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Daily Derivative Report 1st March 2011

NIFTY MARCH FUTURE: 5343.05 +29.25


F & O HIGHLIGHTS
Nifty Sentiment Indicators Nifty March 2011 futures closed at 5,343.05, at a premium of 9.80 over spot closing
Put Call Ratio-Index Options 0.99 of 5,333.25, while Nifty April 2011 futures were at 5,357.00, at a premium of 23.75
points over spot closing. The near month March 2011 derivatives contract expire
Put Call Ratio-Stock Options 0.37
on Thursday, March 31, 2011. Nifty March futures saw an addition of 17.96% or
3.87 million (mn) units, taking the total outstanding open interest (OI) to 25.46 mn
Volume units.
Product 17.02.11 28.02.11 % Chg From the most active underlying, Tata Motors March 2011 futures closed at a
Index Futures 736894 1281669 73.93% discount of 3.05 points at 1076.65 compared with spot closing of 1079.70. The
number of contracts traded was 59,392.
Stock Futures 661522 843410 27.50%
SBI’s March 2011 futures were at a discount of 8.60 points at 2634.50 compared
Index Options 2562041 4743456 85.14% with spot closing of 2643.10. The number of contracts traded was 43,000.
Stock Options 105358 133635 26.84% ICICI Bank March 2011 futures were at a premium of 5.85 points at 978.85
Total F&O 4065815 7002170 72.22% compared with spot closing of 973.00. The number of contracts traded was 42,091.
Hindalco March 2011 futures were at a premium of 0.30 points at 202.00
compared with spot closing of 201.70. The number of contracts traded was 20,716.
Index Spot Future Basis
Reliance Industries March 2011 futures were at a premium of 3.40 points at 965.10
NIFTY 5333 5341 8 compared with spot closing of 961.70. The number of contracts traded was 33,338.
BANK NIFTY 10435 10457 22
CNXIT 6666.3 6690 24

Open Interest gainer Open Intrest Loser


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

CMP
8,000,000 Nifty Option Open Interest Distribution
7,000,000
Nifty March 5400 call added 7.53 lakh shares in OI, up 21.29% and 5500 call
open interest

6,000,000
5,000,000 call added 4.67 lakh shares in OI, up 10.14%. On the put side nifty March 5300 put
4,000,000 added 9.20 lakh shares in OI, up 15.01% and 5200 put added 9.78 lakh in OI,
3,000,000 put
2,000,000 up 19.45%. The put-call ratio of stock option increased from 0.35 to 0.37 while
1,000,000 put-call ratio of index option decreased from 0.85 to 0.99. On the whole the
0 put call ratio was at 0.97.
 4 00 

 4 00 

 5 00 

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 6 00 

 6 00 

 6 00 

 
00
0.

0.

0.

0.

0.

0.

0.

0.

0.

0.

0.
50

70

90

10

30

50

70

90

10

30

50
 4

strike price Analyst


Pashupati Nath Jha
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 5150-5600 level in short term as the OI is added. The trading strategy would be to create long positions if the
nifty takes support around 5300 levels for the target of 5350 and 5400. On the other hand, one can also create short positions if the nifty resists around 5500
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 31-Mar-11 5500 615233 5077900 NIFTY 31-Mar-11 5300 541420 7050550

NIFTY 31-Mar-11 5400 445914 4287950 NIFTY 31-Mar-11 5200 481925 6009450

NIFTY 31-Mar-11 5600 422235 4670850 NIFTY 31-Mar-11 5100 291893 4713450

NIFTY 31-Mar-11 5700 242456 4224300 NIFTY 31-Mar-11 5400 270928 5097000

NIFTY 31-Mar-11 5300 220266 3133800 NIFTY 31-Mar-11 5000 281136 5297500

NIFTY 31-Mar-11 5800 161535 3009450 NIFTY 31-Mar-11 4900 113106 2036050

NIFTY 31-Mar-11 5900 71423 2621850 NIFTY 31-Mar-11 4800 103014 2542050

NIFTY 31-Mar-11 6000 53036 2191500 NIFTY 31-Mar-11 5500 70944 2498900

NIFTY 31-Mar-11 5200 31145 960050 NIFTY 31-Mar-11 4700 56861 1940600

NIFTY 28-Apr-11 5700 17030 652950 NIFTY 31-Mar-11 4600 25494 1171700

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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
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Daily Derivative Report

STRATEGY TRACKER

NET PROFIT/
DATE OF UNDERLYING
STRATEGY IN/OUT FLOW LOSS AS ON REMARK
STRATEGY ASSET
28/02/11

SELL NIFTY MARCH 6000CA@23.10


18/02/2011 NIFTY 50.95POINTS 3 POINTS HOLD
SELL NIFTY MARCH 5000PA@27.85

SELL NIFTY FEB 5700 CA@6.40 MAY BOOK PARTIAL


16/02/2011 NIFTY 15.90 POINTS 8 POINTS
SELL NIFTY FEB 5200PA@9.50 PROFIT AS ON 21.2.2011

BUY ICICIBANK FEB 1050CA@26.70


1/2.2011 ICICI BANK (32.05) POINTS (22) POINTS EXIT AS ON 21.2.2011
BUY ICICIBANK FEB 900PA@5.33

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

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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
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