Derivative 30.12.14

29 January 2015
Daily Derivative Report
NIFTY
: 8,914.30 3.84
0.04%
NIFTY FUTURES HIGHLIGHTS
Nifty Sentiment Indicators
Put Call Ratio-Nifty Options
1.8
Put Call Ratio-Bank Nifty Options
1.87
Volume
Product
28.01.15
27.01.15
% Chg
Index Futures
1566533
1196077
30.97%
Stock Futures
2481339
2322895
6.82%
Index Options
17700712
11056815
60.09%
Stock Options
522642
516147
1.26%
22271226
15091934
47.57%
Total F&O
Index
Spot
Future
Basis
NIFTY
8914
8905
(9)
BANK NIFTY
20491
20451
(40)
CNXIT
11809
11795
(14)
Nifty January 2015 futures closed at 8904.65 on Wednesday at a discount of 9.65 points
over spot closing of 8914.30, while Nifty February 2015 futures ended at 8967.10 at a
premium of 52.80 points over spot closing. Nifty January futures saw contraction of 5.36
million (mn) units, taking the total outstanding open interest (OI) to 10.71 million (mn)
units. The near month derivatives contract will expire on January 29, 2015.
From the most active contracts, State Bank of India January 2015 futures traded at a
premium of 0.20 points at 333.60 compared with spot closing of 333.40. The number of
contracts traded were 40,984.
ICICI Bank January 2015 futures traded at a premium of 1.80 points at 384.20 compared
with spot closing of 382.40. The number of contracts traded were 36,219.
Tata Steel January 2015 futures traded at a premium of 1.20 points at 390.95 compared
with spot closing of 389.75. The number of contracts traded were 29,513.
Axis Bank January 2015 futures traded at a premium of 1.00 points at 590.80 compared
with spot closing of 589.80. The number of contracts traded were 41,808.
Tata Motors January 2015 futures traded at a discount of 0.15 points at 587.90 compared
with spot closing of 588.05. The number of contracts traded were 29,288.
Increase in Open Interest with Decrease in price
Increase in Open Interest with Increase in price
Symbol
Last price
Chg (%)
OI
Increase (%)
Symbol
Last price
Chg (%)
('000')
('000')
ASIANPAINT
909.2
2.23% 8080
19.81% HAVELLS
DLF
161.95
2.69% 6093
14.34% ZEEL
VOLTAS
272.5
4.61% 4763
11.42% APOLLOHOSP
1403.4
4.35% 1730
1427
0.18% 3351
JUBLFOOD
60000000
50000000
40000000
30000000
20000000
10000000
0
Increase (%)
OI
264.7
-4.25% 3823
10.17% 388
-0.77% 7338
8.01% MOTHERSUMI
464.7
-2.41% 5070
6.80% 11.04% MINDTREE
1289
-1.19% 1269
6.02% 8.48% SAIL
77.8
-1.02% 7513
6.01% CP
Industry
OI
OI Change(%)
AUTO
141540000
0.52
BANKS
564202250
4.76
CONSTRUCTION
537322000
-0.75
FINANCE
98200250
3.28
FMCG
40544000
-3.58
IT
19580125
4.72
MEDIA & ENT
25350000
5.85
METALS
160907500
1.3
OIL & GAS
107675000
2.86
63070250
3.53
304905000
3.28
PHARMACEUTICALS
POWER
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Daily Derivative Report
NIFTY OUTLOOK:
After witnessing rally for eight consecutive
sessions, fifty-stock index, Nifty, witnessed profit booking at higher levels and
ended the session on flat note with a positive bias ahead of the expiry of January
derivative contracts tomorrow. Sentiments got support as Finance Minister
Arun Jaitley exuded confidence that fiscal deficit targets for current year are
likely to be met and manufacturing sector is showing turnaround signs. The
Finance Minister also stated that our currency is one of those two global
currencies that withstood the might of the US dollar and most of the global
currencies are still under pressure. Some support also came in from reports that
foreign portfolio investors (FPIs) bought shares worth a net Rs 953.50 crore on
January 27, 2014. However, gains remained capped on absence of positive
trigger and prevailing caution ahead of U.S. Fed meeting outcome due later in
the day amidst hopes that U.S. Federal Reserve could take a dovish stance in its
post-meeting statement later in the day. Besides, incremental profit-booking
activities by participants after eight consecutive sessions of winning streak in
the backdrop of daunting global set-up mainly led to mixed session of trade.
MOST ACTIVE CALLS
Symbol
Expiry Date Strike Price
MOST ACTIVE PUTS
Contracts
Open
Traded
Interest
Symbol
Expiry Date Strike Price
Contracts
Open
Traded
Interest
NIFTY
29-Jan-2015
8900 56803900.00 2853825
NIFTY
29-Jan-2015
9000 59732350.00 5363675
NIFTY
29-Jan-2015
8800 42204875.00 4862250
NIFTY
29-Jan-2015
8900 49785925.00 3847425
ASHOKLEY
29-Jan-2015
65 18728000.00 3144000
ASHOKLEY
29-Jan-2015
67.5 40928000.00 4080000
NIFTY
29-Jan-2015
8850 16785200.00 1906625
ASHOKLEY
29-Jan-2015
70 25336000.00 6064000
NIFTY
29-Jan-2015
8700 16382000.00 4334975
NIFTY
29-Jan-2015
8950 18579500.00 3125375
NIFTY
29-Jan-2015
9000 14946375.00 490975
JPASSOCIAT
29-Jan-2015
27.5 16736000.00 11552000
NIFTY
29-Jan-2015
8750 8976975.00 1144125
ASHOKLEY
29-Jan-2015
65 12928000.00 6104000
NIFTY
29-Jan-2015
8950 7929400.00 479775
NIFTY
29-Jan-2015
9050 12440625.00 1827025
3907000
NIFTY
29-Jan-2015
9100 12271200.00 1729675
NIFTY
29-Jan-2015
8600 7190925.00 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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Mansukh
Securities
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Phone: 011-30123450/1/3/5
Fax:Pratap
011-30117710
Email:
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Office: 306,
Bhavan, 5,
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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
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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]
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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