The document is a daily derivatives report that provides key information on the NIFTY futures market. Some of the key details included in the summary are:
- NIFTY futures closed at 6,141, down 19.45 points (0.32%) from the previous day's close.
- Total futures and options volume declined 21.02% compared to the previous day.
- The put call ratio for Nifty and Bank Nifty options was 1.45 and 1.08 respectively, indicating higher put open interest.
- Most active stock futures like DLF, ITC, Yes Bank and Tata Steel were trading at premiums between 0.25-2.90 points compared to their spot prices
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Derivative 28 October 2013 By Mansukh Investment and Trading Solution
1. 28 October 2013
Daily Derivative Report
NIFTY FUTURE : 6144.90
-19.45
0.32%
NIFTY FUTURES HIGHLIGHTS
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
1.45
Put Call Ratio-Bank Nifty Options
1.08
24.10.13
Volume
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%
6698208
5290036
-21.02%
Index
Spot
Future
Basis
NIFTY
6,144.90
6,141.00
(4)
10,896.50
10,893.15
(3)
8,812.55
8,816.00
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.
3
Product
Total F&O
BANK NIFTY
CNXIT
Increase in Open Interest with Decrease in price
Increase in Open Interest with Increase in price
Symbol
Last price
Chg (%)
Increase (%)
OI
Symbol
Last price
Chg (%)
('000')
('000')
COLPAL
Increase (%)
OI
1283.95
0.02
379.25
19.26
157.05
1.26
9894
0.92
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
GLENMARK
UPL
SYNDIBANK
549.75
-0.16
270
2.71
1.69
Industry
OI
OI Change(%)
AUTO
BANKS
CONSTRUCTION
FINANCE
FMCG
IT
MEDIA & ENT
METALS
OIL & GAS
PHARMACEUTICALS
POWER
44362500
175984500
332178000
52902000
27541000
24156500
4569000
86794000
49958250
43502250
89228000
-0.34
0.93
-0.96
3.05
6.07
-1.71
-3.82
5.85
2.13
-0.13
1.55
CP
350000000
300000000
250000000
200000000
150000000
100000000
50000000
CO
AU
TO
NS BA
TR NK
UC S
TIO
FIN N
AN
CE
FM
CG
M
ED
IA IT
&
EN
M T
ET
PH
AR OIL AL S
M
&
AC G
EU AS
TIC
A
PO LS
W
ER
0
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2. Daily Derivative Report
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.
MOST ACTIVE CALLS
Symbol
Expiry Date Strike Price
MOST ACTIVE PUTS
Contracts
Open
Traded
Interest
Symbol
Contracts
Open
Traded
Expiry Date Strike Price
Interest
NIFTY
31-Oct-13
6200
31991100
5493450
NIFTY
31-Oct-13
6100
31227850
5213150
NIFTY
31-Oct-13
6300
20763650
5960100
NIFTY
31-Oct-13
6000
16448200
6230150
NIFTY
31-Oct-13
6100
12868450
2705200
NIFTY
31-Oct-13
6200
16436050
2581850
NIFTY
31-Oct-13
6400
10923300
4060100
NIFTY
31-Oct-13
5900
6995950
4921900
NIFTY
31-Oct-13
6500
2949000
2610250
NIFTY
31-Oct-13
5800
3600250
4514850
NIFTY
31-Oct-13
6150
1326550
682000
NIFTY
31-Oct-13
6300
1967250
812550
NIFTY
31-Oct-13
6250
1261100
809650
NIFTY
31-Oct-13
6000
1180250
2094400
NIFTY
31-Oct-13
5700
1523050
4531800
BANKNIFTY
31-Oct-13
11000
843375
331400
NIFTY
31-Oct-13
6150
1444200
583250
N E T IN FL O W
OPTION STRATEGY AS ON 28 OCTOBER 2013
150
100
UNDERLYING
ASSET
NIFTY
50
CMP
6144.9
0
STRATEGY
MAX LOSS
MAX PROFIT
LOT SIZE
SELL NIFTY OCT. CALL 6150 @ 50.90
SELL NIFTY OCT. PUT 6150 @ 56.30
UNLIMITED
107.2
50
-5 0
5900
6000
6100
6150
6200
6300
6400
6500
6600
-1 0 0
-1 5 0
-2 0 0
-2 5 0
For any information or suggestion, please send your query at research@moneysukh.com
For Private circulation Only
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Finance Ltd
Mansukh Securities Marg, New Delhi-110002
Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Office: Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
For Our Clients Only
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NSE: INB 230781431, F&O: INF NSE: INB230781431
SEBI Regn No. BSE: INB010985834 /230781431, DP: IN-DP-CDSL-73-2000, INDP-NSDL-140-2000
PMS Regn No. INP000002387
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
3. Daily Derivative Report
STRATEGY TRACKER
DATE OF
UNDERLYING
STRATEGY
ASSET
25/9/2013
NIFTY
30/9/2013
NIFTY
10/8/2013
NIFTY
2/8/2013
NIFTY
STRATEGY
BUY NIFTY OCTOBER 6200 PUT@57
BUY NIFTY OCTOBER 6200 CALL@83
SELL NIFTY OCTOBER. FUTURE
SELL NIFTY OCT.5700 PUT@ 95.00
SELL NIFTY AUGUST 5500 PUT@76.10
SELL NIFTY AUGUST 5900 CALL@ 84
SELL NIFTY SEPT. FUTURE
SELL NIFTY SEPT. 5300 CALL@ 138.05
IN/OUT FLOW
NET PROFIT/ LOSS
REMARK
AS ON 25/10/2013
140
(28.00)
EXIT POSITION
95
55.85
BOOK PARTIAL PROFIT
170.1
75.30
BOOK FULL PROFIT
138.05
85.20
BOOK PARTIAL PROFIT
NAME
DESIGNATION
E-MAIL
Varun Gupta
Head - Research
varungupta@moneysukh.com
Mohit Taneja
Research Analyst
mohit.t@moneysukh.com
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For Private circulation Only
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar and Finance Ltd
Mansukh Securities Marg, New Delhi-110002
Phone: 011-30123450/1/3/5306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
Office: Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
For Our Clients Only
SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
NSE: INB 230781431, F&O: INF NSE: INB230781431
SEBI Regn No. BSE: INB010985834 /230781431, DP: IN-DP-CDSL-73-2000, INDP-NSDL-140-2000
PMS Regn No. INP000002387
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293