Regression Statistics

Date
1/17/2013
1/18/2013
1/16/2013
1/31/2013
1/22/2013
1/23/2013
1/30/2013
1/21/2013
1/24/2013
1/28/2013
1/29/2013
1/25/2013
Expiry
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
31-Jan-13
Series CodeStrike Price Open

High
Low
Close
LTP
LNTLJAN2013
0
1532
1532
1532
1532
1532
LNTLJAN2013
0
1539.5 1555.75
1539.5
1545.6
1545.6
LNTLJAN2013
0
1563.5
1564.5
1555.2
1555.2
1555.2
LNTLJAN2013
0
1556.5
1556.5 1542.15
1543.3
1543.3
LNTLJAN2013
0 1564.35 1564.35 1564.35 1564.35 1564.35
LNTLJAN2013
0
1571.4
1571.4 1564.05 1564.05 1564.05
LNTLJAN2013
0
1599
1599
1575
1575
1575
LNTLJAN2013
0 1549.55
1567.3 1549.55
1567.3
1567.3
LNTLJAN2013
0
1548.6
1548.6
1500 1543.65 1543.65
LNTLJAN2013
0
1601.6 1602.05
1595.5
1596
1596
LNTLJAN2013
0
1590.9
1593.9
1590.9
1593.9
1593.9
LNTLJAN2013
0
1588.8
1612
1588.8
1612
1612
Settle PriceNo. of Contracts

Turnover Open Interest
Change in OIUnderlying Value
SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
1555.2
2
7.66
0
0
1528.1
19875
1532
13
50.24
0
0
1536.5 20017.25 0.887728 0.715723
1563.1
8
31.15
0
0 1542.25 20073.5 0.621118 0.281008
1575
19
73.72
0
-750
1542.9 20147.75 -0.76517 0.369891
1567.3
2
7.82
0
0
1552.3 20025.75 1.36396 -0.60553
1564.35
40
156.53
0
0
1561.2
20073 -0.01918 0.235946
1593.9
6
23.75
2000
-1000
1564
19919 0.700105
-0.7672
1545.6
6
23.4
0
0 1567.25 20100.75 -0.48889 0.912445
1564.05
73
280.83
3000
3000
1585.5 20110.75 -1.50896 0.049749
1612
56
223.63
3000
500
1593.7
19991 3.391313 -0.59545
1596
12
47.76
3000
0 1594.65 20057.25 -0.13158 0.331399
1543.65
50
200.6
2500
-500
1607.3 19911.75 1.135579 -0.72542
Regressio
SENSEX RETURNS
AVG RETURN
BHEL
0.471456
SENSEX
0.018414
STD DEV
BHEL
SENSEX
23.42937
82.47856
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.654076
R Square
0.427816
Adjusted R Square
0.356293
Standard Error1.09612
Observations
10
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 7.186662 7.186662 5.981513 0.040205
8 9.611832 1.201479
9 16.79849
Coefficients
Standard Error t Stat
P-value Lower 95% Upper 95%Lower 95.0%
Intercept 0.350746 0.348129 1.007519 0.343183 -0.45204 1.153532 -0.45204
0.715723 -1.54108 0.630116 -2.44571 0.040205 -2.99414 -0.08803 -2.99414
Upper 95.0%
1.153532
-0.08803
Date
2/1/2013
2/4/2013
2/5/2013
2/6/2013
2/7/2013
2/8/2013
2/11/2013
2/12/2013
2/13/2013
2/14/2013
2/15/2013
2/18/2013
2/19/2013
2/20/2013
2/21/2013
2/22/2013
2/25/2013
2/26/2013
2/27/2013
2/28/2013
Expiry
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13
28-Feb-13

High
Low
Close
LTP
LNTLFEB2013
0
1555
1561
1541.5 1543.75 1543.75
LNTLFEB2013
0
1550 1553.25
1547.5 1553.25 1553.25
LNTLFEB2013
0
1534
1537
1534
1535
1535
LNTLFEB2013
0
1543
1543
1535.5
1538
1538
LNTLFEB2013
0
1514
1514
1504.5
1504.5
1504.5
LNTLFEB2013
0
0
0
0 1515.15 1515.15
LNTLFEB2013
0 1515.85 1515.85
1500
1500
1500
LNTLFEB2013
0
0
0
0
1499.4
1499.4
LNTLFEB2013
0
0
0
0
1486.8
1486.8
LNTLFEB2013
0 1456.15 1456.15
1439 1445.75 1445.75
LNTLFEB2013
0
0
0
0 1447.55 1447.55
LNTLFEB2013
0
1462.2
1471.1
1462.2
1471.1
1471.1
LNTLFEB2013
0
0
0
0 1467.75 1467.75
LNTLFEB2013
0
0
0
0 1459.05 1459.05
LNTLFEB2013
0 1435.25 1435.25
1428.7
1431.8
1431.8
LNTLFEB2013
0 1426.15
1442.1
1421.4
1442.1
1442.1
LNTLFEB2013
0 1434.45 1434.45
1417.1 1423.05 1423.05
LNTLFEB2013
0
1369.4
1369.4 1364.75
1365
1365
LNTLFEB2013
0 1393.85 1418.25 1393.85 1418.25 1418.25
LNTLFEB2013
0
1438.9 1439.15 1365.55 1368.35 1368.35

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
1551.2
62
239.65
0
0
1534.9 19904.75
1543.75
9
34.86
250
250 1533.15 19784.25 0.615385 -0.60538
1553.25
60
230.27
250
0
1533.5 19717.25 -1.17496 -0.33865
1535
22
84.54
250
0
1514.6 19697.5 0.19544 -0.10017
1538
20
75.46
250
0 1496.05 19636.75 -2.17815 -0.30841
1504.5
0
0
250
0 1509.35 19553.25 0.707876 -0.42522
1515.15
8
30.17
750
500 1490.35 19540.25
-0.9999 -0.06649
1500
0
0
750
0
1494.8 19605.5
-0.04 0.333926
1499.4
0
0
750
0 1482.55 19615.5 -0.84034 0.051006
1486.8
21
75.95
250
-500
1442.2 19531.25 -2.76096 -0.42951
1445.75
0
0
250
0 1443.95 19503.5 0.124503 -0.14208
1447.55
2
7.33
250
0 1466.55
19523 1.626887 0.099982
1471.1
0
0
250
0 1465.25 19660.25 -0.22772 0.703017
1467.75
0
0
250
0
1456.8 19708.25 -0.59274 0.244147
1459.05
29
103.79
1500
1250
1425.2 19333.5 -1.86765 -1.90149
1431.8
18
64.34
2250
750
1434.5 19329.75 0.719374
-0.0194
1442.1
24
85.55
1000
-1250
1401.5 19338.25 -1.32099 0.043974
1423.05
7
23.93
500
-500
1367.3
19037 -4.07927 -1.55779
1365
39
136.77
750
250 1410.45
19156 3.901099 0.625098
1418.25
11
38.15
2250
1500
1365.8 18826.5 -3.51842 -1.72009
-0.60538
SENSEX RETURNS
AVG RETURN
BHEL
-0.61634
SENSEX
-0.29019
STD DEV
BHEL
SENSEX
52.99897
256.7289
SUMMARY OUTPUT
Multiple R 0.703825
R Square
0.49537
Adjusted R Square
0.46383
Standard Error
1.382591
Observations
18
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 30.02363 30.02363 15.70637 0.001115
16 30.58492 1.911557
17 60.60855
Coefficients
Intercept
-0.19598 0.348438 -0.56247 0.581595 -0.93464 0.542671 -0.93464
-0.60538 1.792574 0.452313 3.963127 0.001115 0.833713 2.751434 0.833713
Upper 95.0%
0.542671
2.751434
Date
3/1/2013
3/4/2013
3/5/2013
3/6/2013
3/7/2013
3/8/2013
3/11/2013
3/12/2013
3/13/2013
3/14/2013
3/15/2013
3/18/2013
3/19/2013
3/20/2013
3/21/2013
3/22/2013
3/25/2013
3/26/2013
3/28/2013
Expiry
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13
28-Mar-13

High
Low
Close
LTP
LNTLMAR2013
0 1403.85
1411.1 1390.95
1404.5
1404.5
LNTLMAR2013
0
1382.3 1382.75
1367.5 1377.75 1377.75
LNTLMAR2013
0 1377.35
1405.6
1369 1403.45 1403.45
LNTLMAR2013
0 1425.95
1445.5 1425.95
1439.6
1439.6
LNTLMAR2013
0
1449.2
1472.5
1447.6 1468.65 1468.65
LNTLMAR2013
0
1470.3 1511.15 1468.05
1500.7
1500.7
LNTLMAR2013
0
1485
1517.3 1478.15 1513.65 1513.65
LNTLMAR2013
0
1514.5
1527.4
1492 1504.15 1504.15
LNTLMAR2013
0
1493.8 1512.15 1493.65 1498.55 1498.55
LNTLMAR2013
0
1496 1536.55 1485.15 1531.55 1531.55
LNTLMAR2013
0 1529.65
1530.6
1505.5 1509.55 1509.55
LNTLMAR2013
0
1494.8 1517.85 1492.65 1511.25 1511.25
LNTLMAR2013
0 1512.55 1513.95
1463.4
1470.9
1470.9
LNTLMAR2013
0
1462.8 1478.45
1420 1444.15 1444.15
LNTLMAR2013
0
1448.9
1461.1
1405.7
1405.8
1405.8
LNTLMAR2013
0 1402.15
1411.1
1390.9 1405.55 1405.55
LNTLMAR2013
0
1416.1
1416.7 1370.65
1372.5
1372.5
LNTLMAR2013
0
1374
1374 1336.95
1339
1339
LNTLMAR2013
0 1345.05 1351.35
1343.5 1351.35 1351.35

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
1373.15
33
115.67
1250
1250
1400.1
18956
1404.5
23
79.12
1750
500
1364.8 18937.5 -1.90459 -0.09759
1377.75
168
581.5
8000
6250
1393.9 19214.5 1.86536 1.462706
1403.45
99
356.02
7000
-1000
1433.7 19308.75 2.575795 0.490515
1439.6
161
586.84
7750
750 1463.45 19474.25 2.017922 0.857124
1468.65
138
513.61
8250
500
1496.1 19759.5 2.182276 1.464755
1500.7
203
759.59
6500
-1750
1505.8
19724 0.862931 -0.17966
1513.65
299 1129.33
8500
2000
1498.4 19654.75 -0.62762
-0.3511
1504.15
137
514.46
6500
-2000
1494.3 19443.75
-0.3723 -1.07353
1498.55
244
919.24
8000
1500 1523.05 19664.75 2.202129 1.136612
1531.55
73
276.44
9750
1750
1506.5 19503.75 -1.43645 -0.81872
1509.55
83
312.99
12250
2500
1508.4 19353.75 0.112616 -0.76908
1511.25
125
465.22
11750
-500
1468.7 19030.75 -2.66998 -1.66893
1470.9
52
188.39
9500
-2250
1437.5 18943.75 -1.81861 -0.45715
1444.15
114
410.62
7500
-2000
1396.6
18813 -2.65554
-0.6902
1405.8
44
154.23
9250
1750 1398.35 18814.25 -0.01778 0.006644
1405.55
74
258.4
8000
-1250
1367.7
18726 -2.35139 -0.46906
1372.5
50
168.86
6250
-1750
1337 18737.25
-2.4408 0.060077
1339
32
107.64
0
-6250
1364.9 18822.5 0.92233 0.454976
-0.09759
SENSEX RETURNS
AVG RETURN
BHEL
-0.19743
SENSEX
-0.03565
STD DEV
BHEL
SENSEX
59.70663
353.5725
SUMMARY OUTPUT
Multiple R 0.787925
R Square
0.620826
Adjusted R Square
0.595547
Standard Error
1.198429
Observations
17
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 35.27337 35.27337 24.55964 0.000173
15 21.54349 1.436233
16 56.81686
Coefficients
Intercept
-0.04431 0.290856 -0.15233 0.880957 -0.66425 0.57564 -0.66425
-0.09759 1.646845 0.332309 4.955769 0.000173 0.938546 2.355144 0.938546
Upper 95.0%
0.57564
2.355144
Date
3/26/2013
3/28/2013
4/1/2013
4/2/2013
4/3/2013
4/4/2013
4/5/2013
4/8/2013
4/9/2013
4/10/2013
4/11/2013
4/12/2013
4/15/2013
4/16/2013
4/17/2013
4/18/2013
4/22/2013
4/23/2013
4/25/2013
Expiry
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13
25-Apr-13

High
Low
Close
LTP
LNTLAPR2013
0 1377.25 1377.25 1377.25 1377.25 1377.25
LNTLAPR2013
0
1347.8 1376.05 1347.75 1371.95 1371.95
LNTLAPR2013
0
1385
1407.1
1385 1403.85 1403.85
LNTLAPR2013
0 1404.15
1436.6 1404.15 1426.15 1426.15
LNTLAPR2013
0 1425.55
1434.8 1376.35
1385.2
1385.2
LNTLAPR2013
0
1372.3 1392.25 1357.75 1366.85 1366.85
LNTLAPR2013
0 1369.85
1374.7
1349.9
1349.9
1349.9
LNTLAPR2013
0 1351.75 1352.65 1324.65
1330.8
1330.8
LNTLAPR2013
0 1342.05
1367.5 1314.75 1321.55 1321.55
LNTLAPR2013
0 1329.95 1360.15 1320.05
1354.2
1354.2
LNTLAPR2013
0
1358
1384.1 1353.45
1379.7
1379.7
LNTLAPR2013
0
1378.8
1383
1356.8
1366.7
1366.7
LNTLAPR2013
0 1348.65 1393.65
1346
1381.1
1381.1
LNTLAPR2013
0 1393.35
1432.9 1388.85
1429.6
1429.6
LNTLAPR2013
0
1445 1448.75
1412
1421.7
1421.7
LNTLAPR2013
0
1426.8
1479.5
1420.8
1474
1474
LNTLAPR2013
0
1484.2 1539.75
1484.2
1534.5
1534.5
LNTLAPR2013
0
1519.1
1519.1
1490.6 1505.15 1505.15
LNTLAPR2013
0
1509.8
1527 1501.95 1515.75 1515.75

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
1375.85
1
3.44
250
250
1337
18828
1377.25
24
82.14
4500
4250
1364.9 18981.25 -0.38482 0.813947
1371.95
82
287.32
8750
4250
1394.7 18954.75 2.325158 -0.13961
1403.85
376 1337.37
9000
250 1422.35 19102.25 1.588489 0.778169
1426.15
221
782.14
16750
7750 1379.55 18871.25 -2.87137 -1.20928
1385.2
679 2332.29
13750
-3000 1361.45 18589.25 -1.32472 -1.49434
1366.85
530 1804.67
17250
3500 1348.75
18516 -1.24008 -0.39404
1349.9
189
632.82
17750
500
1324.8 18440.75 -1.41492 -0.40641
1330.8
523 1755.92
19500
1750 1320.25
18241 -0.69507
-1.0832
1321.55
185
617.62
22500
3000
1350 18464.75 2.470584 1.226632
1354.2
290
989.79
24250
1750
1377.7 18560.25 1.883031 0.517202
1379.7
141
483.08
22500
-1750
1359.6 18290.75 -0.94223 -1.45203
1366.7
221
760.59
18250
-4250 1380.95
18356 1.053633 0.356738
1381.1
170
602.18
19000
750 1425.55 18760.25 3.511694 2.202277
1429.6
125
447.56
18750
-250
1421.5 18742.25
-0.5526 -0.09595
1421.7
238
864.19
21500
2750
1472.8 19017.25 3.678695 1.467273
1474
137
516.64
21500
0 1534.85
19149 4.104478 0.692792
1534.5
212
796.61
6500
-15000
1503.5 19178.25 -1.91268 0.152749
1505.15
80
303.01
250
-6250 1518.75 19353.25 0.704249 0.912492
0.813947
SENSEX RETURNS
AVG RETURN
BHEL
0.554529
SENSEX
0.158079
STD DEV
BHEL
SENSEX
60.53868
319.2149
SUMMARY OUTPUT
Multiple R 0.795659
R Square
0.633073
Adjusted R Square
0.608611
Standard Error
1.349509
Observations
17
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 47.13205 47.13205 25.88003 0.000134
15 27.31762 1.821175
16 74.44967
Coefficients
Intercept 0.416026 0.329513 1.262548 0.226028 -0.28631 1.118365 -0.28631
0.813947 1.621441 0.318727 5.087242 0.000134 0.942091 2.300791 0.942091
Upper 95.0%
1.118365
2.300791
Date
4/23/2013
4/25/2013
4/26/2013
4/29/2013
4/30/2013
5/2/2013
5/3/2013
5/6/2013
5/7/2013
5/8/2013
5/9/2013
5/10/2013
5/11/2013
5/13/2013
5/14/2013
5/15/2013
5/16/2013
5/17/2013
5/20/2013
5/21/2013
5/22/2013
5/23/2013
5/24/2013
5/27/2013
5/28/2013
5/29/2013
5/30/2013
Expiry
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13
30-May-13

High
Low
Close
LTP
LNTLMAY2013
0 1499.15
1514 1499.15
1512
1512
LNTLMAY2013
0
1523.4
1533.3
1518
1525.6
1525.6
LNTLMAY2013
0 1520.05
1553.9
1520 1549.85 1549.85
LNTLMAY2013
0 1549.35
1549.8
1531.9 1539.35 1539.35
LNTLMAY2013
0
1537.8 1538.85
1490.2
1522
1522
LNTLMAY2013
0
1517.1 1566.85
1517.1
1558.7
1558.7
LNTLMAY2013
0 1549.85
1590 1540.05 1572.85 1572.85
LNTLMAY2013
0
1568.6
1580
1554.6
1563.9
1563.9
LNTLMAY2013
0 1575.95
1592.7
1571
1582.8
1582.8
LNTLMAY2013
0
1583.5
1583.8 1551.25 1570.55 1570.55
LNTLMAY2013
0
1554.2 1579.85 1545.45 1566.35 1566.35
LNTLMAY2013
0
1562.8
1579.1 1559.65
1569.3
1569.3
LNTLMAY2013
0
1566.1
1573.6
1566.1
1571.2
1571.2
LNTLMAY2013
0
1558.7
1560.8 1524.25 1525.65 1525.65
LNTLMAY2013
0 1517.85
1535.3 1509.95
1529.7
1529.7
LNTLMAY2013
0 1537.65
1590.1 1537.65 1587.05 1587.05
LNTLMAY2013
0 1588.05 1610.45 1587.15 1596.15 1596.15
LNTLMAY2013
0
1604.2 1636.85 1587.55 1629.95 1629.95
LNTLMAY2013
0
1641 1647.05
1620.3
1624.6
1624.6
LNTLMAY2013
0
1615
1631.8 1597.05 1609.15 1609.15
LNTLMAY2013
0
1615
1655.2 1506.65
1520.8
1520.8
LNTLMAY2013
0
1495.7
1495.7 1410.05
1422.8
1422.8
LNTLMAY2013
0
1438.6 1466.15 1424.85 1457.25 1457.25
LNTLMAY2013
0
1453.2
1473.6
1443 1465.85 1465.85
LNTLMAY2013
0
1471.3 1477.45
1444.9
1457.5
1457.5
LNTLMAY2013
0
1445
1448.6
1434.8
1445.6
1445.6
LNTLMAY2013
0 1440.55 1451.35
1418.7 1429.35 1429.35

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
1546.05
10
37.75
2250
2250
1503.5 19242.5
1512
21
79.95
2750
500 1518.75
19436 0.899471 1.005587
1525.6
304 1170.15
8750
6000
1541.8
19327 1.589539 -0.56081
1549.85
334 1284.82
8000
-750
1529.5 19439.75 -0.67748 0.583381
1539.35
724 2742.17
6750
-1250
1512.6 19481.75
-1.1271 0.216052
1522
210
815.46
7250
500 1552.15
19745 2.411301 1.351265
1558.7
636 2494.51
5750
-1500
1569 19582.5 0.907808 -0.82299
1572.85
233
912.59
6000
250 1561.05 19648.75 -0.56903 0.338312
1563.9
165
652.4
6000
0 1577.55 19906.75 1.208517 1.313061
1582.8
272 1064.31
5000
-1000 1562.25 19968.75 -0.77394 0.311452
1570.55
74
289.33
6250
1250 1562.85 19923.5 -0.26742
-0.2266
1566.35
195
764.45
10000
3750 1561.65 20111.5 0.188336 0.943609
1569.3
108
424.38
10000
0 1563.15 20161.25 0.121073 0.247371
1571.2
77
297.07
10000
0 1516.85 19755.25 -2.89906 -2.01376
1525.65
260
990.48
9750
-250
1521.7 19763.75 0.265461 0.043027
1529.7
266 1043.67
10000
250 1580.35 20261.5 3.749101
2.5185
1587.05
359
1440.3
12250
2250 1593.75 20303.75 0.573391 0.208524
1596.15
293 1171.73
12500
250 1623.05 20367.25 2.117595 0.31275
1629.95
254 1038.34
13500
1000
1618.6
20265 -0.32823 -0.50203
1624.6
188
757.16
12750
-750 1606.65 20118.25
-0.951 -0.72415
1609.15
474 1884.35
13750
1000
1517.1 20056.25 -5.49048 -0.30818
1520.8
439 1589.48
12000
-1750 1418.65 19661.5 -6.44398 -1.96821
1422.8
450 1632.94
11500
-500
1456.9 19689.25 2.421282 0.141139
1457.25
356 1294.72
11000
-500
1465.4
20025 0.590153 1.705245
1465.85
317 1155.48
15500
4500 1454.85
20139 -0.56964 0.569288
1457.5
347 1251.92
18500
3000 1446.95 20099.5 -0.81647 -0.19614
1445.6
354 1266.98
17750
-750 1426.65 20222.5
-1.1241 0.611956
1.005587
SENSEX RETURNS
AVG RETURN
BHEL
-0.19211
SENSEX
0.196063
STD DEV
BHEL
SENSEX
57.29078
318.0034
SUMMARY OUTPUT
Multiple R 0.648193
R Square
0.420154
Adjusted R Square
0.394943
Standard Error
1.742963
Observations
25
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 50.62912 50.62912 16.66571 0.000458
23 69.87219 3.037921
24 120.5013
Coefficients
Intercept
-0.47143 0.35334 -1.33422 0.195192 -1.20237 0.259505 -1.20237
1.005587 1.439741 0.352673 4.082366 0.000458 0.710181 2.169301 0.710181
Upper 95.0%
0.259505
2.169301
Date
5/29/2013
5/30/2013
5/31/2013
6/3/2013
6/4/2013
6/5/2013
6/6/2013
6/7/2013
6/10/2013
6/11/2013
6/12/2013
6/13/2013
6/14/2013
6/17/2013
6/18/2013
6/19/2013
6/20/2013
6/21/2013
6/24/2013
6/25/2013
6/26/2013
6/27/2013
Expiry
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13
27-Jun-13

High
Low
Close
LTP
LNTLJUN2013
0 1454.05
1456.4
1449.6 1455.55 1455.55
LNTLJUN2013
0
1450
1450 1429.05
1430.8
1430.8
LNTLJUN2013
0
1419.2 1427.15
1406.3 1410.05 1410.05
LNTLJUN2013
0
1400
1406
1383 1396.95 1396.95
LNTLJUN2013
0 1410.55
1438 1410.25
1413.8
1413.8
LNTLJUN2013
0 1411.65
1429.2
1407
1426.3
1426.3
LNTLJUN2013
0 1418.85 1446.85 1418.85
1431
1431
LNTLJUN2013
0 1423.25
1442.7
1411.7
1414.9
1414.9
LNTLJUN2013
0 1431.25 1434.05 1404.85
1411.6
1411.6
LNTLJUN2013
0 1419.45
1422.6 1391.85 1406.35 1406.35
LNTLJUN2013
0
1411.9 1412.15 1388.85 1399.55 1399.55
LNTLJUN2013
0 1395.65
1407 1391.55
1394.4
1394.4
LNTLJUN2013
0 1416.65
1442.1
1416.6
1440.1
1440.1
LNTLJUN2013
0
1439.7 1458.25 1429.05
1454
1454
LNTLJUN2013
0 1457.05 1463.75 1435.95 1440.75 1440.75
LNTLJUN2013
0 1431.35
1439 1423.85 1436.95 1436.95
LNTLJUN2013
0 1390.75
1408.1 1390.75
1396
1396
LNTLJUN2013
0 1391.05 1410.85
1379.3 1393.25 1393.25
LNTLJUN2013
0
1388.2 1391.25
1345.8 1352.55 1352.55
LNTLJUN2013
0 1360.25
1382.3
1342.9
1366.8
1366.8
LNTLJUN2013
0
1370.1 1392.05
1344 1352.75 1352.75
LNTLJUN2013
0 1362.75
1365.7
1343.4 1347.25 1347.25

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
1463.2
10
36.34
1500
1500 1446.95 20149.5
1455.55
4
14.35
1750
250 1426.65 20228.5 -1.70039 0.392069
1430.8
211
746.41
6000
4250
1401.6 19837.5 -1.45024 -1.93292
1410.05
133
464.54
6250
250 1387.55 19687.5 -0.92905 -0.75614
1396.95
232
825.32
10250
4000
1409.2 19605.25 1.206199 -0.41778
1413.8
194
688.63
10750
500
1419.5 19625.25 0.884142 0.102013
1426.3
189
678.37
14500
3750
1428.2
19595 0.329524 -0.15414
1431
254
906.16
14750
250
1412.6 19480.75 -1.12509 -0.58306
1414.9
336
1196
14750
0
1405.8 19481.25 -0.23323 0.002567
1411.6
226
795.91
13250
-1500 1404.65 19164.25 -0.37192 -1.62721
1406.35
207
724.72
14750
1500
1397.3 19077.25 -0.48352 -0.45397
1399.55
142
496.75
15250
500 1392.95 18863.25 -0.36798 -1.12175
1394.4
223
796.84
12750
-2500
1440.4 19176.75 3.277395 1.661962
1440.1
177
640.87
12750
0
1455
19316 0.965211 0.72614
1454
155
562.75
12750
0 1438.35 19214.25 -0.91128 -0.52677
1440.75
158
565.05
12500
-250
1437.4 19242.25 -0.26375 0.145725
1436.95
146
511.33
13500
1000 1396.35 18702.5 -2.84979 -2.80503
1396
305 1062.79
13000
-500
1393.9 18704.75 -0.19699 0.01203
1393.25
216
735.05
17750
4750
1354.9 18516.25 -2.92123 -1.00777
1352.55
406 1383.83
13000
-4750
1367.8
18606 1.053565 0.484709
1366.8
254
871.44
22250
9250 1353.95
18510 -1.02795 -0.51596
1352.75
168
567.19
14500
-7750 1350.35 18870.75 -0.40658 1.948947
0.392069
SENSEX RETURNS
AVG RETURN
BHEL
-0.35823
SENSEX
-0.30602
STD DEV
BHEL
SENSEX
30.9379
487.7704
SUMMARY OUTPUT
Multiple R 0.703609
R Square
0.495065
Adjusted R Square
0.467014
Standard Error
1.019372
Observations
20
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 18.33859 18.33859 17.64819 0.000537
18 18.70416 1.03912
19 37.04275
Coefficients
Intercept 0.010576 0.238985 0.044253 0.96519 -0.49151 0.512664 -0.49151
0.392069 0.884969 0.210658 4.200975 0.000537 0.442393 1.327545 0.442393
Upper 95.0%
0.512664
1.327545
Date
6/26/2013
6/27/2013
6/28/2013
7/1/2013
7/2/2013
7/3/2013
7/4/2013
7/5/2013
7/8/2013
7/9/2013
7/10/2013
7/11/2013
7/12/2013
7/15/2013
7/16/2013
7/17/2013
7/18/2013
7/19/2013
7/22/2013
7/23/2013
7/24/2013
7/25/2013
Expiry
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13
25-Jul-13

High
Low
Close
LTP
LNTLJUL2013
0
1384.8 1387.85 1347.25 1355.45 1355.45
LNTLJUL2013
0 1364.75
1366.8
1346
1357
1357
LNTLJUL2013
0 1378.75 1412.05 1378.75 1409.95 1409.95
LNTLJUL2013
0 1417.45
1455.3 1417.45
1452.1
1452.1
LNTLJUL2013
0
1444.2
1446.2 1427.75 1430.05 1430.05
LNTLJUL2013
0 1414.15 1414.15
1390.6
1395.5
1395.5
LNTLJUL2013
0 1412.55 1434.75
1395
1408.1
1408.1
LNTLJUL2013
0
1425.5 1431.35 1408.95
1413.8
1413.8
LNTLJUL2013
0 1400.05 1415.25 1392.85 1409.85 1409.85
LNTLJUL2013
0
1419 1433.25
1419 1429.35 1429.35
LNTLJUL2013
0
1441
1441 1406.15 1413.35 1413.35
LNTLJUL2013
0
970
972
959.4
966.15
966.15
LNTLJUL2013
0
960.9
995
960.9
993.4
993.4
LNTLJUL2013
0
994.05 1008.35
994.05
1005.6
1005.6
LNTLJUL2013
0
977.25
982.6
959
973.6
973.6
LNTLJUL2013
0
987.3
987.3
962.85
970.65
970.65
LNTLJUL2013
0
978.95
991.35
969.35
988.9
988.9
LNTLJUL2013
0
985.15
989.35
968
976.65
976.65
LNTLJUL2013
0
983
989.45
902
904.15
904.15
LNTLJUL2013
0
894.2
923.85
894.2
902.25
902.25
LNTLJUL2013
0
897.4
902.8
862
868.2
868.2
LNTLJUL2013
0
866.85
868.5
849.15
852.1
852.1

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
1375.65
21
72.48
1250
1250 1353.95 18533.25
1355.45
70
237.47
12000
10750 1350.35 18893.5 0.114353 1.943804
1357
214
748.76
6250
-5750 1404.15 19380.5 3.90199 2.577606
1409.95
203
730.51
6500
250 1449.95 19549.25 2.989468 0.870721
1452.1
140
503.2
7750
1250
1429.9 19472.5 -1.51849
-0.3926
1430.05
360
1258.9
8000
250
1392.7 19180.75
-2.416 -1.49827
1395.5
357 1263.13
12750
4750
1402.8
19435 0.902902 1.325548
1408.1
263
935.17
12250
-500
1409.7 19547.75 0.404801 0.580139
1413.8
250
876.59
12500
250 1403.85 19371.5 -0.27939 -0.90164
1409.85
191
680.68
12500
0 1427.65 19496.5 1.383126 0.645278
1429.35
161
574.74
14250
1750 1413.55 19315.75 -1.11939 -0.92709
1413.35
21
76.08
15000
750
967.8 19728.25 -31.6411 2.135563
966.15
415
1528.4
29250
7875
994.1 19965.25 2.820473 1.201323
993.4
406 1528.14
58875
29625 1005.85 20054.25 1.228105 0.445775
1005.6
280
1015.4
57750
-1125
971.4 19882.25 -3.18218 -0.85767
973.6
385 1410.05
57000
-750
968 19947.5
-0.303 0.328182
970.65
546 2001.47
57000
0
985.35 20218.75 1.880183 1.35982
988.9
316
1158.2
57375
375
974.7
20184 -1.23875 -0.17187
976.65
215
762.29
48750
-8625
901.95
20208 -7.42333 0.118906
904.15
179
608.16
49125
375
902.55 20347.5 -0.21014 0.690321
902.25
141
462.91
33375
-15750
867.05
20125
-3.7739
-1.0935
868.2
215
691.27
33000
-375
853.9 19805.5 -1.85441 -1.58758
1.943804
SENSEX RETURNS
AVG RETURN
BHEL
-1.87308
SENSEX
0.323465
STD DEV
BHEL
SENSEX
234.2362
451.5518
SUMMARY OUTPUT
Multiple R 0.13367
R Square
0.017868
Adjusted R Square
-0.0367
Standard Error
7.595928
Observations
20
ANOVA
df
Regression
Residual
Total
Intercept
1.943804
SS
MS
F
Significance F
1 18.89449 18.89449 0.327472 0.57423
18 1038.566 57.69813
19 1057.461
Coefficients
-1.76553 1.736565 -1.01668 0.322777 -5.41392 1.882855 -5.41392
-0.85347 1.491426 -0.57225 0.57423 -3.98684
2.2799 -3.98684
Upper 95.0%
1.882855
2.2799
Date
7/24/2013
7/25/2013
7/26/2013
7/29/2013
7/30/2013
7/31/2013
8/1/2013
8/2/2013
8/5/2013
8/6/2013
8/7/2013
8/8/2013
8/12/2013
8/13/2013
8/14/2013
8/16/2013
8/19/2013
8/20/2013
8/21/2013
8/22/2013
8/23/2013
8/26/2013
8/27/2013
8/28/2013
8/29/2013
Expiry
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13
29-Aug-13

High
Low
Close
LTP
LNTLAUG2013
0
892.9
895.8
859
859
859
LNTLAUG2013
0
861.65
861.65
848.1
853.45
853.45
LNTLAUG2013
0
856.9
867.15
838.7
842.4
842.4
LNTLAUG2013
0
836.6
857.1
832.55
837.1
837.1
LNTLAUG2013
0
845.6
855.85
842.3
842.8
842.8
LNTLAUG2013
0
840.2
848.15
828.6
839.9
839.9
LNTLAUG2013
0
847.05
855.35
821.4
840.15
840.15
LNTLAUG2013
0
842.05
842.05
822.65
825.55
825.55
LNTLAUG2013
0
819.45
824.3
804.75
809.2
809.2
LNTLAUG2013
0
797.05
797.05
777.2
787.45
787.45
LNTLAUG2013
0
778.05
783.95
767.6
773.1
773.1
LNTLAUG2013
0
780.2
781
771.9
773.05
773.05
LNTLAUG2013
0
778.45
797.1
773.75
786.45
786.45
LNTLAUG2013
0
788.1
812.35
788.1
802.75
802.75
LNTLAUG2013
0
805.45
807.05
791.45
800.7
800.7
LNTLAUG2013
0
786.85
787.6
753.05
754.45
754.45
LNTLAUG2013
0
731.9
741.45
720.55
737.15
737.15
LNTLAUG2013
0
720.5
744.6
720.5
732.3
732.3
LNTLAUG2013
0
746.25
766.9
705.55
706.7
706.7
LNTLAUG2013
0
699.5
732.3
699.5
727.85
727.85
LNTLAUG2013
0
728.5
740
721.4
737.85
737.85
LNTLAUG2013
0
752.45
756
732.9
742.8
742.8
LNTLAUG2013
0
728.65
738.8
699.2
703
703
LNTLAUG2013
0
683.25
711.5
675.7
704.75
704.75
LNTLAUG2013
0
720.6
732.15
719.6
724.85
724.85

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
908.95
33
107.34
7875
7875
867.05 20197.25
859
55
176.12
15375
7500
853.9 19929.5
-0.6461 -1.32568
853.45
232
742.53
17250
1875
845.65
19885 -1.29474 -0.22329
842.4
226
714.06
17250
0
841.35 19756.25 -0.62915 -0.64747
837.1
157
500.02
17625
375
849.55
19486 0.680922 -1.36792
842.8
138
434.74
22500
4875
846.45
19488 -0.34409 0.010264
839.9
116
365.54
23625
1125
844.3 19452.25 0.029765 -0.18345
840.15
95
296.25
22125
-1500
830.2 19270.25 -1.73778 -0.93562
825.55
132
401.8
22500
375
813.8
19330
-1.9805 0.310063
809.2
109
321.69
22875
375
795.3
18853 -2.68784 -2.46767
787.45
121
352.44
24750
1875
780.95 18795.75 -1.82234 -0.30367
773.1
65
189.38
25125
375
780.15 18878.5 -0.00647 0.440259
773.05
115
337.87
24375
-750
797.45 18991.5 1.733394 0.598565
786.45
28
84.33
23250
-1125
803.9 19256.5 2.072605 1.395361
802.75
48
143.63
21750
-1500
798.05 19378.25 -0.25537 0.632254
800.7
190
545.22
22500
750
756.65 18654.25
-5.7762 -3.73615
754.45
65
178.71
23250
750
738.3 18349.75 -2.29306 -1.63234
737.15
74
202.77
23625
375
733.25
18285 -0.65794 -0.35287
732.3
128
355.86
24375
750
708.6
17982 -3.49584
-1.6571
706.7
76
203.83
24000
-375
725.4
18325 2.992783 1.907463
727.85
84
230.83
24375
375
738.75
18469 1.373909 0.785812
737.85
87
243.45
24375
0
744.6 18531.25 0.670868 0.337051
742.8
126
338.05
25125
750
705.1
17988
-5.3581 -2.93153
703
128
331.66
15750
-9375
704.75
17946 0.248933 -0.23349
704.75
108
293.8
375
-15375
722.15 18407.5 2.852075 2.571604
-1.32568
SENSEX RETURNS
AVG RETURN
BHEL
-0.68043
SENSEX
-0.3754
STD DEV
BHEL
SENSEX
50.82386
641.3745
SUMMARY OUTPUT
Multiple R 0.898674
R Square
0.807615
Adjusted R Square
0.798453
Standard Error
1.032158
Observations
23
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 93.91702 93.91702 88.15594 5.77E-09
21 22.37237 1.065351
22 116.2894
Coefficients
Intercept
-0.21933 0.220787
-0.9934 0.331825 -0.67848 0.239822 -0.67848
-1.32568 1.384667 0.147475 9.389139 5.77E-09 1.077975 1.691359 1.077975
Upper 95.0%
0.239822
1.691359
Date
8/26/2013
8/27/2013
8/28/2013
8/29/2013
8/30/2013
9/2/2013
9/3/2013
9/4/2013
9/5/2013
9/6/2013
9/10/2013
9/11/2013
9/12/2013
9/13/2013
9/16/2013
9/17/2013
9/18/2013
9/19/2013
9/20/2013
9/23/2013
9/24/2013
9/25/2013
9/26/2013
Expiry
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13
26-Sep-13

High
Low
Close
LTP
LNTLSEP2013
0
755.55
755.55
755.55
755.55
755.55
LNTLSEP2013
0
710
710
710
710
710
LNTLSEP2013
0
693.3
713.65
679.05
711.1
711.1
LNTLSEP2013
0
722.6
732.1
721.9
725.2
725.2
LNTLSEP2013
0
711.85
728.2
711.85
717.6
717.6
LNTLSEP2013
0
725
735.25
724.4
731.55
731.55
LNTLSEP2013
0
732
740.45
688.7
691.85
691.85
LNTLSEP2013
0
690.05
709.15
683.35
699.7
699.7
LNTLSEP2013
0
723.55
731
720.2
729.35
729.35
LNTLSEP2013
0
734
758.8
734
753.3
753.3
LNTLSEP2013
0
773.5
803.9
769.55
802.1
802.1
LNTLSEP2013
0
798.95
829.65
793.15
813.55
813.55
LNTLSEP2013
0
814.95
824.25
800.25
806.3
806.3
LNTLSEP2013
0
814.65
831.95
814.65
827.9
827.9
LNTLSEP2013
0
859.5
859.5
821.7
829.45
829.45
LNTLSEP2013
0
830.4
833.35
816.7
825.85
825.85
LNTLSEP2013
0
827.45
843.3
827.45
839.45
839.45
LNTLSEP2013
0
874.05
898.2
859.95
891.35
891.35
LNTLSEP2013
0
881.65
885
834.75
849.4
849.4
LNTLSEP2013
0
836.95
849.65
810.35
815.5
815.5
LNTLSEP2013
0
816
833.75
816
829.6
829.6
LNTLSEP2013
0
834.9
841.2
819.65
832.6
832.6
LNTLSEP2013
0
837.7
842
830.1
831.5
831.5

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
743.55
1
2.83
0
0
744.6
18600
755.55
1
2.66
375
375
705.1
18090 -6.02872 -2.74194
710
40
103.97
6750
6375
704.75
17975 0.15493 -0.63571
711.1
25
68.13
6750
0
722.15 18373.75 1.982843 2.218359
725.2
88
237.44
7125
375
722.25
18596 -1.04799 1.209606
717.6
61
167.22
6375
-750
727.4
18899 1.94398 1.629383
731.55
144
385.54
9375
3000
694.55
18282 -5.42683 -3.26472
691.85
130
338.71
13500
4125
699.05 18629.75 1.134639 1.902144
699.7
83
225.94
12375
-1125
727.6
19043 4.23753 2.218226
729.35
150
420.03
13875
1500
753.65 19340.75 3.283746 1.563567
753.3
144
424.59
13500
-375
807.2 20039.75 6.478163 3.614131
802.1
300
915.83
18375
4875
816.5
20105 1.427503 0.325603
813.55
331 1009.76
15375
-3000
813.7 19816.25 -0.89116 -1.43621
806.3
76
235.44
14250
-1125
833.65
19835 2.678904 0.094619
827.9
146
460.53
17250
3000
828.6
19821 0.187221 -0.07058
829.45
158
487.72
18000
750
821.95 19894.25 -0.43402 0.369558
825.85
40
125.11
17250
-750
835.8 20055.75 1.646788 0.811792
839.45
68
223.88
16500
-750
888.15 20728.5 6.18262
3.3544
891.35
139
443.99
16500
0
847 20312.5 -4.70634
-2.0069
849.4
92
285.24
16125
-375
811.45 19980.25 -3.99105 -1.63569
815.5
80
248.15
13125
-3000
826.2
19982 1.729001 0.008759
829.6
73
227.8
5625
-7500
831.6 19903.75 0.36162
-0.3916
832.6
37
116.16
1125
-4500
830.15 19900.5 -0.13212 -0.01633
-2.74194
SENSEX RETURNS
AVG RETURN
BHEL
0.489602
SENSEX
0.323657
STD DEV
BHEL
SENSEX
57.38734
785.9935
SUMMARY OUTPUT
Multiple R 0.895378
R Square
0.801702
Adjusted R Square
0.791265
Standard Error
1.405296
Observations
21
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 151.6993 151.6993 76.81536 4.21E-08
19 37.52228 1.974857
20 189.2216
Coefficients
Intercept 0.056962 0.318164 0.179033 0.859807 -0.60896 0.722886 -0.60896
-2.74194 1.582148 0.180519 8.764437 4.21E-08 1.204317 1.959979 1.204317
Upper 95.0%
0.722886
1.959979
Date
9/20/2013
9/23/2013
9/25/2013
9/26/2013
9/27/2013
9/30/2013
10/1/2013
10/3/2013
10/4/2013
10/7/2013
10/8/2013
10/9/2013
10/10/2013
10/11/2013
10/14/2013
10/15/2013
10/17/2013
10/18/2013
10/21/2013
10/22/2013
10/23/2013
10/24/2013
10/25/2013
10/28/2013
10/29/2013
10/30/2013
10/31/2013
Expiry
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13
31-Oct-13

High
Low
Close
LTP
LNTLOCT2013
0
880
880
880
880
880
LNTLOCT2013
0
810
810
810
810
810
LNTLOCT2013
0
840.95
844.75
823.75
835.9
835.9
LNTLOCT2013
0
836.45
843.3
836.2
841.5
841.5
LNTLOCT2013
0
843.8
843.8
819.2
820.3
820.3
LNTLOCT2013
0
813.65
813.65
794.65
798.3
798.3
LNTLOCT2013
0
799.2
811.75
787.05
807.7
807.7
LNTLOCT2013
0
815
838.15
815
838.15
838.15
LNTLOCT2013
0
836.95
841.5
824.7
826.15
826.15
LNTLOCT2013
0
817.65
818.2
806.15
816.5
816.5
LNTLOCT2013
0
828.3
840.4
825.45
833.25
833.25
LNTLOCT2013
0
825.95
852.85
825.95
850.5
850.5
LNTLOCT2013
0
858
858
845.4
850.05
850.05
LNTLOCT2013
0
856.35
885.35
854.9
884.3
884.3
LNTLOCT2013
0
884.4
893.6
878.05
878.75
878.75
LNTLOCT2013
0
888.1
892.1
864.65
868.7
868.7
LNTLOCT2013
0
864.95
864.95
833.2
836.2
836.2
LNTLOCT2013
0
831
879.75
831
870.65
870.65
LNTLOCT2013
0
898.2
933
894.85
929.2
929.2
LNTLOCT2013
0
931.95
939.2
916.95
936.25
936.25
LNTLOCT2013
0
934.6
950.7
925.8
949.6
949.6
LNTLOCT2013
0
951.1
967.15
947
965.25
965.25
LNTLOCT2013
0
952.7
954.45
937.7
949.05
949.05
LNTLOCT2013
0
958.65
972.8
958.65
965.6
965.6
LNTLOCT2013
0
948.5
982
940.9
978.45
978.45
LNTLOCT2013
0
979.5
979.5
967.05
971.6
971.6
LNTLOCT2013
0
970.75
983.9
968.75
973.55
973.55

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
895.3
1
3.3
375
375
847
20080
880
1
3.04
0
-375
811.45 20093.25 -7.95455 0.065986
832.05
33
103.12
6000
6000
831.6 20086.75 3.197531 -0.03235
835.9
12
37.8
6000
0
830.15 20099.25 0.669937 0.06223
841.5
49
152.55
9000
3000
817.45 19897.75 -2.51931 -1.00252
820.3
55
165.61
11625
2625
788.6 19567.75 -2.68195 -1.65848
798.3
57
171.76
11625
0
800
19691 1.177502 0.629863
807.7
58
179.17
9000
-2625
828.1
20104 3.769964 2.097405
838.15
83
258.75
8250
-750
820.05
20056 -1.43172 -0.23876
826.15
49
149.28
10875
2625
808.85 20030.75 -1.16807
-0.1259
816.5
56
175.02
15375
4500
828.1 20100.25 2.051439 0.346967
833.25
48
152.1
15375
0
844.95 20390.25 2.070207 1.442768
850.5
51
162.75
15000
-375
845.95
20396 -0.05291
0.0282
850.05
51
167.02
12000
-3000
881.95 20648.25 4.029175 1.236762
884.3
77
255.58
14625
2625
876.3
20710 -0.62762 0.299057
878.75
105
344.62
16125
1500
869.7 20649.5 -1.14367 -0.29213
868.7
141
449.29
22875
6750
837.25 20512.75 -3.74122 -0.66224
836.2
109
352.03
21750
-1125
872.35 20954.75 4.119828 2.154757
870.65
82
281
19875
-1875
925.15 20969.5 6.724861 0.07039
929.2
109
380.26
19875
0
934.7
20941 0.758717 -0.13591
936.25
72
252.9
18750
-1125
947.3
20823 1.425901 -0.56349
949.6
85
305.18
18750
0
964.6 20739.5 1.648062
-0.401
965.25
65
230.54
21000
2250
947.45 20725.75 -1.67832
-0.0663
949.05
76
275.48
20250
-750
965.4 20590.75 1.743849 -0.65136
965.6
86
309.89
16125
-4125
977.4 20961.75 1.330779 1.80178
978.45
51
185.76
7875
-8250
969.4
21041 -0.70009 0.37807
971.6
61
223.49
3750
-4125
972.55 21162.5
0.2007 0.577444
0.065986
SENSEX RETURNS
AVG RETURN
BHEL
0.431501
SENSEX
0.206201
STD DEV
BHEL
SENSEX
59.38213
435.1031
SUMMARY OUTPUT
Multiple R 0.584014
R Square
0.341072
Adjusted R Square
0.312423
Standard Error
2.035574
Observations
25
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 49.32983 49.32983 11.90517 0.002176
23 95.30194 4.143563
24 144.6318
Coefficients
Intercept
0.44346 0.41777 1.061493 0.299486 -0.42076 1.307684 -0.42076
0.065986 1.527231 0.442626 3.450387 0.002176 0.611589 2.442873 0.611589
Upper 95.0%
1.307684
2.442873
Date
10/28/2013
10/29/2013
10/30/2013
10/31/2013
11/1/2013
11/3/2013
11/5/2013
11/6/2013
11/7/2013
11/8/2013
11/11/2013
11/12/2013
11/13/2013
11/14/2013
11/18/2013
11/19/2013
11/20/2013
11/21/2013
11/22/2013
11/25/2013
11/26/2013
11/27/2013
11/28/2013
Expiry
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13
28-Nov-13

High
Low
Close
LTP
LNTLNOV2013
0
967
967
967
967
967
LNTLNOV2013
0
955
976
955
976
976
LNTLNOV2013
0
985.25
985.25
972.2
975.05
975.05
LNTLNOV2013
0
979.7
985.55
974.75
976.35
976.35
LNTLNOV2013
0
978.5
992.7
976.1
989.25
989.25
LNTLNOV2013
0
987.85
987.85
983.75
983.9
983.9
LNTLNOV2013
0
976.35
984.65
972.15
975.5
975.5
LNTLNOV2013
0
974.2
982.55
967.4
969.45
969.45
LNTLNOV2013
0
963.75
991.3
960.05
961.25
961.25
LNTLNOV2013
0
956.35
981.8
949.2
978.25
978.25
LNTLNOV2013
0
966.25
968
945.55
948.65
948.65
LNTLNOV2013
0
952.4
962.5
929.25
931.9
931.9
LNTLNOV2013
0
926.15
933.45
915.7
923.35
923.35
LNTLNOV2013
0
935.75
961.6
935.75
945.2
945.2
LNTLNOV2013
0
961.35
981.95
961.35
981.55
981.55
LNTLNOV2013
0
983.1
998.45
983.1
997.4
997.4
LNTLNOV2013
0
994.3
994.3
977.35
979.65
979.65
LNTLNOV2013
0
974.45
978
948.15
949.75
949.75
LNTLNOV2013
0
959.7
973.9
949.95
967.15
967.15
LNTLNOV2013
0
982.2
1007
981
1007
1007
LNTLNOV2013
0
1004
1014.6
1004
1005.7
1005.7
LNTLNOV2013
0
1008.3
1008.3
991.65
1008
1008
LNTLNOV2013
0 1027.35 1027.35
1019.5
1022.1
1022.1

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
953.6
2
7.25
750
750
965.4 20743.5
967
6
21.74
3000
2250
977.4 21064.75 0.930714 1.548678
976
15
54.92
3750
750
969.4 21201.25 -0.09734 0.648002
975.05
30
110.36
4125
375
972.55 21292.5 0.133326 0.430399
976.35
82
301.81
10875
6750
981.8 21370.75 1.321248
0.3675
989.25
16
59.2
10875
0
979.25 21357.75 -0.54081 -0.06083
983.9
85
311.54
10875
0
968.6 21145.75 -0.85375 -0.99261
975.5
57
208.03
16875
6000
962.5
21038 -0.62019 -0.50956
969.45
105
384.44
21000
4125
956 20970.25 -0.84584 -0.32204
961.25
114
410.83
24000
3000
973.55
20832 1.768531 -0.65927
978.25
65
233.05
31500
7500
943.6
20650 -3.02581 -0.87366
948.65
58
206.81
31500
0
928.8
20462 -1.76567 -0.91041
931.9
68
235.65
36000
4500
919.25 20332.25 -0.91748
-0.6341
923.35
62
220.96
37125
1125
939.45 20525.5 2.366383 0.95046
945.2
31
113
32250
-4875
976.1 20949.5 3.845747 2.065723
981.55
48
178.83
33375
1125
993.85
20989 1.614793 0.188549
997.4
62
229.37
32250
-1125
976.25
20730 -1.77963 -1.23398
979.65
78
280.98
29250
-3000
948.35 20297.5 -3.05211 -2.08635
949.75
132
475.19
13875
-15375
964 20247.25 1.832061 -0.24757
967.15
58
216.12
7125
-6750 1002.25 20663.25 4.120354
2.0546
1007
36
136.09
3750
-3375 1001.85 20478.25
-0.1291 -0.89531
1005.7
48
179.76
3375
-375
1006.6 20471.25 0.228696 -0.03418
1008
13
49.9
1125
-2250
1023.4 20515.25 1.39881 0.214936
1.548678
SENSEX RETURNS
AVG RETURN
BHEL
0.269679
SENSEX
-0.04505
STD DEV
BHEL
SENSEX
23.97959
341.5392
SUMMARY OUTPUT
Multiple R 0.850979
R Square
0.724166
Adjusted R Square
0.709648
Standard Error
1.055805
Observations
21
ANOVA
df
Regression
Residual
Total
SS
MS
1 55.60464 55.60464
19 21.17975 1.114724
20 76.78439
F
Significance F
49.882 1.01E-06
Coefficients
Intercept 0.437732 0.232121 1.885791 0.074707
-0.0481 0.923567
-0.0481
1.548678 1.649861 0.233601 7.062719 1.01E-06 1.160928 2.138794 1.160928
Upper 95.0%
0.923567
2.138794
Date
11/25/2013
11/26/2013
11/27/2013
11/28/2013
11/29/2013
12/2/2013
12/3/2013
12/4/2013
12/5/2013
12/6/2013
12/9/2013
12/10/2013
12/11/2013
12/12/2013
12/13/2013
12/16/2013
12/17/2013
12/18/2013
12/19/2013
12/20/2013
12/23/2013
12/24/2013
12/26/2013
Expiry
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13
26-Dec-13

High
Low
Close
LTP
LNTLDEC2013
0
999
1012
996
1011.7
1011.7
LNTLDEC2013
0
1010
1016
1010
1012
1012
LNTLDEC2013
0 1012.05 1012.05
997.1 1009.75 1009.75
LNTLDEC2013
0
1021.2
1035.1
1021.2
1032
1032
LNTLDEC2013
0
1032.6 1054.05 1024.85
1051.2
1051.2
LNTLDEC2013
0 1050.65
1076.4 1050.65
1074.5
1074.5
LNTLDEC2013
0
1078.2 1080.45 1062.45 1066.55 1066.55
LNTLDEC2013
0 1050.95 1050.95 1041.65
1047.4
1047.4
LNTLDEC2013
0
1089.9 1093.75
1079.7 1090.05 1090.05
LNTLDEC2013
0
1099
1104 1087.85 1101.65 1101.65
LNTLDEC2013
0 1152.85
1157.3
1136.2 1146.45 1146.45
LNTLDEC2013
0 1136.35 1136.35
1105 1107.85 1107.85
LNTLDEC2013
0 1091.75 1097.05 1085.35
1088.6
1088.6
LNTLDEC2013
0
1068.8
1084.5
1066.8 1071.85 1071.85
LNTLDEC2013
0 1058.35
1069.7 1049.05 1052.05 1052.05
LNTLDEC2013
0
1053.7 1072.55
1053.7
1062.4
1062.4
LNTLDEC2013
0 1071.95 1076.65 1062.45 1064.85 1064.85
LNTLDEC2013
0 1072.95 1100.05 1072.25
1095.9
1095.9
LNTLDEC2013
0 1100.65
1101.2
1058.2
1059.7
1059.7
LNTLDEC2013
0 1058.65 1068.05 1045.85
1065.4
1065.4
LNTLDEC2013
0 1075.25
1083 1071.35 1072.75 1072.75
LNTLDEC2013
0 1076.75
1086.9
1075 1079.55 1079.55
LNTLDEC2013
0
1083.3 1084.35 1071.05
1074.5
1074.5

SENSEX CLOSE
BHEL RETURN
SENSEX RETURNS
970.3
7
26.45
1500
1500 1002.25 20805.75
1011.7
5
18.99
3375
1875 1001.85 20641.5 0.029653 -0.78945
1012
22
82.71
3375
0
1006.6
20627 -0.22233 -0.07025
1009.75
15
58.01
4875
1500
1023.4 20685.5 2.203516 0.283609
1032
42
163.85
4125
-750 1043.35 20961.75 1.860465 1.335477
1051.2
43
172.04
9750
5625 1066.55 21062.5 2.216514 0.480637
1074.5
29
116.31
12750
3000
1054.8 21001.5 -0.73988 -0.28961
1066.55
39
152.96
12000
-750
1040
20835 -1.79551
-0.7928
1047.4
98
399.47
13125
1125 1086.65 21086.25 4.071988 1.205904
1090.05
68
279.65
15750
2625 1096.55
21135 1.064171 0.231193
1101.65
161
692.64
16125
375
1146.1
21447 4.066627 1.476224
1146.45
71
297.79
13875
-2250 1100.25
21395 -3.36692 -0.24246
1107.85
76
310.8
13875
0
1080.8 21263.25
-1.7376
-0.6158
1088.6
130
524.62
12375
-1500 1065.95 21029.5 -1.53867 -1.09931
1071.85
79
312.32
13125
750
1049.5 20821.25 -1.84727 -0.99028
1052.05
96
382.98
13500
375
1058.2 20785.75 0.983794
-0.1705
1062.4
92
368.16
10125
-3375
1063.4 20696.25 0.23061 -0.43058
1064.85
131
533.37
4500
-5625
1093.5 20931.75 2.915904 1.137887
1095.9
175
707.01
9375
4875 1061.15 20746.25 -3.30322 -0.88621
1059.7
116
460.44
9375
0 1061.55 21135.75 0.537888 1.877448
1065.4
212
855.14
7875
-1500 1068.65 21159.25 0.689882 0.111186
1072.75
85
344.83
1875
-6000 1075.65 21081.5 0.633885 -0.36745
1079.55
163
657.88
750
-1125
1072.4 21075.5 -0.46779 -0.02846
-0.78945
SENSEX RETURNS
AVG RETURN
BHEL
0.294805
SENSEX
0.062109
STD DEV
BHEL
SENSEX
31.53043
225.4184
SUMMARY OUTPUT
Multiple R 0.775642
R Square
0.601621
Adjusted R Square
0.580653
Standard Error
1.383382
Observations
21
ANOVA
df
Regression
Residual
Total
SS
MS
F
Significance F
1 54.91151 54.91151 28.69322 3.61E-05
19 36.36115 1.913745
20 91.27266
Coefficients
Intercept 0.110172 0.304116 0.36227 0.721149 -0.52635 0.746695 -0.52635
-0.78945 1.921489 0.358714 5.356605 3.61E-05 1.170692 2.672285 1.170692
Upper 95.0%
0.746695
2.672285

Regression Statistics

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Series CodeStrike Price Open

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Series CodeStrike Price Open

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Series CodeStrike Price Open

Settle PriceNo. of Contracts

Series CodeStrike Price Open

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Series CodeStrike Price Open

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Series CodeStrike Price Open

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