DERIVATIVE REPORT

Mar 23th 2010

Nifty Sentiment Indicators Nifty March future shed 36.73 lakh shares from OI, down 16.65%%. Future is
Put Call Ratio-Index Options 1.07 trading at premium of 2 point at 5207. The annual volatility is 17.76.
Put Call Ratio-Stock Options 0.39 Nifty April future added 41.05 lakh shares in OI, up 59.28%. Future is trading
at premium of 5 points at 5210. Daily volatility of nifty is 0.93.
Volume BANKNIFTY March future shed 2.03 lakh shares in OI, down 17.9%.
Product 22.03.10 19.03.10 % Chg BANKNIFT future is trading at premium of 5.05 at 9192. The annual volatility
Stock Futures 828174 618426 33.92 of banknifty future is 20.74.
Index Futures 752288 413554 81.91
Index Options 1974313 1574250 25.41 Reliance, bharti airtel, ICICI Bank, Rcom and state bank were the most active
Stock Options 86918 79799 8.92 stocks on yesterday's trade.
Reliance March fut traded at discount of 1.35 point adding 1.34 lakh shares in
OI. The stock was down 1.81% at 1072.25.
ICICI bank March fut traded at discount of 1.7 points shed 1.32 lakh shares
Index Spot Future Basis from OI. The stock was down by 2.23 % at 933.55.
BANKNIFTY 9186.95 9192 5 Rcom March fut traded at discount of 0.1 points shed 33.40 lakh shares from
CNXIT 6128.75 6135 6 OI. The stock was up by 1.51% at 171.1.
NIFTY 5205 5208 3

Increase in Open Interest and Increase in Price Increase in Open Interest and Decrease in Price
%Price %Price
Stocks Price Change OI %OI Change Stocks Price Change OI %OI Change
HDFCBANK 1838.05 0.94 2133800 19.58 HDFC 2635.10 -2.58 1523250 35.18
VOLTAS 175.60 1.41 1398600 13.85 KOTAKBANK 745.85 -0.49 3386350 30.92
AUROPHARMA 947.00 0.58 1167600 10.10 ZEEL 262.50 -1.72 3094000 25.64
BANKBARODA 623.75 1.47 1761900 7.98 M&M 1050.00 -2.26 1819896 21.07
INDIACEM 130.50 1.91 9820850 4.65 IBREALEST 149.80 -6.90 13716300 20.93

Nifty Option Open Interest Distribution On the call side nifty mar 5200 call added 6.76 lakh shares in
OI, up 15.05% with a traded quantity of 4.02 lakh shares
while Nifty mar 5300 call added 1.68 lakh shares in OI, up
14,000,000 2.7% with a traded quantiy of 2.54 lakh shares meanwhile
12,000,000 5100 call witnessed fall in OI by 1.18% or 0.87 lakh shares. On
O p e n In t e re s t

10,000,000 the put side nifty mar 5200 put shed 1.86 lakh shares from OI,
8,000,000 CALL down 2.49% with a traded quantity of 3.27 lakh shares while
6,000,000 PUT nifty march 5300 put tank 4.2 lakh shares, down 4.20% with a
4,000,000 CMP traded quantity of 2.11 shares.
2,000,000 Close to the expiry of the march derivative contract the
0 market is expected to remain volatile. March derivative
contract will expire on 25th march. As the expiry is
 

 
00

00

00

00

00

00

00

00

00

00
0.

0.

0.

0.

0.

0.

0.

0.

0.

0.

approaching nifty march future witnessed shedding in the

00

20

40

60

80

00

20

40

60

80
 4

 4

 4

 4

 4

 5

 5

 5

 5

 5

open interest while nifty April future registered addition in

Strike Price OI. meanwhile addition of shares in the 5200 call and
shedding in the put option of same strike price suggest
important support level for nifty, also on the closing basis
nifty has closed above 5200 at a premium.

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
Mansukh
Office: Securities
306, Pratap and Finance
Bhavan, 5, Bahadur Ltd New Delhi-110002
Shah Zafar Marg, SEBI Regn No. BSE: INB010985834
PMS Regn No. INB230781431
/ NSE: INP000002387
Phone:
Office:011-30123450/1/3/5
306, Pratap Bhavan, Fax: 011-30117710
5, Bahadur Email:
Shah Zafar research@moneysukh.com
Marg, New Delhi-110002 PMS Regn No. INP000002387
Website: www.moneysukh.com
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
NAME DESIGNATION E-MAIL
Varun Gupta Head - Research varungupta@moneysukh.com
Pashupati Nath Jha Research Analyst pashupatinathjha@moneysukh.com
Ajay Lakra Research Analyst ajaylakra@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