- The Nifty August 2013 futures contract expired on August 29, 2013 at a premium of 36.40 points over the spot closing of 5,684.40. - Trading activity and open interest is provided for several stocks' August 2013 futures contracts such as JP Associates, BHEL, DLF, and Tata Motors. - Analysis of various derivative products' trading volumes and open interests from August 5-6, 2013 is also presented.

1. CP
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NIFTY FUTUREHIGHLITES
Nifty August 2013 futures closed at 5720.00 on Monday at a premium of 36.40
points over spot closing of 5,684.40, while Nifty September 2013 futures ended
at 5753.70 at a premium of 68.30 points over spot closing. Nifty August futures
saw contraction of 0.20 million (mn) units taking the total outstanding open
interest (OI) to 15.24 mn units. The near month August 2013 derivatives
contractwillexpire onAugust 29, 2013.
From the most active contracts, JP Associates August 2013 futures last traded
at a premium of 0.25 points at 31.60 compared with spot closing of 31.35. The
number ofcontractstradedwas16,225.
BHEL August 2013 futures last traded at a premium of 1.15 points at 121.35
compared with spot closing of 120.20. The number of contracts traded was
21,019.
DLF August 2013 futures were at a discount of 0.05 points at 130.05 compared
with spotclosingof130.10. Thenumber ofcontractstradedwas17,902.
Tata Motors August 2013 futures last traded at a discount of 0.30 points at
286.20 compared with spot closing of 286.50. The number of contracts traded
was13,577.
For Private circulation Only For Our Clients Only
Daily Derivative Report 06 August 2013
Open
Interest
RECLTD 159.7 5.52 6915 24.86
AMBUJACEM 177.95 3.76 11734 21.04
AXISBANK 1117.05 1.12 5937.5 12.64
DENABANK 47.9 1.59 15832 10.22
ORIENTBANK 146.15 5.87 2446 7.9
Increase in Open Interest with Increase in price
Symbol Last price Chg (%) Increase (%)
1
0.85
Product 02.08.13 05.08.13 % Chg
Index Futures 328049 303102 -7.60%
Stock Futures 642317 545545 -15.07%
Index Options 2794796 2172975 -22.25%
Stock Options 275988 237946 -13.78%
Total F&O 4041150 3259568 -19.34%
Index Spot Future Basis
NIFTY 5,684.40 5,720.00 36
BANK NIFTY 10,094.90 10,171.00 76
CNXIT 7,916.50 7,899.95 (17)
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
Put Call Ratio-Bank Nifty Options
Volume
Open
Interest
ADANIPORTS 124.7 -1.42 3236 16.91
CROMPGREAV 81.7 -1.45 8852 14.9
BHEL 120.5 -19.85 30316 14.37
ASIANPAINT 477.15 -5.00 2775 10.78
TATACHEM 251.5 -1.39 897 10.33
Increase in Open Interest with Decrease in price
Symbol Last price Chg (%) Increase (%)
5684.40NIFTY FUTURE : +7.45 +0.13%
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
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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 48315000 0.73
BANKS 160024250 0.71
CONSTRUCTION 323998000 3.06
FINANCE 57916250 -0.49
FMCG 25753250 -0.75
HOTELS 6452000 -1.1
IT 20640750 -2.89
METALS 124419500 1.97
OIL & GAS 43410000 -1.74
PHARMACEUTICALS 31941250 -1.33
POWER 79530000 7.37
0
50000000
100000000
150000000
200000000
250000000
300000000
350000000
AUTO
BANKS
CO
NSTRU
CTIO
NFIN
AN
CE
FM
CGHO
TELS
ITM
ETALS
O
IL&
GAS
PHARM
ACEU
TICALSPOW
ER

2. NIFTY OUTLOOK:-
The nifty broke the eigth consecutive losing streak by gaining
7.45 points in las session on the back of strong bank , IT and
FMCG sector. For the upcoming session market seems bearish ,
however 5622/5588 is its near term supports levels. On the flip
side5734/5796 couldbe itscrucialresistancelevels.
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
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PMS Regn No. INP000002387
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For any information or suggestion, please send your query at research@moneysukh.com
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 29-Aug-13 5700 21958150 6246350
NIFTY 29-Aug-13 5600 19709650 4204050
NIFTY 29-Aug-13 5500 14339050 3604250
NIFTY 29-Aug-13 5800 13269950 4079550
NIFTY 29-Aug-13 5400 13041150 3651800
NIFTY 29-Aug-13 5300 7268050 2891100
NIFTY 29-Aug-13 5900 3337850 2512100
NIFTY 29-Aug-13 5200 3036600 1259050
MOST ACTIVE PUTS
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 29-Aug-13 5900 12842550 5300950
NIFTY 29-Aug-13 5800 12666150 4531050
NIFTY 29-Aug-13 6000 9994150 7110550
NIFTY 29-Aug-13 5700 5589900 3139900
NIFTY 29-Aug-13 6100 4470500 4783650
NIFTY 29-Aug-13 6200 2637150 3349200
NIFTY 29-Aug-13 6300 1414300 2004800
NIFTY 29-Aug-13 5600 775200 1315800
NIFTY 29-Aug-13 6500 771600 867150
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 5685.4
STRATEGY
SELL NIFTY JULY 5900 CA @ 44.80
SELL NIFTY JULY 5500 PA @ 41.00
MAX LOSS UNLIMITED
MAX PROFIT 85.8
LOT SIZE 50
OPTION STRATEGY AS ON 29th JULY 2013
NET INFLOW
-150
-100
-50
0
50
100
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 31/07/2013
REMARK
29/7/2013 NIFTY
SELL NIFTY JUNE 5600 PUT@26.20
SELL NIFTY JUNE 6000 CALL@ 79
105.2 18.15 BOOK PARTIAL PROFIT
8/7/2013 NIFTY
SELL NIFTY JUNE 5600 PUT@29.65
SELL NIFTY JUNE 6000 CALL@ 30.90
60.55 34.30 BOOK PARTIAL PROFIT
4/7/2013 NIFTY
SELL NIFTY JUNE 5600 PUT@43.95
SELL 2 NIFTY JUNE 6000 CALL@ 23.15
90.25 (1.20) EXIT POSITION
1/7/2013 NIFTY
SELL 2 NIFTY JUNE 5500 PUT@ 36.20
SELL NIFTY JUNE 6000 CALL@ 37.50
111.2 10.95 BOOK PARTIAL PROFIT
24/06/13 NIFTY
SELL NIFTY JUNE 5500PUT@ 16.55
SELL NIFTY JUNE 5500CALL@ 112.15
128.7 16.65 BOOK PARTIAL PROFIT
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