Derivative 25 October 2013 By Mansukh Investment and Trading Solution
1. 24 October 2013
Daily Derivative Report
NIFTY FUTURE : 6164.35
-14.00
0.23%
NIFTY FUTURES HIGHLIGHTS
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
1.47
Put Call Ratio-Bank Nifty Options
1.07
23.10.13
Volume
24.10.13
% Chg
Index Futures
543284
601859
10.78%
Stock Futures
754721
704887
-6.60%
Index Options
4584596
5052611
10.21%
Stock Options
384002
338851
-11.76%
6266603
6698208
6.89%
Index
Spot
Future
Basis
NIFTY
6,164.35
6,177.00
13
10,902.45
10,910.40
8
8,681.65
8,702.00
Nifty October 2013 futures closed at 6177.00 on Thursday at a premium of
12.65 points over spot closing of 6164.35, while Nifty November 2013 futures
ended at 6227.05 at a premium of 62.70 points over spot closing. Nifty October
futures saw contraction of 0.34 million (mn) units taking the total outstanding
open interest (OI) to 17.23 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
premium of 0.55 points at 159.20 compared with spot closing of 158.65. The
number of contracts traded was 13,633.
Yes Bank October 2013 futures were at a premium of 1.50 points at 363.75
compared with spot closing of 362.25. The number of contracts traded was
21,048.
L&T October 2013 futures last traded at a discount of 0.65 points at 962.70
compared with spot closing of 963.35. The number of contracts traded was
16,672.
ICICI Bank October 2013 futures were at a premium of 2.30 points at 1023.20
compared with spot closing of 1020.90. The number of contracts traded was
23,572.
20
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 (%)
('000')
('000')
FEDERALBNK
82.5
4.63
6162.5
46.64
ADANIPORTS
UBL
965.8
8.87
73.5
34.86
COALINDIA
PETRONET
130.3
2.16
2108
19.1
HCLTECH
177.45
0.4
3556
8.35
DIVISLAB
1945.45
0.67
953
3.88
GLENMARK
DABUR
ULTRACEMCO
CP
CO
AU
TO
NS BA
TR NK
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
400000000
350000000
300000000
250000000
200000000
150000000
100000000
50000000
0
Increase (%)
OI
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
155.35
-2.78
5404
15.27
280.4
-3.41
4866
9.64
1057.9
-4.33
3151
8.58
995
-2.78
543.25
550.65
-1.65
265.5
6.36
6.2
Industry
OI
OI Change(%)
AUTO
BANKS
CONSTRUCTION
FINANCE
FMCG
IT
MEDIA & ENT
METALS
OIL & GAS
PHARMACEUTICALS
POWER
44515500
188086625
335402000
51336000
25965000
24575750
4750500
81997000
48918250
43558000
87870000
-1.94
0.51
0.28
-0.47
1.91
2.55
-2.92
3.37
-0.45
-1.78
2.03
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 dropped 14 points in last session after hitting the high of
6252 since november 2011 dropping almost 90 points from days
high . For the upcoming session market seems choppy, however
6235/6280 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
34473050
6479750
NIFTY
31-Oct-13
6200
32505150
3353350
NIFTY
31-Oct-13
6200
31719750
4928300
NIFTY
31-Oct-13
6100
30810400
5448750
NIFTY
31-Oct-13
6400
20138250
4374300
NIFTY
31-Oct-13
6000
18702900
5835250
NIFTY
31-Oct-13
6100
6786750
3057150
NIFTY
31-Oct-13
5900
9486900
5093150
NIFTY
31-Oct-13
6500
6005250
2753850
NIFTY
31-Oct-13
6300
6893350
1035250
NIFTY
31-Oct-13
6250
1751150
783600
NIFTY
31-Oct-13
5800
5412900
4587250
NIFTY
31-Oct-13
6350
1200800
585450
NIFTY
31-Oct-13
6000
1147450
2118650
NIFTY
31-Oct-13
5700
3234350
4751850
BANKNIFTY
31-Oct-13
11000
1131675
286125
NIFTY
31-Oct-13
6150
1359800
566100
N E T IN F L O W
OPTION STRATEGY AS ON 23 OCTOBER 2013
UNDERLYING
ASSET
NIFTY
CMP
6202.8
STRATEGY
MAX LOSS
MAX PROFIT
LOT SIZE
BUY NIFTY OCT. CA 6200 @ 83
Correction :-BUY NIFTY OCT. 6200 PA @ 57
140
UNLIMITED
50
200
150
100
50
0
-5 0
NET I NFLO W
1
2
3
4
5
6
7
8
-1 0 0
-1 5 0
-2 0 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
STRATEGY
UNDERLYING
ASSET
IN/OUT FLOW
NET PROFIT/ LOSS
AS ON 07/10/2013
REMARK
30/9/2013
NIFTY
SELL NIFTY OCTOBER. FUTURE
SELL NIFTY OCT.5700 PUT@ 95.00
95
55.85
BOOK PARTIAL PROFIT
10/8/2013
NIFTY
SELL NIFTY AUGUST 5500 PUT@76.10
SELL NIFTY AUGUST 5900 CALL@ 84
170.1
75.30
BOOK FULL PROFIT
2/8/2013
NIFTY
SELL NIFTY SEPT. FUTURE
SELL NIFTY SEPT. 5300 CALL@ 138.05
138.05
85.20
BOOK PARTIAL PROFIT
21/8/12013
NIFTY
BUY NIFTYAUGUST FUTURE
SELL NIFTY AUGUST 5300 CALL@ 85.00
85
43.90
BOOK PARTIAL PROFIT
STRATEGY
NAME
DESIGNATION
E-MAIL
Varun Gupta
Head - Research
varungupta@moneysukh.com
Mohit Taneja
Research Analyst
mohit.t@moneysukh.com
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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