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15 TH,DECEMBER 2010
F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty December futures saw an addition of 8.63% or 2.15 million (mn)
Put Call Ratio-Index Options 1.07 units, taking the total outstanding open interest (OI) to 27.11 mn units.
Put Call Ratio-Stock Options 0.34 The India VIX shed 4.91% to 21.46 on Tuesday compared to its previous
close of 22.57 on Monday. For Nifty calls, 6000 strike price (SP) from the
Volume
December series was the most active call with an addition of 0.56 mn or
Product 13.12.10 14.12.10 % Chg 7.06%. Among Nifty puts, 5900 SP from the December month expiry was
Index Futures 697261 462912 -33.61% the most active put with an addition of 1.31 mn or 33.13%. The maximum
Stock Futures 617646 561153 -9.15% Call OI outstanding was at 6000 SP (8.49 mn) and that for Puts at 5900 SP
Index Options 2851377 1927878 -32.39% (5.28 mn). The Nifty Put Call Ratio (PCR) OI wise stood at 1.27 for
Stock Options 125532 125107 -0.34% December-month contracts. The top five scrips with highest PCR on OI
Total F&O 4291816 3077050 -28.30% were Dr Reddy 2, ACC 1.43, Titan 1.11, Siemens 1 and Bombay Dyeing 1.
Among most active underlyings Reliance witnessed a contraction of
0.14% in the December month futures contract, followed by SBI which
saw a contraction of 0.03% of OI in the near month contract. Tata Steel
Index Spot Future Basis
witnessed an addition of 3.74% in the near-month futures. Tata Motors
NIFTY 5944 5959 15 saw an addition of 7.82% in the OI while ICICI bank witnessed an
BANK NIFTY 11561 11574 14 addition of 3.67% in the near month futures contract.
CNXIT 6935.5 6964.65 29

Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Open Increase Open Increase
Symbol Last price Chg (%)
Interest (%) Interest (%)
PETRONET 129.35 4.36% 4,212,000 28.81%
SRTRANSFIN 778.00 7.38% 172,500 -18.25%
HINDZINC 1,217.05 3.63% 167,250 20.98%
RECLTD 330.4 5.29% 3,746,000 -6.04%
EXIDEIND 166.1 -1.75% 1,520,000 20.63%
ALBK 224.5 3.67% 1,864,000 -5.52%
AXISBANK 1,312.00 -1.29% 2,659,500 18.83%
MAX 147.75 -1.01% 1,400,000 16.67%
TV-18 68.7 3.54% 5,264,000 -5.05%
BHARTIARTL 336 0.61% 9,906,000 -4.22%
Nifty Option Open Interest Distribution
Nifty Dec 5600 call added 5.6 lakh shares in OI, up 7.06% and 6100 call 10,000,000
added 4.91 lakh shares in OI, up 8.74%. On the put side nifty Dec 5900 8,000,000
open interes t

put added 13.16 lakh shares in OI, up 33.13% and 5800 put added 8.32 call
6,000,000
lakh in OI, up 11.57%. The put-call ratio of stock option remains same put
4,000,000
as 0.34 while put-call ratio of index optionCMP
increased from 1.02 to 1.07.
On the whole the put call ratio was at 1.00. 2,000,000
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Pashupatinathjha@moneysukh.com strike price

NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 5796-6040 level in short term as the OI is added. The trading strategy would be to create long positions if
the nifty takes support around 5930 levels for the target of 5960 and 5990. On the other hand, one can also create short positions if the nifty resists
around 6000 levels.

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

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MOST ACTIVE CALLS MOST ACTIVE PUTS
Symbol Expiry Date Strike Price Contracts Traded Open Interest Symbol Expiry Date Strike PriceContracts TradedOpen Interest
NIFTY 30-Dec-10 6000 315179 8496700 NIFTY 30-Dec-10 5900 281657 5288050
NIFTY 30-Dec-10 5900 188583 4075300 NIFTY 30-Dec-10 5800 222361 8028800
NIFTY 30-Dec-10 6100 161711 6115850 NIFTY 30-Dec-10 5700 160823 8187400
NIFTY 30-Dec-10 6200 96628 5352700 NIFTY 30-Dec-10 5600 88156 8403050
NIFTY 30-Dec-10 6300 42058 4330650 NIFTY 30-Dec-10 6000 67461 4270450
NIFTY 30-Dec-10 5800 42739 3248050 NIFTY 30-Dec-10 5500 52858 4568300
NIFTY 30-Dec-10 6400 10994 2649400 NIFTY 30-Dec-10 5400 29989 3346450
NIFTY 30-Dec-10 5700 10110 1441400 NIFTY 27-Jan-11 5700 11062 1332650
NIFTY 27-Jan-11 6000 9715 1238700 NIFTY 27-Jan-11 5900 8413 846450
NIFTY 30-Dec-10 6500 7193 2093150 NIFTY 27-Jan-11 5800 8483 1527050

STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS AS
STRATEGY UNDERLYING ASSET STRATEGY ON 13/12/10 REMARK

BUY NIFTY NOV 6000CA@50.25 BOOK PARTIAL PROFIT

29/11/2010 NIFTY 25 POINTS
BUY NIFTY NOC 5500 PA@55 AS ON 02/12/2010
BUY REL IND NOV 940 PA@9.30
BOOK FULL PROFIT AS
30/11/2010 REL IND BUY TWO REL IND NOV 18 POINTS
ON 15/12/2010
1050CA@13.40
BUY NIFTY DEC 6200 CA@34.30 BOOK PARTIAL PROFIT
6/12/2010 NIFTY 56 POINTS
BUY NIFTY DEC 5800 PA@37.50 AS ON 10/12/2010

BUY NIFTY DEC 6000 CA@51 BOOK PARTIAL PROFIT

13/12/2010 NIFTY 14 POINTS
BUY NIFTY DEC 5700 PA@47.20 AS ON 14/12/2010

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 make more, for sure.

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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