DERIVATIVE REPORT FOR 12 May - MANSUKH INVESTMENT AND TRADING SOLUTIONS

Daily Derivative Report 12th May 2011
NIFTY MARCH FUTURE: 5562.80 +17.00

F & O HIGHLIGHTS
Nifty Sentiment Indicators
Nifty May 2011 futures closed at 5,562.80, at a discount of 2.25 points over spot
Put Call Ratio-Index Options 0.88 closing of 5,565.05, while Nifty June 2011 futures were at 5,575.00 at a premium of
9.95 points over spot closing. The near month May 2011 derivatives contract expires
Put Call Ratio-Stock Options 0.31
on Thursday, May 26, 2011. Nifty May futures saw addition of 2.45% or 0.61 million
(mn) units, taking the total outstanding open interest (OI) to 25.78 mn units.
Volume
From the most active underlying, SBI's May 2011 futures closed at a discount of 20.00
Product 10.05.11 11.05.11 % Chg points at 2657.00 compared with spot closing of 2677.00. The number of contracts
Index Futures 498342 341016 -31.57% traded was 30,285.
Stock Futures 425883 408202 -4.15% Tata Motors May 2011 futures were at a discount of 7.00 point at 1204.00 compared
Index Options 2595114 1931368 -25.58% with spot closing of 1211.00. The number of contracts traded was 15,566.
Stock Options 87421 92790 6.14% ICICI Bank May 2011 futures were at a discount of 0.60 points at 1076.55 compared
Total F&O -23.11% with spot closing of 1077.15. The number of contracts traded was 16,491.
3606760 2773376
Apollo Tyre May 2011 futures were at a premium of 0.40 points at 70.50 compared
Index Spot Future Basis with spot closing of 70.10. The number of contracts traded was 12,143.
NIFTY 5565 5563 (2) Tata Steel May 2011 futures were at a premium of 1.45 points at 595.00 compared
with spot closing of 593.55. The number of contracts traded was 9,743.
BANK NIFTY 11059 11039 (20)
CNXIT 6650.45 6635 (15)
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%)
Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
APOLLOTYRE 70.55 -1.88% 14,688,000 40.91% RAYMOND 360 -0.06% 206,000 -8.44%
BANKINDIA 402.8 -1.49% 1,915,500 22.79% PETRONET 138.05 2.79% 3,216,000 -8.32%
RANBAXY 477.65 5.97% 2,745,500 21.43% CROMPGREAV 246.1 1.82% 1,539,000 -7.46%
DIVISLAB 720 2.65% 1,528,500 21.31% BATAINDIA 455.5 -1.14% 635,000 -6.62%
MAX 177.2 6.04% 474,000 20.30% LICHSGFIN 215.55 2.42% 18,823,750 -5.86%
CMP
9,000,000
Nifty Option Open Interest Distribution
8,000,000 Nifty May 5600 call added 4.09 lakh shares in OI, up 6.77% and 5700 call
7,000,000 added 1.73 lakh shares in OI, up 2.70%. On the put side nifty May 5500 put
6,000,000
5,000,000 call added 6.93 lakh shares in OI, up 12.83% and 5400 put added 8.08 lakh in OI,
4,000,000 put up 13.26%. The put-call ratio of stock option decreased from 0.34 to
3,000,000
2,000,000 0.31while put-call ratio of index option decreased from 0.83 to 0.92. On the
1,000,000
0 whole the put call ratio was at 0.84.
Analyst
Pashupati Nath Jha
strike p rice
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
/ NSE:Regn
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 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 388455 6463150 NIFTY 26-May-11 5500 319675 6101650
NIFTY 26-May-11 5400 15647 1656950 NIFTY 30-Jun-11 5300 12036 1643750
NIFTY 30-Jun-11 5600 6744 922950 NIFTY 30-Jun-11 5500 10189 2304000
NIFTY 30-Jun-11 5700 6487 1555300 NIFTY 26-May-11 5000 8703 1370100
For any information or suggestion, please send your query at research@moneysukh.com
/ NSE:Regn
INB230781431
No. INP000002387
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
11/05/11
BUY NIFTY MAY 5600CA @41

6/5/2011 NIFTY (87)POINTS (09) 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.
NAM E D ESIG N A T IO N E-M A IL

V a ru n G u p ta H ea d - R es ea rc h v a r u n g u p ta @ m o n e y s u k h .c o m
P a s h u p a ti N a th Jh a R es ea rc h A n a ly s t p a s h u p a tin a th jh a @ m o n e y s u k h .c o m
V ik r a m S in g h R es ea rc h A n a ly s t v ik r a m _ r e s e a r c h @ m o n e y s u k h .c o m
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.
/ NSE:Regn
INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
Office: 306, 011-30117710

DERIVATIVE REPORT FOR 12 May - MANSUKH INVESTMENT AND TRADING SOLUTIONS

Diunggah oleh

Informasi Dokumen

Hak Cipta

Format Tersedia

Bagikan dokumen Ini

Bagikan atau Tanam Dokumen

Opsi Berbagi

Apakah menurut Anda dokumen ini bermanfaat?

Apakah konten ini tidak pantas?

Hak Cipta:

Format Tersedia

DERIVATIVE REPORT FOR 12 May - MANSUKH INVESTMENT AND TRADING SOLUTIONS

Diunggah oleh

Hak Cipta:

Format Tersedia

Daily Derivative Report 12th May 2011

NIFTY MARCH FUTURE: 5562.80 +17.00

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

Anda mungkin juga menyukai