For Derivative 26 August 2013 By Mansukh Investment and Trading Solution
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- The Nifty gained 63.30 points due to recovery in the rupee against the US dollar. - For the next session, the market is expected to be rangebound with support at 5410-5342 and resistance at 5530-5585. - Trading activity decreased across futures, options and stock segments compared to the previous day.
For Derivative 26 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 5464.40 on Friday at a discount of7.35 points over spot closing of 5,471.75, while Nifty September 2013 futures ended at 5490.30 at a premium of 18.55 points over spot closing. Nifty August futures saw contraction of 0.26 million (mn) units taking the total outstanding open interest (OI) to 23.28 mn units. The near month August 2013 derivatives contractwillexpire onAugust 29, 2013. From the most active contracts, DLF August 2013 futures last traded at a premium of 0.55 points at 137.40 compared with spot closing of 136.85. The number ofcontractstradedwas23,531. Tata Motors August 2013 futures were at a premium of 1.10 points at 301.05 compared with spot closing of 299.95. The number of contracts traded was 16,922. Tata Steel August 2013 futures last traded at a premium of 0.80 points at 281.60 compared with spot closing of 280.80. The number of contracts traded was 28,071. Yes Bank August 2013 futures last traded at a premium of 1.95 points at 259.55 compared with spot closing of 257.60. The number of contracts traded was 41,184. For Private circulation Only For Our Clients Only Daily Derivative Report 26 August 2013 Open Interest ARVIND 77.1 4.97 3580 8.62 WIPRO 450.2 0.7 4205.5 8.47 ITC 307.7 0.15 28337 7.24 FEDERALBNK 286.1 2.43 796 6.35 HCLTECH 945.7 4.4 3658 6.01 Symbol Last price Chg (%) Increase (%) Increase in Open Interest with Increase in price 0.88 0.7 Product 22.08.13 23.08.13 % Chg Index Futures 736111 574969 -21.89% Stock Futures 882272 832666 -5.62% Index Options 6541562 5688998 -13.03% Stock Options 409948 354896 -13.43% Total F&O 8569893 7451529 -13.05% Index Spot Future Basis NIFTY 5,471.75 5,464.40 (7) BANK NIFTY 9,470.10 9,447.90 (22) CNXIT 7,893.20 7,867.00 (26) Nifty Sentiment Indicators Put Call Ratio-Nifty Options Put Call Ratio-Bank Nifty Options Volume Open Interest ACC 244.05 -4.48 896.5 9.53 COLPAL 122.95 -3.30 112 7.18 CROMPGREAV 146.65 -2.20 8052 5.67 APOLLOTYRE 375.3 -1.93 10028 5.65 GRASIM 974 -0.69 779 4.97 Increase in Open Interest with Decrease in price Symbol Last price Chg (%) Increase (%) 5471.75NIFTY FUTURE : +63.30 +1.17% 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 56895750 -1.16 BANKS 209593750 7.08 CONSTRUCTION 337723000 0.7 FINANCE 55135500 2.37 FMCG 33752000 4.49 HOTELS 6148000 0.99 IT 20919250 1.49 METALS 134622000 2.73 OIL & GAS 52330000 -2.11 PHARMACEUTICALS 38922250 0.37 POWER 82923000 1.21 0 50000000 100000000 150000000 200000000 250000000 300000000 350000000 400000000 AUTO BANKS CONSTRUCTIONFINANCE FM CGHOTELS ITM ETALS OIL& GAS PHARM ACEUTICALSPOW ER
- 2. NIFTY OUTLOOK:- The nifty gained 63.30 on the back of the comback made by the rupee against US Dollar which closed at 63.20. For the upcoming session market seems rangebound, however 5410/5342 is its near term support levels. On the flip side 5530/5585 could be its crucialresistance levels. 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 5200 37930300 7290950 NIFTY 29-Aug-13 5300 35002850 7955600 NIFTY 29-Aug-13 5100 26443850 4323350 NIFTY 29-Aug-13 5400 14624200 5458000 NIFTY 29-Aug-13 5000 14607650 3454200 NIFTY 29-Aug-13 4900 6623900 2023100 NIFTY 29-Aug-13 5500 3707850 3020150 NIFTY 29-Aug-13 4800 1845600 906500 MOST ACTIVE PUTS Symbol Expiry Date Strike Price Contracts Traded Open Interest NIFTY 29-Aug-13 5500 45787550 7689400 NIFTY 29-Aug-13 5400 28272950 4721700 NIFTY 29-Aug-13 5600 24606200 8412150 NIFTY 29-Aug-13 5700 11202100 5430050 NIFTY 29-Aug-13 5300 7049600 2424650 NIFTY 29-Aug-13 5800 3891550 4901550 NIFTY 29-Aug-13 5900 1249250 4027350 BANKNIFTY 29-Aug-13 9500 1019550 181500 NIFTY 29-Aug-13 6000 690100 4886250 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 5302.55 STRATEGY BUY NIFTY AUGUST FUTURE SELL NIFTY AUGUST 5300 CA @ 85.00 MAX LOSS UNLIMITED MAX PROFIT 82.45 LOT SIZE 50 OPTION STRATEGY AS ON 21st AUGUST 2013 NET INFLOW -250 -200 -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 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@ 79 105.2 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 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