Derivative 31 October 2013 By Mansukh Investment and Trading Solution
1. 31 October 2013
Daily Derivative Report
NIFTY FUTURE : 6251.70
+30.80
0.50%
NIFTY FUTURES HIGHLIGHTS
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
1.66
Put Call Ratio-Bank Nifty Options
1.27
29.10.13
Volume
30.10.13
% Chg
Index Futures
944326
563720
-40.30%
Stock Futures
1329596
1196523
-10.01%
Index Options
7313323
4987560
-31.80%
Stock Options
449289
330774
-26.38%
10036534
7078647
-29.47%
Index
Spot
Future
Basis
NIFTY
6,251.70
6,255.00
3
11,249.35
11,250.00
1
8,835.15
8,830.00
Nifty October 2013 futures closed at 6231.10 on Tuesday at a premium of 10.20
points over spot closing of 6220.90, while Nifty November 2013 futures ended
at 6278.15 at a premium of 57.25 points over spot closing. Nifty October
futures saw contraction of 1.30 million (mn) units taking the total outstanding
open interest (OI) to 12.82 mn units. The near month October 2013 derivatives
contract will expire on October 31, 2013.
From the most active contracts, Tata Steel October 2013 futures last traded at a
discount of 0.50 points at 326.50 compared with spot closing of 327.00. The
number of contracts traded was 20,135.
Yes Bank October 2013 futures were at a discount of 1.15 points at 371.85
compared with spot closing of 373.00. The number of contracts traded was
42,337.
DLF October 2013 futures were at a discount of 0.35 points at 150.50 compared
with spot closing of 150.85. The number of contracts traded was 26,523.
ICICI Bank October 2013 futures were at a discount of 4.40 points at 1074.10
compared with spot closing of 1078.50. The number of contracts traded was
44,975.
(5)
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 (%)
OI
Increase (%)
Symbol
Last price
Chg (%)
('000')
('000')
HDFC
848.2
400000000
350000000
300000000
250000000
200000000
150000000
100000000
50000000
0
0.84
2490.75
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 AL S
M
&
AC G
EU AS
TIC
A
PO LS
W
ER
CP
Increase (%)
OI
1.19
UBL
948.25
-0.71
24.38
49.75
Industry
OI
OI Change(%)
AUTO
BANKS
CONSTRUCTION
FINANCE
FMCG
IT
MEDIA & ENT
METALS
OIL & GAS
PHARMACEUTICALS
POWER
45765500
188997250
355986000
57886000
33307500
26301750
3958000
90266500
54488000
47676000
99576000
-7.51
-0.74
3.45
0.9
0.42
3.82
-2.09
-1.77
2.86
3.51
0.53
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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
2. Daily Derivative Report
NIFTY OUTLOOK :Nifty gained 30.80 points in last session continued by the heavy
volumes ahead of the expiry next day . For the upcoming session
market seems bullish however 6288/6342 could be its crucial
resistance levels. On the flip side 6158/6102 could be its near
term supports levels.
MOST ACTIVE CALLS
Symbol
Expiry Date Strike Price
MOST ACTIVE PUTS
Contracts
Open
Traded
Interest
Sym bol
Contracts
Open
Traded
Expiry Date Strike Price
Interest
NIFTY
31-Oct-13
6300
42695300
5838900
NIFTY
31-Oct-13
6200
45160850
4651200
NIFTY
31-Oct-13
6200
28414000
3214700
NIFTY
31-Oct-13
6100
19554500
6017600
NIFTY
31-Oct-13
6400
9694250
4144500
NIFTY
31-Oct-13
6300
13991250
1125100
NIFTY
31-Oct-13
6250
7791050
2213950
NIFTY
31-Oct-13
6000
9331900
6255250
NIFTY
31-Oct-13
6100
3768400
1931850
NIFTY
31-Oct-13
6250
5912950
1350350
NIFTY
31-Oct-13
6350
3042750
1046900
NIFTY
31-Oct-13
6150
3662850
1579550
NIFTY
31-Oct-13
6500
2060550
2418050
NIFTY
31-Oct-13
5900
2078150
4061500
BANKNIFTY
31-Oct-13
11500
1115050
235750
NIFTY
31-Oct-13
5800
1265200
3771950
BANKNIFTY
31-Oct-13
11300
946900
94275
BANKNIFTY
31-Oct-13
11000
930700
209950
N E T IN F L O W
OPTION STRATEGY AS ON 28 OCTOBER 2013
UNDERLYING
ASSET
NIFTY
CMP
6144.9
STRATEGY
SELL NIFTY OCT. CALL 6150 @ 50.90
SELL NIFTY OCT. PUT 6150 @ 56.30
150
100
50
0
-5 0
5900
6000
6100
6150
6200
6300
6400
6500
6600
-1 0 0
MAX LOSS
MAX PROFIT
LOT SIZE
UNLIMITED
-1 5 0
107.2
-2 0 0
50
-2 5 0
For any information or suggestion, please send your query at research@moneysukh.com
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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
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Website: www.moneysukh.com
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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
3. Daily Derivative Report
STRATEGY TRACKER
DATE OF
STRATEGY
UNDERLYING
ASSET
STRATEGY
IN/OUT FLOW
NET PROFIT/ LOSS
AS ON 29/10/2013
REMARK
28/9/2013
NIFTY
SELL NIFTY OCTOBER 6150 PUT@56.30
SELL NIFTY OCTOBER 6150 CALL@50.90
107.2
5.80
BOOKED PARTIAL 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
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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
Website: www.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