Derivative 06 August 2013 By Mansukh Investment and Trading Solution
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- The Nifty August 2013 futures contract expired on August 29, 2013 at a premium of 36.40 points over the spot closing of 5,684.40. - Trading activity and open interest is provided for several stocks' August 2013 futures contracts such as JP Associates, BHEL, DLF, and Tata Motors. - Analysis of various derivative products' trading volumes and open interests from August 5-6, 2013 is also presented.
Derivative 06 August 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 August 2013 futures closed at 5720.00 on Monday at a premium of 36.40 points over spot closing of 5,684.40, while Nifty September 2013 futures ended at 5753.70 at a premium of 68.30 points over spot closing. Nifty August futures saw contraction of 0.20 million (mn) units taking the total outstanding open interest (OI) to 15.24 mn units. The near month August 2013 derivatives contractwillexpire onAugust 29, 2013. From the most active contracts, JP Associates August 2013 futures last traded at a premium of 0.25 points at 31.60 compared with spot closing of 31.35. The number ofcontractstradedwas16,225. BHEL August 2013 futures last traded at a premium of 1.15 points at 121.35 compared with spot closing of 120.20. The number of contracts traded was 21,019. DLF August 2013 futures were at a discount of 0.05 points at 130.05 compared with spotclosingof130.10. Thenumber ofcontractstradedwas17,902. Tata Motors August 2013 futures last traded at a discount of 0.30 points at 286.20 compared with spot closing of 286.50. The number of contracts traded was13,577. For Private circulation Only For Our Clients Only Daily Derivative Report 06 August 2013 Open Interest RECLTD 159.7 5.52 6915 24.86 AMBUJACEM 177.95 3.76 11734 21.04 AXISBANK 1117.05 1.12 5937.5 12.64 DENABANK 47.9 1.59 15832 10.22 ORIENTBANK 146.15 5.87 2446 7.9 Increase in Open Interest with Increase in price Symbol Last price Chg (%) Increase (%) 1 0.85 Product 02.08.13 05.08.13 % Chg Index Futures 328049 303102 -7.60% Stock Futures 642317 545545 -15.07% Index Options 2794796 2172975 -22.25% Stock Options 275988 237946 -13.78% Total F&O 4041150 3259568 -19.34% Index Spot Future Basis NIFTY 5,684.40 5,720.00 36 BANK NIFTY 10,094.90 10,171.00 76 CNXIT 7,916.50 7,899.95 (17) Nifty Sentiment Indicators Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options Volume Open Interest ADANIPORTS 124.7 -1.42 3236 16.91 CROMPGREAV 81.7 -1.45 8852 14.9 BHEL 120.5 -19.85 30316 14.37 ASIANPAINT 477.15 -5.00 2775 10.78 TATACHEM 251.5 -1.39 897 10.33 Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Increase (%) 5684.40NIFTY FUTURE : +7.45 +0.13% 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 Industry OI OI Change AUTO 48315000 0.73 BANKS 160024250 0.71 CONSTRUCTION 323998000 3.06 FINANCE 57916250 -0.49 FMCG 25753250 -0.75 HOTELS 6452000 -1.1 IT 20640750 -2.89 METALS 124419500 1.97 OIL & GAS 43410000 -1.74 PHARMACEUTICALS 31941250 -1.33 POWER 79530000 7.37 0 50000000 100000000 150000000 200000000 250000000 300000000 350000000 AUTO BANKS CO NSTRU CTIO NFIN AN CE FM CGHO TELS ITM ETALS O IL& GAS PHARM ACEU TICALSPOW ER
- 2. NIFTY OUTLOOK:- The nifty broke the eigth consecutive losing streak by gaining 7.45 points in las session on the back of strong bank , IT and FMCG sector. For the upcoming session market seems bearish , however 5622/5588 is its near term supports levels. On the flip side5734/5796 couldbe itscrucialresistancelevels. 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 29-Aug-13 5700 21958150 6246350 NIFTY 29-Aug-13 5600 19709650 4204050 NIFTY 29-Aug-13 5500 14339050 3604250 NIFTY 29-Aug-13 5800 13269950 4079550 NIFTY 29-Aug-13 5400 13041150 3651800 NIFTY 29-Aug-13 5300 7268050 2891100 NIFTY 29-Aug-13 5900 3337850 2512100 NIFTY 29-Aug-13 5200 3036600 1259050 MOST ACTIVE PUTS Symbol Expiry Date Strike Price Contracts Traded Open Interest NIFTY 29-Aug-13 5900 12842550 5300950 NIFTY 29-Aug-13 5800 12666150 4531050 NIFTY 29-Aug-13 6000 9994150 7110550 NIFTY 29-Aug-13 5700 5589900 3139900 NIFTY 29-Aug-13 6100 4470500 4783650 NIFTY 29-Aug-13 6200 2637150 3349200 NIFTY 29-Aug-13 6300 1414300 2004800 NIFTY 29-Aug-13 5600 775200 1315800 NIFTY 29-Aug-13 6500 771600 867150 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 5685.4 STRATEGY SELL NIFTY JULY 5900 CA @ 44.80 SELL NIFTY JULY 5500 PA @ 41.00 MAX LOSS UNLIMITED MAX PROFIT 85.8 LOT SIZE 50 OPTION STRATEGY AS ON 29th JULY 2013 NET INFLOW -150 -100 -50 0 50 100 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 31/07/2013 REMARK 29/7/2013 NIFTY SELL NIFTY JUNE 5600 PUT@26.20 SELL NIFTY JUNE 6000 CALL@ 79 105.2 18.15 BOOK PARTIAL PROFIT 8/7/2013 NIFTY SELL NIFTY JUNE 5600 PUT@29.65 SELL NIFTY JUNE 6000 CALL@ 30.90 60.55 34.30 BOOK PARTIAL PROFIT 4/7/2013 NIFTY SELL NIFTY JUNE 5600 PUT@43.95 SELL 2 NIFTY JUNE 6000 CALL@ 23.15 90.25 (1.20) EXIT POSITION 1/7/2013 NIFTY SELL 2 NIFTY JUNE 5500 PUT@ 36.20 SELL NIFTY JUNE 6000 CALL@ 37.50 111.2 10.95 BOOK PARTIAL PROFIT 24/06/13 NIFTY SELL NIFTY JUNE 5500PUT@ 16.55 SELL NIFTY JUNE 5500CALL@ 112.15 128.7 16.65 BOOK PARTIAL PROFIT 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