Derivative 04 October 2013 By Mansukh Investment and Trading Solution
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The nifty gained 129.75 points in the last session due to strong performance of the IT and bank sectors. For the upcoming session, the market is expected to remain range bound, with resistance levels at 5948 and 6010 points and support levels at 5862 and 5804 points. The document also provides details on various stock and index futures contracts traded, open interest levels, and option strategies.
Derivative 04 October 2013 By Mansukh Investment and Trading Solution
- 1. 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 October 2013 futures closed at 5833.20 on Tuesday at a premium of 53.20 points over spot closing of 5,780.05, while Nifty November 2013 futures ended at 5867.65 at a premium of 87.60 points over spot closing. Nifty October futures saw contraction of 0.55 million (mn) units taking the total outstanding open interest (OI) to 16.33 mn units. The near month October 2013 derivatives contractwillexpire onOctober 31,2013. From the most active contracts, DLF October 2013 futures last traded at a premium of 1.10 points at 138.10 compared with spot closing of 137.00. The number ofcontractstradedwas18,138. Yes Bank October 2013 futures last traded at a premium of 2.15 points at 298.80 compared with spot closing of 296.65. The number of contracts traded was 33,642. Tata Steel October 2013 futures were at a premium of 3.30 points at 279.05 compared with spot closing of 275.75. The number of contracts traded was 13,195. Reliance Industries October 2013 futures last traded at a premium of 10.30 points at 831.35 compared with spot closing of 821.05. The number of contracts tradedwas11,282. For Private circulation Only For Our Clients Only Daily Derivative Report 04 October 2013 OI ('000') GODREJIND 268.45 0.56 624 52.94 ZEEL 249.1 6.48 3878 46.56 FEDERALBNK 294.5 1.92 737.5 24.68 SAIL 55.3 6.65 14356 22.07 CAIRN 329.65 2.9 5816 21.27 Symbol Last price Chg (%) Increase (%) Increase in Open Interest with Increase in price 1.24 0.85 Product 01.10.13 03.10.13 % Chg Index Futures 377287 419157 11.10% Stock Futures 454179 541612 19.25% Index Options 1992821 2391955 20.03% Stock Options 174870 204976 17.22% Total F&O 2999157 3485700 16.22% Index Spot Future Basis NIFTY 5,909.70 5,965.70 56 BANK NIFTY 10,222.95 10,305.00 82 CNXIT 8,360.85 8,395.00 34 Nifty Sentiment Indicators Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options Volume OI ('000') EXIDEIND 135.7 -0.37 1752 11.73 MCDOWELL-N 2518.85 -0.92 6422.25 5.63 NTPC 145.55 -0.03 9834 5.27 ITC 342.5 -0.87 19901 1.39 HINDUNILVR 613.55 -1.10 6272.5 0.46 Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Increase (%) 5909.70NIFTY FUTURE : +129.65 +2.24% 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 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 In d u stry O I O I C h an ge(% ) AUTO 3 7 6 5 6 0 0 0 -2 .8 8 BAN KS 1 4 8 5 2 3 2 5 0 1 .2 7 CO N STRUCTIO N 2 8 1 3 6 0 0 0 0 1 .8 6 FIN AN CE 5 6 2 0 6 5 0 0 -2 .8 5 FM CG 2 3 6 8 5 5 0 0 2 .8 9 IT 1 7 4 5 5 2 5 0 4 .5 2 M EDIA & EN T 3 3 9 9 5 0 0 -2 .5 9 M ETALS 9 4 8 5 0 0 0 0 3 .0 4 O IL & GAS 3 5 8 5 4 7 5 0 1 .0 3 PHARM ACEUTICALS 3 8 6 2 5 0 0 0 -0 .9 2 PO W ER 7 0 5 8 5 6 0 0 0 4 .1 1 0 50000000 100000000 150000000 200000000 250000000 300000000 AUTO BANKS CONSTRUCTIONFINANCE FM CG IT M EDIA & ENTM ETALS OIL& GAS PHARM ACEUTICALSPOW ER
- 2. NIFTY OUTLOOK:- The nifty gained 129.75 points in the last session on the back ofthe strong IT and bank sector. For the upcoming session market seems range bound, however 5948/6010 could be its crucial resistance levels. On the flip side 5862/5804 could be its near term supportslevels. 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 For Private circulation Only For Our Clients Only For any information or suggestion, please send your query at research@moneysukh.com Symbol Expiry Date Strike Price Contracts Traded Open Interest NIFTY 31-Oct-13 5700 8394700 4639300 NIFTY 31-Oct-13 5800 7935250 4011750 NIFTY 31-Oct-13 5600 6305800 3557950 NIFTY 31-Oct-13 5500 6134200 3752900 NIFTY 31-Oct-13 5900 5522750 2592500 NIFTY 31-Oct-13 5400 3692800 4060050 NIFTY 31-Oct-13 5300 2329800 2062800 NIFTY 31-Oct-13 6000 1808650 1964450 MOST ACTIVE PUTS Symbol Expiry Date Strike Price Contracts Traded Open Interest NIFTY 31-Oct-13 6100 12568600 3871100 NIFTY 31-Oct-13 6000 10553350 3559500 NIFTY 31-Oct-13 6200 7578900 2293600 NIFTY 31-Oct-13 5900 6703550 2505250 NIFTY 31-Oct-13 6300 6312000 2646400 NIFTY 31-Oct-13 6500 3755900 1568900 NIFTY 31-Oct-13 6400 3431050 1322500 NIFTY 31-Oct-13 5800 2428350 2066050 NIFTY 31-Oct-13 6600 1843900 662250 MOST ACTIVE CALLS Daily Derivative Report 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 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 UNDERLYING ASSET NIFTY CMP 5883.2 STRATEGY SELL NIFTY OCTOBER SELL NIFTY OCT. 5700 PA @ 95.00 MAX LOSS UNLIMITED MAX PROFIT 228.2 LOT SIZE 50 OPTION STRATEGY AS ON 30 SEPTEMBER 2013 NET INFLOW -200 -100 0 100 200 300 1 2 3 4 5 6 7 8 9
- 3. 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 30/09/2013 REMARK 30/9/2013 NIFTY SELL NIFTY OCTOBER. FUTURE SELL NIFTY OCT.5700 PUT@ 95.00 95 55.85 BOOK PARTIAL PROFIT 10/8/2013 NIFTY SELL NIFTY AUGUST 5500 PUT@76.10 SELL NIFTY AUGUST 5900 CALL@ 84 170.1 75.30 BOOK FULL PROFIT 2/8/2013 NIFTY SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05 138.05 85.20 BOOK PARTIAL PROFIT 21/8/12013 NIFTY BUY NIFTYAUGUST FUTURE SELL NIFTY AUGUST 5300 CALL@ 85.00 85 43.90 BOOK PARTIAL PROFIT STRATEGY TRACKER 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 For Private circulation Only For Our Clients Only 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 responsible for any loss or damage that may arise to any person from any inadvertent error in the information contained in this report. MSFL or any of its affiliates or employees do not provide, at any time, any express or implied warranty of any kind, regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitnessforaparticularpurpose,andnon-infringement.Therecipientsofthisreportshouldrely ontheir owninvestigations. MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This information is subject to change without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may be required from time to time. Nevertheless, MSFL is committed to providingindependentandtransparent recommendationstoitsclients,andwouldbe happy toprovideinformationin responsetospecificclientqueries. Daily Derivative Report 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 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