DAILY DERIVATIVE REPORT 12.06.13

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					   Daily Derivative Report                                                  12 June 2013
 NIFTY FUTURE : 5788.80                                   -89.20        -1.52%


                      Nifty Sentiment Indicators                                   NIFTY FUTURES HIGHLIGHTS

Put Call Ratio-Nifty Options                                               0.97    Nifty June 2013 futures closed at 5797.00 on Tuesday at a premium of 8.20
Put Call Ratio-Bank Nifty Options                                          1.02    points over spot closing of 5788.80, while Nifty July 2013 futures ended at
                                                                                   5819.10, at a premium of 30.30 points over spot closing. Nifty June futures
                                            Volume                                 saw an addition of 1.39 million (mn) units taking the total outstanding open
                                                                                   interest (OI) to 13.56 mn units. The near month June 2013 derivatives contract
Product                        10.06.13       11.06.13                  % Chg      will expire on June 27, 2013.
Index Futures                    317139               476818            50.35%     From the most active contracts, Reliance Communications June 2013 futures
Stock Futures                    410129               586680            43.05%     were trading at a premium of 0.05 points at 103.80 compared with spot closing
                                                                                   of 103.75. The number of contracts traded was 24,002.
Index Options                   2985579              4311507            44.41%     Tata Motors June 2013 futures were at a premium of 1.65 points at 294.75
Stock Options                    224740               289021            28.60%     compared with spot closing of 293.10. The number of contracts traded was
Total F&O                                                               43.85%     13,852.
                                3937587              5664026
                                                                                   DLF June 2013 futures were at a discount of 0.20 points at 187.50 compared
                                                                                   with spot closing of 187.70. The number of contracts traded was 13,996.
Index                              Spot              Future              Basis     Reliance Industries June 2013 futures were trading at a premium of 3.50
NIFTY                           5,788.80             5,797.00                 8    points at 789.50 compared with spot closing of 786.00. The number of
                                                                                   contracts traded was 14,147.
BANK NIFTY                     11,820.50          11,814.90                  (6)
CNXIT                           6,550.95             6,556.00                 5


            Increase in Open Interest with Increase in price                                   Increase in Open Interest with Decrease in price

Symbol                Last price       Chg (%)           Open       Increase (%)   Symbol            Last price        Chg (%)             Open         Increase (%)
                                                      Interest                                                                            Interest
BAJAJ-AUTO               1791.15            0.7             1,340         11.58    ICICIBANK              1082.05              -3.82           8172.5            26.3
IDEA                      130.75           0.69             6,498            7.8   RCOM                      103.3             -7.06           42352           21.83
DABUR                     152.00            0.3             2,612           3.73   JINDALSTEL                227.3           -15.19            11437           19.11
VOLTAS                         81.95       2.57             4,478            2.1   AXISBANK                  1325              -2.68            4915           19.06
CIPLA                     382.00           1.85             9,322           2.02   TATAMTRDVR              157.75              -3.01            8408           15.65

                                                          CP                       SECTO R                                        O .I.              % Change
                                                                                   A U TO                                           37132750                    3.57
       350000000
       300000000                                                                   BA N KS                                         152842750                    1.31
       250000000                                                                   CO N STRU CTIO N                                295886000                    0.12
       200000000
       150000000                                                                   FIN A N CE                                       47978500                    1.51
       100000000                                                                   FM CG                                            27272000                    1.54
        50000000                                                                   H O TELS                                          9244000                    2.21
               0
                                                                                   IT                                               16219750                    2.71
                      NA N




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                                                                                   O IL & GA S                                      49672500                   -1.53
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                                                                                   PH A RM A                                        34830500                   -0.08
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                                                                                   PO W ER                                          86159500                    1.78
For Private circulation Only                                                                                                                    For Our Clients Only

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 Daily Derivative Report



NIFTY OUTLOOK :

The Nifty dropped 89.20 points or 1.52% to 5788.20. On the
National Stock Exchange (NSE), Bank Nifty down by266.55
points or 2.21% to 11820.05, CNX IT down by 53.75 points to
6550.95, while CNX mid-cap down by 142.95 points or 1.86% to
7758.35 and CNX Nifty Junior down by 227.30 points or 1.88% to
11890.00




                           MOST ACTIVE CALLS                                                                    MOST ACTIVE PUTS
                                               Contracts         Open                                                                    Contracts            Open
   Symbol        Expiry Date Strike Price                                            Symbol        Expiry Date Strike Price
                                                 Traded        Interest                                                                  Traded              Interest
NIFTY                27-Jun-13       5900      26451950           5181850             NIFTY         27-Jun-13             5800           26552950            5740100
NIFTY                27-Jun-13       6000      26320550           6882900             NIFTY         27-Jun-13             5700           19795150            6465650
NIFTY                27-Jun-13       6100      16276800           6924600             NIFTY         27-Jun-13             5600           14246100            4525500
NIFTY                27-Jun-13       5800      12119850           3228850
                                                                                      NIFTY         27-Jun-13             5900           12222250            5062150
NIFTY                27-Jun-13       6200       7872650           6388950
                                                                                      NIFTY         27-Jun-13             5500           10872700            5573000
NIFTY                27-Jun-13       6300       4815350           4380050
                                                                                      NIFTY         27-Jun-13             6000           3575350             2794450
NIFTY                27-Jun-13       5700       1545050           1031400
                                                                                      NIFTY         27-Jun-13             5400           3085400             2012000
NIFTY                27-Jun-13       6400       1341750           2049650
                                                                                      NIFTY         27-Jun-13             5300           1150300             1084000
BANKNIFTY            27-Jun-13      12500        508000            187875


                               OPTION STRATEGY AS ON 7th JUNE 2013                  250
         UNDERLYING
                                                                                    200
         ASSET                                 NIFTY
                                                                                    150
         CMP                                   5985.95
                                  SELL NIFTY JUNE 6000 CA @ 63.90
                                                                                    100
         STRATEGY                                                                                                                                            NET INFLOW
                                  SELL NIFTY JUNE 6000 PA @ 131.10                   50
                                                                                                                                                             NET INFLOW
                                                                                      0
         MAX LOSS                           UNLIMITED
                                                                                    -50      1     2        3        4       5       6        7
         MAX PROFIT                             195                                -100
         LOT SIZE                                50
                                                                                   -150


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 Daily Derivative Report



 DATE OF               UNDERLYING                                                                                                NET PROFIT/ LOSS
                                                                   STRATEGY                               IN/OUT FLOW                                                REMARK
STRATEGY                    ASSET                                                                                                AS ON 07/06/2013


                                                         SELL NIFTY JUNE 5700PUT@ 23.50
31/05/2013                 NIFTY                                                                                80.45                    22.15                 BOOK FULL PROFIT
                                                    SELL NIFTY JUNE 6100CALL@ 56.95


                                                  SELL RELCAPITAL MAY 370 PUT@ 16.55                                                                      BOOK PARTIAL PROFIT AS
15/05/2013             RELCAPITAL                                                                                28.1                    2.75
                                                 SELL RELCAPITAL MAY 370 CALL@ 11.55                                                                              ON 20..05.2013


                                                   SELL HINDALCO OCT 130 PUT@ 7.20
8/9/2012                HINDALCO                                                                                  2.2                    0.35                          HOLD
                                                BUY TWO HINDALCO OCT 120 PUT@ 2.50


                                             BUY BHEXAWARE OCT FUT@ 121                           BUY                                                     BOOK PARTIAL PROFIT AS
1/10/2012               HEXAWARE                                                                                 -4.75                   2.65
                                                      BHEXAWARE OCT 120 PUT@ 4.75                                                                                 ON 04.10.2012


                                                 SELL BANK NIFTY SEP 11400 CALL@ 150
24/9/2012              BANK NIFTY                                                                                 14                     (4.00)                       CLOSED
                                               BUY TWO BANK NIFTY SEP 11600 CALL@ 68



                    NAME                                            DESIGNATION                                                                   E-MAIL
               Varun Gupta                                           Head - Research                                           varungupta@moneysukh.com
               Mohit Taneja                                         Research Analyst                                              mohit.t@moneysukh.com
               Vikram Singh                                         Research Analyst                                       vikram_research@moneysukh.com




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For Private circulation Only                                                                                                                                       For Our Clients Only

Mansukh Securities and Finance Ltd                                                                                      SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
                    Mansukh Securities Marg, New Delhi-110002
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Finance Ltd                                                 NSE: INB 230781431, F&O: INF NSE: INB230781431
                                                                                                           SEBI Regn No. BSE: INB010985834 /230781431, DP: IN-DP-CDSL-73-2000, IN-
                                                                                                                        DP-NSDL-140-2000
                 Office: Fax: 011-30117710 Email: research@moneysukh.com
Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002                                                PMS Regn No. INP000002387
                                                                                                                        MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
Website: www.moneysukh.com
                 Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
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