Daily Derivative Report

NIFTY FUTURE : 5831.65 -54.55 -0.93%

30 July 2013

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options 1.11 1

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

26.07.13
377978 636033 2191789 247945 3453745

Volume 29.07.13
227173 457084 1750067 200398 2634722

% Chg
-39.90% -28.14% -20.15% -19.18% -23.71%

Index
NIFTY BANK NIFTY CNXIT

Spot
5,831.65 10,331.00 7,673.30

Future
5,876.85 10,433.15 7,670.00

Basis
45 102 (3)

NIFTY FUTURE HIGHLITES Nifty August 2013 futures closed at 5876.85 on Monday at a premium of 44.80 points over spot closing of 5,831.65, while Nifty September 2013 futures ended at 5905.95 at a premium of 74.30 points over spot closing. Nifty August futures saw an addition of 0.12 million (mn) units taking the total outstanding open interest (OI) to 18.14 mn units. The near month August 2013 derivatives contract will expire on August 29, 2013. From the most active contracts, JP Associates August 2013 futures last traded at a premium of 0.30 points at 40.15 compared with spot closing of 39.85. The number of contracts traded was 24,429. IDFC August 2013 futures last traded at a premium of 1.60 points at 111.85 compared with spot closing of 110.25. The number of contracts traded was 11,764. Yes Bank August 2013 futures were at a premium of 6.70 points at 366.70 compared with spot closing of 360.00. The number of contracts traded was 16,118. ICICI Bank August 2013 futures last traded at a premium of 7.90 points at 937.95 compared with spot closing of 930.05. The number of contracts traded was 11,112.

Increase in Open Interest with Increase in price Symbol HAVELLS ASIANPAINT ULTRACEMCO LUPIN M&M
300000000 250000000 200000000 150000000 100000000 50000000 0

Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Open Interest
7.47 7.02 3.92 3.15 3.08
SUNPHARMA SYNDIBANK DRREDDY IDFC ADANIENT 569.25 88.65 2232.5 111.85 181.1 -49.24 -6.59 -3.65 -4.16 -5.53 6352.5 2880 794.63 17194 4298

Last price 759.4 5153.4 1891.7 863.3 902.65

Chg (%) 0.57 0.79 0.58 0.37 0.1

Open Interest 575.5 245.75 539.88 2377.5 2858.25

Increase (%)

Increase (%)

104.31 29.03 27.01 12.25 8.43

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.
48783250 153693875 280490000 54631500 24594750 6468000 19488000 122751000 41807250 28681250 66775000

% Change
1.93 6.61 2.21 2.53 14.99 0.5 8.17 4.25 4.77 6.93 6.16

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 54.55 points in fourth consecutive session mainly due to the weak bank and FMCG sector. For the upcoming session market seems sideways due to upcoming monetary review of RBI, however 5750/5665 is its near term supports levels. On the flip side 5896/5948 could be its crucial resistance levels.

MOST ACTIVE CALLS Symbol NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY BANKNIFTY 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 6000 6100 5900 6200 6300 6400 5800 11000 6500 Contracts Traded 10770900 10121700 6488700 5599550 1959650 1525900 1339050 405975 287950 Open Interest 4735550 3276000 3711750 3260800 2522750 1270350 1763000 256275 865200

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 5800 5700 5900 5600 5500 6000 5400 6100 Contracts Traded 9972750 7877450 7861600 4964550 3089100 1777550 1574150 566650 Open Interest 4729400 3658550 4086150 2927100 3693200 2048650 2461600 717400

NET INFLOW
OPTION STRATEGY AS ON 29th JULY 2013 UNDERLYING ASSET CMP STRATEGY MAX LOSS MAX PROFIT LOT SIZE NIFTY 5886.2 SELL NIFTY JULY 6000 CA @ 79.00 SELL NIFTY JULY 5600 PA @ 26.20

100 50 0 -50
UNLIMITED

-100
105.2 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 24/07/2013

REMARK

8/7/2013

NIFTY

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 SELL 2 NIFTY JUNE 5500PUT@ 15.65 SELL NIFTY JUNE 5800CALL@ 11.25

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

21/06/13

NIFTY

42.55

19.45

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 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