Derivatives Rollover Report | April 27, 2018
It was indeed a good start for the financial year 2018-2019, as we saw a smart recovery post last two series correction. The
benchmark Nifty rallied near about 5% with decent long formation in futures segment. Rollovers in Nifty shot up to 72.32%
for April series, which is above the 3-month average of 68%. Similarly, for BankNifty also stood on the higher side at
82.59%. This certainly hints positive sentiments ahead of the Karnataka Legislative Assembly election, to be slated in the mid
of May series.
In the series gone by, FIIs chose to participate in the recent rally as there added good amount of long positions in index and
as well as in stock futures segment. In fact, their index futures ‘Long Short Ratio’ climbed higher to reclaim 50% from 18%
seen in the initial days of April series. At the same time, they sold equities to the tune of Rs. 8476 crores last month. Now, the
are heading into the new series with INDIAVIX below 12%, this is again an indication of some strength. Meanwhile, the
options activity too points out the trading range shifting higher as the maximum concentration of OI is now placed at 11000
followed by 10800 call strike and in case of put options, is visible in 10500 followed by 10400 strike. Considering the above
data point, we may see a bit of extension of the ongoing momentum in the near term.
BankNifty Rollovers in terms of percentage as well as open interest are on the higher side. In fact, we haven’t seen such high
rollover figure for last 10 years. During the series, private heavy weights like YESBANK and KOTAKBANK rallied 16%-12%
and supported the index; whereas, public sector bank remained under pressure. Looking at the quantum of short rollovers in
PSU names, it seems we may soon see decent short covering rally in individual counters.
Indices Change
NIFTY & PCR Graph
Price
Change
3 month
INDEX
Price
(%)
Rollover
avg.
NIFTY
10617.80
4.73
72.32
67.80
BANKNIFTY
25010.90
2.80
82.59
74.36
NIFTYIT
14026.65
10.19
86.94
67.02
NIFTYMID50
5371.90
8.04
99.97
99.92
NIFTYINFRA
3440.70
3.43
-
-
Monthly Gainers
Monthly Losers
Price
Ol
Price
Ol
Change Open
Change
Change Open
Change
Scrip
Price
(%)
Interest
(%)
Scrip
Price
(%)
Interest
(%)
MINDTREE
1046.80
34.96
3081600
85.15
RNAVAL
19.50
(29.22)
40077000
1.53
NIITTECH
1120.45
28.65
1848000
17.45
PCJEWELLER
238.85
(25.85)
12828000
91.02
SREINFRA
92.25
25.00
15280000
12.48
RCOM
16.95
(22.60)
109200000
24.60
RAYMOND
1120.65
24.06
4888800
5.78
BALRAMCHIN
64.90
(14.89)
14094500
(2.47)
TATAELXSI
1224.35
23.65
2056000
28.76
HINDPETRO
297.95
(13.81)
31707900
27.11
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
SBIN (82.20%) corrected 6.69% with decent short
formation. Rollover remains slightly low for this
counter but decent amount of shorts are still intact.
This counter has a strong support around
Rs.
230-232 levels and we expect some short
covering move going ahead.
LICHSGFIN (84.58%) is merely up 2% series on series
and we hardly saw any relevant open interest activity
for the entire April series. This counter is now light in
terms of open interest and has been taking support
near Rs. 536-540 levels. Any fresh buying may lead
to rally towards Rs. 570-572 levels.
As anticipated in the beginning of April series,
M&MFIN (84.44%) tested 500 plus levels along
with decent longs. But, these positions were not
rolled to next series. Thus, traders should lighten
up their positions for time being.
Auto & Auto Ancillaries
ASHOKLEY (90.42%) extended its upmove in the
latter half of April series and rallied nearly 12% last
series. However, this move was mainly due to short
covering. Unless we don’t see any fresh buying
interest one should avoid forming aggressive longs.
TATAMOTORS (88.20%) rallied towards 370 levels
but due to lack of momentum again corrected to
conclude the series with marginal gains. During the
recent fall, we witnessed decent short formation and
we believe these positions are still intact. Now, this
counter is trading near the support zone of
Rs.
324-327 levels and hence, we expect short
covering move soon.
Other stocks wherein we saw long rollovers are
TVSMOTOR (85.70%), BHARATFORG (94.45%) and
HEROMOTOCO (81.56%).
Oil & Gas
We did saw strong buying interest once RELIANCE
(80.27%) surpassed the hurdle of 900-910 levels. This
move was mainly due to short covering and if we see
fresh longs above 1000 mark, once can add-on fresh
longs.
HINDPETRO (75.83%) underperformed this space. We
witnessed huge shorts last series but good amount of
shorts were rolled too. This counter has any immediate
support around 285-290 zone; thus, we expect some
fresh buying and short covering which may bring it
towards Rs. 330-335 levels.
BPCL
(79.60%) corrected nearly
10% along with
meaningful short formation. These positions have
been rolled too and it also has a strong hurdle around
Rs. 400-405 levels. Unless we don’t see strong move
above these levels; one should avoid bottom fishing.
For Private Circulation Only
2
Derivatives Rollover Report
Consumer Goods & FMCG
UBL (83.87%) outperformed the FMGS space. As
anticipated we achieved the target of Rs. 1000 due to
massive shorts covering. Now, the rollovers in terms
of percentage as well as open interest are on the
lower side as we hardly saw any relevant longs.
Unless we don’t see any fresh buying one should
avoid forming aggressive positions.
HINDUNILVR (85.69%) in last series surpassed the
important hurdle of Rs.
1400-1410 levels.
Meanwhile, we also witnessed decent long formation
but these positions are now out of the system. Thus,
would advise traders to book their profit now.
Other stocks wherein we saw long rollovers are
BERGEPAINT (73.77%), JUBLFOOD (84.82%) and
TATAGLOBAL (87.17%).
Pharmaceutical
BIOCON (89.15%) hits a fresh record high and
closed at the highest point ever. We did saw decent
long formations and these positions are still intact.
Those traders who are long shall hold on their
positions.
Although SUNPHARMA (94.42%) concluded the April
series on the positive note but we hardly saw any
relevant change in OI series on series. Now, this
counter is light in terms of OI, any move above
immediate hurdle of 522-524 shall lead to fresh
buying.
There were few stock that rallied mainly because of
short covering are TORNTPHARM (82.53%), CIPLA
(84.70%) and DIVISLAB (83.14%).
Information Technology
April series this time belonged to the IT pack, as 8 out
of
11 stocks gave returns between
35%-11%.
Courtesy to the appreciating home currency. We
witnessed decent long addition in the entire space.
MINDTREE
(62.18%) outperformed this space by
rallying 35% and OI surged 85% series on series.
These hints long are still intact; hence, dips shall be
utilized to add fresh longs.
INFY (90.83%) was up merely 3% but decent amount
of longs were formed last series and these positions
got rolled too. At present, 1200 call options has
highest OI concentration, which means an immediate
hurdle at these levels. Any relevant unwinding in
above call may lead to stock hinting fresh record
highs.
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
842.55
5.54
991900
(13.44)
3.58
1.18
83.85
80.34
APOLLOTYRE
286.35
4.58
9240000
(11.62)
1.50
0.79
78.43
81.30
ASHOKLEY
163.00
11.80
49336000
(3.73)
2.31
0.45
79.05
85.89
BAJAJ-AUTO
2903.00
5.15
2215000
6.84
6.72
0.50
83.96
81.11
BALKRISIND
1278.45
19.51
861600
2.47
7.14
0.37
79.13
76.58
BHARATFORG
776.05
10.35
8410800
21.62
6.33
0.26
94.45
90.61
BOSCHLTD
19774.25
9.12
152725
(4.99)
6.96
0.00
81.92
75.52
CASTROLIND
193.80
(3.82)
12023200
10.41
7.81
0.35
90.04
89.32
CEATLTD
1553.25
2.83
1439900
38.52
7.17
0.70
87.03
83.73
EICHERMOT
31391.55
10.17
201225
6.81
6.41
0.10
84.77
81.93
ESCORTS
964.95
17.17
3414400
9.92
5.09
0.46
87.66
87.36
EXIDEIND
244.85
9.77
8208000
(4.42)
6.40
0.32
87.65
88.08
HEROMOTOCO
3771.10
6.86
1509600
15.17
2.64
0.79
81.56
77.12
M&M
856.65
15.36
13932000
2.03
-1.88
0.84
79.01
78.93
MARUTI
9004.60
1.12
2683875
23.49
6.98
0.23
88.96
85.46
MOTHERSUMI
354.95
13.66
12960000
(9.36)
3.19
0.48
91.38
86.87
MRF
77042.95
5.98
32370
(7.14)
7.49
0.00
85.06
87.03
TATAMOTORS
332.35
1.26
73573500
11.45
6.83
0.61
88.20
86.37
TATAMTRDVR
186.25
1.14
26312500
(8.08)
7.55
1.01
93.04
91.56
TVSMOTOR
654.00
5.67
4686000
46.48
8.35
0.62
85.70
79.02
BANKING & FINANCIALS
ALBK
47.50
(2.36)
13750000
1.85
7.97
0.65
81.55
78.73
ANDHRABANK
37.65
(10.04)
22240000
9.13
7.18
1.09
81.61
83.77
AXISBANK
496.75
(2.85)
45882000
18.42
6.52
0.80
81.92
82.86
BAJAJFINSV
5374.50
3.76
694625
13.43
7.09
0.72
86.50
76.36
BAJFINANCE
1907.55
7.26
4575500
(3.94)
8.77
0.66
84.53
86.57
BANKBARODA
138.15
(3.15)
51624000
0.26
6.25
1.00
90.96
88.17
BANKINDIA
99.10
(4.89)
24918000
1.54
7.64
0.73
87.43
86.57
BHARATFIN
1147.85
4.09
5110000
19.39
6.16
0.48
89.26
84.37
CANBK
255.35
(3.84)
10169600
(15.42)
7.19
0.61
84.86
85.28
CANFINHOME
440.30
(9.77)
5696250
(5.48)
6.75
1.10
85.23
85.62
CAPF
627.40
1.14
6860000
(9.90)
7.41
0.72
91.11
91.75
CHOLAFIN
1699.80
16.67
557000
75.43
6.86
0.81
84.84
67.95
DCBBANK
196.25
20.99
7461000
76.95
3.02
0.20
80.92
81.73
DHFL
626.40
22.05
22546500
(16.49)
8.55
0.45
81.25
87.28
EQUITAS
151.45
4.74
19744000
11.35
4.63
0.48
97.30
94.78
FEDERALBNK
97.85
8.96
59361500
11.03
8.29
0.79
88.94
88.09
HDFC
1862.65
1.53
18138000
17.07
7.08
0.35
83.55
79.57
HDFCBANK
1927.70
1.97
20280000
34.59
-1.42
0.31
83.07
75.07
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1309.75
5.37
11665200
(24.62)
-0.57
0.70
93.59
90.49
ICICIBANK
279.65
(0.04)
80451250
(12.88)
3.08
0.78
84.77
78.69
ICICIPRULI
434.00
11.21
4709900
13.11
7.35
0.41
75.32
81.49
IDBI
67.15
(7.51)
50730000
32.87
8.87
0.69
87.89
81.94
IDFC
55.75
14.01
155509200
(5.41)
6.78
0.57
94.32
94.10
IDFCBANK
47.50
(0.42)
183888000
0.46
6.82
0.79
91.08
92.09
IFCI
19.85
0.76
69410000
(0.94)
8.17
0.72
89.76
87.17
INDIANB
314.60
4.34
3026000
(8.36)
9.12
0.33
76.49
83.31
INDUSINDBK
1865.20
4.51
6285000
17.55
-9.53
0.88
73.60
74.58
KOTAKBANK
1184.85
12.46
12320000
26.43
-0.77
0.34
79.41
75.97
KTKBANK
117.65
1.77
24920400
2.82
8.28
1.11
87.85
88.27
L&TFH
166.15
5.29
34789500
13.42
7.15
0.85
93.44
89.31
LICHSGFIN
549.10
2.15
12090100
(2.84)
7.78
0.66
94.58
91.89
M&MFIN
514.70
10.97
8722500
17.71
4.82
0.26
84.44
87.23
MANAPPURAM
120.40
9.70
15756000
(12.35)
4.03
0.36
83.10
86.81
MFSL
510.05
12.28
2485000
(8.71)
6.78
0.53
92.69
90.50
MUTHOOTFIN
446.75
9.67
1527000
(10.62)
7.99
0.32
82.03
84.74
ORIENTBANK
88.55
(3.85)
14778000
9.42
6.71
0.81
83.35
81.40
PFC
83.60
(2.90)
73824000
4.85
8.41
0.77
87.29
86.48
PNB
91.40
(4.69)
67820000
(7.07)
4.72
0.81
85.63
85.24
RBLBANK
522.70
9.48
4383000
2.86
4.85
0.35
83.11
86.76
RECLTD
126.30
0.76
36042000
(0.65)
6.84
1.01
85.13
86.25
RELCAPITAL
429.45
0.85
12036000
(7.27)
7.30
0.64
90.75
90.22
REPCOHOME
599.40
8.48
765000
(16.99)
7.39
0.67
79.44
79.81
SBIN
234.40
(6.69)
85032000
10.69
5.52
0.73
82.20
80.99
SOUTHBANK
26.25
14.13
141180660
(6.99)
10.32
0.60
90.18
89.09
SREINFRA
92.25
25.00
15280000
12.48
7.03
0.81
89.59
86.54
SRTRANSFIN
1648.85
14.12
3406800
39.82
6.45
0.13
93.47
92.63
SYNDIBANK
53.25
(4.66)
30267000
(2.10)
8.13
0.75
85.33
88.59
UJJIVAN
406.30
16.90
4908800
5.28
5.04
0.27
88.39
88.34
UNIONBANK
91.20
(3.49)
29772000
(2.46)
7.71
0.97
90.15
87.11
YESBANK
354.20
15.45
60107250
28.06
5.48
0.98
89.91
85.43
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
398.45
11.85
14322500
3.39
3.65
0.67
86.31
84.13
BEML
1048.85
(0.04)
2131200
(10.37)
7.73
0.93
90.86
88.07
BHEL
86.90
6.23
36000000
(25.79)
6.84
1.00
79.88
84.29
CGPOWER
82.30
5.85
19176000
(10.33)
5.90
0.67
77.99
83.56
ENGINERSIN
156.25
(1.01)
8746500
27.37
7.96
0.44
71.28
75.32
GMRINFRA
20.45
19.94
284895000
(0.78)
7.93
0.44
94.55
92.00
HAVELLS
548.20
11.72
6278000
38.71
6.30
0.78
89.56
86.70
HCC
23.05
2.90
38835000
(5.75)
7.03
1.34
81.34
83.01
IRB
263.65
17.62
18400000
24.09
6.14
0.27
92.74
89.34
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
19.35
1.57
212160000
9.44
8.39
0.46
88.55
89.14
LT
1352.85
2.62
13535250
20.74
4.50
0.61
74.00
73.01
NBCC
105.20
9.90
17652000
218.57
5.64
0.83
86.58
85.08
RELINFRA
444.25
3.86
8135400
(14.72)
7.05
0.60
92.12
89.87
SIEMENS
1094.75
1.41
1296000
73.49
5.97
0.40
91.56
84.22
VOLTAS
634.10
1.63
3560000
41.21
7.24
0.42
84.28
81.62
CEMENT
ACC
1539.50
1.84
1500400
32.97
-4.10
0.38
89.22
74.83
AMBUJACEM
244.10
4.90
8537500
(23.89)
7.08
0.65
77.51
68.68
DALMIABHA
3019.90
5.52
693000
21.26
5.09
0.61
89.99
88.59
GRASIM
1073.50
1.66
6735000
25.12
4.32
0.81
89.56
83.20
INDIACEM
146.05
2.53
24881500
9.08
7.77
0.75
88.93
88.07
RAMCOCEM
815.30
12.00
1182400
31.03
6.82
0.14
86.28
76.51
SHREECEM
17332.25
6.32
82100
48.87
6.54
0.00
91.07
82.67
ULTRACEMCO
4097.35
3.46
2044200
14.30
4.71
0.68
87.43
86.53
CHEMICALS & FERTILIZERS
GSFC
129.75
12.97
16992000
(6.28)
6.66
0.61
92.10
87.45
PIDILITIND
1084.50
17.56
1198000
(16.86)
-1.24
0.57
65.72
73.89
TATACHEM
723.80
6.28
5677500
8.95
1.56
0.95
82.26
87.20
UPL
755.85
3.12
11168400
2.67
8.01
0.43
89.95
88.78
CONSUMER GOODS & FMCG
ASIANPAINT
1162.95
3.31
4265400
0.67
6.73
0.40
76.03
78.90
BERGEPAINT
271.05
6.92
1713800
56.74
-21.92
0.14
73.77
70.57
BRITANNIA
5407.65
8.81
843400
(0.80)
6.84
0.23
94.53
89.11
COLPAL
1107.50
5.05
1383200
2.38
4.38
0.14
87.90
80.32
DABUR
359.10
9.32
11252500
(17.89)
6.01
0.41
92.67
92.55
GODFRYPHLP
879.50
6.49
634000
8.01
7.87
0.33
87.57
84.21
GODREJCP
1114.70
1.39
2336000
(3.18)
2.17
0.67
76.06
85.42
HINDUNILVR
1491.35
11.34
9450600
16.26
0.07
0.57
85.69
84.72
ITC
275.15
7.10
82836000
(3.72)
-11.96
0.55
77.42
80.89
JUBLFOOD
2539.65
8.77
2028500
16.25
5.89
0.86
84.82
81.55
MARICO
321.70
(1.89)
6390800
31.87
7.56
0.26
71.45
82.50
MCDOWELL-N
3535.40
12.41
2067750
(3.95)
6.06
0.54
90.28
91.64
NESTLEIND
9074.00
10.11
275600
28.01
3.69
0.19
83.34
86.52
TATAGLOBAL
292.65
12.54
25101000
12.60
5.35
0.46
87.17
87.18
TITAN
976.10
3.52
12408000
28.47
7.31
0.43
82.20
78.54
UBL
1138.05
19.49
724500
(36.15)
1.13
1.86
83.87
80.49
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
289.85
2.86
17285400
2.89
-3.51
0.32
86.55
72.84
HINDALCO
235.15
9.55
46795000
13.78
5.28
0.59
86.81
85.61
HINDZINC
322.25
6.41
11619200
(21.37)
7.55
0.64
87.83
82.39
JINDALSTEL
253.15
14.99
33259500
6.36
6.61
0.49
90.68
88.71
JSWSTEEL
329.20
13.67
65511000
(0.78)
4.91
0.72
96.67
93.47
NATIONALUM
80.05
19.93
48928000
32.81
8.11
0.48
90.39
86.61
NMDC
124.30
4.23
25524000
(10.91)
8.27
0.83
79.00
82.55
SAIL
76.55
8.35
87084000
(4.73)
8.48
0.84
89.03
86.67
TATASTEEL
582.00
1.49
20191891
(7.09)
7.06
0.64
81.07
79.20
VEDL
292.15
4.60
38806250
14.85
6.84
0.63
82.61
78.35
INFORMATION TECHNOLOGY
HCLTECH
1079.35
11.17
9312800
(5.07)
2.04
0.71
78.58
81.38
HEXAWARE
427.25
14.85
4029000
18.64
-4.13
0.44
82.95
77.28
INFY
1175.95
3.44
42378000
21.26
-0.46
0.54
90.83
87.81
KPIT
249.10
14.40
8068500
(3.45)
6.50
0.45
83.05
83.42
MINDTREE
1046.80
34.96
3081600
85.15
-23.87
0.62
62.18
70.66
NIITTECH
1120.45
28.65
1848000
17.45
-27.49
0.48
55.02
70.91
OFSS
4215.25
12.36
92400
67.85
6.78
0.00
80.73
68.81
TATAELXSI
1224.35
23.65
2056000
28.76
6.17
0.25
85.07
82.51
TCS
3536.25
23.44
6913500
(18.92)
-0.91
1.21
66.08
76.10
TECHM
695.30
9.18
12796800
11.86
6.52
0.36
85.03
84.00
WIPRO
282.65
0.02
32047200
9.34
4.96
0.44
91.39
87.07
MISCELLANIOUS
ADANIENT
141.30
(10.23)
12568000
(32.86)
5.73
0.60
82.32
83.85
APOLLOHOSP
1084.40
1.68
685500
(5.06)
7.48
1.50
83.96
80.87
BALRAMCHIN
64.90
(14.89)
14094500
(2.47)
7.50
0.57
80.98
80.55
BATAINDIA
786.65
7.12
2502500
9.74
7.84
0.18
84.23
85.34
BEL
132.00
(7.14)
29403000
14.89
7.78
0.85
83.03
83.05
CONCOR
1301.50
5.18
1122500
23.95
6.85
0.61
88.39
80.91
CUMMINSIND
750.60
9.99
830400
(61.49)
6.76
2.31
55.21
71.53
GODREJIND
600.00
8.65
2503500
35.58
3.95
1.00
83.87
84.98
INDIGO
1486.85
15.88
2692800
(11.15)
-8.42
0.39
79.65
75.75
INFIBEAM
168.50
14.70
32060000
(18.99)
8.02
0.32
89.04
91.52
JETAIRWAYS
624.50
1.97
6985200
17.60
7.62
0.87
89.82
88.72
JISLJALEQS
115.90
8.22
35847000
3.16
6.99
0.99
84.65
85.90
JUSTDIAL
445.85
0.04
4456200
20.29
6.66
0.86
88.71
84.09
KAJARIACER
545.95
(4.43)
1610400
36.29
9.42
0.03
87.14
83.71
KSCL
534.30
9.92
2178000
4.09
4.34
0.28
86.02
86.68
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
672.05
(10.48)
3428500
2.07
8.86
0.68
94.01
90.65
PCJEWELLER
322.10
(2.23)
6715500
(3.37)
7.47
0.27
82.53
77.68
RNAVAL
27.55
(32.64)
39474000
19.71
6.89
0.28
84.23
85.09
VGUARD
222.75
0.25
2022000
(32.60)
3.12
5.67
84.78
82.85
OIL & GAS
BPCL
387.55
(9.79)
15341400
46.87
5.71
0.63
79.60
78.02
CHENNPETRO
322.20
(2.14)
2955000
17.47
8.73
1.96
90.87
87.47
GAIL
327.20
(0.97)
12604242
(10.37)
6.10
0.60
83.90
80.67
HINDPETRO
297.95
(13.81)
31707900
27.11
5.80
0.60
75.83
81.29
IGL
296.95
5.66
4455000
(18.39)
5.82
0.60
83.68
83.81
IOC
162.10
(8.26)
41403000
4.58
6.33
0.86
81.16
75.22
MGL
897.65
(6.86)
3423600
284.76
8.07
1.27
78.19
81.93
MRPL
109.70
(0.68)
5193000
18.97
5.90
0.80
75.18
79.24
OIL
231.60
7.10
2991120
(3.51)
-16.21
0.52
68.43
70.80
ONGC
181.20
1.46
38025000
25.62
2.38
0.48
84.97
80.98
PETRONET
229.00
(0.97)
20058000
24.34
4.94
0.62
93.13
92.59
RELIANCE
979.40
10.40
50224000
(7.63)
4.46
0.55
80.27
83.83
PHARMACEUTICAL
AJANTPHARM
1366.10
(2.36)
733000
42.33
6.20
0.72
83.92
82.50
AUROPHARMA
632.80
12.83
20862400
(7.11)
5.97
0.59
90.18
89.36
BIOCON
666.30
11.71
7545600
6.18
4.53
0.35
89.15
87.00
CADILAHC
411.95
8.55
7105600
33.16
7.21
0.51
92.58
83.50
CIPLA
598.65
9.93
7628000
(13.06)
-2.33
0.54
84.70
83.96
DIVISLAB
1179.65
7.54
2071200
(9.35)
7.70
0.60
83.14
84.42
DRREDDY
2089.85
(0.15)
4575000
14.56
6.72
0.94
86.80
87.20
GLENMARK
570.45
7.89
4993200
(2.58)
7.39
0.32
93.02
91.92
GRANULES
108.35
4.13
14720000
1.38
7.48
0.64
89.00
86.14
LUPIN
798.10
7.85
13829400
(1.75)
7.31
1.22
93.08
90.76
PEL
2603.75
6.39
1876930
7.86
8.50
0.19
94.10
93.05
STAR
643.60
(4.49)
1915800
(41.25)
4.69
0.62
85.06
86.72
SUNPHARMA
515.50
3.63
56861200
1.35
6.07
0.47
94.42
92.64
TORNTPHARM
1396.45
11.34
392000
(38.85)
0.58
1.00
82.53
84.65
WOCKPHARMA
800.95
9.69
3287700
(2.92)
8.37
0.39
89.12
90.11
REAL ESTATE
DLF
220.40
8.87
43380000
(6.48)
6.37
0.85
86.91
88.53
NCC
127.45
8.01
27776000
11.00
9.35
0.44
87.72
86.22
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
24.55
2.72
93280000
(2.35)
11.04
0.96
88.82
89.04
CESC
1072.55
10.61
6214450
8.49
7.71
0.02
95.55
88.78
NHPC
27.85
0.00
31104000
1.86
9.72
0.50
74.37
70.78
NTPC
172.50
2.37
36328000
22.75
3.12
0.50
84.78
81.72
POWERGRID
208.30
7.21
30328000
42.79
6.74
0.63
84.54
82.03
PTC
88.10
0.34
21000000
(4.48)
8.60
1.40
90.92
90.09
RPOWER
36.25
(0.14)
65858000
5.17
8.96
0.58
86.14
87.07
SUZLON
10.80
0.00
323400000
(6.21)
15.12
0.66
84.62
86.50
TATAPOWER
86.25
8.83
46791000
(12.68)
2.50
0.47
90.51
86.59
TORNTPOWER
238.65
3.85
4047000
0.67
4.52
0.59
76.30
78.94
TELECOM
BHARTIARTL
410.25
2.55
57256000
5.22
2.75
0.59
91.80
92.06
IDEA
68.85
(9.88)
133308000
28.77
7.06
0.76
90.85
90.10
INFRATEL
312.50
(6.60)
7252200
35.56
-12.23
0.32
78.40
77.98
RCOM
16.95
(22.60)
109200000
24.60
9.59
0.48
85.26
85.37
TATACOMM
624.35
0.10
5908000
3.00
7.36
0.78
93.22
90.76
TEXTILES
ARVIND
420.55
9.11
4624000
(14.21)
7.32
0.59
83.95
84.72
CENTURYTEX
1229.50
7.25
6307950
7.42
7.87
0.60
94.15
93.14
PAGEIND
24087.85
7.21
45600
82.40
6.53
0.00
77.82
74.53
RAYMOND
1120.65
24.06
4888800
5.78
9.57
0.30
89.84
91.10
SRF
2316.45
18.26
482000
(24.15)
-1.09
0.65
81.28
74.75
MEDIA
DISHTV
75.20
5.03
41944000
(11.14)
6.46
3.12
93.26
90.48
PVR
1406.60
15.04
823200
32.95
6.72
0.69
89.32
85.37
SUNTV
880.70
3.35
5836000
37.90
6.56
0.29
91.79
88.63
TV18BRDCST
65.05
(3.70)
78557000
(5.60)
9.15
0.66
91.09
87.03
ZEEL
584.15
0.98
8122400
14.66
5.54
0.25
87.96
83.75
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800 Extn-6824
DISCLAIMER
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managed or co-managed public offering of securities of the company covered by Analyst during the past twelve months.
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decision. Nothing in this document should be construed as investment or financial advice. Each recipient of this document should
make such investigations as they deem necessary to arrive at an independent evaluation of an investment in the securities of the
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Derivative Research Team
For Private Circulation Only
10
