Derivative 28 October 2013 By Mansukh Investment and Trading Solution

28 October 2013

Daily Derivative Report
NIFTY FUTURE : 6144.90

-19.45

0.32%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options

1.45

Put Call Ratio-Bank Nifty Options

1.08

24.10.13

Volume
25.10.13

% Chg

Index Futures

601859

440819

-26.76%

Stock Futures

704887

690795

-2.00%

Index Options

5052611

3850747

-23.79%

Stock Options

338851

307675

-9.20%

6698208

5290036

-21.02%

Index

Spot

Future

Basis

NIFTY

6,144.90

6,141.00

(4)

10,896.50

10,893.15

(3)

8,812.55

8,816.00

Nifty October 2013 futures closed at 6141.00 on Friday at a premium of 3.90
points over spot closing of 6144.90, while Nifty November 2013 futures ended
at 6203.35 at a premium of 58.45 points over spot closing. Nifty October
futures saw contraction of 1.11 million (mn) units taking the total outstanding
open interest (OI) to 16.12 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
discount of 0.25 points at 151.35 compared with spot closing of 151.60. The
number of contracts traded was 15,049.
ITC October 2013 futures were at a premium of 2.90 points at 340.10 compared
with spot closing of 337.20. The number of contracts traded was 14,884.
Yes Bank October 2013 futures last traded at a premium of 1.05 points at 355.85
compared with spot closing of 354.80. The number of contracts traded was
17,358.
Tata Steel October 2013 futures were at a premium of 1.15 points at 323.00
compared with spot closing of 321.85. The number of contracts traded was
14,730.

3

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')
COLPAL

Increase (%)

OI

1283.95

0.02

379.25

19.26

157.05

1.26

9894

0.92

73.45

-3.99

4838

6.52

ALBK

81.55

-3.32

3796

3.32

INDUSINDBK

424.65

-0.47

5784

3.28

LUPIN

893.05

-1.82

2612.5

GLENMARK

UPL

SYNDIBANK

549.75

-0.16

270

2.71
1.69

Industry

OI

OI Change(%)

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

44362500
175984500
332178000
52902000
27541000
24156500
4569000
86794000
49958250
43502250
89228000

-0.34
0.93
-0.96
3.05
6.07
-1.71
-3.82
5.85
2.13
-0.13
1.55

CP

350000000
300000000
250000000
200000000
150000000
100000000
50000000

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 AL S
M
&
AC G
EU AS
TIC
A
PO LS
W
ER

0

For Private circulation Only

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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

6200

31991100

5493450

NIFTY

31-Oct-13

6100

31227850

5213150

NIFTY

31-Oct-13

6300

20763650

5960100

NIFTY

31-Oct-13

6000

16448200

6230150

NIFTY

31-Oct-13

6100

12868450

2705200

NIFTY

31-Oct-13

6200

16436050

2581850

NIFTY

31-Oct-13

6400

10923300

4060100

NIFTY

31-Oct-13

5900

6995950

4921900

NIFTY

31-Oct-13

6500

2949000

2610250

NIFTY

31-Oct-13

5800

3600250

4514850

NIFTY

31-Oct-13

6150

1326550

682000

NIFTY

31-Oct-13

6300

1967250

812550

NIFTY

31-Oct-13

6250

1261100

809650

NIFTY

31-Oct-13

6000

1180250

2094400

NIFTY

31-Oct-13

5700

1523050

4531800

BANKNIFTY

31-Oct-13

11000

843375

331400

NIFTY

31-Oct-13

6150

1444200

583250

N E T IN FL O W
OPTION STRATEGY AS ON 28 OCTOBER 2013

150
100

UNDERLYING
ASSET

NIFTY

50

CMP

6144.9

0

STRATEGY
MAX LOSS
MAX PROFIT
LOT SIZE

SELL NIFTY OCT. CALL 6150 @ 50.90
SELL NIFTY OCT. PUT 6150 @ 56.30
UNLIMITED
107.2
50

-5 0

5900

6000

6100

6150

6200

6300

6400

6500

6600

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

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




STRATEGY TRACKER
DATE OF

UNDERLYING

STRATEGY

ASSET

25/9/2013

NIFTY

30/9/2013

NIFTY

10/8/2013

NIFTY

2/8/2013

NIFTY

STRATEGY

BUY NIFTY OCTOBER 6200 PUT@57
BUY NIFTY OCTOBER 6200 CALL@83
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

IN/OUT FLOW

NET PROFIT/ LOSS

REMARK

AS ON 25/10/2013

140

(28.00)

EXIT POSITION

95

55.85

BOOK PARTIAL PROFIT

170.1

75.30

BOOK FULL PROFIT

138.05

85.20

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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Derivative 28 October 2013 By Mansukh Investment and Trading Solution

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