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Rollover Report

India Research
August 31, 2012
Though NIFTY (64.09%) gained around 5% in August series there is no change in the pessimism among the
market participants. Rollovers are less than last month and can be read in different ways, we choose the
following. FIIs on aggregate basis in last series have formed long positions in index futures and seem to
have rolled it over too. MINIFTY (38.35%) has reduced open interest significantly and has shown very less
rollover indicating weaker hands not active directionally in market.

BANKNIFTY (67.13%) too has shown less rollover with huge decline in open interest. Underperformance of
this index was due to prices coming down due to long unwinding. Now with such less open interest, scope of
further fall due to long unwinding is minimal.
Implied Volatility is still low and we dont see it popping up immediately, also 5200 put built-up and call
built-up scattered till 5700 indicates that markets may not see sharp correction which participants are
anticipating and remains buy on dip market.

Indices Change

Price

Price
Change
(%)

Rollover

5330.15

4.90

64.09

65.75

INDEX
NIFTY

NIFTY & PCR Graph


3 month
avg.

10128.75

(0.23)

67.13

73.77

MINIFTY

5329.70

4.87

38.35

53.94

NFTYMCAP50

2014.90

(0.87)

77.78

N/A

CNXIT

6159.25

11.16

84.83

59.58

BANKNIFTY

Monthly Losers

Monthly Gainers
Scrip
MCDOWELL-N
MTNL

Price
Change
Price
(%)

Open
Interest

Ol
Change
(%)

Scrip

Price
Change
Price
(%)

Open
Interest

Ol
Change
(%)

990.70

31.89 11270500

96.52

SKUMARSYNF

18.70

(31.75)

12624000

(44.18)

36.85

23.45 10616000

(46.98)

ALOKTEXT

11.65

(26.50)

74720000

(17.94)

123.15

(23.53)

4883000

115.68

TATAMTRDVR

141.80

20.02

4452000

(39.95)

OPTOCIRCUI

APOLLOTYRE

95.55

18.62

7088000

10.61

IFCI

27.35

(22.96)

70296000

0.79

BALRAMCHIN

65.75

18.04 11676000

1.18

IBREALEST

44.00

(20.00)

11728000

8.51

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

SEBI Registration No: INB 010996539

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

For

Private

Derivative Report | India Research

Banking and Financials


PSU banks viz. PNB (77.00%), ANDHRABANK

(77.22%), CANBK (75.64%), etc have formed huge


short positions with high rollovers. Though there
may be some more downside, many of these
banks are nearing their long term support levels.
Sell only on short covering bounces.
HDFC (51.72%) has seen very less rollovers and

counter has closed near the strong resistance zone


of `740-750. We recommend to short the counter
in the resistance zone or slightly below as long
traders have left positions on the rise.
ICICIBANK (62.54%) after being outperformer in

July series has consolidated in last series. Low


rollovers with some correction indicates that stock
may find support `900 and later `870 is strong
support where buying is advisable.

Consumer goods and FMCG


HINDUNILVR (78.37%) has surprised many by its

fantastic move on the upside. Though there are not


many long positions which got created, defensive
trade may continue for some time but dont expect
repeat of performance. Move out of longs in range
of `530-540.
ITC (61.10%) has also depicted strength but have
reduced open interest series-on-series as rollover
were quite less. Any correction if at all happens
and stock comes to `255 then some nibbling can
be done there.
DABUR (90.69%) and TATAGLOBAL (92.77%)
continue their upside momentum and we continue
to adopt buy on dips strategy in them. However, if
market corrects and go sub 5200 levels then we
would recommend to move out of these defensive
names.

Information Technology
Most of the short positions created in July series in

INFY (65.82%) and WIPRO (70.13%) are covered


and stocks have bounced back substantially. Going
forward we dont expect similar outperformance by
them. Booking profits in Wipro and selling Infy in
the resistance zone of `2450-2500 is advisable.
HCLTECH (57.96%) has shown least rollover in

sector and has strong resistance around `560.


Forming aggressive longs not advisable in the
counter. High risk traders may short around
resistance
TECHM (93.64%) and FINANTECH (87.57%) has

seen very high rollovers with former adding huge


open interest on last trading session and in latter
most of the shorts have got covered.
For Private Circulation Only

SEBI Registration No: INB 010996539

Derivative Report | India Research

Metals & Mining


HINDALCO (88.82%) has corrected from higher

side of the range that is around `124 levels with


huge formation of short positions. These positions
have got rolled over too. Though support of `107110 is gone. We believe stock may find difficult to
continue to underperform with these many short
positions in it.
TATASTEEL (81.46%) has fallen due to long

unwinding. Stock has just closed below import


support so there may not be a panic shorting as of
now. Any bounce in market would see traders
going long in this counter.
JSWSTEEL (89.37%) saw the highest rollover in the

sector while least was visible in BHUSANSTL


(43.19%).

Capital Goods and Infra


After acknowledging to support of `70 in first half

of August series JPASSOCIAT (42.87%) bounced


back substantially. However in last one week
counter corrected enormously and has now trading
near `65 levels. Our recommendation would be to
buy near the support zone of `60-62 as huge short
positions have been piled up.
Capital goods names like BGRENERGY (67.40%),

SIEMENS
(64.75%),
BEL
(61.58%)
and
CUMMINSIND (49.25%) have seen low rollovers
with substantial decline in open interest.
LT (71.23%) and BHEL (89.25%) have not shown

any drastic change in statistics in last series. BHEL


if corrects then could be again a good buy around
`205-210 levels.

Oil & Gas


RELIANCE (70.03%) has been a surprise package

in last series. For us last series `760 should have


been resistance but stock cruised above it. Now
this resistance is a buying point for us in the
counter. Though rolls are slight less stock remains
in our buy list.
CAIRN (75.38%) has reduced substantial open

interest and is starting light in terms of positions.


Watch out for resistance zone of `355-360 for the
stock. Some shorts can be ventured into if crude oil
remains in a narrow range or corrects.
IOC (82.21%) has strong support around `235-

240 levels. Counter has seen strong short rolls.


This stock is buy on dip for us as we anticipate
covering of short positions near the support.

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivative Report | India Research

Scrip

Price

Price
Change
(%)

OI Futures

OI
Change
(%)

COC (%)

PCR-OI

Rollover
(%)

Average
Rollover
(3month)
(%)

AUTO & AUTO ANCILLARIES


APOLLOTYRE

95.55

18.62

7088000

10.61

4.79

0.26

73.93

84.62

ASHOKLEY

20.80

(3.26)

16376000

(15.97)

12.66

0.36

82.27

78.21

1640.75

3.43

965625

(2.19)

7.63

0.69

66.51

78.65

BAJAJ-AUTO
BHARATFORG
BOSCHLTD
ESCORTS
EXIDEIND
HEROMOTOCO
M&M
MARUTI

285.40

(1.50)

1981000

27.40

5.73

0.00

93.62

84.45

8673.35

(0.88)

3250

(31.58)

12.86

0.00

81.25

56.59

60.90

3.13

6816000

(25.16)

9.70

0.43

88.61

88.24

131.85

2.37

1200000

15.16

4.46

0.67

82.76

74.88

1797.70

(9.90)

2351000

121.32

-18.51

0.45

85.62

77.13

775.25

12.67

3083500

(21.61)

5.49

1.03

70.72

76.66

1148.20

3.63

2090500

(9.05)

5.24

1.29

83.01

80.27

10106.50

0.57

87625

49.79

10.39

0.00

92.60

83.88

TATAMOTORS

237.65

14.72

18651000

(34.46)

4.96

0.46

70.51

74.86

TATAMTRDVR

141.80

20.02

4452000

(39.95)

3.69

0.96

75.64

84.29

40.00

5.54

2112000

(54.72)

13.17

0.25

48.00

80.91

MRF

TVSMOTOR

BANKING & FINANCIALS


ALBK
ANDHRABANK
AXISBANK

118.65

(11.52)

7530000

40.01

12.76

0.51

87.64

84.47

90.80

(14.30)

1322000

94.99

10.13

0.00

77.22

67.43

1020.10

1.10

5275500

(1.53)

8.81

0.57

79.88

77.22

BAJAJHLDNG

776.00

3.25

16500

(2.94)

12.04

0.00

76.74

63.41

BANKBARODA

638.85

(4.90)

2160000

1.86

7.18

1.72

71.33

68.61

BANKINDIA

259.15

(16.62)

3153000

0.73

11.42

0.40

81.05

80.45

CANBK

318.65

(12.52)

2319500

26.89

11.56

0.22

75.64

70.79

CENTRALBK

65.25

(11.53)

1786000

(9.06)

12.10

0.00

83.38

74.00

DCB

40.95

1.74

5480000

(38.89)

14.48

0.29

78.83

82.60

DENABANK

86.90

(5.65)

6168000

3.07

12.88

0.23

80.56

68.01

FEDERALBNK

411.05

1.51

591500

58.16

10.71

0.00

85.97

63.89

HDFC

730.25

8.18

8401500

(56.53)

6.55

0.73

51.72

79.62

HDFCBANK

598.55

4.80

11500000

(24.97)

5.80

0.76

67.72

70.00

ICICIBANK

923.70

1.12

8250000

(31.19)

5.31

0.39

62.54

71.01

IDBI

84.95

(2.69)

10048000

(9.33)

-11.41

0.42

91.28

85.60

IDFC

139.25

8.11

13144000

(24.78)

7.53

0.85

71.57

80.53

IFCI

27.35

(22.96)

70296000

0.79

7.19

0.53

89.96

86.95

INDIAINFO

55.15

6.67

1312000

(31.38)

9.52

0.00

69.34

82.58

INDIANB

159.15

(13.41)

102000

(43.65)

9.07

0.00

64.56

62.46

INDUSINDBK

316.10

(2.30)

1615000

(36.84)

8.72

0.00

71.62

67.23

67.60

(9.75)

2908000

(38.13)

14.62

0.00

76.37

65.45

IOB

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivative Report | India Research

Price
Change
(%)

Scrip

Price

KOTAKBANK

590.90

8.19

3473500

KTKBANK

OI Futures

OI
Change
(%)

COC (%)

PCR-OI

Rollover
(%)

Average
Rollover
(3month)
(%)

(28.62)

-3.63

1.05

73.23

76.80

82.65

(9.18)

8460000

31.37

11.94

0.00

90.46

81.38

LICHSGFIN

246.00

0.24

3726000

(19.82)

10.95

0.48

87.04

85.74

ORIENTBANK

219.60

(3.89)

672000

23.76

5.66

0.50

78.97

79.15

PFC

157.35

(8.70)

7334000

83.53

3.32

0.29

87.85

84.54

PNB

685.25

(10.18)

2986500

33.25

11.32

0.77

77.00

78.22

RECLTD

185.10

2.69

4248000

16.86

-5.96

0.55

90.10

82.80

RELCAPITAL

322.85

0.02

4785500

(2.11)

11.20

0.48

87.71

81.29

1851.90

(8.05)

7012875

3.31

8.64

0.50

72.12

78.11

SKUMARSYNF

18.70

(31.75)

12624000

(44.18)

-56.68

0.03

88.50

91.61

SOUTHBANK

21.45

(7.74)

5688000

(31.04)

12.27

0.00

85.35

85.72

SREINFRA

22.90

16.54

4848000

(34.49)

5.72

0.00

78.29

89.71

SRTRANSFIN

626.85

10.64

492500

39.72

9.43

0.00

61.29

81.84

SYNDIBANK

94.70

(0.73)

826000

(0.72)

7.62

0.00

78.97

74.41

UCOBANK

64.10

(8.88)

9928000

(12.36)

8.19

0.26

88.52

90.24

153.90

(14.36)

3387000

(17.53)

11.97

1.00

77.83

80.31

47.50

(10.88)

6340000

19.80

13.87

0.74

82.55

78.28

332.60

(4.47)

8823000

12.58

10.47

0.41

83.39

78.75

0.00
0.00
0.00
0.00
0.00
0.50
0.63
0.45
0.00
0.39
0.29
0.00
1.00
0.59
0.17
0.49
0.76
0.54
0.00

81.45
68.48
75.57
61.58
90.35
67.40
89.25
91.81
49.25
86.30
87.88
83.55
87.43
87.68
89.97
77.90
86.85
71.23
95.12

77.15
86.35
81.88
77.55
73.62
76.38
83.73
86.44
73.21
87.45
89.80
82.59
89.96
78.93
80.61
82.32
84.44
76.06
83.42

SBIN

UNIONBANK
VIJAYABANK
YESBANK

CAPITAL GOODS & INFRASTRUCTURE


ABB
ADANIPORTS
AIL
BEL
BEML
BGRENERGY
BHEL
CROMPGREAV
CUMMINSIND
GMRINFRA
GVKPIL
HAVELLS
HCC
IRB
IVRCLINFRA
JPASSOCIAT
LITL
LT
NCC

715.70
114.90
380.55
1246.60
275.70
261.40
214.90
108.00
461.70
19.25
11.15
542.50
15.50
122.00
38.80
65.05
11.10
1359.70
33.50

For Private Circulation Only

(4.15)
(1.88)
0.12
(0.95)
(14.45)
(5.73)
0.56
(5.72)
8.20
(16.49)
(10.80)
(5.69)
(8.82)
4.14
(11.92)
(9.84)
(9.02)
3.49
(8.34)

160250
5884000
232000
29250
538500
891000
17010000
4576000
98500
42800000
49836000
668000
16576000
4528000
19380000
42456000
43142000
3632500
7176000

(5.04)
1.98
(51.05)
(39.06)
(7.71)
(28.95)
(21.17)
(2.43)
(44.03)
1.98
(17.39)
23.82
(22.60)
(17.49)
1.28
42.87
(27.84)
(8.87)
9.79

10.74
4.55
11.75
-2.30
-7.76
-25.19
-24.99
11.57
11.39
3.39
17.78
11.76
8.46
11.32
8.45
-10.93
11.85
4.86
-1.94

SEBI Registration No: INB 010996539

Derivative Report | India Research

Scrip

Price

Price
Change
(%)

OI Futures

OI
Change
(%)

COC (%)

PCR-OI

Rollover
(%)

Average
Rollover
(3month)
(%)

PATELENG

67.30

(17.58)

1498000

(5.79)

15.68

0.00

74.90

82.65

PRAJIND

47.25

(9.91)

3184000

(44.30)

13.94

0.00

80.65

86.62

PUNJLLOYD

43.80

(9.03)

27792000

0.93

-5.93

1.60

88.60

86.91

RELINFRA

454.50

(5.25)

4717500

6.04

11.28

0.41

81.78

77.19

SIEMENS

685.95

4.38

428000

(20.81)

3.24

1.00

64.75

72.91

VOLTAS

112.75

12.19

1520000

(47.44)

11.67

0.10

72.04

81.09

CEMENT
ACC
AMBUJACEM
GRASIM

1333.95

5.55

718750

(34.45)

6.98

0.66

67.93

77.26

189.35

6.44

6346000

(13.16)

5.53

0.83

68.59

76.02

3001.60

13.30

791125

55.93

11.26

0.44

76.43

79.25

88.30

13.50

5382000

16.09

7.42

0.00

85.29

91.05

1715.40

6.77

664750

(23.64)

2.17

0.00

81.34

81.90

INDIACEM
ULTRACEMCO

CHEMICAL & FERTILIZERS


CHAMBLFERT

64.85

(6.35)

9456000

28.76

12.17

0.67

80.16

82.45

GUJFLUORO

343.65

(2.46)

2478000

(12.11)

15.74

0.00

94.47

91.28

TATACHEM

305.30

2.30

564000

(10.90)

12.94

0.09

83.68

82.40

UNIPHOS

120.45

(0.54)

2964000

(6.68)

10.36

0.17

84.73

86.14

58.77
85.15
90.69
78.37
61.10
82.43
95.07
88.23
90.72
96.70
92.77
66.69
47.97

61.01
56.80
73.90
77.78
66.16
82.12
88.04
91.39
89.01
90.57
91.77
79.35
56.64

CONSUMER GOODS & FMCG


ASIANPAINT
COLPAL
DABUR
HINDUNILVR
ITC
JUBLFOOD
MCDOWELL-N
MCLEODRUSS
PANTALOONR
RUCHISOYA
TATAGLOBAL
TITAN
TTKPRESTIG

3718.50
1220.30
124.95
527.70
271.85
1164.30
990.70
306.45
141.05
84.25
131.35
223.90
3178.25

For Private Circulation Only

6.25
5.00
5.71
13.14
7.86
1.82
31.89
(8.74)
(11.12)
(0.82)
10.42
(0.09)
(0.74)

227000
86000
1890000
9364000
18512000
800000
11270500
4805000
12450000
10668000
10542000
4636000
67875

(28.62)
69.46
42.11
11.30
(4.76)
(24.19)
96.52
11.67
3.96
1.18
34.16
22.61
112.94

SEBI Registration No: INB 010996539

7.81
12.62
11.58
-2.47
6.02
6.36
15.31
3.20
12.60
11.71
10.50
10.86
-1.21

0.36
0.00
0.00
0.97
0.87
0.47
0.15
0.00
0.64
0.00
0.50
0.79
0.00

Derivative Report | India Research

Scrip

Price

Price
Change
(%)

OI
Change
(%)

OI Futures

COC (%)

PCR-OI

Rollover
(%)

Average
Rollover
(3month)
(%)

INFORMATION TECHNOLOGY
COREEDUTEC
EDUCOMP
FINANTECH
HCLTECH
HEXAWARE
INFY
MPHASIS
OFSS
POLARIS
ROLTA
STRTECH
TCS
TECHM
WIPRO

293.35
144.60
827.40
550.40
125.20
2396.75
387.15
2949.65
119.45
65.95
28.45
1368.35
799.70
370.65

3.60
(7.13)
17.36
7.19
5.70
11.93
(1.58)
17.52
5.10
(4.28)
(13.26)
13.26
11.29
11.27

10780000
3036000
880500
2304500
3686000
3090375
254500
351750
1534000
1536000
3592000
4022250
2209500
3066000

9.63
(13.65)
(56.59)
(26.04)
(21.47)
(24.41)
(7.96)
10.66
(23.76)
(12.73)
(31.66)
(8.59)
585.12
(41.28)

2.45
12.74
8.96
9.18
13.15
2.21
10.01
21.79
9.90
11.97
4.60
1.14
10.93
5.83

0.00
0.32
0.03
0.89
0.00
0.49
0.00
0.00
0.00
0.00
0.00
1.14
1.47
0.60

97.49
80.45
87.57
57.96
82.31
65.82
85.83
76.57
80.65
81.18
87.35
74.28
93.64
70.13

93.09
74.45
90.36
76.15
83.91
69.56
77.59
90.24
80.99
77.78
86.12
81.27
75.10
69.03

67.59
74.23
85.99

71.44
71.69
85.70

LOGISTICS
GESHIP
JETAIRWAYS
SCI

256.10
352.15
51.85

0.59
3.50
(0.58)

73000
1270000
3560000

(2.67)
(4.22)
(15.32)

4.85
11.77
13.98

0.00
0.27
0.00

MEDIA
DISHTV
SUNTV
ZEEL

66.65
297.15
166.40

(4.10)
0.17
4.00

8624000
1193000
2930000

(1.06)
93.67
13.04

11.84
7.72
10.66

0.24
0.33
0.00

87.08
85.58
83.91

84.21
66.43
78.09

0.00
0.41
0.00
0.52
0.00
0.00
0.35
0.27
1.36
0.00
0.78
0.43

43.19
71.24
54.03
88.82
82.72
84.69
80.66
70.75
89.37
74.95
81.73
87.52

65.15
76.79
61.35
81.90
78.05
84.09
81.59
91.35
91.02
75.89
86.74
83.92

METALS & MINING


BHUSANSTL
COALINDIA
GMDCLTD
HINDALCO
HINDZINC
JINDALSAW
JINDALSTEL
JSWISPAT
JSWSTEEL
NMDC
SAIL
SESAGOA

458.40
362.60
192.75
105.20
124.90
118.70
353.20
9.55
696.95
192.60
78.50
173.00

For Private Circulation Only

(1.80)
3.06
6.58
(8.56)
8.19
(6.65)
(10.98)
(9.05)
7.50
4.42
(4.73)
(3.03)

168000
3792000
134000
31004000
1398000
1826000
5992000
19410000
7600500
814000
16692000
9717000

(47.00)
11.73
(41.23)
44.27
5.43
0.33
6.20
(18.31)
(0.22)
23.71
(10.99)
(17.92)

-14.62
6.87
-6.06
-11.06
11.58
-10.89
1.11
0.00
3.66
-3.71
9.20
3.40

SEBI Registration No: INB 010996539

Derivative Report | India Research

Scrip

Price

STER
TATASTEEL

98.75
368.60

Price
Change
(%)
0.41
(4.82)

OI Futures

OI
Change
(%)

23048000
13261000

(14.22)
(5.74)

COC (%)

PCR-OI

Rollover
(%)

Average
Rollover
(3month)
(%)

9.31
9.62

0.40
0.67

76.28
81.46

86.96
83.09

MISCELLANIOUS
ABIRLANUVO
ADANIENT
BATAINDIA
DELTACORP
GODREJIND
JISLJALEQS
MAX

769.85
156.50
891.25
58.40
233.45
66.30
183.90

0.14
(13.96)
(0.54)
5.32
0.24
(17.49)
3.11

770000
8026000
960500
4904000
736000
19960000
452000

40.13
(27.95)
4.80
(16.37)
(38.20)
130.43
(34.68)

11.70
9.65
7.43
0.00
9.28
-5.87
13.61

0.00
0.20
0.34
0.33
1.00
0.24
0.00

90.67
86.19
80.95
79.97
60.88
83.84
77.66

85.73
84.97
75.42
84.64
78.58
87.55
87.98

SINTEX
VIDEOIND
VIPIND

54.40
175.90
74.00

(7.01)
3.53
(0.47)

15400000
4860000
1846000

6.06
(33.61)
(30.02)

-2.39
15.37
-15.66

0.37
0.00
0.00

94.32
94.15
70.24

85.64
92.44
86.62

OIL & GAS


ABAN
BPCL
CAIRN

399.60
350.40
343.00

11.03
(3.68)
9.17

833000
1875000
8373000

(54.75)
(23.75)
(21.08)

-0.49
8.99
2.28

0.11
0.15
0.50

68.33
68.81
75.38

73.57
69.72
78.37

ESSAROIL
GAIL
GSPL
HINDOILEXP

47.10
358.70
79.90
116.25

(5.52)
4.98
15.63
2.79

8088000
1643000
2736000
1838000

(34.31)
(16.39)
3.64
(25.95)

13.99
8.04
-3.25
11.88

1.50
0.29
0.67
0.00

82.00
60.78
82.71
77.23

86.61
66.06
77.82
83.19

HINDPETRO
IGL
IOC
MRPL
OIL

304.80
247.95
243.45
63.15
487.35

(7.17)
6.28
(7.71)
10.31
(1.34)

3890000
1721000
1821000
800000
56500

2.86
0.94
18.71
(42.69)
(54.98)

-9.97
13.28
-14.82
3.10
-3.73

0.51
0.20
0.00
0.00
0.00

72.40
86.53
82.21
70.18
51.83

81.82
78.83
82.76
74.63
68.61

ONGC
PETRONET
RELIANCE

275.40
150.80
787.50

(1.36)
5.86
9.88

6927000
1706000
10513000

(5.50)
13.28
(11.80)

-1.89
6.52
6.82

0.37
0.40
0.40

63.60
60.50
70.03

69.45
71.05
78.39

For Private Circulation Only

SEBI Registration No: INB 010996539

Derivative Report | India Research

Scrip

Price

Price
Change
(%)

OI
Change
(%)

OI Futures

COC (%)

PCR-OI

Rollover
(%)

Average
Rollover
(3month)
(%)

PHARMACEUTICAL
AUROPHARMA
BIOCON
CIPLA
DIVISLAB
DRREDDY
FORTIS
GLAXO
LUPIN
OPTOCIRCUI
ORCHIDCHEM
PIRHEALTH
RANBAXY
SUNPHARMA

110.45
250.30
374.70
1160.00
1703.60
91.75
2111.00
594.55
123.15
109.20
504.80
552.25
676.75

6.30
3.69
13.93
6.38
4.01
(5.99)
(2.92)
4.04
(23.53)
(1.53)
(0.90)
13.97
7.51

3960000
1480000
4584000
504500
653125
2930000
5125
1147500
4883000
4340000
756000
1651500
2455000

16.54
(5.07)
57.63
11.12
2.37
(18.38)
(31.67)
57.73
115.68
(9.66)
0.33
(15.87)
3.04

11.91
10.24
8.40
11.79
6.07
12.91
11.09
11.28
-20.83
-21.14
9.49
6.52
9.12

0.00
0.17
0.44
0.00
0.18
0.00
0.00
0.05
0.95
0.14
0.00
0.51
0.84

86.27
91.75
77.35
84.51
66.94
63.37
71.93
79.88
81.11
81.46
97.55
74.59
72.61

87.89
88.39
74.96
79.81
72.04
81.06
67.46
78.83
83.21
83.54
92.50
77.93
76.41

10.37
9.93
11.36
13.01
12.59
-46.30
-0.76
-9.10
-23.64
9.22
-34.76
7.18

0.62
0.00
0.00
0.00
0.33
0.33
0.34
0.18
0.00
0.45
0.67
0.35

85.62
88.24
93.56
82.77
94.17
90.14
67.60
79.94
86.80
80.66
91.60
67.14

83.38
85.55
88.89
89.12
90.55
85.25
77.01
85.62
76.53
83.02
87.78
76.23

0.66
3.78
11.96
10.12
14.05

0.86
0.37
0.66
0.00
0.54

86.41
88.72
81.99
66.14
87.47

83.87
80.09
88.48
65.86
83.59

POWER
ADANIPOWER
BFUTILITIE
CESC
JPPOWER
JSWENERGY
NHPC
NTPC
POWERGRID
PTC
RPOWER
SUZLON
TATAPOWER

38.00
403.35
312.40
25.30
47.05
17.65
171.35
120.90
54.15
78.30
14.60
100.40

(11.21)
(1.33)
8.57
(19.94)
(4.85)
(1.94)
12.25
7.09
(4.75)
(12.95)
(13.61)
6.75

11528000
840000
1119000
11488000
25632000
37590000
6246000
13928000
2288000
16628000
124944000
7836000

(21.15)
(10.45)
(7.14)
(12.49)
14.47
(7.39)
(23.90)
3.34
0.35
10.78
(3.36)
(23.69)

REAL ESTATE
DLF
HDIL
IBREALEST
SOBHA
UNITECH

198.65
69.15
44.00
337.40
18.75

For Private Circulation Only

1.12
(4.42)
(20.00)
(1.01)
(10.29)

22448000
29936000
11728000
168000
46416000

18.66
54.40
8.51
(27.90)
(15.24)

SEBI Registration No: INB 010996539

Derivative Report | India Research

Scrip

Price

Price
Change
(%)

OI
Change
(%)

OI Futures

COC (%)

PCR-OI

Rollover
(%)

Average
Rollover
(3month)
(%)

SUGAR
BAJAJHIND
BALRAMCHIN

29.05
65.75

(7.48)
18.04

15760000
11676000

(21.98)
1.18

15.90
11.00

0.14
0.03

87.71
88.99

87.84
84.38

RENUKA

30.35

(3.34)

35408000

12.97

13.01

0.22

89.50

88.82

TELECOM
BHARTIARTL
IDEA

244.50
74.80

(19.37)
(5.32)

21141000
8012000

100.71
(24.95)

8.86
-5.21

0.30
0.50

76.85
85.45

79.31
88.11

MTNL
ONMOBILE

36.85
35.00

23.45
(2.37)

10616000
7684000

(46.98)
10.21

-111.60
15.07

0.83
5.56

22.03
87.04

67.88
87.61

49.25

(13.06)

47896000

(5.31)

10.67

0.50

82.69

83.62

233.75
11.00

(9.19)
(15.38)

2264000
19292000

13.31
(20.12)

12.95
24.14

0.00
0.06

96.18
81.30

85.30
91.32

RCOM
TATACOMM
TTML

TEXTILES
ALOKTEXT

11.65

(26.50)

74720000

(17.94)

17.00

0.06

86.29

93.74

ARVIND
BOMDYEING

64.05
446.00

(9.08)
(8.70)

4088000
434500

14.83
3.21

-18.06
13.59

0.76
0.00

76.96
77.24

71.15
82.26

CENTURYTEX

318.85

9.03

4963000

16.20

11.13

0.30

88.55

87.70

RAYMOND
WELCORP

342.75
94.35

1.02
(12.07)

3019000
21508000

(1.82)
9.26

5.92
4.85

1.00
40.00

95.69
94.13

90.51
92.02

For Private Circulation Only

SEBI Registration No: INB 010996539

10

Derivative Report | India Research

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