Derivatives Rollover Report | June 01, 2018
The Nifty rallied towards the 10900 mark in the midst of May series, which was clearly on cards seeing the long rollovers in
the April series (due to anticipation of a favorable outcome from the Karnataka assembly election). However, strong bout of
selling got attracted as BJP failed to form government in Karnataka. Subsequently, we saw good amount of short formation
in index futures that dragged index towards the support zone of 10400-10450 levels. In last couple of days, we witnessed
decent short covering which resulted into low rollovers figures for Nifty.
Rollover for Nifty stood at 62.62%, below its 3-month average of 67.89%; in fact, the outstanding contracts have also
plunged to the 3-month low. Stronger hands continued curbing liquidity as they sold equities worth Rs. 11,658 crores last
month. At the same time, they formed good amount of shorts in index futures segment and also rolled over few of them,
resulting their ‘Long Short Ratio’ declining to 44% from 54% MoM. At current juncture, index seem to have an immediate
support of 10600-10650 levels; whereas, 10900-10950 should act as a sturdy hurdle. Considering the above data points,
we expect index to remain in the mentioned range for the initial part of June series and hence, traders are advised to prefer
stock centric approach for a time being.
BankNifty Rollovers is at 75.06%, slightly lower to the 3-month average of 77.62%. However, we saw open interest surging
36.69% series on series, hinting good amount of longs have been carried forward. The banking giant, HDFCBANK showed
spectacular run of 4.45% on the news, SEBI opens trading window for FIIs on Friday. Whereas, other counters like
KOTAKBANK, AXISBANK and INDUSINDBK also contributed in the rally seen in BankNifty.
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
(%)
JUSTDIAL
582.20
30.58
2002000
(55.07)
STAR
404.10
(37.21)
2499600
30.47
SBIN
269.05
14.78
71943000
(15.39)
HCC
15.00
(34.92)
41439000
6.71
MCX
862.80
12.32
3254300
(15.70)
JETAIRWAYS
415.55
(33.46)
6267600
(10.27)
ASIANPAINT
1306.05
12.30
4969200
16.50
PCJEWELLER
166.80
(30.17)
6573000
(48.76)
KPIT
279.35
12.14
7726500
(4.24)
AJANTPHARM
965.95
(29.29)
893000
21.83
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
KOTAKBANK (74.90%) rallied 11% with decent long
formation. Rollover remains slightly
low in
percentage; but, in terms of OI is on the higher side.
Hence, any dips towards Rs. 1270-1290 shall be an
opportunity to re-enter this stock.
HDFC (88.19%) corrected from Rs. 1900 plus levels
mainly due to short formation. We did saw some
short covering bounce from the strong support zone
of Rs. 1780-1785 levels but decent shorts are still
intact. We expect extension of this move going
ahead.
CHOLAFIN (81.29%) open interest surged 76%
last series, which was mainly due to short
formation. Any move beyond Rs. 1555-1560 will
lead to decent short covering rally towards
Rs. 1620-1630 levels.
Auto & Auto Ancillaries
MARUTI (87.37%) has been under pressure from
9350 mark and also had huge shorts. We saw decent
short covering move from the support zone of
Rs. 8250-8270 levels. We believe any move above
8800 levels shall be an opportunity to add fresh long
positions.
TATAMOTORS (88.20%) extended its loss to touch the
important support of Rs. 280-285 levels. we also saw
decent shorts getting rolled to June series. Thus,
traders who are long shall keep a strict stop loss at
Rs.280.
M&M (80.67%) outperformed this space and also
added decent longs position. Rollovers are also
above averages, hinting longs are still intact. Traders
should hold on to their longs if any.
Consumer Goods & FMCG
COLPAL (70.32%) continued to attract fresh longs
even at its all-time high prices. However, the rollovers
were below average and thus, we may not see
significant upmove from here in near term. Hence,
traders with long positions can look to book profits at
current levels.
We saw long formation in ASIANPAINT
(73.58%)
during the series but rollovers are less than average.
Since last few days’ prices have traded in the range of
Rs. 1260-1335. Existing long positions should be
protected with a stoploss below the lower end of the
mentioned range.
During the series, TATAGLOBAL (84.35%) corrected
with significant fall in open interest indicating long
unwinding. Hence, traders are advised to avoid buying
in this counter from a short-term perspective.
For Private Circulation Only
2
Derivatives Rollover Report
Pharmaceutical
CIPLA (83.71%) formed decent shorts during the
series and majority of them have been rolled too.
Hence, we may see further correction in the stock in
short-term.
During the series, DIVISLAB (78.88%) corrected with
decent short formation and they have been rolled
too. Hence, prices could remain under pressure and
the stock could approach its support zone of
Rs. 975-1000.
We saw massive correction in prices in STAR (75.79%)
along with rise in open interest. The short positions
have been rolled and hence, traders should avoid
any bottom fishing.
Metal & Mining
HINDALCO
(83.72%) concluded the series with
marginal cut; however, we saw good amount of fall
in open interest. At present, this counter is light in
terms of open interest. Hence, fresh build-up shall
decide the upcoming trend for this counter.
TATASTEEL (90.83%) corrected from 636 levels and
also added decent shorts. The open interest has
surged 35% series on series and we believe these are
shorts that are still in system. Now, Rs. 585-590 is a
sturdy hurdle for this counter. Unless we don’t see
any up move above this levels. One should avoid any
kind of bottom fishing.
Some of the counters having low rollovers are
NATIONALUM
(73.10%), VEDL
(78.15%) and
COALINDIA (82.11%).
Oil & Gas
ONGC (80.72%)- During the second half of May
series, the prices had corrected sharply with rise in OI
which indicates formation of short positions. Decent
amount of short positions have been rolled too which
indicates that the stock could continue to remain
under pressure in near term.
RELIANCE (76.59%) corrected during last series due
to long unwinding. The stock is currently trading near
its support of Rs. 900-910. Traders should watch for
fresh OI build up in this counter which would direct
the near-term momentum.
All the OMC's witnessed short covering during the
series. The rollovers were also below average and
thus, we could see some consolidation phase in near
term.
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
767.30
(8.93)
1545600
55.82
-50.86
1.05
70.59
78.27
APOLLOTYRE
270.30
(5.61)
8643000
(6.46)
4.84
0.56
79.74
78.91
ASHOKLEY
149.00
(8.59)
57714000
16.98
8.36
0.51
88.53
86.00
BAJAJ-AUTO
2770.40
(4.57)
2114000
(4.56)
9.53
0.44
86.84
85.08
BALKRISIND
1139.50
(10.87)
1020800
18.48
5.63
0.77
81.17
76.53
BHARATFORG
654.95
(15.60)
8714400
3.61
8.51
0.79
89.30
92.10
BOSCHLTD
18284.75
(7.53)
129400
(15.27)
-5.87
0.00
84.29
76.51
CASTROLIND
171.55
(11.48)
10175200
(15.37)
4.96
0.90
84.57
89.59
CEATLTD
1369.45
(11.83)
1506400
4.62
7.27
0.32
84.19
86.14
EICHERMOT
30615.30
(2.47)
179825
(10.63)
-7.00
0.33
83.53
81.99
ESCORTS
937.05
(2.89)
4343900
27.22
6.43
0.40
87.89
87.86
EXIDEIND
261.35
6.74
6864000
(16.37)
8.28
0.33
78.00
85.85
HEROMOTOCO
3562.25
(5.54)
1318200
(12.68)
6.38
0.41
82.86
79.03
M&M
919.10
7.29
15292000
9.76
-5.44
0.59
80.67
80.15
MARUTI
8585.35
(4.66)
2644875
(1.45)
7.35
0.24
87.37
87.30
MOTHERSUMI
312.10
(12.07)
13025600
0.51
8.20
0.80
91.47
88.47
MRF
76094.45
(1.23)
27600
(14.74)
6.20
0.00
87.00
86.92
TATAMOTORS
284.40
(14.43)
89673000
21.88
8.77
0.34
82.66
85.72
TATAMTRDVR
170.00
(8.72)
27465700
4.38
9.66
0.85
65.49
82.90
TVSMOTOR
582.80
(10.89)
4423000
(5.61)
-10.10
0.64
84.81
84.24
BANKING & FINANCIALS
ALBK
41.15
(13.37)
14880000
8.22
-20.27
0.74
87.63
80.91
ANDHRABANK
36.60
(2.79)
19380000
(12.86)
5.36
1.16
83.64
83.71
AXISBANK
541.15
8.94
43718400
(4.72)
-11.34
0.78
82.00
81.43
BAJAJFINSV
6003.00
11.69
662875
(4.57)
-8.47
0.29
83.50
74.14
BAJFINANCE
2121.00
11.19
4698500
2.69
6.86
0.41
84.44
86.20
BANKBARODA
137.50
(0.47)
53924000
4.46
6.19
1.00
90.43
89.13
BANKINDIA
99.15
0.05
24642000
(1.11)
7.27
0.70
79.76
85.07
BHARATFIN
1175.85
2.44
5615000
9.88
7.75
0.44
96.71
90.72
CANBK
258.50
1.23
12942400
27.27
6.84
0.59
86.52
86.58
CANFINHOME
380.80
(13.51)
4365000
(23.37)
6.71
0.99
83.36
84.19
CAPF
569.85
(9.17)
8562400
24.82
-2.06
0.64
91.28
91.90
CHOLAFIN
1541.60
(9.31)
982000
76.30
11.00
0.55
81.29
72.28
DCBBANK
186.35
(5.04)
7038000
(5.67)
8.09
0.71
82.93
82.33
DHFL
617.10
(1.48)
24195000
7.31
8.40
1.43
85.65
86.41
EQUITAS
164.85
8.85
21182400
7.29
6.76
0.54
92.60
94.95
FEDERALBNK
85.30
(12.83)
75922000
27.90
7.69
0.82
86.77
88.18
HDFC
1837.70
(1.34)
23469000
29.39
3.34
0.36
88.19
85.14
HDFCBANK
2116.00
9.77
22969000
13.26
-14.29
0.34
76.66
78.71
For Private Circulation Only
4
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
IBULHSGFIN
1251.10
(4.48)
14044400
20.40
8.81
0.40
82.34
87.73
ICICIBANK
286.45
2.43
77924000
(3.14)
2.96
0.45
73.00
80.82
ICICIPRULI
422.20
(2.72)
4278300
(9.16)
-0.93
0.31
82.23
79.44
IDBI
66.00
(1.71)
54540000
7.51
13.97
1.01
81.04
80.88
IDFC
51.10
(8.34)
150427200
(3.27)
11.58
0.77
92.80
93.48
IDFCBANK
41.25
(13.16)
190133000
3.40
17.62
0.87
76.48
87.08
IFCI
17.85
(10.08)
65374000
(5.81)
11.05
0.81
87.95
87.85
INDIANB
327.70
4.16
2686000
(11.24)
-50.29
0.75
76.48
80.67
INDUSINDBK
1915.75
2.71
7481700
19.04
-26.47
0.57
78.18
77.16
KOTAKBANK
1319.60
11.37
15765600
27.97
-14.65
0.62
74.99
78.58
KTKBANK
120.70
2.59
21303200
(14.52)
8.15
0.87
91.95
90.21
L&TFH
170.70
2.74
28219500
(18.89)
6.52
1.04
85.86
90.17
LICHSGFIN
477.60
(13.02)
13757700
13.79
6.72
0.56
87.55
91.50
M&MFIN
484.50
(5.87)
8673750
(0.56)
-8.42
0.21
87.90
87.95
MANAPPURAM
108.35
(10.01)
18420000
16.91
7.87
0.70
88.27
87.10
MFSL
493.35
(3.27)
2838800
14.24
8.64
5.00
91.40
90.27
MUTHOOTFIN
392.05
(12.24)
2067000
35.36
8.03
10.00
77.20
82.37
ORIENTBANK
81.10
(8.41)
13572000
(8.16)
2.42
0.88
83.93
83.68
PFC
81.20
(2.87)
95088000
28.80
10.52
0.60
79.19
83.84
PNB
84.10
(7.99)
67032500
(1.16)
7.01
0.68
87.07
86.86
RBLBANK
514.00
(1.66)
3839400
(12.40)
-4.80
0.63
80.00
83.15
RECLTD
118.80
(5.94)
34512000
(4.25)
7.17
1.07
82.42
85.35
RELCAPITAL
420.30
(2.13)
9438000
(21.59)
8.43
0.94
88.86
90.03
REPCOHOME
592.10
(1.22)
551700
(27.88)
3.75
3.00
82.61
78.28
SBIN
269.05
14.78
71943000
(15.39)
-2.42
0.89
77.11
81.35
SOUTHBANK
24.20
(7.81)
154901034
9.72
8.13
0.73
90.41
90.25
SREINFRA
77.55
(15.93)
16723000
9.44
8.46
1.13
89.41
86.42
SRTRANSFIN
1464.70
(11.17)
3445200
1.13
9.32
0.88
91.01
92.79
SYNDIBANK
49.45
(7.14)
25371000
(16.18)
10.63
0.77
88.84
88.09
UJJIVAN
393.15
(3.24)
5856000
19.30
5.83
0.68
88.75
89.44
UNIONBANK
91.00
(0.22)
29176000
(2.00)
4.31
0.84
89.97
88.90
YESBANK
343.75
(2.95)
45946250
(23.56)
-9.23
0.58
81.59
84.82
CAPITAL GOODS & INFRASTRUCTURE
ADANIPORTS
394.00
(1.12)
12705000
(11.29)
6.15
1.05
55.50
75.93
BEML
930.55
(11.28)
1835500
(13.87)
7.61
0.25
83.30
88.37
BHEL
83.35
(4.09)
46342500
28.73
-4.68
0.49
86.11
84.40
CGPOWER
61.60
(25.15)
18396000
(4.07)
2.12
0.32
83.45
83.84
ENGINERSIN
132.10
(15.46)
9908500
13.29
5.95
0.85
82.13
79.06
GMRINFRA
18.20
(11.00)
262260000
(7.95)
3.59
0.98
89.22
91.80
HAVELLS
547.65
(0.10)
4534000
(27.78)
8.38
0.58
86.39
87.21
HCC
15.00
(34.92)
41439000
6.71
17.62
1.13
87.24
84.07
IRB
232.20
(11.93)
18672500
1.48
9.61
0.83
84.88
88.52
For Private Circulation Only
5
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
JPASSOCIAT
15.30
(20.93)
176358000
(16.88)
12.91
0.92
91.29
89.29
LT
1366.50
1.01
12698250
(6.18)
-3.71
0.39
82.02
75.77
NBCC
92.35
(12.21)
18234000
3.30
3.54
0.83
82.25
85.41
RELINFRA
436.10
(1.83)
6068400
(25.41)
4.05
0.56
84.69
89.46
SIEMENS
1051.20
(3.98)
1166500
(9.99)
7.23
0.54
78.76
85.74
VOLTAS
543.25
(14.33)
2705000
(24.02)
7.97
0.44
72.08
80.17
CEMENT
ACC
1363.10
(11.46)
3753600
150.17
8.18
0.55
63.71
72.31
AMBUJACEM
206.80
(15.28)
16287500
90.78
8.89
0.54
89.15
73.14
DALMIABHA
2741.65
(9.21)
543300
(21.60)
7.29
0.55
88.47
87.46
GRASIM
1045.95
(2.57)
5151750
(23.51)
7.71
1.96
80.06
80.94
INDIACEM
130.80
(10.44)
23149000
(6.96)
8.53
0.48
85.91
88.37
RAMCOCEM
774.80
(4.97)
842400
(28.76)
2.11
4.00
80.57
77.03
SHREECEM
16920.10
(2.38)
58800
(28.38)
3.05
0.00
84.79
82.87
ULTRACEMCO
3734.40
(8.86)
2040000
(0.21)
-3.65
0.62
87.74
87.77
CHEMICALS & FERTILIZERS
GSFC
117.15
(9.71)
15858000
(6.67)
10.09
0.89
90.57
89.18
PIDILITIND
1147.60
5.82
3127000
161.02
-11.26
0.63
63.45
69.03
TATACHEM
744.20
2.82
4299000
(24.28)
4.92
0.76
85.81
85.84
UPL
707.95
(6.34)
10064400
(9.89)
0.64
0.61
77.08
85.93
CONSUMER GOODS & FMCG
ASIANPAINT
1306.05
12.30
4969200
16.50
1.40
0.82
73.53
79.21
BERGEPAINT
295.15
8.89
2050400
19.64
-13.33
0.33
74.98
73.84
BRITANNIA
5903.45
9.17
780200
(7.49)
-4.51
0.57
89.84
90.62
COLPAL
1239.50
11.92
1754900
26.87
-20.90
0.58
70.32
78.90
DABUR
386.25
7.56
13642500
21.24
10.03
0.38
90.83
91.34
GODFRYPHLP
758.35
(13.77)
530400
(16.34)
8.74
0.54
82.82
86.95
GODREJCP
1146.90
2.89
2144000
(8.22)
8.87
0.27
85.98
83.74
HINDUNILVR
1608.45
7.85
8504400
(10.01)
-2.43
0.47
79.10
85.61
ITC
272.60
(0.93)
78093600
(5.73)
4.56
0.73
84.13
83.83
JUBLFOOD
2521.25
(0.72)
2495500
23.02
6.57
0.44
88.49
83.73
MARICO
323.85
0.67
4841200
(24.25)
8.10
0.04
85.81
82.06
MCDOWELL-N
3364.75
(4.83)
2435750
17.80
8.25
0.58
91.66
92.00
NESTLEIND
9709.20
7.00
267600
(2.90)
7.45
0.22
86.60
87.63
TATAGLOBAL
265.80
(9.17)
16256250
(35.24)
-16.46
0.72
84.35
86.62
TITAN
906.40
(7.14)
12952500
4.39
9.12
0.83
81.24
75.80
UBL
1176.30
3.36
1239000
71.01
6.46
0.46
78.95
83.40
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
293.80
1.36
17778200
2.85
-10.78
0.74
82.11
79.19
HINDALCO
234.75
(0.17)
35070000
(25.06)
3.06
0.63
83.72
85.16
HINDZINC
297.90
(7.56)
15564800
33.96
6.82
0.36
86.95
88.02
JINDALSTEL
230.45
(8.97)
29769750
(10.49)
5.11
0.84
86.35
87.53
JSWSTEEL
333.90
1.43
63357000
(3.29)
7.86
0.51
94.14
95.29
NATIONALUM
70.70
(11.68)
38856000
(20.59)
4.63
0.58
73.10
81.77
NMDC
118.40
(4.75)
25884000
1.41
10.54
0.78
83.48
83.46
SAIL
76.45
(0.13)
90984000
4.48
8.58
0.68
85.26
85.72
TATASTEEL
579.30
(0.46)
27363190
35.52
8.27
0.66
90.86
80.76
VEDL
250.35
(14.31)
43690500
12.59
10.76
0.74
78.15
81.23
INFORMATION TECHNOLOGY
HCLTECH
914.00
(15.32)
11303600
21.38
5.23
0.75
86.65
84.27
HEXAWARE
437.55
2.41
4500000
11.69
-4.60
0.28
75.59
78.09
INFY
1207.60
2.69
31402800
(25.90)
-25.61
0.55
83.67
87.54
KPIT
279.35
12.14
7726500
(4.24)
10.58
0.36
79.97
80.88
MINDTREE
1014.45
(3.09)
2992800
(2.88)
8.41
0.34
74.09
69.63
NIITTECH
1124.80
0.39
1236000
(33.12)
8.99
0.20
80.47
72.57
OFSS
3900.25
(7.47)
72750
(21.27)
-14.10
0.00
32.88
53.16
TATAELXSI
1241.55
1.40
1684800
(18.05)
4.69
0.35
80.29
82.83
TCS
1752.25
(0.90)
11133000
(19.48)
8.39
0.53
76.07
74.33
TECHM
708.40
1.88
13417200
4.85
-7.23
0.40
82.69
83.94
WIPRO
263.60
(6.74)
28255200
(11.83)
8.46
0.27
85.98
87.94
MISCELLANIOUS
ADANIENT
121.90
(13.73)
11432000
(9.04)
9.70
0.41
83.28
84.44
APOLLOHOSP
956.85
(11.76)
1121000
63.53
8.92
0.45
84.03
83.07
BALRAMCHIN
71.90
10.79
12873000
(8.67)
8.21
0.34
76.43
78.74
BATAINDIA
782.55
(0.52)
2250600
(10.07)
5.10
0.13
80.97
85.08
BEL
115.20
(12.73)
33016500
12.29
9.12
1.13
87.37
84.45
CONCOR
1367.35
5.06
1444375
28.67
-11.06
0.23
54.17
75.34
CUMMINSIND
708.10
(5.66)
687100
(17.26)
12.55
0.80
75.28
73.29
GODREJIND
593.40
(1.10)
1894500
(24.33)
-7.21
0.58
66.51
79.90
INDIGO
1207.10
(18.81)
3946200
46.55
-12.99
0.72
64.24
72.23
INFIBEAM
165.10
(2.02)
33896000
5.73
-38.32
0.22
90.07
90.63
JETAIRWAYS
415.55
(33.46)
6267600
(10.27)
8.53
0.59
87.87
88.93
JISLJALEQS
104.30
(10.01)
36783000
2.61
9.44
1.58
90.48
86.58
JUSTDIAL
582.20
30.58
2002000
(55.07)
-7.68
0.76
58.49
75.74
KAJARIACER
554.00
1.47
1484600
(7.81)
11.51
0.05
79.83
81.83
KSCL
538.40
0.77
2086500
(4.20)
5.96
0.51
79.67
84.00
For Private Circulation Only
7
Derivatives Rollover Report
Average
Price
OI
Rollover
Change
Change
Rollover
(3month)
Scrip
Price
(%)
OI Futures
(%)
COC (%)
PCR-OI
(%)
(%)
MCX
862.80
12.32
3254300
(15.70)
9.90
0.44
88.11
92.22
PCJEWELLER
166.80
(30.17)
6573000
(48.76)
7.86
0.44
72.96
80.36
VGUARD
214.10
(10.34)
3141000
10.09
-39.56
0.00
84.71
84.48
OIL & GAS
BPCL
401.60
3.63
7767000
(49.37)
-7.58
0.53
63.98
74.35
CHENNPETRO
285.30
(11.45)
2962500
0.25
8.74
1.71
85.28
88.24
GAIL
350.40
7.09
13860399
9.97
-1.86
1.04
77.19
81.46
HINDPETRO
311.30
4.48
26808075
(15.45)
-2.30
0.63
82.69
80.84
IGL
264.60
(10.89)
7658750
71.91
-1.97
0.50
80.40
83.25
IOC
173.00
6.72
31692000
(23.45)
-8.24
0.38
68.86
79.48
MGL
820.75
(8.57)
2055000
(39.98)
2.87
0.67
85.35
82.60
MRPL
93.00
(15.22)
5382000
3.64
2.81
1.17
80.65
80.03
OIL
217.15
(6.24)
2443881
(18.30)
7.85
0.81
74.82
73.21
ONGC
176.45
(2.62)
45510000
19.68
-10.62
0.55
80.72
82.85
PETRONET
220.10
(3.89)
17322000
(13.64)
2.67
0.56
79.22
88.94
RELIANCE
922.45
(5.81)
39859000
(20.64)
1.56
0.61
76.59
82.57
PHARMACEUTICAL
AJANTPHARM
965.95
(29.29)
893000
21.83
4.88
3.46
75.36
80.02
AUROPHARMA
559.30
(11.62)
22654200
8.59
7.03
0.46
89.60
89.05
BIOCON
670.00
0.56
9296100
23.20
9.01
0.31
86.36
87.56
CADILAHC
363.80
(11.69)
9411200
32.45
9.02
0.34
84.77
88.32
CIPLA
526.45
(12.06)
10820000
41.85
4.10
0.74
83.71
85.46
DIVISLAB
1054.55
(10.60)
3221600
55.54
8.84
0.51
78.88
81.68
DRREDDY
1948.95
(6.74)
4495500
(1.74)
8.31
0.75
76.93
85.09
GLENMARK
533.40
(6.49)
4906400
(1.74)
-6.20
1.04
87.22
90.87
GRANULES
78.90
(27.18)
15970000
8.49
8.31
0.94
85.38
86.43
LUPIN
772.40
(3.22)
12993000
(6.05)
3.47
0.54
91.31
91.83
PEL
2388.70
(8.26)
2204298
17.44
9.48
0.30
89.33
92.22
STAR
404.10
(37.21)
2499600
30.47
7.46
0.44
85.79
87.28
SUNPHARMA
483.65
(6.18)
57453000
1.04
8.96
0.55
89.56
92.08
TORNTPHARM
1413.85
1.25
403500
2.93
2.17
1.00
69.27
79.59
WOCKPHARMA
686.65
(14.27)
2833200
(13.82)
6.01
0.56
85.08
88.68
REAL ESTATE
DLF
210.80
(4.36)
33792500
(22.10)
5.59
0.96
86.50
88.13
NCC
121.05
(5.02)
34832000
25.40
11.95
0.38
87.48
86.24
For Private Circulation Only
8
Derivatives Rollover Report
POWER
ADANIPOWER
20.35
(17.11)
101240000
8.53
12.94
0.84
89.29
89.64
CESC
1025.40
(4.40)
5676550
(8.66)
7.80
0.32
93.73
91.73
NHPC
26.70
(4.13)
27432000
(11.81)
9.84
0.72
87.14
76.45
NTPC
167.20
(3.07)
42892000
18.07
-2.72
0.42
76.96
82.20
POWERGRID
204.10
(2.02)
47748000
57.44
-33.30
0.64
63.19
77.27
PTC
85.50
(2.95)
21408000
1.94
6.90
1.03
84.84
88.72
RPOWER
36.45
0.55
49595000
(24.69)
1.79
0.48
83.04
85.02
SUZLON
8.85
(18.06)
290410000
(10.20)
14.90
0.41
86.39
86.71
TATAPOWER
81.45
(5.57)
40275000
(13.93)
2.41
0.89
77.61
83.74
TORNTPOWER
252.60
5.85
2625000
(35.14)
-48.21
0.67
42.05
65.91
TELECOM
BHARTIARTL
375.85
(8.39)
46772100
(18.31)
7.85
0.84
85.98
90.59
IDEA
61.70
(10.38)
135604000
1.72
4.24
0.40
89.94
90.28
INFRATEL
298.10
(4.61)
6160800
(15.05)
-2.40
0.49
65.70
73.78
RCOM
18.75
10.62
72604000
(33.51)
6.99
0.58
82.11
84.32
TATACOMM
620.10
(0.68)
3904000
(33.92)
5.81
0.82
65.83
83.82
TEXTILES
ARVIND
392.00
(6.79)
7554000
63.37
12.93
0.60
85.53
85.58
CENTURYTEX
953.65
(22.44)
6330500
0.36
8.95
0.70
89.27
92.31
PAGEIND
25353.95
5.26
53300
16.89
6.83
0.00
84.34
78.74
RAYMOND
987.35
(11.89)
4854400
(0.70)
7.90
0.52
88.90
90.44
SRF
1937.75
(16.35)
418000
(13.28)
3.74
1.00
64.06
75.16
MEDIA
DISHTV
73.50
(2.26)
46039000
9.76
8.93
1.88
80.94
88.34
PVR
1332.75
(5.25)
1131200
37.41
9.66
0.46
90.50
88.93
SUNTV
924.00
4.92
5486000
(6.00)
9.09
0.34
81.91
86.44
TV18BRDCST
56.40
(13.30)
76729500
(2.33)
10.48
0.52
91.26
90.32
ZEEL
559.55
(4.21)
7003100
(13.78)
8.21
0.90
69.12
81.09
For Private Circulation Only
9
Derivatives Rollover Report
Research Team Tel: 022 - 39357800 Extn-6824
DISCLAIMER
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Derivative Research Team
For Private Circulation Only
10
