Derivatives
Rollover Report
June 30, 2017
The Benchmark index kick-started the June series with high long rollovers; however, we hardly witnessed any relevant
activity during major part of the series. Nifty is merely up 23 points (series on series) with marginal change in open
interest. Rollover in Nifty is slightly higher than its averages in terms of percentage as well as open interest; suggesting
longs formed in last couple of series have been rolled to the July series too. If we analyze it series-on-series, we can
conclude that stronger hands rolled nearly 76% of their long positions (in index futures) and at the same time, they
exited 57% of their short position formed in last series. As a result, their index future ‘Long Short Ratio’ has again shot
up from 72% to 82%. However, FIIs curbed liquidity in equities as they sold worth Rs. 3890 crores in last series. On
options front, open interest is quite scattered between 9500-10000 strikes of call option in beginning of the series to
act as a ceiling while 9400 put has attracted trader’s interest. Hence, the base in July series has shifted lower to 9400
from 9500 of last series. Considering overall options activity, we believe Nifty may trade in a range of 9400-9700 for
initial part of July series.
As far as BANKNIFTTY is concerned, the rollover is in line to the 3-months averages, but if open interest is considered
it is on the lower side. Since last two series, we are consistently observing huge unwinding in this rate sensitive index;
as a result, we saw open interest reduction of 28% at the end of June series. Thus, we believe majority of the long
positions formed since January series have been lighten up. At current juncture, BankNifty open interest is lowest in last
five series and hence, we suggest traders to wait for further development before initiating any directional trade in this
index.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
9519.10
0.24
72.97
71.13
BANKNIFTY
23231.00
0.86
68.67
68.77
NIFTYIT
10117.00
(5.24)
82.63
72.40
NIFTYMID50
4683.30
5.53
-
-
NIFTYINFRA
3318.85
5.89
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
JPASSOCIAT
22.85
97.84
158100000
(3.00)
FORTIS
165.50
(18.91)
28306800
90.83
IBREALEST
211.00
30.85
24740000
11.54
RECLTD
171.25
(17.03)
38586000
54.52
KSCL
673.90
28.72
3579000
8.70
RCOM
22.20
(15.11)
109508000
5.75
AUROPHARMA
674.15
27.37
12636000
(20.68)
INDIANB
281.85
(14.08)
3196000
69.46
GMRINFRA
19.30
25.73
221265000
(16.45)
PFC
122.85
(13.76)
40932000
10.62
Note: Stocks which have more than 1000 contract in Futures OI.
Note: Stocks which have more than 1000 contract in Futures OI.
SEBI Registration No: INB 010996539
1
Derivatives Rollover Report
Banking and Financials
BANBARODA (85.42%) has been under pressure
from `200 along with huge short positions in last two
series, which has been rolled too. As of now, the
previous support of `160-`162 may act as resistance;
while, next support is now visible around `145-`147
levels. Thus, this counter remains sell on rise for us.
IDBI (88.75%) has been consistently adding short
positions from `80 levels and these shorts got rolled
in next series. Looking at the above data, we believe
this counter may continue to remain under pressure
going ahead.
KOTAKBANK (80.08%) is in uptrend since last six
series; however, in last 2-3 trading session of June
series we are witnessed some price correction without
much change in open interest. At present, this counter
is light in open interest. Hence, one should wait for
fresh build-up before forming any positions.
Auto & Auto Ancillaries
APOLLOTYRE (84.44%) added huge positions last
series and majority of the positions formed are on
long side. Rollovers are also on the higher side both
in terms of percentage as well as open interest. This
counter has an immediate support around `230-
`235 levels. Thus, it is buy on dip counter for us.
BAJAJ-AUTO (86.83%) has been trading in a range
of `2750-`2900 from quite some time. During last
three days of May series this counter added
significant shorts, which got rolled to June series. In
last series again, some fresh shorts were added. At
present, `2750-`2780 is a strong support zone; but,
looking at the quantum of shorts intact, we would
suggest avoiding any bottom fishing.
M&M (87.58%) in last series added 92% of open
interest, wherein majority of the positions are on short
side. Thus, this counter may continue to remain under
pressure in initial part of July series.
Pharmaceutical
SUNPHARMA (85.61%) has corrected sharply in first
two sessions of June series along with huge short
formation. Then after, we witnessed some short
covering bounce in the stock. Still decent amount of
shorts are intact in the system and we may see
continuation in short covering move in the counter.
AUROPHARMA (79.95%) was the biggest gainer in this
space. However, we didn’t witness any meaningful
longs positions in this upmove. The stock has
resistance around `700-`710 and traders are advised
to exit their long positions in the mentioned range.
Stocks like DIVISLAB
(85.06%) and DRREDDY
(87.29%) witnessed short covering bounce in June
series. The rollovers are also above their respective
averages.
For Private Circulation Only
SEBI Registration No: INB 010996539
2
Derivatives Rollover Report
Metal & Mining
During start of June series, HINDALCO (87.42%)
surpassed its resistance zone of `203-`204; but,
couldn’t sustain above these levels and attracted short
position. At present, this counter is trading near
support of `185-`187 levels. Any dip towards these
levels shall be used to added fresh longs.
VEDL (86.11%) has been consistently attracting shorts
from `244-`247 levels. In past 2-3 days, this counter
rebounded from the support zone of `230-`233
levels and has surpassed the strong hurdle of `247
level. However, we advise traders to wait for fresh
long formation before initiating any fresh positions.
TATASTEEL (86.66%) rallied from `492 levels; but, no
longs were visible in this move. Thus, unless we don’t
see any fresh buying in this counter, traders shall
avoid forming longs at current juncture.
Information Technology
TCS (84.90%) has corrected in the June series along
with huge short formation. High rollovers are
indicating that the same got rolled to next series. The
stock is trading around its strong support of
`2330-`2340 and any positive trigger may lead to
decent short covering bounce in the counter.
WIPRO (89.91%) has the highest rollover in this
space. Its daily activity indicating formation of mixed
positions in the counter. The stock has strong support
in the zone of `250- `255. Traders should be vigilant
on the fresh OI build-up before initiating any new
trade in the stock.
In last two series, MINDTREE (75.57%) has attracted
huge long positions. Rollovers are also on the higher
side suggesting these positions are still intact. Thus,
any dips toward
`510-`515, shall be a buying
opportunity.
Oil & Gas
In last series, RELIANCE (82.21%) rallied by
6%
mainly due to short covering as overall open interest
has decreased by 35% series on series. However, the
stock is correcting from its resistance zone of
`1440-`1450. We advise traders to avoid forming
long positions until we see any fresh long build up.
BPCL (83.48%) has corrected significantly last series
along with formation of huge short positions.
Rollovers are also in line with its average. However,
the stock is rebounding from its support of
`600-`610. Hence, we may see some short covering
bounce in the counter in short term.
GAIL (85.80%) has corrected sharply in June series
with formation of decent shorts. Rollover is higher
than average, indicating shorts are still intact. The
resistance for the stock is in the range of `375-`380
and any pullback move should be used to exit long
positions if any.
For Private Circulation Only
SEBI Registration No: INB 010996539
3
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
AUTO & AUTO ANCILLARIES
AMARAJABAT
843.50
0.10
1084200
(9.65)
9.50
1.11
89.59
80.88
APOLLOTYRE
244.70
8.66
14748000
50.75
9.66
0.56
84.44
84.58
ASHOKLEY
92.60
7.05
45815000
(30.06)
-11.86
0.74
83.59
83.22
BAJAJ-AUTO
2759.85
(2.88)
1426250
2.35
-19.29
0.76
86.83
78.20
BALKRISIND
1645.90
9.24
292400
37.15
10.02
1.25
81.77
-
BHARATFORG
1083.50
(2.93)
3774000
21.26
10.19
1.11
79.44
72.22
BOSCHLTD
23397.20
(0.94)
93075
(5.65)
7.49
1.00
86.88
82.24
CASTROLIND
403.20
(3.32)
10092600
(6.06)
7.81
0.88
89.19
90.64
CEATLTD
1794.65
11.88
1173200
6.68
-3.66
0.96
76.15
73.62
EICHERMOT
27439.05
(2.60)
183475
43.12
4.72
0.34
84.03
78.91
ESCORTS
667.35
5.34
3734500
170.52
7.76
0.28
84.83
83.14
EXIDEIND
218.45
(4.71)
13740000
7.01
2.69
0.88
88.44
86.98
HEROMOTOCO
3706.55
1.97
1119600
12.32
-3.44
0.71
84.92
75.52
M&M
1352.30
1.20
5565500
91.81
-3.22
0.39
87.58
76.73
MARUTI
7259.45
3.57
1917450
36.94
6.33
0.67
82.41
79.19
MOTHERSUMI
459.20
5.77
6130000
(27.13)
5.70
0.74
67.49
77.76
MRF
69102.35
7.51
34635
(29.13)
8.80
-
88.98
85.99
TATAMOTORS
438.90
(8.06)
39895500
14.98
9.88
0.62
83.02
80.33
TATAMTRDVR
269.65
(4.90)
17230500
(22.50)
6.56
0.90
82.21
84.85
TVSMOTOR
544.20
1.83
4890000
(15.60)
-2.99
1.94
78.57
76.62
BANKING & FINANCIALS
ALBK
68.25
(8.82)
17810000
9.20
0.96
1.02
77.71
76.19
ANDHRABANK
54.50
(11.24)
22400000
2.94
12.07
0.77
82.75
80.64
AXISBANK
508.35
(0.16)
35386800
(11.44)
-9.55
0.70
85.17
79.91
BAJAJFINSV
4121.05
2.41
390625
14.81
7.09
2.17
82.54
-
BAJFINANCE
1378.40
8.78
3342000
(17.26)
1.99
0.87
86.15
80.22
BANKBARODA
156.65
(13.64)
47330500
24.45
9.64
1.01
85.42
78.52
BANKINDIA
135.25
(7.20)
24078000
32.05
-30.13
1.02
80.23
70.53
BHARATFIN
715.25
(3.24)
14849000
(4.45)
11.86
0.36
87.26
86.61
CANBK
326.15
(8.69)
16391460
27.40
-25.47
1.04
86.32
78.13
CANFINHOME
3209.40
20.97
499250
38.58
6.33
0.16
85.09
-
CAPF
664.25
(5.79)
3368000
(13.05)
9.79
0.59
86.91
81.47
CHOLAFIN
1101.50
9.93
428500
201.76
6.30
0.00
86.65
-
DCBBANK
197.70
5.13
4783500
5.88
9.97
0.68
72.76
72.98
DHFL
435.80
6.67
20431500
(2.76)
-1.20
1.35
92.27
89.17
EQUITAS
151.05
(1.47)
8528000
6.73
11.32
0.72
88.42
82.20
FEDERALBNK
113.00
1.21
76934000
28.24
0.00
0.63
86.12
86.24
HDFC
1625.35
4.92
8278000
4.07
-5.47
0.66
83.41
72.80
HDFCBANK
1661.40
4.20
21877500
(17.35)
-1.29
0.72
82.62
74.64
For Private Circulation Only
SEBI Registration No: INB 010996539
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1099.85
4.58
12019200
10.08
5.06
0.71
84.45
82.68
ICICIBANK
293.85
2.47
100091750
25.38
2.67
1.04
74.16
71.05
IDBI
53.85
(13.29)
41400000
13.16
10.99
0.81
88.75
82.51
IDFC
55.35
(4.40)
73167600
(6.03)
4.73
0.84
84.41
78.23
IDFCBANK
54.70
(5.28)
100080000
3.48
-4.75
0.91
90.13
84.19
IFCI
24.30
(7.60)
71434000
(3.59)
10.82
1.10
86.70
86.46
INDIANB
281.85
(14.08)
3196000
69.46
7.91
0.21
78.18
79.70
INDUSINDBK
1479.00
1.39
4731600
(18.51)
-0.48
0.61
84.39
71.63
KOTAKBANK
953.85
(0.50)
7948800
(26.62)
7.56
0.65
80.08
69.71
KTKBANK
159.95
(0.16)
23928600
(4.54)
-23.21
0.57
85.17
82.53
L&TFH
144.30
11.47
18922500
9.25
9.55
0.47
81.73
81.76
LICHSGFIN
747.40
8.12
3681700
(26.20)
8.34
0.80
74.16
77.12
M&MFIN
340.45
11.62
10342500
12.63
-1.91
0.26
78.91
75.84
MFSL
613.70
8.30
4840000
(19.41)
7.58
0.44
86.60
85.56
MUTHOOTFIN
463.80
18.27
1821000
13.46
10.48
0.56
85.49
82.13
ORIENTBANK
138.65
(4.25)
11814000
6.78
1.88
0.42
86.21
77.59
PFC
122.85
(13.76)
40932000
10.62
10.16
1.22
86.17
83.47
PNB
133.80
(10.83)
46840500
(6.25)
-40.13
0.81
83.03
70.88
RBLBANK
490.90
-
12523000
-
-28.32
0.65
94.46
-
RECLTD
171.25
(17.03)
38586000
54.52
10.74
0.70
78.16
77.00
RELCAPITAL
654.00
12.53
8031000
(31.07)
11.97
0.54
72.77
83.26
SBIN
274.40
(4.84)
75927000
15.38
9.33
0.82
69.65
69.64
SOUTHBANK
27.60
6.36
92297685
(14.70)
-7.05
0.56
92.40
88.74
SRTRANSFIN
994.60
3.13
2677800
6.31
8.64
2.30
86.01
78.95
SYNDIBANK
74.00
(7.44)
15705000
21.26
8.87
1.09
80.75
80.07
UJJIVAN
307.75
(3.01)
6138000
10.55
10.89
0.63
89.71
85.60
UNIONBANK
145.25
(11.43)
21124000
14.13
-0.45
1.06
85.07
78.63
YESBANK
1445.40
(1.02)
8082200
(14.33)
6.25
0.74
83.22
73.29
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
366.50
6.82
6620000
(34.62)
7.15
0.50
80.15
76.95
BEML
1462.00
23.94
1862400
(26.31)
6.99
0.31
84.14
83.64
BHEL
136.35
(10.94)
32425000
(5.00)
7.21
0.55
86.86
78.63
CGPOWER
81.40
(12.94)
15156000
(17.18)
8.87
0.95
84.26
79.78
ENGINERSIN
152.70
(1.80)
13405000
(11.69)
10.33
1.44
78.40
78.54
GMRINFRA
19.30
25.73
221265000
(16.45)
20.58
0.28
83.67
85.95
HAVELLS
452.10
(1.51)
4364000
2.11
7.39
1.02
82.22
72.37
HCC
40.05
-
14844000
-
11.49
0.80
84.26
-
IRB
211.60
(5.77)
19130000
14.09
9.62
0.51
91.26
89.10
JPASSOCIAT
22.85
97.84
158100000
(3.00)
8.61
0.43
88.54
89.55
LT
1710.90
(3.52)
8822500
21.08
5.55
0.69
71.20
67.11
NBCC
205.85
9.20
3822000
16.67
9.89
0.14
86.90
-
SIEMENS
1358.05
1.49
630500
(18.33)
6.41
0.56
78.52
74.85
For Private Circulation Only
SEBI Registration No: INB 010996539
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
RELINFRA
506.80
1.27
8838700
(26.10)
8.54
0.73
89.86
87.75
SIEMENS
1307.30
(3.74)
741000
17.53
7.87
1.02
73.33
74.30
VOLTAS
455.65
(3.91)
5884000
(23.45)
5.75
0.68
73.62
79.42
CEMENT
ACC
1590.10
(2.14)
1261200
11.33
8.37
1.19
83.52
75.73
AMBUJACEM
247.45
2.46
11797500
(9.99)
2.90
0.25
76.17
78.15
DALMIABHA
2435.00
1.74
735600
(14.95)
10.41
0.38
87.45
89.67
GRASIM
1223.15
10.69
5115000
(3.56)
6.48
0.64
72.54
73.35
INDIACEM
200.70
1.13
23502500
(3.38)
10.15
0.43
88.85
85.21
RAMCOCEM
678.05
-
360000
-
4.05
-
71.20
-
SHREECEM
16762.50
(5.56)
24050
(14.41)
5.66
-
78.85
77.62
ULTRACEMCO
3963.70
(5.30)
1796600
7.40
3.28
1.48
77.37
74.80
CHEMICALS & FERTILIZERS
GSFC
116.60
(5.55)
7240500
9.38
10.14
0.68
84.77
-
PIDILITIND
794.55
6.74
1583000
8.05
1.23
0.44
90.61
87.34
TATACHEM
601.10
(2.89)
3223500
15.10
0.76
0.87
86.65
85.77
UPL
831.15
2.43
6657600
(16.83)
7.25
0.78
86.08
69.50
CONSUMER GOODS & FMCG
ASIANPAINT
1109.35
(0.36)
2979000
11.77
5.66
0.71
85.94
78.70
BERGEPAINT
238.75
(2.33)
1214400
100.00
-0.82
1.00
84.40
-
BRITANNIA
3654.65
3.16
288000
(3.49)
6.25
0.86
79.38
83.98
COLPAL
1085.85
10.31
990500
93.31
-1.56
0.08
84.98
74.92
DABUR
289.25
7.05
11715000
(12.72)
-2.70
0.30
91.65
89.74
GODFRYPHLP
1226.50
0.76
508500
7.85
10.66
1.00
86.41
-
GODREJCP
953.55
6.04
1473600
49.63
7.56
0.00
80.37
74.66
HINDUNILVR
1092.60
5.33
8630400
(2.88)
5.39
0.46
87.29
78.68
ITC
312.45
4.85
38851200
13.22
3.56
0.68
84.19
69.36
JUBLFOOD
945.20
(6.34)
2402000
42.43
-9.45
0.88
83.68
75.28
MARICO
314.45
(1.12)
4037800
(23.65)
7.30
0.07
70.72
79.07
MCDOWELL-N
2363.30
17.58
2113750
(23.77)
7.32
0.28
83.25
82.05
NESTLEIND
6779.75
3.58
62800
(0.63)
6.00
3.00
84.18
-
TATAGLOBAL
147.25
2.29
30699000
0.26
-10.97
0.57
92.77
91.62
TITAN
512.05
9.85
3516000
(29.08)
6.27
0.46
71.81
79.97
UBL
786.70
0.25
708400
(13.21)
9.18
2.00
72.54
71.48
For Private Circulation Only
SEBI Registration No: INB 010996539
6
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
METALS & MINING
COALINDIA
246.70
(7.53)
23007800
17.18
8.24
0.55
87.07
80.65
HINDALCO
193.40
1.07
39298000
25.59
8.14
1.09
87.42
84.34
HINDZINC
263.55
11.67
16464000
(16.29)
7.46
0.58
91.01
86.34
JINDALSTEL
123.65
3.56
41436000
7.21
9.56
0.41
93.39
90.31
JSWSTEEL
206.35
7.47
52479000
(4.33)
6.35
0.67
78.64
79.77
NATIONALUM
65.35
-
3960000
-
5.01
0.31
79.84
-
NMDC
108.45
(8.02)
30750000
4.36
8.47
1.38
89.30
84.95
SAIL
58.35
1.74
64332000
(16.14)
9.00
0.75
84.87
81.61
TATASTEEL
526.75
7.87
28706000
(4.02)
-20.22
0.59
86.66
84.89
VEDL
252.40
8.19
48944000
(5.13)
6.23
1.19
86.11
81.01
INFORMATION TECHNOLOGY
HCLTECH
848.25
(1.91)
6202000
(0.49)
1.00
0.85
79.88
69.79
HEXAWARE
246.90
(2.83)
2484000
2.99
-2.90
0.21
70.29
75.67
INFY
934.80
(3.98)
33040500
11.11
6.45
0.87
85.83
81.72
KPIT
125.10
5.53
4040000
(30.77)
9.97
1.38
83.06
80.37
MINDTREE
527.45
(3.22)
3729600
31.03
-3.08
0.57
75.57
75.58
NIITTECH
572.70
15.85
439500
(29.74)
1.37
0.29
65.55
67.64
OFSS
3593.20
0.49
79350
(38.56)
4.93
-
68.52
69.72
TATAELXSI
1599.65
19.16
1149200
0.28
0.16
0.36
87.89
84.28
TCS
2340.20
(9.74)
6302750
22.67
3.88
0.57
84.90
70.90
TECHM
382.75
(10.69)
11492800
(2.49)
-20.45
0.40
88.55
83.61
WIPRO
259.00
(2.80)
24988800
9.39
-1.51
0.99
89.91
79.98
MISCELLANIOUS
ABIRLANUVO
1828.65
13.24
909200
(67.37)
6.23
1.08
59.29
74.63
ADANIENT
134.35
14.73
22376000
3.71
10.76
0.29
86.97
84.82
APOLLOHOSP
1285.15
5.91
1435500
(22.89)
6.42
0.36
76.88
82.29
BALRAMCHIN
150.80
(9.46)
11529000
25.97
7.83
0.32
87.26
-
BATAINDIA
526.30
(0.89)
4430800
(1.88)
-8.37
0.56
88.41
85.74
BEL
161.10
(7.01)
28728000
17.89
8.96
0.82
86.57
86.09
CONCOR
1139.80
(2.07)
958750
(21.17)
7.19
1.04
80.23
79.40
CUMMINSIND
905.25
(2.88)
498600
(8.48)
-3.38
2.00
82.03
77.20
GODREJIND
633.30
7.62
1774500
(1.17)
7.35
0.73
86.29
81.69
INDIGO
1225.25
13.43
1088400
(20.19)
-12.38
2.62
73.06
82.46
INFIBEAM
1038.40
6.69
1070800
(11.12)
-5.87
6.00
81.54
67.04
JETAIRWAYS
573.00
21.59
3019200
(26.27)
8.24
0.83
74.27
78.18
JISLJALEQS
103.30
6.17
36297000
(0.54)
8.25
0.38
88.23
87.38
JUSTDIAL
375.25
(13.76)
3891600
31.30
0.00
0.50
84.76
76.53
KAJARIACER
664.25
-
380800
-
10.48
0.50
78.94
-
KSCL
673.90
28.72
3579000
8.70
9.55
0.38
80.28
79.19
For Private Circulation Only
SEBI Registration No: INB 010996539
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
1082.95
8.38
1200000
(26.40)
8.79
0.62
69.81
-
PCJEWELLER
498.35
9.48
2136000
96.69
4.59
0.92
71.34
72.89
RDEL
59.10
1.81
12096000
(12.16)
6.65
0.49
69.71
74.67
SINTEX
24.80
(4.80)
21524625
131.14
2.63
0.52
80.93
86.21
VGUARD
173.60
(5.32)
3234000
43.54
4.52
1.00
86.87
-
OIL & GAS
BPCL
628.00
(13.59)
12867600
39.95
4.06
0.42
83.48
81.05
GAIL
364.20
(9.57)
12394000
28.28
6.66
0.45
85.80
77.90
HINDPETRO
510.75
(0.23)
17795400
(1.35)
6.54
0.70
91.35
88.27
IGL
1060.10
7.13
1411300
(23.01)
9.10
2.11
85.56
76.84
IOC
389.45
(11.22)
24621000
86.04
8.76
0.58
89.82
81.14
MGL
986.50
2.20
385800
17.34
6.71
0.00
79.68
-
MRPL
118.90
(9.24)
4819500
71.09
0.00
1.47
69.28
-
OIL
267.40
(13.55)
2102848
32.01
10.57
0.60
82.64
76.62
ONGC
158.90
(9.38)
56658750
8.23
8.67
0.55
86.03
82.91
PETRONET
433.75
0.14
7834500
29.31
7.10
0.82
61.91
80.77
RELIANCE
1391.40
6.35
11037000
(35.29)
-1.22
0.41
82.21
77.04
PHARMACEUTICAL
AJANTPHARM
1556.30
(4.14)
314400
(22.71)
7.75
1.50
79.72
75.83
AUROPHARMA
674.15
27.37
12636000
(20.68)
6.41
0.33
79.95
80.46
BIOCON
330.65
5.77
11451600
(26.67)
-5.89
0.51
75.32
72.80
CADILAHC
524.55
22.16
2908800
21.12
9.01
0.79
79.42
78.09
CIPLA
546.55
7.76
5956000
(19.11)
6.71
0.72
84.10
79.05
DIVISLAB
642.30
16.04
7633600
(23.54)
10.02
0.38
85.06
82.62
DRREDDY
2646.90
8.50
2171200
(28.40)
-2.26
0.81
87.29
83.32
FORTIS
165.50
(18.91)
28306800
90.83
8.72
0.77
91.24
-
GLENMARK
631.10
2.55
6828500
(6.89)
7.27
0.89
88.71
78.53
GRANULES
134.00
(2.76)
13090000
(9.79)
8.81
0.67
88.75
88.15
LUPIN
1057.20
(7.56)
7899600
(6.86)
1.98
0.76
67.64
69.76
PEL
2773.30
2.22
980700
31.97
0.85
0.33
87.34
80.78
STAR
977.25
8.16
2206500
7.66
11.78
1.67
88.01
81.78
SUNPHARMA
539.50
(9.23)
34194400
34.73
6.31
0.53
85.61
82.38
TORNTPHARM
1192.45
(2.68)
223200
15.05
1.42
5.00
63.77
63.06
WOCKPHARMA
611.40
5.54
3771200
14.72
9.67
0.86
91.19
82.77
REAL ESTATE
DLF
195.55
(0.10)
32030000
6.86
9.74
0.52
76.92
77.46
HDIL
88.15
1.21
26760000
19.94
10.43
0.45
81.57
79.48
IBREALEST
211.00
30.85
24740000
11.54
10.27
0.28
84.15
79.54
NCC
89.60
3.82
20064000
1.91
7.32
0.44
74.51
77.54
For Private Circulation Only
SEBI Registration No: INB 010996539
8
Derivatives Rollover Report
POWER
ADANIPOWER
29.30
2.09
120820000
4.66
8.96
0.33
89.38
86.15
CESC
873.35
(2.16)
6552700
(9.15)
9.09
1.04
91.46
89.11
JSWENERGY
64.80
1.09
63690500
9.54
0.00
0.54
93.82
91.50
NHPC
32.30
9.49
20385000
(2.20)
10.17
0.38
81.36
78.41
NTPC
159.10
1.31
16760000
(4.82)
3.70
1.03
79.00
75.20
POWERGRID
209.00
4.34
19592000
(18.35)
6.27
1.08
85.26
79.43
PTC
95.35
3.47
12632000
(19.19)
8.95
0.38
84.08
84.31
RPOWER
43.25
1.53
53988000
(10.84)
7.58
0.50
88.69
89.00
SUZLON
18.30
(5.67)
379920000
4.41
14.40
0.46
79.10
86.72
TATAPOWER
82.20
1.86
23220000
9.28
10.39
0.38
89.49
80.72
TORNTPOWER
178.15
(9.68)
3447000
(2.46)
6.62
0.83
81.37
85.29
TELECOM
BHARTIARTL
384.10
3.49
34673200
14.86
5.62
0.59
83.64
75.79
IDEA
84.65
6.34
68747000
(2.99)
4.64
0.61
82.63
79.57
INFRATEL
376.20
0.48
5839500
(4.48)
-6.89
0.77
73.51
73.77
RCOM
22.20
(15.11)
109508000
5.75
11.85
0.45
83.71
85.98
TATACOMM
718.30
9.36
7887600
34.30
-8.56
0.74
83.33
82.28
TEXTILES
ARVIND
361.55
(3.16)
5952000
5.31
7.98
1.18
73.19
70.90
CENTURYTEX
1106.35
3.85
7480000
2.73
10.33
0.80
94.05
91.45
ICIL
172.40
(0.29)
8673000
(10.35)
7.61
0.24
86.98
85.51
PAGEIND
16348.85
14.00
22500
(4.05)
8.33
-
67.67
67.63
RAYMOND
725.80
6.56
1567200
22.74
7.22
1.45
88.20
-
SRF
1544.00
(5.03)
502000
8.31
8.37
3.71
82.16
76.45
MEDIA
DISHTV
79.60
(3.05)
22043000
7.07
5.76
0.38
80.64
78.56
PVR
1427.00
(3.11)
365600
1.11
8.64
0.09
87.30
84.03
SUNTV
811.80
1.70
6756000
(4.22)
8.08
1.21
88.58
86.40
TV18BRDCST
35.95
0.00
96305000
6.37
9.13
0.84
91.82
90.46
ZEEL
488.50
(5.05)
8431800
(6.11)
-0.93
0.40
90.28
84.77
For Private Circulation Only
SEBI Registration No: INB 010996539
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800
E-mail: [email protected]
Website: www.angelbroking.com
DISCLAIMER
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suspended by SEBI or any other regulatory authority for accessing /dealing in securities Market. Angel or its associates including its relatives/analyst
do not hold any financial interest/beneficial ownership of more than 1% in the company covered by Analyst. Angel or its associates/analyst has not
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making activity of the company covered by Analyst.
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Derivative Research Team
[email protected]
For Private Circulation Only
SEBI Registration No: INB 010996539
10