Derivatives Rollover Report | August 31, 2018
The march to the northward direction continued for the second consecutive series to touch yet another milestone of
11750 mark. The benchmark index rallied almost 5% in the August series and we also witnessed decent buying
interest. After some breather in July series, Pharma space once again showcased a spectacular run; IT and metal
sector also displayed strength in the series gone by.
As far as futures activity is concerned, we saw good amount of long formation in Nifty and these positions have also been
carried forwarded to September series. Rollovers for Nifty stood at 68.37%, in line with the 3-month average of 68.72%.
Stronger hands (FIIs) added mixed positions throughout the August series but preferred rolling only the positive bets. Their
index futures ‘Long Short Ratio’ has been consistently rising series on series from 35% to 58% in July series and now has
climbed up to 64%, which dictates their positive stance on market. In additions, they also added massive long positions in
stock futures segment. At current juncture, on the higher side 11800 followed by 12000 call and on the downside 11400
followed by 11500 puts are attracting traders attention. Considering the rollover data, we expect continuation of ongoing
rally towards 11800-11900; thus, traders are advised to keep adding longs on dips in market.
The banking index rollovers were on the lower side in terms of percentage (65.92%) as well as open interest. Heavy
weight Private banks like AXISBANK and ICICIBANK were the only counters that supported the index by rallying around
20%; SBIN and BANKBARODA from PSU banks also supported index. At present, BankNifty is light in terms of open
interest; thus, traders are advised to wait and watch for fresh development before initialing any aggressive positions.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
11676.80
4.75
68.37
68.72
BANKNIFTY
28103.25
2.86
65.92
71.82
NIFTYIT
15529.85
7.69
65.48
69.83
NIFTYMID50
5330.45
9.15
99.96
99.94
NIFTYINFRA
3252.10
4.06
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
STAR
493.50
38.14
4912800
27.12
JPASSOCIAT
11.85
(21.78)
149464000
(19.07)
RCOM
18.75
34.89
125776000
47.81
REPCOHOME
551.55
(12.38)
759600
112.59
HCC
14.75
33.48
35100000
(1.37)
IDEA
50.35
(12.05)
152719000
14.45
ADANIPOWER
34.75
30.89
147960000
1.16
APOLLOTYRE
252.80
(11.17)
14076000
101.20
UBL
1431.55
30.40
2070600
44.65
CANFINHOME
318.50
(9.99)
4412500
18.14
Note: Stocks which have more than 1000 contract in Futures OI.
Note: Stocks which have more than 1000 contract in Futures OI.
For Private Circulation Only
1
Derivatives Rollover Report
Banking and Financials
We saw decent long formation in AXISBANK (82.44%)
in last series and these positions got rolled too. From
last couple of sessions we are witnessing some profit
booking but the under tone remains bullish unless we
see any massive change in data. Thus, any dips
towards Rs. 620-625 shall be an opportunity to re-
enter.
Post consistent underperformance, RELCAPITAL
(84.20%) showed decent recovery of 15% last series.
We also saw decent long formation and these
positions have been rolled too. Traders are advised to
hold on their longs.
SBIN
(80.51%) has consolidated after a sharp
recovery. We also witnessed longs during the upmove
and these positions are still in system. This counter
has an immediate support around Rs. 300; thus, any
dips towards above level can be added.
Auto & Auto Ancillaries
Despite being one of the outperforming candidates in
Auto space, we hardly saw long positions rolling in
ASHOKLEY (87.92%).The open interest declined 31%
series on series. Thus, traders are advised to lighten
up their longs.
BHARATFORG (93.76%) rallied almost 7% last series
along with addition of longs. Rollovers are also on
the higher side; thus, indication scope of further
upside. Any break-out above Rs. 685, may bring this
counter towards Rs. 720-725 levels.
APOLLOTYRE (88.91%) underperformed this space by
correcting 11% last series. We witnessed decent short
formation and these positions got rolled too.
However, this counter has a strong support
Rs. 240-245, so expect short covering at these zones.
Consumer Goods & FMCG
UBL (78.85%) rallied sharply from Rs. 1050 and also
added huge longs. Rollovers are also on the higher
side hinting long rollover. Thus, any dips in this
counter shall be an opportunity to buy.
BERGEPAINT (97.41%) has been showing strength and
long formation took place in last series. these positions
are still intact; hence, traders are advised being with
trend.
ITC (81.77%) extended its gains in the August series
and has also added longs series on series. Expect
further strength towards Rs. 230-235.
For Private Circulation Only
2
Derivatives Rollover Report
Oil & Gas
Post some consolidation, PETRONET (87%) added
fresh longs to surpass the hurdle of Rs. 235-236. This
move was mainly due to short covering and we
expect fresh long formation going ahead. Thus,
traders are advised adding longs for the target of
Rs. 258-260.
RELIANCE (85.28%) rallied 15% last series but we
hardly saw any major addition of long series on
series. However, the data doesn’t hint any major
correction and has a support of Rs. 1200-1220.
ONGC (81.45%) has shown strength from the very
strong support zone around Rs. 150. We witnessed
huge long formation and these positions are still
intact. We expect continuation of recent upmove in
the coming series as well.
Pharmaceutical
Post some recovery, SUNPHARMA
(89.41%)
consolidated in the start of August series but strong
buying emerged in last week. Stock surpassed the
hurdle of Rs.
600-610 along with huge longs.
Rollovers are also on the higher side; thus, expecting
further strength towards Rs. 690-700.
DIVISLAB
(85.29%) rallied
20% along with long
formation. We saw open interest addition of 50%
MoM. Considering the rollovers, we expect this
counter to hit fresh record highs soon.
Some of the counters that rallied due to short
covering are BIOCON (87.65%), DRREDDY (85.33%)
and LUPIN (87.51%).
Metal & Mining
TATASTEEL
(93.84%) surpassed the hurdle of
Rs. 570-575 in the beginning of the August series
and attracted longs thereafter. Rollovers are also on
the higher side, hinting longs formed in last series
have been rolled too. Thus, this counter remains buy
on dips for us.
HINDALCO (83.45%) rallied 16% last series; but we
could hardly see any relevant long addition series on
series. At the same time, this counter has an
immediate hurdle around Rs. 245-247 levels. Thus,
traders are advised exiting their long.
Other stocks where we witnessed long rollovers are
COALINDIA (81.86%), NATIONALUM (87.17%) and
NMDC (89.17%).
For Private Circulation Only
3
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
AUTO & AUTO ANCILLARIES
AMARAJABAT
848.20
6.99
1176000
17.73
8.82
0.55
81.00
76.20
APOLLOTYRE
252.80
(11.17)
14076000
101.20
11.71
0.48
88.91
78.26
ASHOKLEY
132.00
17.49
57056000
(31.03)
11.46
0.42
87.92
88.05
BAJAJ-AUTO
2724.90
3.31
3354000
(8.94)
11.22
0.38
87.59
87.65
BALKRISIND
1415.60
14.59
1297600
24.87
10.91
0.56
83.01
84.33
BHARATFORG
674.35
6.74
8413200
10.86
10.42
0.38
93.76
92.22
BOSCHLTD
22149.05
17.78
123060
(3.23)
8.53
0.50
93.50
94.90
CASTROLIND
158.90
(3.20)
10687600
19.32
7.84
0.70
87.99
82.75
CEATLTD
1411.85
3.75
1189650
(12.85)
7.24
0.32
85.36
85.18
EICHERMOT
27837.70
(1.84)
280225
22.65
11.12
0.25
87.97
86.47
ESCORTS
886.75
(0.99)
5057800
26.21
11.27
0.75
87.75
88.20
EXIDEIND
286.90
4.71
7536000
(12.74)
11.23
0.37
76.18
80.47
HEROMOTOCO
3245.35
2.74
1461200
(31.62)
8.75
0.62
78.06
77.17
M&M
986.90
7.42
13974000
(5.10)
5.24
0.44
85.49
86.19
MARUTI
9276.20
(1.07)
2288775
11.29
9.97
0.31
83.83
86.07
MOTHERSUMI
311.70
0.82
12179200
(0.82)
7.78
0.46
91.55
88.67
MRF
73640.75
(6.98)
34390
44.92
7.51
0.00
86.28
86.65
TATAMOTORS
261.20
0.62
80325000
1.06
9.30
0.44
89.92
89.90
TATAMTRDVR
139.25
(3.16)
33051200
15.79
9.90
0.97
94.07
92.81
TVSMOTOR
563.85
9.05
5002000
(44.22)
-4.61
0.20
65.62
82.48
BANKING & FINANCIALS
ALBK
42.20
(5.80)
17556000
38.42
10.90
0.64
95.57
90.85
ANDHRABANK
33.80
2.42
17784000
(17.69)
11.67
0.61
98.13
93.28
AXISBANK
653.05
20.09
44379600
11.59
6.62
1.83
82.44
85.03
BAJAJFINSV
6986.20
(1.23)
788250
25.02
10.59
0.90
82.01
82.64
BAJFINANCE
2952.30
9.27
6129000
20.50
11.38
0.82
87.08
84.29
BANKBARODA
151.35
8.46
62152000
0.35
10.42
1.12
93.35
89.25
BANKINDIA
100.50
4.63
22992000
13.84
8.49
0.76
81.15
82.67
BHARATFIN
1150.20
(3.90)
4534000
8.90
8.56
0.34
87.87
88.14
CANBK
288.65
3.02
10150000
(13.71)
11.39
0.70
90.84
88.81
CANFINHOME
318.50
(9.99)
4412500
18.14
3.49
1.17
98.44
92.24
CAPF
657.95
26.65
5984800
(16.72)
5.27
0.76
85.58
88.44
CHOLAFIN
1471.65
(5.43)
865000
(2.70)
7.93
0.12
87.59
78.03
DCBBANK
176.60
6.35
3681000
(18.20)
11.17
0.41
97.50
91.79
DHFL
669.85
6.83
26929500
1.75
8.82
1.97
90.75
90.69
EQUITAS
159.30
13.02
15636000
(28.94)
2.46
0.94
91.93
92.15
FEDERALBNK
81.35
(7.19)
69294500
3.03
8.06
0.68
85.82
86.23
HDFC
1943.15
(4.61)
24266500
(0.85)
6.07
0.49
87.63
86.90
HDFCBANK
2076.25
(5.41)
20175000
2.38
6.40
0.60
72.76
75.25
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1271.95
(2.08)
14360000
10.14
9.97
0.90
90.48
82.43
ICICIBANK
345.65
20.86
101997500
(18.66)
4.92
0.54
77.83
81.56
ICICIPRULI
380.45
(7.99)
4758000
(1.48)
11.58
0.47
90.53
83.47
IDBI
61.45
3.63
55540000
5.33
10.69
0.84
96.37
93.69
IDFC
53.30
16.63
123182400
(1.70)
11.10
0.78
93.42
88.06
IDFCBANK
48.85
26.72
129371000
(19.75)
8.06
0.47
90.16
87.06
IFCI
17.35
6.44
61525000
5.13
11.37
0.53
96.06
89.24
INDIANB
336.40
(5.44)
4738000
128.01
9.96
0.57
82.60
74.79
INDUSINDBK
1885.80
(3.70)
5652900
8.75
7.05
0.44
76.29
74.55
KOTAKBANK
1281.70
(2.45)
11530400
1.04
3.72
0.62
67.79
69.29
KTKBANK
119.60
3.15
17892000
17.81
8.23
0.76
92.25
90.86
L&TFH
185.45
3.60
28251000
8.92
10.99
0.53
91.96
87.79
LICHSGFIN
529.85
1.52
12463000
26.80
10.17
0.28
87.30
89.85
M&MFIN
495.25
(4.01)
10005000
6.00
6.35
0.19
89.94
91.89
MANAPPURAM
101.60
(2.35)
15000000
5.26
11.65
0.82
92.42
86.80
MFSL
467.60
(1.41)
2298000
(5.01)
10.68
0.50
89.65
91.86
MUTHOOTFIN
412.80
0.40
1857000
23.68
11.79
0.63
90.70
83.99
ORIENTBANK
85.50
15.15
12696000
(2.89)
10.76
0.45
98.28
93.02
PFC
85.85
5.92
76986000
5.74
8.41
0.77
94.37
89.94
PNB
85.75
5.21
121071500
43.87
9.96
0.74
90.41
90.17
RBLBANK
632.10
10.88
4660800
(12.03)
10.81
0.64
84.16
81.20
RECLTD
118.50
10.18
37722000
(3.94)
-12.53
0.47
90.30
87.30
RELCAPITAL
455.45
15.61
9712500
11.48
-24.02
0.74
84.20
77.88
REPCOHOME
551.55
(12.38)
759600
112.59
4.98
0.93
93.99
89.83
SBIN
309.50
7.56
80247000
7.09
3.80
0.54
80.51
79.87
SOUTHBANK
17.70
(1.12)
141081237
(0.95)
11.14
0.78
86.59
88.74
SREINFRA
54.30
0.74
18382000
9.14
10.89
0.60
97.58
93.98
SRTRANSFIN
1349.95
(4.70)
4426800
20.22
7.62
0.30
95.48
91.60
SYNDIBANK
41.00
(5.53)
27378000
8.92
12.84
0.47
98.26
94.68
UJJIVAN
355.45
(9.55)
6230400
61.24
11.28
1.02
91.17
88.16
UNIONBANK
91.25
6.54
33402000
2.79
10.80
0.72
90.51
90.62
YESBANK
364.75
(1.94)
56355250
18.91
10.81
0.72
84.23
84.53
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
386.45
(3.78)
8182500
8.16
9.17
0.58
72.86
67.52
BEML
818.80
2.56
1790500
4.07
-0.24
0.91
91.33
90.44
BHEL
80.50
13.22
36397500
(15.86)
-5.64
0.51
82.94
85.36
CGPOWER
60.20
(3.91)
37056000
28.72
10.92
0.39
99.13
92.81
ENGINERSIN
127.45
(5.49)
9285500
37.68
-2.55
0.47
89.90
82.49
GMRINFRA
20.20
12.22
225855000
6.02
13.04
0.35
92.65
89.22
HAVELLS
723.85
17.14
3426000
(20.77)
8.15
0.62
82.61
85.56
HCC
14.75
33.48
35100000
(1.37)
13.39
0.82
95.49
90.55
IRB
191.85
(6.67)
15175000
(10.85)
11.31
0.45
90.50
89.44
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
11.85
(21.78)
149464000
(19.07)
11.09
0.48
90.53
93.16
LT
1356.45
4.45
13497000
11.33
9.58
0.65
79.02
80.79
NBCC
72.35
6.55
20856000
(9.48)
1.80
0.93
92.40
89.87
RELINFRA
458.20
13.18
8937500
24.43
-16.16
0.47
86.27
87.10
SIEMENS
1012.75
3.86
1462000
29.04
9.07
0.34
99.32
96.36
VOLTAS
626.75
11.08
3925000
8.46
6.37
0.19
80.91
81.06
CEMENT
ACC
1637.60
7.09
1526000
(8.01)
10.88
0.33
79.25
78.17
AMBUJACEM
239.00
6.20
11710000
(18.61)
6.03
0.37
75.94
81.40
DALMIABHA
2672.20
2.81
445200
23.98
9.90
0.26
93.27
87.66
GRASIM
1074.65
4.88
5312250
1.77
0.79
0.45
79.78
81.46
INDIACEM
125.95
10.63
20177500
3.04
1.55
0.57
93.51
86.09
RAMCOCEM
696.05
(2.60)
1006400
38.24
6.12
0.55
96.84
88.86
SHREECEM
18895.15
8.03
95950
(1.89)
1.80
0.00
93.66
90.04
ULTRACEMCO
4434.60
6.85
2174600
14.56
2.41
0.49
89.63
86.06
CHEMICALS & FERTILIZERS
GSFC
119.35
8.80
14647500
6.51
-12.98
0.97
95.54
88.30
PIDILITIND
1145.70
2.88
3331000
(9.14)
10.67
0.34
91.31
90.45
TATACHEM
764.40
12.98
3471000
4.45
7.72
0.50
89.33
88.72
UPL
700.45
9.69
16705200
9.25
8.05
0.86
92.38
85.62
CONSUMER GOODS & FMCG
ASIANPAINT
1388.25
(3.74)
5546400
23.50
9.03
0.52
84.04
81.69
BERGEPAINT
338.35
6.18
1823800
34.14
4.83
0.08
97.41
86.87
BRITANNIA
6721.55
3.86
1250600
54.09
6.15
0.69
93.58
93.41
COLPAL
1160.45
6.41
1960700
(8.61)
7.91
0.22
88.33
87.62
DABUR
483.75
28.64
13665000
(26.39)
10.46
0.40
92.49
94.68
GODFRYPHLP
892.50
14.27
516600
4.38
-0.44
0.00
92.71
91.12
GODREJCP
1449.45
7.79
1886400
24.76
7.92
0.24
88.51
86.47
HINDUNILVR
1782.70
6.12
9112200
2.35
7.24
0.34
85.52
83.79
ITC
321.55
11.15
76406400
3.59
6.93
0.26
81.77
81.48
JUBLFOOD
1537.75
9.56
2826500
(21.27)
9.99
0.51
81.47
82.40
MARICO
373.45
2.16
7116200
30.40
11.44
0.21
90.78
90.33
MCDOWELL-N
652.10
11.94
9585000
(11.83)
11.39
0.30
93.63
91.01
NESTLEIND
11382.80
9.56
263400
15.78
11.13
0.40
87.10
89.02
TATAGLOBAL
237.80
(1.23)
14530500
2.74
9.94
0.90
88.24
85.74
TITAN
885.80
2.97
15651000
18.53
11.06
0.55
91.92
82.70
UBL
1431.55
30.40
2070600
44.65
9.72
0.27
97.85
92.65
For Private Circulation Only
6
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
METALS & MINING
COALINDIA
287.25
7.95
18889200
32.15
7.53
0.53
81.86
80.93
HINDALCO
240.70
16.14
38080000
6.97
2.44
0.75
83.42
83.07
HINDZINC
294.40
8.71
7494400
(18.82)
-10.98
0.43
78.54
81.73
JINDALSTEL
224.40
14.31
30676500
3.47
9.66
0.71
91.19
89.19
JSWSTEEL
399.90
27.44
59199000
(5.80)
6.55
0.71
92.30
95.11
NATIONALUM
76.70
23.11
50560000
15.18
8.55
0.50
87.17
82.63
NMDC
110.55
7.96
25776000
13.62
11.30
0.66
89.17
88.05
SAIL
81.85
10.24
76980000
2.33
12.06
0.61
90.10
88.81
TATASTEEL
612.35
13.70
41599688
0.87
8.57
0.59
93.84
91.60
VEDL
231.35
6.15
47131000
9.90
7.65
0.49
84.23
87.39
INFORMATION TECHNOLOGY
HCLTECH
1025.10
7.07
8903300
(0.42)
10.96
0.29
82.19
77.12
HEXAWARE
436.25
(2.16)
5680500
27.04
10.39
0.11
69.52
84.90
INFY
1422.55
2.94
22863000
(1.08)
5.84
0.46
80.64
83.67
KPIT
298.80
3.97
7699500
74.59
10.56
0.40
97.33
87.37
MINDTREE
1059.40
11.10
4000800
(5.15)
9.11
0.43
85.38
82.33
NIITTECH
1352.25
8.74
1177500
(5.65)
-3.17
0.42
93.12
87.39
OFSS
4208.80
11.52
195900
208.02
11.53
0.00
83.83
78.24
TATAELXSI
1416.65
(2.88)
2053600
22.94
8.66
0.80
85.11
84.21
TCS
2092.80
6.28
8472500
(15.04)
6.51
0.96
71.12
78.10
TECHM
735.70
16.28
15686400
0.69
6.77
0.45
86.23
87.18
WIPRO
300.40
9.94
24403200
(17.54)
6.32
0.14
89.05
87.61
MISCELLANIOUS
ADANIENT
225.40
13.52
19964000
(51.32)
8.15
0.52
76.28
84.41
APOLLOHOSP
1196.35
26.71
1228500
14.23
4.54
0.31
79.44
80.97
BALRAMCHIN
76.50
11.76
12383000
48.16
5.13
0.59
87.27
84.24
BATAINDIA
1095.60
19.09
1837000
(39.47)
10.07
0.56
77.35
84.69
BEL
115.10
14.24
26091450
(22.23)
10.27
0.69
85.69
87.47
CONCOR
632.65
(2.64)
2221250
9.89
-0.10
0.33
93.23
80.93
CUMMINSIND
782.45
17.58
618100
0.80
7.71
1.58
69.64
73.79
GODREJIND
634.65
3.30
1971000
47.31
10.25
0.38
98.43
90.47
INDIGO
945.75
(5.16)
3889200
(16.04)
7.00
0.60
81.85
87.49
INFIBEAM
226.15
28.46
39300000
1.62
-14.25
2.16
73.12
80.28
JETAIRWAYS
289.30
(6.41)
5431200
(19.18)
10.68
1.04
87.95
86.17
JISLJALEQS
85.25
5.77
37935000
(9.97)
-5.33
1.39
94.11
90.44
JUSTDIAL
559.55
(2.16)
2730000
(18.10)
8.80
0.37
97.40
92.39
KAJARIACER
477.75
9.76
1814000
(25.20)
9.62
0.22
86.50
86.38
KSCL
644.20
8.07
948000
(23.76)
6.41
0.43
85.18
85.15
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
830.60
0.27
4741100
31.39
11.56
0.84
93.94
93.44
PCJEWELLER
86.15
2.38
8584500
20.36
7.61
0.64
83.22
81.41
VGUARD
226.15
10.40
2919000
77.88
11.04
0.08
95.67
89.92
OIL & GAS
BPCL
359.05
(6.86)
11023200
91.14
-15.43
0.59
80.82
70.77
CHENNPETRO
313.55
11.64
1143000
(24.03)
8.16
0.44
80.46
78.35
GAIL
378.95
2.17
15764637
20.41
9.53
0.44
72.67
75.82
HINDPETRO
255.15
(8.43)
27025425
29.34
10.82
0.75
85.46
85.37
IGL
288.75
(2.66)
5084750
51.43
-7.85
0.66
78.21
74.53
IOC
155.60
(2.17)
28293000
42.01
11.41
0.86
82.50
76.40
MGL
844.35
(5.74)
4275000
198.12
-5.99
0.19
96.40
91.88
MRPL
82.10
3.40
5548500
9.02
11.21
0.53
97.39
87.44
OIL
214.50
2.41
3076095
28.19
3.96
0.50
95.06
83.63
ONGC
177.45
8.73
42063750
31.65
0.00
0.35
81.45
77.58
PETRONET
237.15
2.26
15804000
(2.34)
-15.75
0.20
87.00
87.57
RELIANCE
1284.80
14.91
47556000
6.55
10.59
0.54
85.28
85.44
PHARMACEUTICAL
AJANTPHARM
1258.20
20.46
843000
33.07
8.92
0.61
98.31
89.86
AUROPHARMA
692.95
18.28
20985000
10.85
11.29
0.44
93.96
93.39
BIOCON
610.25
8.65
7086600
(21.29)
10.77
0.23
87.65
88.71
CADILAHC
391.25
5.60
13803200
54.36
11.26
0.43
83.43
89.10
CIPLA
654.05
4.02
10051000
41.13
9.23
0.38
87.26
78.94
DIVISLAB
1301.50
20.32
3242400
50.50
0.65
0.36
85.29
80.63
DRREDDY
2397.50
11.72
4259250
(13.30)
9.50
0.41
85.33
87.28
GLENMARK
661.50
15.53
3860000
(8.20)
3.66
0.46
81.95
87.28
GRANULES
113.50
14.99
13175000
10.57
9.25
0.16
94.99
90.22
LUPIN
900.40
10.66
10635800
(9.03)
9.85
0.71
87.51
84.03
PEL
3141.80
16.06
2694746
42.52
8.50
0.29
93.60
93.94
STAR
493.50
38.14
4912800
27.12
9.31
0.32
91.26
85.54
SUNPHARMA
641.50
15.11
35856700
(10.86)
3.16
0.67
89.41
91.03
TORNTPHARM
1786.15
18.72
616000
13.34
11.78
0.58
83.64
82.72
WOCKPHARMA
672.35
17.25
3547800
21.67
12.82
0.42
98.67
93.28
REAL ESTATE
DLF
222.05
16.41
27057500
(10.82)
5.60
0.57
87.49
88.78
NCC
99.15
7.95
46552000
8.26
11.94
0.66
87.86
86.24
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
34.75
30.89
147960000
1.16
11.35
0.57
99.30
94.86
CESC
1011.25
10.74
5249200
0.25
9.35
0.42
96.19
93.91
NHPC
24.95
2.67
22599000
(3.01)
0.00
0.64
92.90
88.12
NTPC
167.90
9.17
33720000
(3.18)
-13.83
0.42
76.53
80.35
POWERGRID
194.65
6.48
39484000
(5.94)
-15.22
0.54
80.55
83.00
PTC
83.25
8.26
14656000
(5.86)
11.05
0.51
63.00
72.04
RPOWER
36.85
12.86
50505000
11.29
7.11
0.37
97.08
93.19
SUZLON
7.15
(9.49)
311445000
14.78
18.49
0.43
91.72
89.50
TATAPOWER
76.75
7.64
49644000
6.67
11.13
0.39
92.86
91.18
TORNTPOWER
264.70
9.97
1887000
6.07
2.96
0.44
93.19
84.73
TELECOM
BHARTIARTL
385.25
7.81
47586400
0.41
7.32
0.60
88.23
90.11
IDEA
50.35
(12.05)
152719000
14.45
13.07
0.52
90.92
92.42
INFRATEL
285.25
(1.06)
6487200
3.27
3.90
0.53
68.78
69.17
RCOM
18.75
34.89
125776000
47.81
10.51
0.39
96.19
90.89
TATACOMM
564.50
(0.96)
3571200
10.25
11.77
0.56
90.40
90.11
TEXTILES
ARVIND
404.85
(6.78)
8730000
100.32
11.20
0.48
87.55
86.68
CENTURYTEX
968.65
4.72
5398800
1.31
10.72
0.58
95.54
94.49
PAGEIND
35317.40
21.95
61025
2.56
3.89
0.00
73.02
79.88
RAYMOND
853.45
1.10
4826400
4.87
10.47
0.57
94.47
93.72
SRF
2057.45
24.66
953500
11.65
10.80
0.62
98.25
86.80
MEDIA
DISHTV
71.35
5.39
48448000
0.23
6.43
0.47
89.79
86.08
PVR
1372.95
22.30
1042800
19.70
3.47
0.57
96.13
87.22
SUNTV
771.50
0.03
6928000
36.70
11.08
0.69
88.83
87.95
TV18BRDCST
46.30
(5.51)
55853500
2.37
11.36
1.00
98.99
93.62
ZEEL
511.25
(2.14)
10142600
9.15
6.53
0.55
86.73
86.57
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800 Extn-6824
Website: www.angelbroking.com
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[email protected]
For Private Circulation Only
10