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July11,2014

Futures
NSECD
#

Closingprice(inRs)*
Currency

OI(inlots)

Volume(inlots)

Expiryon
100714

090714

Chg.%

100714

090714

Chg.%

100714

090714

Chg.%

USDINR

28Jul14

60.3375

60.0300

0.51%

2211371

2154390

2.64%

2807454

1112653

152.32%

EURINR

28Jul14

82.1375

81.6575

0.59%

68376

65969

3.65%

74842

37888

97.53%

GBPINR

28Jul14

103.1375

102.6725

0.45%

65367

57011

14.66%

81056

35242

130.00%

JPYINR

28Jul14

59.5450

59.0625

0.82%

10988

8457

29.93%

30273

10964

176.11%

MCXSX
#

Closingprice(inRs)*
Currency

OI(inlots)

Volume(inlots)

Expiryon
100714

090714

Chg.%

100714

090714

Chg.%

100714

090714

Chg.%

USDINR

28Jul14

60.3350

60.0300

0.51%

872908

883342

1.18%

1107244

421360

162.78%

EURINR

28Jul14

82.1375

81.6725

0.57%

22590

21730

3.96%

23121

14745

56.81%

GBPINR

28Jul14

103.1500

102.6750

0.46%

31402

27307

15.00%

21647

13802

56.84%

JPYINR

28Jul14

59.5825

59.0575

0.89%

4407

2811

56.78%

14040

5184

170.83%

*Closingpriceisfornearmonth

#OIandVolumeareaggregates for12months

Options
USDINR(expiryonJuly28,2014):activeoptionactivity(NSECD)
OI(inlots)

Strike
price

100714

090714

CE59.25

CE59.5

28998

CE59.75

Closingprice(inRs)
100714

090714

0.0%

0.0000

0.0000

32909

11.9%

0.9100

3403

3694

7.9%

222635

188361

CE60.25

2853

CE60.5
CE60.75

090714

0.0%

0.0%

11593

123.4%

5.05

7.34

31.2%

2084

2198

5.2%

5.01

8.82

43.2%

27.0%

153818

74615

106.1%

5.88

7.44

21.0%

0.3125

34.4%

2882

3111

7.4%

5.76

7.54

23.6%

0.3000

0.2300

30.4%

84072

48026

75.1%

5.98

7.71

22.4%

13.4%

0.2250

0.1600

40.6%

3246

3594

9.7%

6.14

7.81

21.4%

64559

15.5%

0.1325

0.1100

20.5%

70312

17686

297.6%

6.22

7.98

22.1%

424

447

5.1%

0.0750

0.1450

48.3%

630

273

130.8%

8.25

8.52

3.2%

PE59.5

77065

94864

18.8%

0.0875

0.2125

58.8%

139514

56130

148.6%

7.2

8.39

14.2%

PE59.75

2816

10413

73.0%

0.1275

0.2775

54.1%

12713

11621

9.4%

7.04

8.39

16.1%

94318

75109

25.6%

0.2025

0.4025

49.7%

139394

62061

124.6%

7.04

8.55

17.7%

PE60.25

2744

2687

2.1%

0.3150

0.5375

41.4%

1388

1620

14.3%

7.5

8.88

15.5%

PE60.5

26716

21189

26.1%

0.4175

0.6900

39.5%

30257

5390

461.4%

7.03

9.15

23.2%

501

496

1.0%

0.5700

0.8800

35.2%

104

95.2%

7.61

4.57

66.5%

9861

9906

0.5%

0.7650

1.0700

28.5%

1973

316

524.4%

7.99

10.53

24.1%

CE61
PE59.25

PE60

PE60.75
PE61

Chg.%

100714

090714

0.0%

0.7400

23.0%

25903

0.7725

0.5475

41.1%

18.2%

0.5525

0.4350

2959

3.6%

0.4200

54501

56900

4.2%

3155

3645

74568

IV
100714

CE60

Chg.%

Volume(inlots)
Chg.%

Chg.%

PCRratio(NSECD)
OpenInterest

Underlying

USDINR

100714

Volume

090714

CE

PE

PCR

CE

PE

PCR

Chg.
%

464616

316394

0.6810

420373

318775

0.7583

10.20%

100714

090714

CE

PE

PCR

CE

PE

PCR

Chg.
%

385631

397235

1.0301

178819

167809

0.9384

9.77%


USDINR(expiryonJuly28,2014):activeoptionactivity(MCXSX)
OI(inlots)

Closingprice(inRs)

Volume(inlots)

Strikeprice
100714
CE59.25
CE59.5

Chg.%

0.00%

680

629

8.11%

0.9750

0.7370

32.29%

281

286

1.75%

0.00%

0.4380

0.4880

10.25%

0.00%

7129

7003

1.80%

0.5560

0.4410

26.08%

1661

2084

20.30%

0.00%

0.1960

0.2360

16.95%

0.00%

7169

2427

195.39%

0.2880

0.2310

24.68%

9637

992

871.47%

0.00%

0.0680

0.0930

26.88%

0.00%

2583

2584

0.04%

0.1260

0.1110

13.51%

14

84

83.33%

0.00%

0.0730

0.0820

10.98%

0.00%

997

1144

12.85%

0.0920

0.2130

56.81%

1952

571

241.86%

0.00%

0.2110

0.2190

3.65%

0.00%

5164

4675

10.46%

0.2110

0.4060

48.03%

4788

230

1981.74%

0.00%

0.4660

0.4650

0.22%

0.00%

2244

1589

41.22%

0.4120

0.7000

41.14%

3905

87

4388.51%

0.00%

0.8370

0.8200

2.07%

0.00%

73

67

8.96%

0.7500

1.0300

27.18%

125

0.00%

PE60.75
PE61

090714

5.89%

PE60.25
PE60.5

100714

0.8490

PE59.75
PE60

Chg.%

0.7990

PE59.25
PE59.5

090714

0.00%

CE60.75
CE61

100714

CE60.25
CE60.5

Chg.%

CE59.75
CE60

090714

PCRratio(MCXSX)
OpenInterest

Underlying

USDINR

100714

Volume

090714

CE

PE

PCR

CE

PE

PCR

Chg.
%

20284

14112

0.6957

15366

13142

0.8553

18.65%

100714

090714

CE

PE

PCR

CE

PE

PCR

Chg.
%

11593

11013

0.9500

3446

1285

0.3729

154.75%

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