Derivative 22 October 2013 By Mansukh Investment and Trading Solution
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- The Nifty futures closed at 6236.00 on Monday, a premium of 31.05 points over the spot closing of 6,204.95. - Put call ratios for Nifty and Bank Nifty options were 1.59 and 1.06 respectively, indicating higher put open interest. - Total futures and options turnover decreased by 17.43% on Monday compared to the previous day, with index options seeing the largest fall of 19.52%.
Derivative 22 October 2013 By Mansukh Investment and Trading Solution
- 1. 22 October 2013 Daily Derivative Report NIFTY FUTURE : 6204.95 +15.60 0.25% NIFTY FUTURE HIGHLIGHTS Nifty Sentiment Indicators Put Call Ratio-Nifty Options 1.59 Put Call Ratio-Bank Nifty Options 1.06 18.10.13 Volume 21.10.13 % Chg Index Futures 523298 350174 -33.08% Stock Futures 594391 616333 3.69% Index Options 4048073 3257942 -19.52% Stock Options 360382 338629 -6.04% 5526144 4563078 -17.43% Index Spot Future Basis NIFTY 6,204.95 6,236.00 31 10,797.55 10,825.00 27 8,854.90 8,897.00 Nifty October 2013 futures closed at 6236.00 on Monday at a premium of 31.05 points over spot closing of 6,204.95, while Nifty November 2013 futures ended at 6277.40 at a premium of 72.45 points over spot closing. Nifty October futures saw contraction of 0.31 million (mn) units taking the total outstanding open interest (OI) to 18.50 mn units. The near month October 2013 derivatives contract will expire on October 31, 2013. From the most active contracts, DLF October 2013 futures last traded at a discount of 0.05 points at 166.60 compared with spot closing of 166.65. The number of contracts traded was 14,119. Yes Bank October 2013 futures last traded at a premium of 1.50 points at 360.30 compared with spot closing of 358.80. The number of contracts traded was 21,575. Tata Steel October 2013 futures were at a premium of 0.85 points at 336.90 compared with spot closing of 336.05. The number of contracts traded was 16,480. ICICI Bank October 2013 futures were at a premium of 7.65 points at 1015.20 compared with spot closing of 1007.55. The number of contracts traded was 18,146. 42 Product Total F&O BANK NIFTY CNXIT Increase in Open Interest with Decrease in price Increase in Open Interest with Increase in price Symbol Last price Chg (%) Increase (%) OI Symbol Last price Chg (%) Increase (%) OI ('000') ('000') RANBAXY 404.75 2.09 865.5 560.69 ASIANPAINT 527.75 7.27 18.75 275 JSWSTEEL 850.65 3.5 847.5 201.6 HDFCBANK 677.75 0.33 10 150 ADANIENT 199.7 12.95 108 140 WIPRO 509.2 -0.29 10571 13.84 BIOCON 327.8 -0.71 2268 13.8 TATAGLOBAL 160.6 -2.34 7956 12.47 INDIACEM 48.05 -1.84 8664 JINDALSTEL 247.05 -3.97 6577 8.52 6.79 In d u stry OI O I C h an g e(% ) 300000000 A UTO 42587250 -0 .2 2 250000000 BA N KS 165831000 -2 .1 200000000 CP 350000000 C O N STRUC TIO N 311253000 1 .8 150000000 FIN A N C E 49996750 1 .0 2 100000000 FM C G 24655500 0 .7 8 50000000 IT 22998250 2 .0 8 M EDIA & EN T 4742000 0 .2 5 M ETA L S 76314000 -0 .7 8 O IL & GA S 46440250 1 .2 3 PHA RM A C EUTIC A L S 52441500 2 .9 PO W ER 91619000 0 .7 7 CO AU TO NS BA NK TR UC S TIO FIN N AN CE FM CG M ED IA IT & EN M T ET PH AR OIL ALS M & AC G EU AS TIC A PO LS W ER 0 For Private circulation Only Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Finance Ltd Mansukh Securities Marg, New Delhi-110002 Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Office: Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834 NSE: INB 230781431, F&O: INF NSE: INB230781431 SEBI Regn No. BSE: INB010985834 /230781431, DP: IN-DP-CDSL-73-2000, INDP-NSDL-140-2000 PMS Regn No. INP000002387 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
- 2. Daily Derivative Report NIFTY OUTLOOK :Nifty gained 15.60 points in last session closing on the back on the back of good results by HDFC, LT and Asian Paints . For the upcoming session market seems bullish, however 6245/6296 could be its crucial resistance levels. On the flip side 6105/6032 could be its near term supports levels. MOST ACTIVE CALLS Symbol Expiry Date Strike Price MOST ACTIVE PUTS Contracts Open Traded Interest Symbol Contracts Open Traded Expiry Date Strike Price Interest NIFTY 31-Oct-13 6300 20529150 4941300 NIFTY 31-Oct-13 6100 17562850 5233450 NIFTY 31-Oct-13 6200 19825100 3581600 NIFTY 31-Oct-13 6200 16284900 3570900 NIFTY 31-Oct-13 6400 13670800 4148750 NIFTY 31-Oct-13 6000 15217500 5284950 NIFTY 31-Oct-13 6500 5405700 2525950 NIFTY 31-Oct-13 5900 10339150 4807450 NIFTY 31-Oct-13 6100 4364600 3017200 NIFTY 31-Oct-13 5800 5629600 4568400 NIFTY 31-Oct-13 6600 1238700 768600 NIFTY 31-Oct-13 5700 2940200 5895900 NIFTY 31-Oct-13 6000 891400 2649150 BANKNIFTY 31-Oct-13 11000 814375 295175 NIFTY 31-Oct-13 6300 2487250 1163550 NIFTY 31-Oct-13 6250 524300 535450 NIFTY 31-Oct-13 5600 1873150 4083700 N E T IN F L O W OPTION STRATEGY AS ON 07 OCTOBER 2013 UNDERLYING 200 ASSET NIFTY CMP 5906.15 STRATEGY MAX LOSS MAX PROFIT LOT SIZE 250 SELL NIFTY OCTOBER SELL NIFTY OCT. 5800 PA @ 100 UNLIMITED 150 100 50 0 -5 0 206.15 2 3 4 5 6 7 8 -1 0 0 50 1 -1 5 0 For any information or suggestion, please send your query at research@moneysukh.com For Private circulation Only Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Finance Ltd Mansukh Securities Marg, New Delhi-110002 Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Office: Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834 NSE: INB 230781431, F&O: INF NSE: INB230781431 SEBI Regn No. BSE: INB010985834 /230781431, DP: IN-DP-CDSL-73-2000, INDP-NSDL-140-2000 PMS Regn No. INP000002387 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
- 3. Daily Derivative Report STRATEGY TRACKER DATE OF UNDERLYING STRATEGY ASSET 30/9/2013 NIFTY 10/8/2013 NIFTY 2/8/2013 NIFTY 21/8/12013 NIFTY STRATEGY SELL NIFTY OCTOBER. FUTURE SELL NIFTY OCT.5700 PUT@ 95.00 SELL NIFTY AUGUST 5500 PUT@76.10 SELL NIFTY AUGUST 5900 CALL@ 84 SELL NIFTY SEPT. FUTURE SELL NIFTY SEPT. 5300 CALL@ 138.05 BUY NIFTYAUGUST FUTURE SELL NIFTY AUGUST 5300 CALL@ 85.00 IN/OUT FLOW NET PROFIT/ LOSS REMARK AS ON 30/09/2013 95 55.85 BOOK PARTIAL PROFIT 170.1 75.30 BOOK FULL PROFIT 138.05 85.20 BOOK PARTIAL PROFIT 85 43.90 BOOK PARTIAL PROFIT NAME DESIGNATION E-MAIL Varun Gupta Head - Research varungupta@moneysukh.com Mohit Taneja Research Analyst mohit.t@moneysukh.com 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 reproduced or redistributed to any person in 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, fitness for a particular purpose, and non-infringement. The recipients of this report should rely on their own investigations. 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 providing independent and transparent recommendations to its clients, and would be happy to provide information in response to specific client queries. For Private circulation Only Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Finance Ltd Mansukh Securities Marg, New Delhi-110002 Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 Office: Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com Website: www.moneysukh.com For Our Clients Only SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834 NSE: INB 230781431, F&O: INF NSE: INB230781431 SEBI Regn No. BSE: INB010985834 /230781431, DP: IN-DP-CDSL-73-2000, INDP-NSDL-140-2000 PMS Regn No. INP000002387 MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293