Let's Go For Derivative 20 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 6142.80 on Thursday at a discount of
13.25 points over spot closing of 6,115.55, while Nifty October 2013 futures
ended at 6189.05 at a premium of 73.50 points over spot closing. Nifty
September futures saw an addition of 0.54 million (mn) units taking the total
outstanding open interest (OI) to 16.20 mn units. The near month September
2013 derivativescontractwillexpire onSeptember 26, 2013.
From the most active contracts, Reliance Communications September 2013
futures last traded at a premium of 1.10 points at 161.50 compared with spot
closingof160.40. Thenumber ofcontractstradedwas26,743.
DLF September 2013 futures last traded at a premium of 0.75 points at 171.95
compared with spot closing of 171.20. The number of contracts traded was
19,212.
Yes Bank September 2013 futures last traded at a discount of 1.15 points at
387.70 compared with spot closing of 388.85. The number of contracts traded
was67,536.
HDFC Bank September 2013 futures last traded at a premium of 3.50 points at
687.15 compared with spot closing of 683.65. The number of contracts traded
was18,727.
For Private circulation Only For Our Clients Only
Daily Derivative Report 20 September 2013
OI
('000')
COLPAL 1267.7 3.32 249.75 38.56
IOB 49.3 7.52 3608 34.63
FEDERALBNK 318.15 6.87 1018 29.6
SYNDIBANK 78.75 6.28 4254 18.83
JPPOWER 16.95 5.61 16848 13.1
Symbol Last price Chg (%) Increase (%)
Increase in Open Interest with Increase in price
1.48
1.25
Product 18.09.13 19.09.13 % Chg
Index Futures 313948 634909 102.23%
Stock Futures 456492 852097 86.66%
Index Options 2647654 5644392 113.18%
Stock Options 203676 409576 101.09%
Total F&O 3621770 7540947 108.21%
Index Spot Future Basis
NIFTY 6,155.55 6,142.80 (13)
BANK NIFTY 11,148.65 11,201.55 53
CNXIT 8,156.95 8,172.00 15
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
Put Call Ratio-Bank Nifty Options
Volume
OI
('000')
POWERGRID 101 -0.15 7622 3.39
NHPC 18.95 -0.52 27310 2.32
INFY 3029 -0.19 1882.38 1.22
HEXAWARE 124.3 -0.36 7892 0.77
Increase in Open Interest with Decrease in price
Symbol Last price Chg (%) Increase (%)
5115.55NIFTY FUTURE : +216.10 3.66%
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 50652000 1.84
BANKS 169344500 0.6
CONSTRUCTION 310986000 1.07
FINANCE 53441750 1.38
FMCG 26741750 -2.2
HOTELS 4604000 -0.26
IT 21313000 -1.57
METALS 102024000 0.52
OIL & GAS 42265000 -0.94
PHARMACEUTICALS 39405750 -0.04
POWER 82668000 -1.08
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 216.10 points in the last session on the back of
the unexpected move from fed to continue the bond purchase
Programme till November end. For the upcoming session market
seems mildly bullish, however 6196/6245 could be its crucial
resistance levels. On the flip side 6040/5978 could be its near
term 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 6000 22581000 4193900
NIFTY 26-Sep-13 6100 20317900 3188700
NIFTY 26-Sep-13 5900 18392250 4099500
NIFTY 26-Sep-13 5800 16041300 4468750
NIFTY 26-Sep-13 5700 11681950 4285250
NIFTY 26-Sep-13 5600 9258750 5322700
NIFTY 26-Sep-13 5500 6765400 3586100
NIFTY 26-Sep-13 6200 4680150 1095300
MOST ACTIVE PUTS
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 26-Sep-13 6200 30825050 4140350
NIFTY 26-Sep-13 6100 28222200 3361950
NIFTY 26-Sep-13 6300 19011950 3684850
NIFTY 26-Sep-13 6000 11097750 3963350
NIFTY 26-Sep-13 6400 7514400 1423450
NIFTY 26-Sep-13 5900 4056450 2490500
NIFTY 26-Sep-13 6500 3490250 1409350
NIFTY 26-Sep-13 5800 1624850 1568800
BANKNIFTY 26-Sep-13 11500 920125 219075
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
NET INFLOW
-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