Rollover report aug sep 2011
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Indian Equity Market closed extermly weak on Friday. The Market appears to going on lower top lower bottom trend, FII's the Market sterioid getting out.

Indian Equity Market closed extermly weak on Friday. The Market appears to going on lower top lower bottom trend, FII's the Market sterioid getting out.

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Rollover report aug sep 2011 Document Transcript

  • 1. Rollover Report India Research Aug 26, 2011Last we saw market closing below yesterday’s closing of 4839.60 was on 11-Feb-2010. August series hasclearly witnessed significant shorting pressure which is reflected in rollovers in index futures. NIFTY (70.88%)has seen rollover which is inline with last months in percentage but unlike then this time it has addedsubstantial open interest indicates short rollovers have taken place. BANKNIFTY (63.92%) despite lowerrollover in percentage have added huge open interest thus clearly depicting rolling over of significant shortpositions.On options front, 4800 put has highest OI in puts but high IV of 26.36% suggests that not all of the built-upis writing and hence this level which did act as strong support in August series may be continuouslychallenged and probably breached for time being in September series.FIIs continue to sell in cash markets along with shorting in index futures. Quantum of short positions insystem are more due to these strong hands formed shorts from higher levels so don’t expect massive shortcovering but we believe in this series markets may not fall substantially.Indices Change NIFTY & PCR Graph Price Change Rollover 3 month INDEX Price (%) (%) avg. (%) NIFTY 4839.60 (11.81) 70.88 66.08 BANKNIFTY 9177.25 (15.25) 63.92 70.29 MINIFTY 4839.60 (11.81) 70.10 70.66 NFTYMCAP50 2119.60 (13.15) 0.00 NA CNXIT 5096.70 (19.19) 46.85 46.78Monthly Gainers Monthly Losers Price Ol Price Ol Change Open Change Change Open Change Scrip Price (%) Interest (%) Scrip Price (%) Interest (%) CHAMBLFERT 103.40 19.19 9316000 (4.47) KSOILS 10.00 (46.09) 35120000 15.98 BATAINDIA 729.55 17.32 2012000 8.64 IVRCLINFRA 35.00 (44.79) 19096000 32.83 GMDCLTD 179.35 11.50 646000 3.86 BFUTILITIE 435.50 (41.20) 308500 (2.83) IDEA 98.65 9.55 15580000 20.22 EDUCOMP 203.80 (40.76) 4735000 (24.34) TVSMOTOR 53.40 8.65 5784000 (12.73) GTOFFSHORE 132.90 (40.04) 2049000 (12.85)Note: Stocks which have more than 1000 contract in Futures OI. Note: Stocks which have more than 1000 contract in Futures OI.Sector-wise Open Interest and RolloverSEBI Registration No: INB 010996539 For Private Circulation Only 1
  • 2. Derivative Report | India ResearchBanking and Financials  Unlike last month AXISBANK (82.36%) has seen high rollovers and significant addition of short positions. Counter if corrects to its strong support zone of 900-920 then its must buy for investors.  IDFC (81.99%) too has witnessed high rolls and pilling up of short positions. After filling gap between 99-104 levels there can be a short covering bounce in the counter.  Most of the mid-cap banks have reduced substantial open interest in last series viz. IOB (74.43%), DENABANK (84.92%), VIJAYABANK (81.30%), ANDHRABANK (73.89%), CENTRALBK (83.49%).Oil and Gas  CAIRN (92.06%) has considerable short positions and rollover is also high. Stock is trading around its support. Thus, it is advisable to be cautious while trading in the stock.  RELIANCE (85.53%) is still not showing any kind of strength till now. Avoid forming long for the time being.  ONGC (83.20%) outperformed the market and it can reach around 290 levels. The level can be used to book profit in it.  After less rollover last month GAIL (75.82%) added considerable short positions during the month. It may give further correction.Metal & Mining  JSWSTEEL (95.27%) has seen highest rollover in this sector with significant addition of short positions as it corrected around 21% in last series. We don’t expect much of short covering here; avoid positional long positions in it.  TATASTEEL (80.75%) to our disbelief has also corrected with addition of short positions. Support zone of 395-410 is where we may see some of these shorts getting covered.  Unlike last month SAIL (79.89%) and NATIONALUM (70.22%) have witnessed low rollover with significant decline in OI. SAIL appears to be decent buy around 95 odd levels. In this space, HINDZINC (68.09%) witnessed veryFor Private Circulation Only SEBI Registration No: INB 010996539 2
  • 3. Derivative Report | India ResearchAuto and Auto Ancillary  One of the out performers in the sector and even in the market BAJAJ-AUTO (82.94%) witnessed around average rollover and stock is still showing strength. We may see a positive move up to 1575 levels.  TATAMOTORS (89.76%) and TATAMTRDVR (89.38%) are the biggest underperformer of the sector. TATAMOTORS still has considerable short positions and rollover is also higher then average. Small bounce due to short covering can be expected.  Few stocks where rollover is high in terms of open interest are APOLLOTYRE (89.19%), ASHOKLEYLAND (82.98%) and M&M (79.19%).Information Technology  Among heavy weights HCLTECH (74.71%) added lot of short positions and underperformed while INFY (79.41%) had flat OI and TCS (82.61%) corrected due to long unwinding. We don’t expect any major short covering activity in them.  ROLTA (68.31%) has seen significant decline in open interest and rollover is also less. Short positions have not been rolled over. Keep eye on it.  Least affected counter in this space was FINANTECH (90.32%) and it did see highest rollover too. 680-820 is a broad range for it. Trade accordingly with positive bias.Consumer Goods and FMCG  In the past few trading sessions, ITC (78.72%) and HINDUNILVR (81.89%) witnessed some long formation. We believe in such a volatile market these defensives may again reach around 210 and 335 levels respectively.  Long positions are still standing in TITAN (82.32%) though the stock witnessed considerable unwinding during the month. I don’t expect major correction till the stock is holding 193 levels.  Stocks where rollover is high are RUCHISOYA (97.96%), PANTALOONR (95.06%) and KSOILS (81.62%).For Private Circulation Only SEBI Registration No: INB 010996539 3
  • 4. Derivative Report | India Research Price OI Average Change Change RolloverScrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month) AUTO & AUTO ANCILLARIESAPOLLOTYRE 55.65 (26.19) 8624000 (35.06) 4.68 0.11 89.19 73.94ASHOKLEY 24.85 (2.17) 26936000 (19.31) (31.47) 0.14 82.98 73.74BAJAJ-AUTO 1517.40 4.77 1299500 (0.76) 2.03 0.53 82.94 84.18BHARATFORG 272.85 (17.36) 5064000 (1.82) 6.50 0.00 94.51 85.09BOSCHLTD 7135.45 1.50 14375 (16.67) 6.09 0.00 73.91 72.91ESCORTS 68.65 (31.14) 5338000 (16.02) 6.08 0.45 86.77 86.84EXIDEIND 151.10 0.87 1648000 (35.12) 6.90 0.00 89.68 75.97HEROMOTOCO 1902.20 4.30 2029000 (8.43) (0.08) 0.93 71.35 70.82M&M 697.40 (2.61) 3153000 (9.37) 4.41 0.71 79.19 72.74MARUTI 1110.80 (6.33) 2983750 (10.67) 4.74 0.71 86.28 83.23MRF 6366.30 (10.36) 55750 (26.64) 2.65 1.33 54.04 87.44TATAMOTORS 714.25 (24.87) 8114750 (3.93) 5.04 0.25 89.76 84.55TATAMTRDVR 411.55 (24.56) 2251000 (2.83) 5.70 4.50 89.38 93.35TVSMOTOR 53.40 8.65 5784000 (12.73) 4.88 0.67 92.53 77.16 BANKING & FINANACIALSALBK 173.70 (13.82) 2126000 (12.19) 2.10 0.16 76.25 82.11ANDHRABANK 123.05 (10.08) 1938000 (35.44) (2.97) 0.49 73.89 79.77AXISBANK 1019.25 (21.69) 4563750 69.23 4.25 0.35 82.36 74.64BAJAJHLDNG 743.70 (3.65) 102000 12.09 9.75 0.00 68.14 77.41BANKBARODA 714.25 (17.77) 1867750 34.18 1.31 0.15 66.52 80.82BANKINDIA 307.15 (22.78) 3594500 (25.67) 5.26 0.07 72.74 71.84CANBK 415.95 (12.84) 2668000 10.41 5.64 0.19 66.98 76.44CENTRALBK 96.35 (18.62) 3658000 (32.11) 9.20 0.07 83.49 86.91DCB 43.45 (23.37) 9400000 (29.05) 8.40 0.12 82.81 83.14DENABANK 78.30 (2.97) 8724000 (37.17) 6.66 0.25 84.92 83.22DHANBANK 72.95 NA 1478000 NA 5.72 0.00 78.08 NAFEDERALBNK 349.50 (19.26) 1091000 90.40 2.83 0.00 61.87 71.84HDFC 628.20 (8.74) 8061000 12.22 6.06 0.17 75.23 76.88HDFCBANK 443.65 (8.96) 19831250 (0.29) 6.23 0.49 80.17 77.91ICICIBANK 833.85 (18.05) 12653250 20.09 6.57 0.35 72.89 73.98IDBI 108.10 (16.56) 18998000 0.07 (47.27) 0.28 80.91 86.75IDFC 106.90 (17.10) 27294000 15.15 6.83 0.26 81.99 82.14IFCI 37.75 (17.58) 87152000 1.50 (19.34) 0.19 92.21 91.15INDIAINFO 72.80 (13.13) 5108000 (16.48) 5.73 0.00 52.94 88.95INDIANB 194.05 (13.51) 906000 (12.63) 4.03 0.00 74.06 82.33INDUSINDBK 234.60 (14.41) 3736000 6.71 5.11 0.00 67.08 84.09IOB 108.55 (20.21) 1150000 (41.15) 11.05 0.17 74.43 75.32For Private Circulation Only SEBI Registration No: INB 010996539 4
  • 5. Derivative Report | India Research Price OI Average Change Change RolloverScrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)JINDALSWHL 609.60 (32.32) 550750 (10.52) 8.81 0.00 86.34 91.70KOTAKBANK 422.95 (7.74) 4501000 4.96 4.56 0.61 77.26 79.53KTKBANK 91.90 (20.64) 4888000 (17.38) 6.81 0.06 92.64 88.14LICHSGFIN 205.70 (2.93) 14153000 (20.94) (3.80) 0.32 83.76 81.67ORIENTBANK 307.60 (13.19) 1004000 2.45 (17.97) 0.11 56.87 72.24PFC 136.70 (26.53) 9697000 10.80 (1.91) 0.18 89.07 62.98PNB 960.80 (12.68) 4480500 19.30 (14.38) 0.61 78.37 83.55RECLTD 175.05 (17.16) 5728000 (38.79) (26.51) 0.12 80.95 76.71RELCAPITAL 391.25 (31.75) 4908000 8.13 (12.66) 0.26 89.15 86.54SBIN 1959.75 (16.84) 6019250 37.05 5.06 0.31 80.26 78.77SOUTHBANK 20.25 (13.83) 3393000 (15.09) 7.72 0.01 68.70 NASREINFRA 37.25 (22.96) 6248000 (13.89) 7.00 1.67 94.49 85.27SRTRANSFIN 592.10 (11.10) 1285500 (25.97) 2.82 0.00 90.24 80.98SYNDIBANK 93.35 (20.08) 2332000 (17.30) 2.79 0.42 80.36 82.21UCOBANK 66.40 (22.02) 14388000 (21.07) 7.85 0.19 88.34 89.21UNIONBANK 244.10 (15.08) 2704000 (2.91) (9.61) 0.00 64.13 72.41VIJAYABANK 56.30 (11.27) 9068000 (35.69) (4.63) 0.20 81.30 82.39YESBANK 267.35 (13.88) 4938000 (6.10) 5.46 0.24 87.69 81.20 CAPITAL GOODSABB 814.85 (5.63) 685000 9.42 (9.85) 0.00 81.53 81.87APIL 519.65 (9.60) 581500 (28.34) 6.82 0.81 85.90 85.52AREVAT&D 211.65 (14.83) 770000 1.05 0.49 0.00 83.38 84.12BEL 1563.25 (10.03) 51875 4.80 5.67 0.00 73.98 77.37BEML 446.45 (18.30) 279500 (34.39) 6.31 0.00 78.18 85.55BGRENERGY 308.80 (24.27) 1336500 (16.94) (26.68) 0.30 88.70 89.11BHEL 1749.25 (5.33) 2877250 (19.04) 4.35 0.29 83.38 85.13CROMPGREAV 136.75 (20.82) 7605000 (30.28) 4.96 0.06 82.20 66.67CUMMINSIND 591.50 (9.62) 251500 (23.56) 0.26 0.00 78.33 82.44HAVELLS 325.90 (10.11) 682000 (29.40) 7.68 0.00 74.49 80.07LT 1546.50 (11.13) 5333750 18.15 4.35 0.29 85.23 78.03PRAJIND 69.20 (20.51) 8056000 (26.01) 7.54 0.07 83.61 83.97SIEMENS 871.60 (5.56) 486750 (32.79) 6.10 0.83 76.58 68.65VOLTAS 112.45 (20.59) 4454000 (9.91) 4.17 0.15 72.16 82.83 CEMENTACC 1014.75 (0.72) 1374500 15.58 4.11 1.08 78.25 76.81AMBUJACEM 136.40 2.40 12472000 (5.84) (2.68) 0.97 81.80 84.52GRASIM 2162.25 (2.02) 430875 (10.98) (3.16) 0.07 83.20 77.92INDIACEM 64.70 (8.94) 5088000 (16.81) 6.45 0.10 81.21 91.42ULTRACEMCO 1068.20 4.11 529500 (36.70) 2.88 0.00 86.07 75.46ACC 1014.75 (0.72) 1374500 15.58 4.11 1.08 78.25 76.81For Private Circulation Only SEBI Registration No: INB 010996539 5
  • 6. Derivative Report | India Research Price OI Average Change Change RolloverScrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month) CHEMICAL & FERTILIZERSCHAMBLFERT 103.40 19.19 9316000 (4.47) 3.53 0.53 43.80 77.26GUJFLUORO 484.80 NA 287000 NA 6.45 0.00 94.60 NANAGARFERT 26.35 (17.53) 9632000 (45.55) 3.96 0.09 64.53 85.29TATACHEM 342.10 (5.65) 668000 (26.83) 5.03 0.46 68.41 85.48UNIPHOS 134.15 (17.50) 6010000 (12.13) 7.00 0.30 88.12 82.08 CONSUMER GOODS & FMCGASIANPAINT 3264.80 4.61 175125 (38.93) 5.24 0.00 88.01 75.32COLPAL 966.15 (1.43) 213250 (35.13) 1.62 0.00 68.35 80.57HINDUNILVR 320.30 (0.79) 18038000 (7.39) 4.56 0.81 81.89 82.78ITC 202.35 (1.89) 21550000 (4.58) 6.96 0.47 78.72 74.33JUBLFOOD 937.50 8.58 404500 97.32 (2.00) 0.52 77.87 NAKSOILS 10.00 (46.09) 35120000 15.98 5.21 0.20 81.62 85.93MCDOWELL-N 902.90 (11.29) 1011250 (16.72) 6.53 0.00 83.19 88.15MCLEODRUSS 233.55 (13.99) 6559000 (2.21) 6.70 0.00 96.74 95.10RUCHISOYA 102.40 4.54 23668000 0.83 (2.55) 1.18 97.96 95.97TATAGLOBAL 92.15 (14.68) 9316000 (21.50) 8.49 0.18 81.97 91.48TITAN 206.10 (9.59) 12482500 (21.33) (2.02) 0.33 82.32 77.15TTKPRESTIG 2559.25 (14.83) 68250 14.95 1.59 0.25 82.78 NA HOTELHOTELEELA 38.40 (16.61) 4272000 (7.45) 6.79 2.40 90.45 84.33INDHOTEL 72.95 (2.99) 8628000 0.98 8.58 0.20 89.29 92.40 INFRASTRUCTURESGMRINFRA 26.40 (12.15) 41360000 (20.14) 7.90 0.13 88.84 90.76GVKPIL 16.50 (8.84) 52440000 (24.25) 12.64 0.15 87.81 88.04HCC 27.45 (11.02) 29608000 (30.28) (1.90) 0.07 90.79 89.22IRB 146.75 (13.55) 3236000 (21.38) 5.33 0.58 87.27 80.47IVRCLINFRA 35.00 (44.79) 19096000 32.83 (7.45) 0.09 78.55 85.74JPASSOCIAT 59.30 (14.68) 51508000 (26.30) 0.88 0.19 85.52 85.59LITL 15.75 (13.46) 60448000 (18.09) 9.93 0.19 82.48 87.62MUNDRAPORT 140.40 (9.39) 4310000 (13.70) 5.20 0.00 80.32 81.26NCC 53.20 (27.47) 4240000 (12.83) 8.82 0.64 86.42 82.20PATELENG 95.55 (29.20) 3110000 (20.30) 8.19 0.05 77.11 87.73PUNJLLOYD 54.55 (23.92) 23960000 (8.55) 6.69 0.10 76.94 87.48RELINFRA 448.25 (17.50) 5712500 (23.21) (10.59) 0.25 83.73 88.24 INFORMATION TECHNOLOGY3IINFOTECH 26.10 (35.95)SEBI11616000 No: (14.64) Registration INB 010996539 9.99 0.10 84.50 90.39 6For Private Circulation Only
  • 7. Derivative Report | India Research Price OI Average Change Change RolloverScrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)COREPROTEC 314.60 4.38 5539000 71.43 (35.30) 0.00 19.05 78.77EDUCOMP 203.80 (40.76) 4735000 (24.34) 3.84 0.14 88.93 87.70FINANTECH 744.00 (8.97) 894000 (10.24) (0.28) 0.18 90.32 89.12FSL 11.85 (32.67) 35940000 (11.63) 13.20 0.20 85.91 93.04HCLTECH 372.35 (24.16) 3936500 26.72 5.60 0.48 74.71 81.95HEXAWARE 71.20 (18.68) 8044000 (28.94) 4.39 0.12 89.26 86.91INFY 2183.40 (20.64) 3609125 2.41 7.19 0.32 79.41 NAMOSERBAER 24.25 (35.85) 6104000 (7.96) (12.90) 0.22 73.26 87.90MPHASIS 367.25 (20.14) 1157500 (8.21) 4.26 0.31 81.43 81.18OFSS 1745.10 (17.32) 371250 (7.85) 8.52 0.00 86.23 93.03PATNI 266.40 (17.45) 751000 (17.92) 15.85 1.00 83.95 66.49POLARIS 129.10 (26.54) 3720000 (14.05) (1.21) 0.14 88.55 84.93ROLTA 98.80 (15.19) 2196000 (46.33) 6.33 0.19 68.31 81.14STRTECH 37.25 (30.18) 3736000 (35.76) 1.40 0.00 80.73 86.96TCS 950.40 (15.86) 6235500 (1.54) 4.99 0.49 82.61 75.48TECHM 618.55 (21.14) 411000 (13.20) 4.47 0.00 74.94 73.65WIPRO 328.20 (16.91) 4050500 (8.58) 5.24 0.52 77.97 74.35 LOGISTICSABGSHIP 343.65 (9.67) 3901000 17.96 3.49 0.00 87.08 92.62EKC 69.80 (24.54) 3148000 (39.65) 10.46 0.00 81.58 83.21GESHIP 226.85 (16.49) 482000 (18.31) 3.22 0.00 67.63 67.08JETAIRWAYS 272.50 (39.91) 1544000 64.69 5.74 0.02 82.38 78.39KFA 25.00 (28.77) 13944000 (5.37) 2.09 0.13 83.59 90.31MLL 22.95 (37.47) 10744000 (16.89) 9.09 0.24 86.45 90.21SCI 82.65 (20.26) 4634000 (12.07) (30.28) 0.11 90.12 91.88 MEDIADCHL 52.40 (25.62) 10484000 (37.16) 8.96 1.83 88.21 92.79DISHTV 76.70 (9.98) 13936000 (25.20) 4.08 0.22 83.50 87.55SUNTV 304.05 (10.67) 715000 (58.72) (8.75) 0.33 68.67 59.95ZEEL 116.50 (13.74) 6818000 (28.25) 2.24 2.20 82.31 82.29 METAL & MININGBHUSANSTL 321.85 (19.25) 686500 (27.08) (11.34) 0.33 76.69 72.38COALINDIA 374.75 NA 3136000 NA 1.11 0.28 76.79 NAGMDCLTD 179.35 11.50 646000 3.86 (9.01) 0.67 61.30 79.19HINDALCO 143.30 (14.68) 21934000 (2.39) (4.00) 0.39 86.61 84.11HINDZINC 122.55 (13.64) 1604000 (18.50) 6.81 0.00 87.91 76.23For Private Circulation Only SEBI Registration No: INB 010996539 7
  • 8. Derivative Report | India Research Price OI Average Change Change RolloverScrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)JINDALSAW 115.00 (23.59) 1842000 (3.46) (0.91) 1.25 85.78 82.35JINDALSTEL 470.40 (23.35) 5141500 10.87 3.66 0.30 79.05 82.80JSWISPAT 14.20 (21.55) 55197000 (23.66) 3.67 0.14 90.82 88.58JSWSTEEL 646.75 (21.06) 9559000 11.04 5.40 0.25 95.27 92.28NATIONALUM 63.40 (16.08) 2136000 (27.74) 4.11 0.00 70.22 87.80NMDC 217.55 (11.73) 1091000 20.15 (0.24) 0.00 73.42 81.74SAIL 106.50 (16.60) 10194000 (33.44) 6.36 0.34 79.89 82.60SESAGOA 217.80 (25.08) 9957000 (7.25) 5.03 0.28 86.25 85.73STER 124.75 (23.54) 21366000 4.47 7.11 0.16 86.09 73.20TATASTEEL 443.70 (21.97) 19079000 19.83 4.94 0.23 80.75 86.69 OIL & GASABAN 366.25 (26.55) 2318500 (19.66) (10.11) 0.18 78.56 88.45BPCL 688.90 5.27 1366000 7.56 (18.09) 0.42 73.76 80.49CAIRN 261.75 (15.88) 15316000 7.87 7.57 0.28 92.06 93.55ESSAROIL 85.60 (26.78) 7326000 (24.74) 7.92 0.04 84.08 89.93GAIL 413.00 (10.03) 2124000 (17.00) 6.82 0.29 75.82 66.78GSPL 97.05 (5.46) 5064000 (37.51) (2.15) 0.06 84.60 82.29GTOFFSHORE 132.90 (40.04) 2049000 (12.85) 10.59 0.00 94.09 92.43HINDOILEXP 116.80 (34.51) 3996000 (10.68) 8.04 0.01 82.93 88.64HINDPETRO 374.85 (1.12) 4536000 (32.47) (32.13) 0.32 92.97 89.76IGL 432.40 5.03 352000 (18.71) 7.72 0.00 80.11 70.33IOC 308.05 (3.14) 3295000 (29.31) (24.71) 0.04 90.80 89.00MRPL 60.60 (23.48) 5236000 (26.09) 5.16 0.20 85.26 87.70OIL 1310.00 0.75 27500 (10.57) (4.30) 0.00 80.00 74.44ONGC 282.30 1.84 10106000 (4.13) 0.37 0.51 83.20 80.15PETRONET 170.90 (5.03) 5118000 (41.46) 5.49 0.27 67.45 64.40RELIANCE 753.50 (10.01) 19086000 (14.70) 6.78 0.35 85.53 83.24ABAN 366.25 (26.55) 2318500 (19.66) (10.11) 0.18 78.56 88.45 PHARMACEUTICAL & HEALTH CAREAUROPHARMA 128.95 (24.83) 4732000 8.18 11.73 0.06 74.51 85.38BIOCON 329.50 (9.40) 1290000 (23.85) 1.58 0.00 91.01 84.01CIPLA 279.85 (9.14) 4439000 (16.32) 7.64 0.29 84.82 71.64DABUR 107.20 0.70 4304000 (28.27) 0.97 0.75 84.94 81.71DIVISLAB 698.85 (15.92) 1028500 (24.79) 8.28 0.29 80.60 80.73DRREDDY 1456.05 (9.21) 981000 (15.41) 6.41 0.70 74.18 79.07FORTIS 153.60 (8.16) 1370000 (29.38) 3.73 0.06 73.58 82.65GLAXO 2104.70 (11.61) 17875 (32.86) 7.01 1.00 72.03 73.55LUPIN 463.60 3.21 1620000 (17.77) 5.17 0.28 86.42 76.18OPTOCIRCUI 267.45 (6.67) 901000 (31.59) (11.11) 0.00 86.02 78.61ORCHIDCHEM 190.35 (14.45) 6104000 (8.07) 7.12 0.21 89.02 89.61For Private Circulation Only SEBI Registration No: INB 010996539 8
  • 9. Derivative Report | India Research Price OI Average Change Change RolloverScrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)PIRHEALTH 348.50 (8.92) 1765000 (2.67) 8.68 0.40 87.71 87.22RANBAXY 465.05 (15.04) 2653000 27.55 3.14 0.31 78.99 67.09SUNPHARMA 470.60 (9.40) 3329500 (0.34) (0.89) 0.54 84.89 80.05 POWERADANIPOWER 90.85 (19.17) 11178000 93.66 (0.57) 0.03 81.16 89.35BFUTILITIE 435.50 (41.20) 308500 (2.83) 7.06 0.00 81.52 NACESC 297.60 (13.65) 870000 (33.38) 3.68 0.00 85.17 83.83JPPOWER 32.90 (24.71) 7424000 2.09 7.92 0.00 81.57 87.48JSWENERGY 53.55 (26.24) 2168000 (4.24) 3.89 0.50 79.70 NANEYVELILIG 81.30 (17.46) 1772000 (26.90) (22.45) 0.08 87.36 87.46NHPC 24.00 (2.83) 50751000 (10.18) (19.55) 0.18 94.79 92.31NTPC 170.05 (3.57) 18462000 (10.32) 1.84 0.25 89.86 86.37POWERGRID 99.70 (5.54) 9348000 (23.78) (6.28) 0.24 74.41 72.82PTC 69.50 (14.25) 6104000 (7.85) (14.25) 0.29 89.12 90.85RPOWER 82.00 (27.43) 21798000 (4.13) 3.82 0.29 91.27 87.43SUZLON 35.85 (31.71) 90928000 (3.00) 5.82 0.20 85.47 90.49TATAPOWER 1045.85 (18.95) 1177500 8.60 5.78 0.19 81.06 73.84 REAL-ESTATEDLF 187.10 (19.80) 21922000 (7.05) (3.07) 0.43 85.64 86.27HDIL 100.50 (31.75) 19388000 (9.72) 5.71 0.17 87.49 84.23IBREALEST 78.60 (22.29) 19604000 8.67 3.98 0.09 83.20 84.74SOBHA 214.55 (17.64) 484000 (8.85) 0.73 0.00 83.06 82.82UNITECH 26.35 (19.05) 64048000 (4.19) 1.98 0.31 80.83 84.71 SUGARBAJAJHIND 53.60 (22.21) 8232000 (9.62) 0.00 0.03 85.37 87.85BALRAMCHIN 53.60 (10.07) 16092000 (3.29) 7.78 0.30 91.47 84.55RENUKA 54.65 (22.32) 29308000 (15.67) 7.63 0.18 84.20 89.39TRIVENI 21.25 (36.19) 2910000 (16.23) 7.36 0.00 85.70 82.73 TELECOMBHARTIARTL 402.30 (6.62) 11987000 (20.77) 5.31 0.32 77.34 79.63GTL 51.30 (24.56) 4987500 (12.84) 0.00 0.11 78.13 80.07GTLINFRA 13.10 (4.73) 10320000 (43.62) (27.86) 0.05 NA 85.98IDEA 98.65 9.55 15580000 20.22 (10.57) 0.50 75.07 81.53MTNL 36.65 (23.08) 17424000 (14.45) 8.54 0.08 90.13 90.93For Private Circulation Only SEBI Registration No: INB 010996539 9
  • 10. Derivative Report | India Research Price OI Average Change Change RolloverScrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)ONMOBILE 56.50 (39.60) 2828000 (14.30) 4.61 0.18 72.42 83.49RCOM 81.00 (19.48) 27270000 (13.58) 0.64 0.28 91.14 86.94TATACOMM 197.00 (10.74) 3361000 16.22 4.50 0.70 72.39 89.74TTML 18.80 (15.88) 33992000 (18.88) 13.87 0.22 90.98 88.77TULIP 146.90 (4.36) 1106000 (29.10) (9.58) 0.00 82.46 76.96 TEXTILEALOKTEXT 17.20 (30.65) 67100000 (14.33) (3.03) 0.20 92.94 93.65ARVIND 76.30 (15.60) 2420000 (36.52) 2.05 0.24 77.69 NABOMDYEING 301.25 (12.31) 647000 (40.15) 8.48 12.50 71.87 87.63BRFL 277.85 (2.68) 2431000 37.03 (12.20) 4.20 71.37 67.51CENTURYTEX 281.90 (18.34) 3108000 (17.52) 7.40 0.66 92.21 91.07RAYMOND 344.45 (10.89) 1006000 (18.94) 6.66 0.00 87.77 78.26SKUMARSYNF 44.20 (20.79) 21712000 7.83 (16.52) 0.20 94.14 88.05WELCORP 123.85 (19.03) 6048000 5.15 7.58 0.29 89.78 89.73 MISCELLANIOUSABIRLANUVO 834.65 (11.73) 1037500 (16.16) 2.12 0.00 79.13 93.25ADANIENT 531.15 (28.66) 3665500 230.23 7.17 0.09 70.92 91.01BATAINDIA 729.55 17.32 2012000 8.64 3.57 0.88 75.00 75.31DELTACORP 89.45 NA 3804000 NA 7.00 0.03 83.39 NAGITANJALI 296.20 (8.74) 6321000 (25.37) 13.73 0.00 97.06 NAGODREJIND 190.40 (13.38) 4384000 (35.05) 9.86 0.20 89.32 88.75JISLJALEQS 176.40 0.11 2602000 (22.97) (4.73) 0.67 88.09 87.53MAX 181.45 (0.66) 722000 21.14 2.01 6.00 74.52 65.47PANTALOONR 274.30 (21.03) 5832000 (20.18) 7.98 0.13 95.06 94.41SINTEX 143.55 (19.29) 3090000 (35.95) 4.36 0.19 86.08 78.28VIDEOIND 183.45 (2.19) 5710000 (22.02) (0.28) 0.00 81.75 71.90VIPIND 830.60 (0.84) 590000 132.74 (11.86) 0.33 75.68 0For Private Circulation Only SEBI Registration No: INB 010996539 10
  • 11. Derivative Report | India ResearchDISCLAIMER:This document is not for public distribution and has been furnished to you solely for your information and must not be reproduced or redistributed to any other person.Persons into whose possession this document may come are required to observe these restrictions.Opinion expressed is our current opinion as of the date appearing on this material only. While we endeavor to update on a reasonable basis the information discussed inthis material, there may be regulatory, compliance, or other reasons that prevent us from doing so. Prospective investors and others are cautioned that any forward-looking statements are not predictions and may be subject to change without notice. Our proprietary trading and investment businesses may make investment decisionsthat are inconsistent with the recommendations expressed herein.The information in this document has been printed on the basis of publicly available information, internal data and other reliable sources believed to be true and are forgeneral guidance only. While every effort is made to ensure the accuracy and completeness of information contained, the company takes no guarantee and assumes noliability for any errors or omissions of the information. No one can use the information as the basis for any claim, demand or cause of action.Recipients of this material should rely on their own investigations and take their own professional advice. Each recipient of this document should make such investigationsas it deems necessary to arrive at an independent evaluation of an investment in the securities of companies referred to in this document (including the merits and risksinvolved), and should consult their own advisors to determine the merits and risks of such an investment. Price and value of the investments referred to in this material maygo up or down. Past performance is not a guide for future performance.Certain transactions - futures, options and other derivatives as well as non-investment grade securities - involve substantial risks and are not suitable for all investors.Reports based on technical analysis centers on studying charts of a stocks price movement and trading volume, as opposed to focusing on a companys fundamentals andas such, may not match with a report on a companys fundamentals.We do not undertake to advise you as to any change of our views expressed in this document. While we would endeavor to update the information herein on a reasonablebasis, Angel Broking, its subsidiaries and associated companies, their directors and employees are under no obligation to update or keep the information current. Alsothere may be regulatory, compliance, or other reasons that may prevent Angel Broking and affiliates from doing so. Prospective investors and others are cautioned thatany forward-looking statements are not predictions and may be subject to change without notice.Angel Broking Limited and affiliates, including the analyst who has issued this report, may, on the date of this report, and from time to time, have long or short positionsin, and buy or sell the securities of the companies mentioned herein or engage in any other transaction involving such securities and earn brokerage or compensation oract as advisor or have other potential conflict of interest with respect to company/ies mentioned herein or inconsistent with any recommendation and related informationand opinions.Angel Broking Limited and affiliates may seek to provide or have engaged in providing corporate finance, investment banking or other advisory services in a merger orspecific transaction to the companies referred to in this report, as on the date of this report or in the past.Sebi Registration No.: INB 010996539Derivative Research Team derivatives.desk@angelbroking.comFor Private Circulation Only SEBI Registration No: INB 010996539 11