DERIVATIVE REPORT make more, for sure.

6 TH,JANUARY 2011
N ifty Sentim ent Indicato rs F & O HIGHLIGHTS
Put C all R atio -Index Optio ns 1 .1 1 The 50-share S&P CNX Nifty finally settled at 6,079.80 after losing 66.55 points or 1.08%.
The India VIX surged 4.99% to 17.88 on Wednesday compared to its previous close of
Put C all R atio -Sto ck Optio ns 0 .3 2
17.03 on Tuesday. Nifty January futures saw an addition of 9.17% or 1.84 million (mn)
Vo lum e units, taking the total outstanding open interest (OI) to 21.86 mn units.
Pro duct 04.01.11 05.01.11 % C hg For Nifty calls, 6200 strike price (SP) from the January series was the most active call with an
Index F utures 458173 471819 2.98% addition of 1.61 mn or 32.61%. Among Nifty puts, 6100 SP from the January month expiry
Sto ck F utures 597680 549685 -8.03% was the most active put with an contraction of 0.04 mn or 1.18%. The maximum Call OI
Index Optio ns 2099435 2048520 -2.43% outstanding was at 6200 SP (6.55 mn) and that for Puts at 6100 SP (3.81 mn). The Nifty Put
Sto ck Optio ns 119787 113375 -5.35% Call Ratio (PCR) OI wise stood at 1.37 for January-month contracts.
To tal F &O 3275075 3183399 -2.80% The top five scrips with highest PCR on OI were Hero Honda 1.22, Infosys 1.10, Wipro
1.01, Axis Bank 0.88, HUL 0.85. Among most active underlyings Reliance Industries
witnessed an addition of 3.52% in the January month futures contract, followed by SBI
Index Spo t F uture B asis which saw an addition of 8.67% of OI in the near month contract. ICICI Bank witnessed
an addition of 12.39% in the near-month futures, while Tata Steel saw an addition of
N IF TY 6080 6098 18 4.08% while, Tata Motors witnessed an addition of 2.80% in the near month futures
BAN K N IF TY 11305 11370 65 contract.
C N X IT 7508 7518 10

Open Interest gainer Op e n In tr e st L ose r

Symbol Last price Chg (%) Open Increase Op e n In cr e a se
S ym bol L a st p r ice C hg (%)
Interest (%) In te r e st (% )
CANBK 623.6 -4.67% 1,581,000 19.91% VO L T A S 2 2 1 .7 -1 .0 0 % 1 ,4 7 9 ,0 0 0 -7 .4 5 %
ALBK 213.75 -4.02% 1,153,000 18.26% P RA JIND 8 6 .4 -1 .4 3 % 1 7 ,4 1 6 ,0 0 0 -7 .0 8 %
CHAMBLFERT 87.4 -3.69% 16,824,000 18.05% C E SC 3 7 9 .0 5 -0 .1 7 % 1 ,0 0 6 ,5 0 0 -6 .0 2 %
OPTOCIRCUI 252.75 -3.57% 1,497,000 16.77% A SIA NP A INT 2 ,8 8 0 .0 0 0 .7 3 % 8 7 ,3 7 5 -5 .6 7 %
BAJAJ-AUTO 1,388.00 -3.60% 2,242,000 15.81% JP P O W E R 5 6 .8 5 -1 .3 0 % 8 ,2 9 6 ,0 0 0 -5 .5 6 %

Nifty Option Open Interest Distribution 7000000

Nifty Jan 6100 call added 9.83 lakh shares in OI, up 38.77% and 6200 call added 16.09 6000000
open interest

lakh shares in OI, up 32.61%. On the put side nifty Jan 6000 put added 4.18 lakh 5000000
4000000 c all
shares in OI, up 7.03% and 5900 put added 3.34 lakh in OI, up 6.17%. The put-call
3000000 put
ratio of stock option decreased from 0.26 to 0.32 while put-call ratio of index option 2000000
remains same at 1.11. On the whole the put call ratio wasCMP
at 1.05. 1000000
0
 

40  

60  

00  

20  

60  

80  

 
00

00

00

00

00

00

00

00

00

00

00
Analyst
0.

0.

0.

0.

0.

0.

0.

0.

0.

0.

0.
00

20

80

40

00
 5

 5

 5

 5

 5

 6

 6

 6

 6

 6

 7
Pashupati Nath Jha
s trike pric e
Pashupatinathjha@moneysukh.com

NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 6030-6230 level in short term as the OI is added. The trading strategy would be to create long positions if the nifty takes support
around 6000 levels for the target of 6050 and 6100. On the other hand, one can also create short positions if the nifty resist around 6150 levels.

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:Mansukh Securities
306, Pratap Bhavan, 5, Bahadurand
ShahFinance LtdDelhi-110002
Zafar Marg, New SEBI Regn No. BSE: INB010985834PMS Regn
/ NSE: No. INP000002387
INB230781431
Phone:Office:
011-30123450/1/3/5 Fax: 011-30117710
306, Pratap Bhavan, Email:
5, Bahadur Shah research@moneysukh.com
Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
Website: www.moneysukh.com
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
 DERIVATIVE REPORT make more, for sure.

MOST ACTIVE CALLS MOST ACTIVE PUTS

Strike Contracts Open Strike Contracts Open
Symbol Expiry Date Symbol Expiry Date
Price Traded Interest Price Traded Interest
NIFTY 27-Jan-11 6200 320762 6545950 NIFTY 27-Jan-11 6100 301461 3810650
NIFTY 27-Jan-11 6100 234336 3519450 NIFTY 27-Jan-11 6000 234900 6382650
NIFTY 27-Jan-11 6300 165037 5834400 NIFTY 27-Jan-11 5900 155041 5754300
NIFTY 27-Jan-11 6400 104076 3595950 NIFTY 27-Jan-11 6200 96378 2221600
NIFTY 27-Jan-11 6500 45714 2225150 NIFTY 27-Jan-11 5800 94374 5194750
NIFTY 27-Jan-11 6000 24630 1894450 NIFTY 27-Jan-11 5700 48480 4705400
NIFTY 27-Jan-11 6600 7929 589550 NIFTY 27-Jan-11 5600 35951 3801250
NIFTY 24-Feb-11 6300 6753 729350 NIFTY 24-Feb-11 6000 10345 780050
NIFTY 31-Mar-11 6000 6396 737100 NIFTY 24-Feb-11 5800 9582 657850
NIFTY 24-Feb-11 6200 5699 332500 NIFTY 27-Jan-11 6300 8454 434600

STRATEGY TRACKER
DATE OF UNDERLYING IN/OUT NET PROFIT/ LOSS
STRATEGY REMARK
STRATEGY ASSET FLOW AS ON 05/01/11
31/12/2010 NIFTY BUY NIFTY JAN 6200CA@69 (106.8) POINTS (20) POINTS HOLD
BUY NIFTY JAN 5900PA@37.80
BUY NIFTY 6000 CA@204
3/1/2011 NIFTY SELL NIFTY TWO 6100CA@135 (13) POINTS 05 POINTS HOLD
BUY NIFTY 6200CA@79
5/1/2011 REL IND BUY REL IND TWO JAN 1100 CA@16.35
(42.4) POINTS 1 POINT HOLD
BUY REL IND JAN 1040 PA@9.70

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, Pratap Bhavan, 5, 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
 make more, for sure.

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.

Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
Office: 306, Pratap Bhavan, 5, 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