DERIVATIVE REPORT
CMP
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
SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
PMS Regn No. INP000002387
1.11
0.34
Product
28.06.10
29.06.10
% Chg
Stock Futures
535899
585555
9.27%
Index Futures
451798
724501
60.36%
Index Options
1147215
1727003
50.54%
Stock Options
87842
81291
-7.46%
Total F&O
2222754
3118350
40.29%
Spot
Future
Basis
BANKNIFTY
9381.4
9400.15
19
CNXIT
5934.15
5950
16
NIFTY
5256
5269
12
Index
Nifty Sentiment Indicators
Put Call Ratio-Index Options
Put Call Ratio-Stock Options
Volume
SEBI Regn No. BSE: INB010985834 / NSE: INB230781431
PMS Regn No. I P000002387
Mansukh Securities and Finance Ltd
Office: 306, Pratap Bhavan, 5, Bahaur Shah Zafar Marg, New Delhi-110002
Phone: 011-30123450/1/3/5 Fax: 011-30117710 Email: research@moneysukh.com
Website: www.moneysukh.com
Nifty july future added 30.69 lakh shares in OI, up 10.22%. NIFTY Future is
trading at a premium of 12.35 points, down at 5268.5. Annual volatility was at
22.81.
Nifty Aug future added 1.01 lakh shares in OI, up 11.94%. NIFTY Future is
trading at a premium of 16.8 points, down 1.31% at 5272.95.
BANKNIFTY july future added 0.36 lakh shares in OI, up 1.88%. BANKNIFT
future is trading at premium of 18.75 points, down 1.6% at 9400.15. Annual
volatility is at 26.52.
Tata steel, SBIN, icici bank, aban and reliance were the most active stocks on
yesterday's trade.
Tata steel July fut traded at a discount of 4.91 points witnessing 4.74% surge in
OI. The stock was down 3.87% at 476.35. Annual volatility is 49.29 and total
th
deliverable percentage as on 28 June was 16.09%.
Reliance July fut traded at a premium of 4.45 points recording 2.21% increase
in OI. The stock was down 1.92% at 1072.65. Annual volatility is 31.56 and
total deliverable quantity is 60.83%.
SBIN July fut traded at a