Derivatives
Rollover Report
September 30, 2016
September series started with highest rollovers in last two years. Most of the positions were on long side. We also
witnessed addition of fresh longs in first fortnight of September series. The quantum of long was huge which eventually
resulted into a ‘Long Heavy’ positions for Nifty. FIIs too actively participated and long short ratio of FIIs Index Futures
jumped nearing 90%. Thus, indicating Index to be over bought. Considering all these statistical observations, a
probable correction/profit-booking was on cards. In last few trading sessions, we witnessed some correction in Index
and most of the longs were lightened. Due to this, Rollover in October series is low both in terms of open interest as
well as percentage. On options front, the overall build-up is quite scattered, 8500-8400 call and 8700-8800 put
options are attracting trader’s attention. At current juncture, we would suggest traders to avoid bottom fishing and wait
for further development.
Roll-over in BankNifty is also on the lower side, open interest plunged nearly 40% when it corrected from its high of
20500 - 20600. Now, BankNifty is light in terms of open interest as most of the longs are out of the system. Banking
heavyweights has also seen decent amount of long unwinding and is currently light on positions. Immediate support
for BankNifty is around 18800-19000; one should wait for any meaningful directional build-up before forming any
positional trade.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
8638.25
(0.08)
65.60
70.94
BANKNIFTY
19331.55
(0.41)
65.31
69.49
NIFTYIT
10300.00
(4.23)
54.05
52.38
NIFTYMID50
3703.50
4.16
-
-
NIFTYINFRA
3031.60
4.65
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
CEATLTD
1231.25
42.07
1058400
(56.71)
JUBLFOOD
938.70
(24.15)
2451500
75.11
CENTURYTEX
922.90
36.68
6323900
(4.47)
HDIL
77.95
(18.63)
26984000
7.08
MRF
48767.25
32.45
46935
(24.86)
RCOM
42.65
(17.74)
87670000
(22.89)
APOLLOTYRE
211.80
20.89
9051000
(11.45)
IDEA
79.70
(16.72)
58815000
38.05
IDFC
65.00
13.04
56337600
(8.27)
ICIL
723.85
(16.29)
747600
42.40
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
SBIN (80.57%) showed strength in initial week of
September series, which was not supported by long
formation. However, it corrected with good
amount of short build-up from
`270 levels.
Rollover in this counter is above its averages and
we believe shorts formed have been rolled in next
series. Thus, any bounced in this counter can be a
shorting opportunity.
PNB
(82.72%) is second top gainer of the
benchmark index; but, surprisingly most of the
longs are out of the system. This stock corrected
with some shorts and these positions have been
rolled too. We believe that this counter may attract
fresh shorts, which may drag the stock to `132 -
`133 levels in near term.
Stocks with high roll-over are KTKBANK (89.16%),
BHARATFIN
(87.74%), IBULHSGFIN
(87.17%),
BAJFINANCE (86.49%) and BANKINDIA (86.08%).
Auto & Auto Ancillaries
APOLLOTYRES
(78.96%)
and TVSMOTORS
(67.04%) bounced with significant amount of long
positions. But, most of the positions have been
lightened up. Both these counters are now light in
terms of open interest and may attract fresh short
positions. Thus, traders who are long should book
profits and look for short on bounce.
MARUTI (70.50%) bounced from `4850 levels; but,
no long were visible in this move. This rally was
mainly due to short covering bounce. During last
two-three sessions, we witnessed some fresh short
formation and we believe this counter may attract
further shorts in near term. Hence, one can short
this counter for the target of `5260 levels.
Oil & Gas
Most of the stocks in this sector bounced; but, longs
formed have been squared-off. Rollovers in this
sector are below its averages, which gives
indication of pause in their momentum.
ONGC (75.69%) rallied from `238 levels; but, this
move wasn’t due to long formations. We witnessed
some short formation in last few trading sessions
and we expect further addition of shorts. Thus, this
counter is on the list of sell on rise for us, trade
accordingly.
CAIRN (78.43%) has corrected by 2.40% M-o-M;
but, open interest has increased more than 50%.
These positions are more on short side and are still
intact. Looking at the quantum we believe this
counter may remain under pressure in next series.
For Private Circulation Only
SEBI Registration No: INB 010996539
2
Derivatives Rollover Report
Pharmaceuticals
AUROPHARMA (83.70%) has seen decent rally in
last series. But, the up move was not supported by
any long formation. The stock has strong
resistance at `870 - `890 levels. Stock is currently
light on positions and may attract fresh shorts in
upcoming sessions. Thus, traders can take short
positions around mentioned resistance levels.
CIPLA
(81.01%) was the biggest gainer in
September series. But, we didn’t witness any long
formation in up move. The stock may fail to sustain
at higher levels. Short position can be formed if we
see any short getting build-up in the stock. Trade
accordingly.
Stocks like GRANULES
(87.59%) and LUPIN
(82.11%) has seen good amount of short
formation in last series. Rollovers were also above
their respective averages.
Consumer Goods & FMCG
ITC (71.37%) has seen good amount of OI build-
up in last series and most of them are on short
side. Stock may correct further towards its strong
support zone of `230 - `233. Thus, traders should
use any bounce as a selling opportunity in this
counter.
HINDUNILVR (73.57%) remained under-pressure
and also added fresh shorts in last series. We
believe that these positions are still intact, one can
expect this counter to test `830 - `840 levels in
near term.
JUBLFOOD (80.83%) was the biggest loser in this
space. We witnessed huge short build-up in recent
past, which got rolled too. Stock may continue to
correct in upcoming sessions and thus remain sell
on rise counter for us.
IT
INFY
(73.87%) traded in a narrow range
throughout the Sept series. Though price remained
flat M-o-M basis, we witnessed decent amount of
short covering in the counter. Stock may continue
to move in a range of `1000 - `1090 in upcoming
sessions too.
The down move of August series in TCS (72.68%)
continued in September series too as the stock has
corrected sharply in the first half of the series along
with formation of fresh shorts. However, we
witnessed some short covering bounce in the later
half. We don’t expect any major up move in the
counter. Thus, traders are advised to remain light.
WIPRO (74.43%) added fresh shorts in first week of
the Sept series. Previous shorts are still intact in the
counter. Stock has strong support at `445 - `455
levels. Traders should keep an eye on that and
trade cautiously.
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
992.85
11.67
391200
(29.67)
-7.31
0.30
71.89
78.14
APOLLOTYRE
211.80
20.89
9051000
(11.45)
8.05
0.48
79.96
83.10
ASHOKLEY
77.05
(11.69)
89649000
(7.07)
10.23
0.59
79.15
79.50
BAJAJ-AUTO
2863.35
(0.65)
1444500
(4.34)
7.76
0.64
72.78
76.91
BHARATFORG
903.05
5.69
5173200
(19.39)
6.75
0.99
85.22
82.34
BOSCHLTD
22799.55
(4.70)
89600
11.65
9.52
0.00
75.61
75.62
CASTROLIND
460.05
8.43
13006000
103.15
10.86
0.58
84.82
82.94
CEATLTD
1231.25
42.07
1058400
(56.71)
1.64
0.46
63.18
75.65
EICHERMOT
24979.00
12.32
125400
(16.37)
3.17
0.76
76.49
75.44
EXIDEIND
182.30
2.50
20472000
(4.14)
6.83
0.53
87.71
84.84
HEROMOTOCO
3449.05
4.51
1031000
(1.75)
7.91
0.23
74.86
68.59
M&M
1372.00
(3.63)
6241500
(4.72)
7.26
1.65
77.16
78.71
MARUTI
5465.05
10.77
1866750
(21.35)
6.34
0.95
70.50
72.78
MOTHERSUMI
308.40
(5.24)
8467500
14.39
8.08
0.70
67.86
66.10
MRF
48767.25
32.45
46935
(24.86)
4.34
0.00
89.81
89.89
TATAMOTORS
529.05
6.44
27175500
9.99
6.81
0.55
71.47
73.02
TATAMTRDVR
337.45
4.91
18242700
7.38
9.14
0.84
80.89
83.96
TVSMOTOR
346.80
12.38
3982000
2.15
-9.70
0.54
67.04
67.45
BANKING & FINANCIALS
ALBK
76.45
(4.50)
13260000
29.49
10.31
0.79
79.98
78.43
ANDHRABANK
55.90
(5.57)
19650000
44.27
8.21
0.89
82.60
78.21
AXISBANK
541.40
(8.15)
31682400
57.23
5.08
0.45
69.82
71.19
BAJFINANCE
1044.05
0.93
5642500
0.47
8.67
0.39
86.49
85.04
BANKBARODA
162.75
(0.18)
35101500
(10.52)
6.84
0.64
81.90
78.80
BANKINDIA
110.15
(1.78)
21774000
2.78
0.00
0.66
86.08
81.38
BHARATFIN
834.65
8.37
5983000
(26.97)
1.88
0.49
87.74
81.43
CANBK
297.85
11.89
9042000
(24.61)
1.97
0.65
76.54
73.67
DHFL
274.20
(3.21)
11421000
(14.00)
7.89
0.40
80.90
86.27
FEDERALBNK
70.85
5.35
31900000
(14.81)
10.20
0.39
81.03
81.88
HDFC
1410.20
3.10
11343500
12.36
8.19
0.33
74.76
76.08
HDFCBANK
1290.60
1.84
33089000
0.52
13.37
0.45
85.84
86.53
IBULHSGFIN
790.75
(4.68)
6276800
9.29
5.63
0.40
87.17
88.17
ICICIBANK
251.80
1.27
67845000
(13.87)
7.55
0.43
75.41
77.20
IDBI
66.50
(4.04)
32184000
(11.80)
-9.73
0.94
81.17
73.08
IDFC
65.00
13.04
56337600
(8.27)
11.12
0.31
81.43
87.50
IFCI
26.05
(6.46)
64856000
8.46
17.75
0.37
85.30
80.39
INDUSINDBK
1204.55
1.15
4745400
13.18
7.29
0.44
75.58
75.14
KOTAKBANK
778.35
(0.73)
10781600
39.67
9.70
0.44
75.77
74.15
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
(%)
(%)
KTKBANK
144.40
(5.87)
13428000
(8.05)
8.18
0.61
89.16
88.52
L&TFH
86.15
(9.70)
40968000
(20.50)
7.61
0.55
83.31
82.76
LICHSGFIN
567.60
1.04
6232600
(11.63)
9.25
0.40
74.09
83.28
M&MFIN
354.80
6.05
11515000
(3.88)
6.46
0.58
81.13
81.12
ORIENTBANK
123.70
3.51
11226000
(3.31)
9.02
0.55
83.64
80.99
PFC
114.70
(4.14)
17208000
(29.55)
8.00
0.46
74.09
79.17
PNB
137.75
10.38
35315000
(5.42)
10.97
0.57
82.72
79.29
RECLTD
117.15
0.77
29064000
(26.59)
3.35
0.59
84.74
79.57
RELCAPITAL
534.90
9.78
8421000
(18.46)
10.07
0.35
72.08
77.63
SBIN
248.25
(1.37)
71136000
(11.62)
5.27
0.59
80.57
78.64
SOUTHBANK
21.55
(4.01)
47580000
24.39
9.14
1.08
85.59
86.25
SRTRANSFIN
1131.80
(10.06)
2866800
20.53
9.63
0.48
83.87
81.54
SYNDIBANK
73.15
(3.30)
15264000
28.48
-9.73
1.13
62.31
73.79
UNIONBANK
135.90
0.48
12684000
(6.32)
4.81
0.66
83.40
83.55
YESBANK
1239.70
(7.83)
9605400
15.10
9.43
0.70
72.62
74.83
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
258.75
(1.97)
14755000
(18.48)
9.90
0.65
76.99
81.96
BEML
876.75
(15.89)
1026500
37.69
2.83
0.26
85.15
85.51
BHEL
133.75
(2.66)
47530000
(2.27)
7.35
0.38
84.78
84.50
CROMPGREAV
74.75
(11.80)
11448000
(24.35)
3.50
0.43
76.20
79.75
ENGINERSIN
242.35
(6.81)
6667500
29.15
7.85
0.72
83.08
77.61
GMRINFRA
12.40
(7.12)
206190000
3.17
5.28
0.62
91.35
88.94
HAVELLS
410.20
(2.04)
2140000
(30.65)
3.98
0.44
71.96
72.16
IRB
245.25
4.79
9510000
(17.23)
1.06
0.29
78.95
83.52
JPASSOCIAT
10.30
(12.71)
140488000
0.83
12.78
0.40
82.94
86.38
LT
1444.35
(1.53)
7869500
(7.69)
6.12
0.78
77.61
77.22
RELINFRA
544.75
(8.69)
12134200
15.09
7.58
0.58
82.31
82.45
SIEMENS
1226.05
(4.12)
735500
(7.54)
8.83
0.45
77.67
74.41
VOLTAS
370.10
(3.03)
3356000
0.66
-0.18
0.43
77.90
79.40
CEMENT
ACC
1598.45
(3.53)
1268000
11.19
8.25
1.57
78.23
78.57
AMBUJACEM
255.95
(3.74)
8817500
2.92
7.43
1.16
69.55
73.03
GRASIM
4734.25
3.80
2002050
32.66
7.38
1.12
86.35
83.77
INDIACEM
141.15
(2.42)
21686000
9.43
12.59
0.79
83.84
81.39
ULTRACEMCO
3885.05
1.49
786800
0.87
8.02
0.80
66.88
68.72
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
(%)
(%)
CHEMICAL & FERTILIZERS
PIDILITIND
669.95
(3.19)
2703000
(0.66)
7.34
0.58
83.61
82.80
TATACHEM
512.25
(8.11)
6211500
23.98
8.07
0.78
88.77
88.78
UPL
653.70
2.53
6840000
60.70
6.82
0.85
89.64
86.97
CONSUMER GOODS & FMCG
ASIANPAINT
1175.10
5.38
3534600
15.65
8.65
0.43
76.55
76.44
BRITANNIA
3304.30
(5.13)
951800
(7.95)
7.44
0.28
87.55
86.12
COLPAL
972.20
2.29
2328200
7.32
-3.01
0.44
88.25
87.62
DABUR
272.25
(7.71)
5900000
23.17
7.95
0.48
83.96
78.28
GODREJCP
1583.85
2.94
344000
(1.04)
5.62
1.00
84.98
75.92
HINDUNILVR
882.80
(3.79)
6670800
24.53
6.68
0.59
73.57
73.47
ITC
247.35
(3.13)
48225600
24.67
8.75
0.64
71.37
73.02
JUBLFOOD
938.70
(24.15)
2451500
75.11
-1.18
0.62
80.83
73.32
MARICO
273.40
(4.74)
7948200
(2.58)
12.52
0.15
93.95
91.16
MCLEODRUSS
170.95
(7.57)
4347000
3.35
9.60
0.38
82.66
77.52
TATAGLOBAL
137.90
(2.72)
29367000
(1.15)
8.56
0.39
91.21
90.88
TITAN
396.00
(0.58)
7695000
(11.54)
9.45
0.85
91.26
84.90
UBL
884.25
9.29
962500
6.34
10.25
0.11
81.31
75.51
INFORMATION TECHNOLOGY
HCLTECH
790.45
(1.61)
6221600
3.67
-0.99
0.40
74.12
70.60
HEXAWARE
187.85
(11.91)
6532000
6.70
10.14
0.61
79.39
77.97
INFY
1026.35
(1.64)
13880500
(18.35)
-3.61
0.66
73.87
74.42
KPIT
124.75
(4.63)
6412000
5.88
7.88
0.30
84.46
80.79
MINDTREE
478.10
(15.81)
2771200
53.14
-9.47
0.42
88.91
79.56
NIITTECH
415.30
3.12
958000
(5.52)
8.53
0.73
85.92
69.57
OFSS
3215.15
(9.61)
262950
2.10
10.24
0.00
81.12
75.17
TATAELXSI
1392.60
(14.23)
1449300
12.74
9.67
0.89
80.41
81.14
TCS
2442.40
(4.96)
3811000
(14.91)
2.46
0.65
72.68
72.44
TECHM
430.20
(6.78)
8094900
6.73
9.31
0.85
79.18
78.24
WIPRO
476.10
(6.30)
7965000
12.28
10.77
0.66
74.43
74.26
MEDIA
DISHTV
90.55
(4.78)
26775000
(28.92)
10.16
0.80
82.13
82.15
SUNTV
483.70
2.69
6728000
(39.26)
6.91
0.79
85.77
84.40
TV18BRDCST
43.20
6.27
79220000
13.88
9.12
0.27
93.24
89.73
ZEEL
552.05
7.20
6427200
(23.16)
5.57
0.47
76.93
76.24
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
329.20
(1.41)
11303300
(0.05)
6.17
0.87
72.31
74.26
HINDALCO
150.80
(2.33)
23478000
(12.86)
6.95
0.78
73.88
75.91
HINDZINC
228.80
1.31
3289600
(26.26)
-1.99
0.44
69.41
71.94
JINDALSTEL
75.00
(14.68)
44829000
1.36
6.11
0.64
91.80
91.60
JSWSTEEL
1692.95
(3.78)
6063600
29.86
11.34
0.58
85.48
81.17
NMDC
102.85
(5.03)
17484000
41.46
6.37
0.39
88.28
69.33
SAIL
45.45
(7.34)
66684000
(5.72)
7.21
1.03
86.81
83.40
TATASTEEL
370.20
(1.29)
20460000
(12.53)
4.95
0.63
77.50
79.41
VEDL
169.15
(1.14)
29598000
(11.12)
4.25
0.49
83.61
79.39
MISCELLANIOUS
ABIRLANUVO
1336.90
3.56
4209000
(11.03)
10.32
0.80
87.74
86.04
ADANIENT
65.20
(11.77)
17840000
(0.76)
6.03
0.55
84.82
69.76
BATAINDIA
486.30
(9.24)
3287900
28.50
7.96
0.70
85.69
80.18
BEL
1243.95
2.93
982800
(34.63)
12.32
0.84
51.21
74.76
CONCOR
1352.15
(1.60)
423000
(18.81)
-3.94
0.59
42.56
60.19
CUMMINSIND
894.00
(1.01)
483600
(16.91)
9.03
2.60
80.76
71.78
GODREJIND
415.20
(2.80)
1179000
(3.91)
5.83
0.54
78.92
66.25
JETAIRWAYS
454.90
(15.23)
5730000
(12.02)
-18.64
0.63
84.34
83.62
JISLJALEQS
85.40
(0.18)
33426000
(26.56)
6.13
0.53
82.39
85.23
JUSTDIAL
428.65
(11.81)
3922400
4.34
8.11
0.81
74.43
78.73
KSCL
355.20
(5.10)
2694000
(27.43)
9.24
1.21
80.79
81.93
MCDOWELL-N
2320.95
0.93
3550000
1.54
8.68
0.61
84.81
83.29
PCJEWELLER
471.70
11.25
549000
(0.27)
6.53
0.44
70.11
61.80
SINTEX
73.30
1.81
29761125
28.44
7.15
0.47
85.59
84.06
OIL & GAS
BPCL
609.85
1.95
13612800
(4.81)
-0.64
0.74
82.66
80.99
CAIRN
197.20
(2.47)
14189000
52.81
5.98
0.49
78.43
74.28
GAIL
365.60
(2.06)
8769000
(20.51)
7.71
0.86
67.79
72.54
HINDPETRO
417.00
6.36
21180600
(19.38)
7.23
0.55
87.75
85.03
IGL
772.70
2.85
1432200
(4.05)
6.44
1.03
71.85
68.43
IOC
576.55
1.99
7129500
(36.52)
6.93
0.41
72.21
83.45
OIL
397.60
4.92
698700
(55.13)
-2.94
0.67
60.44
70.02
ONGC
251.45
6.52
21170000
(15.98)
6.77
0.63
75.69
78.68
PETRONET
339.45
0.62
4797000
71.75
4.62
0.56
76.84
83.14
RELIANCE
1079.35
5.87
19333000
(5.60)
8.39
0.53
79.95
80.52
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
(%)
(%)
PHARMACEUTICAL
AJANTPHARM
2010.30
0.94
338800
8.87
3.48
0.39
75.49
74.04
APOLLOHOSP
1338.95
(1.90)
454000
(2.74)
2.88
3.64
83.95
78.00
AUROPHARMA
830.00
4.40
9788800
(28.67)
7.50
0.40
83.70
84.16
BIOCON
931.00
6.64
3353900
(1.07)
10.94
0.50
88.25
84.74
CADILAHC
388.90
0.49
2257600
(26.13)
7.42
0.83
90.74
87.75
CIPLA
604.55
7.01
6245000
(21.87)
3.68
0.56
81.01
79.76
DIVISLAB
1304.00
(3.21)
2187600
0.72
9.01
0.00
85.09
89.97
DRREDDY
3154.55
2.78
1656800
(6.76)
7.96
0.98
76.87
79.67
GLENMARK
909.20
6.34
2129400
(14.81)
4.97
0.52
80.54
84.61
GRANULES
114.15
(12.19)
12815000
27.70
10.36
0.56
87.59
83.84
LUPIN
1476.70
(3.82)
6329400
7.81
7.46
0.81
82.11
77.44
STAR
1003.35
3.70
2082500
(14.81)
8.76
0.62
87.63
85.70
SUNPHARMA
741.70
(3.66)
25055400
(4.28)
10.36
0.61
81.79
83.35
TORNTPHARM
1628.35
0.12
180800
(34.49)
4.46
0.78
69.11
72.02
WOCKPHARMA
868.15
3.68
2525400
(14.12)
6.41
1.39
79.07
81.82
POWER
ADANIPOWER
25.20
(9.03)
105460000
3.21
7.81
0.71
90.00
86.75
CESC
611.70
(7.65)
1247400
(5.97)
4.71
0.87
73.92
72.76
JSWENERGY
73.50
(7.66)
20120000
(3.53)
10.73
1.37
84.65
77.49
NHPC
24.50
(10.26)
21141000
(7.01)
8.03
0.50
78.22
78.21
NTPC
150.50
(4.93)
20540000
(1.95)
9.16
0.76
71.20
70.29
POWERGRID
174.75
(3.96)
19864000
5.55
10.15
0.72
73.99
70.49
PTC
72.65
(5.77)
13840000
(2.04)
7.22
0.84
85.52
77.10
RPOWER
47.25
(10.51)
59880000
13.10
11.13
0.48
87.99
87.39
TATAPOWER
74.00
(1.14)
27630000
(28.77)
6.19
0.72
76.73
81.08
REAL ESTATE
DLF
141.10
(13.38)
36990000
7.19
9.77
0.63
83.81
83.21
HDIL
77.95
(18.63)
26984000
7.08
10.96
0.36
82.83
82.31
IBREALEST
85.80
(0.29)
37570000
8.71
13.04
0.43
84.26
87.13
NCC
79.95
(5.66)
23272000
(5.49)
9.03
0.23
83.78
85.29
TELECOM
BHARTIARTL
315.60
(8.80)
28899000
25.38
-0.41
0.88
83.20
80.31
IDEA
79.70
(16.72)
58815000
38.05
-1.63
0.71
82.11
80.55
INFRATEL
372.85
8.99
3341800
(28.77)
5.27
0.68
68.14
73.32
RCOM
42.65
(17.74)
87670000
(22.89)
9.23
0.70
78.25
84.14
TATACOMM
516.30
1.82
5306000
5.78
6.73
0.26
92.80
86.21
For Private Circulation Only
SEBI Registration No: INB 010996539
8
Derivatives Rollover Report
TEXTILES
ARVIND
334.30
8.01
3868000
(43.83)
1.95
0.58
81.33
79.95
CENTURYTEX
922.90
36.68
6323900
(4.47)
13.70
0.35
90.92
89.12
ICIL
723.85
(16.29)
747600
42.40
10.53
0.71
84.30
84.20
PAGEIND
14973.95
4.15
37200
(4.74)
-3.53
0.00
84.16
85.95
SRF
1764.10
4.14
326000
13.99
8.40
0.48
72.12
75.67
Research Team Tel: 022 - 39357800
E-mail: [email protected]
Website: www.angelbroking.com
DISCLAIMER
Angel Broking Private Limited (hereinafter referred to as “Angel”) is a registered Member of National Stock Exchange of India Limited, Bombay Stock
Exchange Limited and MCX Stock Exchange Limited. It is also registered as a Depository Participant with CDSL and Portfolio Manager with SEBI. It
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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 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
received any compensation / managed or co-managed public offering of securities of the company covered by Analyst during the past twelve
months. Angel/analyst has not served as an officer, director or employee of company covered by Analyst and has not been engaged in market
making activity of the company covered by Analyst.
This document is solely for the personal information of the recipient, and must not be singularly used as the basis of any investment decision.
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Reports based on technical and derivative analysis center on studying charts of a stock's price movement, outstanding positions and trading volume,
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on respective stocks for the disclosure status in respect of those stocks. Angel Broking Pvt. Limited and its affiliates may have investment positions in
the stocks recommended in this report.
Derivative Research Team
[email protected]
For Private Circulation Only
SEBI Registration No: INB 010996539
9