The report contains detailed information on the Derivative strategy and in order to provide a proper understanding to its readers it also provides information on Nifty sentiment indicators.Apart from this it also provides information on the Stock strategy and Nifty option open interest distribution for its readers.
f MANSUKH 1 Â©E^/V^'r/EE Â©O^T Investment & Trading Solutions MAY 6th 2010 Nifty may future added 23 lakh shares in OI, up 8.25%. NIFTY Future's discount of 17.8 points has converted into premium of 5points, down 0.22% at Nifty Sentiment Indicators 1.16 5130. Annual volatility of 15.71 has increased to 16.28. 0.3 Nifty June future added 1.05 lakh shares in OI, up 7.38%. NIFTY Future's Put Call Ratio-Index Optionsâ¨Put Call Ratio-Stock Options discount of 15.5 points has converted into premium og 5 points, down 0.26% at 5130. Volume BANKNIFTY may future shed 0.45 lakh shares from OI, down 4.22%. Product 04.05.10 % Chg 05.05.10 BANKNIFT future's discount of 7.5 points has converted into premium of 43â¨points, up 0.05% at 9625. Annual volatility is at 21.37 Reliance, tata steel, sesagoa, icicibank and SBIN were the most active stocksâ¨on yesterday's trade. Reliance May fut traded at a discount of 2 point witnessing 7.3% growth in OI.â¨The stock was up 0.26% at 1019. Annual volatility is 30.25 and totalâ¨deliverable percentage as on 4th may was 29.44%. icicibank May fut traded at a premium of 2 points recording 13.56%â¨expansion in OI. The stock was down 0.91% at 908.7. Annual volatility is 36.6â¨(3,669) an^ total deliverable quantity is 32.35%. Tata steel May fut traded at a premium of 1.4 point recorded 12.16% increase Stock Futuresâ¨Index Futures 613673â¨714820â¨2126005â¨105568â¨3562066 504432â¨570849â¨1579808â¨112958â¨2768047 22.05 25.22â¨34.57 Index Optionsâ¨Stock Options -6.54 Total F&O 28.69 Index Spot Future Basis BANKMFIV CNX1T MF'IY' 9581.85 5913 5932 9625 3,693 in OI. The stock was up 0.03% at 578.4. Annual volatility is 42.96 and totalâ¨^ deliverable quantity is 32.60%. 5125 5130 Increase in Open Interest and Decrease in Priceâ¨%Price Increase in Open Interest and Increase in Priceâ¨%Price Change Opn. Int (OI) %OI Change Stocks Change Opn. Int (OI) %OI Change Price Stocks Price 41.7s IDFC 39.70 JPASSOCIAT 32.17 JINDALSTEL 26.60 UNITECH 21.41 (7AII. 163.50â¨134.60â¨692.10â¨78.75â¨420.50 -1.42 12572900.00 -3.75 28292568.00 -3.30 5464320.00 -1.62 53514000.00 -1.52 3.872.250 26.28â¨21.21â¨20.67â¨20.67â¨20.56 FEDERAI.BMKâ¨PATAUâ¨U.OBAXKâ¨IMDIAMBâ¨AMDI IRABAMK 244.00â¨444.00â¨74.00â¨234.70â¨13S.30 3.44 102S00S.00â¨1043300.00â¨130S4000.00â¨217S000.00â¨4 1S4200.00 4.21 4.44 4.4s 4.42 Nifty Option Open Interest Distribution On the call side nifty May 5200 call added 2.34 lakh shares in OI,â¨up 5.72% while nifty May 5100 call added 16.22 lakh shares in OI, 7.000.000 X 6.000.000 2 5.000.000 2 4.000.000 7 3.000.000 2 2.000.000 7 1.000.000 up 96.04% mean while 5300 call witnessed shedding in OI, down â¡ CM J. 5.03% or 3.41 lakh shares. On the put side nifty April 5100 putâ¨added 5.44 lakh shares in OI, up 9.84% While 5000 put witnessedâ¨addition of 10.37 lakh shares in OI, up 20.79% at the same timeâ¨4900 put witnessed highest addition in OI, up 92.65% or 31.80 lakh â¡ 111 I L n â hLL okHr-u /' /' / / /' / shares. The put-call ratio of stock option decreased from 0.34 toâ¨0.30 while put-call ratio of index option increased from 0.94 toâ¨1.16. On the whole the put call ratio was at 1.09 higher than 0.88 inâ¨the previous trading session. In the next few trading sessionâ¨benchmark index is likely to move in the range of 5000 to 5200. Strike Frioe For any information or suggestion, please send your query at research@monevSukh.COm For Private circulation Only For Our Clients Only Mansukh Securities and Finance Ltd SEBI Regn No. BSE: INB010985834/ NSE: INB230781431â¨" PMS Regn No. INP000002387 Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002â¨Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: firstname.lastname@example.org Website: www.moneysukh.com fMANSUKH ww Investment & Trading Solutions i AD BEA AD o HinaiMHma raailOTiliCT ww. o HinamHtwa raSMIiBCT m^mhmdh mw. 5200 -72 5100 -95 B B 64 -36 67 -33 5300 36 5000 62 5300 -36 5000 -62 B B 78 -22 80 -20 5400 14 4900 42 5200 -72 5100 -95 B B 142 -58 147 -53 5400 14 4900 42 STRATEGY TRACKER DATE OF STRATEGY UNDERLYING ASSET NET OUTFLOW/INFLOW PROFIT/LOSS AS ON 5/05/10 REMARK STRATEGY SELL NIFTY MAY 5500 CA @ 12â¨SELL NIFTY MAY 4800 PA @ 16â¨BUY RNRL MAY 65 PA @ 4.75â¨BUY RNRL MAY 70 CA @ 4.55 4/5/2010 (3.80) NIFTY 28.00 HOLD 5/5/2010 (9.30) RNRL 0.10 HOLD For any information or suggestion, please send your query at research@m.OneySUkh.COm. For Private circulation Only For Our Clients Only SEBI Regn No. BSE: INB010985834/ NSE: INB230781431 PMS Regn No. INP000002387 Mansukh Securities and Finance Ltd Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002â¨Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: email@example.com Website: www.moneysukh.com M MANSUKH Investment & Trading Solutions Email: firstname.lastname@example.orgâ¨E-MAIL Research Deskâ¨NAME Phone: 011-30211872/73â¨DESIGNATION email@example.comâ¨firstname.lastname@example.org email@example.comâ¨firstname.lastname@example.org Head - Researchâ¨Research Analystâ¨Research Analystâ¨Research Analyst Varun Guptaâ¨Pashupati Nathjhaâ¨Ajay Lakraâ¨Vikram Singh MANSUKH Investment & Trading Solutions fiAf&tfukh hoi io w\ohÂ£ijr sukk kai 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.â¨Mansukh Securities and Finance Ltd (hereinafter referred as MSFL) is not soliciting any action based on it. This report is not for public distributionâ¨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 affiliatesâ¨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 informationâ¨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,â¨regarding any matter pertaining to this report, including without limitation the implied warranties of merchantability, fitness for a particularâ¨purpose, and non-infringement. The recipients of this report should rely on their own investigations. 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