Derivative 30 October 2013 By Mansukh Investment and Trading Solution

30 October 2013

Daily Derivative Report
NIFTY FUTURE : 6220.90

+119.80

1.96%
NIFTY FUTURES HIGHLIGHTS

Nifty Sentiment Indicators
Put Call Ratio-Nifty Options

1.66

Put Call Ratio-Bank Nifty Options

1.27

28.10.13

Volume
29.10.13

% Chg

Index Futures

458309

944326

106.05%

Stock Futures

906962

1329596

46.60%

Index Options

3514901

7313323

108.07%

Stock Options

286976

449289

56.56%

5167148

10036534

94.24%

Index

Spot

Future

Basis

NIFTY

6,220.90

6,231.10

10

11,241.65

11,265.00

23

8,822.10

8,825.00

Nifty October 2013 futures closed at 6231.10 on Tuesday at a premium of 10.20
points over spot closing of 6220.90, while Nifty November 2013 futures ended
at 6278.15 at a premium of 57.25 points over spot closing. Nifty October
futures saw contraction of 1.30 million (mn) units taking the total outstanding
open interest (OI) to 12.82 mn units. The near month October 2013 derivatives
contract will expire on October 31, 2013.
From the most active contracts, Tata Steel October 2013 futures last traded at a
discount of 0.50 points at 326.50 compared with spot closing of 327.00. The
number of contracts traded was 20,135.
Yes Bank October 2013 futures were at a discount of 1.15 points at 371.85
compared with spot closing of 373.00. The number of contracts traded was
42,337.
DLF October 2013 futures were at a discount of 0.35 points at 150.50 compared
with spot closing of 150.85. The number of contracts traded was 26,523.
ICICI Bank October 2013 futures were at a discount of 4.40 points at 1074.10
compared with spot closing of 1078.50. The number of contracts traded was
44,975.

3

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')
ARVIND

107.55

7.12

3500

16.36

BHARTIARTL

340.45

0.19

6659

7.06

CP

AU
TO
CO
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

Industry

OI

OI Change(%)

AUTO
BANKS
CONSTRUCTION
FINANCE
FMCG
IT
MEDIA & ENT
METALS
OIL & GAS
PHARMACEUTICALS
POWER

49479250
190412500
344112000
57370000
33169000
25333000
4042500
91891500
52972750
46060000
91705000

8.35
4.38
1.94
10.8
6.42
2.06
-1.69
1.41
3.5
3.3
0.62

For Private circulation Only

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MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293


NIFTY OUTLOOK :Nifty gained 119.80 points in last session with heavy volumes on
the back of expected move of RBI of raising repo rate by 25 bps. .
For the upcoming session market seems bullish however
6266/6312 could be its crucial resistance levels. On the flip side
6158/6102 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

6200

56014200

3935100

NIFTY

31-Oct-13

6100

48041500

6316800

NIFTY

31-Oct-13

6300

30409550

6871750

NIFTY

31-Oct-13

6000

41002400

7341600

NIFTY

31-Oct-13

6100

27889750

2308250

NIFTY

31-Oct-13

6200

29460650

4069500

NIFTY

31-Oct-13

6400

8545100

3536700

NIFTY

31-Oct-13

5900

12581850

4656650

NIFTY

31-Oct-13

6250

4664750

1444400

NIFTY

31-Oct-13

5800

6315700

4009000

NIFTY

31-Oct-13

6000

3575650

1748850

NIFTY

31-Oct-13

6050

3743900

528900

NIFTY

31-Oct-13

6150

3535750

667200

NIFTY

31-Oct-13

6300

3594950

949800

BANKNIFTY

31-Oct-13

11000

2003650

319950

NIFTY

31-Oct-13

6150

2922300

1154150

NIFTY

31-Oct-13

6500

1847200

2455450

NIFTY

31-Oct-13

5700

2035450

4010600

N E T IN F L O W

OPTION STRATEGY AS ON 28 OCTOBER 2013
150

UNDERLYING
ASSET

NIFTY

100

CMP

6144.9

50

STRATEGY

SELL NIFTY OCT. CALL 6150 @ 50.90
SELL NIFTY OCT. PUT 6150 @ 56.30

0
-5 0

5900

6000

6100

6150

6200

6300

6400

6500

6600

-1 0 0

MAX LOSS
MAX PROFIT
LOT SIZE

UNLIMITED

-1 5 0

107.2

-2 0 0

50

-2 5 0

For any information or suggestion, please send your query at research@moneysukh.com




STRATEGY TRACKER
DATE OF
STRATEGY

UNDERLYING
ASSET

STRATEGY

IN/OUT FLOW

NET PROFIT/ LOSS
AS ON 29/10/2013

REMARK

28/9/2013

NIFTY

SELL NIFTY OCTOBER 6150 PUT@56.30
SELL NIFTY OCTOBER 6150 CALL@50.90

107.2

5.80

BOOKED PARTIAL PROFIT

25/9/2013

NIFTY

BUY NIFTY OCTOBER 6200 PUT@57
BUY NIFTY OCTOBER 6200 CALL@83

140

(28.00)

EXIT POSITION

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

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
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Derivative 30 October 2013 By Mansukh Investment and Trading Solution

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