DerivativesRollover Report

July 28, 2017

SEBI Registration No: INB 010996539 1

NIFTY & PCR Graph

Monthly Gainers

Scrip Price

Price Change

(%) Open Interest

Ol Change

(%)

SINTEX 34.95 40.93 17926500 (16.72)

JUBLFOOD 1278.40 35.25 1647500 (31.41)

INFIBEAM 1353.50 30.34 1282400 19.76

JPASSOCIAT 29.05 27.13 170340000 7.74

JINDALSTEL 153.50 24.14 34528500 (16.67)

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

Monthly Losers

Scrip Price

Price Change

(%) Open Interest

Ol Change

(%)

ICIL 156.35 (9.31) 8449000 (2.58)

AJANTPHARM 1421.15 (8.68) 616400 96.06

MINDTREE 485.45 (7.96) 4636800 24.32

NIITTECH 528.60 (7.70) 985500 124.23

ITC 290.60 (6.99) 41800800 7.59

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

July series has been the historical one for our market as the benchmark index (Nifty) ended the expiry above the magical five digit figure of 10000. This calendar year has been so remarkable for our markets as we saw six out of seven series closing on a cheerful note. Rollover in Nifty (68.41%) is lower than its quarterly average of 71.82%; while, the market wide rollovers are also on the lower side at 77.36%. One of the important observations in Nifty is that the OI (Open interest) at present is lowest since the start of calendar year 2017; indicating majority of the longs formed in last seven series have been lightened. Throughout July series, FIIs formed short positions in index futures; out of which hardly 23% of the positions were rolled to the August series. During the same time, FIIs poured liquidity in equities as they bought worth Rs. 2885 crores. In options segment, 10000-10200 call and 9700-10000 put options are attracting trader’s attention. Looking at the overall rollover data, we would advice traders to remain light in index until we see any relevant fresh positions forming in either direction. BANKNIFTTY (76.12%) rollover in term of percentage as well as open interest is on the higher side. Post consistent reduction of open interest in preceding two series, we witnessed decent amount of build-up in July series. Looking at the price action and open interest activity, it seems longs were formed in this rate sensitive index and these positions got rolled too. As far individual stocks are concerned, YESBANK, L&TFH, INDIANB, ORIENTALBANK, KOTAKBANK and IDFC rallied due to long formation and rollovers in these counters are also encouraging.

Indices Change

INDEX Price

Price Change

(%) Rollover 3 month

avg.

NIFTY 10020.55 5.43 68.41 71.82

BANKNIFTY 24922.40 7.30 76.12 68.46

NIFTYIT 10612.30 4.82 83.25 76.23

NIFTYMID50 4746.25 5.50 - -

NIFTYINFRA 3376.15 5.22 - -

Derivatives Rollover Report

For Private Circulation Only SEBI Registration No: INB 010996539 2

Banking and Financials

YESBANK (76.18%) outperformed its peers as it rallied nearly 24% last series with some long formation. At the average price of Rs. 1640 we witnessed this counter attracting huge buying. Thus, data remains positive and we expect further strength going ahead, buy on dip.

We witnessed decent rally in SBIN (73.35%) from the support zone of Rs. 268-272 levels; but surprisingly no longs were formed in this upmove. Now, it has an immediate resistance near Rs. 300-304 levels. Thus, traders are advised to exit from their longs.

M&MFIN (82.06%) is up 18.45% series on series; out of which it rallied 12% in the expiry week with significant open interest addition and huge volume. The average price of the move ie- Rs. 380 may now act as a strong base. Thus, this counter remains buy on dips for us.

Auto & Auto Ancillaries

Pharmaceutical

During the start of July series DRREDDY (87.35%) showed strength mainly because of short covering. However, soon it again attracted huge shorts along with volumes. This counter has immediate support near Rs. 2380-2400 levels, but looking at the quantum of shorts we would advise traders to avoid bottom fishing.

AJANTPHARM (73.24%) open interest has got nearly doubled in the span of just one month. This stock has been under pressure since quite some time and last series it added massive shorts. Now this counter is near support zone of Rs. 1400-1410 levels but we believe it may continue to remain under pressure.

Stocks like BIOCON (75.54%) and GLENMARK (84.07%) rallied 21.76% and 13.79% respectively but it was mainly due short covering bounce. Thus, one should wait for fresh build-up before initiating fresh positions.

BHARTAFORG (76.69%) added significant positions last series and we believe these are mixed positions. At present, OI is at its peak since October 2016. As this counter is heavy in open interest, we expect this counter attract volatility in next series. Thus one can adopt long straddle or long strangle strategy in this counter.

APOLLTYRE (84.79%) rallied nearly 8% but we could hardly trace any relevant build-up. In fact, in last 2-3 sessions this counter added decent shorts and we believe these positions are still intact. At current juncture, this counter is hovering near its resistance of Rs. 266-268 levels. Thus, one can formed fresh shorts for the target of Rs. 248-250.

TATAMTRDVR has highest rollover in this space. However, it remained in a range of Rs. 257-272 throughout the series and added mixed positions. Thus, unless we don’t see it breaching these levels, one should remain light.

Derivatives Rollover Report

For Private Circulation Only SEBI Registration No: INB 010996539 3

Information Technology

Metal & Mining

Oil & Gas

The overall metal pack rallied sharply in the recent upmove. However, we hardly witnessed any stock adding fresh open interest series on series.

HINDALCO (80.61%) surpassed the important hurdle of Rs. 202-204 levels in last series. Surprisingly, we hardly saw any buying interest in this upmove. At present, this stock is light in terms of open interest. As the overall momentum is strong in this counter one should avoid shorting until we see meaningful fresh short formation.

Liquid counters with high rollovers are SAIL (87.09%), TATASTEEL (86.96%), JINDALSTEL (86.62%) and NMDC (86.16%).

HEXAWARE (79.15%) added more than 50% of open interest last series along with rise in price. At the same time, rollovers are above average, suggesting longs formed have been rolled to August series. This counter has an immediate resistance around Rs. 262-267 levels, looking at the volume and open interest activity, we believe this counter may surpass its resistance. Thus, traders can buy this counter on dips for the target of Rs. 273-274.

TCS (71.79%) rallied nearly 7% last series and also added good amount of long positions. But, these longs were not rolled to August series. Thus, one should exit from the longs and wait for further development before forming any positions.

MINDTREE (83.29%) underperformed its peers. We witnessed huge short formation and rollovers are also on the higher side, suggesting short are still intact. We believe this stock may correct below its support of Rs. 580-584 levels; avoid buying.

RELIANCE (73.75%) outperformed its peers by rallying more than 16% in July series. We witnessed good amount of long formation in this upmove but rollovers are below average, which is not encoring. This stock has immediate resistance around Rs. 1630-1632 levels. Thus, traders are suggested to book profit near these levels.

As mentioned in the last report, BPCL (83.48%) rallied due to short covering. However, despite 14% of upmove we are hardly witnessing any buying interest; while majority of the shorts are also out of the system. Thus, unless we don’t seen fresh build-up, one should avoid aggressive positions in this stock.

Some of the liquid counters that have high rollovers in this space are HINDPETRO (87.63%), IOC (85.98%), OIL (85.85%) and GAIL (84.30%).

Derivatives Rollover Report

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

AMARAJABAT 849.45 0.71 1738800 60.38 3.08 0.86 83.01 83.60 APOLLOTYRE 264.00 7.89 11628000 (21.16) 8.36 0.49 84.78 85.27 ASHOKLEY 105.80 14.25 43043000 (6.05) 7.95 0.56 81.91 83.80 BAJAJ-AUTO 2860.70 3.65 818500 (42.61) 7.49 1.06 71.25 79.98 BALKRISIND 1613.70 (1.96) 580800 98.63 8.17 1.33 73.44 77.75 BHARATFORG 1141.65 5.37 4998000 32.43 2.52 0.73 79.69 77.69 BOSCHLTD 24145.15 3.20 72725 (21.86) 7.07 0.00 81.17 83.64 CASTROLIND 406.45 0.81 9574600 (5.13) 5.03 0.47 75.91 85.50 CEATLTD 1875.70 4.52 1155000 (1.55) 1.73 0.87 74.16 73.74 EICHERMOT 29105.30 6.07 90025 (50.93) 0.11 0.51 58.39 73.04 ESCORTS 646.25 (3.16) 4690400 25.60 7.80 0.58 77.70 81.20 EXIDEIND 216.50 (0.89) 14364000 4.54 7.76 0.57 87.18 86.68 HEROMOTOCO 3723.90 0.47 828800 (25.97) 5.73 0.63 70.19 75.09 M&M 1404.95 3.89 3627500 (34.82) 5.03 0.45 70.18 74.84 MARUTI 7568.90 4.26 1663350 (13.25) -4.21 0.38 83.76 80.51 MOTHERSUMI 321.40 4.99 7001250 (23.86) 3.58 0.45 73.77 77.30 MRF 69228.05 0.18 48045 38.72 7.92 0.00 85.80 87.70 TATAMOTORS 448.55 2.20 36792000 (7.78) 7.38 0.59 80.04 79.29 TATAMTRDVR 264.50 (1.91) 19351500 12.31 8.75 1.17 89.03 87.18 TVSMOTOR 573.65 5.41 4272000 (12.64) -2.90 0.65 68.40 73.77

BANKING & FINANCIALS

ALBK 75.05 9.96 13800000 (22.52) 7.70 0.71 80.00 77.97

ANDHRABANK 57.25 5.05 21250000 (5.13) 9.19 0.80 82.11 82.66

AXISBANK 528.65 3.99 29292000 (17.22) 7.95 0.42 75.00 78.70

BAJAJFINSV 4965.25 20.49 327875 (16.06) 6.51 2.01 77.79 84.38

BAJFINANCE 1685.45 22.28 3200500 (4.23) 3.79 1.34 85.47 86.53

BANKBARODA 162.00 3.42 50333500 6.34 6.80 1.02 83.24 82.63

BANKINDIA 156.30 15.56 17742000 (26.31) 9.43 0.52 77.49 78.13

BHARATFIN 823.75 15.17 12602000 (15.13) 6.69 0.38 78.30 81.98

CANBK 354.05 8.55 9495636 (42.07) 0.29 0.58 71.34 78.85

CANFINHOME 3138.40 (2.21) 543250 8.81 7.80 0.45 85.82 87.53

CAPF 767.30 15.51 3116800 (7.46) 5.05 0.58 78.93 80.61

CHOLAFIN 1183.85 7.48 381500 (10.97) 4.82 0.07 72.19 77.16

DCBBANK 198.30 0.30 6745500 41.02 7.68 0.23 75.36 73.11

DHFL 453.80 4.13 18438000 (9.76) 9.39 1.26 86.43 89.86

EQUITAS 167.15 10.66 6419200 (24.73) 6.59 0.66 79.45 82.70

FEDERALBNK 113.85 0.75 85360000 10.95 6.92 0.59 85.70 84.72

HDFC 1734.45 6.71 7037000 (14.99) 3.77 1.11 68.35 75.77

HDFCBANK 1780.35 7.16 19809000 (9.45) -5.42 0.62 76.61 75.97

Derivatives Rollover Report

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)

(%)

IBULHSGFIN 1160.30 5.50 6968000 (42.03) 1.30 0.42 72.53 79.24

ICICIBANK 309.55 5.34 82458750 (17.62) 7.98 0.43 82.81 74.01

ICICIPRULI 441.05 - 3209700 - 4.75 0.71 83.30 -

IDBI 59.90 11.23 32256000 (22.09) 7.89 0.74 88.63 87.23

IDFC 58.15 5.06 101059200 38.12 9.96 0.63 86.22 81.38

IDFCBANK 59.60 8.96 96318000 (3.76) 7.93 0.62 85.76 87.37

IFCI 27.35 12.55 71610000 0.25 9.62 0.31 85.39 86.54

INDIANB 312.10 10.73 3984000 24.66 7.74 1.14 83.07 80.75

INDUSINDBK 1614.45 9.16 4231800 (10.56) 5.03 0.99 77.13 74.62

KOTAKBANK 1006.10 5.48 8860000 11.46 8.31 0.38 77.25 71.47

KTKBANK 152.85 (4.44) 26524000 10.85 7.91 0.59 84.65 84.13

L&TFH 161.85 12.16 20065500 6.04 4.21 0.41 80.08 81.59

LICHSGFIN 736.85 (1.41) 4329600 17.60 -0.42 0.51 79.05 75.89

M&MFIN 403.25 18.45 8655000 (16.32) 7.29 0.60 82.06 80.22

MANAPPURAM 105.35 - 23814000 - 9.99 0.38 90.95 -

MFSL 606.55 (1.17) 3835000 (20.76) 7.01 0.35 88.71 87.16

MUTHOOTFIN 469.15 1.15 2434500 33.69 8.52 0.34 87.40 84.96

ORIENTBANK 148.15 6.85 12948000 9.60 9.23 0.43 83.48 84.36

PFC 122.25 (0.49) 40938000 0.01 6.87 1.01 84.41 84.74

PNB 155.55 16.26 25914000 (44.68) 9.47 1.15 72.43 75.88

RBLBANK 525.75 7.10 10855000 (13.32) -24.12 1.00 72.28 -

RECLTD 175.55 2.51 31566000 (18.19) 6.88 0.54 84.43 80.00

RELCAPITAL 663.75 1.49 11008500 37.08 6.72 0.37 87.38 83.36

REPCOHOME 775.30 - 287700 - 7.79 0.00 79.04 -

SBIN 300.15 9.38 55539000 (26.85) 6.29 0.78 73.35 72.99

SOUTHBANK 30.65 11.05 100549794 8.94 -8.44 0.43 71.73 82.69

SREINFRA 120.30 - 7860000 - 10.07 0.25 80.91 -

SRTRANSFIN 987.15 (0.75) 5850600 118.49 6.38 0.55 86.09 84.30

SYNDIBANK 76.60 3.51 15615000 (0.57) 8.93 0.84 82.86 81.54

UJJIVAN 337.30 9.60 5666400 (7.68) 18.73 4.00 81.51 86.06

UNIONBANK 156.05 7.44 15608000 (26.11) 7.74 0.91 80.62 81.07

YESBANK 1791.00 23.91 8578150 6.14 3.01 0.84 76.18 75.79

CAPITAL GOODS & INFRASTRUCTURE

ADANIPORTS 393.05 7.24 5097500 (23.00) 1.46 0.60 71.77 76.07 BEML 1668.85 14.15 2021400 8.54 6.60 0.23 88.29 87.34 BHEL 142.75 4.69 26465000 (18.38) 3.30 0.88 83.60 84.98 CGPOWER 85.25 4.73 16896000 11.48 8.63 0.37 82.73 83.32 ENGINERSIN 161.30 5.63 12705000 (5.22) 8.80 0.57 84.50 81.37 GMRINFRA 19.55 1.30 273825000 23.75 13.51 0.53 91.13 87.55 HAVELLS 464.05 2.64 3354000 (23.14) 5.65 1.14 75.20 74.76 HCC 41.15 2.75 22296000 50.20 10.24 0.64 85.90 - IRB 216.55 2.34 20922500 9.37 -5.51 1.08 86.24 86.75

Derivatives Rollover Report

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)

(%)

JPASSOCIAT 29.05 27.13 170340000 7.74 10.88 0.41 87.34 88.77

LT 1175.65 (31.28) 7790250 (11.70) -5.65 0.64 67.88 68.04

NBCC 208.95 1.51 3975000 4.00 2.25 0.31 84.83 85.05

RELINFRA 511.45 0.92 8522800 (3.57) 5.95 0.80 80.84 85.83

SIEMENS 1398.65 6.99 658500 (11.13) 6.11 0.40 81.35 77.73

VOLTAS 505.30 10.90 2650000 (54.96) -21.43 0.52 56.84 71.89

CEMENT

ACC 1742.70 9.60 1003600 (20.42) 6.44 0.42 66.24 73.62

AMBUJACEM 265.20 7.17 8350000 (29.22) 2.36 0.58 81.05 80.40

DALMIABHA 2643.55 8.56 714300 (2.90) 6.69 0.73 82.08 86.29

GRASIM 1078.75 (11.81) 2435250 (52.39) 7.89 0.89 89.55 77.99

INDIACEM 216.60 7.92 26040000 10.80 6.54 0.34 85.66 87.28

RAMCOCEM 662.70 (2.26) 632800 75.78 7.21 0.00 82.22 -

SHREECEM 17682.85 5.49 31000 28.90 10.03 0.00 79.69 79.76

ULTRACEMCO 4068.60 2.65 1401200 (22.01) 6.62 0.49 84.18 80.75

CHEMICALS & FERTILIZERS

GSFC 134.50 15.35 10381500 43.38 8.21 0.36 92.21 88.95 PIDILITIND 788.80 (0.72) 1451000 (8.34) -0.53 0.59 76.09 85.34 TATACHEM 615.05 2.32 4738500 47.00 -9.66 0.61 90.18 87.58 UPL 872.70 5.00 4840800 (27.29) 4.92 0.78 85.54 78.47

CONSUMER GOODS & FMCG

ASIANPAINT 1153.40 3.97 2465400 (17.24) 4.18 0.88 73.89 77.67 BERGEPAINT 251.05 5.15 1062600 (12.50) 8.59 0.72 70.51 77.63 BRITANNIA 3873.75 6.00 300600 4.38 -0.58 0.20 84.06 83.46 COLPAL 1085.65 (0.02) 1396500 40.99 7.74 0.73 72.86 73.85 DABUR 312.05 7.88 12905000 10.16 0.50 0.78 78.65 87.29 GODFRYPHLP 1154.00 (5.91) 732500 44.05 7.83 0.40 74.74 81.81 GODREJCP 1075.20 12.76 1247200 (15.36) 1.17 1.80 69.38 75.20 HINDUNILVR 1175.25 7.56 8547000 (0.97) 2.98 0.37 77.13 80.21 ITC 290.60 (6.99) 41800800 7.59 7.41 0.45 71.77 72.65 JUBLFOOD 1278.40 35.25 1647500 (31.41) -0.04 0.52 72.29 79.53 MARICO 328.55 4.48 2685800 (33.48) 7.19 0.70 71.29 74.26 MCDOWELL-N 2563.40 8.47 1883500 (10.89) 7.21 0.37 87.67 86.93 NESTLEIND 6849.15 1.02 87300 39.01 7.59 0.00 86.78 83.19 TATAGLOBAL 167.40 13.68 28269000 (7.92) -6.19 0.49 90.15 91.19 TITAN 530.65 3.63 3144000 (10.58) 6.33 0.86 78.21 78.96 UBL 817.60 3.93 888300 25.40 8.75 0.83 84.71 77.25

Derivatives Rollover Report

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)

(%)

METALS & MINING

COALINDIA 257.20 4.26 20782500 (9.67) 7.97 0.46 79.79 82.09 HINDALCO 221.95 14.76 32340000 (17.71) 3.30 0.45 80.61 84.22 HINDZINC 277.45 5.27 9875200 (40.02) 8.72 0.33 85.77 87.16 JINDALSTEL 153.50 24.14 34528500 (16.67) 4.43 0.59 86.62 89.56 JSWSTEEL 215.60 4.48 52941000 0.88 3.88 0.58 83.76 81.84 NATIONALUM 70.75 8.26 10248000 158.79 5.93 0.75 80.31 - NMDC 123.55 13.92 23274000 (24.31) 8.94 0.59 86.16 86.83 SAIL 63.80 9.34 48396000 (24.77) 8.24 0.70 87.09 84.12 TATASTEEL 563.30 6.94 21160000 (26.29) 3.81 0.64 86.96 86.01 VEDL 281.90 11.69 40218500 (17.83) 7.45 0.53 80.86 81.28

INFORMATION TECHNOLOGY

HCLTECH 895.25 5.54 5382300 (13.22) 5.86 0.39 78.96 77.50 HEXAWARE 259.80 5.22 3804000 53.14 6.67 0.27 79.15 76.99 INFY 976.90 4.50 25303000 (23.42) 6.28 0.55 81.35 83.75 KPIT 124.20 (0.72) 14128000 249.70 -7.92 0.78 88.81 83.92 MINDTREE 485.45 (7.96) 4636800 24.32 7.90 0.37 83.29 77.85 NIITTECH 528.60 (7.70) 985500 124.23 8.85 0.20 74.66 72.10 OFSS 3630.55 1.04 64500 (18.71) 4.54 0.00 83.50 73.42 TATAELXSI 1751.25 9.48 1310400 14.03 8.83 1.77 90.60 88.55 TCS 2502.00 6.91 5283250 (16.18) 8.53 0.43 71.79 75.60 TECHM 379.75 (0.78) 8166400 (28.94) 6.91 1.16 60.76 77.85 WIPRO 290.35 12.10 19694400 (21.19) 2.34 0.95 78.88 82.28

MISCELLANIOUS

ADANIENT 139.15 3.57 22896000 2.32 4.89 0.55 86.33 85.95 APOLLOHOSP 1301.10 1.24 899500 (37.34) 2.65 1.29 65.13 75.85 BALRAMCHIN 154.55 2.49 10874500 (5.68) -0.67 0.37 68.12 82.40 BATAINDIA 574.75 9.21 3685000 (16.83) 6.57 0.34 75.72 84.63 BEL 178.60 10.86 19917000 (30.67) 6.76 0.46 80.33 86.05 CONCOR 1169.50 2.61 806250 (15.91) 4.57 1.41 72.15 77.98 CUMMINSIND 967.60 6.89 363600 (27.08) 8.69 0.68 71.04 75.18 GODREJIND 673.20 6.30 1935000 9.04 6.31 1.00 82.90 84.90 INDIGO 1246.40 1.73 1813200 66.59 2.43 0.93 82.75 81.53 INFIBEAM 1353.50 30.34 1282400 19.76 0.89 0.00 55.68 68.33 JETAIRWAYS 577.90 0.86 3510000 16.26 7.91 0.48 79.59 77.92 JISLJALEQS 106.65 3.24 36297000 0.00 9.37 0.51 87.85 87.33 JUSTDIAL 382.05 1.81 4077600 4.78 8.67 0.16 80.75 80.53 KAJARIACER 658.25 (0.90) 483200 26.89 2.62 3.00 85.19 - KSCL 664.90 (1.34) 4032000 12.66 16.00 0.42 86.10 81.72 MCX 1111.60 2.65 1348000 12.33 -3.27 0.66 92.87 80.54

Derivatives Rollover Report

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)

(%)

MCX 1111.60 2.65 1348000 12.33 -3.27 0.66 92.87 80.54 PCJEWELLER 247.90 (0.51) 5136000 20.22 6.99 0.54 82.47 75.24 RDEL 63.00 6.60 11700000 (3.27) 9.18 0.58 84.36 75.78 SINTEX 34.95 40.93 17926500 (16.72) 7.51 0.26 73.70 81.08 VGUARD 195.00 12.33 3321000 2.69 7.81 1.04 86.62 85.93

OIL & GAS

BPCL 480.10 14.67 9599400 (50.27) 6.34 0.70 74.54 78.30

CHENNPETRO 370.00 - 1254000 - -46.71 0.00 77.05 - GAIL 378.00 3.79 8976000 (27.58) -1.93 0.34 84.30 80.53 HINDPETRO 369.80 8.60 23760450 (10.99) 7.38 0.38 87.63 87.79 IGL 1179.20 11.23 974050 (30.98) 1.95 0.80 70.31 78.86 IOC 370.90 (4.76) 20895000 (15.13) 5.65 0.87 85.98 85.57 MGL 985.30 (0.12) 738000 91.29 7.73 1.13 81.19 81.01 MRPL 116.75 (1.81) 9445500 95.99 -43.24 0.55 68.51 70.45 OIL 281.30 5.20 2034868 (3.23) 8.60 0.71 85.85 82.49 ONGC 163.75 3.05 46751250 (17.49) 5.44 0.46 79.03 83.11 PETRONET 207.15 (4.48) 13638000 (12.96) 6.08 0.79 75.80 76.25 RELIANCE 1606.65 15.47 11622500 5.30 7.75 0.63 73.75 77.80

PHARMACEUTICAL

AJANTPHARM 1421.15 (8.68) 616400 96.06 7.91 1.09 73.24 78.37 AUROPHARMA 744.15 10.38 10782400 (14.67) 7.62 0.47 85.84 83.20 BIOCON 402.60 21.76 8625600 (24.68) 8.62 0.56 75.54 75.60 CADILAHC 544.25 3.76 2262400 (22.22) 7.43 0.32 82.59 81.60 CIPLA 571.50 4.56 5196000 (12.76) 5.13 0.64 76.23 80.23 DIVISLAB 663.65 3.32 7321600 (4.09) 5.45 0.43 82.81 85.15 DRREDDY 2634.70 (0.46) 2652000 22.14 5.71 0.90 87.35 87.91 FORTIS 164.80 (0.42) 31962600 12.91 7.33 0.70 88.88 90.97 GLENMARK 718.10 13.79 4640300 (32.05) 2.84 0.35 84.07 83.02 GRANULES 138.25 3.17 14055000 7.37 7.98 0.48 87.65 87.53 LUPIN 1116.50 5.61 6424800 (18.67) 6.06 1.04 81.86 76.10 PEL 2864.20 3.28 700500 (28.57) 8.59 1.20 80.27 83.86 STAR 1087.65 11.30 1853000 (16.02) 7.97 0.40 87.47 87.45 SUNPHARMA 576.45 6.85 28827200 (15.70) 7.93 0.52 73.09 81.13 TORNTPHARM 1280.50 7.38 196400 (12.01) 9.24 1.25 76.01 67.84 WOCKPHARMA 623.05 1.91 3360000 (10.90) 8.27 1.04 86.00 85.70

REAL ESTATE

DLF 197.10 0.79 41070000 28.22 6.66 0.67 80.85 77.72 HDIL 87.50 (0.74) 29424000 9.96 12.06 0.60 81.61 82.22 IBREALEST 227.45 7.80 43930000 77.57 9.48 0.45 91.90 85.16 NCC 89.75 0.17 23528000 17.26 5.26 0.62 83.67 78.31

Derivatives Rollover Report

For Private Circulation Only SEBI Registration No: INB 010996539 9

POWER

ADANIPOWER 34.25 16.89 95680000 (20.81) 9.22 0.78 85.67 87.26 CESC 905.25 3.65 6496600 (0.86) 8.65 0.81 90.71 90.24 JSWENERGY 67.75 4.55 64965500 2.00 9.32 1.20 92.26 92.40 NHPC 30.55 (5.42) 28728000 40.93 8.60 0.48 78.18 79.87 NTPC 165.95 4.31 15104000 (9.88) 3.47 0.32 65.28 72.27 POWERGRID 217.70 4.16 7868000 (59.84) 5.05 0.32 40.08 70.25 PTC 114.80 20.40 12920000 2.28 8.24 0.86 79.71 83.78 RPOWER 45.25 4.62 55812000 3.38 6.96 0.39 91.79 89.88 SUZLON 20.00 9.29 389160000 2.43 0.00 0.27 62.89 76.87 TATAPOWER 81.30 (1.09) 22194000 (4.42) -8.90 0.33 85.45 82.83 TORNTPOWER 181.10 1.66 3459000 0.35 9.88 1.30 76.26 82.29

TELECOM

BHARTIARTL 419.10 9.11 28265900 (18.48) 7.65 1.09 74.66 77.88 IDEA 93.30 10.22 56728000 (17.48) 6.18 0.65 72.96 81.43 INFRATEL 414.00 10.05 4132700 (29.23) 7.48 1.03 66.90 71.65 RCOM 25.95 16.89 98056000 (10.46) 10.14 0.53 73.39 80.31 TATACOMM 679.50 (5.40) 8943900 13.39 7.96 0.80 90.40 84.29

TEXTILES

ARVIND 367.20 1.56 5434000 (8.70) 8.01 1.05 80.86 73.21 CENTURYTEX 1172.65 5.99 7357350 (1.64) 3.44 0.51 95.54 93.63 ICIL 156.35 (9.31) 8449000 (2.58) 8.07 1.29 82.00 83.05 PAGEIND 16775.20 2.61 28800 28.00 6.44 0.00 72.45 70.43 RAYMOND 794.50 9.47 2009600 28.23 10.01 1.32 89.05 87.72 SRF 1548.40 0.28 642000 27.89 1.11 1.52 83.81 80.57

MEDIA

DISHTV 81.75 2.70 16240000 (26.33) 5.77 0.42 65.50 75.43 PVR 1343.30 (5.87) 537200 46.94 10.19 0.52 78.49 80.82 SUNTV 800.45 (1.40) 6447000 (4.57) 7.61 0.93 87.83 87.11 TV18BRDCST 40.85 13.63 81668000 (15.20) 10.31 0.60 89.61 91.43 ZEEL 541.25 10.80 5539300 (34.30) 3.77 0.34 0.00 82.52

Derivatives Rollover Report

For Private Circulation Only SEBI Registration No: INB 010996539 10

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