Derivatives

Rollover Report

April 28, 2017

Market inaugurated April series on a flat note and remained in a sideways direction for the major part of the series.

However, we witnessed a sharp rally in the concluding week, resulting into the benchmark indices registering a new

record high. Rollover in Nifty is on lower side in both percentage terms as well as in terms of open interest. We

witnessed some profit-booking in Nifty during the consolidation phase; however, significant buying interest was seen in

last week of April series. This is the fifth consecutive month, when Nifty ended the series on a positive note (Month on

Month basis) and FIIs too participated by rolling 70% of their longs in index futures. As a result, their ‘Long/Short

Ratio’ has jumped from 76.70% to 85.30% series on series, indicating continuation of their optimistic view near term.

However, FIIs curbed liquidity in cash market segment, they sold equities worth Rs. 5,477 crores. As per options data,

9500 followed by 9400 are seeking bull’s attention and the major support is firmly placed at 9000-9100. Overall

derivatives data hints, continuation of up move towards 9450-9500, but one should avoid being hastened to form

longs at these levels as market has run up sharply.

Rollover in BankNifty is much above its quarterly average; hinting nearly huge long formed last series are still intact.

HDFCBANK (72.64%) and KOTAKBANK (71.98%) was the major contributor in the strength seen in the benchmark

index. While, mid-cap banking and financial stocks like SOUTHBANK (89.88%), BANKINDIA (54.67%), DHFL (84.38)

and ORIENTBANK (63.17%) rallied 21%-14% series on series. On the flip side, heavy weight banking counters like

ICICIBANK (73.92%), SBIN (63.31%) and AXISBANK (78.63%) under-performed the overall banking pack.

Indices Change

NIFTY & PCR Graph

Price

Change

3 month

INDEX

Price

(%)

Rollover

avg.

NIFTY

9356.65

1.82

66.33

71.36

BANKNIFTY

22293.65

3.47

77.04

62.78

NIFTYIT

10013.00

(6.70)

71.76

82.16

NIFTYMID50

4216.95

5.91

NIFTYINFRA

3061.40

4.10

Monthly Gainers

Monthly Losers

Price

Change Open

Change

Change Open

Change

Scrip

Price

(%)

Interest

(%)

Scrip

Price

(%)

Interest

(%)

IBREALEST

157.55

79.24

15590000

(50.46)

ADANIPOWER

33.05

(17.79)

112900000

(10.35)

INDIACEM

213.30

31.91

20167000

(11.73)

MCDOWELL-N

1859.90

(15.69)

3703750

4.27

DLF

190.75

26.74

29875000

(4.00)

DISHTV

95.20

(12.46)

25571000

(0.05)

SOUTHBANK

24.80

21.57

103333638

27.84

INFY

928.15

(9.64)

29408000

(13.05)

JISLJALEQS

113.95

21.55

35001000

(6.09)

AUROPHARMA

610.75

(9.55)

15036000

4.05

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

SEBI Registration No: INB 010996539

Derivatives Rollover Report

Banking and Financials



We witnessed good amount of short covering

followed by huge long formation in HDFCBANK

(72.64%), which resulted this counter registering a

new high. Rollovers are on the higher side hinting

longs formed are still in system. Thus, traders are

suggested to hold on their longs.



ICICIBANK

(73.92%) underperformed the overall

banking space. Since, January series this counter has

been under pressure and has also added huge

shorts, which are still intact. Thus, even though this

counter is near its support zone of Rs. 265-Rs. 270,

we would suggest avoiding any bottom fishing unless

we see any signs of short covering.



IDFCBANK (76.24%) corrected from Rs. 62 levels with

good amount of short formation which are still intact

in system. However, fresh buying in this stock,

resulting stock surpassing the resistance zone of Rs.

61-Rs. 62 levels. Thus, we expect short covering to

led continuation of the ongoing momentum in this

stock.

Auto & Auto Ancillaries



TVSMOTORS (76.95%) rallied

12.79% with huge

amount of long formation. Rollover in this counter is

also above averages suggesting these positions have

been rolled too. Thus, we expect continuation of the

ongoing rally.



TATAMOTORS (83.16%) has been under pressure

from quite some time. We witnessed good amount of

short

formation

during

correction

from

Rs. 475 - Rs. 480 levels and these positions are still

intact as rollovers are above averages. However, this

counter has shown some strength from its support

zone of 435-440 levels and we expect further short

covering move in near term. Thus, this counter is a

buy on dip for us.



APOLLOTYRE (82.70%), CEATLTD (73.79%) and MRF

(80.67%) rallied 14% - 19% last series; however,

rollovers of all these counters are below averages.

Metal & Mining



TATASTEEL (83.61%) corrected from Rs. 502 levels

with huge short formation and the same has been

rolled to May series. This counter has strong support

near Rs. 440-Rs. 445 levels. We expect some short

covering bounce going ahead



JSWSTEEL (77.53%) out performed its peer group. Post

short formation in mid of April series, this counter

added good amount of fresh longs. We believe, shorts

formed have been lightened. Thus, we expect further

additions of longs which may lead continuation of

upside move.



HINDALCO (80.98%) rallied from Rs. 182 levels but

this move was mainly because of short covering. At

current juncture, this counter is light in terms of open

interest. Thus traders are suggested to wait for any

relevant development in either side before forming

any direction positions.

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivatives Rollover Report

Oil & Gas

 ONGC (78.43%) have been consistently attracting

shorts since last couple of months. Rollovers and

open interest data suggests that these position have

been rolled to May series as well. Thus, we would

suggest traders to avoid forming any longs.

 RELIANCE (71.45%) is one of the major contributors

in index up move, but surprisingly we hardly saw any

relevant long formation in this rally. At current

juncture, this counter is light in terms of open interest.

Thus, one should wait for formation of fresh position

before forming any directional positions.

 PETRONET (89.37%) rallied 7.60% series on series

and added huge positions. However, daily statistic

suggests these are mixed positions and the same got

rolled too. Thus, traders are suggested to stay light.



WIPRO (71.97%) corrected 4.69% series on series

and has added 74% of open interest. However, these

are mixed positions; but majority on short side. This

counter is now heavy in terms of open interest and we

expect a strong move in either direction. Thus, traders

are suggested to adopt ‘long strangle‘ strategy to

trade for near term.



INFY

(75.25%)

underperformed the overall

benchmark index last series. This counter is under

pressure from January series and has been attracting

huge shorts. It has an immediate support around

900-920 levels but looking at the quantum of shorts,

one shall wait for relevant short covering before

initiating longs.



TECHM (83.03%) corrected nearly 8% last series and

has attracted huge shorts in last two series. These

positions are still intact. Thus, one should avoid

bottom fishing unless we see some signs of reversal

Capital Goods & Infra



LT (65.08%) was the major gainer in this space and it

rallied more than 13%, but no major longs were seen

in this up move. In fact, this counter is hovering near

its resistance zone of Rs. 1765-Rs. 1775 levels and is

also light in terms of open interest. Thus, one should

avoid forming any longs unless we see meaningful

long formation.



IRB (93.29%) rallied nearly 8% with good amount of

long formation. Also, the stock has highest rollover in

this space, suggesting stock to remain optimistic in

near term.



Liquid counters like ENGINERSIN (65.08%), BHEL

(64.57%) and SIEMENS

(71.05%) witnessed a

massive rally in last series. However, these moves

were backed by short covering. While, rollovers of all

these counters are on the lower side.

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

AUTO & AUTO ANCILLARIES

AMARAJABAT

887.60

1.27

2131800

16.15

6.87

0.96

74.85

74.70

APOLLOTYRE

249.35

19.19

13251000

(5.56)

6.57

0.40

82.70

89.39

ASHOKLEY

87.25

4.37

65464000

(21.36)

8.27

0.61

80.16

86.28

BAJAJ-AUTO

2880.70

1.57

943250

(40.50)

6.66

1.59

65.93

76.02

BHARATFORG

1141.35

10.39

3390600

(19.78)

7.52

0.55

63.28

79.95

BOSCHLTD

22595.05

(0.63)

96000

6.31

4.14

0.00

76.97

77.32

CASTROLIND

435.75

0.89

8694000

1.06

-4.92

0.40

91.34

90.65

CEATLTD

1514.25

14.52

1796900

(2.28)

-24.08

0.88

73.79

81.36

EICHERMOT

26102.60

1.31

135550

(26.14)

6.46

0.69

75.98

73.35

ESCORTS

550.30

1041700

9.54

0.24

83.51

EXIDEIND

229.00

3.50

15676000

(5.45)

8.02

0.50

88.07

89.95

HEROMOTOCO

3309.60

1.88

1064400

(29.19)

3.48

1.09

71.49

75.33

M&M

1342.45

4.27

4513500

(0.06)

5.12

0.45

75.84

70.97

MARUTI

6393.85

6.95

1878000

(21.76)

4.05

0.55

79.80

78.62

MOTHERSUMI

389.95

2.58

8215000

3.01

3.86

0.33

75.14

76.55

MRF

68517.00

14.23

52890

0.48

0.41

0.00

80.67

87.80

SUZLON

20.45

279810000

-3.18

0.40

92.44

TATAMOTORS

458.45

(2.31)

38115000

(5.20)

8.87

0.72

83.16

70.31

TATAMTRDVR

278.30

(1.85)

20094900

1.51

9.44

1.20

82.05

82.99

TVSMOTOR

489.15

12.79

6730000

60.16

-35.39

0.52

76.95

77.78

BANKING & FINANCIALS

ALBK

78.35

6.74

13900000

3.96

10.91

0.42

74.65

72.78

ANDHRABANK

66.15

13.86

19730000

(2.13)

11.93

0.33

76.06

63.08

AXISBANK

509.00

1.68

33024000

4.18

6.18

0.63

78.63

76.25

BAJFINANCE

1293.85

9.45

4128500

(3.27)

8.26

1.83

66.54

79.24

BANKBARODA

182.40

4.53

37730000

(29.66)

7.19

0.89

70.90

77.01

BANKINDIA

166.40

19.41

19734000

(19.45)

-88.37

0.88

54.67

82.92

BHARATFIN

798.15

(1.84)

20170000

12.81

9.87

0.44

92.21

84.96

CANBK

327.05

7.64

13671372

(8.92)

-8.71

0.72

69.19

86.86

CAPF

768.55

832800

8.28

0.05

81.52

DCBBANK

183.05

8.19

4248000

(3.97)

9.32

0.09

74.98

77.18

DHFL

426.15

16.15

22065000

13.40

9.86

1.05

84.36

88.75

EQUITAS

170.25

8636800

8.48

0.67

77.94

FEDERALBNK

94.95

4.17

53075000

(1.61)

8.29

0.49

90.27

83.37

HDFC

1574.80

3.33

6660000

(33.29)

6.91

0.36

59.46

66.49

HDFCBANK

1556.15

7.49

30150000

(4.34)

-10.35

0.55

72.64

73.25

IBULHSGFIN

1000.40

0.83

14631200

(24.76)

-5.19

0.85

82.85

85.13

ICICIBANK

274.95

(2.48)

71752500

5.20

3.80

0.87

73.92

70.78

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

IDBI

75.15

0.13

40384000

5.25

6.10

0.72

74.49

83.13

IDFC

61.45

11.93

91014000

(8.29)

5.33

0.59

76.76

88.96

IDFCBANK

65.55

9.16

97232000

26.46

7.00

0.53

76.24

90.29

IFCI

29.40

(2.65)

78540000

31.01

13.44

0.50

85.14

82.22

INDIANB

316.45

1974000

9.13

0.47

79.92

INDUSINDBK

1476.15

3.57

6253200

(20.11)

4.88

0.45

68.18

69.76

KOTAKBANK

918.15

5.97

11188000

15.34

2.13

0.42

71.98

70.70

KTKBANK

155.95

10.49

28084000

0.47

8.84

0.52

79.87

83.56

L&TFH

128.40

3.42

21519000

2.44

8.69

0.48

80.59

79.67

LICHSGFIN

675.20

8.08

4643100

(8.08)

9.63

0.52

82.75

77.98

M&MFIN

333.90

5.53

13127500

(5.25)

7.46

0.31

68.89

75.63

MFSL

659.15

7164000

8.96

1.62

83.90

MUTHOOTFIN

402.85

1555500

7.98

0.39

78.92

ORIENTBANK

158.45

14.40

12348000

0.24

-34.44

0.61

63.17

84.98

PFC

158.90

10.73

29064000

(8.38)

7.43

0.68

80.61

74.07

PNB

160.65

7.53

46669000

(10.01)

-32.06

0.93

57.43

80.71

RECLTD

205.15

13.85

27528000

2.75

8.31

0.88

75.42

74.69

RELCAPITAL

674.55

10.18

13041000

16.11

9.15

0.72

87.07

87.10

SBIN

283.50

(2.76)

69837000

(4.23)

6.70

0.75

63.31

76.05

SOUTHBANK

24.80

21.57

103333638

27.84

10.60

0.34

89.88

90.01

SRTRANSFIN

1047.90

(0.76)

2307000

15.95

9.27

0.76

70.04

75.89

SYNDIBANK

76.65

7.65

16443000

25.05

11.15

0.34

78.45

77.21

UJJIVAN

391.60

4726800

-39.07

1.40

80.13

UNIONBANK

159.55

2.47

17528000

0.57

-1.22

0.66

73.29

79.22

CAPITAL GOODS & INFRASTRUCTURE

ADANIPORTS

324.65

(4.57)

14022500

9.06

8.69

0.66

74.41

77.44

BEML

1418.20

7.51

2628600

23.37

9.58

0.47

77.21

81.35

BHEL

177.20

7.00

24885000

(16.93)

7.40

0.35

64.57

74.51

ENGINERSIN

167.80

15.84

21616000

(17.43)

5.85

0.61

76.00

79.23

GMRINFRA

17.70

6.95

273240000

31.89

11.14

0.40

86.35

87.12

HAVELLS

479.50

2.21

4032000

(4.27)

5.46

0.40

68.02

77.42

IRB

256.65

7.75

21260000

31.80

11.27

0.37

93.29

88.59

JPASSOCIAT

13.70

(3.18)

160480000

6.31

14.43

0.63

89.70

88.33

1772.50

13.39

5743000

(31.19)

4.24

1.02

65.08

73.37

RELINFRA

586.35

3.27

10650900

10.67

8.62

0.50

86.62

88.80

SIEMENS

1338.15

6.35

772000

(15.58)

7.59

0.51

71.05

79.24

VOLTAS

411.90

(1.02)

7278000

29.18

7.80

0.44

79.42

76.22

CEMENT

ACC

1644.75

15.28

1612800

(11.64)

6.97

1.59

72.56

79.82

AMBUJACEM

251.00

7.17

15125000

38.60

7.84

0.26

74.30

75.28

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivatives Rollover Report

Average

Price

Rollover

Change

OI Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

INDIACEM

213.30

31.91

20167000

(11.73)

8.61

0.72

79.43

85.46

SHREECEM

19457.30

22600

7.06

73.26

ULTRACEMCO

4249.00

6.31

1578400

(33.85)

3.66

0.75

66.34

76.84

CHEMICAL & FERTILIZERS

PIDILITIND

727.00

4.66

1860000

13.97

7.85

0.18

82.08

80.95

TATACHEM

658.45

10.32

3367500

(11.93)

9.47

0.42

84.75

83.88

UPL

821.40

14.62

8925600

77.43

4.62

0.74

58.65

81.81

CONSUMER GOODS & FMCG

ASIANPAINT

1110.30

3.31

3549000

(15.94)

5.84

0.87

76.98

80.73

BRITANNIA

3564.50

4.63

301200

(10.78)

3.47

0.89

85.62

68.89

COLPAL

1041.50

3.40

729400

(16.84)

7.68

0.08

76.06

77.72

DABUR

291.15

5.72

11012500

(7.61)

8.56

0.22

86.00

86.53

GODREJCP

1753.00

5.04

299200

(14.12)

3.28

0.33

67.75

64.30

HINDUNILVR

950.30

3.18

7094400

(0.31)

4.13

0.37

72.54

79.06

ITC

286.90

1.02

47066400

(7.63)

5.02

0.31

61.88

73.59

JUBLFOOD

1026.55

(7.87)

1659500

(9.83)

-3.92

0.88

59.55

69.83

MARICO

318.75

7.40

4994600

10.34

3.07

1.63

85.72

76.57

MCDOWELL-N

1859.90

(15.69)

3703750

4.27

6.27

0.29

73.04

91.10

TATAGLOBAL

153.05

1.39

31455000

(1.12)

8.14

0.38

91.43

92.66

TITAN

480.70

4.59

5464500

18.36

6.54

0.70

81.23

71.35

UBL

778.40

(0.80)

805000

(20.91)

0.75

0.22

67.41

74.41

INFORMATION TECHNOLOGY

HCLTECH

807.05

(7.38)

6541500

(21.88)

-4.27

0.93

55.84

79.71

HEXAWARE

231.20

5.23

3216000

(10.74)

2.83

0.49

75.18

81.57

INFY

928.15

(9.64)

29408000

(13.05)

4.09

0.48

75.25

73.11

KPIT

129.45

(1.45)

5104000

1.84

9.64

1.30

78.14

80.03

MINDTREE

492.40

8.59

2846400

(1.41)

5.45

0.44

76.47

83.54

OFSS

3577.75

(1.31)

207900

(13.32)

2.99

0.00

72.41

75.87

TATAELXSI

1536.40

3.45

1065600

(12.66)

9.10

0.27

77.78

80.83

TCS

2297.70

(6.25)

5144000

(19.63)

-2.80

0.67

57.67

71.54

TECHM

427.80

(7.59)

11704000

2.49

8.74

1.57

78.03

74.01

WIPRO

492.90

(4.69)

12172800

74.09

-8.28

0.47

71.97

75.93

MEDIA

DISHTV

95.20

(12.46)

25571000

(0.05)

6.19

0.45

74.90

83.78

PVR

1624.15

448000

10.07

0.07

88.12

SUNTV

930.25

17.42

7230000

5.12

9.03

0.42

85.70

85.30

TV18BRDCST

40.65

(4.13)

86275000

(4.14)

6.45

0.84

86.71

91.91

ZEEL

533.15

(0.36)

8088600

6.20

5.89

0.56

78.85

78.63

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

METALS & MINING

COALINDIA

275.45

(5.46)

19696200

(3.29)

6.18

0.61

75.47

71.03

HINDALCO

195.85

2.27

28378000

(26.58)

6.69

0.65

80.98

82.10

HINDZINC

268.30

(6.78)

17126400

69.37

8.80

0.66

83.30

76.78

JINDALSTEL

114.40

(4.71)

36306000

12.81

7.45

0.46

88.89

84.53

JSWSTEEL

199.10

6.99

51357000

12.54

5.26

0.67

77.53

85.04

NMDC

127.00

(4.44)

31560000

14.42

7.74

0.92

80.51

80.08

SAIL

60.25

(1.87)

74688000

42.04

8.71

0.87

79.55

84.80

TATASTEEL

448.60

(6.62)

31610000

44.10

8.04

0.54

83.61

80.69

VEDL

235.00

(7.37)

53445000

41.08

6.41

0.42

80.06

77.22

MISCELLANIOUS

ABIRLANUVO

1667.65

8.25

3481200

7.10

11.71

0.64

82.00

90.29

ADANIENT

115.15

8.02

29544000

50.43

11.42

0.30

82.93

84.79

APOLLOHOSP

1253.70

7.72

2312800

52.84

8.69

0.59

84.45

83.47

BATAINDIA

587.45

2.82

4291100

2.52

6.47

0.14

79.05

84.27

BEL

180.70

16.92

22693500

(28.65)

8.35

0.45

80.44

86.24

CONCOR

1219.75

(3.90)

1047500

8.61

0.50

76.42

78.85

CUMMINSIND

1024.60

8.18

636000

2.32

9.74

0.56

77.09

77.91

GODREJIND

536.90

6.13

2353500

21.25

9.54

0.59

73.28

74.35

INDIGO

1125.95

1152000

7.45

0.15

85.52

INFIBEAM

1047.15

648400

-63.31

4.86

51.82

JETAIRWAYS

516.00

(3.64)

5080000

(10.96)

7.88

0.52

80.39

77.75

JISLJALEQS

113.95

21.55

35001000

(6.09)

10.96

0.25

88.01

86.22

JUSTDIAL

504.45

(7.41)

2923200

17.00

-3.48

0.31

68.74

74.31

KSCL

570.95

4.59

2449500

(15.04)

8.27

0.16

78.51

80.82

NIITTECH

464.65

10.28

489000

(17.47)

4.36

1.17

61.28

73.62

PCJEWELLER

426.60

1.75

1150500

33.62

9.85

1.40

75.42

70.57

RDEL

65.55

12402000

10.02

0.58

81.01

SINTEX

113.50

6.87

37627125

(0.71)

8.09

0.36

89.10

89.09

OIL & GAS

BPCL

739.35

14.65

9927600

(9.42)

5.93

0.65

82.79

77.91

GAIL

419.00

10.86

11536000

(26.94)

1.87

0.43

76.41

68.99

HINDPETRO

544.10

4.80

18711000

0.87

3.84

0.48

89.06

78.04

IGL

1057.55

4.68

2212100

(5.98)

1.30

0.88

64.25

78.77

IOC

442.40

17.89

15159000

(7.32)

-2.65

0.39

72.69

72.65

OIL

325.00

(1.05)

1636052

(15.26)

7.87

0.50

68.24

74.73

ONGC

179.85

(2.84)

49950000

3.95

5.46

0.56

78.43

75.80

PETRONET

433.30

7.60

5689500

44.39

9.55

0.50

89.37

81.13

RELIANCE

1406.00

10.34

13003000

(25.17)

-3.24

0.43

71.45

77.53

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivatives Rollover Report

Average

Price

Rollover

Change

Rollover

(3month)

Scrip

Price

(%)

OI Futures

(%)

COC (%)

PCR-OI

(%)

PHARMACEUTICAL

AJANTPHARM

1653.35

(6.44)

532800

(7.88)

6.58

1.50

65.62

80.00

AUROPHARMA

610.75

(9.55)

15036000

4.05

7.95

0.70

77.63

83.21

BIOCON

1126.15

(1.70)

3171600

9.49

6.46

0.59

67.13

86.01

CADILAHC

445.95

(1.26)

2595200

(13.95)

6.61

0.80

72.06

81.12

CIPLA

563.65

(6.14)

7266000

14.30

4.53

0.77

72.70

80.54

DIVISLAB

633.10

1.01

9284400

(8.49)

7.14

0.58

75.24

83.57

DRREDDY

2606.35

(0.86)

2998600

(12.45)

4.92

0.76

73.56

78.23

GLENMARK

888.80

2.41

2718100

(24.59)

7.00

0.37

70.61

85.55

GRANULES

151.80

8.39

14220000

9.76

10.82

0.65

89.52

86.77

LUPIN

1345.55

(7.38)

7578800

(12.80)

9.12

1.04

62.84

77.90

STAR

1082.35

(2.62)

2217000

11.04

7.27

0.90

70.46

77.50

SUNPHARMA

639.45

(7.42)

27147400

(5.00)

5.01

1.04

76.82

81.73

TORNTPHARM

1419.90

(4.58)

202800

13.17

9.39

0.50

61.68

76.06

WOCKPHARMA

719.60

(1.65)

3154800

(0.23)

6.65

0.83

77.20

86.97

POWER

ADANIPOWER

33.05

(17.79)

112900000

(10.35)

13.95

0.78

82.35

90.73

CESC

935.80

10.61

7199500

65.57

8.91

0.59

87.34

86.40

CGPOWER

78.95

2.33

14268000

(18.73)

10.82

0.11

72.10

82.89

JSWENERGY

67.50

6.80

68792000

19.41

11.69

0.63

89.58

88.82

NHPC

31.55

(1.10)

18711000

(12.06)

12.51

0.43

73.80

72.17

NTPC

165.05

0.61

20052000

(16.04)

7.55

0.59

74.06

74.76

POWERGRID

208.70

6.15

28396000

(9.98)

5.96

0.33

67.62

77.50

PTC

94.35

2.22

14800000

(3.14)

9.04

0.97

81.32

83.91

RPOWER

49.15

2.08

63408000

13.93

9.35

0.60

89.15

89.97

TATAPOWER

84.85

(5.98)

30861000

8.89

3.08

0.91

79.12

83.89

TORNTPOWER

228.70

(1.10)

3717000

1.72

7.74

1.11

85.27

88.77

REAL ESTATE

DLF

190.75

26.74

29875000

(4.00)

6.52

0.80

80.06

79.56

HDIL

92.80

12.83

21536000

5.90

9.91

0.36

73.39

79.17

IBREALEST

157.55

79.24

15590000

(50.46)

10.43

0.86

75.02

88.15

NCC

95.35

17.35

25808000

(15.59)

8.25

0.19

81.34

82.82

PEL

2490.90

307500

8.11

0.29

71.03

TEXTILES

ARVIND

404.50

2.91

6670000

(1.94)

7.62

0.81

73.93

82.14

CENTURYTEX

1148.75

8.86

7923300

(0.85)

8.91

0.37

89.01

90.88

ICIL

204.30

3.60

10759000

15.22

6.73

0.20

89.39

86.93

PAGEIND

14329.20

(3.34)

26450

(16.43)

7.46

64.04

76.04

SRF

1807.40

11.93

714000

(11.03)

9.77

0.81

71.44

77.79

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivatives Rollover Report

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

also has registration with AMFI as a Mutual Fund Distributor. Angel Broking Private 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 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.

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the stocks recommended in this report.

Derivative Research Team

[email protected]

For Private Circulation Only

SEBI Registration No: INB 010996539