Rollover Report                                                                                                           ...
Derivative Report | India ResearchBanking and Financials                                                       AXISBANK (...
Derivative Report | India ResearchAuto & Auto Ancillaries                                                       Interesti...
Derivative Report | India Research                                                                                        ...
Derivative Report | India Research                                                                                        ...
Derivative Report | India Research                                                                                        ...
Derivative Report | India Research                                                                                        ...
Derivative Report | India Research                                                                                        ...
Derivative Report | India Research                                                                                        ...
Derivative Report | India Research                                                                                        ...
Derivative Report | India ResearchDISCLAIMER:This document is not for public distribution and has been furnished to you so...
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NSRollover report sep-oct

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NSRollover report sep-oct

  1. 1. Rollover Report India Research September 30, 2011After significant fall in August series, a moderate gain of 3.41% in NIFTY (61.19%) was big relief to themarket but within the range of 4750-5150 huge swings were witnessed. Rollover both in terms ofpercentage and number of shares wise is less in Nifty; however in BANKNIFTY (76.57%) rollover hasbeen substantially high on both fronts. This index has not witnessed much of short covering even duringthe bounces in market as well as in this index itself in the series gone by.On the options front it can be observed from puts built up that support zone of 4700-4800 may beintact atleast for first half of October series. Interestingly call built-up is prominent only in 5200 strike.Also strikes above it have seen substantiall addition in OI. Starting a new series with high impliedvolatility of 30.22% also supports the argument that market may see increased volatility in above rangefor the first half without violating the range meaningfully.Indices Change NIFTY & PCR Graph Price Change 3 month INDEX Price (%) Rollover avg. NIFTY 5030.15 3.41 61.19 69.80 BANKNIFTY 9672.35 5.09 76.57 65.97 MINIFTY 5031.45 3.42 60.12 70.56 NFTYMCAP50 2129.15 (0.45) 0.00 N/A CNXIT 5737.70 11.70 68.42 42.10Monthly Gainers Monthly Losers Price Ol Price Ol Change Open Change Change Open Change Scrip Price (%) Interest (%) Scrip Price (%) Interest (%) JPASSOCIAT 74.70 25.86 41632000 (19.17) PANTALOONR 206.65 (25.24) 5172000 (11.32) HEXAWARE 86.30 20.70 6400000 (20.44) SUNTV 241.10 (20.03) 1257500 75.87 DLF 219.05 17.42 26455000 20.68 FORTIS 126.00 (18.26) 3858000 181.61 ABGSHIP 403.85 17.13 3179000 (18.51) OPTOCIRCUI 224.45 (15.17) 1862000 106.66 M&M 816.15 16.53 4052500 28.53 ROLTA 84.95 (14.54) 2470000 12.48Note: Stocks which have more than 1000 contract in Futures OI. Note: Stocks which have more than 1000 contract in Futures OI.SEBI Registration No: INB 010996539 For Private Circulation Only 1
  2. 2. Derivative Report | India ResearchBanking and Financials  AXISBANK (85.12%) has seen significant addition in open interest plus rollovers are on the higher side. It’s more of short positions which got rolled over. 1000-1020 is good support which should be strict stop loss for long positions.  Among large caps, ICICIBANK’s (71.74%) OI has decline and rollover has been less too. Counter has strong support 820-830 levels and this stock in large cap banks is buy on dips candidate for us.  Both IDBI (83.40%) and IDFC (81.24%) observed short covering in fag end of series near their support levels. Counters remain in consolidation range and are on the lower side of range. Trade with positive bias in them.Metal & Mining  Sector overall was underperformer with large cap names like TATASTEEL (84.27%), STER (78.76%) and HINDALCO (87.32%) adding short positions with fall in price and depicted strong rollovers too. They remain in sell on rise category for us.  Rollover in SAIL (79.21%) has been less and stock has been consolidating in the range of 102-115. Counter can be bought near the lower side of range as we are not expecting fresh shorting in it.  Lowest rollover in sector was observed in JINDALSTEL (75.83%) with reduction in OI. We don’t expect meaningful upside in it and is a good shorting candidate around 540-550 levels.Oil & Gas  Among large caps in this space ONGC (85.04%) is only stock which added significant OI; thanks to FPO talks. Whether disinvestment happens or not this counter may stuck in broader range of 250- 290. Trade accordingly.  RELIANCE (77.46%) has witnessed short covering rally and rollover too are on lesser side. 850-860 is strong resistance and counter may not breach it in near future.  Rollover in IOC (87.07%) was in line with average but there was substantial decline in OI. Stock is near strong support zone of 300-310. Trade with positive bias in it.For Private Circulation Only SEBI Registration No: INB 010996539 2
  3. 3. Derivative Report | India ResearchAuto & Auto Ancillaries  Interestingly most interest rate sensitive stocks in this space like ASHOKLEY (84.28%), M&M (71.51%) and TATAMOTORS (82.34%) have added good open interest and have outperformed market.  HEROMOTOCO (63.89%) among liquid names have depicted lowest rollover and there has been significant unwinding in it. Counter may not depict its defensive traits in this series.  ESCORTS (92.25%) have seen strong rollover and is been inching up from 70 odd levels with high volumes. Traders and investors should not ignore this counter.Information Technology  TECHM (85.58%), ROLTA (83.48%) and MPHASIS (83.75%) are counters in the sector which have seen huge addition of short positions and which got rolled over too.  INFY (64.96%) was the biggest outperformer in large cap in last series but has drastically reduced its open interest. We believe shorts have been cut- down. Stock may not perform the same way in this series as fresh shorting may limit the upside.  FSL (94.40%), 3IINFOTECH (93.19%) and HEXAWARE (90.50%) have depicted maximum rollover in this space.FMCG  ITC (57.35%) has seen very low rollover. Counter had positions blend of shorts and longs in it. There may not be significant move in the counter but it may touch its strong resistance of 210.  HINDUNILVR (75.85%) though has seen decent rollover in percentage terms but in absolute OI terms there has been very less rolls. We believe defensive bets are off. Trade with negative bias in it.  Lot of short positions got rolled over in MCDOWELL-N (90.46%). 740-760 is strong support zone. Short covering likely to happen there.For Private Circulation Only SEBI Registration No: INB 010996539 3
  4. 4. Derivative Report | India Research Average Price OI Rollover Change Change Rollover (3month)Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%) Auto & AUTO ANCILLARIESAPOLLOTYRE 56.50 1.07 6580000 (23.70) 11.27 0.08 84.50 82.63ASHOKLEY 25.65 6.43 36888000 36.95 -13.55 0.24 84.28 80.05BAJAJ-AUTO 1548.85 1.87 1272750 (2.06) 8.98 0.47 78.61 82.80BHARATFORG 274.80 0.09 4525000 (10.64) 10.03 0.00 94.41 86.30BOSCHLTD 7045.60 (1.83) 11500 (20.00) 13.78 0.00 53.26 76.30ESCORTS 75.25 8.98 5138000 (3.75) 13.18 0.08 92.25 85.94EXIDEIND 132.65 (12.79) 1808000 9.71 8.52 0.06 87.17 82.78HEROMOTOCO 2009.30 5.64 1723000 (15.08) 5.93 0.70 63.89 72.13M&M 816.15 16.53 4052500 28.53 3.88 1.10 71.51 76.42MARUTI 1112.40 (0.31) 2783250 (6.72) 9.27 0.66 87.14 86.23MRF 6694.95 4.90 36250 (34.98) 9.32 0.00 78.62 77.23TATAMOTORS 159.45 11.08 47691250 17.54 -12.65 0.84 82.34 86.54TATAMTRDVR 90.80 9.71 6895000 (38.74) 10.91 0.15 87.27 92.46TVSMOTOR 61.20 14.07 5088000 (12.03) 9.24 0.21 75.71 83.91 Banking & FinancialsALBK 158.55 (8.91) 2469000 16.13 9.81 1.00 82.71 79.37ANDHRABANK 124.95 1.83 1620000 (16.41) 11.90 0.19 83.83 77.06AXISBANK 1070.65 4.62 6296250 37.96 1.18 0.66 85.12 74.73BAJAJHLDNG 718.50 (4.28) 93000 (8.82) 13.91 0.00 58.60 73.18BANKBARODA 792.85 10.86 1841750 (1.39) -3.36 0.20 75.00 76.74BANKINDIA 321.25 4.07 2803000 (22.02) 1.75 0.22 80.47 74.55CANBK 450.55 7.74 2020500 (24.27) 2.81 0.42 79.14 79.38CENTRALBK 104.05 7.05 2092000 (42.81) 10.19 0.29 84.70 85.19DCB 45.05 2.85 9392000 (0.09) 10.99 0.24 83.82 84.21DENABANK 79.60 1.02 6980000 (19.99) 12.45 0.23 86.59 84.53DHANBANK 75.45 2.86 1758000 18.94 11.25 0.00 94.65 N/AFEDERALBNK 371.20 5.92 892000 (18.24) 11.05 0.00 61.21 73.97HDFC 655.60 3.76 7858500 (2.51) 6.78 0.22 70.11 76.60HDFCBANK 472.00 5.76 20893750 5.36 4.18 0.38 74.59 80.09ICICIBANK 893.05 6.43 11931500 (5.70) 3.70 0.88 71.74 74.56IDBI 103.30 0.10 16158000 (14.95) -4.74 0.19 83.40 84.33IDFC 113.50 5.48 20774000 (23.89) 3.10 0.56 81.24 82.78IFCI 31.70 (14.44) 91108000 4.54 13.41 0.23 90.61 92.21INDIAINFO 70.15 (4.17) 3008000 (41.11) 7.04 0.00 71.41 76.32INDIANB 217.10 11.45 615000 (32.12) -15.03 0.00 56.26 79.10INDUSINDBK 271.10 14.99 3206000 (14.19) 9.65 0.00 88.12 76.25For Private Circulation Only SEBI Registration No: INB 010996539 4
  5. 5. Derivative Report | India Research Average Price OI Rollover Change Change Rollover (3month)Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)IOB 93.75 (14.54) 2446000 112.70 9.80 0.09 77.60 72.88JINDALSWHL 554.65 (9.78) 428250 (22.24) 8.27 0.00 93.11 89.81KOTAKBANK 476.45 12.16 4538000 0.82 0.15 1.41 74.20 79.31KTKBANK 84.85 (8.27) 6080000 24.39 10.00 0.06 88.91 89.35LICHSGFIN 215.10 4.95 11168000 (21.09) 5.57 0.59 80.57 82.74ORIENTBANK 290.70 (3.84) 896000 (10.76) -6.73 0.00 71.76 68.74PFC 151.20 10.81 9546000 (1.56) 6.06 0.53 77.68 78.77PNB 959.35 1.25 4162500 (7.10) -16.13 1.43 80.26 84.14RECLTD 174.00 1.99 6589000 15.03 10.16 0.15 56.70 73.13RELCAPITAL 362.00 (6.34) 6299500 28.35 9.57 0.29 87.13 88.45SBIN 1958.40 (0.55) 6360750 5.67 4.35 0.52 78.94 79.63SKUMARSYNF 42.70 (1.84) 21740000 0.13 11.60 0.10 88.32 92.00SOUTHBANK 22.00 7.84 2340000 (31.03) 9.64 0.13 76.54 N/ASREINFRA 32.90 (12.27) 8304000 32.91 12.92 0.70 81.60 88.17SRTRANSFIN 619.70 4.38 1472500 14.55 8.32 1.00 89.61 83.21SYNDIBANK 104.05 11.16 1680000 (27.96) 9.51 0.20 75.60 80.02UCOBANK 67.40 0.75 13610000 (5.41) 4.18 0.09 91.61 92.20UNIONBANK 249.75 3.27 2807000 3.81 -0.56 0.50 73.78 73.06VIJAYABANK 55.95 (0.18) 7320000 (19.28) 11.38 0.18 88.42 85.63YESBANK 278.55 3.65 5488000 11.14 7.35 0.28 82.91 83.86 CAPITAL GOODSABB 706.15 (12.51) 635000 (7.30) 6.49 0.00 79.84 85.37APIL 523.40 0.07 564500 (2.92) 8.36 0.80 93.98 84.98AREVAT&D 220.85 4.30 703000 (8.70) 11.86 0.00 88.05 85.07BEL 1530.40 (2.63) 59625 14.94 14.60 0.00 77.78 77.74BEML 465.40 3.62 228500 (18.25) 10.64 0.50 82.71 82.11BGRENERGY 332.55 10.52 1110500 (16.91) 10.42 0.19 89.46 89.72BHEL 1652.50 (5.92) 2653750 (7.77) -11.63 0.35 76.39 84.25CROMPGREAV 152.95 11.32 7169000 (5.73) 3.68 0.26 63.11 79.81CUMMINSIND 410.35 (2.90) 408100 15.91 -15.23 0.00 82.50 83.07HAVELLS 360.10 9.69 390000 (42.82) 1.37 0.00 83.59 75.93LT 1378.45 (11.24) 7854250 47.26 9.17 0.28 85.38 82.27PRAJIND 71.60 2.73 5520000 (31.48) 11.86 0.11 86.67 82.86SIEMENS 864.25 (1.42) 540250 10.99 7.02 1.79 72.88 75.75VOLTAS 119.90 6.20 3272000 (26.54) 4.11 0.43 82.95 81.01 CEMENTACC 1094.10 7.40 1154250 (16.02) 5.60 1.05 77.63 76.76For Private Circulation Only SEBI Registration No: INB 010996539 5
  6. 6. Derivative Report | India Research Average Price OI Rollover Change Change Rollover (3month)Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)AMBUJACEM 147.10 8.12 12998000 4.22 0.00 0.88 83.24 83.64GRASIM 2334.55 8.30 574875 33.42 2.14 0.73 61.99 79.19INDIACEM 73.00 12.14 6988000 37.34 1.93 0.22 89.81 88.86ULTRACEMCO 1137.30 6.18 578250 9.21 0.00 0.00 82.36 78.42 Chemical & FertilizersCHAMBLFERT 95.75 (7.71) 6188000 (33.58) 8.85 0.26 64.32 63.95GUJFLUORO 544.70 11.66 598500 108.54 1.68 0.19 77.86 N/ATATACHEM 321.35 (6.52) 645000 (3.44) 9.90 0.78 64.81 81.98UNIPHOS 139.05 2.96 5130000 (14.64) 10.68 3.00 83.04 81.50 Consumer Goods & FMCGASIANPAINT 3172.35 (3.32) 148000 (15.49) 8.03 0.00 73.40 76.67COLPAL 995.65 2.89 260500 22.16 9.08 0.00 84.26 75.86DABUR 103.00 (4.01) 4224000 (1.86) 8.92 0.20 70.08 83.53HINDUNILVR 344.50 7.09 12636000 (29.95) 2.86 0.71 75.85 83.23ITC 203.35 (0.17) 23984000 11.29 7.64 0.50 57.35 77.17JUBLFOOD 831.05 (11.18) 628500 55.38 10.55 0.18 67.62 N/AKSOILS 10.20 1.49 36664000 4.40 -6.85 0.23 85.45 82.72MCDOWELL-N 787.80 (13.29) 1053500 4.18 8.52 1.00 90.46 87.55MCLEODRUSS 229.75 (2.25) 6463000 (1.46) 11.09 0.00 97.25 95.17PANTALOONR 206.65 (25.24) 5172000 (11.32) 5.46 0.13 90.16 94.92RUCHISOYA 118.45 15.96 26832000 13.37 -25.60 0.25 61.82 96.85TATAGLOBAL 86.25 (7.16) 6972000 (25.16) 9.01 0.44 78.43 89.75TITAN 206.95 0.61 13047500 4.53 8.87 0.33 73.71 79.29TTKPRESTIG 2548.85 (0.56) 70625 3.48 9.79 4.15 76.28 N/A HotelHOTELEELA 36.40 (5.82) 3944000 (7.68) 11.67 4.33 89.66 84.30INDHOTEL 70.75 (3.81) 7804000 (9.55) 8.99 0.22 90.72 91.30 Infra GMRINFRA 27.50 3.38 43176000 4.39 7.70 0.11 92.50 89.96 GVKPIL 16.10 (3.59) 52904000 0.88 8.77 0.04 88.87 88.25 HCC 29.10 6.20 27984000 (5.49) 0.00 0.09 86.16 88.78 IRB 165.70 12.34 2656000 (17.92) 10.67 0.56 90.66 80.46 IVRCLINFRA 36.90 6.19SEBI Registration No: INB 010996539 15404000 (19.33) 13.44 0.22 79.17 82.99 6For Private Circulation Only JPASSOCIAT 74.70 25.86 41632000 (19.17) -0.94 0.91 66.79 87.42
  7. 7. Derivative Report | India Research Average Price OI Rollover Change Change Rollover (3month)Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)LITL 16.15 1.57 54096000 (10.51) 13.16 0.22 78.91 87.11MUNDRAPORT 164.00 16.23 3762000 (12.71) 0.43 0.00 68.74 81.75NCC 63.40 18.17 4156000 (1.98) 12.29 0.33 88.35 85.29PATELENG 95.70 (0.62) 2602000 (16.33) -0.73 0.03 93.01 83.82PUNJLLOYD 55.65 1.37 25332000 5.73 1.26 0.13 83.47 82.16RELINFRA 406.05 (8.49) 6195000 8.45 9.57 0.31 83.12 86.81 INFORMATION TECHNOLOGY3IINFOTECH 26.70 1.33 8808000 (24.17) 13.27 0.05 93.19 88.83COREEDUTEC 290.35 (4.47) 1639000 (70.41) 5.34 0.00 65.77 66.86EDUCOMP 236.20 15.47 3449000 (27.16) 7.77 0.33 78.47 88.29FINANTECH 841.70 13.16 845000 (5.48) 7.63 0.31 88.58 89.97FSL 11.45 (4.58) 30240000 (15.86) 12.37 0.16 94.40 91.10HCLTECH 411.60 9.95 2676500 (32.01) 4.96 0.60 66.26 80.47HEXAWARE 86.30 20.70 6400000 (20.44) 2.44 0.50 90.50 85.67INFY 2539.55 15.52 3466125 (3.96) -6.36 0.63 64.96 77.70MOSERBAER 22.35 (6.68) 5584000 (8.52) -27.71 0.50 67.77 83.40MPHASIS 350.25 (5.02) 1483000 28.12 8.47 0.00 83.75 83.59OFSS 1927.45 9.55 269625 (27.37) 9.72 0.00 88.13 91.92PATNI 290.95 7.58 584500 (22.17) 10.21 0.00 74.42 70.01POLARIS 135.90 5.39 3408000 (8.39) 11.98 0.14 88.67 87.60ROLTA 84.95 (14.54) 2470000 12.48 10.82 0.10 83.48 76.41STRTECH 37.15 (0.40) 3528000 (5.57) 13.35 0.00 87.76 84.36TCS 1066.60 11.69 5349000 (14.22) 6.81 1.08 79.41 77.17TECHM 575.05 (7.43) 548000 33.33 8.35 0.00 85.58 76.97WIPRO 349.95 6.09 4341000 7.17 9.49 0.67 69.97 79.07 LOGISTICSABGSHIP 403.85 17.13 3179000 (18.51) 27.29 0.00 96.26 91.16EKC 72.10 2.27 2620000 (16.77) 8.82 0.00 89.31 80.94GESHIP 246.95 8.53 462000 (4.15) 3.70 0.00 75.54 69.53JETAIRWAYS 244.75 (10.68) 1465500 (5.08) 10.40 0.02 76.12 79.25KFA 22.95 (8.38) 13560000 (2.75) 6.14 0.04 84.31 86.91MLL 25.05 8.21 8912000 (17.05) 11.30 0.09 92.82 89.80SCI 83.75 4.36 4572000 (1.34) 10.98 0.04 88.50 91.52 MEDIADCHL 56.60 7.10 9120000 (13.01) 9.99 0.00 97.28 91.01DISHTV 77.80 1.04 9628000 (30.91) 10.00 0.27 91.90 85.29SUNTV 241.10 (20.03) 1257500 75.87 -18.96 0.65 77.26 58.54ZEEL 117.55 0.69 7844000 15.05 4.79 0.50 83.02 82.25For Private Circulation Only SEBI Registration No: INB 010996539 7
  8. 8. Derivative Report | India Research Average Price OI Rollover Change Change Rollover (3month)Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%) METAL & MININGBHUSANSTL 329.50 3.50 822500 19.81 -22.22 0.00 79.15 75.42COALINDIA 352.80 (5.96) 4691000 49.59 8.61 0.25 77.38 N/AGMDCLTD 178.05 0.14 706000 9.29 3.95 0.00 52.97 74.01HINDALCO 134.30 (5.92) 22238000 1.39 4.72 0.42 87.32 86.10HINDZINC 121.45 (1.54) 1962000 22.32 6.97 0.33 86.75 77.87JINDALSAW 135.95 18.32 2246000 21.93 7.27 0.33 84.95 82.25JINDALSTEL 524.30 11.07 4684000 (8.90) 6.59 0.53 75.83 80.80JSWISPAT 13.60 (4.56) 46134000 (16.42) 15.66 0.22 73.41 N/AJSWSTEEL 589.25 (9.36) 10105750 5.72 5.86 0.36 93.08 93.40NATIONALUM 61.95 (2.67) 1554000 (27.25) 11.42 0.00 78.64 83.10NMDC 227.45 4.57 1138000 4.31 7.13 0.14 64.67 78.42SAIL 109.85 2.52 8004000 (21.48) 2.56 0.41 79.21 82.12SESAGOA 192.35 (12.11) 9062000 (8.99) 8.44 0.50 86.74 87.28STER 119.25 (5.06) 28508000 33.43 7.69 0.29 78.76 78.77TATASTEEL 429.70 (3.61) 20747000 8.74 -13.27 0.31 84.27 84.53 MISCELLANIOUSABIRLANUVO 919.35 9.92 1009500 (2.70) 8.99 0.67 90.54 88.73ADANIENT 541.40 1.23 3319000 (9.45) 9.53 0.09 80.45 83.21BATAINDIA 636.70 (13.03) 1832000 (8.95) 10.10 0.21 82.04 79.79DELTACORP 99.00 9.94 7542000 98.26 10.72 0.23 89.53 N/AGITANJALI 346.40 15.43 7476000 18.27 2.44 1.00 98.50 N/AGODREJIND 199.15 3.62 3516000 (19.80) 9.94 0.25 91.87 88.63JISLJALEQS 150.85 (14.09) 2764000 6.23 11.26 0.00 93.34 87.13MAX 194.45 6.96 960000 32.96 4.35 0.00 61.88 75.34SINTEX 138.65 (3.82) 4150000 34.30 10.20 0.00 91.13 79.10VIDEOIND 169.00 (7.85) 6978000 22.21 5.84 0.00 89.57 66.85 OIL & GASABAN 354.10 (2.37) 2748000 18.52 -26.26 0.20 86.14 85.18BPCL 660.15 (2.48) 1163500 (14.82) 7.59 0.53 67.94 78.48CAIRN 278.70 5.71 17547000 14.57 8.87 0.29 87.35 92.61ESSAROIL 82.60 (4.23) 6576000 (10.24) 11.13 0.01 86.77 88.04GAIL 427.20 2.77 1757000 (17.28) 4.45 0.85 54.84 71.04GSPL 101.85 5.16 4456000 (12.01) 5.54 0.28 84.02 80.08GTOFFSHORE 125.80 (6.29) 2087000 1.85 7.29 0.33 90.32 92.05HINDOILEXP 111.30 (5.44) 3232000 (19.12) 12.73 0.09 87.00 86.56HINDPETRO 368.25 1.36 4165000 (8.18) 7.47 0.19 87.85 90.79IGL 427.60 (1.84) 221000 (37.22) 10.25 0.00 72.40 76.96For Private Circulation Only SEBI Registration No: INB 010996539 8
  9. 9. Derivative Report | India Research Average Price OI Rollover Change Change Rollover (3month)Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)IOC 314.70 4.64 2467000 (25.13) 7.17 0.07 87.07 89.20MRPL 62.25 2.22 3844000 (26.59) 13.66 0.33 92.40 86.34OIL 1353.35 3.74 36000 30.91 8.87 0.00 81.94 73.93ONGC 269.80 (4.46) 17129000 69.49 6.53 0.46 85.04 82.67PETRONET 158.85 (7.54) 5764000 12.62 8.00 0.13 77.97 63.57RELIANCE 812.85 7.18 14665250 (23.16) 8.95 0.88 77.46 84.44 PHARMACEUTICALAUROPHARMA 129.85 (0.42) 3988000 (15.72) 6.52 0.08 84.75 83.25BIOCON 350.30 6.15 1227000 (4.88) 6.24 0.00 68.62 85.95CIPLA 289.95 2.86 3990000 (10.11) 7.79 0.70 76.27 81.09DIVISLAB 746.30 5.95 721000 (29.90) 2.64 0.00 90.71 82.92DRREDDY 1499.40 2.35 794500 (19.01) 8.71 1.15 68.97 80.44FORTIS 126.00 (18.26) 3858000 181.61 -6.65 0.05 78.95 79.68GLAXO 2105.60 (0.63) 41250 130.77 13.33 0.00 83.33 80.28LUPIN 478.30 2.66 1272000 (21.48) 9.60 0.14 81.68 76.57OPTOCIRCUI 224.45 (15.17) 1862000 106.66 7.23 0.00 77.18 79.28ORCHIDCHEM 167.65 (12.52) 6662000 9.14 10.55 0.12 88.82 89.10PIRHEALTH 354.40 0.85 1579500 (10.51) 10.78 0.00 87.12 90.52RANBAXY 500.80 7.36 2586000 (2.53) -1.40 0.42 82.02 75.16SUNPHARMA 469.35 (0.18) 3299000 (0.92) 9.94 0.58 76.80 81.22 POWERADANIPOWER 88.00 (3.08) 11162000 (0.14) 0.80 0.00 88.62 86.02BFUTILITIE 471.40 7.52 273500 (11.35) 9.44 0.00 91.22 N/ACESC 276.40 (7.45) 847000 (2.64) 11.52 0.00 84.65 83.94JPPOWER 34.40 3.77 6248000 (15.84) -4.07 0.14 84.25 87.14JSWENERGY 54.55 1.49 4888000 125.46 9.07 0.20 89.61 N/ANEYVELILIG 80.10 0.69 1752000 (1.13) 13.27 0.20 91.32 87.28NHPC 23.60 0.21 47466000 (6.47) 8.98 0.18 91.87 94.22NTPC 169.00 (0.79) 17632000 (4.50) 7.10 0.34 84.97 88.24POWERGRID 98.10 (1.01) 8008000 (14.33) 9.36 0.27 58.39 70.81PTC 68.35 (0.29) 4100000 (32.83) 11.39 0.33 84.49 89.41RPOWER 80.20 (2.55) 19372000 (11.13) 6.15 0.37 88.95 89.14SUZLON 37.90 5.13 80688000 (11.26) 7.45 0.29 83.11 89.58TATAPOWER 102.30 (2.72) 12595000 6.96 3.44 0.32 69.79 80.30 REAL ESTATEDLF 219.05 17.42 26455000 20.68 -29.18 1.24 81.61 86.94HDIL 102.75 1.68 16156000 (16.67) 8.94 0.23 85.21 84.46For Private Circulation Only SEBI Registration No: INB 010996539 9
  10. 10. Derivative Report | India Research Average Price OI Rollover Change Change Rollover (3month)Scrip Price (%) OI Futures (%) COC (%) PCR-OI (%) (%)IBREALEST 77.90 (1.27) 25376000 29.44 11.81 0.10 85.40 83.70SOBHA 217.80 1.44 516000 6.61 10.06 0.00 80.81 81.50UNITECH 27.15 2.84 58912000 (8.02) 7.80 0.39 79.33 83.84 SUGARBAJAJHIND 39.10 (13.63) 12754048 30.86 -10.69 0.09 87.00 88.12BALRAMCHIN 46.45 (13.98) 16908000 5.07 10.66 0.08 91.15 85.51RENUKA 56.15 2.00 22844000 (22.06) -16.07 0.18 86.78 87.82TRIVENI 21.80 1.87 2030000 (30.24) 16.29 0.24 87.19 83.02 TELECOMBHARTIARTL 377.85 (6.55) 11740000 (2.06) 9.16 0.44 78.25 78.34IDEA 97.10 (0.56) 14360000 (7.83) -13.60 0.26 86.32 80.79MTNL 32.35 (12.45) 16864000 (3.21) 13.14 0.10 90.46 90.72ONMOBILE 61.15 7.75 2248000 (20.51) 4.61 0.04 81.94 79.47RCOM 78.10 (3.64) 24908000 (8.66) 9.05 0.40 86.50 88.30TATACOMM 188.95 (4.50) 3052000 (9.19) 12.37 0.10 87.84 84.54TTML 18.10 (4.99) 32340000 (4.86) 11.73 0.21 85.06 89.85TULIP 159.00 9.24 2444000 120.98 -0.88 1.00 19.31 76.23 TEXTILESALOKTEXT 18.15 5.83 77550000 15.57 11.70 0.14 92.30 94.26ARVIND 97.70 27.80 3172000 31.07 9.40 0.48 76.17 N/ABOMDYEING 379.55 24.98 449000 (30.60) 1.11 0.00 82.63 83.02BRFL 277.05 0.89 1316000 (45.87) 6.87 0.10 79.71 63.93CENTURYTEX 309.25 8.93 2955000 (4.92) -2.04 0.60 88.80 92.07RAYMOND 339.20 (2.15) 1197000 18.99 12.32 1.00 90.89 83.04WELCORP 115.85 (7.13) 5960000 (1.46) 9.15 0.40 89.97 91.75For Private Circulation Only SEBI Registration No: INB 010996539 10
  11. 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

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