DERIVATIVE REPORT

MAY 28th 2010

Nifty Sentiment Indicators Nifty june future added 81.98 lakh shares in OI, up 40.94%. NIFTY Future is
Put Call Ratio-Index Options 0.93 trading at discount of 18 points, up 1.65% at 4985. Annual volatility was at
Put Call Ratio-Stock Options 0.4 27.16.
Nifty July future added 0.88 lakh shares in OI, up 22.49%. NIFTY Future is
Volume trading at discount of 19 points, up 1.65% at 4984.
Product 26.05.10 27.05.10 % Chg BANKNIFTY june future added 2.65 lakh shares in OI, up 37%. BANKNIFT
Stock Futures 1055283 1341370 27.11% future is trading at discount of 83 points, up 2.63% at 9175. Annual volatility is
Index Futures 1046038 1172842 12.12% at 32.29.
Index Options 3024691 3390621 12.10% Tata steel, reliance, sesagoa, and tatamotors were the most active stocks on
Stock Options 96649 115861 19.88% yesterday's trade.
Total F&O 5222661 6020694 15.28% Reliance june fut traded at a premium of 5.85 points witnessing 44.70% surge
in OI. The stock was up 1.85% at 1030.40. Annual volatility is 39.53 and total
deliverable percentage as on 26th may was 46.04%.
Tata steel june fut traded at a premium of 0.45 points recording 34.63%
Index Spot Future Basis addition in OI. The stock was up 3.43% at 496.95. Annual volatility is 53.49
BANKNIFTY 9258.45 9175 (83) and total deliverable quantity is 32.61%.
CNXIT 5713.6 5700 (14) Tata motors june fut traded at a discount of 0.95 point recorded 46.94%
NIFTY 5003 4985 (18) increase in OI. The stock was up 5.29% at 749. Annual volatility is 64.32 and
total deliverable quantity is 46.94%.

Increase in Open Interest and Increase in Price Increase in Open Interest and Decrease in Price
%Price %Price
Stocks Price Change Opn. Int (OI) %OI Change Stocks Price Change Opn. Int (OI) %OI Change
COLPAL 731.00 3.40 184250 148.15 GRASIM 2396.55 -2.39 467280.00 25.77
ANDHRABANK 126.20 2.64 1853800 134.30 ACC 850.00 -1.44 2642152.00 20.45
TITAN 2204.00 2.96 184164 102.72 CANBK 407.00 -1.96 1042400.00 19.54
FEDERALBNK 330.55 4.52 1168423 93.38 TATAPOWER 1231.20 -1.55 1945800.00 14.76
TULIP 866.25 5.03 93250 85.57 AXISBANK 1194.40 -1.82 3940200.00 12.73

Nifty Option Open Interest Distribution

On the call side nifty june 5000 call added 7.53 lakh shares in OI, up
31.11% while nifty May 5100 call added 13.33 lakh shares in OI, up
6,000,000
42.70% meanwhile 5200 call witnessed 42.33% surge in OI. On the
5,000,000
O p e n In te r e st

4,000,000 CMP put side nifty April 4900 put added 10.68 lakh shares in OI, up
CALL 36.57% While 4800 put added 10.83 lakh shares in OI, up 26.42%. The
3,000,000
2,000,000 PUT put-call ratio of stock option decreased from 0.41 to 0.40 while put-
1,000,000 call ratio of index option decreased from 1.10 to 0.93. On the whole
0 the put call ratio was at 0.90. During the last trading session market
regained 5000 mark, supported by fresh buying on selective stocks.
 

 
00

00

00

00

00

00

00

00

00
0.

0.

0.

0.

0.

0.

0.

0.

0.

June 5100 and 5200 call witnessed 42.70% and 42.33% addition in OI
00

20

40

60

80

00

20

40

60
 4

 4

 4

 4

 4

 5

 5

 5

 5

indicating that market may test these level in the near term how ever
Strike Price
development in the euro zone is crucial to direct the future market
movement. On the lower side market has support around 4800.

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
NIFTY BULLISH CALL SPREAD NIFTY BEARISH PUT SPREAD
ACTION STRIKE PRICE PREMIUM MAX PROFIT MAX LOSS ACTION STRIKE PRICE PREMIUM MAX PROFIT MAX LOSS

BUY 5100 -85 BUY 4900 -113

61 -39 72 -28
SELL 5200 46 SELL 4800 85

BUY 5200 -46 BUY 4800 -85

78 -22 80 -20
SELL 5300 24 SELL 4700 65

BUY 5100 -85 BUY 4900 -113

139 -61 152 -48
SELL 5300 24 SELL 4700 65

STOCK STRATEGY AS ON 28th MAY 2010 PAYOFF MATRIX

UNDERLYING ASSET NIFTY
150
BUY NIFTY JUNE 5100 CE @ 85
STRATEGY

P ROFIT/L OS S
100
SELL NIFTY JUNE 5300 CE @ 24
50
MAX LOSS 61 0

MAX PROFIT 139 -504900 4960 5020 5080 5140 5200 5260 5320

-100
BEP 5161
PRICE
LOT SIZE 50

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
Ajay Lakra Research Analyst ajaylakra@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