DERIVATIVE REPORT

9TH SEPTEMBER 2010

Nifty Sentiment Indicators Nifty Sep future added 0.83 lakh shares in OI, up 0.22%. NIFTY Future is trading
Put Call Ratio-Index Options 1.16 at a discount of 11 points, up 0.10% at 5597. Annual volatility was at 14.68.
Put Call Ratio-Stock Options 0.27 Nifty Oct future added 1.11 lakh shares in OI, up 4.63%. NIFTY Future is trading
at a premium of 9 point, up 0.03% at 5599.
Volume
BANKNIFTY Sep future shed 0.15 lakh shares in OI, down 0.64%. BANKNIFT
Product 07.09.10 08.09.10 % Chg future is trading at a discount of 19 points, up 0.15% at 11171. Annual volatility is
Index Futures 430124 520535 21.02% at 20.20.
Stock Futures 656457 653689 -0.42% Tata steel, sbin, icici bank, idbi and reliance were the most active stocks on
Index Options 2242681 1968859 -12.21% yesterday's trade.
Stock Options 150136 138656 -7.65% Tata steel Sep fut traded at a discount of 3 points witnessing 5.01% up in OI. The
Total F&O 3479398 3281739 -5.68% stock was up 0.91% at 579.50. Annual volatility is 42.32 and total deliverable
percentage was 34.63%.
Reliance Sep fut traded at a premium of 4 points recording 1.33% increase in OI.
The stock was down 0.17% at 916.90. Annual volatility is 25.86 and total
Index Spot Future Basis deliverable quantity was 64.91%.
NIFTY 5607.85 5597 (11) Sbin Sep fut traded at a discount of 20 points, 9.09% up in OI. The stock was up
BANKNIFTY 11190.05 11171 (19) 2.05% at 2881.85. Annual volatility is 32.44 and total deliverable quantity was
39.80%.
CNXIT 6287.7 6278 (10)

Increase In OpenInterest Decrease In OpenInterest

Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price
DABUR 729 1431 96.43% 107.4 -49.95% LUPIN 2516 2357 -6.32% 377.05 1.95%
BAJAJ-AUTO 4335 8462 95.22% 1487.85 -50.24% RELMEDIA 2808 2681 -4.52% 212.4 1.46%
GVKPIL 2679 3746 39.83% 50.4 2.86% BEML 677 651 -3.84% 1185.5 -0.50%
SUNPHARMA 6464 8469 31.02% 1752 1.82% ISPATIND 7944 7697 -3.11% 20.55 1.23%
BGRENERGY 908 1177 29.63% 845 -0.87% SINTEX 925 897 -3.03% 373.55 -1.11%

Nifty Option Open Interest Distribution

15,000,000
open inter es t

Nifty Sep 5600 call added 5.17 lakh shares in OI, up 5.21% and 10,000,000 call
CMP
5700 call shed 0.95 lakh shares in OI, down 0.80%. On the put side
5,000,000 put
nifty Sep 5500 put shed 1.71 lakh shares in OI, down 1.79% and
5400 put added 1.50 lakh in OI, up 1.22%. The put-call ratio of 0
stock option increased from 0.26 to 0.27 while put-call ratio of
 

 
00

00

00

00

00

00

00

00

index option decreased from 1.25 to 1.16. On the whole the put
0.

0.

0.

0.

0.

0.

0.

0.

call ratio was at 1.06.

50

70

90

10

30

50

70

90
 4

 4

 4

 5

 5

 5

 5

 5

strike price

For any information or suggestion, please send your query at research@moneysukh.com

For Private circulation Only For Our Clients Only

Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Mansukh
Office: Securities
306, Pratap and Finance
Bhavan, 5, Bahadur Ltd New Delhi-110002
Shah Zafar Marg, SEBI Regn No. BSE: INB010985834
PMS Regn No. INB230781431
/ NSE: INP000002387
Phone:
Office:011-30123450/1/3/5
306, Pratap Bhavan, Fax: 011-30117710
5, Bahadur Email:
Shah Zafar research@moneysukh.com
Marg, New Delhi-110002 PMS Regn No. INP000002387
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
DERIVATIVE REPORT
MOST ACTIVE CALLS MOST ACTIVE PUTS
Symbol Expiry Date Strike Price Contracts Traded Open Interest Symbol Expiry Date Strike Price Contracts Traded Open Interest
NIFTY 30-Sep-10 5600 326707 10450800 NIFTY 30-Sep-10 5500 279461 9442350
NIFTY 30-Sep-10 5600 224179 7230900
NIFTY 30-Sep-10 5700 207715 11799300
NIFTY 30-Sep-10 5400 148414 12487350
NIFTY 30-Sep-10 5500 141883 6658800
NIFTY 30-Sep-10 5300 121045 9730950
NIFTY 30-Sep-10 5800 89299 4810950
NIFTY 30-Sep-10 5200 41337 9307200
NIFTY 30-Sep-10 5400 22481 3846100
NIFTY 30-Sep-10 5700 36036 1346100
NIFTY 30-Sep-10 5900 21642 1315550
NIFTY 30-Sep-10 5000 35404 5536200
NIFTY 28-Oct-10 5800 17368 2920600
NIFTY 30-Sep-10 5100 30272 7285050
NIFTY 28-Oct-10 5700 15907 3048450 NIFTY 28-Oct-10 5200 18021 3051600
NIFTY 28-Oct-10 5900 14534 1464800 NIFTY 30-Sep-10 4900 16371 4806150
NIFTY 28-Oct-10 5600 13275 2018600

INTRA DAY STRATEGY INTRA DAY STRATEGY

BUY :SBI SEP FUT AT 2870 BUY : INFOSYS TECH SEP FUT AT 2860

VIEW : BULLISH
VIEW : BULLISH

STRATEGY: BUY FUTURE

STRATEGY: BUY FUTURE

TARGET: 2910
TARGET: 2930

SL: 2830
SL: 2830
MARKET LOT : 125
MARKET LOT :125

STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS AS
STRATEGY UNDERLYING ASSET STRATEGY ON 8/09/10 REMARK

26/8/2010 NIFTY BUY NIFTY SEP 5400 PA @ 93.70 20 POINTS BOOK PROFIT
SELL NIFTY TWO SEP 5200 PA @ 50

2/9/2010 TATA STEEL BUY TATASTL SEP 560 CA @ 11.40 21 POINTS BOOK PROFIT
SELL TATASTL TWO SEP 500 PA @ 5.05

For any information or suggestion, please send your query at research@moneysukh.com

For Private circulation Only For Our Clients Only

Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
 Research Desk Phone: 011-30211872/73 Email: research@moneysukh.com
NAME DESIGNATION E-MAIL
Varun Gupta Head - Research varungupta@moneysukh.com
Pashupati Nath Jha Research Analyst pashupatinathjha@moneysukh.com
Vikram Singh Research Analyst vikram_research@moneysukh.com

This report is for the personal information of the authorized recipient and does not construe to be any investment, legal or taxation advice to you.
Mansukh Securities and Finance Ltd (hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distribution
and has been furnished to you solely for your information and should not be reproduced or redistributed to any person in any form.
The report is based upon information that we consider reliable, but we do not represent that it is accurate or complete. MSFL or any of its affiliates
or employees shall not be in any way responsible for any loss or damage that may arise to any person from any inadvertent error in the information
contained in this report. MSFL or any of its affiliates or employees do not provide, at any time, any express or implied warranty of any kind,
regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitness for a particular
purpose, and non-infringement. The recipients of this report should rely on their own investigations.
MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This
information is subject to change without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may
be required from time to time. Nevertheless, MSFL is committed to providing independent and transparent recommendations to its clients, and
would be happy to provide information in response to specific client queries.

Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com