Daily Derivative Report

NIFTY FUTURE : 5592.95 +144.85 +2.66%

06 September 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.47 1

NIFTY FUTURE HIGHLITES Nifty September 2013 futures closed at 5601.00 on Thursday at a premium of 8.05 points over spot closing of 5,592.95, while Nifty October 2013 futures ended at 5631.80 at a premium of 38.85 points over spot closing. Nifty September futures saw contraction of 0.70 million (mn) units taking the total outstanding open interest (OI) to 17.77 mn units. The near month September 2013 derivatives contract will expire on September 26, 2013. From the most active contracts, JP Associates September 2013 futures last traded at a premium of 0.45 points at 37.85 compared with spot closing of 37.40. The number of contracts traded was 14,576. DLF September 2013 futures were at a premium of 1.70 points at 138.95 compared with spot closing of 137.25. The number of contracts traded was 21,828. Tata Motors September 2013 futures last traded at a premium of 2.95 points at 318.95 compared with spot closing of 316.00. The number of contracts traded was 14,975. Yes Bank September 2013 futures last traded at a premium of 0.40 points at 290.10 compared with spot closing of 289.70. The number of contracts traded was 66,752.

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

04.09.13
694743 608109 3842029 245257 5390138

Volume 05.09.13
635554 799300 3672306 333302 5440462

% Chg
-8.52% 31.44% -4.42% 35.90% 0.93%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,592.95 9,682.40 8,203.40

Future
5,601.00 9,722.00 8,236.05

Basis
8 40 33

Increase in Open Interest with Increase in price Symbol OPTOCIRCUI ANDHRABANK SYNDIBANK UNIONBANK BANKINDIA
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
17.76 16.67 15.93 14.73 13.9
PETRONET MRF HEXAWARE TATAPOWER EXIDEIND 119.05 13241.55 127.35 73.3 123.65 -1.37 -2.32 -1.66 -0.48 -1.04 1578 35.13 7340 9244 1324

Last price 25.15 52 70.8 111.85 146.75

Chg (%) 5.23 7.11 7.6 7.65 6.46

OI ('000') 4668 4060 3042 6708 3950

Increase (%)

Increase (%)

21.01 19.57 13.69 11.75 11.07

CP

Industry
AUTO BANKS CONSTRUCTION FINANCE FM CG HOTELS IT M ETALS OIL & GAS PHARM ACEUTICALS POW ER

OI
42159750 175329375 301345000 61242500 30833500 5168000 22541500 110183500 43983500 34785250 62868000

O I (% )
4.64 1.89 1.56 0.89 4.22 -2.2 1.91 1.46 1.81 2.16 2.33
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Daily Derivative Report

NIFTY OUTLOOK :The nifty gained 144.85 points on the back of the appreciation in the Rupee against the US dollar and positive reforms brought by new governor of RBI. For the upcoming session market seems rangebound, however 5532/5470 is its near term support levels. On the flip side 5645/5696 could be its crucial resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 5700 5800 5600 5900 6000 5500 6100 5400 6200 Contracts Traded 17476700 15972850 13038400 11986550 5980150 5386300 2285900 1962350 1082050 Open Interest 4099350 3287350 3355050 3008250 3009350 4014200 1067200 2767600 954150

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 26-Sep-13 5400 5300 5500 5200 5000 5100 5600 4900 Contracts Traded 14871700 11977400 11658550 9146750 7684550 7345450 6589500 5013450 Open Interest 3997000 6624100 3609500 4645450 4710200 3738300 1467700 3375150

NET INFLOW
OPTION STRATEGY AS ON 02 SEPTEMBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5471.8 SELL NIFTY SEPTEMBER FUTURE SELL NIFTY SEPTEMBER 5300 PA @ 138.05 UNLIMITED 138.05 50

150 100 50 0 -50 -100 -150 1 2 3 4 5 6 7 8 9

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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

STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET STRATEGY IN/OUT FLOW NET PROFIT/ LOSS AS ON 22/08/2013 REMARK

2/8/2013

NIFTY

SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05 BUY NIFTYAUGUST FUTURE SELL NIFTY AUGUST 5300 CALL@ 85.00 SELL NIFTY AUGUST 5500 PUT@41 SELL NIFTY AUGUST 5900 CALL@ 44.80 SELL NIFTY JUNE 5600 PUT@26.20 SELL NIFTY JUNE 6000 CALL@ 79

138.05

85.20

BOOK PARTIAL PROFIT

21/8/12013

NIFTY

85

43.90

BOOK PARTIAL PROFIT

5/8/2013

NIFTY

85.8

48.90

BOOK PARTIAL PROFIT

29/7/2013

NIFTY

105.2

18.15

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