DERIVATIVE REPORT FOR 11 MAy - MANSUKH INVESTMENT AND TRADING SOLUTIONS

Daily Derivative Report 11th May 2011
NIFTY MARCH FUTURE: 5549.00 -9.65

F & O HIGHLIGHTS
Nifty Sentiment Indicators
Nifty May 2011 futures closed at 5,549.00, at a premium of 7.75 points over spot
Put Call Ratio-Index Options 0.92 closing of 5,541.25, while Nifty June 2011 futures were at 5,558.00 at a premium of
16.75 points over spot closing. The near month May 2011 derivatives contract
Put Call Ratio-Stock Options 0.34
expires on Thursday, May 26, 2011. Nifty May futures saw addition of 4.86% or
1.22 million (mn) units, taking the total outstanding open interest (OI) to 26.52 mn
Volume units.
Product 09.05.11 10.05.11 % Chg From the most active underlying, Tata Motors May 2011 futures closed at a
Index Futures 444138 498342 12.20% discount of 7.50 points at 1179.50 compared with spot closing of 1187.00. The
Stock Futures 372498 425883 14.33% number of contracts traded was 18,345.
Index Options 2570273 2595114 0.97% ICICI Bank May 2011 futures were at a discount of 0.60 point at 1077.00 compared
with spot closing of 1077.60. The number of contracts traded was 16,884.
Stock Options 75149 87421 16.33%
SBI's May 2011 futures were at a premium of 5.80 points at 2632.95 compared with
Total F&O 3462058 3606760 4.18%
spot closing of 2627.15. The number of contracts traded was 13,414.
Index Spot Future Basis Infosys May 2011 futures were at a discount of 5.65 points at 2870.00 compared
with spot closing of 2875.65. The number of contracts traded was 11,215.
NIFTY 5541 5549 8 HUL May 2011 futures were at a discount of 1.50 points at 296.30 compared with
BANK NIFTY 11009 11034 25 spot closing of 297.80. The number of contracts traded was 11,926.
CNXIT 6596.75 6595 (2)
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%)
Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
PFC 207.75 0.61% 20,009,000 111.83% ESCORTS 133.85 0.68% 2,276,000 -4.29%
COLPAL 912.6 1.03% 103,250 46.45% FEDERALBNK 421.65 0.18% 987,000 -3.42%
RAYMOND 360.5 5.06% 218,000 22.47% MUNDRAPORT 136.25 3.77% 3,172,000 -3.17%
DABUR 101.15 -1.65% 3,498,000 12.91% HOTELEELA 40.95 1.99% 3,524,000 -2.22%
HDFC 663.85 -0.48% 4,925,500 12.30% IOB 153.9 0.29% 1,864,000 -2.20%
CMP
9,000,000 Nifty Option Open Interest Distribution
8,000,000
7,000,000 Nifty May 5600 call added 13.79 lakh shares in OI, up 26.77% and 5700 call
6,000,000 added 6.83 lakh shares in OI, up 11.09%. On the put side nifty May 5500 put
5,000,000 call
4,000,000 shed 2.99 lakh shares in OI, down 5.20% and 5400 put added 4.77 lakh in OI,
3,000,000 put
up 8.19%. The put-call ratio of stock option increased from 0.33 to 0.34 while
2,000,000
1,000,000 put-call ratio of index option increased from 0.81 to 0.92. On the whole the
0 put call ratio was at 0.89.
Analyst
strike price Pashupati Nath Jha
Pashupatinathjha@moneysukh.com
For Private circulation Only For Our Clients Only
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Daily Derivative Report
NIFTY STRATEGY :
The nifty future is likely to trade in the range of 5393-5726 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5500 levels for the target of 5550 and 5600. On the other hand, one can also create short positions if the nifty resists around 5630
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 26-May-11 5600 504851 6145500 NIFTY 26-May-11 5500 432623 5463300
NIFTY 26-May-11 6100 11081 5231800 NIFTY 30-Jun-11 5400 15941 2168350
NIFTY 30-Jun-11 5600 9179 916700 NIFTY 30-Jun-11 5300 15649 1435900
NIFTY 30-Jun-11 5800 8619 1224900 NIFTY 30-Jun-11 5500 11416 2272550
For any information or suggestion, please send your query at research@moneysukh.com
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Daily Derivative Report
STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING
STRATEGY IN/OUT FLOW LOSS AS ON REMARK
STRATEGY ASSET
10/05/11
BUY NIFTY MAY 5600CA @41

6/5/2011 NIFTY (87)POINTS (05) POINTS HOLD
BUY NIFTY MAY 5300PA@46
BUY NIFTY MAY 5700CA @120 MAY BOOK FULL PROFIT

3/5/2011 NIFTY (223)POINTS 70 POINTS
BUY NIFTY MAY 5700PA@103 AS ON 06.05.2011.
BUY NIFTY MAY 5600PA @57.10 MAY BOOK FULL PROFIT

2/5/2011 NIFTY (125)POINTS 20 POINTS
BUY NIFTY TWO MAY 5500PA@33.90 AS ON 03.05.2011.
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DERIVATIVE REPORT FOR 11 MAy - MANSUKH INVESTMENT AND TRADING SOLUTIONS

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DERIVATIVE REPORT FOR 11 MAy - MANSUKH INVESTMENT AND TRADING SOLUTIONS

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Daily Derivative Report 11th May 2011

NIFTY MARCH FUTURE: 5549.00 -9.65

CNXIT 6596.75 6595 (2)

Open Interest gainer Open Intrest Loser

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 MAY 5600CA @41

BUY NIFTY MAY 5700CA @120 MAY BOOK FULL PROFIT

BUY NIFTY MAY 5600PA @57.10 MAY BOOK FULL PROFIT

NAM E D ESIG N A T IO N E-M A IL

For Private circulation Only For Our Clients Only

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