Derivative Trading Analysis by Mansukh Investment and Trading Solutions 6/5/2010 by MoneySukh

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									f MANSUKH
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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 Options
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 43
points, up 0.05% at 9625. Annual volatility is at 21.37
Reliance, tata steel, sesagoa, icicibank and SBIN were the most active stocks
on yesterday's trade.
Reliance May fut traded at a discount of 2 point witnessing 7.3% growth in OI.
The stock was up 0.26% at 1019. Annual volatility is 30.25 and total
deliverable percentage as on 4th may was 29.44%.
icicibank May fut traded at a premium of 2 points recording 13.56%
expansion in OI. The stock was down 0.91% at 908.7. Annual volatility is 36.6
(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 Futures
Index Futures
613673
714820
2126005
105568
3562066
504432
570849
1579808
112958
2768047
22.05
25.22
34.57
Index Options
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 total
^ deliverable quantity is 32.60%.
5125
5130
Increase in Open Interest and Decrease in Price
%Price
Increase in Open Interest and Increase in Price
%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.
163.50
134.60
692.10
78.75
420.50
-1.42	12572900.00
-3.75	28292568.00
-3.30	5464320.00
-1.62	53514000.00
-1.52	3.872.250
26.28
21.21
20.67
20.67
20.56
FEDERAI.BMK
PATAU
U.OBAXK
IMDIAMB
AMDI IRABAMK
244.00
444.00
74.00
234.70
13S.30
3.44
102S00S.00
1043300.00
130S4000.00
217S000.00
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,
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
□ CM J.
5.03% or 3.41 lakh shares. On the put side nifty April 5100 put
added 5.44 lakh shares in OI, up 9.84% While 5000 put witnessed
addition of 10.37 lakh shares in OI, up 20.79% at the same time
4900 put witnessed highest addition in OI, up 92.65% or 31.80 lakh
□ 111
I L n „
hLL
okHr-u
/' /' / / /' /
shares. The put-call ratio of stock option decreased from 0.34 to
0.30 while put-call ratio of index option increased from 0.94 to
1.16. On the whole the put call ratio was at 1.09 higher than 0.88 in
the previous trading session. In the next few trading session
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
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Mansukh Securities and Finance Ltd
SEBI Regn No. BSE: INB010985834/ NSE: INB230781431
"	PMS Regn No. INP000002387
Office: 306, Pratap Bhavan, 5, Bahadur Shah Zafar Marg, New Delhi-110002
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Investment & Trading Solutions
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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 @ 12
SELL NIFTY MAY 4800 PA @ 16
BUY RNRL MAY 65 PA @ 4.75
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-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
M MANSUKH
Investment & Trading Solutions
Email: research@moneysukh.com
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NAME
Phone: 011-30211872/73
DESIGNATION
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Head - Research
Research Analyst
Research Analyst
Research Analyst
Varun Gupta
Pashupati Nathjha
Ajay Lakra
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MANSUKH
Investment & Trading Solutions
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