FINANCIAL DERIVATIVES & RISK MANAGEMENT ASSIGNMENT SUBMITTED BY:-

NAME:- ANKUR BHANDARI ROLL NO. 2010160 NIILM-CMS 2010-2012

INFOSYS

Price Data for Infosys on 1-12-2010

BSE

NSE

Open Price Rs.3040.00 Rs.3049.80 High Price Rs.3066.00 Rs.3066.50 Low Price Rs.3035.00 Rs.3035.00 Close Price Rs.3054.55 Rs.3052.40 Volume 46296 578012 Assuming that we bought this stock at the closing price on 01-12-2010 on the BSE, our loss today is 14.63%. If we had bought on the NSE, our loss would be 14.6%.

Price Data for Infosys on 31-12-2010 BSE NSE Open Price Rs.3427.00 Rs.3433.00 High Price Rs.3454.00 Rs.3451.00 Low Price Rs.3406.40 Rs.3405.15 Close Price Rs.3445.00 Rs.3442.75 Volume 64959 732466 Assuming that we bought this stock at the closing price on 31-12-2010 on the BSE, our loss today is 24.31%. If we had bought on the NSE, our loss would be 24.28%.

COAL INDIA

Price Data for Coal India on 01-12-2010 BSE NSE Open Price Rs.317.40 Rs.317.00 High Price Rs.322.00 Rs.322.50 Low Price Rs.314.90 Rs.315.00 Close Price Rs.320.70 Rs.320.95 Volume 1618762 5053942 Assuming that we bought this stock at the closing price on 01-12-2010 on the BSE, our gain today is 1.78%. If we had bought on the NSE, our gain would be 1.93%.

Price Data for Coal India on 31-12-2010 BSE NSE Open Price Rs.310.00 Rs.309.50 High Price Rs.316.35 Rs.316.45 Low Price Rs.308.70 Rs.308.30 Close Price Rs.314.50 Rs.314.75 Volume 1055835 4960987 Assuming that we bought this stock at the closing price on 31-12-2010 on the BSE, our gain today is 3.78%. If we had bought on the NSE, our gain would be 3.94%.

STATE BANK OF INDIA Price Data for State Bank of India on 01-12-2010 BSE NSE Open Price Rs.2998.00 Rs.2999.00 High Price Rs.3119.50 Rs.3123.50 Low Price Rs.2978.50 Rs.2975.05 Close Price Rs.3105.10 Rs.3100.15 Volume 762557 2877525 Assuming that you bought this stock at the closing price on 01-12-2010 on the BSE, your loss today is 43.23%. If you had bought on the NSE, our loss would be 43.15%.

Price Data for State Bank of India on 31-12-2010 BSE NSE Open Price Rs.2762.95 Rs.2754.00 High Price Rs.2827.85 Rs.2827.45 Low Price Rs.2756.00 Rs.2753.05 Close Price Rs.2811.05 Rs.2811.90 Volume 544894 1962414 Assuming that we bought this stock at the closing price on 31-12-2010 on the BSE, our loss today is 37.29%. If we had bought on the NSE, our loss would be 37.32%.

TATA CONSULTANCY SERVICE

Price Data for Tata Consultancy Services on 01-12-2010 BSE NSE Open Price Rs.1067.55 Rs.1064.00 High Price Rs.1091.90 Rs.1093.20 Low Price Rs.1050.00 Rs.1064.00 Close Price Rs.1075.95 Rs.1081.90 Volume 105575 1888016 Assuming that we bought this stock at the closing price on 01-12-2010 on the BSE, our gain today is 3.45%. If we had bought on the NSE, our gain would be 3.11%. Price Data for Tata Consultancy Services on 31-12-2010 BSE NSE Open Price Rs.1171.45 Rs.1172.50 High Price Rs.1179.00 Rs.1180.00 Low Price Rs.1160.00 Rs.1161.80 Close Price Rs.1165.05 Rs.1165.65 Volume 94224 766490 Assuming that we bought this stock at the closing price on 31-12-2010 on the BSE, our loss today is 4.46%. If we had bought on the NSE, our loss would be 4.3%.