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09 TH,DECEMBER 2010
F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty December futures saw an addition of 6.20% or 1.64 million (mn)
Put Call Ratio-Index Options 1.01 units, taking the total outstanding open interest (OI) to 28.21 mn units.
Put Call Ratio-Stock Options 0.35
For Nifty calls, 6000 strike price (SP) from the December series was the
Volume most active call with an addition of 1.04 mn or 14.61%.
Product 07.12.10 08.12.10 % Chg Among Nifty puts, 5900 SP from the December month expiry was the
Index Futures 527763 612217 16.00% most active put with a contraction of 0.56 mn or 9.14%.
Stock Futures 595391 582740 -2.12% The maximum Call OI outstanding was at 6000 SP (8.20 mn) and that
Index Options 2024978 2321211 14.63% for Puts at 5900 SP (5.59 mn).
Stock Options 128321 120270 -6.27%
The Nifty Put Call Ratio (PCR) OI wise stood at 1.16 for December-
Total F&O 3276453 3636438 10.99%
month contracts.
Among most active underlyings SBI witnessed an addition of 6.28% in
Index Spot Future Basis the December month futures contract, followed by Tata Motors which
saw an addition of 3.01% of OI in the near month contract. Tata Steel
NIFTY 5904 5925 22 witnessed an addition of 0.64% in the near-month futures. Reliance saw
BANK NIFTY 11460 11514 54 a contraction of 0.53% in the OI in the near month futures contract.
CNXIT 6850.9 6889.9 39

Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Open Increase Open Increase
Symbol Last price Chg (%)
Interest (%) Interest (%)
HEXAWARE 104 3.07% 3,988,000 43.25% MCLEODRUSS 200.4 -5.69% 5,820,000 -22.48%
SRTRANSFIN 751.8 -5.29% 201,000 36.27% INDIANB 253 -2.26% 1,222,000 -11.06%
IRB 189.5 -10.55% 1,675,000 23.25% PFC 310.65 -1.38% 673,000 -9.66%
AXISBANK 1,261.30 -5.52% 3,266,250 22.11% HINDZINC 1,184.00 0.82% 146,500 -9.43%
ALBK 207 -6.44% 2,583,000 12.94% DLF 291.2 -3.08% 14,156,000 -8.68%

Nifty Option Open Interest Distribution

Nifty Dec 6000 call added 15.99 lakh shares in OI, up 22.34% and 6100 10,000,000
open interest

call added 7.05 lakh shares in OI, up 11.40%. On the put side nifty Dec 8,000,000
5900 put shed 7.63 lakh shares in OI, down 12.40% and 5800 put shed 6,000,000 call
3.20 lakh in OI, down 4.57%. The put-call ratio of stock option 4,000,000 put
decreased from 0.38 to 0.35 while put-call 2,000,000
CMPratio of index option 0
decreased from 1.18 to 1.01. On the whole the put call ratio was at 0.96.
 4 00 

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Analyst
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70

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 4

Pashupati Nath Jha strike price

Pashupatinathjha@moneysukh.com

NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 5820 - 6940 level in short term as the OI is added. The trading strategy would be to create long positions
if the nifty takes support around 5860 levels for the target of 5900 and 5960. On the other hand, one can also create short positions if the nifty resists
around 5850 levels.

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

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MOST ACTIVE CALLS MO ST ACTIVE PUTS
Symbol Expiry Date Strike Price Contracts Traded Open Interest Sym bol Expiry Date Strike Price Contracts Traded Open Interest
NIFTY 30-Dec-10 6000 374378 8759300 NIFTY 30-Dec-10 5900 307574 5392050
NIFTY 30-Dec-10 6100 241220 6895450 NIFTY 30-Dec-10 5800 222171 6677650
NIFTY 30-Dec-10 6200 175835 7072100 NIFTY 30-Dec-10 6000 184265 5197250
NIFTY 30-Dec-10 5900 152848 4081400 NIFTY 30-Dec-10 5700 158400 7003600
NIFTY 30-Dec-10 6300 70883 4817100 NIFTY 30-Dec-10 5600 81234 6083400
NIFTY 27-Jan-11 6300 22841 1418850 NIFTY 30-Dec-10 5500 58100 4040750
NIFTY 30-Dec-10 6400 20299 3012350 NIFTY 27-Jan-11 5600 26791 1659300
NIFTY 30-Dec-10 5800 15718 1865850 NIFTY 30-Dec-10 6100 18633 1922400
NIFTY 27-Jan-11 6200 11974 805450 NIFTY 30-Dec-10 5400 17592 2997800
NIFTY 30-Dec-10 6500 9775 2223400 NIFTY 27-Jan-11 5900 9967 798650

STRATEGY TRACKER
DATE OF NET PROFIT/ LOSS AS
STRATEGY UNDERLYING ASSET STRATEGY ON 08/12/10 REMARK

BOOK PARTIAL PROFIT

29/11/2010 NIFTY BUY NIFTY NOV 6000CA@50.25 25 POINTS
AS ON 02/12/2010
BUY NIFTY NOC 5500 PA@55

BUY REL IND NOV 940 PA@9.30

BOOK PARTIAL PROFIT
30/11/2010 REL IND BUY TWO REL IND NOV 8 POINTS
AS ON 08/12/2010
1050CA@13.40
BUY NIFTY DEC 6200 CA@34.30
6/12/2010 NIFTY 5 POINTS HOLD
BUY NIFTY DEC 5800 PA@37.50

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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

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