WEEKLY DERIVATIVE REPORT

MAY 15, 2010

Indices Snapshot

OPEN INTEREST(OI) VOLUME(VOL)

SYMBOL
AS ON 07.05.10 AS ON 014.05.10 %CH WoW AS ON 07.05.10 AS ON 014.05.10 %CH WoW
BANKNIFTY 1,049,000 1,187,600 13.21% 309243 303086 -1.99%
CNXIT 24,550 24,800 1.02% 1550 1387 -10.52%
MINIFTY 1,262,400 1,298,660 2.87% 349293 363277 4.00%
NIFTY 31,495,300 30,670,550 -2.62% 2639778 2746800 4.05%
Amidst Greece's sovereign- -debt crisis drama benchmark index closed 1.5%
SYMBOL FUTURE SPOT BASIS
at 5093 in the cash segmentas as global stock rallied after European leaders on
BANKNIFTY 9573.80 9589.05 -15.25 9 may 2010 a announced rescue package for the country. On the last trading
day of the week index tank 1.6% from its early gains as euro zone debt worries
CNXIT 5838.20 5839.75 -1.55 continue to haunt global stocks and investor sentiment. During the week
ended 14 may, 2010 overall volume in the index surged by 4.05% at 27.47 lakh
NIFTY 5083.65 5093.50 -9.85

while nifty may future registered volume growth of 3.68%, However market-wide OI declined by 2.62% at 306.70 lakh shares. Nifty
may future witnessed decline in OI by 4.96% while june future witnessed addition in OI, up 31.83%. In the week that gone by banknifty
pitch 3% to close at 9573 but volume declined by 1.99 on the whole and 2.98% in the may series indicating cautious approach my the
traders.
Nifty call option added 18.69% or 87.52 lakh shares in the OI at 555.72 while put option added 17.93% or 97.82 lakh shares in OI at
643.41(consolidating may, june and july contract). During the week nifty may 5200 call added maximum nos of shares in the OI, up
48.79% at 100.99 suggesting crucial resistance in the near term meanwhile nifty may 5000 put option is trading with maximum nos of
OI at 88.13 lakh shares, during the week it added 20.18 lakh shares in the OI, up 29.70%. in the near term market may have immediate
support around 5000.
In the week ahead market is likely to find ques from the global market and developments ion the eurozone with result session almost
coming to an end. We see support around 5000 and resistance near 5200 fro the week.
Increase in OI and Increase in Price Increase in OI and Decrease in Price
% Ch in % Ch in % Ch in % Ch in
Stock % Ch in VOL Price Stock % Ch in VOL Price
Op. Int OI WoW Vol WoW Price WOW Op. Int OI WoW Vol WoW Price WoW
TATATEA 679250 92.67% 2732 242.36% 1074.75 4.92% INDIANB 2574000 41.65% 2381 -49.74% 211.50 -2.85%
RECLTD 3568500 29.24% 6702 52.63% 271.50 7.91% BANKINDIA 2310400 34.14% 8606 5.63% 330.70 -4.30%
DRREDDY 1004400 25.33% 5961 10.43% 1288.10 6.49% BHARTIARTL 26606500 29.02% 103465 151.84% 264.80 -8.26%
ASHOKLEY 18278700 19.03% 15549 -9.65% 67.20 6.25% ABAN 3812800 28.27% 51651 105.84% 831.00 -17.88%
PFC 408000 18.88% 1627 47.11% 285.65 7.55% PIRHEALTH 9636500 26.40% 37515 48.22% 505.60 -8.24%

Dcerease in OI and Increase in Price Decrease in OI and Decrease in Price

% Ch in % Ch in % Ch in % Ch in
Stock % Ch in VOL Price Stock % Ch in VOL Price
Op. Int OI WoW Vol WoW Price WOW Op. Int OI WoW Vol WoW Price WoW
OFSS 285600 -35.41% 1696 127.96% 2120.90 4.27% RENUKA 56350000 -8.71% 14696 -22.97% 54.55 -1.80%
BAJAJ-AUTO 578200 -33.60% 17706 171.31% 2174.45 5.53% SESAGOA 18205000 -8.04% 71789 -41.15% 372.50 -4.45%
TULIP 122750 -31.90% 859 -47.04% 898.60 3.54% RNRL 47128104 -7.78% 55166 -59.94% 47.35 -8.06%
ALBK 2082500 -27.60% 3603 -38.27% 157.20 4.11% JINDALSAW 12592000 -6.00% 20397 -21.91% 191.50 -1.49%
IDFC 9909050 -22.32% 12730 13.23% 164.90 6.22% SUZLON 83256000 -4.32% 41440 -40.31% 65.60 -3.24%

Please refer to important disclosures at the end of this report For Private circulation Only For Our Clients Only

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Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 PMS Regn No. INP000002387
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WEEKLY DERIVATIVE REPORT

MAY 08, 2010

Sector Analysis

Sector % Chng Price % Chng OI % Chng Vol Sector % Chng Price % Chng OI % Chng Vol
AUTO 3.24% 4.68% 0.74% IT 1.43% -4.06% -20.06%
FMCG 2.53% -13.33% 35.48% METAL -0.38% -0.27% -13.85%
REALTY 2.39% -4.34% -6.34% TECK -1.10% 2.59% 53.76%
BANK 1.83% -5.40% -4.29% PHARMCEUTICAL 1.32% 9.10% 7.88%
POWER 1.95% -3.26% -30.86% SUGAR 0.15% -6.13% -9.83%
OIL&GAS -1.69% -3.89% -28.89%

CALL PUT ANALYSIS (Nifty May 2010)

88.14

83.45
82.24
Call Put Open Interest in Lakhs

74.19
68.08

67.44
65.19
63.14

59.53
46.03

41.90
28.27

28.12
25.93

20.60
14.65
7.23

3.84

3.74

2.08
1.63
0.79

0.46
0.07

0.31

0.25
4400 4500 4600 4700 4800 4900 5000 5100 5200 5300 5400 5500 5600
Strike Price

OPTION OPEN INTEREST (OI) GAINERS:-

For the week ended 14th May 2010, Nifty May 2010 series 5200 CE witnessed maximum addition in OI (50.71%) with current OI at 82..24 Lakhs. On the
PUT side Nifty 5100 PE was the top gainer in terms of OI addition (up 55.26%) with total OI of 67.44 Lakhs shares. Nifty 5300 CE has the highest
number of OI (i.e 83.45 Lakhs shares) while on the put side Nifty 5000 PE has the same (i.e 88.14 Lakhs shares).

OPTION OPEN INTEREST (OI) LOSERS:-

On the Call side Nifty 4900 CE witnessed maximum decline of OI (down by 60.38%) currently at 3.84 Lakhs shares on the other hand PUT side Nifty
5400 PE strike price was among the highest loser in OI, it has total 3.74 Lakhs shares with decline of 23.67% from previous weeks OI.

Please refer to important disclosures at the end of this report 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
 Research Desk Phone: 011-30211872/73 Email: research@moneysukh.com
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Vikram Singh Research Analyst vikram_research@moneysukh.com

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