Daily Derivative Report

NIFTY FUTURE : 5542.25 -143.15

07 August 2013
-2.52%
NIFTY FUTURE HIGHLITES Nifty August 2013 futures closed at 5576.55 on Tuesday at a premium of 34.30 points over spot closing of 5,542.25, while Nifty September 2013 futures ended at 5603.25 at a premium of 61.00 points over spot closing. Nifty August futures saw an addition of 1.45 million (mn) units taking the total outstanding open interest (OI) to 16.69 mn units. The near month August 2013 derivatives contract will expire on August 29, 2013. From the most active contracts, BHEL August 2013 futures last traded at a premium of 0.95 points at 113.20 compared with spot closing of 112.25. The number of contracts traded was 17,450. DLF August 2013 futures were at a premium of 0.25 points at 122.95 compared with spot closing of 122.70. The number of contracts traded was 23,521. Tata Motors August 2013 futures last traded at a premium of 2.05 points at 289.05 compared with spot closing of 287.00. The number of contracts traded was 12,991. Yes Bank August 2013 futures were at a premium of 5.50 points at 277.00 compared with spot closing of 271.50. The number of contracts traded was 23,738.

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 0.95 0.82

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

05.08.13
303102 545545 2172975 237946 3259568

Volume 06.08.13
482623 583585 4293734 273821 5633763

% Chg
59.23% 6.97% 97.60% 15.08% 72.84%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,542.25 9,703.10 7,877.15

Future
5,576.55 9,729.00 7,898.35

Basis
34 26 21

Increase in Open Interest with Increase in price Symbol WIPRO CROMPGREAV AMBUJACEM POWERGRID TATAMOTORS
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
18.61 11.61 8.48 7.45 7.02
TATAPOWER BHEL OPTOCIRCUI BPCL FINANTECH 72.25 113 17.45 264.9 152.85 -14.60 -6.88 -9.35 -6.94 -22.96 6492 32590 5284 3698 1827.5

Last price 457 83.8 179.9 94.25 289

Chg (%) 0.82 2.38 1.61 0.37 0.98

Open Interest 4028.5 9424 11872 7586 24586

Increase (%)

Increase (%)

19.43 13.51 13.2 12.92 12.67

CP

Industry
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

OI
49172750 169217875 320802000 56611000 26440000 6504000 20499500 123818000 44085250 32537000 86987000

O I Change
1.78 2 -0.99 -2.25 2.67 0.81 -0.68 -0.48 1.56 1.87 9.38

For Private circulation Only

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

AU TO CO NS BA TR NK UC S TIO FIN N AN CE FM C HO G TE LS

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Daily Derivative Report

NIFTY OUTLOOK :The nifty dropped 143.15 points in last session on the back of the depreciating rupee against US Dollar and outflow of the funds from Indian markets. For the upcoming session market seems bearish , however 5510/5470 is its near term supports levels. On the flip side 5596/5640 could be its crucial resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 5800 5900 5700 6000 5600 6100 6200 5500 6300 Contracts Traded 21381200 19826000 18713950 12939150 9082100 5500450 3860700 2397200 1337700 Open Interest 4632800 5672850 3940700 6382250 3420900 4534450 2732650 1854650 1873350

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 29-Aug-13 5500 5600 5400 5700 5300 5200 5800 5100 Contracts Traded 21487700 19049650 15333400 11573500 11451350 6748000 3362850 1822200 Open Interest 4805800 4406250 5637200 4273400 3287800 3314100 3072700 1268800

NET INFLOW
OPTION STRATEGY AS ON 5th AUGUST 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5685.4 SELL NIFTY JULY 5900 CA @ 44.80 SELL NIFTY JULY 5500 PA @ 41.00

100 50 0 -50 1 2 3 4 5 6 7 8 9

UNLIMITED

-100
85.8 50

-150

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

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

DATE OF STRATEGY

UNDERLYING ASSET

STRATEGY

IN/OUT FLOW

NET PROFIT/ LOSS AS ON 31/07/2013

REMARK

29/7/2013

NIFTY

SELL NIFTY JUNE 5600 PUT@26.20 SELL NIFTY JUNE 6000 CALL@ 79 SELL NIFTY JUNE 5600 PUT@29.65 SELL NIFTY JUNE 6000 CALL@ 30.90 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

105.2

18.15

BOOK PARTIAL PROFIT

8/7/2013

NIFTY

60.55

34.30

BOOK PARTIAL PROFIT

4/7/2013

NIFTY

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

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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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