Daily Derivative Report 16th May 2011

NIFTY MARCH FUTURE: 5580.85 + 99.50

F & O HIGHLIGHTS
Nifty Sentiment Indicators
Nifty May 2011 futures closed at 5,580.85, at a premium of 36.10 points over spot
Put Call Ratio-Index Options 0.89 closing of 5,544.75, while Nifty June 2011 futures were at 5,594.00 at a premium of
49.25 points over spot closing. The near month May 2011 derivatives contract
Put Call Ratio-Stock Options 0.36
expires on Thursday, May 26, 2011. Nifty May futures saw addition of 2.34% or 0.62
million (mn) units, taking the total outstanding open interest (OI) to 27.26 mn units.
Volume
From the most active underlying, SBI's May 2011 futures closed at a discount of
Product 12.05.11 13.05.11 % Chg 16.05 points at 2640.95 compared with spot closing of 2657.00. The number of
Index Futures 507834 768213 51.27% contracts traded was 26,144.

Stock Futures 415161 546832 31.72% ICICI Bank May 2011 futures were at a premium of 5.10 point at 1081.25
compared with spot closing of 1076.15. The number of contracts traded was
Index Options 2991476 4345033 45.25%
28,536.
Stock Options 91968 4345033 4624.51%
Tata Motors Tata Steel May 2011 futures were at a discount of 1.35 points at
Total F&O 4006439 5783333 44.35% 1213.50 compared with spot closing of 1214.85. The number of contracts traded
was 22,518.

Index Spot Future Basis Tata Steel May 2011 futures were at a premium of 2.50 points at 597.40 compared
with spot closing of 594.90. The number of contracts traded was 16,976.
NIFTY 5545 5581 36
RIL May 2011 futures were at a premium of 4.80 points at 955.35 compared with
BANK NIFTY 11021 11065 44
spot closing of 950.55. The number of contracts traded was 20,284.
CNXIT 6609.55 6606 (4)

Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%)
Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest

SUNTV 404.75 2.74% 856,000 86.09% UCOBANK 99.55 1.63% 13,964,000 -17.67%
RAYMOND 352.35 1.03% 228,000 14.00% AXISBANK 1245.75 2.98% 3,728,500 -14.52%
MAX 173.7 0.23% 492,000 12.84% LUPIN 440 3.63% 2,240,000 -14.27%
DCB 61.75 1.73% 10,356,000 11.50% OIL 1388 1.03% 16,500 -13.16%
HDFC 648.15 0.02% 5,417,500 10.97% MUNDRAPORT 138.6 3.70% 2,604,000 -12.73%

CMP
9,000,000
Nifty Option Open Interest Distribution
8,000,000 Nifty May 5600 call shed 11.31 lakh shares in OI; down 15.62% and 5700 call
7,000,000 shed 4.59 lakh shares in OI, down 6.51%. On the put side nifty May 5500 put
6,000,000
5,000,000 call added 8.29 lakh shares in OI, up 14.20% and 5400 put added 4.93 lakh in OI,
4,000,000
3,000,000 put up 6.71%. The put-call ratio of stock option increased from 0.33 to 0.36 while
2,000,000 put-call ratio of index option increased from 0.88 to 0.89. On the whole the
1,000,000
0 put call ratio was at 0.87.

Analyst
Pashupati Nath Jha
strike p rice
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
Website: www.moneysukh.com
 Daily Derivative Report

NIFTY STRATEGY :
The nifty future is likely to trade in the range of 5393-5726 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 resist 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 26-May-11 5600 726715 5646950 NIFTY 26-May-11 5500 602717 6451350

NIFTY 26-May-11 5500 466864 4005550 NIFTY 26-May-11 5600 435036 4646200

NIFTY 26-May-11 5700 445699 6110600 NIFTY 26-May-11 5400 409610 7575550

NIFTY 26-May-11 5800 231287 7190150 NIFTY 26-May-11 5300 200128 6263200

NIFTY 26-May-11 5900 89927 6174850 NIFTY 26-May-11 5200 109470 4686050

NIFTY 26-May-11 5400 94897 1364300 NIFTY 26-May-11 5700 72989 2307100

NIFTY 26-May-11 6000 59942 6407900 NIFTY 26-May-11 5100 39235 2049050

NIFTY 26-May-11 6100 30670 4711150 NIFTY 30-Jun-11 5500 21540 2369350

NIFTY 30-Jun-11 5800 27969 1357300 NIFTY 30-Jun-11 5000 20090 4062400

NIFTY 30-Jun-11 6000 21709 1958050 NIFTY 30-Jun-11 5300 17540 1740200

P A Y OFF M A TRIX
STOCK STRATEGY AS ON 16TH MAY2011
UNDERLYING 100
ASSET NIFTY 50
CMP 5559
0
SELL NIFTY MAY 5700 CA @28 0 5 10 15 20
STRATEGY -5 0
SELL NIFTY MAY 5400 PA @20
-1 0 0
MAX LOSS UNLIMITED
-1 5 0

MAX PROFIT 48 -2 0 0
LOT SIZE 50

For any information or suggestion, please send your query at research@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
Website: www.moneysukh.com
 Daily Derivative Report

STRATEGY TRACKER
NET PROFIT/
DATE OF UNDERLYING
STRATEGY IN/OUT FLOW LOSS AS ON REMARK
STRATEGY ASSET
13/05/11

BUY NIFTY MAY 5600CA @41

6/5/2011 NIFTY (87)POINTS (14) POINTS HOLD
BUY NIFTY MAY 5300PA@46

BUY NIFTY MAY 5700CA @120 MAY BOOK FULL PROFIT

3/5/2011 NIFTY (223)POINTS 70 POINTS
BUY NIFTY MAY 5700PA@103 AS ON 06.05.2011.

BUY NIFTY MAY 5600PA @57.10 MAY BOOK FULL PROFIT

2/5/2011 NIFTY (125)POINTS 20 POINTS
BUY NIFTY TWO MAY 5500PA@33.90 AS ON 03.05.2011.

NAM E D ESIG N A T IO N E-M A IL

V a ru n G u p ta H ea d - R es ea rc h v a r u n g u p ta @ m o n e y s u k h .c o m
P a s h u p a ti N a th Jh a R es ea rc h A n a ly s t p a s h u p a tin a th jh a @ m o n e y s u k h .c o m
V ik r a m S in g h R es ea rc h A n a ly s t v ik r a m _ r e s e a r c h @ m o n e y s u k h .c o m

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.

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
Website: www.moneysukh.com