Derivative Report For 18 Jan - Mansukh Investment and Trading Solutions

Daily Derivative Report 18th Jan 2011
NIFTY FUT: 5660 - 6.20

F & O HIGHLIGHTS
Nifty Sentiment Indicators The 50-share S&P CNX Nifty finally settled at 5,654.75 after gaining 0.20 points.
Put Call Ratio-Index Options 1.04 The India VIX declined 1% to 23.57 on Monday compared to its previous close of
23.81 on Friday. Nifty January futures saw an addition of 6.36% or 1.44 million
Put Call Ratio-Stock Options 0.38 (mn) units, taking the total outstanding open interest (OI) to 24.12 mn units. For
Nifty calls, 5700 strike price (SP) from the January series was the most active call
Volume with an contraction of 1.51 mn or 28.66%.
Product 14.01.11 17.01.11 % Chg Among Nifty puts, 5600 SP from the January month expiry was the most active put
Index Futures 1135335 592839 -47.78% with an addition of 0.05 mn or 0.58%. The maximum Call OI outstanding was at
5700 SP (6.81 mn) and that for Puts at 5600 SP (8.90 mn). The Nifty Put Call Ratio
Stock Futures 703915 546493 -22.36%
(PCR) OI wise stood at 0.73 for January-month contract.
Index Options 5318146 3206675 -39.70%
The top five scrips with highest PCR on OI were Nagarjuna Construction 2, HCL
Stock Options 163745 125384 -23.43%
Tech 1.29, Tata Power 1.24, PNB 0.98 and Hero Honda 0.85. Among most active
Total F&O 7321141 4471391 -38.92% underlyings L&T witnessed an addition of 20% in the January month futures
contract, followed by Tata Steel which saw an addition of 1.38% of OI in the near
Index Spot Future Basis month contract. ICICI Bank witnessed an addition of 11.89% in the near-month
futures, while Tata Motors saw an addition of 5.22% and SBI witnessed a
NIFTY 5655 5660 5 contraction of 2.90% in the near month futures contract.
BANK NIFTY 10471 10509 38
CNXIT 7178.2 7184 6
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%) Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
SESAGOA 318.75 -2.60% 12,676,000 21.29% RECLTD 261.25 1.93% 6,463,000 -5.66%
LT 1,670.00 -2.54% 5,077,875 20.00% CHAMBLFERT 74.4 -1.39% 14,676,000 -4.28%
BANKINDIA 436.05 4.37% 2,317,000 16.87% EXIDEIND 154.75 -0.90% 1,288,000 -3.45%
PNB 1,127.25 1.70% 1,376,250 14.28% SBIN 2523 0.69% 5,089,500 -2.90%
IDEA 69.45 2.06% 16,692,000 14.05% BGRENERGY 613.9 -0.25% 559,000 -2.53%
CMP
Nifty Option Open Interest Distribution
12,000,000 Nifty Jan 5700 call added 15.18 lakh shares in OI, up 28.66% and 5800 call
open interest
10,000,000 added 2.88 lakh shares in OI, up 4.82%. On the put side nifty Jan 5600 put
8,000,000 call
6,000,000 added 0.51 lakh shares in OI, up 0.58% and 5500 put added 14.43 lakh in OI,
4,000,000 put up 29.99%. The put-call ratio of stock option decreased from 0.39 to 0.38 while
2,000,000
0 put-call ratio of index option decreased from 0.98 to 1.04. On the whole the
put call ratio was at 1.01.
20
40
60
80
00
20
40
60
80
00

5 .00
5 .00
5 .00
5 .00
6 .00
6 .00
6 .00
6 .00
6 .00
7 .00
00
0.
0
0
00
5
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
/ NSE:Regn
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 5600-5900 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5600 levels for the target of 5650 and 5700. On the other hand, one can also create short positions if the nifty resists around 5850
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 454924 6817050 NIFTY 27-Jan-11 5600 505149 8898300
NIFTY 27-Jan-11 6200 43672 9535300 NIFTY 24-Feb-11 5600 40917 2186200
NIFTY 27-Jan-11 6300 26087 4959200 NIFTY 24-Feb-11 5500 25960 1620900
NIFTY 24-Feb-11 6000 21390 1359900 NIFTY 27-Jan-11 5900 20291 2192950
NIFTY 24-Feb-11 5800 18633 950300 NIFTY 27-Jan-11 5200 19617 1729500
For any information or suggestion, please send your query at research@moneysukh.com
/ NSE:Regn
INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
Office: 306, 011-30117710
Daily Derivative Report
STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING IN/OUT
STRATEGY LOSS AS ON REMARK
STRATEGY ASSET FLOW
17/01/11
BUY TWO JAN 5900CA@51

17/1/2011 NIFTY (115) POINTS (20) POINTS HOLD
BUY NIFTY JAN 5700PA@87
BUY TATA MOT JAN 1250CA@23.30

13/1/2011 TATA MOTORS (36.85) POINTS (10) 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
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
be reproduced or redistributed to any person in any form.
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
responsible for any loss or damage that may arise to any person from any inadvertent error in the information contained in this report. MSFL or any of its affiliates or employees do not
provide, at any time, any express or implied warranty of any kind, regarding any matter pertaining to this report, including without limitation the implied warranties of
merchantability, fitness for a particular purpose, and non-infringement. The recipients of this report should rely on their own investigations.
MSFL and/or its affiliates and/or employees may have interests/positions, financial or otherwise in the securities mentioned in this report. This information is subject to change
without any prior notice. MSFL reserves the right to make modifications and alterations to this statement as may be required from time to time. Nevertheless, MSFL is committed to
providing independent and transparent recommendations to its clients, and would be happy to provide information in response to specific client queries.
/ NSE:Regn
INB230781431
No. INP000002387
Phone: 011-30123450/1/3/5 Fax:
Office: 306, 011-30117710

Derivative Report For 18 Jan - Mansukh Investment and Trading Solutions

Caricato da

Informazioni sul documento

Titolo originale

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

Derivative Report For 18 Jan - Mansukh Investment and Trading Solutions

Caricato da

Copyright:

Formati disponibili

Daily Derivative Report 18th Jan 2011

NIFTY FUT: 5660 - 6.20

Open Interest gainer Open Intrest Loser

strike price Analyst

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 TWO JAN 5900CA@51

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

Potrebbero piacerti anche