Derivative Report For 14 Jan - Mansukh Investment and Trading Solutions

Daily Derivative Report 14th Jan 2011
NIFTY FUT: 5761.25 -113.00

F & O HIGHLIGHTS
Nifty Sentiment Indicators The 50-share S&P CNX Nifty finally settled at 5,751.90 after losing 111.35
Put Call Ratio-Index Options 1.04 points or 1.90%. The India VIX declined 8.12% to 23.15 on Thursday compared
to its previous close of 21.41 on Wednesday. Nifty January futures saw an
Put Call Ratio-Stock Options 0.4
addition of 12.87% or 2.59 million (mn) units, taking the total outstanding open
interest (OI) to 22.70 mn units.
Volume
Product 12.01.11 13.01.11 % Chg For Nifty calls, 5900 strike price (SP) from the January series was the most
active call with an contraction of 2.07 mn or 46.83%. Among Nifty puts, 5700
Index Futures 980737 774603 -21.02% SP from the January month expiry was the most active put with an addition of
Stock Futures 736700 663546 -9.93% 0.83 mn or 11.99%. The maximum Call OI outstanding was at 5900 SP (6.50
mn) and that for Puts at 5700 SP (7.76 mn). The Nifty Put Call Ratio (PCR) OI
Index Options 4618435 3657247 -20.81% wise stood at 0.76 for January-month contract.
Stock Options 181692 161334 -11.20%
The top five scrips with highest PCR on OI were HCL Tech 1.37, Tata Power
Total F&O 6517564 5256730 -19.35%
1.31, Hero Honda 1.05, PNB 0.92 and Dr Reddy 0.68. Among most active
underlyings Infosys witnessed an addition of 12.42% in the January month
Index Spot Future Basis futures contract, followed by SBI which saw an addition of 10.34% of OI in the
near month contract. Tata Motors witnessed an addition of 9.79% in the near-
NIFTY 5752 5761 9 month futures, while Tata Steel saw an addition of 5.83% and Reliance
BANK NIFTY 10717 10765 48 Industries witnessed an addition of 9.30% in the near month futures contract.
CNXIT 7063.95 7094.95 31
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Open Increase (%) Open Increase
Symbol Last price Chg(%)
Interest Interest (%)
SAIL 170.2 -2.99% 9,110,000 25.52% EXIDEIND 156.95 1.78% 1,512,000 -17.11%
GAIL 499.5 -2.00% 1,745,000 21.94% SYNDIBANK 105.05 -1.08% 5,998,000 -7.95%
ITC 173.9 0.09% 12,642,000 21.44% HEXAWARE 119.25 -2.01% 7,056,000 -7.50%
HCLTECH 462 -3.38% 1,627,000 21.42% NMDC 268.4 0.41% 728,000 -6.79%
GESHIP 334.6 2.51% 667,000 20.83% LITL 57.9 2.12% 10,148,000 -6.21%
CMP
Nifty Option Open Interest Distribution
12,000,000 Nifty Jan 5800 call added 19.76 lakh shares in OI, up 49.65% and 5900 call
open interest
10,000,000
8,000,000
added 20.74 lakh shares in OI, up 46.83%. On the put side nifty Jan 5700 put
call
6,000,000 added 8.30 lakh shares in OI, up 11.99% and 5600 put added 5.81 lakh in OI,
4,000,000 put up 7.83%. The put-call ratio of stock option increased from 0.38 to 0.40 while
2,000,000
0 put-call ratio of index option decreased from 1.10 to 1.04. On the whole the
put call ratio was at 1.00.
20
40
60
80
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40
60
80
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5 .00
5 .00
5 .00
5 .00
6 .00
6 .00
6 .00
6 .00
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0.
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5
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 5710 levels for the target of 5790 and 5860. On the other hand, one can also create short positions if the nifty resists around 5920
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 5900 492669 6503850 NIFTY 27-Jan-11 5700 514127 7759900
NIFTY 24-Feb-11 6000 21182 1272600 NIFTY 24-Feb-11 5600 20089 1859800
NIFTY 24-Feb-11 5900 13061 690800 NIFTY 24-Feb-11 5800 18665 1713800
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:
Office: 306, 011-30117710
Daily Derivative Report
STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING IN/OUT
STRATEGY LOSS AS ON REMARK
STRATEGY ASSET FLOW
13/01/11
BUY TATA MOT JAN 1250CA@23.30

13/1/2011 TATA MOTORS (36.85) POINTS 0 POINT HOLD
BUY TATA MOT JAN 1150PA@13.55
BUY TWO JAN 5900CA@51 MAY BOOK PARTIAL

11/1/2011 NIFTY (189)POINTS 17 POINTS
BUY NIFTY JAN 5700PA@87 PROFIT AS ON 13.1.11
BUY NIFTY 5900 CA@102 MAY BOOK PARTIAL

7/1/2011 NIFTY (208.20) POINTS 40POINTS
BUY NIFTY 5900PA@106.20 PROFIT AS ON 11.1.11
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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INB230781431
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Daily Derivative Report 14th Jan 2011

NIFTY FUT: 5761.25 -113.00

CNXIT 7063.95 7094.95 31

Open Interest gainer Open Intrest Loser

strike price Analyst

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

BUY TATA MOT JAN 1250CA@23.30

BUY TWO JAN 5900CA@51 MAY BOOK PARTIAL

BUY NIFTY 5900 CA@102 MAY BOOK PARTIAL

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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