The Nifty futures closed at 6123.70 on Friday, up 75.25 points from the previous day's close of 6,096.20. Trading volumes were up across various derivative segments like index futures, stock futures, index options and stock options. Open interest on Nifty October futures increased by 0.97 million units to 17.83 million units. Key stock futures like DLF, Tata Motors and Yes Bank traded at premiums to their underlying cash prices, while Ranbaxy traded at a premium of 3.45 points. Overall, the sentiment indicators like put-call ratios on Nifty and Bank Nifty options were at 1.3 and 1.04 respectively.

1. 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
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2. Daily Derivative Report
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
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3. Daily Derivative Report
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
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Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
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