Derivative Report For 04 Feb - Mansukh Investment and Trading Solutions

Daily Derivative Report 4th Feb 2011
NIFTY FEB FUT: 5538.65 +96.15

F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty February 2011 futures closed at 5,538.65, at a premium of 11.90 over spot closing of
Put Call Ratio-Index Options 0.95 5,526.75, while Nifty March 2011 futures were at 5,553.90, at a premium of 27.15 points over
spot closing. The near month February 2011 derivatives contracts expire on Thursday,
Put Call Ratio-Stock Options 0.35 February 24, 2011. Nifty February futures saw an addition of 4.51% or 0.99 million (mn)
units, taking the total outstanding open interest (OI) to 23.05 mn units. The India VIX
decreased 3.52 % to 22.69 on Thursday compared to its previous close of 23.52 on
Volume Wednesday.
Product 02.02.11 03.02.11 % Chg
From the most active underlying, SBI's February 2011 futures closed at a premium of 4.90
Index Futures 658213 606179 -7.91% points at 2,653.00 compared with spot closing of 2,648.10. The number of contracts traded
Stock Futures 602972 543125 -9.93% was 28,248.Tata Motor's February 2011 futures were at a discount of 2.95 points at 1,150.00
Index Options 2515327 2584744 2.76% compared with spot closing of 1,152.95.The number of contracts traded was
31,788.Hindalco February 2011 futures were at discount of 0.25 points at 246.60 compared
Stock Options 124151 133271 7.35% with spot closing of 246.85.
Total F&O 3900663 3867319 -0.85%
The top five scrips with highest PCR on OI were Hotel Leela 3.57, Dr Reddy 3.42, Sun
Pharmaceuticals 3, TCS 1.66 and Bharti Airtel 1.15.Among most active underlyings Tata
Index Spot Future Basis Motors witnessed an addition of 9.73% in the February month futures contract, followed by
NIFTY 5527 5539 12 Reliance which saw a contraction of 0.70% of OI in the near month contract. SBI witnessed a
contraction of 2.99% in the near-month futures while DLF witnessed an addition of 12.59%
BANK NIFTY 10671 10700 29
and ICICI Bank saw an addition of 4.07% in the near month futures contract.
CNXIT 6998.9 7025 26
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%) Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
NHPC 24.9 1.43% 76,160,000 0.21% BOSCHLTD 6075 2.10% 11,500 -3.16%
SUZLON 49.35 2.17% 75,892,000 1.96% CONCOR 1184.9 -2.07% 16,250 8.33%
IFCI 53.2 3.60% 72,052,000 1.22% OIL 1,287.75 -0.55% 27,000 0.00%
UNITECH 46.5 2.88% 54,028,000 9.69% MRF 6121.1 2.75% 36,375 0.69%
ALOKTEXT 26 1.76% 49,360,000 0.71% BEL 1735 -0.04% 65,125 4.62%
CMP
12,000,000
Nifty Option Open Interest Distribution
open interes t
10,000,000 Nifty Feb 5600call shed 0.31 lakh shares in OI, down 0.66% and 5700 call
8,000,000 call added 4.21 lakh shares in OI, up 6.82%. On the put side nifty Feb 5500 put
6,000,000
4,000,000 put added 13.54 lakh shares in OI, up 25.44% and 5400 put added 20.43 lakh in OI,
2,000,000 up 24.87%. The put-call ratio of stock option decreased from 0.39 to 0.35 while
0
put-call ratio of index option increased from 0.86 to 0.95. On the whole the put

call ratio was at 0.91.

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70
90
10
30
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70
90
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30
50
4
4
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5
5
5
5
6
6
6
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 5410-5630 level in short term as the OI is added. The trading strategy would be to create short positions if
the nifty resists around 5580 levels for the target of 5530 and 5450. On the other hand, one can also create long positions if the nifty gets support around
5430 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 24-Feb-11 5500 388409 4868750 NIFTY 24-Feb-11 5400 347294 10261350
NIFTY 31-Mar-11 5700 10399 705250 NIFTY 24-Feb-11 4900 12482 635000
TATAMOTORS 24-Feb-11 1150 8628 1424000 NIFTY 31-Mar-11 5400 9052 2990750
For any information or suggestion, please send your query at research@moneysukh.com
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Phone: 011-30123450/1/3/5 Fax:
Office: 306, 011-30117710
Daily Derivative Report
STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING
STRATEGY IN/OUT FLOW LOSS AS ON REMARK
STRATEGY ASSET
03/02/11
BUY NIFTY FEB 5300PA@62.10

3/2/2011 NIFTY 16 10 POINTS HOLD
SELL NIFTY TWO FEB 5200PA@39.20
BUY ICICI BANK FEB 1050CA@26.70

1/2/2011 ICICI BANK -32.05 (4) POINTS HOLD
BUY ICICI BANK FEB 900PA@5.35
BUY NIFTY FEB 5700CA@61.05

31/1/2011 NIFTY -136.85 (34) POINTS HOLD
BUY NIFTY FEB 5400PA@75.80
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 4th Feb 2011

NIFTY FEB FUT: 5538.65 +96.15

Open Interest gainer Open Intrest Loser

call ratio was at 0.91.

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 NIFTY FEB 5300PA@62.10

BUY ICICI BANK FEB 1050CA@26.70

BUY NIFTY FEB 5700CA@61.05

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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