Derivative Report For 11 Jan - Mansukh Investment and Trading Solutions

Daily Derivative Report 11th Jan 2011
NIFTY FUT: 5757 -157.15
F & O HIGHLIGHTS
Nifty Sentiment Indicators The 50-share S&P CNX Nifty finally settled at 5,762.85 after losing 141.75 points or
Put Call Ratio-Index Options 1.06 2.40%. The India VIX surged 11.24% to 23.16 on Monday compared to its previous
Put Call Ratio-Stock Options 0.36 close of 20.82 on Friday. Nifty January futures saw an addition of 13.47% or 2.75
million (mn) units, taking the total outstanding open interest (OI) to 23.19 mn units.
For Nifty calls, 5900 strike price (SP) from the January series was the most active call
Volume
with an addition of 2.46 mn or 87.45%.
Product 07.01.11 10.01.11 % Chg
Index Futures 771107 851247 10.39% Among Nifty puts, 5800 SP from the January month expiry was the most active put
with an contraction of 1.42 mn or 21.05%. The maximum Call OI outstanding was
Stock Futures 663202 614730 -7.31% at 5900 SP (5.27 mn) and that for Puts at 5800 SP (8.18 mn). The respective Support
Index Options 3730886 4268661 14.41% and Resistance levels are: Resistance 5,866.42, Pivot Point 5,803.68 Support 5,700.12.
Stock Options 167476 143481 -14.33% The Nifty Put Call Ratio (PCR) OI wise stood at 0.83 for January-month contracts.
Total F&O 5332671 5878119 10.23% The top five scrips with highest PCR on OI were Tata Power 1.38, HCL Tech 1.22,
Hero Honda 1.02, Infosys 0.80, PNB 0.78.
Index Spot Future Basis Among most active underlyings SBI witnessed a contraction of 0.12% in the
January month futures contract, followed by Tata Motors which saw an addition of
NIFTY 5763 5757 (6) 6.37% of OI in the near month contract. Tata Steel witnessed an addition of 0.42% in
BANK NIFTY 10701 10666 (34) the near-month futures, while ICICI Bank saw an addition of 7.42% while, Reliance
Industries witnessed a contraction of 0.24% in the near month futures contract.
CNXIT 7317.45 7297.75 (20)
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Open Increase (%) Open Increase
Symbol Last price Chg(%)
Interest Interest (%)
LT 1,780.00 -3.67% 4,045,750 21.28% BATAINDIA 374.50 -3.38% 405,000 -7.53%

TATAPOWER 1,368.00 -1.58% 976,750 21.07% BAJAJHLDNG 792.05 0.14% 133,000 -7.48%
SRTRANSFIN 715 0.44% 320,500 20.72% BOMDYEING 452 -5.84% 586,500 -6.46%
SINTEX 166.7 -6.72% 2,966,000 17.14% MAX 141.4 -0.84% 1,216,000 -5.88%
SUNTV 508.65 -4.09% 193,000 15.57% FEDERALBNK 380 1.28% 1,528,000 -5.74%
CMP
12,000,000 Nifty Option Open Interest Distribution
o p e n in te r e s t
10,000,000 Nifty Jan 5800 call added 29.49 lakh shares in OI, up 285.66% and 5900 call
8,000,000 call added 24.58 lakh shares in OI, up 87.45%. On the put side nifty Jan 5700 put
6,000,000 added 14.90 lakh shares in OI, up 28.25% and 5600 put added 14.41 lakh in OI,
4,000,000 put
2,000,000 up 35.06%. The put-call ratio of stock option remains same at 0.36 while put-
0 call ratio of index option increased from 0.98 to 1.06. On the whole the put call
ratio was at 1.03.

.0 0
.0 0
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.0 0
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.0 0
.0 0
.0 0
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.0 0
00
00
00
00
00
00
00
00
00
00
00
5 0
5 2
5 4
5 6
5 8
6 0
6 2
6 4
6 6
6 8
7 0
strike price
Analyst
Pashupati Nath Jha
Pashupatinathjha@moneysukh.com
For Private circulation Only For Our Clients Only
Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, PratapMansukh Securities
Bhavan, 5, Bahadur and Marg,
Shah Zafar Finance Ltd
New Delhi-110002 SEBI Regn No. BSE: INB010985834PMS
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INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
Office: 306, 011-30117710
Pratap Bhavan, 5,Email: research@moneysukh.com
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
Daily Derivative Report
NIFTY STRATEGY :
The nifty future is likely to trade in the range of 5600-5900 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5727 levels for the target of 5780 and 5830. On the other hand, one can also create short positions if the nifty breaks 5720 levels.
MO ST ACTIVE CALLS MOST ACTIVE PUTS

Contracts Open Contracts Open
Sym bol Expiry Date Strike Price Sym bol Expiry Date Strike Price
Traded Interest Traded Interest
NIFTY 27-Jan-11 5900 477645 5269350 NIFTY 27-Jan-11 5800 542984 8178300
NIFTY 27-Jan-11 6500 27974 2154350 NIFTY 24-Feb-11 5800 23754 1632150
NIFTY 24-Feb-11 6000 19623 649800 NIFTY 24-Feb-11 5700 23812 1326600
PAY OFF MATRIX

INDEX STRATEGY AS ON 11 TH JAN 2011
UNDERLYING 400
ASSET NIFTY
300
CMP 5757
200
BUY NIFTY TWO JAN 5900 CA @ 51
STRATEGY 100
BUY NIFTY JAN 5700 PA @ 87
0
MAX LOSS 189
-100 0 5 10 15 20
MAX PROFIT UNLIMITED -200

-300
LOT SIZE 50
For any information or suggestion, please send your query at research@moneysukh.com
/ NSE:Regn
INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
Office: 306, 011-30117710
Daily Derivative Report
STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING IN/OUT
STRATEGY LOSS AS ON REMARK
STRATEGY ASSET FLOW
10/01/11
BUY NIFTY JAN 6200CA@69 MAY BOOK FULL

31/1/2010 NIFTY (106.8) POINTS 105 POINTS
BUY NIFTY JAN 5900PA@37.80 AS ON 11.1.11
BUY NIFTY 5900 CA@102 MAY BOOK PARTIAL

7/1/2011 NIFTY (108.20) POINTS 40POINTS
BUY NIFTY 5900CA@106.20 AS ON 11.1.11
BUY REL IND TWO JAN 1100 CA@16.35 MAY BOOK PARTIAL
5/1/2011 REL IND (42.4) POINTS 6 POINT
BUY REL IND JAN 1040 PA@9.70 AS ON 7.1.11
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
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(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
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Derivative Report For 11 Jan - Mansukh Investment and Trading Solutions

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Daily Derivative Report 11th Jan 2011

NIFTY FUT: 5757 -157.15

Open Interest gainer Open Intrest Loser

LT 1,780.00 -3.67% 4,045,750 21.28% BATAINDIA 374.50 -3.38% 405,000 -7.53%

MO ST ACTIVE CALLS MOST ACTIVE PUTS

PAY OFF MATRIX

MAX PROFIT UNLIMITED -200

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

For Private circulation Only For Our Clients Only

BUY NIFTY JAN 6200CA@69 MAY BOOK FULL

BUY NIFTY 5900 CA@102 MAY BOOK PARTIAL

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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