%

3496538

4562977

30.50%

Index

Spot

Future

Basis

NIFTY

6,096.20

6,123.70

28

10,622.15

10,668.00

46

8,870.15

8,880.00

Nifty October 2013 futures closed at 6123.70 on Friday at a premium of 27.5
points over spot closing of 6,096.20, while Nifty November 2013 futures ended
at 6175.80 at a premium of 79.60 points over spot closing. Nifty October
futures saw an addition of 0.97 million (mn) units taking the total outstanding
open interest (OI) to 17.83 mn units. The near month October 2013 derivatives
contract will expire on October 31, 2013.
From the most active contracts, DLF October 2013 futures last traded at a
premium of 1.05 points at 155.40 compared with spot closing of 154.35. The
number of contracts traded was 16,889.
Tata Motors October 2013 futures were at a premium of 1.55 points at 385.95
compared with spot closing of 384.40. The number of contracts traded was
29,214.
Yes Bank October 2013 futures last traded at a premium of 4.15 points at 350.15
compared with spot closing of 346.00. The number of contracts traded was
20,054.
Ranbaxy Laboratories October 2013 futures were at a premium of 3.45 points
at 401.55 compared with spot closing of 398.10. The number of contracts
traded was 16,493.

10

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')
ALBK

570.25

-3.58

234.5

35.94

127.4

-0.59

1742

13.41

BANKINDIA

186.85

-0.08

3328

12.81

ZEEL
TATAPOWER

245.1
82.45

-0.02
-2.43

4427
9044

10.62
9.81

83.8

2.63

3788

17.2

UNIONBANK

120.4

3.39

7350

16.54

PETRONET

SYNDIBANK

74.2

2.84

3852

15.54

490.9

2.7

5042

13.64

55.6

1.18

5492

13.56

PNB
ANDHRABANK

GLENMARK

Industry

OI

OI Change

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

41519250
152820125
305504000
47994750
24117000
19238250
5166500
75811000
43607500
40874500
81623000

2.68
-0.13
-0.72
-2.05
2.93
1.58
2.29
1.56
3.51
-0.45
1.2

CP

350000000
300000000
250000000
200000000
150000000
100000000
50000000

CO

AU
TO
NS BA
NK
TR
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

For Private circulation Only

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PMS Regn No. INP000002387
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293


NIFTY OUTLOOK :The nifty gained 75.25 points in last session on the back of strong
IT sector which got boost from the good Infosys result . For the
upcoming session market seems rangebound, however
6130/6170 could be its crucial resistance levels. On the flip side
6050/6000 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

31-Oct-13

6200

16332400

3747650

NIFTY

31-Oct-13

6000

12377900

3414800

NIFTY

31-Oct-13

6300

13228000

4137050

NIFTY

31-Oct-13

5900

11929550

4180500

NIFTY

31-Oct-13

6100

9736150

4551650

NIFTY

31-Oct-13

5800

9683950

4192600

NIFTY

31-Oct-13

6400

7224650

2413950

NIFTY

31-Oct-13

5700

7695400

5410200

NIFTY

31-Oct-13

6500

4959500

2978000

NIFTY

31-Oct-13

6100

7610300

2400900

NIFTY

31-Oct-13

6000

3671900

3628200

NIFTY

31-Oct-13

6600

1973300

875300

NIFTY

31-Oct-13

5600

5742100

3986050

NIFTY

31-Oct-13

5900

1035700

2342700

NIFTY

31-Oct-13

5500

4268450

4127550

NIFTY

31-Oct-13

6700

790000

719050

NIFTY

31-Oct-13

5400

2713000

3874700

N E T IN F L O W
OPTION STRATEGY AS ON 07 OCTOBER 2013
UNDERLYING

200

ASSET

NIFTY

CMP

5906.15

STRATEGY
MAX LOSS
MAX PROFIT
LOT SIZE

250

SELL NIFTY OCTOBER
SELL NIFTY OCT. 5800 PA @ 100
UNLIMITED

150
100
50
0
-5 0

206.15

2

3

4

5

6

7

8

-1 0 0

50

1

-1 5 0

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




STRATEGY TRACKER
DATE OF

UNDERLYING

STRATEGY

ASSET

30/9/2013

NIFTY

10/8/2013

NIFTY

2/8/2013

NIFTY

21/8/12013

NIFTY

STRATEGY

SELL NIFTY OCTOBER. FUTURE
SELL NIFTY OCT.5700 PUT@ 95.00
SELL NIFTY AUGUST 5500 PUT@76.10
SELL NIFTY AUGUST 5900 CALL@ 84
SELL NIFTY SEPT. FUTURE
SELL NIFTY SEPT. 5300 CALL@ 138.05
BUY NIFTYAUGUST FUTURE
SELL NIFTY AUGUST 5300 CALL@ 85.00

IN/OUT FLOW

NET PROFIT/ LOSS

REMARK

AS ON 30/09/2013

95

55.85

BOOK PARTIAL PROFIT

170.1

75.30

BOOK FULL PROFIT

138.05

85.20

BOOK PARTIAL PROFIT

85

43.90

BOOK PARTIAL 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
(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
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Derivative 14 October 2013 By Mansukh Investment and Trading Solution

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