DERIVATIVE REPORT FOR 13 May - MANSUKH INVESTMENT AND TRADING SOLUTIONS

Daily Derivative Report 13th May 2011
NIFTY MARCH FUTURE: 5486.60 -78.05

F & O HIGHLIGHTS
Nifty Sentiment Indicators
Nifty May 2011 futures closed at 5,486.60, at a premium of 0.45 points over spot
Put Call Ratio-Index Options 0.88 closing of 5,486.15, while Nifty June 2011 futures were at 5,498.85 at a premium of
12.70 points over spot closing. The near month May 2011 derivatives contract
Put Call Ratio-Stock Options 0.33
expires on Thursday, May 26, 2011. Nifty May futures saw addition of 11.29% or
2.77 million (mn) units, taking the total outstanding open interest (OI) to 27.39 mn
Volume units.
Product 11.05.11 12.05.11 % Chg From the most active underlying, Tata Motors May 2011 futures closed at a discount
Index Futures 341016 507834 48.92% of 3.90 points at 1181.00 compared with spot closing of 1184.90. The number of
Stock Futures 408202 415161 1.70% contracts traded was 20,987.
Index Options 1931368 2991476 54.89% SBI's May 2011 futures were at a discount of 14.50 point at 2623.00 compared with
spot closing of 2637.50. The number of contracts traded was 16,655.
Stock Options 92790 91968 -0.89%
Tata Steel May 2011 futures were at a premium of 0.30 points at 584.75 compared
Total F&O 2773376 4006439 44.46%
with spot closing of 584.45. The number of contracts traded was 12,048.
ICICI Bank May 2011 futures were at a premium of 3.80 points at 1055.00 compared
Index Spot Future Basis
with spot closing of 1051.20. The number of contracts traded was 12,651.
NIFTY 5486 5487 0
L&T May 2011 futures were at a premium of 2.65 points at 1503.15 compared with
BANK NIFTY 10887 10872 (15) spot closing of 1500.50. The number of contracts traded was 15,801.
CNXIT 6569.2 6561 (8)
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%)
Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
HINDALCO 195.25 -4.85% 15,460,000 17.52% IGL 332.7 -2.10% 225,000 -25.25%
OPTOCIRCUI 275.3 -4.53% 943,000 14.86% ORCHIDCHEM 306.75 -3.43% 7,299,000 -10.99%
SYNDIBANK 116.75 2.23% 3,012,000 13.57% BOSCHLTD 6771.55 -0.87% 13,875 -8.26%
LUPIN 425.5 0.59% 2,769,000 12.20% HAVELLS 385 -0.94% 467,500 -6.50%
HDFC 647.6 -3.03% 5,005,000 11.91% MAX 172.25 -2.05% 446,000 -6.30%
CMP
Nifty Option Open Interest Distribution
9,000,000
8,000,000 Nifty May 5500 call added 19.32 lakh shares in OI, up 48.46% and 5600 call
7,000,000 added 10.33 lakh shares in OI, up 16.24%. On the put side nifty May 5400 put
6,000,000
5,000,000 ca ll added 8.89 lakh shares in OI, up 13.63% and 5300 put added 9.57 lakh in OI,
4,000,000
3,000,000 put up 16.89%. The put-call ratio of stock option increased from 0.31 to 0.33 while
2,000,000
1,000,000 put-call ratio of index option remains same at 0.88. On the whole the put call
0 ratio was at 0.85.
Analyst
s trik e p ric e 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 short positions if
the nifty takes resistance around 5580 levels for the target of 5530 and 55480. On the other hand, one can also create long positions if the nifty 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 26-May-11 5600 496902 7399250 NIFTY 26-May-11 5500 461557 6040800
NIFTY 30-Jun-11 5800 20983 1467200 NIFTY 30-Jun-11 5200 14373 1466200
NIFTY 30-Jun-11 6000 13623 2056900 NIFTY 30-Jun-11 5500 11748 2333050
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
12/05/11
BUY NIFTY MAY 5600CA @41

6/5/2011 NIFTY (87)POINTS (27) 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 13 May - MANSUKH INVESTMENT AND TRADING SOLUTIONS

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Daily Derivative Report 13th May 2011

NIFTY MARCH FUTURE: 5486.60 -78.05

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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