Let's Go For Derivative 09 July 2013 By Mansukh Investment and Trading Solution
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The Nifty dropped 0.96% to close at 5811.55 points. Trading activity increased in the futures and options segment. Nifty futures for July 2013 were at a premium of 22.45 points over the spot price, while August futures were at a premium of 44.45 points. Bank Nifty futures for July 2013 were trading at a premium of 66 points over spot closing.
Let's Go For Derivative 09 July 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 FUTURESHIGHLIGHTS Nifty July 2013 futures closed at 5834.00 on Monday at a premium of 22.45 points over spot closing of 5,811.55, while Nifty August 2013 futures ended at 5856.00 at a premium of 44.45 points over spot closing. Nifty July futures saw contraction of 0.79 million (mn) units taking the total outstanding open interest (OI) to 14.85 mn units. The near month July 2013 derivatives contract will expire onJuly 25,2013. From the most active contracts, RCOM July 2013 futures remained flat same asits spotclosingof144.80. Thenumber ofcontractstradedwas35,521. Tata Motors July 2013 futures last traded at a premium of 0.55 points at 288.65 compared with spot closing of 288.10. The number of contracts traded was 12,415. Reliance Capital July 2013 futures were at a discount of 0.65 points at 372.35 compared with spot closing of 373.00. The number of contracts traded was 21,310. Reliance Industries July 2013 futures were at a premium of 5.75 points at 871.5 compared with spot closing of 865.75. The number of contracts traded was 18,087. For Private circulation Only For Our Clients Only Daily Derivative Report 09 July2013 Open Interest AMBUJACEM 192.9 1.58 5770 10.79 UCOBANK 67.35 2.9 15128 9.75 HCLTECH 821.45 2.98 3048.5 9.25 RELCAPITAL 372.35 2.75 8423 7.93 HAVELLS 750.7 5.17 621 7.91 Increase in Open Interest with Increase in price Symbol Last price Chg (%) Increase (%) 1.39 1 Product 05.07.13 08.07.13 % Chg Index Futures 261061 343574 31.61% Stock Futures 450055 458776 1.94% Index Options 2544886 2901634 14.02% Stock Options 257299 289007 12.32% Total F&O 3513301 3992991 13.65% Index Spot Future Basis NIFTY 5,811.55 5,834.00 22 BANK NIFTY 11,283.30 11,349.00 66 CNXIT 6,607.95 6,616.40 8 Nifty Sentiment Indicators Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options Volume Open Interest ONGC 305.55 -3.73 8218 12.99 LICHSGFIN 222.35 -3.68 13921 12.06 BPCL 347.65 -5.22 2779 11.03 COALINDIA 291.75 -2.20 5204 10.68 GODREJIND 311.2 -2.67 452 10.51 Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Increase (%) 5811.55NIFTY FUTURE : -56.35 -0.96% 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 0 50000000 100000000 150000000 200000000 250000000 300000000 AUTOBAN KS CO NSTRUC TIO N FINANCE FM CGHO TELS ITM ETALS O IL & G ASPHARM APO W ER SECTO R O .I. % Change A U TO 42788250 2.29 BA N KS 140838125 0.96 CO N STRU CTIO N 273584000 0.61 FIN A N CE 60983250 -3.55 FM CG 18355500 1.73 H O TELS 7932000 -0.95 IT 18753000 0.37 M ETA LS 117004500 1.19 O IL & GA S 49094000 1.31 PH A RM A CEU TICA LS 27857250 0.91 PO W ER 78936000 -0.07
- 2. NIFTY OUTLOOK: The Nifty dropped 56.35 points or 0.96% to 5811.55. On the National Stock Exchange (NSE), Bank Nifty down by 151.00 points or 1.32% to 11283.30, CNX IT up by just 3.25 points to 6607.95, while CNX mid-cap down by 19.15 points or 0.26% to 7360.30 and CNX Nifty Junior up by just 1.60 points or 0.01% to 11684.45 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 25-Jul-13 5700 17636900 6430400 NIFTY 25-Jul-13 5800 15380000 5808150 NIFTY 25-Jul-13 5600 10986400 8712950 NIFTY 25-Jul-13 5500 9982850 5139550 NIFTY 25-Jul-13 5400 5008550 6048050 NIFTY 25-Jul-13 5900 3864600 2271050 NIFTY 25-Jul-13 5300 2125150 2106750 NIFTY 25-Jul-13 6000 626000 1597450 MOST ACTIVE PUTS Symbol Expiry Date Strike Price Contracts Traded Open Interest NIFTY 25-Jul-13 5900 20639700 5170650 NIFTY 25-Jul-13 6000 16217750 6855000 NIFTY 25-Jul-13 5800 13672800 4482050 NIFTY 25-Jul-13 6100 7921250 4427800 NIFTY 25-Jul-13 6200 4345500 2774900 NIFTY 25-Jul-13 5700 2297100 1992350 NIFTY 25-Jul-13 6300 794950 1243700 NIFTY 25-Jul-13 5600 326700 1487000 BANKNIFTY 25-Jul-13 12000 248925 242325 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 5811.55 STRATEGY SELL NIFTY JULY 6000 CA @ 30.90 SELL NIFTY JULY 5600 PA @ 29.65 MAX LOSS UNLIMITED MAX PROFIT 60.55 LOT SIZE 50 OPTION STRATEGY AS ON 08th 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 08/07/2013 REMARK 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 21/06/13 NIFTY SELL 2 NIFTY JUNE 5500PUT@ 15.65 SELL NIFTY JUNE 5800CALL@ 11.25 42.55 19.45 BOOK PARTIAL PROFIT 19/06/13 NIFTY BUY NIFTY JUNE 5800PUT@ 59.00 BUY NIFTY JUNE 5800CALL@ 79.70 134.7 52.80 BOOK FULL 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