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Thursday, November 28, 2013 1 Futures Rollover Report Dy/ Dx

SIHL Rollover Report 27-Nov-2014

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  • Thursday, November 28, 2013 1

    Futures Rollover Report

    Dy/

    Dx

  • Thursday, November 28, 2013 2

    CONTENTS

    Pg No. Rollovers in..

    3 Index

    4 Auto

    5 Banking

    6 Metals

    7 Cement and Mining

    8 Oil & Gas

    9 Pharma

    10 IT

    11 Power

    12 Capital Goods and FMCG

    13 Finance, Telecom and Realty

    Disclaimer and About Us

  • Thursday, November 28, 2013 3

    INDEX ROLLS

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    NIFTY 8,494 21,947,475 76% 8,169 19,584,300 64% 7,954 16,517,400 73%

    BANKNIFTY 18,023 1,629,725 63% 16,760 1,890,100 68% 15,740 1,653,375 59%

  • Thursday, November 28, 2013 4

    AUTO

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    BAJAJ-AUTO 2,650 1,547,750 90% 2,578 1,447,125 84% 2,351 1,246,125 87%

    HEROMOTOCO 3,104 1,453,750 64% 3,032 1,594,125 81% 2,933 1,160,750 78%

    M&M 1,293 3,491,000 83% 1,288 2,751,250 74% 1,353 1,966,000 69%

    MARUTI 3,263 2,423,375 88% 3,240 2,437,875 83% 3,057 1,902,125 84%

    TATAMOTORS 520 19,911,000 84% 527 16,882,000 74% 504 18,539,000 82%

  • Thursday, November 28, 2013 5

    BANKING

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    AXISBANK 469 23,891,000 74% 430 22,110,000 73% 378 22,971,250 72%

    BANKBARODA 1,015 3,700,500 59% 912 3,664,500 76% 887 2,947,500 75%

    HDFCBANK 948 40,537,250 86% 897 41,665,500 88% 850 37,183,000 84%

    ICICIBANK 1,723 9,446,750 79% 1,614 8,354,000 69% 1,465 8,270,750 73%

    KOTAKBANK 1,158 4,273,750 78% 1,094 2,917,500 70% 1,029 3,548,000 74%

    PNB 998 4,644,000 76% 916 4,033,500 83% 870 4,555,500 86%

    SBIN 306 49,946,250 73% 2,638 4,741,375 79% 2,378 4,583,750 77%

  • Thursday, November 28, 2013 6

    METALS

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    HINDALCO 173 24,920,000 79% 160 25,988,000 81% 149 25,904,000 87%

    JINDALSTEL 142 19,227,000 64% 159 17,773,000 80% 175 17,084,000 83%

    SAIL 90 37,032,000 82% 83 31,036,000 76% 67 34,344,000 78%

    TATASTEEL 460 18,460,000 78% 475 19,300,000 85% 460 17,158,000 83%

  • Thursday, November 28, 2013 7

    CEMENT and MINING

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    ACC 1,438 1,550,000 81% 1,497 1,231,250 72% 1,399 1,460,000 81%

    AMBUJACEM 225 5,773,000 81% 224 5,508,000 64% 207 8,932,000 81%

    GRASIM 3,513 1,580,500 87% 3,442 1,647,625 83% 3,543 1,326,875 88%

    JPASSOCIAT 29 115,504,000 84% 30 125,440,000 85% 26 119,056,000 87%

    COALINDIA 349 12,331,000 84% 360 9,943,000 79% 347 14,153,000 81%

    SSLT 238 20,265,000 85% 253 15,366,000 76% 273 17,412,000 68%

  • Thursday, November 28, 2013 8

    OIL & GAS

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    BPCL 721 3,319,000 84% 702 2,990,000 74% 620 3,999,000 82%

    CAIRN 273 14,733,000 86% 282 13,861,000 83% 304 13,076,000 86%

    GAIL 489 4,141,000 76% 511 3,600,000 72% 452 2,087,000 50%

    ONGC 382 27,694,000 86% 396 24,408,000 82% 400 23,053,000 89%

    RELIANCE 989 32,211,750 88% 979 31,835,750 88% 930 32,591,750 88%

  • Thursday, November 28, 2013 9

    PHARMA

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    CIPLA 638 7,261,500 83% 651 5,227,000 74% 608 5,806,000 82%

    DRREDDY 3,611 826,250 77% 3,095 816,750 66% 3,310 868,000 64%

    RANBAXY 616 11,725,000 91% 623 7,517,000 87% 574 7,137,000 85%

    SUNPHARMA 842 13,564,000 89% 829 8,665,000 80% 774 10,542,000 89%

  • Thursday, November 28, 2013 10

    IT

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    HCLTECH 1,664 2,735,125 85% 1,577 2,726,000 77% 1,708 2,424,500 87%

    INFY 4,366 4,027,125 78% 3,947 3,246,125 67% 3,691 3,359,750 65%

    TCS 2,653 4,215,250 87% 2,558 4,154,500 71% 2,709 3,489,875 77%

    WIPRO 582 9,316,000 84% 560 6,344,000 71% 583 5,425,000 77%

  • Thursday, November 28, 2013 11

    POWER

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    NTPC 141 41,654,000 91% 147 38,272,000 87% 136 40,876,000 80%

    POWERGRID 141 25,052,000 84% 144 16,228,000 66% 136 15,084,000 74%

    RELINFRA 598 6,412,500 86% 598 6,031,500 84% 598 5,151,500 69%

    TATAPOWER 92 24,404,000 88% 91 22,732,000 81% 84 26,024,000 86%

  • Thursday, November 28, 2013 12

    CAPITAL GOODS AND FMCG

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    BHEL 284 34,397,000 74% 255 36,208,000 83% 203 31,984,000 81%

    LT 1,619 7,059,000 86% 1,598 6,634,000 77% 1,447 7,695,750 87%

    HINDUNILVR 706 5,293,500 83% 732 4,748,500 74% 759 3,970,500 74%

    ASIANPAINTS 790 5,066,000 80% 645 4,245,500 79% 621 4,259,500 84%

    ITC 361 27,065,000 82% 355 22,828,000 68% 377 16,602,000 67%

  • Thursday, November 28, 2013 13

    FINANCE, TELECOM AND REALTY

    Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

    Rollovers at Nov 2014 expiry Rollovers at Oct 2014 expiry Rollovers at Sep 2014 expiry

    Price Units % Price Units % Price Units %

    HDFC 1,153 7,637,750 84% 1,065 8,435,250 72% 1,057 6,232,750 79%

    IDFC 155 57,036,000 89% 148 44,850,000 85% 138 57,550,000 86%

    BHARTIARTL 385 13,713,500 87% 408 9,741,000 71% 406 7,496,000 73%

    DLF 148 21,886,000 72% 124 24,872,000 81% 156 22,634,000 80%

  • Thursday, November 28, 2013 14

    Disclaimer:

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