Derivative Report For 28 Jan - Mansukh Investment and Trading Solutions

Daily Derivative Report 28th Jan 2011
NIFTY FEB FUT: 5630.00 -67.15

F & O HIGHLIGHTS
Nifty Sentiment Indicators The 50-share S&P CNX Nifty finally settled at 5604.30 after losing 83.10 points
Put Call Ratio-Index Options 0.96 or 1.46%. The India VIX increased 6.30% to 22.09 on Thursday compared to its
previous close of 20.78 on Tuesday. Nifty February futures saw an addition of
Put Call Ratio-Stock Options 0.47
58.47% or 7.35 million (mn) units, taking the total outstanding open interest
(OI) to 19.93 mn units.
Volume
For Nifty calls, 5700 strike price (SP) from the February series was the most active
Product 25.01.11 27.01.11 % Chg call with addition of 0.68 mn or 26.97%.Among Nifty puts, 5600 SP from the
Index Futures 1006092 999006 -0.70% February month expiry was the most active put with a contraction of 1.20 mn or
Stock Futures 1476331 1572563 6.52% 31.90%. The maximum Call OI outstanding was at 5700 SP (3.19mn) and that for
Puts at 5700 SP (4.97mn). The Nifty Put Call Ratio (PCR) OI wise stood at 1.22 for
Index Options 4624710 4849111 4.85%
February-month contracts.
Stock Options 165763 149420 -9.86%
The top five scrips with highest PCR on OI were Sun Pharmaceuticals 6, Dr Reddy
Total F&O 7272896 7570100 4.09% 4.54, Titan 3, Exide Industries 2 and HCL Technology 1.76. Among most active
underlyings Reliance witnessed an addition of 52.41% in the February month
Index Spot Future Basis futures contract, followed by SBI which saw an addition of 45.89% of OI in the
near month contract. Tata Motors witnessed an addition of 39% in the near-
NIFTY 5604 5630 26
month futures while ICICI Bank witnessed an addition of 33.11% and Tata Steel
BANK NIFTY 10676 10732 56 saw an addition of 16.56% in the near month futures contract.
CNXIT 7146.55 7173.95 27
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%) Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
HINDZINC 1,319.00 -3.97% 251,250 320.50% GTLINFRA 42 1.33% 45,288,000 0.80%

PATNI 465.5 -0.30% 1,405,500 212.33% JPPOWER 47.75 -4.31% 7,748,000 9.25%
HAVELLS 352.95 -4.67% 138,500 177.00% NTPC 193.95 0.44% 14,120,000 9.75%
CUMMINSIND 738.95 -0.05% 183,000 175.19% RUCHISOYA 105.85 -10.14% 17,176,000 9.92%
KTKBANK 139.5 -5.33% 3,104,000 151.54% VIDEOIND 206.85 -2.06% 8,447,000 10.59%
CMP
6,000,000
Nifty Option Open Interest Distribution
Nifty Feb 5700 call added 6.78 lakh shares in OI, up 26.97% and 5800 call
5,000,000
open interest
added 9.08 lakh shares in OI, up 30.16%. On the put side nifty Feb 5600 put
4,000,000
call added 12.03 lakh shares in OI, up 31.90% and 5500 put added 17.43 lakh in OI,
3,000,000
put up 53.16%. The put-call ratio of stock option increased from 0.42 to 0.47 while
2,000,000
put-call ratio of index option decreased from 1.00 to 0.96. On the whole the
1,000,000
put call ratio was at 0.94.
0
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20
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Analyst
5
6
strike price 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
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INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
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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 5405-5754 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5560 levels for the target of 5610 and 5660. On the other hand, one can also create short positions if the nifty resists around 5725
levels.
MOST ACTIVE CALLS MOST ACTIVE PUTS

Contracts Open Contracts Open
Symbol Expiry Date Strike Price Symbol Expiry Date Strike Price
Traded Interest Traded Interest
NIFTY 27-Jan-11 5700 978684 9754100 NIFTY 27-Jan-11 5600 769611 8860700
NIFTY 27-Jan-11 5600 454094 1987800 NIFTY 27-Jan-11 5700 672940 3593700
NIFTY 27-Jan-11 5800 275714 7218200 NIFTY 24-Feb-11 5600 151507 4976200
NIFTY 24-Feb-11 5700 148839 3195100 NIFTY 24-Feb-11 5500 132557 5022650
NIFTY 24-Feb-11 5900 93638 2962350 NIFTY 27-Jan-11 5800 87816 1620500
NIFTY 24-Feb-11 6000 67318 3166700 NIFTY 27-Jan-11 5500 91089 5510800
For any information or suggestion, please send your query at research@moneysukh.com
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INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
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Daily Derivative Report
STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING
STRATEGY IN/OUT FLOW LOSS AS ON REMARK
STRATEGY ASSET
24/01/11
SELL NIFTY JAN 5900CA@6 MAY BOOK FULL PROFIT

20/1/2011 NIFTY 16.60 POINTS 12.15 POINTS
SELL TWO NIFTY JAN 5400PA@5.30 AS ON 25.1.11
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
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
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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
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Daily Derivative Report 28th Jan 2011

NIFTY FEB FUT: 5630.00 -67.15

Open Interest gainer Open Intrest Loser

HINDZINC 1,319.00 -3.97% 251,250 320.50% GTLINFRA 42 1.33% 45,288,000 0.80%

strike price Pashupati Nath Jha

MOST ACTIVE CALLS MOST ACTIVE PUTS

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

For Private circulation Only For Our Clients Only

SELL NIFTY JAN 5900CA@6 MAY BOOK FULL PROFIT

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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