- The Nifty July 2013 futures contract expired on July 25, 2013 with the futures price closing at 5979, at a premium of 16 points over the spot closing of 5955.25. - Trading activity was high in Tata Motors, DLF, Yes Bank and Reliance Capital futures contracts expiring in July 2013, with the futures prices trading at premiums or discounts between 0.1-1.5 points compared to their respective spot closings. - For the next session, the Nifty momentum is expected to remain sideways with support around 5860, while resistance is seen between 6030-6055.

1. CP
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NIFTY FUTURESHIGHLIGHTS
Nifty July 2013 futures closed at 5979.00 on Tuesday at a premium of 16
points over spot closing of 5,955.25, while Nifty August 2013 futures ended at
5994.05 at a premium of 38.80 points over spot closing. Nifty July futures saw
contraction of 1.41 million (mn) units taking the total outstanding open
interest (OI) to 16.57 mn units. The near month July 2013 derivatives contract
will expire onJuly 25,2013.
From the most active contracts, Tata Motors July 2013 futures last traded at a
discount of 0.60 points at 291.50 compared with spot closing of 292.10. The
number ofcontractstradedwas13,103.
DLF July 2013 futures last traded at a premium of 0.30 points at 164.80
compared with spot closing of 164.50. The number of contracts traded was
22,939.
Yes Bank July 2013 futures last traded at a premium of 1.50 points at 452.90
compared with spot closing of 451.40. The number of contracts traded was
24,005.
Reliance Capital July 2013 futures were at a premium of 0.10 points at 371.20
compared with spot closing of 371.10. The number of contracts traded was
16,135
For Private circulation Only For Our Clients Only
Daily Derivative Report 17 July 2013
Open
Interest
EXIDEIND 124 1.14 2974 57.35
IDEA 157.8 2.57 8210 9.85
BIOCON 307.35 4.17 1310 7.03
AMBUJACEM 200.1 2.12 6730 5.85
SIEMENS 579.3 2.55 687.5 4.8
Increase in Open Interest with Increase in price
Symbol Last price Chg (%) Increase (%)
1.64
0.84
Product 15.07.13 16.07.13 % Chg
Index Futures 283032 381623 34.83%
Stock Futures 476031 593566 24.69%
Index Options 3034508 3680966 21.30%
Stock Options 351462 364336 3.66%
Total F&O 4145033 5020491 21.12%
Index Spot Future Basis
NIFTY 5,963.00 5,979.00 16
BANK NIFTY 11,217.95 11,251.80 34
CNXIT 7,211.15 7,229.20 18
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
Put Call Ratio-Bank Nifty Options
Volume
Open
Interest
ORIENTBANK 183.85 -8.94 2841 23.31
YESBANK 452.9 -9.51 8037 15.34
DRREDDY 2283.25 -2.95 670.88 14.26
CANBK 331.1 -8.74 2157.5 12.37
ASHOKLEY 15.85 -9.43 18054 11.88
Increase in Open Interest with Decrease in price
Symbol Last price Chg (%) Increase (%)
5963.00NIFTY FUTURE : -67.80 -1.12%
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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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DP-NSDL-140-2000
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
SECTOR O.I. % Change
AUTO 49811250 2.03
BANKS 149626750 1.77
CONSTRUCTION 300012000 2.21
FINANCE 55765500 -3.35
FMCG 18732250 2.73
HOTELS 7888000 0
IT 19150250 1.69
METALS 124582000 1.44
OIL & GAS 52538750 1.26
PHARMACEUTICALS 29130750 0.56
POWER 84408000 0.49
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 dropped 67.80 points on RBI's move to control
depreciation of rupee. For the next session momentum of the
market looks sideways however it may take some support
around 5860.On the flip side 6030-55 maye be the near term
resistancelevels.
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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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 25-Jul-13 5900 30397700 6899700
NIFTY 25-Jul-13 5800 19956250 9192200
NIFTY 25-Jul-13 6000 14868850 4384250
NIFTY 25-Jul-13 5700 11125450 6892050
NIFTY 25-Jul-13 5600 6153950 6790350
NIFTY 25-Jul-13 5500 2682900 4446000
NIFTY 25-Jul-13 6100 1893800 1045650
NIFTY 25-Jul-13 5400 1766600 2554350
MOST ACTIVE PUTS
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 25-Jul-13 6000 26560500 6494550
NIFTY 25-Jul-13 6100 19829700 5163850
NIFTY 25-Jul-13 5900 13370650 4479100
NIFTY 25-Jul-13 6200 5992500 3735800
NIFTY 25-Jul-13 6300 2386800 1650400
NIFTY 25-Jul-13 5800 1778900 2631250
BANKNIFTY 25-Jul-13 11500 686275 180475
NIFTY 25-Jul-13 5600 628050 929000
NIFTY 25-Jul-13 6400 537850 617450
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 5811.55
STRATEGY
SELL NIFTY JULY 6000 CA @ 30.90
SELL NIFTY JULY 5600 PA @ 29.65
MAX LOSS UNLIMITED
MAX PROFIT 60.55
LOT SIZE 50
OPTION STRATEGY AS ON 08th 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 08/07/2013
REMARK
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
21/06/13 NIFTY
SELL 2 NIFTY JUNE 5500PUT@ 15.65
SELL NIFTY JUNE 5800CALL@ 11.25
42.55 19.45 BOOK PARTIAL PROFIT
19/06/13 NIFTY
BUY NIFTY JUNE 5800PUT@ 59.00
BUY NIFTY JUNE 5800CALL@ 79.70
134.7 52.80 BOOK FULL 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