Daily Derivative Report

NIFTY FUTURE : 6029.20 -8.85

22 July 2013
-0.15%
F&O UPDATE

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.72 0.67

Product
Index Futures Stock Futures Index Options Stock Options Total F&O

18.07.13
420592 720719 3822785 461,299 5425395

Volume 19.07.13
361352 736023 3732281 493807 5323463

% Chg
-14.08% 2.12% -2.37% 7.05% -1.88%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,029.20 10,973.90 7,503.70

Future
6,036.40 11,010.00 7,490.00

Basis
7 36 (14)

Future & Option (F&O) total turnover stood at Rs 1,59,355.94 crore on July 19 and the total numbers of contracts traded on the day were 53,23,463. Of the total turnover, Index Futures contributed Rs 10,680.71 crore, Stock Futures Rs 21,637.27 crore and Index Options Rs 1,11,884.71 crore, while the contribution of the Stock Options was of Rs 15,153.26 crore. For the day, the total F&O PutCall ratio stood at 1.22, while Index Options PutCall ratio was 1.34 and that of Stock Options was 0.58. The top five scrips with highest PCR on OI were Sesa Goa 2.02, Dr. Reddy's Lab 1.75, Ambuja Cement 1.75, Bharat Forge 1.67 and Hindustan Unilever 1.60. Among most active underlying, Unitech witnessed contraction of 2.10 million of Open Interest in the July month futures contract followed by Jaiprakash Associates which witnessed contraction of 1.13 million of Open Interest in the near month contract, Reliance Communication witnessed contraction of 1.36 million in the July month futures. Also, Reliance Power witnessed contraction of 0.99 million in Open Interest in the July month contract and BHEL witnessed contraction of 0.57 million of Open Interest in the near month futures contract.

Increase in Open Interest with Increase in price Symbol BAJAJ-AUTO TCS BHARTIARTL M&M FEDERALBNK
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
7.89 3.16 2.86 2.77 2.51
DABUR FINANTECH HINDZINC TATAPOWER IDEA 168.35 628.4 104.5 92.65 151.05 -1.61 -7.76 -2.47 -0.70 -0.40 2166 1204.5 2930 5164 8740

Last price 1972.65 1734.35 330.3 882.15 382.05

Chg (%) 3.9 4.51 1.85 0.39 0.51

Open Interest 1547.38 8343 7155 3266 510.5

Increase (%)

Increase (%)

6.91 3.79 3.53 2.7 2.51

CP

SECTO R
A U TO BA N KS CO N STRU CTIO N FIN A N CE FM CG H O TELS IT M ETA LS O IL & GA S PH A RM A CEU TICA LS PO W ER

O .I.
54696750 158048250 318984000 58533750 20545250 8064000 19803750 131496500 50024250 30430750 84555000

% Change
5.66 2.81 2.64 0.74 1.92 0 2.65 2.72 -1.98 2.72 5.92

For Private circulation Only

M IT ET PH AR OIL ALS M & AC G EU AS TI CA PO LS W ER

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AU TO NS BA TR NK U S CT IO N FI N AN CE FM C HO G TE LS

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Daily Derivative Report

NIFTY OUTLOOK :The nifty dropped just 8.85 points last session on the back of the strong performance of the IT sector. For the upcoming session market seems sideways, however 5960-02 is its near term supports levels. On the flip side 6096-6145 could be its crucial resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY BANKNIFTY BANKNIFTY BANKNIFTY Expiry Date Strike Price 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 6100 6000 6200 5900 6300 11300 11500 11200 11400 Contracts Traded 30509400 17374050 10703650 2789500 2120050 901725 739100 736800 614700 Open Interest 5691950 5939750 5880450 3015250 1786700 164800 325175 143150 236800

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 25-Jul-13 6000 5900 6100 5800 5700 5600 6200 5500 Contracts Traded 2136864.94 1179003.66 874506.24 551353.41 451245.63 166320.37 76562.95 63238.58 Open Interest 6742750 9899600 3273700 8234900 4622050 6010350 358500 4108700

NET INFLOW
OPTION STRATEGY AS ON 08th JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5811.55 SELL NIFTY JULY 6000 CA @ 30.90 SELL NIFTY JULY 5600 PA @ 29.65 UNLIMITED 60.55 50
-150 50 0 1 -50 -100 2 3 4 5 6 7 8 9 100

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Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Marg, Finance New Delhi-110002 Mansukh Securities Ltd
Phone: 011-30123450/1/3/5 Fax:Pratap 011-30117710 Email: research@moneysukh.com Office: 306, Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com

Daily Derivative Report

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 SELL 2 NIFTY JUNE 5500 PUT@ 36.20 SELL NIFTY JUNE 6000 CALL@ 37.50 SELL NIFTY JUNE 5500PUT@ 16.55 SELL NIFTY JUNE 5500CALL@ 112.15 SELL 2 NIFTY JUNE 5500PUT@ 15.65 SELL NIFTY JUNE 5800CALL@ 11.25 BUY NIFTY JUNE 5800PUT@ 59.00 BUY NIFTY JUNE 5800CALL@ 79.70

90.25

(1.20)

EXIT POSITION

1/7/2013

NIFTY

111.2

10.95

BOOK PARTIAL PROFIT

24/06/13

NIFTY

128.7

16.65

BOOK PARTIAL PROFIT

21/06/13

NIFTY

42.55

19.45

BOOK PARTIAL PROFIT

19/06/13

NIFTY

134.7

52.80

BOOK FULL PROFIT

NAME
Varun Gupta Mohit Taneja Vikram Singh

DESIGNATION
Head - Research Research Analyst Research Analyst

E-MAIL
varungupta@moneysukh.com mohit.t@moneysukh.com vikram_research@moneysukh.com

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Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Marg, Finance New Delhi-110002 Mansukh Securities Ltd
Phone: 011-30123450/1/3/5 Fax:Pratap 011-30117710 Email: research@moneysukh.com Office: 306, Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com