DERIVATIVE REPORT FOR 8 June - MANSUKH INVESTMENT AND TRADING SOLUTIONS

Daily Derivative Report 8th June 2011
NIFTY MARCH FUTURE: 5563.00 +28.80
Nifty Sentiment Indicators F & O HIGHLIGHTS

Nifty June 2011 futures closed at 5,563.00, at a premium of 6.85 points over spot
Put Call Ratio-Index Options 0.98 closing of 5,556.15, while Nifty July 2011 futures were at 5,577.00 at a premium of
Put Call Ratio-Stock Options 0.35 20.85 points over spot closing. The near month June 2011 derivatives contract
expires on Thursday, June 30, 2011. Nifty June futures saw addition of 5.13% or 1.24
million (mn) units, taking the total outstanding open interest (OI) to 25.60 mn units.
Volume
From the most active underlying, SBI's June 2011 futures closed at a premium of
Product 06.06.11 07.06.11 % Chg
13.30 points at 2326.30 compared with spot closing of 2313.00. The number of
Index Futures 336094 299831 -10.79%
contracts traded was 15,620.
Stock Futures 373491 389318 4.24%
Tata Motors June 2011 futures were at a premium of 5.55 point at 1033.55 compared
Index Options 1949047 1709752 -12.28% with spot closing of 1028.00. The number of contracts traded was 16,093.
Stock Options 83271 85828 3.07% Infosys June 2011 futures were at a premium of 7.10 points at 2896.70 compared
Total F&O 2741903 2484729 -9.38% with spot closing of 2889.60. The number of contracts traded was 11,445.
RIL June 2011 futures were at a premium of 3.00 at 962.60 compared with spot
Index Spot Future Basis closing of 959.60. The number of contracts traded was 14,776.
NIFTY 5556 5563 7 Tata Steel June 2011 futures were at a premium of 0.35 points at 579.90 compared
BANK NIFTY 10873 10882 9 with spot closing of 579.55. The number of contracts traded was 11,291.
CNXIT 6696.45 6699.4 3
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%) Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
HAVELLS 431.2 4.76% 541,000 50.07% IGL 348.2 1.71% 149,000 -20.74%
KTKBANK 122 6.36% 7,107,695 24.83% MAX 168 0.51% 438,000 -3.95%
CIPLA 340.10 2.04% 4,391,000 23.83% GLAXO 2,377.35 0.23% 13,750 -3.51%
BATAINDIA 509.4 2.72% 1,029,000 18.28% TULIP 162.65 -1.33% 1,116,000 -3.46%
SRTRANSFIN 683 -2.80% 1,441,000 18.16% CUMMINSIND 684.1 0.93% 215,000 -2.49%
CMP
10,000,000
Nifty Option Open Interest Distribution
9,000,000 Nifty June 5600call added 1.83 lakh shares in OI, up 3.42% and 5700 call
8,000,000
7,000,000 added 3.86 lakh shares in OI, up 6.11%. On the put side nifty June 5500 put
6,000,000 ca ll added 6.89 lakh shares in OI, up 10.91% and 5400 put added 7.80 lakh in OI,
5,000,000
4,000,000 put up 9.52%. The put-call ratio of stock option decreased from 0.41 to 0.35 while
3,000,000
2,000,000 put-call ratio of index option increased from 0.91 to 0.98. On the whole the
1,000,000
0 put call ratio was at 0.94.
Analyst
Pashupati Nath Jha
s tri k e p ric e
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
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Shah Zafar Finance Ltd
New Delhi-110002 SEBI Regn No. BSE: INB010985834PMS
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Website: www.moneysukh.com
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 5500 levels for the target of 5550 and 5600. 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 321334 5536300 NIFTY 30-Jun-11 5500 261418 7008850
NIFTY 28-Jul-11 5700 5086 653750 NIFTY 28-Jul-11 5500 6643 792750
NIFTY 28-Jul-11 5800 4684 1285750 NIFTY 28-Jul-11 5400 5455 846000
PAY OFF MATRIX

STOCK STRATEGY AS ON 8 TH MAY2011
UNDERLYING 70
ASSET CIPLA 60
50
CMP 337
40
BUY CIPLA FUTURE JUNE @ 335 30
STRATEGY
BUY CIPLA JUNE 320PA @ 1.70 20
10
MAX LOSS 16.7 0
-10 0 2 4 6 8 10 12
MAX PROFIT UNLIMITED -20
LOT SIZE 1000 -30
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
07/06/11
BUY NIFTY JUNE 5400 PA@45.20 MAY BOOK PARTIAL

3/6/2011 NIFTY 9 POINTS 5 POINT
SELL NIFTY TWO JUNE 5300PA@27 PROFIT AS ON 08.06.2011.
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 8 June - MANSUKH INVESTMENT AND TRADING SOLUTIONS

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Daily Derivative Report 8th June 2011

NIFTY MARCH FUTURE: 5563.00 +28.80

Nifty Sentiment Indicators F & O HIGHLIGHTS

CNXIT 6696.45 6699.4 3

Open Interest gainer Open Intrest Loser

MOST ACTIVE CALLS MOST ACTIVE PUTS

PAY OFF MATRIX

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 MAY BOOK PARTIAL

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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