Derivative Report For 20 Jan - Mansukh Investment and Trading Solutions

Daily Derivative Report 20th Jan 2011
NIFTY FUT: 5697.00 -35.40

F & O HIGHLIGHTS
Nifty Sentiment Indicators The 50-share S&P CNX Nifty finally settled at 5,691.05 after losing 33 points or
Put Call Ratio-Index Options 1.01 0.58%. The India VIX declined 1.72% to 21.09 on Wednesday compared to its
previous close of 21.46 on Tuesday. Nifty January futures saw an addition of
Put Call Ratio-Stock Options 0.33 9.70% or 2.09 million (mn) units, taking the total outstanding open interest (OI)
to 23.60 mn units.
Volume
For Nifty calls, 5700 strike price (SP) from the January series was the most active call
Product 18.01.11 19.01.11 % Chg with an addition of 0.59 mn or 8.61%. Among Nifty puts, 5700 SP from the January
Index Futures 554466 553195 -0.23% month expiry was the most active put with an addition of 0.30 mn or 4.49%.The
Stock Futures 587329 623246 6.12% maximum Call OI outstanding was at 5700 SP (7.43 mn) and that for Puts at 5700 SP
(6.90 mn).
Index Options 3057528 3112020 1.78%
The Nifty Put Call Ratio (PCR) OI wise stood at 0.68 for January-month
Stock Options 128849 119094 -7.57%
contracts.The top five scrips with highest PCR on OI were Tata Power 1.75, PNB
Total F&O 4328172 4407555 1.83% 1.35, TCS 1.05, HCL Tech 1.03 and Hero Honda 0.82. Among most active
underlyings SBI witnessed an addition of 9.66% in the January month futures
Index Spot Future Basis contract, followed by Reliance Industries which saw an addition of 4.42% of OI in
the near month contract. LIC Housing Finance witnessed an addition of 1.87% in
NIFTY 5691 5697 6
the near-month futures, while Tata Steel saw an addition of 3.31% and ICICI Bank
BANK NIFTY 10615 10650 35 witnessed an addition of 6.24% in the near month futures contract.
CNXIT 7267.1 7258 (9)
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%) Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
AXISBANK 1,280.00 0.00% 2,677,500 25.09% CANBK 581 7.63% 1,544,500 -16.78%
ITC 175.35 -0.37% 16,156,000 25.07% VIDEOIND 210.4 0.05% 6,813,000 -16.31%
EXIDEIND 138.2 0.55% 2,318,000 22.00% CUMMINSIND 746.45 0.48% 218,000 -9.54%
GAIL 468.45 -2.16% 2,066,500 17.31% ANDHRABANK 131 3.72% 3,066,000 -9.34%
HINDZINC 1,345.85 -0.84% 359,500 17.29% INDIACEM 99.8 -0.40% 10,092,000 -9.21%
CMP
10,000,000
Nifty Option Open Interest Distribution
Nifty Jan 5700 call added 5.89 lakh shares in OI, up 8.61% and 5800 call added
open interest
8,000,000
6,000,000 call 7.29 lakh shares in OI, up 12.08%. On the put side nifty Jan 5600 put added
4,000,000 put 3.28 lakh shares in OI, up 4.55% and 5500 put added 10.95 lakh in OI, up
2,000,000 18.89%. The put-call ratio of stock option decreased from 0.38 to 0.33 while
0 put-call ratio of index option decreased from 1.00 to 1.01. On the whole the
put call ratio was at 0.97.

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strike price
Analyst
Pashupati Nath Jha
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
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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 5650-5910 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5650 levels for the target of 5700 and 5750. On the other hand, one can also create short positions if the nifty resists around 5880
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 27-Jan-11 5700 458094 7432550 NIFTY 27-Jan-11 5700 491181 6900450
NIFTY 27-Jan-11 6100 53799 6958550 NIFTY 24-Feb-11 5700 45785 2135150
NIFTY 24-Feb-11 5800 34423 1633450 NIFTY 24-Feb-11 5600 30424 2752000
NIFTY 27-Jan-11 6200 32360 8965800 NIFTY 24-Feb-11 5500 26173 1948000
NIFTY 24-Feb-11 5900 32001 1445450 NIFTY 27-Jan-11 5300 26431 1855250
NIFTY 24-Feb-11 6000 28283 1613900 NIFTY 24-Feb-11 5400 24762 1933000
PA Y O F F M A T R IX
INDEX STRATEGY AS ON 20 TH JAN 2011

50
UNDERLYING 0
ASSET NIFTY -50 0 5 10 15
CMP 5697 -100

-150
SELL NIFTY JAN 5900 CA @ 6
STRATEGY -200
SELL TW O NIFTY JAN 5400 PA @ 5.30 -250
-300
MAX LOSS UNLIMITED
-350
-400
MAX PROFIT 16.3
-450
LOT SIZE 50
For any information or suggestion, please send your query at research@moneysukh.com
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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
19/01/11
BUY TWO JAN 5800CA@35

17/1/2011 NIFTY (115) POINTS (65) POINTS HOLD
BUY NIFTY JAN 5500PA@45
BUY TATA MOT JAN 1250CA@23.30

13/1/2011 TATA MOTORS (36.85) POINTS (21) POINTS HOLD
BUY TATA MOT JAN 1150PA@13.55
BUY TWO JAN 5900CA@51 MAY BOOK PARTIAL

11/1/2011 NIFTY (189)POINTS 17 POINTS
BUY NIFTY JAN 5700PA@87 PROFIT AS ON 13.1.11
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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(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
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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
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Daily Derivative Report 20th Jan 2011

NIFTY FUT: 5697.00 -35.40

Open Interest gainer Open Intrest Loser

MOST ACTIVE CALLS MOST ACTIVE PUTS

INDEX STRATEGY AS ON 20 TH JAN 2011

CMP 5697 -100

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

For Private circulation Only For Our Clients Only

BUY TWO JAN 5800CA@35

BUY TATA MOT JAN 1250CA@23.30

BUY TWO JAN 5900CA@51 MAY BOOK PARTIAL

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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