Derivative 28 October 2013 By Mansukh Investment and Trading Solution

CP

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

NIFTY FUTURES HIGHLIGHTS

Nifty October 2013 futures closed at 6141.00 on Friday at a premium of 3.90 points over spot closing of 6144.90, while Nifty November 2013 futures ended at 6203.35 at a premium of 58.45 points over spot closing. Nifty October futures saw contraction of 1.11 million (mn) units taking the total outstanding open interest (OI) to 16.12 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 discount of 0.25 points at 151.35 compared with spot closing of 151.60. The number of contracts traded was 15,049. ITC October 2013 futures were at a premium of 2.90 points at 340.10 compared with spot closing of 337.20. The number of contracts traded was 14,884. Yes Bank October 2013 futures last traded at a premium of 1.05 points at 355.85 compared with spot closing of 354.80. The number of contracts traded was 17,358. Tata Steel October 2013 futures were at a premium of 1.15 points at 323.00 compared with spot closing of 321.85. The number of contracts traded was 14,730.

For Private circulation Only For Our Clients Only

Daily Derivative Report 28 October 2013

OI

('000')

COLPAL 1283.95 0.02 379.25 19.26

UPL 157.05 1.26 9894 0.92

Symbol Last price Chg (%) Increase (%)

Increase in Open Interest with Increase in price

1.45

1.08

Product 24.10.13 25.10.13 % Chg

Index Futures 601859 440819 -26.76%

Stock Futures 704887 690795 -2.00%

Index Options 5052611 3850747 -23.79%

Stock Options 338851 307675 -9.20%

Total F&O 6698208 5290036 -21.02%

Index Spot Future Basis

NIFTY 6,144.90 6,141.00 (4)

BANK NIFTY 10,896.50 10,893.15 (3)

CNXIT 8,812.55 8,816.00 3

Nifty Sentiment Indicators

Put Call Ratio-Nifty Options

Put Call Ratio-Bank Nifty Options

Volume

OI

('000')

SYNDIBANK 73.45 -3.99 4838 6.52

ALBK 81.55 -3.32 3796 3.32

INDUSINDBK 424.65 -0.47 5784 3.28

LUPIN 893.05 -1.82 2612.5 2.71

GLENMARK 549.75 -0.16 270 1.69

Increase in Open Interest with Decrease in price

Symbol Last price Chg (%) Increase (%)

6144.90NIFTY FUTURE : -19.45 0.32%


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 44362500 -0.34

BANKS 175984500 0.93

CONSTRUCTION 332178000 -0.96

FINANCE 52902000 3.05

FMCG 27541000 6.07

IT 24156500 -1.71

MEDIA & ENT 4569000 -3.82

METALS 86794000 5.85

OIL & GAS 49958250 2.13

PHARMACEUTICALS 43502250 -0.13

POWER 89228000 1.55

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CONSTRUCTIO

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FINANCE

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MEDIA

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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.




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Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 31-Oct-13 6100 31227850 5213150

NIFTY 31-Oct-13 6000 16448200 6230150

NIFTY 31-Oct-13 6200 16436050 2581850

NIFTY 31-Oct-13 5900 6995950 4921900

NIFTY 31-Oct-13 5800 3600250 4514850

NIFTY 31-Oct-13 6300 1967250 812550

NIFTY 31-Oct-13 5700 1523050 4531800

NIFTY 31-Oct-13 6150 1444200 583250

MOST ACTIVE PUTS

Symbol Expiry Date Strike PriceContracts

Traded

Open

Interest

NIFTY 31-Oct-13 6200 31991100 5493450

NIFTY 31-Oct-13 6300 20763650 5960100

NIFTY 31-Oct-13 6100 12868450 2705200

NIFTY 31-Oct-13 6400 10923300 4060100

NIFTY 31-Oct-13 6500 2949000 2610250

NIFTY 31-Oct-13 6150 1326550 682000

NIFTY 31-Oct-13 6250 1261100 809650

NIFTY 31-Oct-13 6000 1180250 2094400

BANKNIFTY 31-Oct-13 11000 843375 331400

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

-250

-200

-150

-100

-50

0

50

100

150

5900 6000 6100 6150 6200 6300 6400 6500 6600

NET INFLOW





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 25/10/2013REMARK

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

2/8/2013 NIFTY SELL NIFTY SEPT. FUTURE

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

STRATEGY TRACKER




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Daily Derivative Report








Derivative 28 October 2013 By Mansukh Investment and Trading Solution

Economy & Finance

Transcript of Derivative 28 October 2013 By Mansukh Investment and Trading Solution