nifty & pcr graphweb.angelbackoffice.com/research/archives/advisory...expiry because in december...

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Rollover Report India Research November 25, 2011 SEBI Registration No: INB 010996539 For Private Circulation Only 1 NIFTY & PCR Graph Indices Change INDEX Price Price Change (%) Rollover 3 month avg. NIFTY 4781.60 (8.56) 64.30 70.77 BANKNIFTY 8487.65 (11.32) 81.37 72.31 MINIFTY 4782.40 (8.50) 65.51 69.71 NFTYMCAP50 1911.40 (8.05) 100.00 N/A CNXIT 5948.10 (4.66) 61.55 59.22 Monthly Gainers Scrip Price Price Change (%) Open Interest Ol Change (%) APOLLOTYRE 65.10 15.22 8064000 5.55 HINDUNILVR 387.05 13.59 10875000 (18.03) PANTALOONR 203.15 12.21 8399000 69.81 PFC 163.40 11.08 10604000 25.97 SUNTV 271.00 8.94 1599000 26.70 Note: Stocks which have more than 1000 contract in Futures OI. Monthly Losers Scrip Price Price Change (%) Open Interest Ol Change (%) RENUKA 31.60 (42.28) 33880000 38.02 SUZLON 23.20 (37.21) 86384000 9.71 PTC 47.45 (31.73) 5664000 49.21 ADANIENT 320.60 (30.69) 4351000 11.18 KSOILS 6.90 (30.30) 26276000 (15.63) Note: Stocks which have more than 1000 contract in Futures OI. After serious shorting in mainline index, participants have rolled over less of their positions. NIFTY (64.30%) has witnessed low rollover and is also starting the December series on a relatively very lighter note if compared to last month. But same cannot be said for BANKNIFTY (81.37%) which suggests that huge short positions which got formed in last month’s fall have got aggressively rolled over to the next month. However market-wide rollover has been very strong as most of the counters have witnessed very strong rollovers. Same trend of less rolls in index and high rolls in stocks was visible in FII’s stats. On options front, we are beginning PCR-OI at 1.28 levels which is higher than overall PCR-OI before expiry because in December series 4500 and 4700 puts have seen significant rise in open interest and looking at the way implied volatility has increased to 27.01%, we believe substantial portion of this built-up is buying. In call options, tracing built-up above 5100 appears to be difficult, indicating upside may be capped there.

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Page 1: NIFTY & PCR Graphweb.angelbackoffice.com/research/archives/advisory...expiry because in December series 4500 and 4700 puts have seen significant rise in open interest and looking at

Rollover ReportIndia ResearchNovember 25, 2011

SEBI Registration No: INB 010996539 For Private Circulation Only 1

NIFTY & PCR Graph

Indices Change

INDEX Price

Price Change

(%) Rollover 3 month

avg.

NIFTY 4781.60 (8.56) 64.30 70.77

BANKNIFTY 8487.65 (11.32) 81.37 72.31

MINIFTY 4782.40 (8.50) 65.51 69.71

NFTYMCAP50 1911.40 (8.05) 100.00 N/A

CNXIT 5948.10 (4.66) 61.55 59.22 Monthly Gainers

Scrip Price

Price Change

(%) Open

Interest

Ol Change

(%)

APOLLOTYRE 65.10 15.22 8064000 5.55

HINDUNILVR 387.05 13.59 10875000 (18.03)

PANTALOONR 203.15 12.21 8399000 69.81

PFC 163.40 11.08 10604000 25.97

SUNTV 271.00 8.94 1599000 26.70

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

Monthly Losers

Scrip Price

Price Change

(%) Open Interest

Ol Change

(%)

RENUKA 31.60 (42.28) 33880000 38.02

SUZLON 23.20 (37.21) 86384000 9.71

PTC 47.45 (31.73) 5664000 49.21

ADANIENT 320.60 (30.69) 4351000 11.18

KSOILS 6.90 (30.30) 26276000 (15.63)

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

After serious shorting in mainline index, participants have rolled over less of their positions. NIFTY (64.30%) has witnessed low rollover and is also starting the December series on a relatively very lighter note if compared to last month. But same cannot be said for BANKNIFTY (81.37%) which suggests that huge short positions which got formed in last month’s fall have got aggressively rolled over to the next month. However market-wide rollover has been very strong as most of the counters have witnessed very strong rollovers. Same trend of less rolls in index and high rolls in stocks was visible in FII’s stats. On options front, we are beginning PCR-OI at 1.28 levels which is higher than overall PCR-OI before expiry because in December series 4500 and 4700 puts have seen significant rise in open interest and looking at the way implied volatility has increased to 27.01%, we believe substantial portion of this built-up is buying. In call options, tracing built-up above 5100 appears to be difficult, indicating upside may be capped there.

Page 2: NIFTY & PCR Graphweb.angelbackoffice.com/research/archives/advisory...expiry because in December series 4500 and 4700 puts have seen significant rise in open interest and looking at

Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 2

Banking and Financials

In last expiry, SBIN (75.38%) has added huge amount of short positions and rolled it too. For this series counter will face strong resistance between `1750-1800 zone. We suggest of selling this stock in this zone.

Though rollovers are decent in percentage terms in HDFCBANK (71.13%), its starting new series on the lighter note and the correction in last expiry is mainly due to unwinding of positions. `400-410 is support zone for the stock. Buy if stock falls in this range.

Many mid and small cap banks have added substantial open interest in last series, viz. ANDHRABANK (78.95%), BANKINDIA (76.17%), DENABANK (88.21%) and BANKBARODA (69.27%).

Metal & Mining

Auto & Auto Ancillaries

M&M (67.69%) right from beginning of November series had witnessed substantial selling but barring few days there has been not much of formation of short positions. We don’t see significant downside in the counter. First support for counter is at `690 and then around `650.

HEROMOTOCO and BAJAJAUTO have seen conflicting trends. Former has added decent OI while other has shed with fall in price. We are not so bullish on HEROMOTOCO and best case scenario for the counter can be consolidation in `2000-2200 range. Avoid fresh longs.

Stocks like EXIDEIND (65.15%) and TVSMOTOR (64.87%) have reduced substantial open interest in series gone by.

SAIL (86.87%) has entered into broader range of `70-90 in which it consolidated in second half of FY08-09. Counter in last series has been major underperformer and has added huge amount of short positions. Repeat of same consolidation is quite likely.

STER (89.31%) has shown high rollovers while there has been marginal addition of positions. We don’t see much respite to the counter. Rallies should be used to short the counter as we see levels of `90 or below.

HINDALCO (83.69%) has corrected and positions have unwound significantly. Counter is starting series on the lighter note and has strong support in the zone of `110-115. We don’t see major downside in this name.

Page 3: NIFTY & PCR Graphweb.angelbackoffice.com/research/archives/advisory...expiry because in December series 4500 and 4700 puts have seen significant rise in open interest and looking at

Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 3

Information Technology

Oil & Gas

FMCG

We believe that OMC’s are going through worst scenario of higher crude oil prices and rupee depreciation and situation can’t get worst than this. BPCL (57.75%), HINDPETRO (78.25%) and IOC (70.21%) are starting series on the lighter note compared to start of last series. We don’t expect major breakdown in them.

RELIANCE (76.81%) has seen unwinding of positions in last series. Counter may see some formation of short positions which may take it to its support level of `720. We don’t see downside below support levels.

GAIL (56.63%) has seen least rollover in liquid FNO names and has drastically reduced open interest too. Keep eye on it.

Midcap names like EDUCOMP (73.01%), FSL (86.03%), ROLTA (78.08%) and FINANTECH (85.30%) have witnessed huge fall in prices but formation of shorts series to series was not visible in them.

After two series of solid performance INFY (72.49%) has taken a breather but still has outperformed market; however other large cap peers have done better. Currency movements should help company and sector in general. We don’t see downside below `2500 in it.

For HCLTECH (81.48%), `360-380 is strong support zone. Last two series when big names in space have done well, this counter has been volatile in the broader range. If counter corrects to this zone, it’s a buying candidate.

ITC (62.45%) has corrected from higher levels due to long unwinding and has shown less rollover. Counter is near its strong support of `188-190. We suggest going long and trading with positive bias in it.

MCLEODRUSS (97.02%) and RUCHISOYA (96.10%) have witnessed highest rollover in this sector. However former reduced OI while later added substantial open interest.

MCDOWELL-N (85.86%) has seen significant volume trades taking place in last few weeks. Stock didn’t see much formation of short positions either. `680 is decent support where one can accumulate the counter.

Page 4: NIFTY & PCR Graphweb.angelbackoffice.com/research/archives/advisory...expiry because in December series 4500 and 4700 puts have seen significant rise in open interest and looking at

Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 4

Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

Auto & AUTO ANCILLARIES

APOLLOTYRE 65.10 15.22 8064000 5.55 8.07 0.29 82.04 87.53

ASHOKLEY 24.50 (3.16) 25336000 (24.52) 2.13 0.15 79.22 84.09

BAJAJ-AUTO 1663.95 (5.69) 1205000 (27.10) 5.77 0.69 77.53 81.39

BHARATFORG 269.75 (3.82) 4376000 (6.81) 4.27 0.25 95.36 93.62

BOSCHLTD 6981.15 0.19 6875 (25.68) 4.76 0.00 61.82 60.41

ESCORTS 80.90 (3.86) 4450000 (14.23) 11.73 0.18 85.26 88.52

EXIDEIND 115.05 5.45 2640000 (37.44) 5.01 0.33 65.15 85.46

HEROMOTOCO 2109.60 0.20 1663625 17.09 1.34 0.82 71.84 71.49

M&M 719.30 (16.18) 6017500 31.37 8.85 0.32 67.69 79.94

MARUTI 994.80 (13.66) 3007500 2.46 6.17 0.37 67.51 84.26

MRF 6464.45 (2.26) 33000 (4.00) 6.53 0.00 59.47 69.31

TATAMOTORS 174.00 (9.19) 47534750 (10.55) 5.73 0.48 81.65 86.28

TATAMTRDVR 95.60 (11.52) 7747500 (10.54) 9.91 2.23 90.74 86.19

TVSMOTOR 62.75 (7.92) 4076000 (33.31) 11.76 0.28 64.87 82.58

Banking & Financials

ALBK 147.90 4.63 1979000 (19.52) 9.61 0.44 79.48 78.62

ANDHRABANK 99.30 (13.65) 2508000 29.68 13.83 0.07 78.95 79.94

AXISBANK 963.80 (14.22) 7916500 (7.60) 7.14 0.34 83.20 83.75

BAJAJHLDNG 746.50 1.29 78000 0.00 13.87 0.00 55.77 59.98

BANKBARODA 691.45 (4.01) 3307500 40.98 8.51 0.35 69.27 75.84

BANKINDIA 320.60 2.38 4677500 40.32 -74.18 0.19 76.17 79.37

CANBK 440.05 (0.95) 2480000 5.08 2.73 1.00 82.76 76.34

CENTRALBK 91.25 (9.65) 1772000 (10.69) 13.31 0.07 81.60 83.89

DCB 37.40 (13.63) 8576000 (11.40) 11.27 0.14 84.24 83.86

DENABANK 62.65 (14.94) 8756000 18.45 13.49 0.19 88.21 85.96

DHANBANK 57.90 (10.85) 2774000 (3.88) 8.17 0.46 91.56 #N/A

FEDERALBNK 357.00 (8.98) 584000 (2.83) 7.80 0.00 73.12 64.04

HDFC 629.15 (6.58) 8800000 (18.68) 5.08 0.48 71.13 76.59

HDFCBANK 432.95 (8.32) 17912875 (19.58) 8.01 0.46 78.24 77.92

ICICIBANK 734.80 (17.11) 17081750 13.14 6.71 0.35 79.27 76.60

IDBI 93.20 (13.26) 13358000 (13.91) -2.23 0.15 85.96 80.97

IDFC 107.70 (16.71) 27818000 6.90 7.31 0.30 83.92 83.15

IFCI 24.35 (21.20) 66500000 (22.90) 2.15 0.22 84.30 91.41

INDIAINFO 63.15 (12.35) 2576000 13.98 14.23 0.00 70.65 68.06

INDIANB 191.90 (5.05) 409000 (1.21) 11.54 0.00 71.39 66.07

INDUSINDBK 248.70 (9.46) 4837000 46.71 -24.37 1.00 62.81 78.88

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Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 5

Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

IOB 93.30 (0.32) 928000 (27.16) 10.73 0.00 55.17 77.63

JINDALSWHL 407.25 (25.45) 488750 2.79 15.59 0.00 72.58 90.54

KOTAKBANK 442.75 (11.24) 4957000 (7.35) 1.18 0.51 63.11 77.56

KTKBANK 79.30 (7.41) 4750000 (8.62) 11.97 0.00 95.20 91.26

LICHSGFIN 207.30 (5.67) 16834000 35.56 -31.71 0.40 80.31 82.88

ORIENTBANK 268.90 (6.31) 647000 (12.09) -7.13 0.00 75.73 67.70

PFC 163.40 11.08 10604000 25.97 4.49 0.33 85.62 85.72

PNB 860.65 (6.23) 4617250 (1.30) -28.69 0.22 69.91 81.94

RECLTD 183.20 4.63 5977000 43.26 9.77 0.11 68.88 74.11

RELCAPITAL 290.40 (16.41) 5730000 2.61 9.97 0.19 87.83 87.67

SBIN 1660.75 (10.48) 9569125 39.76 4.32 0.22 75.38 80.69

SKUMARSYNF 29.95 (22.71) 17004000 (17.34) 14.12 0.13 90.43 87.97

SOUTHBANK 22.20 (5.53) 2504000 18.39 14.29 0.14 53.27 71.39

SREINFRA 24.05 (28.64) 8512000 18.35 15.40 1.00 86.94 89.06

SRTRANSFIN 517.75 (13.89) 1177500 3.24 11.81 0.00 78.30 85.08

SYNDIBANK 100.10 (3.33) 1722000 13.59 10.52 0.20 78.63 79.60

UCOBANK 60.45 (10.91) 12832000 3.25 12.22 0.07 91.47 91.21

UNIONBANK 214.85 1.51 2475000 (33.73) 4.39 0.39 80.44 74.81

VIJAYABANK 50.80 (5.66) 6808000 (3.62) 13.52 0.24 79.67 85.36

YESBANK 278.00 (8.97) 5886000 (3.67) 3.76 0.55 76.91 84.25

CAPITAL GOODS

ABB 576.30 (18.33) 505000 2.02 -15.86 0.43 78.32 80.69 APIL 427.45 (19.01) 658500 13.05 10.72 0.00 77.75 90.12 AREVAT&D 205.60 (8.44) 1790000 37.06 6.12 0.00 94.13 86.14 BEL 1516.40 (1.59) 45875 (13.03) 11.54 0.00 73.02 77.76 BEML 467.80 (4.54) 207000 (11.16) 12.64 0.00 67.39 78.24 BGRENERGY 260.10 (19.61) 951000 (1.96) 12.37 0.47 79.18 88.98 BHEL 263.00 (17.18) 13521375 1.82 4.98 0.40 83.63 81.19 CROMPGREAV 117.75 (15.38) 6374000 (15.04) 4.89 0.18 78.13 76.00 CUMMINSIND 351.00 (7.70) 389300 (37.79) 8.84 0.00 74.65 78.37 HAVELLS 398.60 9.73 763000 51.39 -17.87 0.50 63.70 80.07 LT 1232.45 (8.26) 7198000 (11.41) 7.20 0.23 68.18 85.60 PRAJIND 71.85 (12.59) 2900000 (42.51) 13.23 0.19 76.14 81.61 SIEMENS 693.00 (18.30) 923500 20.64 10.41 1.15 76.69 78.56 VOLTAS 88.10 (9.32) 2546000 (23.22) 10.76 0.01 83.03 78.86

CEMENT

ACC 1123.00 (5.55) 1163750 (24.11) 8.28 0.84 72.78 79.11

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Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 6

Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

AMBUJACEM 151.30 (2.26) 10388000 (15.24) 3.80 1.23 75.41 81.97 GRASIM 2311.25 (6.65) 551875 (10.77) -2.39 0.65 78.28 77.31 INDIACEM 71.25 (9.29) 6504000 (1.22) 14.09 0.15 82.04 85.78 ULTRACEMCO 1126.10 (1.45) 584500 (13.44) 3.30 0.00 82.85 84.18

Chemical & Fertilizers

CHAMBLFERT 84.40 (7.10) 4302000 (17.84) 11.24 0.42 66.02 56.44 GUJFLUORO 424.55 (20.64) 1207000 16.62 10.55 0.15 94.53 N/A

TATACHEM 332.90 3.47 394000 (9.63) 8.85 0.63 75.38 71.32 UNIPHOS 130.85 (10.99) 4130000 3.30 7.63 0.20 87.31 87.34

Consumer Goods & FMCG

ASIANPAINT 2895.85 (6.17) 196625 29.57 7.44 0.44 85.19 77.58 COLPAL 979.05 (2.94) 337750 83.56 4.92 0.20 53.07 79.22 DABUR 97.30 1.25 2880000 (25.08) 10.28 0.40 78.13 78.49 HINDUNILVR 387.05 13.59 10875000 (18.03) 5.55 0.85 77.88 81.26 ITC 194.10 (8.92) 30536000 (9.94) 9.76 0.38 62.45 72.80 JUBLFOOD 755.50 (11.56) 940500 52.55 3.95 0.06 88.12 72.25 KSOILS 6.90 (30.30) 26276000 (15.63) 15.34 0.01 80.70 84.35 MCDOWELL-N 747.75 (12.42) 1246250 19.06 10.57 0.12 85.86 87.51 MCLEODRUSS 220.60 (11.74) 5572000 (3.15) 8.10 0.00 97.02 96.77 PANTALOONR 203.15 12.21 8399000 69.81 10.11 0.94 83.57 92.76 RUCHISOYA 105.80 (1.08) 28954000 17.12 33.05 2.75 96.10 84.00 TATAGLOBAL 83.45 (4.90) 6832000 (4.37) 13.29 0.17 83.84 82.49 TITAN 191.00 (11.72) 11855000 1.56 6.59 0.40 86.90 82.11 TTKPRESTIG 2468.85 (9.26) 82125 43.14 -14.89 0.00 53.12 80.76

Hotel

HOTELEELA 33.60 (15.37) 3768000 (29.39) 18.96 1.33 66.67 84.37 INDHOTEL 58.85 (15.20) 6116000 (24.57) 13.46 0.08 86.27 90.23

Infra

GMRINFRA 20.95 (18.48) 61872000 19.61 12.59 0.15 86.73 90.29 GVKPIL 10.60 (25.09) 51112000 (8.90) 14.97 0.17 89.34 88.26 HCC 21.60 (20.30) 27656000 1.32 14.69 0.07 87.45 89.09 IRB 144.30 (11.69) 3082000 (36.11) 11.32 0.00 75.15 88.48 IVRCLINFRA 33.05 (8.95) 11984000 (4.34) 6.35 0.11 83.51 80.16 JPASSOCIAT 62.15 (14.80) 42488000 9.70 10.17 0.39 84.41 80.93

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Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 7

Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

LITL 11.90 (19.87) 49208000 (9.49) 13.31 0.15 80.86 80.72

MUNDRAPORT 118.00 (27.23) 8778000 249.44 2.66 0.17 89.93 77.58

NCC 37.10 (28.52) 5744000 24.98 12.80 0.00 79.04 85.76

PATELENG 80.95 (13.61) 2912000 6.05 13.04 0.17 89.29 86.40

PUNJLLOYD 45.30 (17.64) 26140000 13.20 -23.62 0.07 89.66 84.21

RELINFRA 400.40 (5.59) 4977000 (5.15) 9.59 0.51 79.06 82.95

INFORMATION TECHNOLOGY

3IINFOTECH 19.40 (21.93) 9888000 (1.59) 16.38 0.14 85.28 87.87 COREEDUTEC 265.80 (5.83) 3283000 62.61 3.35 0.00 69.66 52.48 EDUCOMP 193.80 (25.06) 2226500 (4.83) 3.78 0.15 73.01 80.78 FINANTECH 559.70 (20.83) 1064750 (9.15) 11.78 0.29 85.30 89.19 FSL 8.20 (22.64) 28776000 (10.76) 19.43 0.17 86.03 90.68 HCLTECH 395.10 (8.80) 3480000 9.43 4.37 0.59 81.48 76.04 HEXAWARE 86.80 (2.47) 6996000 (0.29) 14.00 0.17 84.68 89.26 INFY 2684.80 (6.85) 3374375 (22.42) 7.28 0.54 72.49 74.14 MPHASIS 315.90 (4.84) 692000 (53.67) 6.31 0.06 84.68 84.07 OFSS 2014.90 (7.22) 170375 (20.71) 6.72 0.00 90.10 88.33 PATNI 437.90 26.60 586000 (33.14) -23.97 2.99 60.49 79.41 POLARIS 121.80 (13.80) 3892000 6.63 11.25 0.04 78.88 89.78 ROLTA 57.50 (21.93) 2610000 (12.47) 11.92 0.30 78.08 73.76 STRTECH 35.05 (10.70) 3328000 (7.35) 12.04 0.00 82.69 84.89 TCS 1092.30 (1.10) 6913000 (2.33) 0.48 0.74 75.33 81.74 TECHM 567.00 0.11 444000 (12.68) -6.49 0.38 79.50 81.63 WIPRO 372.40 (0.84) 3816500 (11.16) 4.92 1.18 73.51 75.35

LOGISTICS

ABGSHIP 393.90 (5.74) 3512000 0.72 2.26 0.00 90.89 90.85 EKC 41.75 (31.39) 3140000 (10.80) 16.49 0.00 84.84 84.96 GESHIP 216.05 (7.41) 486000 13.82 2.66 0.10 58.23 72.94 JETAIRWAYS 248.90 5.80 888000 (41.50) 8.02 0.17 74.44 80.10 KFA 25.15 7.25 11096000 (4.87) -2.07 1.02 70.87 83.45 MLL 21.55 (16.31) 7040000 (12.18) 17.22 0.00 83.86 88.66 SCI 59.45 (14.89) 3888000 (15.66) 14.22 0.03 87.50 88.47

MEDIA

DCHL 45.25 (5.63) 7176000 (27.60) 14.01 0.89 90.13 85.40 DISHTV 62.00 (16.95) 8780000 (12.45) 11.91 0.06 88.93 85.39 SUNTV 271.00 8.94 1599000 26.70 4.25 1.33 73.01 74.46 ZEEL 120.85 5.50 7636000 6.44 10.90 0.00 79.60 86.46

OIL & GAS

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Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 8

Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

METAL & MINING

BHUSANSTL 309.55 (4.27) 640500 (24.02) -27.71 0.50 65.50 68.12 COALINDIA 306.40 (6.29) 9676000 (9.74) 7.71 0.37 83.87 N/A GMDCLTD 172.80 (0.92) 514000 (19.44) 10.67 0.00 65.76 57.00 HINDALCO 119.05 (5.89) 24543000 (20.46) 8.83 0.42 83.69 88.47 HINDZINC 112.45 (7.87) 1944000 (19.80) 11.25 0.86 86.93 83.11 JINDALSAW 121.55 (14.85) 1020000 (51.10) 14.35 0.20 83.53 82.48 JINDALSTEL 502.30 (7.68) 4496500 (13.11) 5.11 0.45 81.89 81.37 JSWISPAT 10.25 (22.05) 34127000 (6.63) 15.49 0.22 84.02 N/A JSWSTEEL 573.95 (5.19) 9199250 (13.23) 10.55 0.33 83.73 90.69 NATIONALUM 51.25 (17.60) 1292000 (7.18) 15.49 0.00 74.30 77.06 NMDC 183.30 (21.45) 1121000 24.69 12.96 0.50 70.92 71.58 SAIL 85.45 (22.28) 15364000 62.44 7.37 0.28 86.87 82.68 SESAGOA 177.05 (16.43) 12969000 11.05 5.33 0.27 67.81 86.04 STER 104.50 (13.64) 28730000 2.30 10.08 0.28 89.31 84.52 TATASTEEL 378.80 (15.67) 24288000 5.76 -18.39 0.30 86.67 85.08

MISCELLANIOUS

ABIRLANUVO 900.50 1.94 839750 (8.12) 12.18 0.00 89.85 88.27 ADANIENT 320.60 (30.69) 4351000 11.18 10.85 0.10 89.75 78.16 BATAINDIA 636.95 (9.83) 1727500 (12.58) 11.09 0.40 77.60 79.27 DELTACORP 73.15 (24.51) 7808000 (5.61) 10.80 0.09 87.17 N/A GITANJALI 330.40 (11.89) 7740000 10.27 21.26 0.00 83.66 97.57 GODREJIND 179.25 (9.40) 3160000 (16.27) 13.56 0.00 86.39 89.05 JISLJALEQS 122.30 5.07 1450000 (57.43) 10.33 0.78 71.72 89.93 MAX 167.60 (7.25) 570000 (22.55) 10.05 0.00 77.54 71.01 SINTEX 95.70 (13.39) 8826000 93.55 12.68 0.12 92.11 88.72 VIDEOIND 168.60 (4.42) 8730000 (7.54) 0.31 0.00 77.07 77.09 VIPIND 119.95 (27.73) 4645000 (4.13) 10.98 0.29 64.24 80.80

OIL & GAS

ABAN 332.15 (14.83) 2731000 2.17 -47.21 0.10 82.09 78.21 BPCL 507.00 (23.54) 1523000 21.11 8.40 0.39 57.75 75.17 CAIRN 303.40 1.35 11531000 (23.50) 7.79 0.64 87.49 90.66 ESSAROIL 69.45 (16.38) 6042000 1.34 12.92 0.08 78.68 86.23 GAIL 389.90 (9.30) 2543500 (5.74) 8.09 0.57 56.63 73.13 GSPL 88.65 (10.27) 3512000 (16.86) 11.90 0.35 84.68 84.80 GTOFFSHORE 100.45 (9.46) 1771000 (18.27) 17.95 0.00 89.78 91.79 HINDOILEXP 110.60 0.50 3058000 (1.74) 11.44 0.19 85.42 86.38 HINDPETRO 282.75 (17.76) 4263000 4.72 9.68 0.40 78.25 90.33 IGL 402.80 0.06 226500 (41.17) 8.88 0.00 80.79 70.40

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Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%) IOC 262.90 (12.01) 1853000 (32.94) 5.38 0.19 70.21 89.31 MRPL 61.40 (2.77) 2724000 (28.09) 12.90 0.96 86.05 87.38 OIL 1182.95 (9.56) 57250 12.81 9.92 0.00 72.93 78.94 ONGC 251.05 (9.68) 10957000 (29.29) -16.15 0.25 70.38 79.06 PETRONET 157.40 (3.08) 3228000 (33.14) 4.66 0.28 86.56 73.35 RELIANCE 779.70 (11.73) 14453500 (13.82) 8.83 0.28 76.81 82.16

PHARMACEUTICAL

AUROPHARMA 91.55 (25.30) 5094000 36.57 10.94 0.09 78.80 82.20 BIOCON 309.60 (12.98) 797000 (18.59) 9.69 0.05 77.29 73.09 CIPLA 316.90 8.19 3324000 (27.69) 8.13 1.35 68.62 82.42 DIVISLAB 730.10 0.47 512500 (38.25) 7.34 0.00 77.37 83.83 DRREDDY 1588.85 (0.37) 801500 (17.86) 6.64 0.65 65.91 75.41 FORTIS 110.95 (8.46) 5636000 (0.11) -16.19 0.34 89.18 80.80 GLAXO 1970.75 (6.84) 16250 (26.55) 11.21 0.00 45.38 70.24 LUPIN 469.55 (2.03) 952500 (12.69) 4.13 0.00 86.35 80.72 OPTOCIRCUI 216.85 (8.85) 3076000 42.41 -12.59 0.63 73.60 80.71 ORCHIDCHEM 148.90 (6.18) 5108000 (24.27) 11.69 0.14 79.52 88.19 PIRHEALTH 356.65 (0.32) 1425500 1.39 11.68 0.00 84.64 88.64 RANBAXY 432.80 (15.94) 3928000 36.08 8.01 0.22 84.90 82.74 SUNPHARMA 506.10 0.25 3068000 (18.99) 9.15 0.72 76.16 83.54

POWER

ADANIPOWER 74.40 (12.37) 9742000 8.24 14.21 0.00 85.22 86.51 BFUTILITIE 348.80 (24.28) 490000 27.94 11.18 2.00 83.06 86.17 CESC 255.45 (2.00) 691000 (13.63) 13.86 3.00 80.90 85.94 JPPOWER 34.45 (9.93) 7816000 28.72 10.70 0.00 84.95 84.26 JSWENERGY 41.15 (18.68) 6768000 28.18 16.74 0.00 84.10 87.30 NEYVELILIG 72.90 (10.22) 1776000 (4.31) 17.45 0.06 87.50 90.20 NHPC 22.65 (4.23) 46233000 (1.44) 16.37 0.17 88.88 93.24 NTPC 160.05 (8.73) 16244000 (19.21) 8.21 0.24 83.39 88.67 POWERGRID 96.20 (8.07) 8828000 (14.39) 9.85 0.26 74.67 71.37 PTC 47.45 (31.73) 5664000 49.21 13.36 0.19 87.78 84.99 RPOWER 87.40 (5.77) 21246000 8.46 -10.04 0.47 84.66 89.69 SUZLON 23.20 (37.21) 86384000 9.71 -6.70 0.19 87.63 86.88 TATAPOWER 92.85 (8.07) 10335500 (22.16) 9.06 0.25 73.01 78.51

REAL ESTATE

DLF 195.50 (15.02) 23040000 (8.23) -12.65 0.36 86.35 83.49 HDIL 66.60 (29.19) 23094000 33.80 11.08 0.12 84.16 83.67

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Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%) IBREALEST 62.60 (10.32) 19308000 (22.58) 9.24 0.07 88.46 86.77 SOBHA 222.40 (8.85) 455000 (4.21) -0.70 0.50 84.40 80.45 UNITECH 24.30 (13.21) 61000000 16.11 10.84 0.26 76.50 79.17

SUGAR

BAJAJHIND 29.10 (17.21) 23155648 12.35 10.86 0.13 82.08 85.47 BALRAMCHIN 45.80 (12.26) 14064000 (29.31) 6.88 0.18 91.30 74.23 RENUKA 31.60 (42.28) 33880000 38.02 13.37 0.16 81.71 86.21 TRIVENI 14.35 (35.94) 2230000 5.69 14.74 0.11 83.68 84.43

TELECOM

BHARTIARTL 380.35 (2.81) 17870000 37.26 4.54 0.57 70.57 78.56 IDEA 94.45 1.50 17432000 47.93 -3.30 0.49 77.93 79.87 MTNL 26.15 (12.54) 15432000 (15.91) 6.02 0.11 88.60 89.59 ONMOBILE 66.75 16.29 1642000 (36.50) 9.46 0.11 79.54 79.68 RCOM 71.45 (5.99) 28570000 8.47 9.57 0.46 82.72 88.93 TATACOMM 183.90 (0.49) 3220000 2.06 10.60 0.00 90.65 83.27 TTML 14.20 (20.00) 28794000 (4.43) 18.69 0.17 80.60 88.90 TULIP 124.45 (15.77) 1280000 (49.84) 12.29 0.00 48.44 42.41

TEXTILES

ALOKTEXT 17.65 (13.27) 70804000 0.95 8.94 0.21 92.51 93.37 ARVIND 88.20 (19.38) 4344000 (14.56) 12.56 0.28 57.37 75.99 BOMDYEING 367.75 (12.96) 360000 (37.06) 3.70 0.50 65.00 77.96 BRFL 215.90 (20.81) 3585000 39.39 -208.18 0.00 82.57 75.66 CENTURYTEX 273.95 (13.78) 2608000 (10.44) 11.74 0.60 90.22 89.39 RAYMOND 380.85 (2.94) 1302000 7.60 6.61 0.22 88.86 89.80 WELCORP 73.45 (29.20) 7742000 24.31 15.86 0.08 90.55 89.31

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