derivative 30 october 2013 by mansukh investment and trading solution

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Mansukh Securities and Finance LtdOffice: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: [email protected]: www.moneysukh.com

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

NIFTY FUTURES HIGHLIGHTS

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.

For Private circulation Only For Our Clients Only

Daily Derivative Report 30 October 2013

OI

('000')

ARVIND 107.55 7.12 3500 16.36

BHARTIARTL 340.45 0.19 6659 7.06

Symbol Last price Chg (%) Increase (%)

Increase in Open Interest with Increase in price

1.66

1.27

Product 28.10.13 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%

Total F&O 5167148 10036534 94.24%

Index Spot Future Basis

NIFTY 6,220.90 6,231.10 10

BANK NIFTY 11,241.65 11,265.00 23

CNXIT 8,822.10 8,825.00 3

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options

Put Call Ratio-Bank Nifty Options

Volume

OI

('000')

Increase in Open Interest with Decrease in price

Symbol Last price Chg (%) Increase (%)

6220.90NIFTY FUTURE : +119.80 1.96%


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 49479250 8.35

BANKS 190412500 4.38

CONSTRUCTION 344112000 1.94

FINANCE 57370000 10.8

FMCG 33169000 6.42

IT 25333000 2.06

MEDIA & ENT 4042500 -1.69

METALS 91891500 1.41

OIL & GAS 52972750 3.5

PHARMACEUTICALS 46060000 3.3

POWER 91705000 0.62

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CONSTRUCTIO

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FINANCE

FMCG IT

MEDIA

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TICALS

POWER

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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.




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

Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 31-Oct-13 6100 48041500 6316800

NIFTY 31-Oct-13 6000 41002400 7341600

NIFTY 31-Oct-13 6200 29460650 4069500

NIFTY 31-Oct-13 5900 12581850 4656650

NIFTY 31-Oct-13 5800 6315700 4009000

NIFTY 31-Oct-13 6050 3743900 528900

NIFTY 31-Oct-13 6300 3594950 949800

NIFTY 31-Oct-13 6150 2922300 1154150

NIFTY 31-Oct-13 5700 2035450 4010600

MOST ACTIVE PUTS

Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 31-Oct-13 6200 56014200 3935100

NIFTY 31-Oct-13 6300 30409550 6871750

NIFTY 31-Oct-13 6100 27889750 2308250

NIFTY 31-Oct-13 6400 8545100 3536700

NIFTY 31-Oct-13 6250 4664750 1444400

NIFTY 31-Oct-13 6000 3575650 1748850

NIFTY 31-Oct-13 6150 3535750 667200

BANKNIFTY 31-Oct-13 11000 2003650 319950

NIFTY 31-Oct-13 6500 1847200 2455450

MOST ACTIVE CALLS

Daily Derivative Report



UNDERLYING

ASSET NIFTY

CMP 6144.9

STRATEGY SELL NIFTY OCT. CALL 6150 @ 50.90

SELL NIFTY OCT. PUT 6150 @ 56.30

MAX LOSS UNLIMITED

MAX PROFIT 107.2

LOT SIZE 50

OPTION STRATEGY AS ON 28 OCTOBER 2013

-2 5 0

-2 0 0

-1 5 0

-1 0 0

-5 0

0

5 0

1 0 0

1 5 0

5 9 0 0 6 0 0 0 6 1 0 0 6 1 5 0 6 2 0 0 6 3 0 0 6 4 0 0 6 5 0 0 6 6 0 0

N E T IN F L O 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 29/10/2013REMARK

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

SELL NIFTY OCTOBER 6150 [email protected] 5.80 BOOKED PARTIAL 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




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 (hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distribution and has been furnished to you solely for your information and should not be reproduced or redistributed to any person in any form.The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates or employees shall not be in any way responsible for any loss or damage that may arise to any person from any inadvertent error in the information contained in this report. MSFL or any of its affiliates or employees do not provide, at any time, any express or implied warranty of any kind, regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitness for a particular purpose, and non-infringement. The recipients of this report should rely on their own investigations. MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This information is subject to change without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may be required from time to time. Nevertheless, MSFL is committed to providing independent and transparent recommendations to its clients, and would be happy to provide information in response to specific client queries.

Daily Derivative Report








derivative 30 october 2013 by mansukh investment and trading solution

Economy & Finance