Daily Derivative Report

NIFTY FUTURE : 6215.15 -38.00 -0.61%

07 November 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.32 0.95

NIFTY FUTURES HIGHLIGHTS Nifty November 2013 futures closed at 6263.60 on Wednesday at a premium of 48.45 points over spot closing of 6215.15, while Nifty December 2013 futures ended at 6306.15 at a premium of 91.00 points over spot closing. Nifty November futures saw contraction of 0.88 million (mn) units taking the total outstanding open interest (OI) to 21.58 mn units. The near month November 2013 derivatives contract will expire on November 28, 2013. From the most active contracts, BHEL November 2013 futures last traded at a discount of 1.00 points at 138.70 compared with spot closing of 139.70. The number of contracts traded was 25,670. Reliance Communications November 2013 futures were at a premium of 1.35 points at 147.25 compared with spot closing of 145.90. The number of contracts traded was 12,187. DLF November 2013 futures were at a premium of 0.55 points at 156.30 compared with spot closing of 155.75. The number of contracts traded was 13,838. Tata Motors November 2013 futures were at a premium of 2.65 points at 394.15 compared with spot closing of 391.50. The number of contracts traded was 12,202.

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

05.11.13
354835 627881 1901224 230587 3114527

Volume 06.11.13
345791 550151 1865291 215214 2976441

% Chg
-2.55% -12.38% -1.89% -6.67% -4.43%

Index
NIFTY BANK NIFTY CNXIT

Spot
6,215.15 11,292.55 8,843.05

Future
6,263.60 11,387.00 8,870.00

Basis
48 94 27

Increase in Open Interest with Increase in price Symbol TATAPOWER TECHM INDIACEM PTC NTPC
350000000 300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) OI ('000')
11.47 10.35 9.94 9.11 9.08
GLENMARK UBL NMDC TATAGLOBAL BHARTIARTL 524.35 873.6 139.35 165.1 358.65 -1.59 -3.37 -2.31 -2.45 -1.14 588 169.25 12642 9390 7887

Last price 84.9 1587.3 56.4 60.7 153.85

Chg (%) 0.71 3.5 1.62 3.06 3.57

OI ('000') 11156 2687 8760 2444 11298

Increase (%)

Increase (%)

16.32 13.21 10.28 7.46 7.41

CP

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

OI
36646000 165410500 287956000 48396750 26375250 19468125 3803000 75912000 43982000 45736500 95037000

OI Change(%)
0.77 -2.19 -2.63 -3.58 2.31 1.79 -4.96 -1.22 -2.37 1.56 3.52
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Daily Derivative Report

NIFTY OUTLOOK :Nifty dropped 38.00 points as the profit booking continued for the second consecutive days . For the upcoming session market seems Choppy, however 6296/6345 could be its crucial resistance levels. On the flip side 6155/6110 could be its near term supports levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY NIFTY Expiry Date Strike Price 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 6400 6300 6500 6600 6700 6200 6800 12000 6350 Contracts Traded 11502150 9860600 7237800 5283200 2261950 1831350 718700 579250 316850 Open Interest 3914000 3806500 2886950 1540600 1240050 1760350 759150 357550 220400

MOST ACTIVE PUTS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY Expiry Date Strike Price 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 28-Nov-13 6200 6300 6100 6000 5900 5800 5700 6400 5600 Contracts Traded 10955450 7814200 6806800 5716250 3057800 2488250 1691150 1266650 618550 Open Interest 3817750 2360900 3701400 4361850 3162400 2009400 2830250 518700 1571350

NET INFLOW
OPTION STRATEGY AS ON 06 NOVEMBER 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 6253.15 SELL NIFTY OCT. CALL 6350 @ 81.00 SELL NIFTY OCT. PUT 6150 @ 61.00 UNLIMITED 142 50
200 150 100 50 0 -50 -100 -150 5900 6000 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 MAX.PROFIT REMARK

6/9/2013

NIFTY

SELL NIFTY OCTOBER 6150 PUT@61 SELL NIFTY OCTOBER 6350 CALL@81 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

142

5.65

HOLD POSITION

28/9/2013

NIFTY

107.2

25.00

BOOKED FULL PROFIT

25/9/2013

NIFTY

140

(28.00)

EXIT POSITION

30/9/2013

NIFTY

95

55.85

BOOK PARTIAL 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