Derivative 30.12.14

3 February 2015
Daily Derivative Report
NIFTY
: 8,797 -11.50
-0.14%
NIFTY FUTURES HIGHLIGHTS
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
0.87
Put Call Ratio-Bank Nifty Options
0.7
Volume
Product
02.02.15
30.01.15
% Chg
Index Futures
16282
22145
-26.48%
Stock Futures
31244
38397
-18.63%
Index Options
97568
122083
-20.08%
Stock Options
349217
14250
2350.65%
Total F&O
494311
196875
151.08%
Index
Spot
Future
Basis
NIFTY
8797
8859
62
BANK NIFTY
19865
20088
223
CNXIT
11944
12030
86
Increase in Open Interest with Increase in price
Symbol
Last price
Chg (%)
OI
Nifty February 2015 futures closed at 8859.65 on Monday at a premium of 62.25 points
over spot closing of 8797.40, while Nifty March 2015 futures ended at 8918.65 at a
premium of 121.25 points over spot closing. Nifty February futures saw contraction of
0.53 million (mn) units, taking the total outstanding open interest (OI) to 24.96 million
(mn) units. The near month derivatives contract will expire on February 26, 2015.
From the most active contracts, State Bank of India February 2015 futures traded at a
premium of 1.60 points at 310.15 compared with spot closing of 308.55. The number of
contracts traded were 29,088.
ICICI Bank February 2015 futures traded at a premium of 2.35 points at 354.85 compared
with spot closing of 352.50. The number of contracts traded were 34,462
.
HDFC Bank February 2015 futures traded at a premium of 11.30 points at 1093.50
compared with spot closing of 1082.20. The number of contracts traded were 33,751.
Reliance Industries February 2015 futures traded at a premium of 7.70 points at 916.20
compared with spot closing of 908.50. The number of contracts traded were 20,075.
Axis Bank February 2015 futures traded at a premium of 1.35 points at 622.10 compared
with spot closing of 620.75. The number of contracts traded were 43,360.
Increase in Open Interest with Decrease in price
Symbol
Last price
Chg (%)
Increase (%)
('000')
('000')
PFC
308.05
4.76% 6288
13.67% BOSCHLTD
25265
5.84% 555
13.03% TECHM
2916.25
0.86% 17335
12.99% CESC
737.75
0.42% 2209
12.99% PETRONET
181.6
0.25% 2867
12.56% 80000000
70000000
60000000
50000000
40000000
30000000
20000000
10000000
0
CP
Increase (%)
OI
YESBANK
840.45
-3.03% 16489
30.84% COALINDIA
357.75
-0.83% 26419
25.15% ICICIBANK
355.75
-2.05% 54542
23.64% TVSMOTOR
286.5
-7.36% 5401
21.43% ASIANPAINT
815.5
-5.65% 15244
19.90% Industry
OI
OI Change(%)
AUTO
123247250
3.67
BANKS
729755500
11.18
CONSTRUCTION
536641000
3.62
FINANCE
90612750
3.37
FMCG
34635125
2.72
IT
17990000
9.77
MEDIA & ENT
21384000
3.31
139426500
2.68
OIL & GAS
97521250
1.16
PHARMACEUTICALS
61836500
2.55
272980000
6.01
METALS
POWER
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Daily Derivative Report
NIFTY OUTLOOK: The fifty stock index -- Nifty -- continued its
southward journey for second consecutive day on Monday and finished the
volatile session of trade with a cut of over eleven points. Sentiments took a hit
after the HSBC India Manufacturing Purchasing Managers' Index (PMI) fell to
52.9 in January 2015 from December's two-year record high of 54.5, but the data
indicated that the Indian manufacturing sector continued to grow solidly
during the month. Besides, investors also remained worried over a huge
shortfall in tax deducted at source (TDS) collections, the Central Board of Direct
Taxes (CBDT) has asked the income tax department (I-T) to initiate special
measures to achieve the collection target for this financial year. However,
investors got some support from report that overseas investors pumped in a
staggering Rs 33,688 crore in capital markets last month, making it the highest
investment in six months owing to easing inflation and rate cut by Reserve Bank
of India (RBI). Meanwhile, some traders remained on the sidelines and
refrained from any buying activity ahead of RBI’s bimonthly monetary policy
review on Tuesday.
MOST ACTIVE PUTS
MOST ACTIVE CALLS
Symbol
Expiry Date Strike Price
Contracts
Open
Traded
Interest
Open
Traded
Interest
8700 7146500.00 2197500
NIFTY
26-Feb-2015
8600 6991500.00 2461700
NIFTY
26-Feb-2015
8800 5570650.00 2135000
NIFTY
26-Feb-2015
8500 5193525.00 2393250
UNITECH
26-Feb-2015
17.5 3123000.00 4122000
IFCI
26-Feb-2015
37.5 3072000.00 1504000
3672000
IFCI
26-Feb-2015
37.5 3072000.00 1504000
3672000
IFCI
26-Feb-2015
37.5 3072000.00 1504000
IFCI
26-Feb-2015
37.5 3072000.00 1504000
20 18801000.00 11988000
UNITECH
26-Feb-2015
22.5 17190000.00 9387000
IFCI
26-Feb-2015
40 15992000.00 3672000
IFCI
26-Feb-2015
40 15992000.00 3672000
IFCI
26-Feb-2015
40 15992000.00 3672000
IFCI
26-Feb-2015
40 15992000.00 3672000
IFCI
26-Feb-2015
40 15992000.00 IFCI
26-Feb-2015
40 15992000.00 45 14952000.00 Contracts
26-Feb-2015
26-Feb-2015
26-Feb-2015
Expiry Date Strike Price
NIFTY
UNITECH
IFCI
Symbol
3448000
OPTION STRATEGY AS ON 2 JAN 2014
N E T PA Y O F F
3 0 0
2 0 0
UNDERLYING ASSET
CMP
STRATEGY
SL
NIFTY
1 0 0
8284
SELL NIFTY DEC PUT 8400 @ 96.30
-1 0 0
SELLNIFTY DEC CALL 8600 @147
-2 0 0
AS PER RISK APPETITE
TARGET
-
LOT SIZE
25
0
1
2
3
4
5
6
7
8
9
1 0
1 1
-3 0 0
-4 0 0
N E T
P A Y O F F
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Office: 306, Pratap Bhavan,
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Mansukh
Securities
Ltd
Phone: 011-30123450/1/3/5
Fax:Pratap
011-30117710
Email:
[email protected]
Office: 306,
Bhavan, 5,
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Shah Zafar Marg, New Delhi-110002
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PMS Regn No. INP000002387
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293
Daily Derivative Report
DATE OF
UNDERLYING
STRATEGY
ASSET
7/10/2014
NIFTY
7/10/2014
REL CAP
31/3/2014
NIFTY
14/3/2014
NIFTY
20/2/2014
NIFTY
STRATEGY
SELL NIFTY FUT OCT 7980
BUY 1 NIFTY OCT PUT 7900 @122
BUY RELIANCE CAP. OCT FUT 443
BUY RELIANCE CAP OCT PUT [email protected]
SELL NIFTY APRIL 6600 [email protected]
SELL NIFTY APRIL 6800 [email protected]
SELL NIFTY MARCH 6500 [email protected]
SELL NIFTY MARCH 6500 [email protected]
BUY NIFTY FUTURE ABOVE 6075
SELL NIFTY FEB 6200 [email protected]
IN/OUT FLOW
MAX.PROFIT
REMARK
122
188.00
17.7
1.15
145
85
BOOKED FULL PROFIT
140
40.00
BOOKED PARTIAL PROFIT
30
27.00
BOOKED PARTIAL PROFIT
BOOKED PARTIAL
PROFIT/STRATEGY CLOSED
BOOKED PARTIAL
PROFIT/STRATEGY CLOSED
NAME
DESIGNATION
E-MAIL
Varun Gupta
Head - Research
[email protected]
Prabhash Shukla
Research Trainee
[email protected]
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Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan,
5, Bahadur
Shah Zafar and
Marg, Finance
New Delhi-110002
Mansukh
Securities
Ltd
Phone: 011-30123450/1/3/5
Fax:Pratap
011-30117710
Email:
[email protected]
Office: 306,
Bhavan, 5,
Bahadur
Shah Zafar Marg, New Delhi-110002
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: [email protected]
Website: www.moneysukh.com
For Our Clients Only
SEBI Reg.No: BSE: INB 010985834, F&O: INF 010985834
NSE:No.
INB BSE:
230781431,
F&O: INF /230781431,
DP: IN-DP-CDSL-73-2000, INSEBI Regn
INB010985834
NSE: INB230781431
DP-NSDL-140-2000
PMS Regn No. INP000002387
MCX/TCM/CORP/0740 NCDEX/TCM/CORP/0293