Derivatives Rollover Report |September 28, 2018

The ecstasy of the northward direction halted as we witnessed strong bout of selling on account of depreciating

domestic currency, global trade war, rising crude prices and some concerns over few NBFC’s. In the course of action,

index corrected almost 6% in the September series to conclude tad below the important psychological level of 11000.

Despite this carnage in the broader market, IT counters clearly bucked the trend as we saw giants like ‘INFY’ and

‘TCS’ went on to clock fresh record high.

Despite being a volatile series, we hardly saw any meaningful open interest addition in Nifty futures; in fact, OI plunged 30%

series on series. Now, we are started October series with the lowest base for this calendar year. Rollovers for Nifty stood at

62.51%, lower than the 3-month average of 68.21%. Stronger hands (FIIs) added short positions throughout the September

series and also preferred rolling these bearish bets in the coming series. Their index futures ‘Long Short Ratio’ has also

plunged from 64% to 46%. Due to the sharp decline in index; the volatility index has also surged above the hurdle of 16.50

and this certainly does not bode well for the bulls. At current juncture, on the higher side 11500 followed by 11200 call and

on the downside 11000 followed by 10800 puts are attracting traders attention. Considering the rollover data, it’s advisable

to stay light in index unless we see any relevant build-up in either direction.

BankNifty rollovers were on the lower side in terms of percentage (65.64%) as well as OI. Once again, we are starting

the series with lower base. During the series, the banking index corrected almost 11% along with decent shorts and

some of these positions are still intact. Looking at the stock specific action, it seems we may see further weakness

going ahead.

Indices Change

NIFTY & PCR Graph

Price

Change

3 month

INDEX

Price

(%)

Rollover

avg.

NIFTY

10977.55

(5.99)

62.51

68.21

BANKNIFTY

25042.15

(10.71)

65.64

69.77

NIFTYIT

16018.00

2.97

71.01

70.10

NIFTYMID50

4729.40

(11.26)

99.97

99.96

NIFTYINFRA

3045.45

(6.33)

Monthly Gainers

Monthly Losers

Price

Change Open

Change

Change Open

Change

Scrip

Price

(%)

Interest

(%)

Scrip

Price

(%)

Interest

(%)

BIOCON

710.15

16.37

6987600

(1.40)

DHFL

291.85

(56.43)

15234000

(43.43)

AUROPHARMA

745.90

7.64

22219000

5.88

YESBANK

204.80

(43.85)

91189000

61.81

HCLTECH

1099.60

7.27

7390600

(16.99)

JETAIRWAYS

169.15

(41.53)

6534000

20.30

NMDC

118.55

7.24

21138000

(17.99)

SREINFRA

33.10

(39.04)

18186000

(1.07)

WIPRO

321.20

6.92

27112800

11.10

JPASSOCIAT

7.50

(36.71)

107168000

(28.30)

Note: Stocks which have more than 1000 contract in Futures OI.

For Private Circulation Only

Derivatives Rollover Report

Banking and Financials

 YESBANK (83.69%) is one of the top loser and we

also saw massive short formation in the recent

correction. Rollovers are also on the higher side for

this counter. Thus, traders are advised avoid any kind

of bottom fishing.

 Post some recovery, BANKBARODA (91.27%) once

again attracted shorts to correct below the support

zone of 110-108. We also saw short rollovers in the

October series. We expect continuation of the recent

fall towards 92-94 levels.

 HDFCBANK (65.32%) has lowest rollover in this

space. Last series, we saw extension of fall to correct

yet another 4.47% but hardly saw any short formation

was seen. Since last 2-3 sessions, we are seeing

some buying interest; thus, one can expect some

recovery towards 2025-2030.

Auto & Auto Ancillaries



Post last 8 series, MARUTI (80.26%) is finally is out

from the range of 8000-10000. Last series, we saw a

massive fall of nearly

18% along with short

formation. These positions have also been rolled.

Thus, traders are advised avoid any bottom fishing as

we don’t see any signs of recovery immediately.



BAJAJ-AUTO (85.98%) out performed this space by

closing almost 3% higher. But, this was mainly due to

short covering. Thus, unless we don’t see any buying

interest one should avoid adding longs.



HEROMOTOCO (56.60%) has lowest rollovers in this

space. This counter was down 4% and we also saw

decent fall in OI. It had a strong support around

3030-3020 levels, which is already breached. We

believe fresh shorts may attract this counter to push it

towards 2700-2750.

Consumer Goods & FMCG



TATAGLOBAL (88%) concluded the series with a cut of

1.60% and we also saw 25% decline in OI series on

series. At present, 225-227 is an immediate support;

whereas, 242-244 is the wall of resistance. A move

beyond this shall decide its trend going ahead.



MCDOWELL-N (94.80%) has corrected 20% and also

added some shorts. It has been taking support near

505-507 zones in last couple of days. Thus, traders

who wish to add longs for some pull back can add

longs for the target of 548-550.



ITC (77.41%) corrected 8% last series but we hardly

saw any short formation. This counter has a support

around 285-287 levels, one can add longs on dips.

For Private Circulation Only

Derivatives Rollover Report

Oil & Gas

 BPCL (72.69%) outperformed this space and also has

lowest rollovers. Low rollovers along with decline in

open interest hints, majority of the shorts are now out

of the system. Thus, we expect fresh buying emerging

in this counter.

 GAIL (81.37%) has consolidated in the range of 350-

400 for last two consecutive series. At the same time,

open interest activity too remained muted. This

counter should be on watch list as it may soon be out

of this congestion.

 Some of the other counters wherein we saw high

rollovers are PETRONET (94.74%), OIL (94.48%) and

MRPL (94.12%).

Pharmaceutical



BIOCON (91.09%) rallied 16% and outperformed the

entire F&O space. But, surprisingly, the overall OI

activity remained muted. Thus, traders are advised to

wait for any relevant fresh positions before initiating

aggressive positions.



AUROPHARMA (94.81%) rallied 7.64% along with

long formation. Rollovers are also on the higher side,

thus, any dips near the recent lows of 698-700 shall

be an opportunity to re-enter.



PEL

(93.84%) has underperformed this space by

correcting 24% last series. We also saw meaningful

short rollovers. This counter has an immediate

support around 2250-2255 levels; any fall below

these levels may bring it towards 2040-2050.

Metal & Mining



VEDL (83.87%) is the only counter that added longs

series on series. Rollovers are also inline to the

averages. Thus, traders with long positions shall hold

it with the stop loss of 219-220.



NMDC (79.80%) outperformed its peer groups.

However, the up move seen of 7% was mainly due to

short covering. In fact, in last couple of session we

are witnessing fresh shorts. At present, 125-127 is an

important hurdle for this counter. Hence, traders with

longs shall look to exit this counter.



Other stocks where we witnessed long unwinding are

COALINDIA

(79.21%), SAIL

(88.26%)

and

NATIONALUM (89.17%).

For Private Circulation Only

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

AUTO & AUTO ANCILLARIES

AMARAJABAT

760.85

(10.30)

1005900

(14.46)

9.67

1.48

65.62

73.18

APOLLOTYRE

223.65

(11.53)

12978000

(7.80)

9.39

0.80

85.26

76.17

ASHOKLEY

121.15

(8.22)

59820000

4.84

8.12

0.45

94.59

89.95

BAJAJ-AUTO

2802.45

2.85

2410750

(28.12)

8.85

0.53

85.98

86.12

BALKRISIND

1051.65

(25.71)

1886400

45.38

7.73

0.91

73.76

82.78

BHARATFORG

617.20

(8.47)

8036400

(4.48)

10.11

0.66

87.85

92.01

BOSCHLTD

19935.65

(9.99)

117000

(4.92)

11.04

0. 00

80.33

92.19

CASTROLIND

145.80

(8.24)

9685200

(9.38)

-11.96

1.20

83.15

80.60

CEATLTD

1181.60

(16.31)

1056300

(11.21)

9.00

0.86

78.21

82.41

EICHERMOT

25064.20

(9.96)

241975

(13.65)

8.48

0.28

78.54

83.39

ESCORTS

650.35

(26.66)

5850900

15.68

9.39

0.58

87.86

89.97

EXIDEIND

268.35

(6.47)

4992000

(33.76)

9.30

0.81

76.71

82.24

HEROMOTOCO

3108.70

(4.21)

1044000

(28.55)

8.70

1.34

56.60

74.24

M&M

881.55

(10.67)

12901000

(7.68)

6.09

0.55

83.16

86.19

MARUTI

7608.50

(17.98)

3009750

31.50

9.57

0.32

80.26

85.45

MOTHERSUMI

260.55

(16.41)

15230400

25.05

6.03

0.50

86.84

90.64

MRF

64791.65

(12.02)

28560

(16.95)

11.95

0.06

84.97

89.22

TATAMOTORS

227.10

(13.06)

76753500

(4.45)

10.71

0.32

87.48

89.82

TATAMTRDVR

119.50

(14.18)

32169200

(2.67)

9.34

1.28

93.80

93.24

TVSMOTOR

573.25

1.67

5902000

17.99

-30.32

0.44

82.48

88.84

BANKING & FINANCIALS

ALBK

35.80

(15.17)

18293000

4.20

-23.25

0.91

97.19

96.94

AXISBANK

603.75

(7.55)

37615200

(15.24)

7.82

0.58

84.23

87.23

BAJAJFINSV

6023.40

(13.78)

618125

(21.58)

9.50

1.40

77.19

80.60

BAJFINANCE

2217.75

(24.88)

7156000

16.76

8.01

0.65

88.33

86.42

BANKBARODA

105.05

(30.59)

72284000

16.30

8.74

0.61

91.27

88.69

BANKINDIA

80.85

(19.55)

20388000

(11.33)

6.48

0.80

86.99

85.34

BHARATFIN

1050.40

(8.68)

3994500

(11.90)

8.87

1.14

89.15

86.27

CANBK

229.25

(20.58)

8600000

(15.27)

9.16

0.98

87.90

88.16

CANFINHOME

228.65

(28.21)

3857500

(12.58)

7.74

0.29

96.56

97.76

CAPF

500.35

(23.95)

5317600

(11.15)

3.26

1.17

93.96

92.48

CHOLAFIN

1186.40

(19.38)

996500

15.20

8.02

1.90

87.68

73.79

DCBBANK

143.65

(18.66)

5305500

44.13

-56.85

0.29

97.92

94.54

DHFL

291.85

(56.43)

15234000

(43.43)

7.41

0.58

88.01

90.75

EQUITAS

127.15

(20.18)

14252000

(8.85)

8.77

1.65

89.23

93.68

FEDERALBNK

70.70

(13.09)

48301000

(30.30)

5.55

0.87

86.27

88.68

HDFC

1741.20

(10.39)

24599000

1.37

9.20

0.53

83.13

86.63

HDFCBANK

1983.35

(4.47)

12646500

(37.32)

4.75

0.68

65.32

74.80

For Private Circulation Only

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

IBULHSGFIN

944.00

(25.78)

13498000

(6.00)

5.97

0.80

88.18

82.89

ICICIBANK

308.95

(10.62)

92628250

(9.19)

9.78

0.73

79.79

83.52

ICICIPRULI

339.15

(10.86)

4382300

(7.90)

6.37

1.01

88.66

81.80

IDBI

49.20

(19.93)

53320000

(4.00)

9.34

1.01

88.47

95.03

IDFC

40.45

(24.11)

119724000

(2.81)

8.11

0.83

92.18

92.65

IDFCBANK

36.90

(24.46)

117689000

(9.03)

8.89

0.86

89.76

92.59

IFCI

12.35

(28.82)

61050000

(0.77)

-5.26

0.98

94.25

92.07

INDIANB

228.10

(32.19)

5006000

5.66

8.34

0.30

87.12

81.96

INDUSINDBK

1692.45

(10.25)

5229600

(7.49)

8.10

0.44

68.71

71.04

KOTAKBANK

1151.45

(10.16)

10888000

(5.57)

10.27

0.74

73.60

74.90

KTKBANK

100.55

(15.93)

16465500

(7.97)

8.48

1.19

91.13

90.86

L&TFH

126.05

(32.03)

40396500

42.99

7.80

0.57

88.78

90.73

LICHSGFIN

423.40

(20.09)

9700900

(22.16)

7.74

0.69

83.66

87.10

M&MFIN

402.95

(18.64)

10095000

0.90

11.09

0.84

91.87

92.08

MANAPPURAM

76.05

(25.15)

19200000

28.00

8.63

1.11

85.56

82.84

MFSL

422.20

(9.71)

2234400

(2.77)

9.80

1.47

81.88

90.87

MUTHOOTFIN

407.10

(1.38)

2280000

22.78

-27.89

0.50

83.29

86.15

ORIENTBANK

63.35

(25.91)

13338000

5.06

3.09

0.86

96.28

97.94

PFC

79.60

(7.28)

79326000

3.04

8.24

0.80

89.23

85.71

PNB

63.00

(26.53)

118519500

(2.11)

10.43

0.57

89.40

91.40

RBLBANK

527.05

(16.62)

4669200

0.18

9.59

0.73

82.66

82.84

RECLTD

98.80

(16.62)

41538000

10.12

11.31

1.08

88.43

85.72

RELCAPITAL

294.75

(35.28)

9966000

2.61

8.23

0.35

78.52

72.21

REPCOHOME

413.55

(25.02)

598500

(21.21)

-49.72

2.14

94.33

95.22

SBIN

266.25

(13.97)

77823000

(3.02)

4.42

0.72

82.10

81.08

SOUTHBANK

13.70

(22.60)

131172078

(7.02)

14.43

1.56

83.96

86.73

SREINFRA

33.10

(39.04)

18186000

(1.07)

-3.93

0.80

91.38

92.06

SRTRANSFIN

1160.60

(14.03)

4671000

5.52

12.19

1.39

84.45

85.54

SYNDIBANK

32.00

(21.95)

25875000

(5.49)

-2.03

0.60

94.85

97.30

UJJIVAN

263.40

(25.90)

4480000

(28.09)

8.72

1.15

79.48

83.38

UNIONBANK

68.05

(25.42)

37080000

11.01

8.68

0.98

86.82

90.97

YESBANK

204.80

(43.85)

91189000

61.81

9.94

0.34

83.69

84.59

CAPITAL GOODS & INFRASTRUCTURE

ADANIPORTS

336.55

(12.91)

9570000

16.96

5.05

0.83

80.17

81.00

BEML

629.95

(23.06)

1844000

2.99

7.81

0.49

97.49

98.19

BHEL

71.20

(11.55)

36022500

(1.03)

1.83

0.80

87.28

86.84

CGPOWER

46.50

(22.76)

35124000

(5.21)

-1.40

1.19

92.31

96.05

ENGINERSIN

122.70

(3.73)

10430000

12.33

4.26

0.82

68.89

82.03

GMRINFRA

16.85

(16.58)

199305000

(11.76)

3.88

0.72

89.37

91.44

HAVELLS

615.85

(14.92)

4000000

16.75

6.92

0.76

86.82

86.63

HCC

11.60

(21.36)

37674000

7.33

5.64

0.73

95.40

93.04

IRB

137.65

(28.25)

13442500

(11.42)

8.10

0.48

86.60

92.57

For Private Circulation Only

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

JPASSOCIAT

7.50

(36.71)

107168000

(28.30)

8.75

0.71

87.31

94.49

1312.65

(3.23)

10674000

(20.92)

2.74

0.97

68.48

76.75

NBCC

62.10

(14.17)

22146000

6.19

9.52

0.89

89.54

89.56

RELINFRA

305.60

(33.30)

8255000

(7.64)

7.94

0.52

81.16

87.60

SIEMENS

948.85

(6.31)

1484000

1.50

-2.33

0.80

99.60

98.54

VOLTAS

531.70

(15.17)

3146000

(19.85)

-10.82

0.71

78.12

78.58

CEMENT

ACC

1569.75

(4.14)

1430400

(6.26)

7.10

0.53

88.71

87.01

AMBUJACEM

227.25

(4.92)

13100000

11.87

0.00

0.64

86.63

84.45

DALMIABHA

2363.55

(11.55)

379500

(14.76)

-4.07

0.67

88.46

86.32

GRASIM

1031.90

(3.98)

3556500

(33.05)

8.14

1.09

79.43

79.13

INDIACEM

105.00

(16.63)

17181500

(14.85)

6.24

0.68

84.06

83.12

RAMCOCEM

650.00

(6.62)

688800

(31.56)

-1.00

0. 00

75.79

86.42

SHREECEM

17525.95

(7.25)

99800

4.01

7.33

0. 00

92.54

86.43

ULTRACEMCO

4126.30

(6.95)

2077600

(4.46)

1.87

1.02

83.94

82.29

CHEMICALS & FERTILIZERS

GSFC

94.15

(21.11)

13450500

(8.17)

6.26

1.47

95.37

86.25

PIDILITIND

1061.85

(7.32)

3102000

(6.87)

6.66

0.93

93.27

94.37

TATACHEM

687.30

(10.09)

2880750

(17.01)

10.42

0.93

93.41

89.18

UPL

687.50

(1.85)

14721600

(11.87)

8.40

0.99

88.82

81.68

CONSUMER GOODS & FMCG

ASIANPAINT

1291.65

(6.96)

5041800

(9.10)

4.20

0.91

66.67

74.73

BERGEPAINT

290.55

(14.13)

1861200

2.05

-1.79

6.27

94.84

91.07

BRITANNIA

5723.85

(14.84)

1332200

6.52

5.50

1.45

92.12

92.29

COLPAL

1100.75

(5.14)

1409100

(28.13)

-2.89

0.90

87.26

88.57

DABUR

439.90

(9.06)

14290000

4.57

7.75

0.66

89.63

93.96

GODFRYPHLP

748.80

(16.10)

592900

14.77

0.70

0.44

94.85

96.27

GODREJCP

791.10

(18.13)

4016400

41.94

12.73

2.13

84.43

81.63

HINDUNILVR

1630.65

(8.53)

8592600

(5.70)

8.49

0.65

79.00

80.70

ITC

295.00

(8.26)

62767200

(17.85)

7.56

0.46

77.41

81.61

JUBLFOOD

1248.00

(18.84)

3236000

14.49

9.52

0.54

82.17

78.90

MARICO

337.90

(9.52)

8288800

16.48

4.65

0.71

93.85

92.63

MCDOWELL-N

518.70

(20.46)

10823750

12.92

9.75

1.08

94.80

91.89

NESTLEIND

9630.60

(15.39)

333100

26.46

7.07

0.89

90.20

92.95

TATAGLOBAL

234.00

(1.60)

10894500

(25.02)

4.19

0.75

88.31

85.87

TITAN

824.45

(6.93)

13482000

(13.86)

4.76

0.69

87.93

89.12

UBL

1421.25

(0.72)

1579200

(23.73)

3.91

0.63

95.39

97.85

For Private Circulation Only

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

METALS & MINING

COALINDIA

277.65

(3.34)

17534000

(7.17)

6.61

1.12

79.21

77.38

HINDALCO

245.45

1.97

35770000

(6.07)

8.28

0.55

87.57

87.20

HINDZINC

293.45

(0.32)

7366400

(1.71)

-53.87

0.33

84.32

78.87

JINDALSTEL

225.20

0.36

29241000

(4.68)

9.33

0.63

93.25

90.32

JSWSTEEL

402.00

0.53

50976000

(13.89)

5.54

0.46

81.76

91.31

NATIONALUM

65.15

(15.06)

49264000

(2.56)

7.04

0.99

84.93

78.51

NMDC

118.55

7.24

21138000

(17.99)

4.41

0.83

79.80

86.77

SAIL

74.65

(8.80)

69756000

(9.38)

7.91

0.77

88.26

87.49

TATASTEEL

612.85

0.08

35804506

(13.93)

2.77

0.65

92.12

92.03

VEDL

241.55

4.41

48853000

3.65

4.88

0.37

83.87

88.13

INFORMATION TECHNOLOGY

HCLTECH

1099.60

7.27

7390600

(16.99)

8.83

0.42

76.45

79.82

HEXAWARE

438.60

0.54

4105500

(27.73)

9.28

0.47

87.64

94.14

INFY

723.15

1.67

25678800

(43.84)

-2.97

0.61

61.58

77.25

KPIT

243.20

(18.61)

9400500

22.09

10.26

0.38

93.76

96.20

MINDTREE

1060.30

0.08

3630000

(9.27)

9.85

0.55

88.68

81.43

NIITTECH

1128.15

(16.57)

1770000

50.32

10.31

0.67

97.16

94.81

OFSS

3965.80

(5.77)

340200

73.66

-5.92

0.00

61.95

84.31

TATAELXSI

1185.40

(16.32)

1788800

(12.89)

10.53

0.38

87.96

87.15

TCS

2201.55

5.20

6689000

(21.05)

7.56

1.02

64.62

77.85

TECHM

750.40

2.00

14442000

(7.93)

7.60

0.73

87.43

85.84

WIPRO

321.20

6.92

27112800

11.10

9.20

0.30

73.56

81.57

MISCELLANIOUS

ADANIENT

143.05

(36.54)

37764000

89.16

7.33

0.37

94.75

93.72

APOLLOHOSP

1075.25

(10.12)

1233000

0.37

9.40

0.76

91.27

87.99

BATAINDIA

989.20

(9.71)

1639000

(10.78)

7.49

0.71

75.03

85.29

BEL

82.70

(28.15)

38298150

46.78

10.33

0.67

85.70

89.84

CONCOR

624.10

(1.35)

2171250

(2.25)

6.93

0.94

89.58

74.22

CUMMINSIND

679.00

(13.22)

1180900

91.05

8.41

0.48

82.17

74.83

GODREJIND

524.40

(17.37)

1884000

(4.41)

-3.59

1.09

98.82

92.17

INDIGO

843.35

(10.83)

3099000

(20.32)

5.90

1.45

89.86

90.52

INFIBEAM

202.30

(10.55)

40308000

2.56

12.69

1.41

75.66

77.47

JETAIRWAYS

169.15

(41.53)

6534000

20.30

-101.29

1.11

92.05

89.11

JISLJALEQS

72.35

(15.13)

35874000

(5.43)

6.34

0.71

88.62

92.76

JUSTDIAL

506.90

(9.41)

2214800

(18.87)

9.06

0.54

97.78

97.38

KAJARIACER

382.65

(19.91)

2501000

37.87

8.57

1.20

87.29

85.53

KSCL

614.20

(4.66)

733500

(22.63)

7.36

0.65

92.44

89.05

For Private Circulation Only

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

MCX

716.15

(13.78)

4400200

(7.19)

9.63

0.98

93.99

94.98

PCJEWELLER

67.20

(22.00)

8382000

(2.36)

4.87

0.59

76.29

79.79

VGUARD

180.00

(20.41)

2499000

(14.39)

9.48

0.31

98.58

95.52

OIL & GAS

BPCL

374.55

4.32

8017200

(27.27)

8.23

0.69

72.69

62.64

CHENNPETRO

283.40

(9.62)

1108500

(3.02)

1.84

0.66

88.93

84.90

GAIL

380.00

0.28

15385923

(2.40)

7.94

0.65

81.37

78.46

HINDPETRO

250.80

(1.70)

23758875

(12.09)

7.58

0.93

87.40

87.63

IGL

257.90

(10.68)

3371500

(33.69)

3.80

1.25

80.66

73.83

IOC

153.85

(1.12)

24924000

(11.91)

10.25

0.92

76.78

71.49

MGL

828.45

(1.88)

2442600

(42.86)

0.00

0.86

93.98

96.36

MRPL

74.85

(8.83)

5044500

(9.08)

2.62

0.75

94.12

90.79

OIL

216.60

0.98

3086292

0.33

8.79

0.54

94.48

94.25

ONGC

177.05

(0.23)

43440000

3.27

9.27

0.26

85.96

80.87

PETRONET

228.45

(3.67)

12480000

(21.03)

8.33

0.41

94.74

89.91

RELIANCE

1261.90

(1.78)

40687000

(14.44)

8.47

0.64

77.28

83.68

PHARMACEUTICAL

AJANTPHARM

1106.00

(12.10)

646000

(23.37)

5.09

1.72

95.49

95.01

AUROPHARMA

745.90

7.64

22219000

5.88

9.33

0.59

94.81

94.57

BIOCON

710.15

16.37

6987600

(1.40)

3.22

0.25

91.09

90.47

CADILAHC

390.45

(0.20)

11169600

(19.08)

5.03

0.56

87.84

91.49

CIPLA

659.50

0.83

10453000

4.00

0.30

0.60

76.30

75.97

DIVISLAB

1376.55

5.77

2328000

(28.20)

10.16

0.46

90.91

86.13

DRREDDY

2560.25

6.79

4009750

(5.86)

9.88

0.65

91.17

89.37

GLENMARK

647.85

(2.06)

3399000

(11.94)

6.98

0.92

91.17

92.73

GRANULES

99.10

(12.69)

14190000

7.70

5.95

0.47

91.02

91.80

LUPIN

903.65

0.36

9390500

(11.71)

10.62

1.14

79.22

84.75

PEL

2383.30

(24.14)

3326832

23.46

9.50

0.51

93.84

94.87

STAR

463.90

(6.00)

4692000

(4.49)

4.94

0.51

94.29

86.99

SUNPHARMA

633.10

(1.31)

31255400

(12.83)

3.82

0.52

88.81

90.68

TORNTPHARM

1692.05

(5.27)

577000

(6.33)

10.21

0.71

89.39

88.66

WOCKPHARMA

565.70

(15.86)

3367800

(5.07)

1.73

0.65

96.44

98.10

REAL ESTATE

DLF

173.25

(21.98)

26162500

(3.31)

10.24

0.81

90.37

90.58

NCC

79.00

(20.32)

46224000

(0.70)

6.63

0.46

86.52

88.52

For Private Circulation Only

Derivatives Rollover Report

POWER

ADANIPOWER

25.75

(25.90)

146700000

(0.85)

5.08

1.76

96.73

97.61

CESC

876.90

(13.29)

5893250

12.27

6.72

0.49

93.08

93.45

NHPC

23.05

(7.62)

22896000

1.31

8.54

0.69

83.46

88.83

NTPC

168.95

0.63

33628000

(0.27)

7.76

0.31

77.89

79.09

POWERGRID

195.45

0.41

40368000

2.24

6.03

0.92

87.49

84.38

PTC

68.50

(17.72)

11344000

(22.60)

6.69

0.77

89.52

75.41

RPOWER

25.95

(29.58)

49829000

(1.34)

-7.49

0.71

94.29

96.75

SUZLON

6.05

(15.38)

313605000

0.69

21.91

0.54

87.37

92.12

TATAPOWER

69.10

(9.97)

44559000

(10.24)

9.50

0.90

89.79

92.08

TORNTPOWER

224.45

(15.21)

1998000

5.88

7.30

4.27

83.77

92.31

TELECOM

BHARTIARTL

359.05

(6.80)

48067500

1.01

8.22

1.21

91.64

93.96

IDEA

38.80

(22.94)

154854000

1.40

10.16

0.64

91.56

94.09

INFRATEL

270.35

(5.22)

4127600

(36.37)

12.17

0.37

55.03

72.27

RCOM

12.30

(34.40)

95480000

(24.09)

-5.28

0.49

95.15

96.73

TATACOMM

508.10

(9.99)

3039200

(14.90)

8.52

0.80

93.18

94.89

TEXTILES

ARVIND

338.90

(16.29)

8158000

(6.55)

7.35

0.58

79.00

83.53

CENTURYTEX

856.20

(11.61)

6601650

22.28

8.97

1.93

89.66

92.68

PAGEIND

33004.85

(6.55)

120425

97.34

-2.35

0. 00

89.34

91.30

RAYMOND

705.50

(17.34)

5004800

3.70

7.15

2.25

90.25

94.23

SRF

1815.05

(11.78)

745500

(21.81)

3.96

2.18

92.21

94.60

MEDIA

DISHTV

57.70

(19.13)

36792000

(24.06)

7.96

1.62

89.82

88.82

PVR

1258.90

(8.31)

987600

(5.29)

3.95

3.29

96.63

94.77

SUNTV

624.05

(19.11)

6892000

(0.52)

8.52

1.04

85.28

87.35

TV18BRDCST

36.60

(20.95)

52266500

(6.42)

0.00

0.88

94.06

97.44

ZEEL

448.70

(12.23)

10238800

0.95

9.95

0.60

80.07

84.40

For Private Circulation Only

Derivatives Rollover Report

Research Team Tel: 022 - 39357800 Extn-6824

Website: www.angelbroking.com

DISCLAIMER

Angel Broking Limited (hereinafter referred to as “Angel”) is a registered Member of National Stock Exchange of India Limited,

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Broking Limited is a registered entity with SEBI for Research Analyst in terms of SEBI (Research Analyst) Regulations, 2014 vide

registration number INH000000164. Angel or its associates has not been debarred/ suspended by SEBI or any other regulatory

authority for accessing /dealing in securities Market. Angel or its associates/analyst has not received any compensation / managed

or co-managed public offering of securities of the company covered by Analyst during the past twelve months.

This document is solely for the personal information of the recipient, and must not be singularly used as the basis of any investment

decision. Nothing in this document should be construed as investment or financial advice. Each recipient of this document should

make such investigations as they deem necessary to arrive at an independent evaluation of an investment in the securities of the

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the merits and risks of such an investment.

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trading volume, as opposed to focusing on a company's fundamentals and, as such, may not match with a report on a company's

fundamentals. Investors are advised to refer the Fundamental and Technical Research Reports available on our website to evaluate

the contrary view, if any.

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sources believed to be true, but we do not represent that it is accurate or complete and it should not be relied on as such, as this

document is for general guidance only. Angel Broking Limited or any of its affiliates/ group companies shall not be in any way

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Derivative Research Team

[email protected]

For Private Circulation Only