derivative 25 october 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 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.

For Private circulation Only For Our Clients Only

Daily Derivative Report 24 October 2013

OI

('000')

FEDERALBNK 82.5 4.63 6162.5 46.64

UBL 965.8 8.87 73.5 34.86

PETRONET 130.3 2.16 2108 19.1

DABUR 177.45 0.4 3556 8.35

ULTRACEMCO 1945.45 0.67 953 3.88

Increase in Open Interest with Increase in price

Symbol Last price Chg (%) Increase (%)

1.47

1.07

Product 23.10.13 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%

Total F&O 6266603 6698208 6.89%

Index Spot Future Basis

NIFTY 6,164.35 6,177.00 13

BANK NIFTY 10,902.45 10,910.40 8

CNXIT 8,681.65 8,702.00 20

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options

Put Call Ratio-Bank Nifty Options

Volume

OI

('000')

ADANIPORTS 155.35 -2.78 5404 15.27

COALINDIA 280.4 -3.41 4866 9.64

HCLTECH 1057.9 -4.33 3151 8.58

DIVISLAB 995 -2.78 543.25 6.36

GLENMARK 550.65 -1.65 265.5 6.2

Increase in Open Interest with Decrease in price

Symbol Last price Chg (%) Increase (%)

6164.35NIFTY FUTURE : -14.00 0.23%


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 44515500 -1.94

BANKS 188086625 0.51

CONSTRUCTION 335402000 0.28

FINANCE 51336000 -0.47

FMCG 25965000 1.91

IT 24575750 2.55

MEDIA & ENT 4750500 -2.92

METALS 81997000 3.37

OIL & GAS 48918250 -0.45

PHARMACEUTICALS 43558000 -1.78

POWER 87870000 2.03

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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.




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

Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 31-Oct-13 6200 32505150 3353350

NIFTY 31-Oct-13 6100 30810400 5448750

NIFTY 31-Oct-13 6000 18702900 5835250

NIFTY 31-Oct-13 5900 9486900 5093150

NIFTY 31-Oct-13 6300 6893350 1035250

NIFTY 31-Oct-13 5800 5412900 4587250

NIFTY 31-Oct-13 5700 3234350 4751850

NIFTY 31-Oct-13 6150 1359800 566100

MOST ACTIVE PUTS

Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 31-Oct-13 6300 34473050 6479750

NIFTY 31-Oct-13 6200 31719750 4928300

NIFTY 31-Oct-13 6400 20138250 4374300

NIFTY 31-Oct-13 6100 6786750 3057150

NIFTY 31-Oct-13 6500 6005250 2753850

NIFTY 31-Oct-13 6250 1751150 783600

NIFTY 31-Oct-13 6350 1200800 585450

NIFTY 31-Oct-13 6000 1147450 2118650

BANKNIFTY 31-Oct-13 11000 1131675 286125

MOST ACTIVE CALLS

Daily Derivative Report



UNDERLYING

ASSET NIFTY

CMP 6202.8

STRATEGY BUY NIFTY OCT. CA 6200 @ 83

Correction :-BUY NIFTY OCT. 6200 PA @ 57

MAX LOSS 140

MAX PROFIT UNLIMITED

LOT SIZE 50

OPTION STRATEGY AS ON 23 OCTOBER 2013

N E T IN FL O W

-2 0 0

-1 5 0

-1 0 0

-5 0

0

5 0

1 0 0

1 5 0

2 0 0

1 2 3 4 5 6 7 8

NET I NFLO W





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

Mohit Taneja Research Analyst [email protected]

DATE OF

STRATEGY

UNDERLYING

ASSETSTRATEGY IN/OUT FLOW

NET PROFIT/ LOSS

AS ON 07/10/2013REMARK

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

2/8/2013 NIFTY SELL NIFTY SEPT. FUTURE

SELL NIFTY SEPT. 5300 CALL@ 138.05138.05 85.20 BOOK PARTIAL PROFIT

21/8/12013 NIFTY BUY NIFTYAUGUST FUTURE

SELL NIFTY AUGUST 5300 CALL@ 85.0085 43.90 BOOK PARTIAL PROFIT

STRATEGY TRACKER




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Daily Derivative Report








derivative 25 october 2013 by mansukh investment and trading solution

Economy & Finance