NIFTY FUTURES UP 2.37%, CALLS & PUTS ACTIVITY

21 October 2013

Daily Derivative Report
NIFTY FUTURE : 6045.85

+143.50

2.37%
NIFTY FUTURE HIGHLIGHTS

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options

1.56

Put Call Ratio-Bank Nifty Options

1

17.10.13

Volume
18.10.13

% Chg

Index Futures

401089

523298

30.47%

Stock Futures

597886

594391

-0.58%

Index Options

3278747

4048073

23.46%

Stock Options

366338

360382

-1.63%

4644060

5526144

18.99%

Index

Spot

Future

Basis

NIFTY

6,189.35

6,205.25

16

10,744.90

10,794.20

49

8,893.85

8,915.00

Nifty October 2013 futures closed at 6205.25 on Friday at a premium of 15.90
points over spot closing of 6,189.35, while Nifty November 2013 futures ended
at 6259.55 at a premium of 70.20 points over spot closing. Nifty October
futures saw contraction of 0.41 million (mn) units taking the total outstanding
open interest (OI) to 18.81 mn units. The near month October 2013 derivatives
contract will expire on October 31, 2013.
From the most active contracts, JP Associates October 2013 futures last traded
at a premium of 0.05 points at 47.10 compared with spot closing of 47.05. The
number of contracts traded was 23,463.
Tata Steel October 2013 futures were at a premium of 1.15 points at 330.15
compared with spot closing of 329.00. The number of contracts traded was
25,324.
Yes Bank October 2013 futures last traded at a premium of 1.80 points at 348.50
18,038.
ICICI Bank October 2013 futures were at a premium of 4.55 points at 1014.60
24,137.

21

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 (%)

Increase (%)

OI
('000')

('000')
ADANIPORTS

153.55

1.76

2926

9.75

ASIANPAINT

486.25

-0.37

4857.5

10.74

SSLT

196.15

6.03

17516

9.53

GLENMARK

560.95

-0.66

221.5

9.93

PETRONET

127.75

1.75

1858

8.91

EXIDEIND

130.3

-0.08

2518

8.16

IOC

200.9

1.21

2767

8.51

SRTRANSFIN

554.8

-0.75

1220

RELINFRA

423.2

3.26

4451

8.46

BIOCON

330.15

-0.06

1993

6.46
5.45

Industry

OI

OI Change(%)

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

44167250
173931000
313803000
49606750
24905500
22938250
4776000
76618000
46880250
42441500
91619000

-0.01
1.4
2.05
1.62
0.78
2.08
-5
-0.78
1.83
1.4
0.77

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

For Private circulation Only

Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Finance Ltd
Mansukh Securities Marg, New Delhi-110002
Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Office: Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com

For Our Clients Only
SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
NSE: INB 230781431, F&O: INF NSE: INB230781431
SEBI Regn No. BSE: INB010985834 /230781431, DP: IN-DP-CDSL-73-2000, INDP-NSDL-140-2000
PMS Regn No. INP000002387
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293


NIFTY OUTLOOK :Nifty gained 143.50 points in last session closing at the high since
november 2011 on the back on the back of strong IT and bank
sector . For the upcoming session market seems bullish, however
6245/6296 could be its crucial resistance levels. On the flip side
6105/6032 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

26483950

3820200

NIFTY

31-Oct-13

6100

22336700

4576150

NIFTY

31-Oct-13

6300

18996650

4752300

NIFTY

31-Oct-13

6000

20550450

5979350

NIFTY

31-Oct-13

6100

14087300

3185200

NIFTY

31-Oct-13

5900

14584600

4723000

NIFTY

31-Oct-13

6400

10829000

4123950

NIFTY

31-Oct-13

6200

9964700

3011750

NIFTY

31-Oct-13

6500

4602800

2411700

NIFTY

31-Oct-13

5800

9022900

4511700

NIFTY

31-Oct-13

6000

3012550

2840200

NIFTY

31-Oct-13

5700

5462950

6295650

NIFTY

31-Oct-13

6600

982300

749900

BANKNIFTY

31-Oct-13

11000

855100

311850

NIFTY

31-Oct-13

5600

4110000

4146550

NIFTY

31-Oct-13

5900

673050

1928600

NIFTY

31-Oct-13

5500

2190500

4303100

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
provide, at any time, any express or implied warranty of any kind, regarding any matter pertaining to this report, including without limitation the implied warranties of
merchantability, fitness for a particular purpose, and non-infringement. The recipients of this report should rely on their own investigations.
MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This information is subject to change
without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may be required from time to time. Nevertheless, MSFL is committed to
providing independent and transparent recommendations to its clients, and would be happy to provide information in response to specific client queries.




NIFTY FUTURES UP 2.37%, CALLS & PUTS ACTIVITY

Recommended

Recommended

More Related Content

What's hot

What's hot (19)

Similar to NIFTY FUTURES UP 2.37%, CALLS & PUTS ACTIVITY

Similar to NIFTY FUTURES UP 2.37%, CALLS & PUTS ACTIVITY (20)

More from Mansukh Investment & Trading Solutions

More from Mansukh Investment & Trading Solutions (19)

Recently uploaded

Recently uploaded (20)