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Rollover Report India Research September 30, 2011 SEBI Registration No: INB 010996539 For Private Circulation Only 1 NIFTY & PCR Graph Indices Change INDEX Price Price Change (%) Rollover 3 month 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 42.10 Monthly Gainers Scrip Price Price Change (%) Open Interest Ol Change (%) JPASSOCIAT 74.70 25.86 41632000 (19.17) HEXAWARE 86.30 20.70 6400000 (20.44) DLF 219.05 17.42 26455000 20.68 ABGSHIP 403.85 17.13 3179000 (18.51) M&M 816.15 16.53 4052500 28.53 Note: Stocks which have more than 1000 contract in Futures OI. Monthly Losers Scrip Price Price Change (%) Open Interest Ol Change (%) PANTALOONR 206.65 (25.24) 5172000 (11.32) SUNTV 241.10 (20.03) 1257500 75.87 FORTIS 126.00 (18.26) 3858000 181.61 OPTOCIRCUI 224.45 (15.17) 1862000 106.66 ROLTA 84.95 (14.54) 2470000 12.48 Note: Stocks which have more than 1000 contract in Futures OI. After significant fall in August series, a moderate gain of 3.41% in NIFTY (61.19%) was big relief to the market but within the range of 4750-5150 huge swings were witnessed. Rollover both in terms of percentage and number of shares wise is less in Nifty; however in BANKNIFTY (76.57%) rollover has been substantially high on both fronts. This index has not witnessed much of short covering even during the 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 be intact 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 implied volatility of 30.22% also supports the argument that market may see increased volatility in above range for the first half without violating the range meaningfully.

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Page 1: NSRollover report sep-oct

Rollover ReportIndia ResearchSeptember 30, 2011

SEBI Registration No: INB 010996539 For Private Circulation Only 1

NIFTY & PCR Graph

Indices Change

INDEX Price

Price Change

(%) Rollover 3 month

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 42.10 Monthly Gainers

Scrip Price

Price Change

(%) Open

Interest

Ol Change

(%)

JPASSOCIAT 74.70 25.86 41632000 (19.17)

HEXAWARE 86.30 20.70 6400000 (20.44)

DLF 219.05 17.42 26455000 20.68

ABGSHIP 403.85 17.13 3179000 (18.51)

M&M 816.15 16.53 4052500 28.53

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

Monthly Losers

Scrip Price

Price Change

(%) Open Interest

Ol Change

(%)

PANTALOONR 206.65 (25.24) 5172000 (11.32)

SUNTV 241.10 (20.03) 1257500 75.87

FORTIS 126.00 (18.26) 3858000 181.61

OPTOCIRCUI 224.45 (15.17) 1862000 106.66

ROLTA 84.95 (14.54) 2470000 12.48

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

After significant fall in August series, a moderate gain of 3.41% in NIFTY (61.19%) was big relief to the market but within the range of 4750-5150 huge swings were witnessed. Rollover both in terms of percentage and number of shares wise is less in Nifty; however in BANKNIFTY (76.57%) rollover has been substantially high on both fronts. This index has not witnessed much of short covering even during the 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 be intact 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 implied volatility of 30.22% also supports the argument that market may see increased volatility in above range for the first half without violating the range meaningfully.

Page 2: NSRollover report sep-oct

Derivative Report | India Research

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Banking 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

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.

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.

Page 3: NSRollover report sep-oct

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For Private Circulation Only SEBI Registration No: INB 010996539 3

Auto & Auto Ancillaries

Information Technology

FMCG

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.

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.

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.

Page 4: NSRollover report sep-oct

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Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

Auto & AUTO ANCILLARIES

APOLLOTYRE 56.50 1.07 6580000 (23.70) 11.27 0.08 84.50 82.63

ASHOKLEY 25.65 6.43 36888000 36.95 -13.55 0.24 84.28 80.05

BAJAJ-AUTO 1548.85 1.87 1272750 (2.06) 8.98 0.47 78.61 82.80

BHARATFORG 274.80 0.09 4525000 (10.64) 10.03 0.00 94.41 86.30

BOSCHLTD 7045.60 (1.83) 11500 (20.00) 13.78 0.00 53.26 76.30

ESCORTS 75.25 8.98 5138000 (3.75) 13.18 0.08 92.25 85.94

EXIDEIND 132.65 (12.79) 1808000 9.71 8.52 0.06 87.17 82.78

HEROMOTOCO 2009.30 5.64 1723000 (15.08) 5.93 0.70 63.89 72.13

M&M 816.15 16.53 4052500 28.53 3.88 1.10 71.51 76.42

MARUTI 1112.40 (0.31) 2783250 (6.72) 9.27 0.66 87.14 86.23

MRF 6694.95 4.90 36250 (34.98) 9.32 0.00 78.62 77.23

TATAMOTORS 159.45 11.08 47691250 17.54 -12.65 0.84 82.34 86.54

TATAMTRDVR 90.80 9.71 6895000 (38.74) 10.91 0.15 87.27 92.46

TVSMOTOR 61.20 14.07 5088000 (12.03) 9.24 0.21 75.71 83.91

Banking & Financials

ALBK 158.55 (8.91) 2469000 16.13 9.81 1.00 82.71 79.37

ANDHRABANK 124.95 1.83 1620000 (16.41) 11.90 0.19 83.83 77.06

AXISBANK 1070.65 4.62 6296250 37.96 1.18 0.66 85.12 74.73

BAJAJHLDNG 718.50 (4.28) 93000 (8.82) 13.91 0.00 58.60 73.18

BANKBARODA 792.85 10.86 1841750 (1.39) -3.36 0.20 75.00 76.74

BANKINDIA 321.25 4.07 2803000 (22.02) 1.75 0.22 80.47 74.55

CANBK 450.55 7.74 2020500 (24.27) 2.81 0.42 79.14 79.38

CENTRALBK 104.05 7.05 2092000 (42.81) 10.19 0.29 84.70 85.19

DCB 45.05 2.85 9392000 (0.09) 10.99 0.24 83.82 84.21

DENABANK 79.60 1.02 6980000 (19.99) 12.45 0.23 86.59 84.53

DHANBANK 75.45 2.86 1758000 18.94 11.25 0.00 94.65 N/A

FEDERALBNK 371.20 5.92 892000 (18.24) 11.05 0.00 61.21 73.97

HDFC 655.60 3.76 7858500 (2.51) 6.78 0.22 70.11 76.60

HDFCBANK 472.00 5.76 20893750 5.36 4.18 0.38 74.59 80.09

ICICIBANK 893.05 6.43 11931500 (5.70) 3.70 0.88 71.74 74.56

IDBI 103.30 0.10 16158000 (14.95) -4.74 0.19 83.40 84.33

IDFC 113.50 5.48 20774000 (23.89) 3.10 0.56 81.24 82.78

IFCI 31.70 (14.44) 91108000 4.54 13.41 0.23 90.61 92.21

INDIAINFO 70.15 (4.17) 3008000 (41.11) 7.04 0.00 71.41 76.32

INDIANB 217.10 11.45 615000 (32.12) -15.03 0.00 56.26 79.10

INDUSINDBK 271.10 14.99 3206000 (14.19) 9.65 0.00 88.12 76.25

Page 5: NSRollover report sep-oct

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Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

IOB 93.75 (14.54) 2446000 112.70 9.80 0.09 77.60 72.88

JINDALSWHL 554.65 (9.78) 428250 (22.24) 8.27 0.00 93.11 89.81

KOTAKBANK 476.45 12.16 4538000 0.82 0.15 1.41 74.20 79.31

KTKBANK 84.85 (8.27) 6080000 24.39 10.00 0.06 88.91 89.35

LICHSGFIN 215.10 4.95 11168000 (21.09) 5.57 0.59 80.57 82.74

ORIENTBANK 290.70 (3.84) 896000 (10.76) -6.73 0.00 71.76 68.74

PFC 151.20 10.81 9546000 (1.56) 6.06 0.53 77.68 78.77

PNB 959.35 1.25 4162500 (7.10) -16.13 1.43 80.26 84.14

RECLTD 174.00 1.99 6589000 15.03 10.16 0.15 56.70 73.13

RELCAPITAL 362.00 (6.34) 6299500 28.35 9.57 0.29 87.13 88.45

SBIN 1958.40 (0.55) 6360750 5.67 4.35 0.52 78.94 79.63

SKUMARSYNF 42.70 (1.84) 21740000 0.13 11.60 0.10 88.32 92.00

SOUTHBANK 22.00 7.84 2340000 (31.03) 9.64 0.13 76.54 N/A

SREINFRA 32.90 (12.27) 8304000 32.91 12.92 0.70 81.60 88.17

SRTRANSFIN 619.70 4.38 1472500 14.55 8.32 1.00 89.61 83.21

SYNDIBANK 104.05 11.16 1680000 (27.96) 9.51 0.20 75.60 80.02

UCOBANK 67.40 0.75 13610000 (5.41) 4.18 0.09 91.61 92.20

UNIONBANK 249.75 3.27 2807000 3.81 -0.56 0.50 73.78 73.06

VIJAYABANK 55.95 (0.18) 7320000 (19.28) 11.38 0.18 88.42 85.63

YESBANK 278.55 3.65 5488000 11.14 7.35 0.28 82.91 83.86

CAPITAL GOODS

ABB 706.15 (12.51) 635000 (7.30) 6.49 0.00 79.84 85.37 APIL 523.40 0.07 564500 (2.92) 8.36 0.80 93.98 84.98 AREVAT&D 220.85 4.30 703000 (8.70) 11.86 0.00 88.05 85.07 BEL 1530.40 (2.63) 59625 14.94 14.60 0.00 77.78 77.74 BEML 465.40 3.62 228500 (18.25) 10.64 0.50 82.71 82.11 BGRENERGY 332.55 10.52 1110500 (16.91) 10.42 0.19 89.46 89.72 BHEL 1652.50 (5.92) 2653750 (7.77) -11.63 0.35 76.39 84.25 CROMPGREAV 152.95 11.32 7169000 (5.73) 3.68 0.26 63.11 79.81 CUMMINSIND 410.35 (2.90) 408100 15.91 -15.23 0.00 82.50 83.07 HAVELLS 360.10 9.69 390000 (42.82) 1.37 0.00 83.59 75.93 LT 1378.45 (11.24) 7854250 47.26 9.17 0.28 85.38 82.27 PRAJIND 71.60 2.73 5520000 (31.48) 11.86 0.11 86.67 82.86 SIEMENS 864.25 (1.42) 540250 10.99 7.02 1.79 72.88 75.75 VOLTAS 119.90 6.20 3272000 (26.54) 4.11 0.43 82.95 81.01

CEMENT

ACC 1094.10 7.40 1154250 (16.02) 5.60 1.05 77.63 76.76

Page 6: NSRollover report sep-oct

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Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

AMBUJACEM 147.10 8.12 12998000 4.22 0.00 0.88 83.24 83.64 GRASIM 2334.55 8.30 574875 33.42 2.14 0.73 61.99 79.19 INDIACEM 73.00 12.14 6988000 37.34 1.93 0.22 89.81 88.86 ULTRACEMCO 1137.30 6.18 578250 9.21 0.00 0.00 82.36 78.42

Chemical & Fertilizers

CHAMBLFERT 95.75 (7.71) 6188000 (33.58) 8.85 0.26 64.32 63.95 GUJFLUORO 544.70 11.66 598500 108.54 1.68 0.19 77.86 N/A

TATACHEM 321.35 (6.52) 645000 (3.44) 9.90 0.78 64.81 81.98 UNIPHOS 139.05 2.96 5130000 (14.64) 10.68 3.00 83.04 81.50

Consumer Goods & FMCG

ASIANPAINT 3172.35 (3.32) 148000 (15.49) 8.03 0.00 73.40 76.67 COLPAL 995.65 2.89 260500 22.16 9.08 0.00 84.26 75.86 DABUR 103.00 (4.01) 4224000 (1.86) 8.92 0.20 70.08 83.53 HINDUNILVR 344.50 7.09 12636000 (29.95) 2.86 0.71 75.85 83.23 ITC 203.35 (0.17) 23984000 11.29 7.64 0.50 57.35 77.17 JUBLFOOD 831.05 (11.18) 628500 55.38 10.55 0.18 67.62 N/A KSOILS 10.20 1.49 36664000 4.40 -6.85 0.23 85.45 82.72 MCDOWELL-N 787.80 (13.29) 1053500 4.18 8.52 1.00 90.46 87.55 MCLEODRUSS 229.75 (2.25) 6463000 (1.46) 11.09 0.00 97.25 95.17 PANTALOONR 206.65 (25.24) 5172000 (11.32) 5.46 0.13 90.16 94.92 RUCHISOYA 118.45 15.96 26832000 13.37 -25.60 0.25 61.82 96.85 TATAGLOBAL 86.25 (7.16) 6972000 (25.16) 9.01 0.44 78.43 89.75 TITAN 206.95 0.61 13047500 4.53 8.87 0.33 73.71 79.29 TTKPRESTIG 2548.85 (0.56) 70625 3.48 9.79 4.15 76.28 N/A

Hotel

HOTELEELA 36.40 (5.82) 3944000 (7.68) 11.67 4.33 89.66 84.30 INDHOTEL 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 6.19 15404000 (19.33) 13.44 0.22 79.17 82.99 JPASSOCIAT 74.70 25.86 41632000 (19.17) -0.94 0.91 66.79 87.42

Page 7: NSRollover report sep-oct

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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)

(%)

LITL 16.15 1.57 54096000 (10.51) 13.16 0.22 78.91 87.11

MUNDRAPORT 164.00 16.23 3762000 (12.71) 0.43 0.00 68.74 81.75

NCC 63.40 18.17 4156000 (1.98) 12.29 0.33 88.35 85.29

PATELENG 95.70 (0.62) 2602000 (16.33) -0.73 0.03 93.01 83.82

PUNJLLOYD 55.65 1.37 25332000 5.73 1.26 0.13 83.47 82.16

RELINFRA 406.05 (8.49) 6195000 8.45 9.57 0.31 83.12 86.81

INFORMATION TECHNOLOGY

3IINFOTECH 26.70 1.33 8808000 (24.17) 13.27 0.05 93.19 88.83 COREEDUTEC 290.35 (4.47) 1639000 (70.41) 5.34 0.00 65.77 66.86 EDUCOMP 236.20 15.47 3449000 (27.16) 7.77 0.33 78.47 88.29 FINANTECH 841.70 13.16 845000 (5.48) 7.63 0.31 88.58 89.97 FSL 11.45 (4.58) 30240000 (15.86) 12.37 0.16 94.40 91.10 HCLTECH 411.60 9.95 2676500 (32.01) 4.96 0.60 66.26 80.47 HEXAWARE 86.30 20.70 6400000 (20.44) 2.44 0.50 90.50 85.67 INFY 2539.55 15.52 3466125 (3.96) -6.36 0.63 64.96 77.70 MOSERBAER 22.35 (6.68) 5584000 (8.52) -27.71 0.50 67.77 83.40 MPHASIS 350.25 (5.02) 1483000 28.12 8.47 0.00 83.75 83.59 OFSS 1927.45 9.55 269625 (27.37) 9.72 0.00 88.13 91.92 PATNI 290.95 7.58 584500 (22.17) 10.21 0.00 74.42 70.01 POLARIS 135.90 5.39 3408000 (8.39) 11.98 0.14 88.67 87.60 ROLTA 84.95 (14.54) 2470000 12.48 10.82 0.10 83.48 76.41 STRTECH 37.15 (0.40) 3528000 (5.57) 13.35 0.00 87.76 84.36 TCS 1066.60 11.69 5349000 (14.22) 6.81 1.08 79.41 77.17 TECHM 575.05 (7.43) 548000 33.33 8.35 0.00 85.58 76.97 WIPRO 349.95 6.09 4341000 7.17 9.49 0.67 69.97 79.07

LOGISTICS

ABGSHIP 403.85 17.13 3179000 (18.51) 27.29 0.00 96.26 91.16 EKC 72.10 2.27 2620000 (16.77) 8.82 0.00 89.31 80.94 GESHIP 246.95 8.53 462000 (4.15) 3.70 0.00 75.54 69.53 JETAIRWAYS 244.75 (10.68) 1465500 (5.08) 10.40 0.02 76.12 79.25 KFA 22.95 (8.38) 13560000 (2.75) 6.14 0.04 84.31 86.91 MLL 25.05 8.21 8912000 (17.05) 11.30 0.09 92.82 89.80 SCI 83.75 4.36 4572000 (1.34) 10.98 0.04 88.50 91.52

MEDIA

DCHL 56.60 7.10 9120000 (13.01) 9.99 0.00 97.28 91.01 DISHTV 77.80 1.04 9628000 (30.91) 10.00 0.27 91.90 85.29 SUNTV 241.10 (20.03) 1257500 75.87 -18.96 0.65 77.26 58.54 ZEEL 117.55 0.69 7844000 15.05 4.79 0.50 83.02 82.25

Page 8: NSRollover report sep-oct

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Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%)

METAL & MINING

BHUSANSTL 329.50 3.50 822500 19.81 -22.22 0.00 79.15 75.42 COALINDIA 352.80 (5.96) 4691000 49.59 8.61 0.25 77.38 N/A GMDCLTD 178.05 0.14 706000 9.29 3.95 0.00 52.97 74.01 HINDALCO 134.30 (5.92) 22238000 1.39 4.72 0.42 87.32 86.10 HINDZINC 121.45 (1.54) 1962000 22.32 6.97 0.33 86.75 77.87 JINDALSAW 135.95 18.32 2246000 21.93 7.27 0.33 84.95 82.25 JINDALSTEL 524.30 11.07 4684000 (8.90) 6.59 0.53 75.83 80.80 JSWISPAT 13.60 (4.56) 46134000 (16.42) 15.66 0.22 73.41 N/A JSWSTEEL 589.25 (9.36) 10105750 5.72 5.86 0.36 93.08 93.40 NATIONALUM 61.95 (2.67) 1554000 (27.25) 11.42 0.00 78.64 83.10 NMDC 227.45 4.57 1138000 4.31 7.13 0.14 64.67 78.42 SAIL 109.85 2.52 8004000 (21.48) 2.56 0.41 79.21 82.12 SESAGOA 192.35 (12.11) 9062000 (8.99) 8.44 0.50 86.74 87.28 STER 119.25 (5.06) 28508000 33.43 7.69 0.29 78.76 78.77 TATASTEEL 429.70 (3.61) 20747000 8.74 -13.27 0.31 84.27 84.53

MISCELLANIOUS

ABIRLANUVO 919.35 9.92 1009500 (2.70) 8.99 0.67 90.54 88.73 ADANIENT 541.40 1.23 3319000 (9.45) 9.53 0.09 80.45 83.21 BATAINDIA 636.70 (13.03) 1832000 (8.95) 10.10 0.21 82.04 79.79 DELTACORP 99.00 9.94 7542000 98.26 10.72 0.23 89.53 N/A GITANJALI 346.40 15.43 7476000 18.27 2.44 1.00 98.50 N/A GODREJIND 199.15 3.62 3516000 (19.80) 9.94 0.25 91.87 88.63 JISLJALEQS 150.85 (14.09) 2764000 6.23 11.26 0.00 93.34 87.13 MAX 194.45 6.96 960000 32.96 4.35 0.00 61.88 75.34 SINTEX 138.65 (3.82) 4150000 34.30 10.20 0.00 91.13 79.10 VIDEOIND 169.00 (7.85) 6978000 22.21 5.84 0.00 89.57 66.85

OIL & GAS

ABAN 354.10 (2.37) 2748000 18.52 -26.26 0.20 86.14 85.18 BPCL 660.15 (2.48) 1163500 (14.82) 7.59 0.53 67.94 78.48 CAIRN 278.70 5.71 17547000 14.57 8.87 0.29 87.35 92.61 ESSAROIL 82.60 (4.23) 6576000 (10.24) 11.13 0.01 86.77 88.04 GAIL 427.20 2.77 1757000 (17.28) 4.45 0.85 54.84 71.04 GSPL 101.85 5.16 4456000 (12.01) 5.54 0.28 84.02 80.08 GTOFFSHORE 125.80 (6.29) 2087000 1.85 7.29 0.33 90.32 92.05 HINDOILEXP 111.30 (5.44) 3232000 (19.12) 12.73 0.09 87.00 86.56 HINDPETRO 368.25 1.36 4165000 (8.18) 7.47 0.19 87.85 90.79 IGL 427.60 (1.84) 221000 (37.22) 10.25 0.00 72.40 76.96

Page 9: NSRollover report sep-oct

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Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%) IOC 314.70 4.64 2467000 (25.13) 7.17 0.07 87.07 89.20 MRPL 62.25 2.22 3844000 (26.59) 13.66 0.33 92.40 86.34 OIL 1353.35 3.74 36000 30.91 8.87 0.00 81.94 73.93 ONGC 269.80 (4.46) 17129000 69.49 6.53 0.46 85.04 82.67 PETRONET 158.85 (7.54) 5764000 12.62 8.00 0.13 77.97 63.57 RELIANCE 812.85 7.18 14665250 (23.16) 8.95 0.88 77.46 84.44

PHARMACEUTICAL

AUROPHARMA 129.85 (0.42) 3988000 (15.72) 6.52 0.08 84.75 83.25 BIOCON 350.30 6.15 1227000 (4.88) 6.24 0.00 68.62 85.95 CIPLA 289.95 2.86 3990000 (10.11) 7.79 0.70 76.27 81.09 DIVISLAB 746.30 5.95 721000 (29.90) 2.64 0.00 90.71 82.92 DRREDDY 1499.40 2.35 794500 (19.01) 8.71 1.15 68.97 80.44 FORTIS 126.00 (18.26) 3858000 181.61 -6.65 0.05 78.95 79.68 GLAXO 2105.60 (0.63) 41250 130.77 13.33 0.00 83.33 80.28 LUPIN 478.30 2.66 1272000 (21.48) 9.60 0.14 81.68 76.57 OPTOCIRCUI 224.45 (15.17) 1862000 106.66 7.23 0.00 77.18 79.28 ORCHIDCHEM 167.65 (12.52) 6662000 9.14 10.55 0.12 88.82 89.10 PIRHEALTH 354.40 0.85 1579500 (10.51) 10.78 0.00 87.12 90.52 RANBAXY 500.80 7.36 2586000 (2.53) -1.40 0.42 82.02 75.16 SUNPHARMA 469.35 (0.18) 3299000 (0.92) 9.94 0.58 76.80 81.22

POWER

ADANIPOWER 88.00 (3.08) 11162000 (0.14) 0.80 0.00 88.62 86.02 BFUTILITIE 471.40 7.52 273500 (11.35) 9.44 0.00 91.22 N/A CESC 276.40 (7.45) 847000 (2.64) 11.52 0.00 84.65 83.94 JPPOWER 34.40 3.77 6248000 (15.84) -4.07 0.14 84.25 87.14 JSWENERGY 54.55 1.49 4888000 125.46 9.07 0.20 89.61 N/A NEYVELILIG 80.10 0.69 1752000 (1.13) 13.27 0.20 91.32 87.28 NHPC 23.60 0.21 47466000 (6.47) 8.98 0.18 91.87 94.22 NTPC 169.00 (0.79) 17632000 (4.50) 7.10 0.34 84.97 88.24 POWERGRID 98.10 (1.01) 8008000 (14.33) 9.36 0.27 58.39 70.81 PTC 68.35 (0.29) 4100000 (32.83) 11.39 0.33 84.49 89.41 RPOWER 80.20 (2.55) 19372000 (11.13) 6.15 0.37 88.95 89.14 SUZLON 37.90 5.13 80688000 (11.26) 7.45 0.29 83.11 89.58 TATAPOWER 102.30 (2.72) 12595000 6.96 3.44 0.32 69.79 80.30

REAL ESTATE

DLF 219.05 17.42 26455000 20.68 -29.18 1.24 81.61 86.94 HDIL 102.75 1.68 16156000 (16.67) 8.94 0.23 85.21 84.46

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Derivative Report | India Research

For Private Circulation Only SEBI Registration No: INB 010996539 10

Scrip Price

Price Change

(%) OI Futures

OI Change

(%) COC (%) PCR-OI Rollover

(%)

Average Rollover (3month)

(%) IBREALEST 77.90 (1.27) 25376000 29.44 11.81 0.10 85.40 83.70 SOBHA 217.80 1.44 516000 6.61 10.06 0.00 80.81 81.50 UNITECH 27.15 2.84 58912000 (8.02) 7.80 0.39 79.33 83.84

SUGAR

BAJAJHIND 39.10 (13.63) 12754048 30.86 -10.69 0.09 87.00 88.12 BALRAMCHIN 46.45 (13.98) 16908000 5.07 10.66 0.08 91.15 85.51 RENUKA 56.15 2.00 22844000 (22.06) -16.07 0.18 86.78 87.82 TRIVENI 21.80 1.87 2030000 (30.24) 16.29 0.24 87.19 83.02

TELECOM

BHARTIARTL 377.85 (6.55) 11740000 (2.06) 9.16 0.44 78.25 78.34 IDEA 97.10 (0.56) 14360000 (7.83) -13.60 0.26 86.32 80.79 MTNL 32.35 (12.45) 16864000 (3.21) 13.14 0.10 90.46 90.72 ONMOBILE 61.15 7.75 2248000 (20.51) 4.61 0.04 81.94 79.47 RCOM 78.10 (3.64) 24908000 (8.66) 9.05 0.40 86.50 88.30 TATACOMM 188.95 (4.50) 3052000 (9.19) 12.37 0.10 87.84 84.54 TTML 18.10 (4.99) 32340000 (4.86) 11.73 0.21 85.06 89.85 TULIP 159.00 9.24 2444000 120.98 -0.88 1.00 19.31 76.23

TEXTILES

ALOKTEXT 18.15 5.83 77550000 15.57 11.70 0.14 92.30 94.26 ARVIND 97.70 27.80 3172000 31.07 9.40 0.48 76.17 N/A BOMDYEING 379.55 24.98 449000 (30.60) 1.11 0.00 82.63 83.02 BRFL 277.05 0.89 1316000 (45.87) 6.87 0.10 79.71 63.93 CENTURYTEX 309.25 8.93 2955000 (4.92) -2.04 0.60 88.80 92.07 RAYMOND 339.20 (2.15) 1197000 18.99 12.32 1.00 90.89 83.04 WELCORP 115.85 (7.13) 5960000 (1.46) 9.15 0.40 89.97 91.75

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For Private Circulation Only SEBI Registration No: INB 010996539 11

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