Derivatives Report October 27, 2017 October series was indeed a Diwali bonanza for our markets as the benchmark index registered a fresh record high and achieved yet another milestone of 10350. Finally, post consolidation seen in last two series index gained momentum and we also witnessed decent amount of long formation in index futures segment. Now, Nifty s is at 72.69% which is above its 3 month average of 65% and in terms of open interest as well it s on the higher side. Historically, there has been a trend whenever FIIs start selling in equities, markets tends to take it negatively; but, this time, history is not getting replicated. In fact, this entire selling has been completely overshadowed by the enormous and relentless buying from domestic institutions (DIIs). However, FIIs did participate in the recent rally by forming good amount of longs in index and stock futures. In addition, they also rolled majority of these positions; resulting their Index Futures Long Short Ratio surging back to 70%. At current juncture, 10500 call option is attracting traders attention; while, maximum concentration of open interest in puts is placed at 10000 followed by 10200 strike. Considering above data, we expect continuation of ongoing momentum in November series. BANKNIFTTY (68.63%) rollover in terms of percentage is on the higher side; but, open interest has dropped series on series. Post huge short rollovers in October series, we witnessed a healthy rally in PSU banks on the back of recapitalization plan announced by government. Now, BankNifty as well as majority of the PSU bank are light in terms of open interest. Hence, traders are advised to wait for fresh build-up before initiating any aggressive positions. Indices NIFTY & PCR Graph INDEX 3 month avg. NIFTY 10360.55 5.86 72.69 66.84 BANKNIFTY 25080.65 4.36 68.63 67.18 NIFTYIT 10886.00 3.19 76.46 73.45 NIFTYMID50 5084.55 8.62 - - NIFTYINFRA 3601.55 11.63 - - Monthly Gainers Open Interest Ol PNB 207.65 57.79 30320500 16.61 UNIONBANK 187.05 44.55 15608000 (17.84) SAIL 76.65 42.87 64152000 (5.81) BANKINDIA 193.15 38.46 13764000 (15.44) CANBK 426.35 34.16 6164916 (37.08) Note: Stocks which have more than 1000 contract in Futures OI. Monthly Losers Open Interest Ol RCOM 15.95 (21.04) 111594000 0.15 STAR 842.25 (5.59) 4277500 99.05 RELCAPITAL 571.05 (5.46) 11937000 33.14 YESBANK 333.55 (5.42) 52407250 39.15 AXISBANK 485.70 (5.40) 48296400 53.32 Note: Stocks which have more than 1000 contract in Futures OI. 1
Derivatives Report Banking and Financials HDFCBANK (84.34%) closed on a flat note last series; but, added good amount of long position. At the same time, rollover is above its averages. Thus, any bounce back above immediate hurdle of Rs. 1810-1830 levels shall be an opportunity to buy. ICICIBANK (82.81%) rallied 8% series on series which was mainly due to short covering. Though, rollovers are above average; OI remains light. At present, Rs. 280-283 is an immediate support; one shall look for fresh longs at current levels. FEDERALBNK (83.79%) started October series on a light note; however, we saw meaningful long formation last series. Open interest is up 36% series on series, indicating longs formed in last series are still intact. At present, this counter is hovering around the support zone of Rs. 118-120; traders are advised to add fresh longs. Auto & Auto Ancillaries Last series, APOLLOTYRES (75.10%) traded in a very narrow range but added huge positions. Open interest surged 46% series on series, we believe majority of the positions formed are on short side. At present, this stock is taking strong support around Rs. 236-238 levels. Traders are suggested to go long, once stock surpasses Rs. 242-243. CASTROLIND (95.22%) has highest rollover in this space. This counter added huge longs due to which open interest jumped up to 52.42% series on series. Thus, we believe this counter may continue its momentum going ahead; buy on dips. TATAMOTORS (87.18%) rallied 4.65% MoM with good amount of long positions. s are also above averages, indicating we may see some strength going forward. Oil & Gas GAIL (67.50%) rallied 16% last series with good amount of long formation. figure in percentage terms is on the lower side but open-interest wise its inline. Thus, any dip towards Rs. 457-460 shall be an opportunity to buy. BPCL (65.49%) has lowest rollovers in this space. Post some correction in September series, this counter resumed its major trend and was up 15% last series. However, this move was mainly due to short covering. Thus, traders are suggested to exit from long if any. Similar to BPCL, HINDPETRO (84.46%) rallied 15% in October series due to short covering. At present, open interest is lowest in last two series. Those, traders with longs shall look to exit and one who wishes to take new positions shall wait for fresh build-up. 2
Derivatives Report Metal & Mining HINDALCO (84.56%) extended its gains last series and registered a fresh record high. We witnessed huge long formation and rollover figure suggests these positions have been rolled too. Thus, this counter remains buy on dips for us. JSWSTEEL (94.32%) has highest rollovers in this space. This counter traded in a narrow range for major part of October series. We saw some longs and good amount of short covering. Now, this counter has strong support at Rs. 256-258 levels. We expect fresh buying coming in soon. Thus, traders are advised to go long and fix stop loss of Rs. 255/- Other stocks wherein we saw long rollovers are NATIONALUM (90.96%), HINDZINC (82.62%) and NMDC (84.09%). Pharmaceutical AUROPHARMA (93.09%) rallied 11% MoM; but, this move was mainly due to short covering. However, the momentum is very strong in this counter. Thus, traders are advised to hold on to their existing longs. DRREDDY (90.74%) traded in a narrow range for the entire October series. However, we believe majority of the shorts formed in July and August series have been lightened; this is a positive sign for bulls. Thus, we expect fresh buying attracting in this counter. SUNPAHRMA (93.74%) rallied nearly 7% and also added fresh longs. As rollovers are on the higher side, we believe majority of these long positions have been rolled over. Traders are advised to hold on to their longs. Consumer Goods & FMCG Last series, ITC (80.07%) consolidated in a range and formed mixed positions. However, the earlier shorts are still in the system. Any positive trigger could lead to some short covering and the prices could bounce upto its resistance around Rs. 284/-. UBL (91.90%) formed significant long positions which have been rolled over to the November series. Traders with long positions are advised to continue holding their positions for a probable target of around Rs. 1050-1160. Rally in JUBLFOOD (81.50%) was supported by short covering as well as fresh long build-up. The long positions seem to have been rolled and hence, the stock could continue its uptrend. Traders should adopt buy on dips strategy for this counter 3
Derivatives Report OI Futures OI COC PCR-OI Average (3month) AUTO & AUTO ANCILLARIES AMARAJABAT 695.80 (2.48) 2245200 40.36 8.23 1.54 84.89 83.38 APOLLOTYRE 240.50 (1.31) 14574000 46.15 8.30 1.11 75.10 80.68 ASHOKLEY 132.20 12.32 53935000 (0.10) 8.35 0.44 86.50 86.78 BAJAJ-AUTO 3298.10 7.82 1696500 12.78 4.67 0.70 85.66 84.34 BALKRISIND 1644.15 (4.11) 601600 30.56 8.79 1.38 70.54 80.74 BHARATFORG 664.35 10.52 6446400 (17.65) 3.94 0.24 85.23 85.14 BOSCHLTD 21174.50 1.98 103075 (1.10) 7.09 1.25 85.56 85.30 CASTROLIND 402.10 11.22 14039200 52.42 6.92 0.12 95.22 91.21 CEATLTD 1688.05 (0.93) 1659700 3.99 10.51 0.67 80.67 82.12 EICHERMOT 31712.65 4.53 142750 3.97 3.14 0.20 84.98 82.15 ESCORTS 727.95 13.67 2271500 (38.30) 8.59 0.48 80.44 84.05 EXIDEIND 206.30 0.90 15936000 22.17-2.52 0.64 79.32 85.26 HEROMOTOCO 3773.35 0.52 1617600 (4.85) 6.26 0.56 78.87 81.06 M&M 1377.70 11.38 3899000 (19.52) 3.61 0.98 83.22 81.58 MARUTI 8113.30 2.27 1920450 9.79 5.85 0.44 85.15 84.71 MOTHERSUMI 358.00 5.22 11996250 28.53 8.22 0.42 88.37 86.19 MRF 63710.20 2.37 46305 (10.70) 9.15 0.00 88.71 87.53 TATAMOTORS 421.85 4.65 42399000 19.21 6.09 0.65 87.18 83.92 TATAMTRDVR 232.20 4.10 25886700 13.32 8.38 0.97 94.00 87.08 TVSMOTOR 713.60 10.66 5390000 14.44-11.99 0.62 78.92 82.90 BANKING & FINANCIALS ALBK 85.10 27.20 12770000 8.96 6.16 0.63 80.16 80.61 ANDHRABANK 70.20 22.51 20020000 (2.29) 5.23 0.39 83.38 81.06 AXISBANK 485.70 (5.40) 48296400 53.32 3.01 0.65 84.94 82.09 BAJAJFINSV 5017.05 (1.21) 768875 14.76 7.34 0.29 92.52 90.72 BAJFINANCE 1760.60 (4.69) 6128000 30.81 8.27 0.68 87.59 84.04 BANKBARODA 186.65 33.75 35868000 (37.41) 5.34 0.77 80.68 83.59 BANKINDIA 193.15 38.46 13764000 (15.44) 1.08 0.75 73.88 77.04 BHARATFIN 980.75 3.54 12781000 6.53 0.53 0.82 88.10 88.42 CANBK 426.35 34.16 6164916 (37.08) 5.53 0.92 74.42 79.28 CANFINHOME 502.80 (5.19) 4081250 27.69 8.89 0.34 88.89 87.79 CAPF 718.85 (0.73) 2830400 (6.75) 8.04 1.42 89.46 86.14 CHOLAFIN 1123.05 3.13 393500 (11.87) 8.71 0.00 83.99 82.01 DCBBANK 179.50 (0.61) 6372000 4.81 10.27 0.43 81.10 83.02 DHFL 607.95 12.77 25854000 8.66 7.43 0.36 88.01 90.38 EQUITAS 146.90 (4.05) 13872000 21.70 5.71 0.42 83.72 80.74 FEDERALBNK 120.35 7.41 69674000 36.04 7.86 0.60 83.79 84.26 HDFC 1702.10 (2.74) 11868000 34.83 6.01 0.71 75.54 76.16 HDFCBANK 1799.35 0.50 21454500 11.37 2.32 0.61 84.34 79.98 4
Derivatives Report OI Futures OI COC PCR-OI Average (3month) IBULHSGFIN 1248.20 2.56 7149600 14.90-0.04 0.96 86.49 81.75 ICICIBANK 299.15 8.05 77907500 (7.61) -0.35 0.77 82.81 79.99 ICICIPRULI 387.60 0.91 6280300 10.57 0.13 0.74 91.25 87.26 IDBI 68.40 29.18 19640000 (34.53) 6.91 0.47 80.36 84.85 IDFC 66.45 11.21 129439200 (10.46) 2.36 0.61 79.52 82.30 IDFCBANK 57.55 1.50 113454000 18.50 7.30 0.59 92.77 90.10 IFCI 26.00 13.04 78012000 8.14 10.12 0.30 89.19 89.44 INDIANB 321.50 23.46 3640000 (7.47) 7.19 0.60 84.57 83.49 INDUSINDBK 1628.30 (3.38) 5512800 35.68 6.90 0.68 83.94 75.34 KOTAKBANK 1022.20 1.56 7992800 (6.13) 3.38 0.33 78.27 72.14 KTKBANK 156.95 11.39 23677800 5.47 6.69 0.73 88.89 87.07 L&TFH 197.75 3.29 33322500 42.90 8.24 0.56 90.87 86.47 LICHSGFIN 620.10 (0.75) 11214500 13.11 8.22 0.83 90.53 87.42 M&MFIN 419.70 4.09 9832500 79.59 7.63 0.32 87.81 81.06 MANAPPURAM 98.85 3.13 30354000 (9.03) 5.83 0.79 84.30 88.10 MFSL 576.75 (1.95) 4228000 (6.73) 5.18 0.60 87.36 88.21 MUTHOOTFIN 489.35 5.90 1737000 (21.54) 6.22 0.57 69.55 80.11 ORIENTBANK 147.15 22.07 13584000 0.53 7.14 0.51 81.56 78.14 PFC 141.05 14.91 44736000 81.81-18.88 0.39 81.20 80.83 PNB 207.65 57.79 30320500 16.61-29.05 1.60 70.67 74.20 RBLBANK 534.70 5.73 6132000 45.27 8.16 0.41 90.58 75.49 RECLTD 167.80 10.29 38430000 (7.56) 4.68 0.51 73.89 83.92 RELCAPITAL 571.05 (5.46) 11937000 33.14 8.56 0.43 90.53 84.09 REPCOHOME 621.75 0.27 785400 (10.95) 6.33 17.75 85.19 82.72 SBIN 321.00 26.50 60531000 (31.00) 1.63 0.79 75.23 80.03 SOUTHBANK 31.55 12.08 169516215 27.81 10.01 0.43 91.03 87.52 SREINFRA 118.25 14.25 10030000 10.83 8.89 0.40 89.87 86.53 SRTRANSFIN 1121.75 6.16 3172800 (7.44) 2.75 0.53 85.91 83.93 SYNDIBANK 82.50 31.26 18333000 8.52 7.64 0.34 80.80 79.71 UJJIVAN 325.15 2.46 6628800 9.30 9.87 0.43 90.17 88.70 UNIONBANK 187.05 44.55 15608000 (17.84) 3.64 1.01 75.90 81.40 YESBANK 333.55 (5.42) 52407250 39.15 7.40 0.43 89.47 86.03 CAPITAL GOODS & INFRASTRUCTURE ADANIPORTS 416.90 11.65 7122500 3.49 6.54 0.59 81.26 80.43 BEML 1703.15 2.81 2365200 (3.83) 1.26 0.71 88.39 84.48 BHEL 97.25 17.03 47040000 (5.95) 7.56 0.53 85.06 84.78 CGPOWER 82.85 7.46 27132000 5.07 8.89 0.81 89.72 83.68 ENGINERSIN 169.90 13.42 12498500 20.07 3.08 0.35 81.01 84.32 GMRINFRA 18.65 15.84 291645000 (0.31) 11.30 0.34 91.28 89.74 HAVELLS 488.25 2.80 5720000 88.90 8.72 0.52 83.58 82.65 HCC 39.35 19.42 25104000 (2.33) 9.36 0.69 85.74 83.80 IRB 238.20 7.35 15347500 (2.21) 1.10 0.47 79.59 78.61 5
Derivatives Report OI Futures OI COC PCR-OI Average (3month) JPASSOCIAT 18.35 9.55 163064000 (0.37) 8.59 0.80 88.91 88.50 LT 1224.95 7.59 10757250 9.58 1.24 0.61 80.62 83.12 NBCC 258.15 21.74 4560000 53.54 7.53 0.51 86.27 83.33 RELINFRA 494.75 6.17 10779600 1.69 8.39 0.70 91.84 89.81 SIEMENS 1266.40 5.81 926500 2.77 7.59 0.62 87.61 82.92 VOLTAS 538.30 6.68 2304000 (3.76) 8.10 0.46 81.76 74.72 CEMENT ACC 1793.70 8.24 1409200 (30.79) 6.58 0.59 79.56 77.68 AMBUJACEM 278.20 3.36 10202500 (12.84) 6.60 0.45 79.41 77.64 DALMIABHA 2847.60 11.24 540900 (7.44) 7.02 1.36 83.78 86.47 GRASIM 1201.15 5.90 3421500 (5.29) 6.68 0.80 91.29 86.78 INDIACEM 197.50 15.80 25718000 10.23 8.25 0.53 92.21 89.33 RAMCOCEM 728.35 6.91 496800 38.31 7.57 0.75 80.34 75.91 SHREECEM 19316.55 5.84 30800 1.65 8.60 0.00 88.76 81.55 ULTRACEMCO 4494.10 15.70 1289000 9.52 2.37 1.33 83.67 86.56 CHEMICALS & FERTILIZERS PIDILITIND 795.05 1.65 1325000 22.46 9.06 0.43 80.79 78.93 TATACHEM 763.60 19.40 6304500 28.61 7.98 0.58 86.66 81.91 UPL 816.70 6.16 7976400 0.21 4.75 0.73 89.21 85.20 CONSUMER GOODS & FMCG ASIANPAINT 1195.35 5.21 2866200 (1.22) 3.68 0.63 75.11 77.13 BERGEPAINT 273.20 12.87 1155000 (41.14) 8.08 0.09 78.59 81.33 BRITANNIA 4636.80 6.29 732600 45.01 7.28 0.15 92.64 84.99 COLPAL 1061.35 (1.32) 1494500 (0.14) 6.63 1.80 83.20 81.22 DABUR 322.90 3.49 11110000 (9.93) 0.32 0.32 89.11 89.67 GODFRYPHLP 1013.60 0.31 495500 1.23 9.66 0.60 80.63 77.61 GODREJCP 929.50 2.72 1716000 6.82 7.29 0.86 89.64 85.28 HINDUNILVR 1270.50 5.79 9301800 2.49-2.62 0.24 88.79 86.98 ITC 269.60 2.65 55996800 2.14 4.66 0.64 82.52 79.86 JUBLFOOD 1654.70 19.64 1892500 5.23 7.65 0.50 81.50 79.40 MARICO 314.75 0.51 4648800 3.59 4.33 0.49 73.91 80.29 MCDOWELL-N 2597.05 7.37 2291500 24.28 9.07 0.29 90.98 88.50 NESTLEIND 7188.45 0.16 93400 7.85 6.36 2.00 80.94 81.64 TATAGLOBAL 211.25 3.23 34992000 27.48 7.21 0.46 90.69 90.11 TITAN 589.20 1.68 5421000 24.41 8.12 0.70 86.19 80.63 UBL 947.40 10.69 1227100 55.13 6.37 0.44 82.22 78.12 6
Derivatives Report OI Futures OI COC PCR-OI Average (3month) METALS & MINING COALINDIA 290.90 8.63 15546500 (26.95) -8.71 0.32 67.36 77.77 HINDALCO 274.10 14.59 38108000 31.80 4.59 0.56 84.56 77.38 HINDZINC 317.70 8.08 9129600 10.97 1.81 0.40 82.62 79.57 JINDALSTEL 169.15 24.51 31666500 (9.47) 6.20 0.63 81.32 85.53 JSWSTEEL 262.20 8.89 50106000 (4.43) 9.03 0.73 94.32 92.73 NATIONALUM 91.75 19.62 23192000 21.45 0.57 0.15 90.96 87.78 NMDC 128.00 8.80 31368000 5.40 6.15 0.63 84.09 85.92 SAIL 76.65 42.87 64152000 (5.81) -4.07 0.66 86.98 87.41 TATASTEEL 734.45 12.39 23528000 9.87 7.51 0.88 82.84 80.86 VEDL 344.20 10.71 38297000 (14.60) 4.11 0.44 72.35 79.65 INFORMATION TECHNOLOGY HCLTECH 872.45 (0.19) 8142400 25.10 4.08 0.48 88.38 83.60 HEXAWARE 285.30 6.36 1722000 3.05 2.93 1.33 74.35 73.94 INFY 927.85 3.26 35215500 (7.96) -21.47 0.47 74.26 80.73 KPIT 138.65 13.65 11032000 5.15 9.49 0.39 92.55 87.81 MINDTREE 486.40 4.64 3290400 (4.63) -0.21 0.35 87.63 84.91 NIITTECH 614.70 11.43 649500 (8.46) 9.59 0.16 73.64 74.52 OFSS 3550.80 (1.74) 45150 (6.81) 9.63 0.00 76.98 78.19 TATAELXSI 846.05 4.05 1725600 21.04 7.26 0.83 85.22 82.42 TCS 2554.10 3.25 5789250 (0.95) 6.26 0.74 83.50 85.34 TECHM 479.65 5.42 10891100 (1.80) 5.24 0.56 83.84 83.31 WIPRO 300.85 5.39 33033600 6.69-5.00 0.39 87.62 86.44 MISCELLANIOUS ADANIENT 132.10 13.83 30248000 14.82 8.76 0.67 89.15 86.02 APOLLOHOSP 1029.30 3.12 1677000 18.27 6.32 1.60 87.55 85.85 BALRAMCHIN 159.75 0.73 15456000 29.58 8.89 0.47 83.59 82.12 BATAINDIA 777.35 11.60 1353000 (20.54) 2.49 0.37 64.98 75.48 BEL 171.15 4.07 14795550 1.12 7.98 0.42 84.67 84.72 CONCOR 1377.05 5.15 1200625 (2.49) 6.75 1.43 83.12 81.10 CUMMINSIND 914.15 1.71 534000 9.61 7.41 0.47 83.88 78.95 GODREJIND 575.80 (0.60) 3309000 7.77 9.32 0.81 79.41 85.09 INDIGO 1178.10 8.49 2098200 (12.42) 8.39 1.10 91.19 81.94 INFIBEAM 131.85 1.35 45220000 0.52 8.77 0.00 84.10 84.52 JETAIRWAYS 534.35 10.96 4952400 15.80 10.15 0.65 88.51 83.96 JISLJALEQS 95.80 1.86 46341000 18.97 8.78 0.47 88.75 89.81 JUSTDIAL 409.40 9.58 4203600 9.09 7.57 0.42 82.42 74.24 KAJARIACER 698.65 (1.38) 873600 12.81 8.27 0.92 79.30 76.93 KSCL 580.95 11.69 4195500 8.88 7.69 0.20 90.28 88.58 7
Derivatives Report OI Futures OI COC PCR-OI Average (3month) MCX 1063.90 3.28 1721000 64.45 10.85 1.15 86.59 84.01 PCJEWELLER 343.70 7.42 9813000 15.38 8.87 0.47 78.97 83.46 RNAVAL 52.90 0.19 12312000 5.23 9.95 0.46 88.95 84.92 VGUARD 209.40 15.56 1551000 (18.45) 8.79 0.58 75.04 72.52 OIL & GAS BPCL 536.50 15.38 9635400 (30.56) 0.10 0.39 65.49 78.77 CHENNPETRO 444.80 12.95 1482000 (34.66) 6.61 0.33 78.54 82.81 GAIL 461.05 15.83 11916000 13.08-9.53 0.60 67.50 80.04 HINDPETRO 479.10 15.00 21067200 (15.38) -4.55 0.38 84.46 83.27 IGL 1604.45 9.47 947650 (0.92) 8.72 0.76 80.40 81.35 IOC 434.75 9.17 13251000 (17.45) -4.18 0.48 71.63 79.93 MGL 1190.25 9.07 665400 (7.35) 8.44 0.53 78.10 82.87 MRPL 135.30 10.09 7636500 27.40 6.98 0.43 83.68 82.32 OIL 347.35 0.81 2449546 2.46-13.04 0.59 70.01 74.74 ONGC 175.30 1.83 41463750 (5.28) -12.05 0.46 74.71 81.73 PETRONET 260.40 15.71 9531000 (22.89) 8.07 0.42 83.32 80.72 RELIANCE 952.75 20.79 37311000 0.14 5.89 0.65 86.16 81.89 PHARMACEUTICAL AJANTPHARM 1181.00 2.59 954000 14.33 9.13 1.22 92.05 85.95 AUROPHARMA 753.35 10.94 16233600 (7.15) 6.06 0.65 93.09 90.99 BIOCON 363.75 9.53 9286200 1.70-12.74 0.39 80.71 84.52 CADILAHC 486.65 3.79 2764800 (15.25) 5.60 1.81 80.04 83.57 CIPLA 616.20 5.62 7562000 7.16 8.02 0.28 86.02 81.04 DIVISLAB 865.10 0.82 3995200 (35.16) 7.89 0.67 82.98 85.19 DRREDDY 2359.55 (0.71) 3528000 (1.42) 6.76 0.61 90.74 85.51 FORTIS 147.10 0.68 41631300 7.09 9.30 0.41 95.28 92.98 GLENMARK 601.25 0.43 6880300 14.66 4.62 0.64 86.33 88.72 GRANULES 139.05 23.00 16250000 16.53 8.70 0.18 88.24 83.19 LUPIN 1001.05 (0.67) 7799200 16.46 8.45 1.08 84.78 83.38 PEL 2645.80 2.21 1463100 27.80 6.38 0.39 89.18 87.03 STAR 842.25 (5.59) 4277500 99.05 8.99 0.54 91.54 90.80 SUNPHARMA 534.20 6.62 38179200 2.37 7.97 0.52 93.74 90.59 TORNTPHARM 1257.05 2.19 512400 125.53 7.44 0.42 91.24 80.40 WOCKPHARMA 630.05 3.10 2904000 5.71 6.58 0.55 87.11 88.53 REAL ESTATE DLF 183.50 12.37 43920000 12.85 8.31 0.79 88.23 84.96 HDIL 58.10 3.29 31520000 (0.56) 9.05 0.34 85.84 85.76 IBREALEST 209.45 0.19 43840000 13.46 12.60 0.38 96.37 94.95 NCC 109.40 32.69 21504000 (10.19) 4.79 0.51 82.99 84.60 8
Derivatives Report POWER ADANIPOWER 32.95 11.51 103360000 5.75 11.20 0.43 93.59 91.91 CESC 1038.40 5.09 4944500 (0.82) 8.25 0.56 88.73 85.59 JSWENERGY 84.50 14.27 62781000 7.23 9.97 0.94 95.83 93.93 NHPC 28.25 4.82 36504000 17.98 9.31 0.37 84.71 83.48 NTPC 183.45 10.21 23332000 1.82-6.78 0.21 69.61 69.77 POWERGRID 212.65 1.50 12340000 5.98 3.20 0.84 61.30 65.95 PTC 120.05 (2.16) 16832000 32.41 8.76 0.80 88.74 84.47 RPOWER 40.35 (2.30) 62172000 14.90 9.13 0.55 90.64 88.69 SUZLON 16.00 2.89 430020000 (0.26) 9.87 0.53 89.28 85.25 TATAPOWER 82.80 6.29 32148000 (11.85) 8.25 0.41 85.56 80.54 TORNTPOWER 266.90 26.94 5055000 (23.34) 7.28 0.59 73.55 81.79 TELECOM BHARTIARTL 513.60 33.63 30627200 26.89 4.69 1.08 86.79 87.98 IDEA 97.25 27.88 55706000 0.03 5.93 0.67 76.48 76.69 INFRATEL 458.55 16.34 8938600 52.27 7.21 0.97 82.95 74.42 RCOM 15.95 (21.04) 111594000 0.15 9.90 0.88 88.68 88.84 TATACOMM 682.20 0.79 7852600 5.87 10.03 0.42 88.71 88.55 TEXTILES ARVIND 399.15 7.79 5182000 (20.64) 7.50 0.39 85.46 76.81 CENTURYTEX 1360.45 10.96 7200050 0.93 8.50 0.86 91.58 91.89 ICIL 121.65 17.88 10101000 (5.31) 7.77 0.40 87.14 86.34 PAGEIND 20011.80 7.83 17650 (7.59) 5.34 0.00 75.59 71.59 RAYMOND 880.75 7.85 4184800 32.33 8.48 0.07 90.47 89.39 SRF 1657.35 7.15 734500 22.62 9.49 1.05 78.22 82.54 MEDIA DISHTV 77.15 1.05 21490000 48.67 4.07 0.34 85.18 81.32 PVR 1428.40 18.94 491200 (31.40) 5.10 0.25 74.61 77.89 SUNTV 820.85 11.23 5391000 (4.90) 6.33 0.51 87.12 84.89 TV18BRDCST 43.45 11.70 91511000 6.81 8.47 0.46 93.86 91.07 ZEEL 534.40 2.42 7581600 39.19 5.69 0.71 86.08 85.49 9
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