Derivative 24 July 2013 By Mansukh Investment and Trading Solution by MoneySukh

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									   Daily Derivative Report                                            24 July 2013
 NIFTY FUTURE : 6077.80                           +46.00       +0.76%


                      Nifty Sentiment Indicators                                  NIFTY FUTURE HIGHLITES

 Put Call Ratio-Nifty Options                                         1.75        Nifty July 2013 futures closed at 6085.85 on Tuesday at a premium of 8.05
 Put Call Ratio-Bank Nifty Options                                    0.71        points over spot closing of 6,077.80, while Nifty August 2013 futures ended at
                                                                                  6121.55 at a premium of 43.75 points over spot closing. Nifty July futures saw
                                             Volume                               contraction of 2.24 million (mn) units taking the total outstanding open
                                                                                  interest (OI) to 11.86 mn units. The near month July 2013 derivatives contract
 Product                       22.07.13        23.07.13           % Chg           will expire on July 25, 2013.
 Index Futures                   343392           498403           45.14%         From the most active contracts, DLF July 2013 futures last traded at a
 Stock Futures                                                     20.20%         premium of 0.20 points at 175.05 compared with spot closing of 174.85. The
                                 863032          1037326
                                                                                  number of contracts traded was 17,202.
 Index Options                  3321526          3959957           19.22%         HUL July 2013 futures were flat compared with spot closing of 720.00. The
 Stock Options                   351571           362484            3.10%         number of contracts traded was 16,790.
                                                                                  Reliance Capital July 2013 futures last traded at a discount of 0.15 points at
 Total F&O                      4879521          5858170           20.06%
                                                                                  394.70 compared with spot closing of 394.85. The number of contracts traded
                                                                                  was 17,672.
 Index                            Spot           Future             Basis         ICICI Bank July 2013 futures were at a discount of 0.05 points at 990.75
 NIFTY                                                                  8         compared with spot closing of 990.80. The number of contracts traded was
                                6,077.80         6,085.85
                                                                                  17,985.
 BANK NIFTY                    11,239.70        11,234.75               (5)
 CNXIT                          7,604.00         7,617.00              13


            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
                                                                                   COLPAL                 1489.55              -0.68            95.25            2.14
                                                                                   AMBUJACEM               195.85              -0.68            7304             1.95




                                                                                   SECTO R                                        O .I.              % Change
 350000000                                            CP
 300000000
                                                                                   A U TO                                         57216250                      3.75
 250000000                                                                         BA N KS                                       168393875                      1.21
 200000000                                                                         CO N STRU CTIO N                              326228000                      1.82
 150000000                                                                         FIN A N CE                                     59422000                      1.85
 100000000                                                                         FM CG                                          23060750                      3.32
   50000000                                                                        H O TELS                                        7924000                       1.9
           0
                                                                                   IT                                             22738500                      9.93
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                                                                                   O IL & GA S                                    51118750                      1.45
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                                                                                   PO W ER                                        85855000                      0.61
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



NIFTY OUTLOOK :-

The nifty gained 46 points on the back of the positive Asian
market cues. For the upcoming session market seems sideways,
however 6000-5930 is its near term supports levels. On the flip
side 6140-80 could be its crucial 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      6100      2280242.98         5548050             NIFTY          25-Jul-13             6100         1964914.87            4039000
NIFTY                 25-Jul-13      6000       829919.05         4236050             NIFTY          25-Jul-13             6000         1600245.32            8863650
NIFTY                 25-Jul-13      6200       700428.35         6098000             NIFTY          25-Jul-13             5900          1104774.5            8839850
NIFTY                 25-Jul-13      5900       96723.42          2345800
                                                                                      NIFTY          25-Jul-13             5800          357987.61            7584800
NIFTY                 25-Jul-13      6300       84043.57          1719300
                                                                                      NIFTY          25-Jul-13             6200          229347.29            446150
BANKNIFTY             25-Jul-13      11300      97630.06           170125
                                                                                      NIFTY          25-Jul-13             5700          131189.98            4041450
BANKNIFTY             25-Jul-13      11500      89228.49           317500
                                                                                      NIFTY          25-Jul-13             5600             61359.95          5942450
BANKNIFTY             25-Jul-13      11400      70424.28           201100
                                                                                  BANKNIFTY          25-Jul-13             11000            95041.52          235725
NIFTY                 25-Jul-13      5800       35659.64          1778800

                                                                                                                    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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