Derivative Report 09.05.11

Daily Derivative Report 9th May 2011
NIFTY MARCH FUTURE: 5547.95 + 89.55

F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty May 2011 futures closed at 5,547.95, at a discount of 3.50 points over spot
Put Call Ratio-Index Options 0.8 closing of 5,551.45, while Nifty June 2011 futures were at 5,562.75 at a premium of
11.30 points over spot closing. The near month May 2011 derivatives contract
Put Call Ratio-Stock Options 0.34
expires on Thursday, May 26, 2011. Nifty May futures saw addition of 0.21% or
0.05 million (mn) units, taking the total outstanding open interest (OI) to 27.80 mn
Volume units.
Product 05.05.11 06.05.11 % Chg From the most active underlying, ICICI Bank May 2011 futures closed at a
Index Futures 584148 622319 6.53% premium of 0.85 points at 1080.25 compared with spot closing of 1079.40. The
Stock Futures 494789 526932 6.50% number of contracts traded was 30,421.
Index Options 3014026 2956292 -1.92% SBI's May 2011 futures were at a premium of 3.80 point at 2651.70 compared with
spot closing of 2647.90. The number of contracts traded was 21,492.
Stock Options 90675 97582 7.62%
Tata Motors May 2011 futures were at a discount of 6.05 points at 1190.00
Total F&O 4183638 4203125 0.47%
compared with spot closing of 1196.05. The number of contracts traded was 24,053.
Infosys May 2011 futures were at a discount of 17.00 points at 2865.45 compared
Index Spot Future Basis
with spot closing of 2882.45. The number of contracts traded was 11,278.
NIFTY 5551 5548 (4) Axis Bank May 2011 futures were at a premium of 1.30 points at 1258.50 compared
BANK NIFTY 11145 11143 (2) with spot closing of 1257.20. The number of contracts traded was 12,647.
CNXIT 6627 6587 (40)
Open Interest gainer Open Intrest Loser

Symbol Last price Chg (%) Increase (%)
Symbol Last price Chg (%) Open Increase (%)
Open
Interest Interest
PFC 207.65 -0.65% 5,799,000 32.91% BANKINDIA 420.8 4.62% 1,496,500 -16.70%
BOMDYEING 352.1 0.24% 600,000 10.80% GLAXO 2,293.70 1.68% 18,125 -14.71%
FEDERALBNK 405 -0.82% 1,050,000 9.38% ITC 183.75 0.55% 11,438,000 -11.47%
UNIONBANK 314.45 8.10% 1,810,000 9.23% ORIENTBANK 337.55 5.40% 1,206,000 -10.73%
TATAPOWER 1,233.55 0.30% 958,000 8.80% JETAIRWAYS 493.05 11.47% 911,500 -10.06%
CMP
8,000,000 Nifty Option Open Interest Distribution
7,000,000 Nifty May 5600 call shed 2.59 lakh shares in OI, down 4.68% and 5700 call
6,000,000 added 4.05 lakh shares in OI, up 6.56%. On the put side nifty May 5500 put
5,000,000 call
4,000,000 added 7.68 lakh shares in OI, up 18.74% and 5400 put added 6.18 lakh in OI,
3,000,000 put up 11.98%. The put-call ratio of stock option remains same at 0.34 while put-
2,000,000 call ratio of index option increased from 0.79 to 0.80. On the whole the put
1,000,000
0 call ratio was at 0.78.
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 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 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 26-May-11 5600 512665 5202500 NIFTY 26-May-11 5500 352914 4858550
NIFTY 26-May-11 6100 17651 5314800 NIFTY 30-Jun-11 5000 17951 3610050
NIFTY 30-Jun-11 5700 16823 1519700 NIFTY 26-May-11 5000 17615 1206150
NIFTY 30-Jun-11 5800 12899 1089300 NIFTY 30-Jun-11 5500 12775 2120200
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
06/05/11
BUY NIFTY MAY 5600CA @41

6/5/2011 NIFTY (87)POINTS 07 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

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Daily Derivative Report 9th May 2011

NIFTY MARCH FUTURE: 5547.95 + 89.55

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 MAY 5600CA @41

BUY NIFTY MAY 5700CA @120 MAY BOOK FULL PROFIT

BUY NIFTY MAY 5600PA @57.10 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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