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.

1. Rollover Report
India Research
Aug 26, 2011
Last we saw market closing below yesterday’s closing of 4839.60 was on 11-Feb-2010. August series has
clearly 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 added
substantial open interest indicates short rollovers have taken place. BANKNIFTY (63.92%) despite lower
rollover in percentage have added huge open interest thus clearly depicting rolling over of significant short
positions.
On options front, 4800 put has highest OI in puts but high IV of 26.36% suggests that not all of the built-up
is writing and hence this level which did act as strong support in August series may be continuously
challenged 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 in
system are more due to these strong hands formed shorts from higher levels so don’t expect massive short
covering 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 46.78
Monthly 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 Rollover
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Banking 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 very
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Auto 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%).
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Price OI Average
Change Change Rollover
Scrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)
AUTO & AUTO ANCILLARIES
APOLLOTYRE 55.65 (26.19) 8624000 (35.06) 4.68 0.11 89.19 73.94
ASHOKLEY 24.85 (2.17) 26936000 (19.31) (31.47) 0.14 82.98 73.74
BAJAJ-AUTO 1517.40 4.77 1299500 (0.76) 2.03 0.53 82.94 84.18
BHARATFORG 272.85 (17.36) 5064000 (1.82) 6.50 0.00 94.51 85.09
BOSCHLTD 7135.45 1.50 14375 (16.67) 6.09 0.00 73.91 72.91
ESCORTS 68.65 (31.14) 5338000 (16.02) 6.08 0.45 86.77 86.84
EXIDEIND 151.10 0.87 1648000 (35.12) 6.90 0.00 89.68 75.97
HEROMOTOCO 1902.20 4.30 2029000 (8.43) (0.08) 0.93 71.35 70.82
M&M 697.40 (2.61) 3153000 (9.37) 4.41 0.71 79.19 72.74
MARUTI 1110.80 (6.33) 2983750 (10.67) 4.74 0.71 86.28 83.23
MRF 6366.30 (10.36) 55750 (26.64) 2.65 1.33 54.04 87.44
TATAMOTORS 714.25 (24.87) 8114750 (3.93) 5.04 0.25 89.76 84.55
TATAMTRDVR 411.55 (24.56) 2251000 (2.83) 5.70 4.50 89.38 93.35
TVSMOTOR 53.40 8.65 5784000 (12.73) 4.88 0.67 92.53 77.16
BANKING & FINANACIALS
ALBK 173.70 (13.82) 2126000 (12.19) 2.10 0.16 76.25 82.11
ANDHRABANK 123.05 (10.08) 1938000 (35.44) (2.97) 0.49 73.89 79.77
AXISBANK 1019.25 (21.69) 4563750 69.23 4.25 0.35 82.36 74.64
BAJAJHLDNG 743.70 (3.65) 102000 12.09 9.75 0.00 68.14 77.41
BANKBARODA 714.25 (17.77) 1867750 34.18 1.31 0.15 66.52 80.82
BANKINDIA 307.15 (22.78) 3594500 (25.67) 5.26 0.07 72.74 71.84
CANBK 415.95 (12.84) 2668000 10.41 5.64 0.19 66.98 76.44
CENTRALBK 96.35 (18.62) 3658000 (32.11) 9.20 0.07 83.49 86.91
DCB 43.45 (23.37) 9400000 (29.05) 8.40 0.12 82.81 83.14
DENABANK 78.30 (2.97) 8724000 (37.17) 6.66 0.25 84.92 83.22
DHANBANK 72.95 NA 1478000 NA 5.72 0.00 78.08 NA
FEDERALBNK 349.50 (19.26) 1091000 90.40 2.83 0.00 61.87 71.84
HDFC 628.20 (8.74) 8061000 12.22 6.06 0.17 75.23 76.88
HDFCBANK 443.65 (8.96) 19831250 (0.29) 6.23 0.49 80.17 77.91
ICICIBANK 833.85 (18.05) 12653250 20.09 6.57 0.35 72.89 73.98
IDBI 108.10 (16.56) 18998000 0.07 (47.27) 0.28 80.91 86.75
IDFC 106.90 (17.10) 27294000 15.15 6.83 0.26 81.99 82.14
IFCI 37.75 (17.58) 87152000 1.50 (19.34) 0.19 92.21 91.15
INDIAINFO 72.80 (13.13) 5108000 (16.48) 5.73 0.00 52.94 88.95
INDIANB 194.05 (13.51) 906000 (12.63) 4.03 0.00 74.06 82.33
INDUSINDBK 234.60 (14.41) 3736000 6.71 5.11 0.00 67.08 84.09
IOB 108.55 (20.21) 1150000 (41.15) 11.05 0.17 74.43 75.32
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Price OI Average
Change Change Rollover
Scrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)
JINDALSWHL 609.60 (32.32) 550750 (10.52) 8.81 0.00 86.34 91.70
KOTAKBANK 422.95 (7.74) 4501000 4.96 4.56 0.61 77.26 79.53
KTKBANK 91.90 (20.64) 4888000 (17.38) 6.81 0.06 92.64 88.14
LICHSGFIN 205.70 (2.93) 14153000 (20.94) (3.80) 0.32 83.76 81.67
ORIENTBANK 307.60 (13.19) 1004000 2.45 (17.97) 0.11 56.87 72.24
PFC 136.70 (26.53) 9697000 10.80 (1.91) 0.18 89.07 62.98
PNB 960.80 (12.68) 4480500 19.30 (14.38) 0.61 78.37 83.55
RECLTD 175.05 (17.16) 5728000 (38.79) (26.51) 0.12 80.95 76.71
RELCAPITAL 391.25 (31.75) 4908000 8.13 (12.66) 0.26 89.15 86.54
SBIN 1959.75 (16.84) 6019250 37.05 5.06 0.31 80.26 78.77
SOUTHBANK 20.25 (13.83) 3393000 (15.09) 7.72 0.01 68.70 NA
SREINFRA 37.25 (22.96) 6248000 (13.89) 7.00 1.67 94.49 85.27
SRTRANSFIN 592.10 (11.10) 1285500 (25.97) 2.82 0.00 90.24 80.98
SYNDIBANK 93.35 (20.08) 2332000 (17.30) 2.79 0.42 80.36 82.21
UCOBANK 66.40 (22.02) 14388000 (21.07) 7.85 0.19 88.34 89.21
UNIONBANK 244.10 (15.08) 2704000 (2.91) (9.61) 0.00 64.13 72.41
VIJAYABANK 56.30 (11.27) 9068000 (35.69) (4.63) 0.20 81.30 82.39
YESBANK 267.35 (13.88) 4938000 (6.10) 5.46 0.24 87.69 81.20
CAPITAL GOODS
ABB 814.85 (5.63) 685000 9.42 (9.85) 0.00 81.53 81.87
APIL 519.65 (9.60) 581500 (28.34) 6.82 0.81 85.90 85.52
AREVAT&D 211.65 (14.83) 770000 1.05 0.49 0.00 83.38 84.12
BEL 1563.25 (10.03) 51875 4.80 5.67 0.00 73.98 77.37
BEML 446.45 (18.30) 279500 (34.39) 6.31 0.00 78.18 85.55
BGRENERGY 308.80 (24.27) 1336500 (16.94) (26.68) 0.30 88.70 89.11
BHEL 1749.25 (5.33) 2877250 (19.04) 4.35 0.29 83.38 85.13
CROMPGREAV 136.75 (20.82) 7605000 (30.28) 4.96 0.06 82.20 66.67
CUMMINSIND 591.50 (9.62) 251500 (23.56) 0.26 0.00 78.33 82.44
HAVELLS 325.90 (10.11) 682000 (29.40) 7.68 0.00 74.49 80.07
LT 1546.50 (11.13) 5333750 18.15 4.35 0.29 85.23 78.03
PRAJIND 69.20 (20.51) 8056000 (26.01) 7.54 0.07 83.61 83.97
SIEMENS 871.60 (5.56) 486750 (32.79) 6.10 0.83 76.58 68.65
VOLTAS 112.45 (20.59) 4454000 (9.91) 4.17 0.15 72.16 82.83
CEMENT
ACC 1014.75 (0.72) 1374500 15.58 4.11 1.08 78.25 76.81
AMBUJACEM 136.40 2.40 12472000 (5.84) (2.68) 0.97 81.80 84.52
GRASIM 2162.25 (2.02) 430875 (10.98) (3.16) 0.07 83.20 77.92
INDIACEM 64.70 (8.94) 5088000 (16.81) 6.45 0.10 81.21 91.42
ULTRACEMCO 1068.20 4.11 529500 (36.70) 2.88 0.00 86.07 75.46
ACC 1014.75 (0.72) 1374500 15.58 4.11 1.08 78.25 76.81
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Price OI Average
Change Change Rollover
Scrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)
CHEMICAL & FERTILIZERS
CHAMBLFERT 103.40 19.19 9316000 (4.47) 3.53 0.53 43.80 77.26
GUJFLUORO 484.80 NA 287000 NA 6.45 0.00 94.60 NA
NAGARFERT 26.35 (17.53) 9632000 (45.55) 3.96 0.09 64.53 85.29
TATACHEM 342.10 (5.65) 668000 (26.83) 5.03 0.46 68.41 85.48
UNIPHOS 134.15 (17.50) 6010000 (12.13) 7.00 0.30 88.12 82.08
CONSUMER GOODS & FMCG
ASIANPAINT 3264.80 4.61 175125 (38.93) 5.24 0.00 88.01 75.32
COLPAL 966.15 (1.43) 213250 (35.13) 1.62 0.00 68.35 80.57
HINDUNILVR 320.30 (0.79) 18038000 (7.39) 4.56 0.81 81.89 82.78
ITC 202.35 (1.89) 21550000 (4.58) 6.96 0.47 78.72 74.33
JUBLFOOD 937.50 8.58 404500 97.32 (2.00) 0.52 77.87 NA
KSOILS 10.00 (46.09) 35120000 15.98 5.21 0.20 81.62 85.93
MCDOWELL-N 902.90 (11.29) 1011250 (16.72) 6.53 0.00 83.19 88.15
MCLEODRUSS 233.55 (13.99) 6559000 (2.21) 6.70 0.00 96.74 95.10
RUCHISOYA 102.40 4.54 23668000 0.83 (2.55) 1.18 97.96 95.97
TATAGLOBAL 92.15 (14.68) 9316000 (21.50) 8.49 0.18 81.97 91.48
TITAN 206.10 (9.59) 12482500 (21.33) (2.02) 0.33 82.32 77.15
TTKPRESTIG 2559.25 (14.83) 68250 14.95 1.59 0.25 82.78 NA
HOTEL
HOTELEELA 38.40 (16.61) 4272000 (7.45) 6.79 2.40 90.45 84.33
INDHOTEL 72.95 (2.99) 8628000 0.98 8.58 0.20 89.29 92.40
INFRASTRUCTURES
GMRINFRA 26.40 (12.15) 41360000 (20.14) 7.90 0.13 88.84 90.76
GVKPIL 16.50 (8.84) 52440000 (24.25) 12.64 0.15 87.81 88.04
HCC 27.45 (11.02) 29608000 (30.28) (1.90) 0.07 90.79 89.22
IRB 146.75 (13.55) 3236000 (21.38) 5.33 0.58 87.27 80.47
IVRCLINFRA 35.00 (44.79) 19096000 32.83 (7.45) 0.09 78.55 85.74
JPASSOCIAT 59.30 (14.68) 51508000 (26.30) 0.88 0.19 85.52 85.59
LITL 15.75 (13.46) 60448000 (18.09) 9.93 0.19 82.48 87.62
MUNDRAPORT 140.40 (9.39) 4310000 (13.70) 5.20 0.00 80.32 81.26
NCC 53.20 (27.47) 4240000 (12.83) 8.82 0.64 86.42 82.20
PATELENG 95.55 (29.20) 3110000 (20.30) 8.19 0.05 77.11 87.73
PUNJLLOYD 54.55 (23.92) 23960000 (8.55) 6.69 0.10 76.94 87.48
RELINFRA 448.25 (17.50) 5712500 (23.21) (10.59) 0.25 83.73 88.24
INFORMATION TECHNOLOGY
3IINFOTECH 26.10 (35.95)SEBI11616000 No: (14.64)
Registration INB 010996539
9.99 0.10 84.50 90.39
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Price OI Average
Change Change Rollover
Scrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)
COREPROTEC 314.60 4.38 5539000 71.43 (35.30) 0.00 19.05 78.77
EDUCOMP 203.80 (40.76) 4735000 (24.34) 3.84 0.14 88.93 87.70
FINANTECH 744.00 (8.97) 894000 (10.24) (0.28) 0.18 90.32 89.12
FSL 11.85 (32.67) 35940000 (11.63) 13.20 0.20 85.91 93.04
HCLTECH 372.35 (24.16) 3936500 26.72 5.60 0.48 74.71 81.95
HEXAWARE 71.20 (18.68) 8044000 (28.94) 4.39 0.12 89.26 86.91
INFY 2183.40 (20.64) 3609125 2.41 7.19 0.32 79.41 NA
MOSERBAER 24.25 (35.85) 6104000 (7.96) (12.90) 0.22 73.26 87.90
MPHASIS 367.25 (20.14) 1157500 (8.21) 4.26 0.31 81.43 81.18
OFSS 1745.10 (17.32) 371250 (7.85) 8.52 0.00 86.23 93.03
PATNI 266.40 (17.45) 751000 (17.92) 15.85 1.00 83.95 66.49
POLARIS 129.10 (26.54) 3720000 (14.05) (1.21) 0.14 88.55 84.93
ROLTA 98.80 (15.19) 2196000 (46.33) 6.33 0.19 68.31 81.14
STRTECH 37.25 (30.18) 3736000 (35.76) 1.40 0.00 80.73 86.96
TCS 950.40 (15.86) 6235500 (1.54) 4.99 0.49 82.61 75.48
TECHM 618.55 (21.14) 411000 (13.20) 4.47 0.00 74.94 73.65
WIPRO 328.20 (16.91) 4050500 (8.58) 5.24 0.52 77.97 74.35
LOGISTICS
ABGSHIP 343.65 (9.67) 3901000 17.96 3.49 0.00 87.08 92.62
EKC 69.80 (24.54) 3148000 (39.65) 10.46 0.00 81.58 83.21
GESHIP 226.85 (16.49) 482000 (18.31) 3.22 0.00 67.63 67.08
JETAIRWAYS 272.50 (39.91) 1544000 64.69 5.74 0.02 82.38 78.39
KFA 25.00 (28.77) 13944000 (5.37) 2.09 0.13 83.59 90.31
MLL 22.95 (37.47) 10744000 (16.89) 9.09 0.24 86.45 90.21
SCI 82.65 (20.26) 4634000 (12.07) (30.28) 0.11 90.12 91.88
MEDIA
DCHL 52.40 (25.62) 10484000 (37.16) 8.96 1.83 88.21 92.79
DISHTV 76.70 (9.98) 13936000 (25.20) 4.08 0.22 83.50 87.55
SUNTV 304.05 (10.67) 715000 (58.72) (8.75) 0.33 68.67 59.95
ZEEL 116.50 (13.74) 6818000 (28.25) 2.24 2.20 82.31 82.29
METAL & MINING
BHUSANSTL 321.85 (19.25) 686500 (27.08) (11.34) 0.33 76.69 72.38
COALINDIA 374.75 NA 3136000 NA 1.11 0.28 76.79 NA
GMDCLTD 179.35 11.50 646000 3.86 (9.01) 0.67 61.30 79.19
HINDALCO 143.30 (14.68) 21934000 (2.39) (4.00) 0.39 86.61 84.11
HINDZINC 122.55 (13.64) 1604000 (18.50) 6.81 0.00 87.91 76.23
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Price OI Average
Change Change Rollover
Scrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)
JINDALSAW 115.00 (23.59) 1842000 (3.46) (0.91) 1.25 85.78 82.35
JINDALSTEL 470.40 (23.35) 5141500 10.87 3.66 0.30 79.05 82.80
JSWISPAT 14.20 (21.55) 55197000 (23.66) 3.67 0.14 90.82 88.58
JSWSTEEL 646.75 (21.06) 9559000 11.04 5.40 0.25 95.27 92.28
NATIONALUM 63.40 (16.08) 2136000 (27.74) 4.11 0.00 70.22 87.80
NMDC 217.55 (11.73) 1091000 20.15 (0.24) 0.00 73.42 81.74
SAIL 106.50 (16.60) 10194000 (33.44) 6.36 0.34 79.89 82.60
SESAGOA 217.80 (25.08) 9957000 (7.25) 5.03 0.28 86.25 85.73
STER 124.75 (23.54) 21366000 4.47 7.11 0.16 86.09 73.20
TATASTEEL 443.70 (21.97) 19079000 19.83 4.94 0.23 80.75 86.69
OIL & GAS
ABAN 366.25 (26.55) 2318500 (19.66) (10.11) 0.18 78.56 88.45
BPCL 688.90 5.27 1366000 7.56 (18.09) 0.42 73.76 80.49
CAIRN 261.75 (15.88) 15316000 7.87 7.57 0.28 92.06 93.55
ESSAROIL 85.60 (26.78) 7326000 (24.74) 7.92 0.04 84.08 89.93
GAIL 413.00 (10.03) 2124000 (17.00) 6.82 0.29 75.82 66.78
GSPL 97.05 (5.46) 5064000 (37.51) (2.15) 0.06 84.60 82.29
GTOFFSHORE 132.90 (40.04) 2049000 (12.85) 10.59 0.00 94.09 92.43
HINDOILEXP 116.80 (34.51) 3996000 (10.68) 8.04 0.01 82.93 88.64
HINDPETRO 374.85 (1.12) 4536000 (32.47) (32.13) 0.32 92.97 89.76
IGL 432.40 5.03 352000 (18.71) 7.72 0.00 80.11 70.33
IOC 308.05 (3.14) 3295000 (29.31) (24.71) 0.04 90.80 89.00
MRPL 60.60 (23.48) 5236000 (26.09) 5.16 0.20 85.26 87.70
OIL 1310.00 0.75 27500 (10.57) (4.30) 0.00 80.00 74.44
ONGC 282.30 1.84 10106000 (4.13) 0.37 0.51 83.20 80.15
PETRONET 170.90 (5.03) 5118000 (41.46) 5.49 0.27 67.45 64.40
RELIANCE 753.50 (10.01) 19086000 (14.70) 6.78 0.35 85.53 83.24
ABAN 366.25 (26.55) 2318500 (19.66) (10.11) 0.18 78.56 88.45
PHARMACEUTICAL & HEALTH CARE
AUROPHARMA 128.95 (24.83) 4732000 8.18 11.73 0.06 74.51 85.38
BIOCON 329.50 (9.40) 1290000 (23.85) 1.58 0.00 91.01 84.01
CIPLA 279.85 (9.14) 4439000 (16.32) 7.64 0.29 84.82 71.64
DABUR 107.20 0.70 4304000 (28.27) 0.97 0.75 84.94 81.71
DIVISLAB 698.85 (15.92) 1028500 (24.79) 8.28 0.29 80.60 80.73
DRREDDY 1456.05 (9.21) 981000 (15.41) 6.41 0.70 74.18 79.07
FORTIS 153.60 (8.16) 1370000 (29.38) 3.73 0.06 73.58 82.65
GLAXO 2104.70 (11.61) 17875 (32.86) 7.01 1.00 72.03 73.55
LUPIN 463.60 3.21 1620000 (17.77) 5.17 0.28 86.42 76.18
OPTOCIRCUI 267.45 (6.67) 901000 (31.59) (11.11) 0.00 86.02 78.61
ORCHIDCHEM 190.35 (14.45) 6104000 (8.07) 7.12 0.21 89.02 89.61
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Price OI Average
Change Change Rollover
Scrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)
PIRHEALTH 348.50 (8.92) 1765000 (2.67) 8.68 0.40 87.71 87.22
RANBAXY 465.05 (15.04) 2653000 27.55 3.14 0.31 78.99 67.09
SUNPHARMA 470.60 (9.40) 3329500 (0.34) (0.89) 0.54 84.89 80.05
POWER
ADANIPOWER 90.85 (19.17) 11178000 93.66 (0.57) 0.03 81.16 89.35
BFUTILITIE 435.50 (41.20) 308500 (2.83) 7.06 0.00 81.52 NA
CESC 297.60 (13.65) 870000 (33.38) 3.68 0.00 85.17 83.83
JPPOWER 32.90 (24.71) 7424000 2.09 7.92 0.00 81.57 87.48
JSWENERGY 53.55 (26.24) 2168000 (4.24) 3.89 0.50 79.70 NA
NEYVELILIG 81.30 (17.46) 1772000 (26.90) (22.45) 0.08 87.36 87.46
NHPC 24.00 (2.83) 50751000 (10.18) (19.55) 0.18 94.79 92.31
NTPC 170.05 (3.57) 18462000 (10.32) 1.84 0.25 89.86 86.37
POWERGRID 99.70 (5.54) 9348000 (23.78) (6.28) 0.24 74.41 72.82
PTC 69.50 (14.25) 6104000 (7.85) (14.25) 0.29 89.12 90.85
RPOWER 82.00 (27.43) 21798000 (4.13) 3.82 0.29 91.27 87.43
SUZLON 35.85 (31.71) 90928000 (3.00) 5.82 0.20 85.47 90.49
TATAPOWER 1045.85 (18.95) 1177500 8.60 5.78 0.19 81.06 73.84
REAL-ESTATE
DLF 187.10 (19.80) 21922000 (7.05) (3.07) 0.43 85.64 86.27
HDIL 100.50 (31.75) 19388000 (9.72) 5.71 0.17 87.49 84.23
IBREALEST 78.60 (22.29) 19604000 8.67 3.98 0.09 83.20 84.74
SOBHA 214.55 (17.64) 484000 (8.85) 0.73 0.00 83.06 82.82
UNITECH 26.35 (19.05) 64048000 (4.19) 1.98 0.31 80.83 84.71
SUGAR
BAJAJHIND 53.60 (22.21) 8232000 (9.62) 0.00 0.03 85.37 87.85
BALRAMCHIN 53.60 (10.07) 16092000 (3.29) 7.78 0.30 91.47 84.55
RENUKA 54.65 (22.32) 29308000 (15.67) 7.63 0.18 84.20 89.39
TRIVENI 21.25 (36.19) 2910000 (16.23) 7.36 0.00 85.70 82.73
TELECOM
BHARTIARTL 402.30 (6.62) 11987000 (20.77) 5.31 0.32 77.34 79.63
GTL 51.30 (24.56) 4987500 (12.84) 0.00 0.11 78.13 80.07
GTLINFRA 13.10 (4.73) 10320000 (43.62) (27.86) 0.05 NA 85.98
IDEA 98.65 9.55 15580000 20.22 (10.57) 0.50 75.07 81.53
MTNL 36.65 (23.08) 17424000 (14.45) 8.54 0.08 90.13 90.93
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Price OI Average
Change Change Rollover
Scrip Price (%) OI Futures (%) COC (%) PCR-OI Rollover (3month)
ONMOBILE 56.50 (39.60) 2828000 (14.30) 4.61 0.18 72.42 83.49
RCOM 81.00 (19.48) 27270000 (13.58) 0.64 0.28 91.14 86.94
TATACOMM 197.00 (10.74) 3361000 16.22 4.50 0.70 72.39 89.74
TTML 18.80 (15.88) 33992000 (18.88) 13.87 0.22 90.98 88.77
TULIP 146.90 (4.36) 1106000 (29.10) (9.58) 0.00 82.46 76.96
TEXTILE
ALOKTEXT 17.20 (30.65) 67100000 (14.33) (3.03) 0.20 92.94 93.65
ARVIND 76.30 (15.60) 2420000 (36.52) 2.05 0.24 77.69 NA
BOMDYEING 301.25 (12.31) 647000 (40.15) 8.48 12.50 71.87 87.63
BRFL 277.85 (2.68) 2431000 37.03 (12.20) 4.20 71.37 67.51
CENTURYTEX 281.90 (18.34) 3108000 (17.52) 7.40 0.66 92.21 91.07
RAYMOND 344.45 (10.89) 1006000 (18.94) 6.66 0.00 87.77 78.26
SKUMARSYNF 44.20 (20.79) 21712000 7.83 (16.52) 0.20 94.14 88.05
WELCORP 123.85 (19.03) 6048000 5.15 7.58 0.29 89.78 89.73
MISCELLANIOUS
ABIRLANUVO 834.65 (11.73) 1037500 (16.16) 2.12 0.00 79.13 93.25
ADANIENT 531.15 (28.66) 3665500 230.23 7.17 0.09 70.92 91.01
BATAINDIA 729.55 17.32 2012000 8.64 3.57 0.88 75.00 75.31
DELTACORP 89.45 NA 3804000 NA 7.00 0.03 83.39 NA
GITANJALI 296.20 (8.74) 6321000 (25.37) 13.73 0.00 97.06 NA
GODREJIND 190.40 (13.38) 4384000 (35.05) 9.86 0.20 89.32 88.75
JISLJALEQS 176.40 0.11 2602000 (22.97) (4.73) 0.67 88.09 87.53
MAX 181.45 (0.66) 722000 21.14 2.01 6.00 74.52 65.47
PANTALOONR 274.30 (21.03) 5832000 (20.18) 7.98 0.13 95.06 94.41
SINTEX 143.55 (19.29) 3090000 (35.95) 4.36 0.19 86.08 78.28
VIDEOIND 183.45 (2.19) 5710000 (22.02) (0.28) 0.00 81.75 71.90
VIPIND 830.60 (0.84) 590000 132.74 (11.86) 0.33 75.68 0
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11. Derivative Report | India Research
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