Daily Derivative Report

NIFTY FUTURE : 6220.90 +119.80

30 October 2013
1.96%
NIFTY FUTURES HIGHLIGHTS
1.66 1.27

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options

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

28.10.13
458309 906962 3514901 286976 5167148

Volume 29.10.13
944326 1329596 7313323 449289 10036534

% Chg
106.05% 46.60% 108.07% 56.56% 94.24%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,220.90 11,241.65 8,822.10

Future
6,231.10 11,265.00 8,825.00

Basis
10 23 3

Nifty October 2013 futures closed at 6231.10 on Tuesday at a premium of 10.20 points over spot closing of 6220.90, while Nifty November 2013 futures ended at 6278.15 at a premium of 57.25 points over spot closing. Nifty October futures saw contraction of 1.30 million (mn) units taking the total outstanding open interest (OI) to 12.82 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, Tata Steel October 2013 futures last traded at a discount of 0.50 points at 326.50 compared with spot closing of 327.00. The number of contracts traded was 20,135. Yes Bank October 2013 futures were at a discount of 1.15 points at 371.85 compared with spot closing of 373.00. The number of contracts traded was 42,337. DLF October 2013 futures were at a discount of 0.35 points at 150.50 compared with spot closing of 150.85. The number of contracts traded was 26,523. ICICI Bank October 2013 futures were at a discount of 4.40 points at 1074.10 compared with spot closing of 1078.50. The number of contracts traded was 44,975.

Increase in Open Interest with Increase in price Symbol ARVIND BHARTIARTL Last price 107.55 340.45 Chg (%) 7.12 0.19 OI ('000') 3500 6659 16.36 7.06 Increase (%)

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000') Increase (%)

400000000 350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

CP

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

OI
49479250 190412500 344112000 57370000 33169000 25333000 4042500 91891500 52972750 46060000 91705000

OI Change(%)
8.35 4.38 1.94 10.8 6.42 2.06 -1.69 1.41 3.5 3.3 0.62
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AU TO CO 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

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Daily Derivative Report

NIFTY OUTLOOK :Nifty gained 119.80 points in last session with heavy volumes on the back of expected move of RBI of raising repo rate by 25 bps. . For the upcoming session market seems bullish however 6266/6312 could be its crucial resistance levels. On the flip side 6158/6102 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY NIFTY Expiry Date Strike Price 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 6200 6300 6100 6400 6250 6000 6150 11000 6500 Contracts Traded 56014200 30409550 27889750 8545100 4664750 3575650 3535750 2003650 1847200 Open Interest 3935100 6871750 2308250 3536700 1444400 1748850 667200 319950 2455450

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 31-Oct-13 6100 6000 6200 5900 5800 6050 6300 6150 5700 Contracts Traded 48041500 41002400 29460650 12581850 6315700 3743900 3594950 2922300 2035450 Open Interest 6316800 7341600 4069500 4656650 4009000 528900 949800 1154150 4010600

OPTION STRATEGY AS ON 28 OCTOBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6144.9 SELL NIFTY OCT. CALL 6150 @ 50.90 SELL NIFTY OCT. PUT 6150 @ 56.30 UNLIMITED 107.2 50
150 100 50 0 -5 0 -1 0 0 -1 5 0 -2 0 0 -2 5 0 5900 6000

N E T IN F L O W

6100

6150

6200

6300

6400

6500

6600

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For Private circulation Only For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834 NSE: INB BSE: 230781431, F&O: INF /230781431, DP: IN-DP-CDSL-73-2000, INSEBI Regn No. INB010985834 NSE: INB230781431 DP-NSDL-140-2000 PMS Regn No. INP000002387 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

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

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 29/10/2013 REMARK

28/9/2013

NIFTY

SELL NIFTY OCTOBER 6150 PUT@56.30 SELL NIFTY OCTOBER 6150 CALL@50.90 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

107.2

5.80

BOOKED PARTIAL PROFIT

25/9/2013

NIFTY

140

(28.00)

EXIT POSITION

30/9/2013

NIFTY

95

55.85

BOOK PARTIAL PROFIT

10/8/2013

NIFTY

170.1

75.30

BOOK FULL PROFIT

NAME
Varun Gupta Mohit Taneja

DESIGNATION
Head - Research Research Analyst

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

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For Private circulation Only

For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834 NSE: INB BSE: 230781431, F&O: INF /230781431, DP: IN-DP-CDSL-73-2000, INSEBI Regn No. INB010985834 NSE: INB230781431 DP-NSDL-140-2000 PMS Regn No. INP000002387 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

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