DERIVATIVE REPORT FOR 7 June - MANSUKH INVESTMENT AND TRADING SOLUTIONS

Daily Derivative Report 7th June 2011
NIFTY MARCH FUTURE: 5536.50 +13.00
Nifty Sentiment Indicators F & O HIGHLIGHTS

Nifty June 2011 futures closed at 5,536.50, at a premium of 4.45 points over spot
Put Call Ratio-Index Options 0.91 closing of 5,532.05, while Nifty July 2011 futures were at 5,550.50 at a premium of
Put Call Ratio-Stock Options 0.41 18.45 points over spot closing. The near month June 2011 derivatives contract
expires on Thursday, June 30, 2011. Nifty June futures saw addition of 2.26% or 0.55
million (mn) units, taking the total outstanding open interest (OI) to 25.35 mn units.
Volume
From the most active underlying, SBI's June 2011 futures closed at a premium of 7.00
Product 03.06.11 06.06.11 % Chg
points at 2326.00 compared with spot closing of 2319.00. The number of contracts
Index Futures 439599 336094 -23.55%
traded was 19,918.
Stock Futures 498875 373491 -25.13%
Tata Motors June 2011 futures were at a premium of 5.65 point at 1027.85 compared
Index Options 2439618 1949047 -20.11% with spot closing of 1022.20. The number of contracts traded was 19,193.
Stock Options 128627 83271 -35.26% ICICI Bank June 2011 futures were at a premium of 2.60 points at 1062.05 compared
Total F&O 3506719 2741903 -21.81% with spot closing of 1059.45. The number of contracts traded was 11,577.
Tata Steel June 2011 futures were at a premium of 1.80 at 570.00 compared with spot
Index Spot Future Basis closing of 568.20. The number of contracts traded was 10,390.
NIFTY 5532 5537 4 Sun TV June 2011 futures were at a premium of 0.05 points at 306.40 compared with
BANK NIFTY 10855 10839 (15) spot closing of 306.35. The number of contracts traded was 17,784
CNXIT 6610.45 6630 20
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%)
Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
RAYMOND 382.3 6.70% 584,000 42.44% SUNTV 306.4 7.38% 2,029,500 -16.27%
IDFC 137.7 1.21% 21,888,000 27.24% CONCOR 1127.8 3.75% 11,000 -8.33%
GLAXO 2,362.20 -1.55% 17,125 20.18% BEL 1685 1.31% 43,625 -4.12%
IGL 343 0.88% 188,000 16.05% TECHM 708 2.61% 685,000 -3.86%
HINDALCO 187.4 -1.34% 15,268,000 12.58% YESBANK 296.5 2.29% 6,277,000 -2.41%
CMP
9,000,000
Nifty Option Open Interest Distribution
8,000,000 Nifty June 5600 call shed 5.33 lakh shares in OI, down 4.77% and 5700 call
7,000,000 added 6.64 lakh shares in OI, up 11.49%. On the put side nifty June 5500 put
6,000,000
5,000,000 call added 8.32 lakh shares in OI, up 14.68% and 5400 put added 9.33 lakh in OI,
4,000,000 put up 12.73%. The put-call ratio of stock option decreased from 0.44 to 0.41
3,000,000
2,000,000 while put-call ratio of index option decreased from 1.09 to 0.91. On the whole
1,000,000 the put call ratio was at 0.89.
0
Analyst
Pashupati Nath Jha
strike price 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 5360-5650 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5450 levels for the target of 5500 and 5550. On the other hand, one can also create short positions if the nifty resists around 5630
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 30-Jun-11 5600 304831 5353250 NIFTY 30-Jun-11 5500 270437 6319600
NIFTY 28-Jul-11 5500 10603 1041500 NIFTY 30-Jun-11 5700 13121 989450
NIFTY 28-Jul-11 5600 9693 695300 NIFTY 28-Jul-11 5500 10449 744550
NIFTY 28-Jul-11 5800 8027 1258450 NIFTY 28-Jul-11 5300 10191 1308700
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
06/06/11
BUY NIFTY JUNE 5400 PA@45.20

3/6/2011 NIFTY 9 POINTS 1 POINT HOLD
SELL NIFTY TWO JUNE 5300PA@27
BUY TCS JUNE FUTURE @1150 MAY BOOK FULL PROFIT

31/5/2011 TCS (14) POINTS 19 POINTS
BUY TCS JUNE 1100PA@14 AS ON 02.06.2011.
BUY NIFTY JUNE 5200PA @53 MAY BOOK FULL PROFIT

27/5/2011 NIFTY 15 POINTS 15 POINTS
SELL TWO NIFTY JUNE 5100PA@34 AS ON 01.06.2011.
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DERIVATIVE REPORT FOR 7 June - MANSUKH INVESTMENT AND TRADING SOLUTIONS

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Daily Derivative Report 7th June 2011

NIFTY MARCH FUTURE: 5536.50 +13.00

Nifty Sentiment Indicators F & O HIGHLIGHTS

CNXIT 6610.45 6630 20

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 JUNE 5400 PA@45.20

BUY TCS JUNE FUTURE @1150 MAY BOOK FULL PROFIT

BUY NIFTY JUNE 5200PA @53 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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