Derivative 17 July 2013 By Mansukh Investment and Trading Solution

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Derivative 17 July 2013  By Mansukh Investment and Trading Solution Powered By Docstoc
					   Daily Derivative Report                                                17 July 2013
 NIFTY FUTURE : 5963.00                               -67.80          -1.12%


                      Nifty Sentiment Indicators                                  NIFTY FUTURES HIGHLIGHTS

 Put Call Ratio-Nifty Options                                             1.64    Nifty July 2013 futures closed at 5979.00 on Tuesday at a premium of 16
 Put Call Ratio-Bank Nifty Options                                        0.84    points over spot closing of 5,955.25, while Nifty August 2013 futures ended at
                                                                                  5994.05 at a premium of 38.80 points over spot closing. Nifty July futures saw
                                             Volume                               contraction of 1.41 million (mn) units taking the total outstanding open
                                                                                  interest (OI) to 16.57 mn units. The near month July 2013 derivatives contract
 Product                       15.07.13        16.07.13                % Chg      will expire on July 25, 2013.
 Index Futures                   283032              381623            34.83%     From the most active contracts, Tata Motors July 2013 futures last traded at a
 Stock Futures                                                         24.69%     discount of 0.60 points at 291.50 compared with spot closing of 292.10. The
                                 476031              593566
                                                                                  number of contracts traded was 13,103.
 Index Options                  3034508            3680966             21.30%     DLF July 2013 futures last traded at a premium of 0.30 points at 164.80
 Stock Options                   351462              364336             3.66%     compared with spot closing of 164.50. The number of contracts traded was
                                                                                  22,939.
 Total F&O                      4145033            5020491             21.12%
                                                                                  Yes Bank July 2013 futures last traded at a premium of 1.50 points at 452.90
                                                                                  compared with spot closing of 451.40. The number of contracts traded was
 Index                             Spot             Future              Basis     24,005.
 NIFTY                                                                     16     Reliance Capital July 2013 futures were at a premium of 0.10 points at 371.20
                                5,963.00            5,979.00
                                                                                  compared with spot closing of 371.10. The number of contracts traded was
 BANK NIFTY                    11,217.95           11,251.80               34     16,135
 CNXIT                          7,211.15            7,229.20               18


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

Symbol               Last price        Chg (%)                     Increase (%)    Symbol            Last price        Chg (%)             Open         Increase (%)
                                                       Open
                                                      Interest                                                                            Interest

EXIDEIND                        124         1.14           2974          57.35     ORIENTBANK              183.85              -8.94            2841           23.31
IDEA                           157.8        2.57           8210            9.85    YESBANK                   452.9             -9.51            8037           15.34
BIOCON                     307.35           4.17           1310            7.03    DRREDDY                2283.25              -2.95           670.88          14.26
AMBUJACEM                      200.1        2.12           6730            5.85    CANBK                     331.1             -8.74           2157.5          12.37
SIEMENS                        579.3        2.55           687.5            4.8    ASHOKLEY                  15.85             -9.43            18054          11.88


  350000000                                              CP                        SECTO R                                        O .I.              % Change
  300000000                                                                        A U TO                                         49811250                      2.03
  250000000                                                                        BA N KS                                       149626750                      1.77
  200000000                                                                        CO N STRU CTIO N                              300012000                      2.21
  150000000                                                                        FIN A N CE                                     55765500                     -3.35
  100000000                                                                        FM CG                                          18732250                      2.73
   50000000
                                                                                   H O TELS                                        7888000                         0
           0
                                                                                   IT                                             19150250                      1.69
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                                                                                   PO W ER                                        84408000                      0.49
For Private circulation Only                                                                                                                    For Our Clients Only

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                    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
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                 Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
                 Website: www.moneysukh.com
 Daily Derivative Report



NIFTY OUTLOOK :-

The nifty dropped 67.80 points on RBI's move to control
depreciation of rupee. For the next session momentum of the
market looks sideways however it may take some support
around 5860.On the flip side 6030-55 maye be the near term
resistance levels.




                           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                 25-Jul-13      6000       26560500          6494550             NIFTY          25-Jul-13             5900          30397700             6899700
NIFTY                 25-Jul-13      6100       19829700          5163850             NIFTY          25-Jul-13             5800          19956250             9192200
NIFTY                 25-Jul-13      5900       13370650          4479100             NIFTY          25-Jul-13             6000          14868850             4384250
NIFTY                 25-Jul-13      6200        5992500          3735800
                                                                                      NIFTY          25-Jul-13             5700          11125450             6892050
NIFTY                 25-Jul-13      6300        2386800          1650400
                                                                                      NIFTY          25-Jul-13             5600             6153950           6790350
NIFTY                 25-Jul-13      5800        1778900          2631250
                                                                                      NIFTY          25-Jul-13             5500             2682900           4446000
BANKNIFTY             25-Jul-13      11500       686275            180475
                                                                                      NIFTY          25-Jul-13             6100             1893800           1045650
NIFTY                 25-Jul-13      5600        628050            929000
                                                                                      NIFTY          25-Jul-13             5400             1766600           2554350
NIFTY                 25-Jul-13      6400        537850            617450

                                                                                                                    NET INFLOW
                               OPTION STRATEGY AS ON 08th JULY 2013                 100
         UNDERLYING
         ASSET                                 NIFTY                                 50
         CMP                                   5811.55
                                                                                      0
                                   SELL NIFTY JULY 6000 CA @ 30.90
         STRATEGY                                                                            1      2         3        4       5        6        7       8        9
                                   SELL NIFTY JULY 5600 PA @ 29.65                   -50
         MAX LOSS                            UNLIMITED
                                                                                   -100
         MAX PROFIT                             60.55
         LOT SIZE                                 50                               -150


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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
                 Website: www.moneysukh.com
 Daily Derivative Report



 DATE OF              UNDERLYING                                                                                               NET PROFIT/ LOSS
                                                                   STRATEGY                              IN/OUT FLOW                                                REMARK
STRATEGY                   ASSET                                                                                               AS ON 08/07/2013


                                                     SELL NIFTY JUNE 5600 PUT@43.95
4/7/2013                   NIFTY                                                                               90.25                   (1.20)                   EXIT POSITION
                                                  SELL 2 NIFTY JUNE 6000 CALL@ 23.15


                                                    SELL 2 NIFTY JUNE 5500 PUT@ 36.20
1/7/2013                   NIFTY                                                                               111.2                   10.95               BOOK PARTIAL PROFIT
                                                    SELL NIFTY JUNE 6000 CALL@ 37.50


                                                        SELL NIFTY JUNE 5500PUT@ 16.55
24/06/13                   NIFTY                                                                               128.7                   16.65               BOOK PARTIAL PROFIT
                                                    SELL NIFTY JUNE 5500CALL@ 112.15


                                                        SELL 2 NIFTY JUNE 5500PUT@ 15.65
21/06/13                   NIFTY                                                                               42.55                   19.45               BOOK PARTIAL PROFIT
                                                    SELL NIFTY JUNE 5800CALL@ 11.25


                                                         BUY NIFTY JUNE 5800PUT@ 59.00
19/06/13                   NIFTY                                                                               134.7                   52.80                 BOOK FULL PROFIT
                                                    BUY NIFTY JUNE 5800CALL@ 79.70



                    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
                 Website: www.moneysukh.com

				
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