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DERIVATIVE REPORT                                                                                                                        make more, for sure.
21 ST,DECEMBER 2010
                                                                                F & O HIGHLIGHTS
                 Nifty Sentiment Indicators                                     Nifty Dec future added 19.08 lakh shares in OI, up 8.09%. NIFTY Future is
Put Call Ratio-Index Options                                        0.94        trading at a premium of 6 points, down 0.23%at 5953. Annual volatility was at
Put Call Ratio-Stock Options                                        0.33        23.81.
                                                                                Nifty Jan future added 2.61 lakh shares in OI, up 10.73%. NIFTY Future is
                                                Volume                          trading at a premium of 33 point, down 0.21% at 5980.
Product                              16.12.10      20.12.10      % Chg          BANKNIFTY Dec future added 0.61 lakh shares in OI, up 4.72%. BANKNIFT
Index Futures                         666154        526118      -21.02%         future is trading at a discount of 7 points, down 1.87% at 12260. Annual
                                                                                volatility is at 38.57.
Stock Futures                         682569        584183      -14.41%
                                                                                Tata steel, hero honda, tata motors, sbi, and reliance were the most active
Index Options                        2904043       2199625      -24.26%         stocks on yesterday's trade.
Stock Options                        155999        127699       -18.14%         Tata steel Dec fut traded at par, witnessing 1.46% up in OI. The stock was
Total F&O                            4408765       3437625      -22.03%         surged 0.45% at 663.50. Annual volatility is 43.83 and total deliverable
                                                                                percentage was 30.31%.
                                                                                Reliance Dec fut traded at a premium of 1 point recording 0.22% increase in OI.
Index                                   Spot        Future         Basis        The stock was down 0.19% at 1058.75. Annual volatility is 35.07 and total
                                                                                deliverable quantity was 50.73%.
NIFTY                                   5947          5953               6      Sbi Dec fut traded at a premium of 14points, 9.33% up in OI. The stock was
BANK NIFTY                             11267         11260              (7)     down 2.21% at 2710.80. Annual volatility is 48.56 and total deliverable quantity
                                                                                was 32.74%.
CNXIT                                 7332.05       7339.95              8

Open Interest gainer                                                             Open Intrest Loser
   Symbol          Last price Chg (%)             Open         Increase                                                                      Open             Increase
                                                                                 Symbol                          Last price Chg (%)
                                                 Interest         (%)                                                                        Interest         (%)
PFC                    328.45        3.24%           671,000    52.85%
                                                                                 RUCHISOYA                           102.90     -1.58%         17,600,000         -9.88%
HEROHONDA           1,973.10         17.03%        2,640,250    17.39%
                                                                                 INDIACEM                            107.55      1.08%          7,750,000         -5.46%
AXISBANK            1,276.00         -3.16%        2,874,250    16.92%
                                                                                 IGL                                 337.95     -0.63%            142,000         -5.33%
ACC                 1,088.25         1.65%         2,150,750    15.18%
RECLTD                  313.7        0.02%         4,172,000    14.36%
                                                                                 HINDPETRO                              416     -1.26%         11,118,000         -5.32%
                                                                                 COLPAL                               879.8      2.61%            142,250         -4.85%
Nifty Option Open Interest Distribution
Nifty Dec 6000 call added 4.99 lakh shares in OI, up 6.87% and 6100 call                         10,000,000
                                                                                                  9,000,000
added 0.67 lakh shares in OI, up 1.26%. On the put side nifty Dec 5800                            8,000,000
                                                                                 open interest




put added 7.24 lakh shares in OI, up 8.64% and 5900 put added 10.54                               7,000,000                                                            call
                                                                                                  6,000,000
lakh in OI, up 23.43%. The put-call ratio of stock option decreased from                          5,000,000                                                            put
0.40 to 0.33 while put-call ratio of index option increased from 0.93 to
                                             CMP                                                  4,000,000
                                                                                                  3,000,000
0.94. On the whole the put call ratio was at 0.94.                                                2,000,000
                                                                                                  1,000,000
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  Pashupatinathjha@moneysukh.com                                                                                              strike price




NIFTY OUTLOOK:
The nifty future is likely to trade in the range of 5850-6030 level in short term as the OI is added. The trading strategy would be to create long positions if
the nifty takes support around 5930 levels for the target of 5970 and 6000. On the other hand, one can also create short positions if the nifty resists
around 6030 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 and Finance New Delhi-110002
       306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, Ltd                                               SEBI Regn No. BSE: INB010985834PMS Regn No. INP000002387
                                                                                                                                         / NSE: INB230781431
Phone:Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
       011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com                                                              PMS Regn No. INP000002387
Website: www.moneysukh.com Fax: 011-30117710 Email: research@moneysukh.com
      Phone: 011-30123450/1/3/5
      Website: www.moneysukh.com
DERIVATIVE REPORT                                                                                            make more, for sure.
                  MOST ACTIVE CALLS                                                      MOST ACTIVE PUTS
   Symbol Expiry Date Strike Price Contracts Traded Open Interest           Symbol Expiry Date Strike PriceContracts TradedOpen Interest
   NIFTY      30-Dec-10         6000        407894      7761500             NIFTY     30-Dec-10       5900         340864       5557300
   NIFTY      30-Dec-10         5900        269277      4260000             NIFTY     30-Dec-10       5800         223062       9102450
   NIFTY      30-Dec-10         6100        189653      6155300             NIFTY     30-Dec-10       6000         153130       4577600
   NIFTY      30-Dec-10         6200         90317      5658700             NIFTY     30-Dec-10       5700         111399       8125000
   NIFTY      30-Dec-10         6300         32966      4338450             NIFTY     30-Dec-10       5600          51551       6505100
   NIFTY      30-Dec-10         5800         29369      2601000             NIFTY      27-Jan-11      5800          25868       2659900
   NIFTY      27-Jan-11         6000         20601      1485050             NIFTY     30-Dec-10       5500          27338       4751150
   NIFTY      27-Jan-11         6100         14527      1053550             NIFTY      27-Jan-11      5900          23539       1317050
   NIFTY      27-Jan-11         6200         12737      1230550             NIFTY      27-Jan-11      5700          18893       1769600
   NIFTY      30-Dec-10         6400         10264      2662150             NIFTY     30-Dec-10       6100          12681         942000



                                                             STRATEGY TRACKER
         DATE OF                                                                    NET PROFIT/ LOSS AS
       STRATEGY UNDERLYING ASSET                          STRATEGY                      ON 20/12/10                 REMARK

                                               BUY NIFTY DEC5800CA@183.50
                                            SELL TWO NIFTY DEC5900CA@111
       20/12/2010               NIFTY          BUY NIFTY DEC6000CA@56                    6 POINTS                     HOLD
                                              BUY REL IND NOV 940 PA@9.30
                                                                                                              BOOK FULL PROFIT AS
       30/11/2010              REL IND             BUY TWO REL IND NOV                   18 POINTS
                                                                                                                 ON 15/12/2010
                                                      1050CA@13.40
                                               BUY NIFTY DEC 6200 CA@34.30                                    BOOK PARTIAL PROFIT
        6/12/2010               NIFTY                                                    56 POINTS
                                               BUY NIFTY DEC 5800 PA@37.50                                      AS ON 10/12/2010

                                                BUY NIFTY DEC 6000 CA@51                                      BOOK PARTIAL PROFIT
       13/12/2010               NIFTY                                                    14 POINTS
                                               BUY NIFTY DEC 5700 PA@47.20                                      AS ON 14/12/2010




                    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

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F&O Report 22 October 2013 Mansukh Investment and Trading Solution
 
Derivative 22 October 2013 By Mansukh Investment and Trading Solution
Derivative 22 October 2013  By Mansukh Investment and Trading SolutionDerivative 22 October 2013  By Mansukh Investment and Trading Solution
Derivative 22 October 2013 By Mansukh Investment and Trading Solution
 

DERIVATIVE REPORT FOR 21 DEC - MANSUKH INVESTMENT AND TRADING SOLUTIONS

  • 1. DERIVATIVE REPORT make more, for sure. 21 ST,DECEMBER 2010 F & O HIGHLIGHTS Nifty Sentiment Indicators Nifty Dec future added 19.08 lakh shares in OI, up 8.09%. NIFTY Future is Put Call Ratio-Index Options 0.94 trading at a premium of 6 points, down 0.23%at 5953. Annual volatility was at Put Call Ratio-Stock Options 0.33 23.81. Nifty Jan future added 2.61 lakh shares in OI, up 10.73%. NIFTY Future is Volume trading at a premium of 33 point, down 0.21% at 5980. Product 16.12.10 20.12.10 % Chg BANKNIFTY Dec future added 0.61 lakh shares in OI, up 4.72%. BANKNIFT Index Futures 666154 526118 -21.02% future is trading at a discount of 7 points, down 1.87% at 12260. Annual volatility is at 38.57. Stock Futures 682569 584183 -14.41% Tata steel, hero honda, tata motors, sbi, and reliance were the most active Index Options 2904043 2199625 -24.26% stocks on yesterday's trade. Stock Options 155999 127699 -18.14% Tata steel Dec fut traded at par, witnessing 1.46% up in OI. The stock was Total F&O 4408765 3437625 -22.03% surged 0.45% at 663.50. Annual volatility is 43.83 and total deliverable percentage was 30.31%. Reliance Dec fut traded at a premium of 1 point recording 0.22% increase in OI. Index Spot Future Basis The stock was down 0.19% at 1058.75. Annual volatility is 35.07 and total deliverable quantity was 50.73%. NIFTY 5947 5953 6 Sbi Dec fut traded at a premium of 14points, 9.33% up in OI. The stock was BANK NIFTY 11267 11260 (7) down 2.21% at 2710.80. Annual volatility is 48.56 and total deliverable quantity was 32.74%. CNXIT 7332.05 7339.95 8 Open Interest gainer Open Intrest Loser Symbol Last price Chg (%) Open Increase Open Increase Symbol Last price Chg (%) Interest (%) Interest (%) PFC 328.45 3.24% 671,000 52.85% RUCHISOYA 102.90 -1.58% 17,600,000 -9.88% HEROHONDA 1,973.10 17.03% 2,640,250 17.39% INDIACEM 107.55 1.08% 7,750,000 -5.46% AXISBANK 1,276.00 -3.16% 2,874,250 16.92% IGL 337.95 -0.63% 142,000 -5.33% ACC 1,088.25 1.65% 2,150,750 15.18% RECLTD 313.7 0.02% 4,172,000 14.36% HINDPETRO 416 -1.26% 11,118,000 -5.32% COLPAL 879.8 2.61% 142,250 -4.85% Nifty Option Open Interest Distribution Nifty Dec 6000 call added 4.99 lakh shares in OI, up 6.87% and 6100 call 10,000,000 9,000,000 added 0.67 lakh shares in OI, up 1.26%. On the put side nifty Dec 5800 8,000,000 open interest put added 7.24 lakh shares in OI, up 8.64% and 5900 put added 10.54 7,000,000 call 6,000,000 lakh in OI, up 23.43%. The put-call ratio of stock option decreased from 5,000,000 put 0.40 to 0.33 while put-call ratio of index option increased from 0.93 to CMP 4,000,000 3,000,000 0.94. On the whole the put call ratio was at 0.94. 2,000,000 1,000,000 0 Analyst 0 0 0 0 0 0 0 0 0 0 .0 .0 .0 .0 .0 .0 .0 .0 .0 .0 Pashupati Nath Jha 00 00 00 00 00 00 00 00 00 00 48 50 52 54 56 58 60 62 64 66 Pashupatinathjha@moneysukh.com strike price NIFTY OUTLOOK: The nifty future is likely to trade in the range of 5850-6030 level in short term as the OI is added. The trading strategy would be to create long positions if the nifty takes support around 5930 levels for the target of 5970 and 6000. On the other hand, one can also create short positions if the nifty resists around 6030 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 and Finance New Delhi-110002 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, Ltd SEBI Regn No. BSE: INB010985834PMS Regn No. INP000002387 / NSE: INB230781431 Phone:Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com PMS Regn No. INP000002387 Website: www.moneysukh.com Fax: 011-30117710 Email: research@moneysukh.com Phone: 011-30123450/1/3/5 Website: www.moneysukh.com
  • 2. DERIVATIVE REPORT make more, for sure. MOST ACTIVE CALLS MOST ACTIVE PUTS Symbol Expiry Date Strike Price Contracts Traded Open Interest Symbol Expiry Date Strike PriceContracts TradedOpen Interest NIFTY 30-Dec-10 6000 407894 7761500 NIFTY 30-Dec-10 5900 340864 5557300 NIFTY 30-Dec-10 5900 269277 4260000 NIFTY 30-Dec-10 5800 223062 9102450 NIFTY 30-Dec-10 6100 189653 6155300 NIFTY 30-Dec-10 6000 153130 4577600 NIFTY 30-Dec-10 6200 90317 5658700 NIFTY 30-Dec-10 5700 111399 8125000 NIFTY 30-Dec-10 6300 32966 4338450 NIFTY 30-Dec-10 5600 51551 6505100 NIFTY 30-Dec-10 5800 29369 2601000 NIFTY 27-Jan-11 5800 25868 2659900 NIFTY 27-Jan-11 6000 20601 1485050 NIFTY 30-Dec-10 5500 27338 4751150 NIFTY 27-Jan-11 6100 14527 1053550 NIFTY 27-Jan-11 5900 23539 1317050 NIFTY 27-Jan-11 6200 12737 1230550 NIFTY 27-Jan-11 5700 18893 1769600 NIFTY 30-Dec-10 6400 10264 2662150 NIFTY 30-Dec-10 6100 12681 942000 STRATEGY TRACKER DATE OF NET PROFIT/ LOSS AS STRATEGY UNDERLYING ASSET STRATEGY ON 20/12/10 REMARK BUY NIFTY DEC5800CA@183.50 SELL TWO NIFTY DEC5900CA@111 20/12/2010 NIFTY BUY NIFTY DEC6000CA@56 6 POINTS HOLD BUY REL IND NOV 940 PA@9.30 BOOK FULL PROFIT AS 30/11/2010 REL IND BUY TWO REL IND NOV 18 POINTS ON 15/12/2010 1050CA@13.40 BUY NIFTY DEC 6200 CA@34.30 BOOK PARTIAL PROFIT 6/12/2010 NIFTY 56 POINTS BUY NIFTY DEC 5800 PA@37.50 AS ON 10/12/2010 BUY NIFTY DEC 6000 CA@51 BOOK PARTIAL PROFIT 13/12/2010 NIFTY 14 POINTS BUY NIFTY DEC 5700 PA@47.20 AS ON 14/12/2010 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
  • 3. 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