The Vietnam Believer_Newsletter_Vol.001_Mar12 2024
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
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Website: www.moneysukh.com
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SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
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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
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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