Derivative Report For 17 Feb - Mansukh Investment and Trading Solutions

Daily Derivative Report 17th Feb 2011
NIFTY FEB FUT: 5494.00 +17.90

F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty February 2011 futures closed at 5,494.00, at a premium of 12.30 over spot closing
Put Call Ratio-Index Options 1.05 of 5,481.70, while Nifty March 2011 futures were at 5,511.10, at a premium of 29.40
points over spot closing. The near month February 2011 derivatives contracts expire
Put Call Ratio-Stock Options 0.47 on Thursday, February 24, 2011. Nifty February futures saw an addition of 5.51% or
1.40 million (mn) units, taking the total outstanding open interest (OI) to 26.95 mn
Volume units.
Product 15.02.11 16.02.11 % Chg From the most active underlying, Tata Steel February 2011 futures closed at a discount
Index Futures 686399 457396 -33.36% of 0.65 points at 643.50 compared with spot closing of 644.15. The number of contracts
traded was 44,164.
Stock Futures 743928 619299 -16.75%
Hindalco February 2011 futures were at a premium of 0.90 points at 212.80 compared
Index Options 3984443 2652908 -33.42%
with spot closing of 211.90. The number of contracts traded was 18,070.
Stock Options 181260 147158 -18.81%
SBI's February 2011 futures were at a discount of 5.00 points at 2750.00 compared with
Total F&O 5596030 3876761 -30.72% spot closing of 2755.00. The number of contracts traded was 20,742.
Tata Motor's February 2011 futures were at a discount of 4.90 points at 1236.10
Index Spot Future Basis compared with spot closing of 1241.00. The number of contracts traded was 21,943.
NIFTY 5482 5494 12 Reliance Industries February 2011 futures were at a 3.premium of 4.05 points at 947.75
BANK NIFTY 10961 11004 43 compared with spot closing of 943.70. The number of contracts traded was 18,49
CNXIT 6862.1 6890 28
Open Intrest Gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%) Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
DRREDDY 1,515.00 -1.37% 1,339,000 26.38% BGRENERGY 512.5 -0.97% 684,000 -7.25%
IDEA 63 1.29% 16,084,000 23.84% DCB 45.5 0.11% 5,144,000 -7.01%
SUNTV 426 4.96% 759,000 21.83% NMDC 269.6 -0.46% 463,000 -6.09%
HEXAWARE 109.95 1.99% 8,660,000 21.63% BOMDYEING 356.95 7.86% 595,000 -6.08%
BATAINDIA 346.7 3.59% 278,000 20.35% CHAMBLFERT 75.4 0.00% 11,468,000 -4.05%
CMP
14000000
Nifty Option Open Interest Distribution
open interest
12000000 Nifty Feb 5500 call added 0.91 lakh shares in OI, up 6.24% and 5600 call added
10000000
8000000 call 0.12 lakh shares in OI, up 1.19%. On the put side nifty Feb 5400put added 2.67
6000000 put lakh shares in OI, up 7.54% and 5300 put added 0.09 lakh in OI, up 0.39%. The
4000000
2000000 put-call ratio of stock option increased from 0.41 to 0.47 while put-call ratio of
0 index option decreased from 0.99 to 1.05. On the whole the put call ratio was

at 1.01.
00
00
00
00
00
00
00
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00
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0.
0.
0.
0.
0.
0.
0.
0.
0.
00
80
00
20
40
60
80
00
20
40
4
4
5
5
5
5
5
6
6
6
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 5330-5570 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5400 levels for the target of 5450 and 5510. On the other hand, one can also create short positions if the nifty resists around 5530
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 24-Feb-11 5500 468252 8103100 NIFTY 24-Feb-11 5400 409208 11596650
NIFTY 31-Mar-11 5500 18145 1559700 NIFTY 24-Feb-11 5000 39943 4725250
NIFTY 24-Feb-11 5900 16397 2972850 NIFTY 31-Mar-11 5400 22601 3816250
NIFTY 24-Feb-11 5200 14708 2137600 NIFTY 31-Mar-11 5500 16164 1810750
NIFTY 31-Mar-11 5600 13515 1097950 NIFTY 31-Mar-11 5300 11949 2538950
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
16/02/11
SELL NIFTY FEB 5700CA@6.40

16/02/2011 NIFTY 15.9 3 POINTS HOLD
SELL NIFTY FEB 5200PA@9.50
BUY NIFTY FEB 5400CA@42.40

14/2011 NIFTY 16 5.50 POINTS HOLD
SELL NIFTY MARCH 5600CA@58.80
BUY ICICI BANK FEB 1050CA@26.70

1/2/2011 ICICI BANK -32.05 (9) POINTS HOLD
BUY ICICI BANK FEB 900PA@5.35
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
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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 17th Feb 2011

NIFTY FEB FUT: 5494.00 +17.90

Open Intrest 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

SELL NIFTY FEB 5700CA@6.40

BUY NIFTY FEB 5400CA@42.40

BUY ICICI BANK FEB 1050CA@26.70

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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