derivative 06 november 2013 by mansukh investment and trading solution

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SEBI Regn No. BSE: INB010985834 / NSE: INB230781431PMS Regn No. INP000002387

NIFTY FUTURES HIGHLIGHTS

Nifty November 2013 futures closed at 6298.80 on Tuesday at a premium of 45.65 points over spot closing of 6253.15, while Nifty December 2013 futures ended at 6345.20 at a premium of 92.05 points over spot closing. Nifty November futures saw contraction of 0.73 million (mn) units taking the total outstanding open interest (OI) to 22.47 mn units. The near month November 2013 derivatives contract will expire on November 28, 2013. From the most active contracts, DLF November 2013 futures last traded at a premium of 1.20 points at 161.95 compared with spot closing of 160.75. The number of contracts traded was 16,940. Tata Steel November 2013 futures were at a premium of 2.65 points at 341.65 compared with spot closing of 339.00. The number of contracts traded was 13,012. Tata Motors November 2013 futures were at a premium of 2.50 points at 397.85 compared with spot closing of 395.35. The number of contracts traded was 16,778. Yes Bank November 2013 futures were at a premium of 3.50 points at 379.00 compared with spot closing of 375.50. The number of contracts traded was 18,470.

For Private circulation Only For Our Clients Only

Daily Derivative Report 06 November 2013

OI

('000')

FEDERALBNK 86.4 2.92 5542.5 35.68

GODREJIND 303.8 2.17 499 19.95

BPCL 375.9 2.2 3680 14.21

IOC 217.8 2.01 2719 13.29

FRL 84.35 8.35 7140 11.88

Symbol Last price Chg (%) Increase (%)

Increase in Open Interest with Increase in price

1.31

0.97

Product 01.11.13 05.10.13 % Chg

Index Futures 317037 354835 11.92%

Stock Futures 730255 627881 -14.02%

Index Options 1676452 1901224 13.41%

Stock Options 247589 230587 -6.87%

Total F&O 2971603 3114527 4.81%

Index Spot Future Basis

NIFTY 6,253.15 6,296.55 43

BANK NIFTY 11,498.90 11,565.00 66

CNXIT 8,724.10 8,736.50 12

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options

Put Call Ratio-Bank Nifty Options

Volume

OI

('000')

GLENMARK 532.8 -2.92 505.5 28.46

POWERGRID 96 -2.39 18910 20.8

UBL 904.05 -3.59 149.5 14.34

TATACHEM 275.25 -0.45 1284 14.34

GSKCONS 4675 -0.09 10.88 12.99

Increase in Open Interest with Decrease in price

Symbol Last price Chg (%) Increase (%)

6253.15NIFTY FUTURE : -64.20 -1.02%


SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834NSE: INB 230781431, F&O: INF 230781431, DP: IN-DP-CDSL-73-2000, IN-DP-NSDL-140-2000MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293

Industry OI OI Change(%)

AUTO 36366000 -0.94

BANKS 156782750 2.53

CONSTRUCTION 295740000 3.47

FINANCE 50194250 -0.73

FMCG 25780750 10.16

IT 19125250 0.31

MEDIA & ENT 4001500 -0.41

METALS 76848000 2.51

OIL & GAS 45051750 1.98

PHARMACEUTICALS 45036000 3.24

POWER 89183000 5.73

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NIFTY OUTLOOK :- Nifty dropped 64.20 on the back of the profit booking after bumper Diwali run . For the upcoming session market seems bullish however 6317/6343 could be its crucial resistance levels. On the flip side 6210/6170 could be its near term supports levels.




For any information or suggestion, please send your query at [email protected]

Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 28-Nov-13 6200 9284800 3921000

NIFTY 28-Nov-13 6300 8855000 2524950

NIFTY 28-Nov-13 6100 6593900 3593550

NIFTY 28-Nov-13 6000 5214050 4075900

NIFTY 28-Nov-13 5900 3410050 3134800

NIFTY 28-Nov-13 5800 2200450 1954450

NIFTY 28-Nov-13 6400 1711650 596050

NIFTY 28-Nov-13 5700 1353200 2404800

NIFTY 28-Nov-13 5500 785950 2192350

MOST ACTIVE PUTS

Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 28-Nov-13 6400 12653400 3581350

NIFTY 28-Nov-13 6500 8805950 2894100

NIFTY 28-Nov-13 6300 8303400 3471800

NIFTY 28-Nov-13 6600 5423050 1441200

NIFTY 28-Nov-13 6700 3560850 1446500

NIFTY 28-Nov-13 6200 1403650 1753550

NIFTY 28-Nov-13 6800 1143650 848550

BANKNIFTY 28-Nov-13 12000 617150 298050

NIFTY 28-Nov-13 6350 369450 196650

MOST ACTIVE CALLS

Daily Derivative Report



UNDERLYING

ASSET NIFTY

CMP 6253.15

STRATEGY SELL NIFTY OCT. CALL 6350 @ 81.00

SELL NIFTY OCT. PUT 6150 @ 61.00

MAX LOSS UNLIMITED

MAX PROFIT 142

LOT SIZE 50

OPTION STRATEGY AS ON 06 NOVEMBER 2013

-150

-100

-50

0

50

100

150

200

5900 6000 6100 6150 6200 6300 6400 6500 6600

NET INFLOW





NAME DESIGNATION E-MAILVarun Gupta Head - Research [email protected]

Mohit Taneja Research Analyst [email protected]

DATE OF

STRATEGY

UNDERLYING

ASSETSTRATEGY IN/OUT FLOW MAX.PROFIT REMARK

28/9/2013 NIFTYSELL NIFTY OCTOBER 6150 [email protected]

SELL NIFTY OCTOBER 6150 [email protected] 25.00 BOOKED FULL PROFIT

25/9/2013 NIFTYBUY NIFTY OCTOBER 6200 PUT@57

BUY NIFTY OCTOBER 6200 CALL@83140 (28.00) EXIT POSITION

30/9/2013 NIFTY SELL NIFTY OCTOBER. FUTURE

SELL NIFTY OCT.5700 PUT@ 95.0095 55.85 BOOK PARTIAL PROFIT

10/8/2013 NIFTYSELL NIFTY AUGUST 5500 [email protected]

SELL NIFTY AUGUST 5900 CALL@ 84170.1 75.30 BOOK FULL PROFIT

STRATEGY TRACKER




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Daily Derivative Report








derivative 06 november 2013 by mansukh investment and trading solution

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