Derivative Report For 01 Feb - Mansukh Investment and Trading Solutions

Daily Derivative Report 1st Feb 2011
NIFTY FEB FUT: 5524.40 -12.15

F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty February 2011 futures closed at 5524.40, at a premium of 18.50 points over spot
Put Call Ratio-Index Options 0.96 closing of 5505.90, while Nifty March 2011 futures were at 5540.00, at a premium of
34.10 points over spot closing. The near month February 2011 derivatives contracts
Put Call Ratio-Stock Options 0.32 expire on Thursday, February 24, 2011. Nifty February futures saw an addition of
13.07% or 2.67 million (mn) units, taking the total outstanding open interest (OI) to
Volume 23.09 mn units.
Product 28.01.11 31.01.11 % Chg From the most active underlying, SBI's February 2011 futures closed at a premium of
Index Futures 701869 740489 5.50% 14.05 points at 2654.90 compared with spot closing of 2640.85. The number of
contracts traded was 40349.
Stock Futures 656846 619314 -5.71%
Tata Steel February 2011 futures were down at a discount by 2.90 points at 636.10
Index Options 3006602 2877168 -4.30%
compared with spot closing of 639.00.The number of contracts traded was
Stock Options 112867 127705 13.15% 23236.ICICI Bank February 2011 futures were at premium of 2.60 points at 1022.00
Total F&O 4478184 4364676 -2.53% compared with spot closing of 1019.40. The number of contracts traded was 27044.
Tata Motor's February 2011 futures were at a discount of 0.35 points at 1151.90
Index Spot Future Basis compared with spot closing of 1152.25. The number of contracts traded was
NIFTY 5506 5524 19 23949.Reliance Industries February 2011 futures were at premium of 6.20 points at
926.00 compared with spot closing of 919.80.The number of contracts traded was
BANK NIFTY 10642 10660 18 24797.
CNXIT 6971.25 7005 34
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%) Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
COLPAL 819 -2.84% 206,750 117.06% TVSMOTOR 55 1.85% 6,104,000 -7.23%

JISLJALEQS 194.4 -10.04% 1,221,250 44.10% STRTECH 54.4 -1.63% 2,964,000 -5.61%
SIEMENS 860.9 18.20% 1,199,500 39.56% ORIENTBANK 332.35 2.62% 2,162,000 -5.07%
CANBK 610 7.55% 1,241,500 23.35% IGL 321.8 3.72% 140,000 -4.76%
BATAINDIA 318.4 -4.38% 330,000 19.57% ONMOBILE 244.4 0.83% 643,000 -4.60%
CMP
10,000,000
Nifty Option Open Interest Distribution
Nifty Feb 5600 call added 3.71 lakh shares in OI, up 10.94% and 5700 call
open interest
8,000,000
6,000,000 call added 7.69 lakh shares in OI, up 17.85%. On the put side nifty Feb 5500 put
4,000,000 put added 7.32 lakh shares in OI, up 12.21% and 5400 put added 8.79 lakh in OI,
2,000,000 up 13.03%. The put-call ratio of stock option decreased from 0.42 to 0.32 while
0 put-call ratio of index option decreased from 1.1 to 0.96. On the whole the put
call ratio was at 0.92.

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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 5356-5795 level in short term as the OI is added. The trading strategy would be to create short positions if
the nifty resists around 5620 levels for the target of 5550 and 5500. On the other hand, one can also create long positions if the nifty gets support around
5450 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 5600 353872 3766500 NIFTY 24-Feb-11 5400 363309 7628800
NIFTY 24-Feb-11 6200 12036 1848450 NIFTY 31-Mar-11 5300 21596 1746300
NIFTY 31-Mar-11 6100 11165 1451050 NIFTY 31-Mar-11 5200 20996 2036150
PAY OFF MATRIX
STOCK STRATEGY AS ON 1 ST FEB 2011 250

UNDERLYING
ASSET NIFTY
200
CMP 5524 150

BUY ICICI BANK FEB 1050 CA @ 26.70
STRATEGY 100
BUY ICICI BANK FEB 900 PA @ 5.35
MAX LOSS 32.05 50
MAX PROFIT UNLIMITED 0

LOT SIZE 250 0 2 4 6 8 10 12 14 16
-50
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
STRATEGY IN/OUT FLOW LOSS AS ON REMARK
STRATEGY ASSET
31/01/11
BUY NIFTY FEB 5700CA@61.05

31/1/2011 NIFTY -136.85 (15) POINTS HOLD
BUY NIFTY FEB 5400PA@75.80
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.
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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

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Daily Derivative Report 1st Feb 2011

NIFTY FEB FUT: 5524.40 -12.15

Open Interest gainer Open Intrest Loser

COLPAL 819 -2.84% 206,750 117.06% TVSMOTOR 55 1.85% 6,104,000 -7.23%

MOST ACTIVE CALLS MOST ACTIVE PUTS

PAY OFF MATRIX

STOCK STRATEGY AS ON 1 ST FEB 2011 250

CMP 5524 150

MAX LOSS 32.05 50

MAX PROFIT UNLIMITED 0

For any information or suggestion, please send your query at research@moneysukh.com

For Private circulation Only For Our Clients Only

BUY NIFTY FEB 5700CA@61.05

NAME DESIGNATION E-MAIL

For Private circulation Only For Our Clients Only

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