Derivative 25 October 2013 By Mansukh Investment and Trading Solution

24 October 2013

Daily Derivative Report
NIFTY FUTURE : 6164.35

-14.00

0.23%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options

1.47

Put Call Ratio-Bank Nifty Options

1.07

23.10.13

Volume
24.10.13

% Chg

Index Futures

543284

601859

10.78%

Stock Futures

754721

704887

-6.60%

Index Options

4584596

5052611

10.21%

Stock Options

384002

338851

-11.76%

6266603

6698208

6.89%

Index

Spot

Future

Basis

NIFTY

6,164.35

6,177.00

13

10,902.45

10,910.40

8

8,681.65

8,702.00

Nifty October 2013 futures closed at 6177.00 on Thursday at a premium of
12.65 points over spot closing of 6164.35, while Nifty November 2013 futures
ended at 6227.05 at a premium of 62.70 points over spot closing. Nifty October
futures saw contraction of 0.34 million (mn) units taking the total outstanding
open interest (OI) to 17.23 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 0.55 points at 159.20 compared with spot closing of 158.65. The
number of contracts traded was 13,633.
Yes Bank October 2013 futures were at a premium of 1.50 points at 363.75
compared with spot closing of 362.25. The number of contracts traded was
21,048.
L&T October 2013 futures last traded at a discount of 0.65 points at 962.70
16,672.
ICICI Bank October 2013 futures were at a premium of 2.30 points at 1023.20
23,572.

20

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')
FEDERALBNK

82.5

4.63

6162.5

46.64

ADANIPORTS

UBL

965.8

8.87

73.5

34.86

COALINDIA

PETRONET

130.3

2.16

2108

19.1

HCLTECH

177.45

0.4

3556

8.35

DIVISLAB

1945.45

0.67

953

3.88

GLENMARK

DABUR
ULTRACEMCO

CP

CO

AU
TO
NS BA
TR NK
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

400000000
350000000
300000000
250000000
200000000
150000000
100000000
50000000
0

Increase (%)

OI

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

155.35

-2.78

5404

15.27

280.4

-3.41

4866

9.64

1057.9

-4.33

3151

8.58

995

-2.78

543.25

550.65

-1.65

265.5

6.36
6.2

Industry

OI

OI Change(%)

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

44515500
188086625
335402000
51336000
25965000
24575750
4750500
81997000
48918250
43558000
87870000

-1.94
0.51
0.28
-0.47
1.91
2.55
-2.92
3.37
-0.45
-1.78
2.03
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 dropped 14 points in last session after hitting the high of
6252 since november 2011 dropping almost 90 points from days
high . For the upcoming session market seems choppy, however
6235/6280 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

6300

34473050

6479750

NIFTY

31-Oct-13

6200

32505150

3353350

NIFTY

31-Oct-13

6200

31719750

4928300

NIFTY

31-Oct-13

6100

30810400

5448750

NIFTY

31-Oct-13

6400

20138250

4374300

NIFTY

31-Oct-13

6000

18702900

5835250

NIFTY

31-Oct-13

6100

6786750

3057150

NIFTY

31-Oct-13

5900

9486900

5093150

NIFTY

31-Oct-13

6500

6005250

2753850

NIFTY

31-Oct-13

6300

6893350

1035250

NIFTY

31-Oct-13

6250

1751150

783600

NIFTY

31-Oct-13

5800

5412900

4587250

NIFTY

31-Oct-13

6350

1200800

585450

NIFTY

31-Oct-13

6000

1147450

2118650

NIFTY

31-Oct-13

5700

3234350

4751850

BANKNIFTY

31-Oct-13

11000

1131675

286125

NIFTY

31-Oct-13

6150

1359800

566100

N E T IN F L O W
OPTION STRATEGY AS ON 23 OCTOBER 2013
UNDERLYING
ASSET

NIFTY

CMP

6202.8

STRATEGY
MAX LOSS
MAX PROFIT
LOT SIZE

BUY NIFTY OCT. CA 6200 @ 83
Correction :-BUY NIFTY OCT. 6200 PA @ 57
140
UNLIMITED
50

200
150
100
50
0
-5 0

NET I NFLO W
1

2

3

4

5

6

7

8

-1 0 0
-1 5 0
-2 0 0

For any information or suggestion, please send your query at research@moneysukh.com




STRATEGY TRACKER
DATE OF
STRATEGY

UNDERLYING
ASSET

IN/OUT FLOW

NET PROFIT/ LOSS
AS ON 07/10/2013

REMARK

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

2/8/2013

NIFTY

SELL NIFTY SEPT. FUTURE
SELL NIFTY SEPT. 5300 CALL@ 138.05

138.05

85.20

BOOK PARTIAL PROFIT

21/8/12013

NIFTY

BUY NIFTYAUGUST FUTURE
SELL NIFTY AUGUST 5300 CALL@ 85.00

85

43.90

BOOK PARTIAL PROFIT

STRATEGY

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
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Derivative 25 October 2013 By Mansukh Investment and Trading Solution

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