Visitusatwww.sharekhan.

com January14,2015

Futures
NSECD
# #
Closingprice(inRs)* Volume(inlots) OI(inlots)
Currency Expiryon
130115 120115 Chg.% 130115 120115 Chg.% 130115 120115 Chg.%

USDINR 28Jan15 62.3075 62.3925 0.14% 1426475 1190267 19.84% 2207937 2165266 1.97%

EURINR 28Jan15 73.5525 73.6175 0.09% 51757 49806 3.92% 59517 58625 1.52%

GBPINR 28Jan15 94.2725 94.4075 0.14% 71744 37036 93.71% 42954 31359 36.98%

JPYINR 28Jan15 52.6225 52.3100 0.60% 38379 32474 18.18% 13095 18209 28.09%

MCXSX
# #
Closingprice(inRs)* Volume(inlots) OI(inlots)
Currency Expiryon
130115 120115 Chg.% 130115 120115 Chg.% 130115 120115 Chg.%

USDINR 28Jan15 62.3050 62.3825 0.12% 286971 257259 11.55% 514108 481211 6.84%

EURINR 28Jan15 73.5450 73.6175 0.10% 6619 9034 26.73% 8306 8222 1.02%

GBPINR 28Jan15 94.2950 94.4050 0.12% 12961 8990 44.17% 7508 4578 64.00%

JPYINR 28Jan15 52.6175 52.2950 0.62% 9303 9501 2.08% 2841 3108 8.59%

*Closingpriceisfornearmonth #OIandVolumeareaggregates for12months

Options
USDINR(expiryonJanuary28,2015):activeoptionactivity(NSECD)
Strike Closingprice(inRs) Volume(inlots) OI(inlots) IV
price 130115 120115 Chg.% 130115 120115 Chg.% 130115 120115 Chg.% 130115 120115 Chg.%

CE61.25 0.0000 0.0000 0.0000 0 0 0 0 0 0.0% 0 0 0.0%

CE61.5 0.8800 0.8850 0.0060 1196 385 2 1404 571 145.9% 5.57 0 0.0%

CE61.75 0.6400 0.0000 0.0000 100 0 0 100 0 0.0% 4.67 5.57 16.2%

CE62 0.4675 0.5150 0.0920 24607 16513 0 31760 19758 60.7% 5.54 5.69 2.6%

CE62.25 0.3200 0.3675 0.1290 10338 7260 0 9627 7819 23.1% 5.69 5.76 1.2%

CE62.5 0.2100 0.2425 0.1340 93599 96665 0 112020 97848 14.5% 5.78 6.13 5.7%

CE62.75 0.1325 0.1675 0.2090 35627 16432 1 63450 57802 9.8% 5.83 6.17 5.5%

CE63 0.0825 0.1050 0.2140 153441 187703 0 235850 217120 8.6% 6.15 6.46 4.8%

PE61.25 0.0300 0.0300 0.0000 6 1 5 7 1 600.0% 6.36 6.16 3.2%

PE61.5 0.0575 0.0500 0.1500 21752 47520 1 45033 37114 21.3% 5.98 6.04 1.0%

PE61.75 0.0925 0.0850 0.0880 14667 7069 1 12005 4977 141.2% 5.99 6.03 0.7%

PE62 0.1550 0.1475 0.0510 119944 67107 1 68596 67092 2.2% 5.78 6.02 4.0%

PE62.25 0.2650 0.2575 0.0290 12248 21215 0 16648 15242 9.2% 5.8 6.06 4.3%

PE62.5 0.3950 0.3700 0.0680 42761 127396 1 130900 123677 5.8% 6 5.8 3.4%

PE62.75 0.5725 0.5025 0.1390 6673 12966 0 10389 10786 3.7% 6.29 6.42 2.0%

PE63 0.7750 0.6725 0.1520 19553 46168 1 151558 153843 1.5% 6.4 3.26 96.3%

PCRratio(NSECD)
OpenInterest Volume

Underlying 130115 120115 Chg. 130115 120115 Chg.

CE PE PCR CE PE PCR % CE PE PCR CE PE PCR %

USDINR 1416709 757650 0.5348 1363866 737744 0.5409 1.1% 648624 271258 0.4182 512751 359670 0.7015 40.38%

USDINR(expiryonJanuary28,2015):activeoptionactivity(MCXSX)
Closingprice(inRs) Volume(inlots) OI(inlots)
Strikeprice
130115 120115 Chg.% 130115 120115 Chg.% 130115 120115 Chg.%

CE62 NA NA NA NA NA NA NA NA NA

CE62.25 NA NA NA NA NA NA NA NA NA

CE62.5 NA NA NA NA NA NA NA NA NA

CE62.75 NA NA NA NA NA NA NA NA NA

CE63 NA NA NA NA NA NA NA NA NA

CE63.25 NA NA NA NA NA NA NA NA NA

CE63.5 NA NA NA NA NA NA NA NA NA

CE63.75 NA NA NA NA NA NA NA NA NA

PE62 NA NA NA NA NA NA NA NA NA

PE62.25 NA NA NA NA NA NA NA NA NA

PE62.5 NA NA NA NA NA NA NA NA NA

PE62.75 NA NA NA NA NA NA NA NA NA

PE63 NA NA NA NA NA NA NA NA NA

PE63.25 NA NA NA NA NA NA NA NA NA

PE63.5 NA NA NA NA NA NA NA NA NA

PE63.75 NA NA NA NA NA NA NA NA NA

PCRratio(MCXSX)
OpenInterest Volume

Underlying 130115 120115 Chg. 130115 120115 Chg.

CE PE PCR CE PE PCR % CE PE PCR CE PE PCR %

USDINR NA NA NA NA NA NA NA NA NA NA NA NA NA NA
*Pleasenoteas28thJanuary2015MCXSXOptioncontractsarenotavailable,wedonothavethedataforthesame.Wewillbeupdatingthedata
assoonasMCXSXlaunchesthecontract.

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