DERIVATIVE REPORT make more, for sure.

17TH SEPTEMBER 2010

Nifty Sentiment Indicators F & O HIGHLIGHTS

Put Call Ratio-Index Options 1.23 Nifty Sep future added 22.48 lakh shares in OI, up 5.80%. NIFTY Future is trading
Put Call Ratio-Stock Options 0.32 at a premium of 18 points, down 0.22%at 5847.15. Annual volatility was at 16.86.
Nifty Oct future added 4.39 lakh shares in OI, up 12.22%. NIFTY Future is trading
Volume at a premium of 33 point, down 0.14% at 5862.50.
Product 15.09.10 16.09.10 % Chg BANKNIFTY Sep future shed 0.20 lakh shares in OI, down 0.74%. BANKNIFT
Index Futures 685381 855795 24.86% future is trading at a discount of 2 points, up 0.65% at 12030. Annual volatility is
Stock Futures 770424 803429 4.28% at 25.86.
Index Options 2943553 3129339 6.31% Tata steel, sbin, icici bank, dlf, unitech and reliance were the most active stocks on
Stock Options 195405 198804 1.74% yesterday's trade.
Total F&O 4594763 4987367 8.54% Tata steel Sep fut traded at a premium of 1 point witnessing 0.03% up in OI. The
stock was down 1.50% at 596.40. Annual volatility is 38.65 and total deliverable
percentage was 20.07%.
Reliance Sep fut traded at a premium of 4 points recording 0.22% decrease in OI.
Index Spot Future Basis The stock was down 1.12% at 1004. Annual volatility is 29.60 and total deliverable
NIFTY 5829 5847 18 quantity was 51.72%.
Sbin Sep fut traded at a premium of 1 point, 3.76% up in OI. The stock was up
BANKNIFTY 12032.05 12030 (2)
1.39% at 3099.95. Annual volatility is 40.37 and total deliverable quantity was
CNXIT 6447.25 6460 13 33.91%.

Increase In OpenInterest Decrease In OpenInterest

Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price Symbol Prev OI Curr OI %Chg OI Curr Price %Chg Price
APIL 901 1601 77.69% 783 6.30% CROMPGREAV 1368 1215 -11.18% 314.3 1.78%
EXIDEIND 673 1003 49.03% 157.95 -4.85% INDIANB 807 724 -10.29% 263.9 1.17%
PANTALOONR 2165 2786 28.68% 465.15 -4.94% BEL 2429 2184 -10.09% 1814 -0.47%
MARUTI 10997 14125 28.44% 1383.65 1.72% PFC 901 820 -8.99% 357.7 0.66%
AREVAT&D 1795 2184 21.67% 295.4 0.63% CONCOR 302 277 -8.28% 1312.6 -0.55%

Nifty Option Open Interest Distribution

Nifty Sep 5800 call added 4.72 lakh shares in OI, up 8.71% and 14,000,000
5900 call added 10.83 lakh shares in OI, up 30.46%. On the put side 12,000,000
open interest

nifty Sep 5700 put shed 15.64 lakh shares in OI, down 2.33% and 10,000,000
8,000,000 c all
5800 put added 11.47 lakh in OI, up 18.53%. The put-call ratio of 6,000,000 put
stock option increased from 0.28 to 0.32 while put-call ratio of 4,000,000
CMP
index option increased from 1.02 to 1.23. On the whole the put call 2,000,000
ratio was at 1.14. 0
00  

20  

40  

60  

80  

00  

 
00

00

00

00

00

00

00
0.

0.

0.

0.

0.

0.

0.
80
 4

 5

 5

 5

 5

 5

 6

s trike pric e

NIFTY OUTLOOK:

The nifty future is likely to trade in the range of 5700-5900 level in short term as the OI is added. The trading strategy would be to create short positions
if the nifty resists around 5850 levels for the target of 5800 and 5750. On the other hand, one can also create long positions if the nifty gets support
around 5700 levels.

For any information or suggestion, please send your query at research@moneysukh.com

For Private circulation Only For Our Clients Only

Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Mansukh
Office: Securities
306, Pratap and Finance
Bhavan, 5, Bahadur Ltd New Delhi-110002
Shah Zafar Marg, SEBI Regn No. BSE: INB010985834
PMS Regn No. INB230781431
/ NSE: INP000002387
Phone:
Office:011-30123450/1/3/5
306, Pratap Bhavan, Fax: 011-30117710
5, Bahadur Email:
Shah Zafar research@moneysukh.com
Marg, New Delhi-110002 PMS Regn No. INP000002387
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
DERIVATIVE REPORT make more, for sure.
MOST ACTIVE CALLS MOST ACTIVE PUTS
Symbol Expiry Date Strike Price Contracts Traded Open Interest Symbol Expiry Date Strike Price Contracts Traded Open Interest
NIFTY 30-Sep-10 5900 411444 4637600 NIFTY 30-Sep-10 5800 474445 7343450
NIFTY 30-Sep-10 5800 327924 5891600 NIFTY 30-Sep-10 5700 277250 6560850
NIFTY 30-Sep-10 6000 270454 3864600 NIFTY 30-Sep-10 5600 215682 8503950
NIFTY 30-Sep-10 6100 96570 1776700 NIFTY 30-Sep-10 5900 180591 3171100
NIFTY 30-Sep-10 5700 65856 6440150 NIFTY 30-Sep-10 5500 109622 9192300
NIFTY 28-Oct-10 6000 44782 2555250 NIFTY 30-Sep-10 5400 83157 11547800
NIFTY 28-Oct-10 5900 32446 4509400 NIFTY 28-Oct-10 5500 39044 3057350
NIFTY 28-Oct-10 5800 23501 3768650 NIFTY 28-Oct-10 5700 36435 1770550
NIFTY 28-Oct-10 6100 21600 1073800 NIFTY 30-Sep-10 5300 35340 7637950
NIFTY 30-Sep-10 5600 19825 4228300 NIFTY 28-Oct-10 5600 32715 2366500

INTRA DAY STRATEGY INTRA DAY STRATEGY

BUY : ABB SEP FUT AT 810 SELL : VIDEOCON IND SEP FUT AT 263

VIEW : BULLISH VIEW : BEARISH

STRATEGY: BUY FUTURE STRATEGY: SELL FUTURE

TARGET:830 TARGET: 255

SL: 800 SL: 267

MARKET LOT : 250 MARKET LOT : 1000

STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS AS
STRATEGY UNDERLYING ASSET STRATEGY ON 16/09/10 REMARK

14/9/2010 UNITECH BUY UNITECH SEP 90 CA @ 1 0.20 HOLD

SELL UNITECH SEP 80 PA @ 1

13/9/2010 NIFTY BUY NIFTY FUTURE AT 5630 93.70 107 POINTS BOOK PROFIT
BUY NIFTY SEP 5600 PA @52

26/8/2010 NIFTY BUY NIFTY SEP 5400 PA @ 93.70 20 POINTS BOOK PROFIT
SELL NIFTY TWO SEP 5200 PA @ 50

2/9/2010 TATA STEEL BUY TATASTL SEP 560 CA @ 11.40 21 POINTS BOOK PROFIT
SELL TATASTL TWO SEP 500 PA @ 5.05

For any information or suggestion, please send your query at research@moneysukh.com

For Private circulation Only For Our Clients Only

Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, 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
 make more, for sure.

Research Desk Phone: 011-30211872/73 Email: research@moneysukh.com

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 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.

Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, 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