Derivative 03 September 2013 By Mansukh Investment and Trading Solution

CP
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
PMS Regn No. INP000002387
NIFTY FUTUREHIGHLITES
Nifty September 2013 futures closed at 5555.00 on Monday at a premium
of4.25 points over spot closing of 5,550.75, while Nifty October 2013 futures
ended at 5577.30 at a premium of 26.55 points over spot closing. Nifty
September futures saw an addition of 0.71 million (mn) units taking the total
outstanding open interest (OI) to 18.03 mn units. The near month September
2013 derivativescontractwillexpire onSeptember 26, 2013.
From the most active contracts, JP Associates September 2013 futures last
traded at a premium of 0.35 points at 36.70 compared with spot closing of
36.35. Thenumber ofcontractstradedwas15,487.
Reliance Communications September 2013 futures were at a premium of 0.30
points at 130.30 compared with spot closing of 130.00. The number of contracts
tradedwas13,757.
Tata Motors September 2013 futures last traded at a premium of 3.05 points at
302.60 compared with spot closing of 299.55. The number of contracts traded
was13,649.
Tata Steel September 2013 futures last traded at a premium of 0.55 points at
291.25 compared with spot closing of 290.70. The number of contracts traded
was18,002.
For Private circulation Only For Our Clients Only
Daily Derivative Report 03 September 2013
OI
('000')
MRF 13757.8 5.5 30.88 27.32
VOLTAS 69.7 3.03 3512 21.44
GODREJIND 244.5 3.25 565 17.22
RELIANCE 887.45 3.9 7943.5 11.33
OPTOCIRCUI 25.7 5.76 4300 10.03
Symbol Last price Chg (%) Increase (%)
Increase in Open Interest with Increase in price
1.47
1.1
Product 30.08.13 02.09.13 % Chg
Index Futures 659866 427751 -35.18%
Stock Futures 837102 540020 -35.49%
Index Options 3391484 2788651 -17.77%
Stock Options 237732 207673 -12.64%
Total F&O 5126184 3964495 -22.66%
Index Spot Future Basis
NIFTY 5,550.75 5,555.00 4
BANK NIFTY 9,139.50 9,195.00 56
CNXIT 8,396.90 8,304.65 (92)
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
Put Call Ratio-Bank Nifty Options
Volume
OI
('000')
IDEA 157.7 -2.14 10094 15.6
FEDERALBNK 251.1 -3.26 923 14.02
EXIDEIND 126.8 -0.16 1228 10.63
TATAPOWER 75 -1.51 7244 10.29
BIOCON 352.8 -0.61 1645 10.25
Increase in Open Interest with Decrease in price
Symbol Last price Chg (%) Increase (%)
5550.75NIFTY FUTURE : +78.95 +1.44%
SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
NSE: INB 230781431, F&O: INF 230781431, DP: IN-DP-CDSL-73-2000, IN-
DP-NSDL-140-2000
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
Industry OI OI (%)
AUTO 39400750 0.67
BANKS 173581250 6.38
CONSTRUCTION 291529000 0.16
FINANCE 64427250 27.24
FMCG 25551750 19.18
HOTELS 5312000 0.53
IT 21367250 9.11
METALS 106262000 5.41
OIL & GAS 40374750 4.54
PHARMACEUTICALS 33342250 3.29
POWER 59754000 6.36
0
50000000
100000000
150000000
200000000
250000000
300000000
350000000
AUTOBANKS
CONSTRUCTIONFINANCEFM
CGHOTELS
ITM
ETALS
OIL&
GAS
PHARM
ACEUTICALSPOW
ER

NIFTY OUTLOOK:-
The nifty gained 78.95 points on the back of the stability seen in
the Rupee against the US dollar and good sales figure coming
from some auto sectors company. For the upcoming session
market seems sideways, however 5512/5460 is its near term
support levels. On the flip side 5584/5644 could be its crucial
resistance levels.
For any information or suggestion, please send your query at research@moneysukh.com
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 26-Sep-13 5300 11378450 6875350
NIFTY 26-Sep-13 5400 8994700 3897900
NIFTY 26-Sep-13 5500 8684050 3043150
NIFTY 26-Sep-13 5200 8029600 4805800
NIFTY 26-Sep-13 5100 6089150 3106550
NIFTY 26-Sep-13 5000 5545900 4311350
NIFTY 26-Sep-13 4900 3975450 2977250
NIFTY 26-Sep-13 4800 3660350 2064200
MOST ACTIVE PUTS
Symbol Expiry Date Strike Price
Contracts
Traded
Open
Interest
NIFTY 26-Sep-13 5600 13293450 3028700
NIFTY 26-Sep-13 5700 13123600 3221450
NIFTY 26-Sep-13 5800 10842900 2928700
NIFTY 26-Sep-13 5500 8302900 3437250
NIFTY 26-Sep-13 5900 6187050 2237650
NIFTY 26-Sep-13 6000 4069300 2732150
NIFTY 26-Sep-13 5400 3305700 2664550
NIFTY 26-Sep-13 6100 1524800 817450
NIFTY 26-Sep-13 6200 727100 766050
MOST ACTIVE CALLS
Daily Derivative Report
DP-NSDL-140-2000
UNDERLYING
ASSET NIFTY
CMP 5471.8
STRATEGY
SELL NIFTY SEPTEMBER FUTURE
SELL NIFTY SEPTEMBER 5300 PA @ 138.05
MAX LOSS UNLIMITED
MAX PROFIT 138.05
LOT SIZE 50
OPTION STRATEGY AS ON 02 SEPTEMBER 2013
NET INFLOW
-150
-100
-50
0
50
100
150
1 2 3 4 5 6 7 8 9

NAME DESIGNATION E-MAIL
Varun Gupta Head - Research varungupta@moneysukh.com
Mohit Taneja Research Analyst mohit.t@moneysukh.com
Vikram Singh Research Analyst vikram_research@moneysukh.com
DATE OF
STRATEGY
UNDERLYING
ASSET
STRATEGY IN/OUT FLOW
NET PROFIT/ LOSS
AS ON 22/08/2013
REMARK
21/8/12013 NIFTY
BUY NIFTYAUGUST FUTURE
SELL NIFTY AUGUST 5300 CALL@ 85.00
85 43.90 BOOK PARTIAL PROFIT
5/8/2013 NIFTY
SELL NIFTY AUGUST 5500 PUT@41
SELL NIFTY AUGUST 5900 CALL@ 44.80
85.8 48.90 BOOK PARTIAL PROFIT
29/7/2013 NIFTY
SELL NIFTY JUNE 5600 PUT@26.20
SELL NIFTY JUNE 6000 CALL@ 79
8/7/2013 NIFTY
SELL NIFTY JUNE 5600 PUT@29.65
SELL NIFTY JUNE 6000 CALL@ 30.90
STRATEGY TRACKER
This report is for the personal information of the authorized recipient and does not construe to be any investment, legal or taxation advice to you. Mansukh Securities and Finance Ltd
(hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distribution and has been furnished to you solely for your information and should not
be reproducedorredistributedtoany personin any form.
The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates or employees shall not be in any way
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Daily Derivative Report
DP-NSDL-140-2000

Derivative 03 September 2013 By Mansukh Investment and Trading Solution

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