Date Close Price Volume Open Interest Liquidity

11-Jan-10 484.4 270 140 0.518518518518518

12-Jan-10 482.1 200 250 1.25
13-Jan-10 474.4 380 420 1.10526315789474
14-Jan-10 474.25 960 680 0.708333333333333
15-Jan-10 472.05 790 1040 1.31645569620253
16-Jan-10 466.05 1240 1160 0.935483870967742
18-Jan-10 468.15 950 1300 1.36842105263158
19-Jan-10 463.5 4280 2550 0.595794392523364
20-Jan-10 463.35 3640 4140 1.13736263736264
21-Jan-10 462.2 4610 5390 1.16919739696312
22-Jan-10 458.95 18510 15670 0.84656942193409
23-Jan-10 461.55 6760 18170 2.68786982248521
25-Jan-10 458.7 6180 18370 2.97249190938511
27-Jan-10 457.85 13470 20090 1.49146250927988
28-Jan-10 455.55 8500 22870 2.69058823529412
29-Jan-10 456.3 5410 23370 4.31977818853974
30-Jan-10 449.65 16310 25480 1.56223175965665
1-Feb-10 453.4 13200 26930 2.04015151515151
2-Feb-10 456 13120 31140 2.3734756097561
3-Feb-10 461.6 9000 33150 3.68333333333333
4-Feb-10 458.85 10460 35170 3.3623326959847
5-Feb-10 460.95 17610 36710 2.08461101646792
6-Feb-10 463.15 6390 38360 6.00312989045383
8-Feb-10 469.15 14910 38390 2.57478202548625
9-Feb-10 470 10260 42130 4.10623781676413
10-Feb-10 467.35 4840 41530 8.5805785123967
11-Feb-10 469.15 5630 42000 7.46003552397869
12-Feb-10 469.15 0 43000 #DIV/0!
13-Feb-10 465.35 7440 43370 5.82930107526882
15-Feb-10 462.25 9320 43710 4.68991416309013
16-Feb-10 464.2 11090 47010 4.23895401262399
17-Feb-10 465.25 13130 45370 3.45544554455446
18-Feb-10 461.2 14110 41930 2.97165131112686
19-Feb-10 461.7 15080 44040 2.92042440318302
20-Feb-10 461.75 5070 44390 8.75542406311637
22-Feb-10 467.8 15420 46690 3.02788586251621
23-Feb-10 464.15 19140 47800 2.49738766980146
24-Feb-10 460.95 29990 50720 1.69123041013671
25-Feb-10 461.75 21940 51180 2.33272561531449
26-Feb-10 462.95 31050 52130 1.67890499194847
27-Feb-10 465.3 7300 51750 7.08904109589041
1-Mar-10 465.3 0 52000 #DIV/0!
2-Mar-10 462.7 10460 52600 5.02868068833652
3-Mar-10 468.55 32850 60750 1.84931506849315
 4-Mar-10 471 43080 61670 1.43152274837512
5-Mar-10 468.65 31270 60850 1.945954589063
6-Mar-10 468.5 19410 58580 3.01803194229778
8-Mar-10 467.85 45170 62450 1.38255479300421
9-Mar-10 463.35 37040 63250 1.70761339092873
10-Mar-10 465.4 41980 68120 1.62267746545974
11-Mar-10 463.75 39490 67370 1.70600151937199
12-Mar-10 461.35 40620 69230 1.70433284096504
13-Mar-10 456.7 39090 71390 1.82629828600665
15-Mar-10 456.65 44030 72880 1.65523506699977
16-Mar-10 456.8 44710 73890 1.65265041377768
17-Mar-10 458.3 57830 75170 1.29984437143351
18-Mar-10 453.8 60170 77760 1.29233837460529
19-Mar-10 457.2 52050 75310 1.44687800192123
20-Mar-10 458.35 38300 75040 1.95926892950392
22-Mar-10 459.8 43030 76160 1.76992795723914
23-Mar-10 463.1 43100 69140 1.60417633410673
24-Mar-10 458 43160 70730 1.6387859128823
25-Mar-10 460.8 31210 67400 2.15956424223005
26-Mar-10 456.8 31960 69060 2.16082603254068
27-Mar-10 454.75 19670 69260 3.52109811896289
29-Mar-10 451.9 28690 67660 2.35831300104566
30-Mar-10 453.85 31010 62990 2.03128023218317
31-Mar-10 449.95 45390 61720 1.35977087464199
1-Apr-10 447.85 32630 58800 1.8020226785167
3-Apr-10 450.95 14730 60990 4.14052953156823
5-Apr-10 450.65 22560 63080 2.79609929078014
6-Apr-10 450.15 14400 63060 4.37916666666667
7-Apr-10 451.85 17640 60570 3.43367346938775
8-Apr-10 448 15310 59130 3.86218158066623
9-Apr-10 451.3 21500 58070 2.70093023255814
10-Apr-10 448.85 10320 58410 5.65988372093023
12-Apr-10 450.75 17470 63400 3.62907842014883
13-Apr-10 448.55 28040 65590 2.33915834522111
14-Apr-10 448.55 0 66000 #DIV/0!
15-Apr-10 449.3 9510 60050 6.31440588853838
16-Apr-10 449.95 5490 55540 10.1165755919854
17-Apr-10 445.35 7540 48450 6.42572944297082
19-Apr-10 442.45 2600 45970 17.6807692307692
20-Apr-10 442.65 8620 37940 4.40139211136891
10-May-10 456.3 50 50 1
11-May-10 453.25 0 53 #DIV/0!
12-May-10 453.2 360 310 0.861111111111111
13-May-10 451.4 220 330 1.5
14-May-10 448.7 2060 1640 0.796116504854369
15-May-10 447.45 90 1650 18.3333333333333
17-May-10 445.25 7660 5840 0.762402088772846
18-May-10 447.25 7410 10740 1.44939271255061
19-May-10 448.4 5690 14000 2.46045694200351
20-May-10 451.25 3750 15150 4.04
21-May-10 455.1 3100 15320 4.94193548387097
22-May-10 456 9500 20050 2.11052631578947
24-May-10 455.1 8470 24810 2.92916174734357
25-May-10 457.35 3130 25070 8.00958466453674
26-May-10 458.45 3840 25640 6.67708333333333
27-May-10 458.45 0 26000 #DIV/0!
28-May-10 455.4 6880 26700 3.88081395348837
29-May-10 453.95 5060 28460 5.62450592885376
31-May-10 453.55 2140 29000 13.5514018691589
1-Jun-10 454.45 2990 26780 8.95652173913044
2-Jun-10 453 1480 26920 18.1891891891892
3-Jun-10 453.05 1090 27060 24.8256880733945
4-Jun-10 453.9 2190 27640 12.62100456621
5-Jun-10 448.55 3130 28450 9.08945686900958
7-Jun-10 449.55 7800 33260 4.26410256410256
8-Jun-10 447.2 13220 42330 3.20196671709531
9-Jun-10 446.1 6010 45020 7.49084858569052
10-Jun-10 447.8 15100 53970 3.57417218543046
11-Jun-10 441.25 19990 59470 2.97498749374687
12-Jun-10 442 10450 66090 6.3244019138756
14-Jun-10 443.65 9390 69430 7.39403620873269
15-Jun-10 444.05 11220 73170 6.52139037433155
16-Jun-10 444.45 10750 75900 7.06046511627907
17-Jun-10 443.3 18330 80520 4.39279869067103
18-Jun-10 443.15 12630 79410 6.2874109263658
19-Jun-10 445.9 7560 79780 10.5529100529101
21-Jun-10 445.8 18530 83150 4.48731786292499
22-Jun-10 444.1 11470 83140 7.24847428073235
23-Jun-10 447.45 16960 83940 4.94929245283019
24-Jun-10 447.1 12000 82650 6.8875
25-Jun-10 447.25 16690 80670 4.83343319352906
26-Jun-10 449.7 19960 82730 4.14478957915832
28-Jun-10 452.35 27960 85970 3.07474964234621
29-Jun-10 449.85 32760 80380 2.45360195360195
30-Jun-10 447.3 28440 84250 2.96237693389592
1-Jul-10 445.95 20720 85470 4.125
2-Jul-10 444.4 27030 85050 3.1465038845727
3-Jul-10 443.2 13400 85680 6.39402985074627
5-Jul-10 441.55 20400 85640 4.19803921568628
6-Jul-10 444.95 32510 90030 2.76930175330667
 7-Jul-10 444.5 36100 88090 2.44016620498615
8-Jul-10 449.55 55210 96390 1.74587936967941
9-Jul-10 451.55 36740 95480 2.59880239520958
10-Jul-10 454.05 47260 100400 2.12441811256877
12-Jul-10 457.25 82740 105000 1.26903553299492
13-Jul-10 455.9 50110 102180 2.03911394931151
14-Jul-10 461.15 83820 107670 1.28453829634932
15-Jul-10 465.1 105870 108200 1.02200812316993
Traded Value(Rs. In lacs) Spot Price ROC_CP ROC_OI ROC_SP Hedge Ratio Basis
130.79 476.75
96.41 475.9 -0.004759 0.579818 -0.001784 2.1081985E-05 0.002975
180.27 470.95 -0.016101 0.518794 -0.010456 4.3515901E-05 0.005645
456.72 472.1 -0.000316 0.481838 0.002439 0.484466236 0.002755
372.9 468.05 -0.00465 0.424883 -0.008616 -0.003966
578.95 465.95 -0.012792 0.109199 -0.004497 0.008295
444.71 464.2 0.004496 0.113944 -0.003763 -0.008259
1992.24 463.3 -0.009982 0.673729 -0.001941 0.008042
1686.68 462 -0.000324 0.484602 -0.00281 -0.002486
2142.87 462.95 -0.002485 0.26385 0.002054 0.004539
8485.83 457.85 -0.007056 1.067203 -0.011077 -0.004021
3113.66 459.2 0.005649 0.148024 0.002944 -0.002705
2855.12 457.35 -0.006194 0.010947 -0.004037 0.002157
6142.87 452.25 -0.001855 0.089503 -0.011214 -0.009359
3870.65 448.95 -0.005036 0.129604 -0.007324 -0.002287
2459.05 445.75 0.001645 0.021627 -0.007153 -0.008798
7371.06 445.75 -0.014681 0.086441 0 0.014681
5916.48 441.6 0.008305 0.055347 -0.009354 -0.017659
5975.12 448.2 0.005718 0.145252 0.014835 0.009117
4153.06 457.55 0.012206 0.06255 0.020647 0.008441
4799.85 455.7 -0.005975 0.059151 -0.004051 0.001924
8060.37 453 0.004566 0.042856 -0.005943 -0.010509
2963.54 457.45 0.004761 0.043966 0.009775 0.005014
6975.33 460.15 0.012872 0.000782 0.005885 -0.006987
4820.09 462.6 0.00181 0.092963 0.00531 0.0035
2262.31 459.85 -0.005654 -0.014344 -0.005962 -0.000308
2644.63 461.2 0.003844 0.011254 0.002931 -0.000913
0 459.9 0 0.02353 -0.002823 -0.002823
1
10
19
28
37
46
55

3479.15 459.9 -0.008133 0.008568 0 0.008133 64

73
82
91
100
109

4318.6 456 -0.006684 0.007809 -0.008516 -0.001832

118
127
136

5131.05 456.4 0.00421 0.072783 0.000877 -0.003333

6121.47 458.35 0.002259 -0.035509 0.004263 0.002004
6524.29 454.9 -0.008743 -0.07885 -0.007555 0.001188
6946.68 452.65 0.001084 0.049097 -0.004958 -0.006042
2342.99 454.9 0.000108 0.007916 0.004958 0.00485
7184.94 456.25 0.013017 0.050516 0.002963 -0.010054
8937.01 456.75 -0.007833 0.023496 0.001095 0.008928
13854.17 454.2 -0.006918 0.059295 -0.005599 0.00132
10102.16 453.15 0.001734 0.009029 -0.002314 -0.004048
14340.82 454 0.002595 0.018392 0.001874 -0.000721
3399.43 455.7 0.005063 -0.007316 0.003738 -0.001326
0 454.9 0 0.004819 -0.001757 -0.001757
4843.58 454.65 -0.005603 0.011472 -0.00055 0.005054 1
10
19

15341.77 457.1 0.012564 0.144051 0.005374 -0.00719 28

37
46
55
64
73
82
91
100
109
118
127
136
 1
10
19
28
37
46
55
64
73

20230.81 459.4 0.005215 0.015031 0.005019 -0.000196

82
91
100
109
118
127

14703.54 459.4 -0.005002 -0.013386 0 0.005002

136

9102.37 460.3 -0.00032 -0.038018 0.001957 0.002277

21098.7 458.3 -0.001388 0.063973 -0.004354 -0.002966
17251.05 456.75 -0.009665 0.012729 -0.003388 0.006277
19556.17 457.2 0.004415 0.074176 0 -0.004415
18360.18 457.1 -0.003552 -0.011071 0 0.003552
18737.19 454.8 -0.005189 0.027234 -0.005044 0.000144
17903.59 452.95 -0.01013 0.030724 -0.004076 0.006054
20091.32 451 -0.000109 0.020656 -0.004314 -0.004205
20393.16 452.55 0.000328 0.013763 0.003431 0.003102
26602.73 455.25 0.003278 0.017175 0.005948 0.00267
27415.95 452.3 -0.009867 0.033875 -0.006501 0.003366
23773.9 453.95 0.007464 -0.032014 0.003641 -0.003823
17568.78 456.15 0.002512 -0.003592 0.004835 0.002322 1
10
19

19796.16 455.65 0.003159 0.014815 -0.001097 -0.004255

28
37
46
55
64
73
82

19918.95 457.15 0.007151 -0.096703 0.003287 -0.003865 91

100
109
118
127
136

19851.26 455.8 -0.011074 0.022736 -0.002957 0.008116

14337.04 454.95 0.006095 -0.048225 -0.001867 -0.007962
14625.83 454 -0.008718 0.024331 -0.00209 0.006628
8955.26 452.7 -0.004498 0.002892 -0.002868 0.00163
13000.33 451.85 -0.006287 -0.023372 -0.001879 0.004408
14072.34 452.7 0.004306 -0.071519 0.001879 -0.002426
20483.83 450.6 -0.00863 -0.020368 -0.00465 0.003981
14599.71 446.95 -0.004678 -0.048466 -0.008133 -0.003455
6636.82 449.3 0.006898 0.036568 0.005244 -0.001654
10192.44 450.25 -0.000665 0.033694 0.002112 0.002778
6469.68 447.55 -0.00111 -0.000317 -0.006015 -0.004905
7982.1 448.15 0.003769 -0.040287 0.00134 -0.00243
6890.25 445.6 -0.008557 -0.024061 -0.005706 0.002851
9669.69 444.55 0.007339 -0.018089 -0.002359 -0.009698 1
10
19
28
37

4641.83 444.75 -0.005444 0.005838 0.00045 0.005893

46
55
64
73
82
91
100

7855.94 443.55 0.004224 0.081977 -0.002702 -0.006926 109

118
127
136

12594.86 444.3 -0.004893 0.033959 0.001689 0.006582

0 444.3 1
0 0.006231 2 0 3 4 50 6
10 11 12 13 14 15
4277.81 445.55 0.001671 -0.094477 0.002809 0.001139
19 20 21 22 23 24
2474.39 446.5 0.001446 -0.078074
28 0.00213
29 30 31 0.000684
32 33
3368.69 444.2 -0.010276 -0.136571
37 -0.005164
38 39 40 0.005111
41 42
1151.78 441.5 -0.006533 -0.052543
46 -0.006097
47 48 49 0.000436
50 51
3814.97 55 56
442.55 0.000452 -0.191983 0.002375 57 58 0.001924
59 60
22.82 64
449.05 0.030371 -6.631738 65
0.014581 66 67 -0.01579
68 69
73 74 75 76 77 78
0 447.05 -0.006707 0.058269 -0.004464 0.002243
82 83 84 85 86 87
163.14 447.55 -0.00011 1.76628
91 0.001118
92 93 94 0.001228
95 96
99.3 446.45 -0.00398 0.06252
100 -0.002461
101 102 1030.001519
104 105
924.28 109 110
446.05 -0.005999 1.603359 -0.000896 111 1120.005103
113 114
118 119 120 121 122 123
127 128 129 130 131 132
136 137 138 139 140 141
 82 83 84 85 86 87
91 92 93 94 95 96
100 101 102 103 104 105
109 110 111 112 113 114
40.27 118 119
445.45 -0.00279 0.006079 -0.001346 120 1210.001444122 123
127 128 129 130 131 132
3393.44 443.25 -0.004929 1.263956 -0.004951 -2.22E-05
136 137 138 139 140 141
3308.9 444.75 0.004482 0.609244 0.003378 -0.001103
2548.62 446.05 0.002568 0.265082 0.002919 0.000351
1691.14 448.6 0.006336 0.078943 0.005701 -0.000635
1409.06 449.75 0.008496 0.011159 0.00256 -0.005935
4314.7 449 0.001976 0.26907 -0.001669 -0.003645
3866.67 450.85 -0.001976 0.213018 0.004112 0.006087
1429.18 450.6 0.004932 0.010425 -0.000555 -0.005486
1762.31 451.6 0.002402 0.022482 0.002217 -0.000185
0 451.6 0 0.013943 0 0
3146.57 452.7 -0.006675 0.026567 0.002433 0.009108
2293.6 450.9 -0.003189 0.063836 -0.003984 -0.000795
971.32 450.25 -0.000882 0.018796 -0.001443 -0.000561
1358.46 449.35 0.001982 -0.07964 -0.002001 -0.003983
671.8 449.25 -0.003196 0.005214 -0.000223 0.002973
11-Jan-10 12-Jan-10 13-Jan-10 14-Jan-10 15-Jan-10
21-Jan-10 22-Jan-10 23-Jan-10 25-Jan-10 27-Jan-10
2-Feb-10 3-Feb-10 4-Feb-10 5-Feb-10 6-Feb-10
12-Feb-10 13-Feb-10 15-Feb-10 16-Feb-10 17-Feb-10
23-Feb-10 24-Feb-10 25-Feb-10 26-Feb-10 27-Feb-10
5-Mar-10 6-Mar-10 8-Mar-10 9-Mar-10 10-Mar-10
16-Mar-10 17-Mar-10 18-Mar -10 19-Mar-10 20-Mar-10

493.46 447.5 0.00011 0.005187 -0.003903 -0.004013

26-Mar-10
7-Apr -10
17-Apr-10
17-May-10
27-May-10
27-Mar-10
8-Apr-10
19-Apr-10
18-May-10
28-May-10
29-Mar -10
9-Apr-10
20-Apr-10
19-May-10
29-May-10
30-Mar-10
10-Apr-10
10-May-10
20-May-10
31-May-10
31-Mar-10
12-Apr-10
11-May-10
21-May-10
1-Jun-10
7-Jun-10 8-Jun-10 9-Jun-10 10-Jun-10 11-Jun-10

995.06 447.4 0.001874 0.021207 -0.000223 -0.002098

17-Jun-10 18-Jun-10 19-Jun-10 21-Jun-10 22-Jun-10
28-Jun-10 29-Jun-10 30-Jun-10 1-Jul-10 2-Jul-10
8-Jul-10 9-Jul-10 10-Jul-10 12-Jul-10 13-Jul-10

1407.58 446.05 -0.011857 0.028884 -0.003022 0.008835

3496.37 443.55 0.002227 0.156207 -0.005621 -0.007847
5911.38 442.45 -0.005241 0.241141 -0.002483 0.002758
2680.48 440.6 -0.002463 0.061611 -0.00419 -0.001727
6761.89 441.35 0.003804 0.181322 0.001701 -0.002103
8866.46 438.3 -0.014735 0.097044 -0.006935 0.0078
4615.76 437.3 0.001698 0.105545 -0.002284 -0.003982
4168.74 438.5 0.003726 0.049302 0.00274 -0.000986
4971.3 437.7 0.000901 0.052466 -0.001826 -0.002727
4783.63 439.25 0.0009 0.036631 0.003535 0.002635
8124.08 437.8 -0.002591 0.059089 -0.003307 -0.000716
5601.95 438.2 -0.000338 -0.013881 0.000913 0.001252
3367.42 439.4 0.006186 0.004649 0.002735 -0.003452
8269.99 439.35 -0.000224 0.041373 -0.000114 0.00011
1 2 3
10 11 1
19 20 2
28 29 3
37 38 3
46 47 4

5097.18 437.95 -0.003821 -0.00012 -0.003192 0.000629

55 56 5
64 65 6
73 74 7
82 83 8
91 92 9
100 101 1
109 110 1

7564.77 438.75 0.007515 0.009576 0 -0.007515 118

127
136
119
128
137
1
1
1

5368.29 439.35 -0.000783 -0.015487 0 0.000783

7461.97 439.05 0.000335 -0.024248 -0.000683 -0.001018
8974.6 441 0.005463 0.025216 0.004432 -0.001031
12657.59 444.2 0.005876 0.038416 0.00723 0.001355
14726.32 442.3 -0.005542 -0.067233 -0.004287 0.001255
12719.61 440.3 -0.005685 0.047023 -0.004532 0.001153
9248.37 439.4 -0.003023 0.014377 -0.002046 0.000977
12030.84 439.15 -0.003482 -0.004926 -0.000569 0.002913
5944.27 438.55 -0.002704 0.00738 -0.001367 0.001337
9026.73 437.95 -0.00373 -0.000467 -0.001369 0.002361
14427.68 437.5 0.007671 0.04999 -0.001028 -0.008699
16048.07 437.55 -0.001012 -0.021784 0.000114 0.001126
24761.28 441.1 0.011297 0.090043 0.008081 -0.003216
16544.1 442.7 0.004439 -0.009486 0.003621 -0.000818
21462.63 445.8 0.005521 0.050245 0.006978 0.001457
37730.54 447.95 0.007023 0.044798 0.004811 -0.002212
22850.03 448.8 -0.002957 -0.027224 0.001896 0.004853
38591.23 453.85 0.01145 0.052335 0.011189 -0.00026
49036.24 455.55 0.008529 0.00491 0.003739 -0.00479

1 2 3 4 5 6 7 8 9
10 11 12 13 14 15 16 17 18
19 20 21 22 23 24 25 26 27
28 29 30 31 32 33 34 35 36
37 38 39 40 41 42 43 44 45
46 47 48 49 50 51 52 53 54
55 56 57 58 59 60 61 62 63
64 65 66 67 68 69 70 71 72
73 74 75 76 77 78 79 80 81
82 83 84 85 86 87 88 89 90
91 92 93 94 95 96 97 98 99
100 10 1 102 1 03 104 105 106 107 108
109 11 0 111 1 12 113 114 115 116 117
118 11 9 120 1 21 122 123 124 125 126
127 12 8 129 1 30 131 132 133 134 135
136 13 7 138 1 39 140 141
Basis-to-OI basis at risk

0.00513083653 0.005071
0.01088081034
0.00571796881
0
0.07596379002
Close Price
-0.0724799241 Spot Price
0
-0.0051304414
0.01720364956
-0.0037678046
11-Jan-10 12-Jan-10 13-Jan-10 14-Jan-10 15-Jan-10 16-Jan-10 18-Jan-10 19-Jan-10 20-Jan-10

-0.0182733644 21-Jan-10
2-Feb-10
12-Feb-10
23-Feb-10
5-Mar-10
22-Jan-10
3-Feb-10
13-Feb-10
24-Feb-10
6-Mar-10
23-Jan-10
4-Feb-10
15-Feb-10
25-Feb-10
8-Mar-10
25-Jan-10
5-Feb-10
16-Feb-10
26-Feb-10
9-Mar-10
27-Jan-10
6-Feb-10
17-Feb-10
27-Feb-10
10-Mar-10
28-Jan-10
8-Feb-10
18-Feb-10
1-Mar-10
11-Mar-10
29-Jan-10
9-Feb-10
19-Feb-10
2-Mar-10
12-Mar-10
30-Jan-10
10-Feb-10
20-Feb-10
3-Mar-10
13-Mar-10
1-Feb-10
11-Feb-10
22-Feb-10
4-Mar-10
15-Mar-10
16-Mar-10 17-Mar-10 18-Mar-10 19-Mar-10 20-Mar-10 22-Mar-10 23-Mar-10 24-Mar-10 25-Mar-10

0.19704965889
26-Mar-10 27-Mar-10 29-Mar-10 30-Mar-10 31-Mar-10 1-Apr-10 3-Apr-10 5-Apr-10 6-Apr-10
7-Apr -10 8-Apr-10 9-Apr-10 10-Apr-10 12-Apr-10 13-Apr-10 14-Apr-10 15-Apr-10 16-Apr-10
17-Apr-10 19-Apr-10 20-Apr-10 10-May-10 11-May-10 12-May-10 13-May-10 14-May-10 15-May-10
17-May-10 18-May-10 19-May-10 20-May-10 21-May-10 22-May-10 24-May-10 25-May-10 26-May-10
27-May-10 28-May-10 29-May-10 31-May-10 1-Jun-10 2-Jun-10 3-Jun-10 4-Jun-10 5-Jun-10
7-Jun-10 8-Jun-10 9-Jun-10 10-Jun-10 11-Jun-10 12-Jun-10 14-Jun-10 15-Jun-10 16-Jun-10
17-Jun-10 18-Jun-10 19-Jun-10 21-Jun-10 22-Jun-10 23-Jun-10 24-Jun-10 25-Jun-10 26-Jun-10

-0.1045666239 28-Jun-10
8-Jul-10
29-Jun-10
9-Jul-10
30-Jun-10
10-Jul-10
1-Jul-10
12-Jul-10
2-Jul-10
13-Jul-10
3-Jul-10
14-Jul-10
5-Jul-10
15-Jul-10
6-Jul-10 7-Jul-10

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11-Jan-10 12-Jan-10 13-Jan-10 14-Jan-10 15-Jan-10 16-Jan-10 18-Jan-10 19-Jan-10 20-Jan-10
21-Jan-10 22-Jan-10 23-Jan-10 25-Jan-10 27-Jan-10 28-Jan-10 29-Jan-10 30-Jan-10 1-Feb-10

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1 2 3 4 5 6 7 8 9
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19 20 21 22 23 24 25 26 27 12-Feb-10 13-Feb-10 15-Feb-10 16-Feb-10 17-Feb-10 18-Feb-10 19-Feb-10 20-Feb-10 22-Feb-10
28 29 30 31 32 33 34 35 36 23-Feb-10 24-Feb-10 25-Feb-10 26-Feb-10 27-Feb-10 1-Mar-10 2-Mar-10 3-Mar-10 4-Mar-10
37 38 39 40 41 42 43 44 45 5-Mar-10 6-Mar-10 8-Mar-10 9-Mar-10 10-Mar-10 11-Mar-10 12-Mar-10 13-Mar-10 15-Mar-10
46 47 48 49 50 51 52 53 54 16-Mar-10 17-Mar-10 18-Mar-10 19-Mar-10 20-Mar-10 22-Mar-10 23-Mar-10 24-Mar-10 25-Mar-10
55 56 57 58 59 60 61 62 63 26-Mar-10 27-Mar-10 29-Mar-10 30-Mar-10 31-Mar-10 1-Apr -10 3-Apr-10 5-Apr-10 6-Apr-10

0.94921637892 64 65 66 67 68 69 70 71 72 7-Apr-10 8-Apr-10 9-Apr -10 10-Apr-10 12-Apr-10 13-Apr-10 14-Apr-10 15-Apr-10 16-Apr-10
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82 83 84 85 86 87 88 89 90 17-May-10 18-May-10 19-May-10 20-May-10 21-May-10 22-May-10 24-May-10 25-May-10 26-May-10
27-May-10 28-May-10 29-May-10 31-May-10 1-Jun-10 2-Jun-10 3-Jun-10 4-Jun-10 5-Jun-10
91 92 93 94 95 96 97 98 99
7-Jun-10 8-Jun-10 9-Jun-10 10-Jun-10 11-Jun-10 12-Jun-10 14-Jun-10 15-Jun-10 16-Jun-10
100 10 1 102 103 104 10 5 106 107 1 08
17-Jun-10 18-Jun-10 19-Jun-10 21-Jun-10 22-Jun-10 23-Jun-10 24-Jun-10 25-Jun-10 26-Jun-10
109 11 0 111 112 113 11 4 115 116 1 17

-0.2346441488
118 11 9 120 121 122 12 3 124 125 1 26 28-Jun-10 29-Jun-10 30-Jun-10 1-Jul-10 2-Jul-10 3-Jul-10 5-Jul-10 6-Jul-10 7-Jul-10
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23-Feb-10 24-Feb-10 25-Feb-10 26-Feb-10 27-Feb-10 1-Mar-10 2-Mar-10 3-Mar-10 4-Mar-10
5-Mar-10 6-Mar-10 8-Mar-10 9-Mar-10 10-Mar-10 11-Mar-10 12-Mar-10 13-Mar-10 15-Mar-10
16-Mar-10 17-Mar-10 18-Mar-10 19-Mar-10 20-Mar-10 22-Mar-10 23-Mar-10 24-Mar-10 25-Mar-10
26-Mar-10
7-Apr-10
17-Apr-10
17-May-10
27-May-10
27-Mar-10
8-Apr-10
19-Apr-10
18-May-10
28-May-10
-0.7737161869
29-Mar-10
9-Apr-10
20-Apr-10
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29-May-10
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10-Apr-10
10-May-10
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31-May-10
31-Mar-10
12-Apr-10
11-May-10
21-May-10
1-Jun-10
1-Apr-10
13-Apr-10
12-May-10
22-May-10
2-Jun-10
3-Apr-10
14-Apr-10
13-May-10
24-May-10
3-Jun-10
5-Apr-10
15-Apr-10
14-May-10
25-May-10
4-Jun-10
6-Apr-10
16-Apr-10
15-May-10
26-May-10
5-Jun-10
7-Jun-10 8-Jun-10 9-Jun-10 10-Jun-10 11-Jun-10 12-Jun-10 14-Jun-10 15-Jun-10 16-Jun-10

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17-Jun-10 18-Jun-10 19-Jun-10 21-Jun-10 22-Jun-10 23-Jun-10 24-Jun-10 25-Jun-10 26-Jun-10
28-Jun-10 29-Jun-10 30-Jun-10 1-Jul-10 2-Jul-10 3-Jul-10 5-Jul-10 6-Jul-10 7-Jul-10
8-Jul-10 9-Jul-10 10-Jul-10 12-Jul-10 13-Jul-10 14-Jul-10 15-Jul-10

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10 11 12 13 14 15 16 17 18
19 20 21 22 23 24 25 26 27
28 29 30 31 32 33 34 35 36
37 38 39 40 41 42 43 44 45
46 47 48 49 50 51 52 53 54

-5.2301973148
55 56 57 58 59 60 61 62 63
64 65 66 67 68 69 70 71 72
73 74 75 76 77 78 79 80 81
82 83 84 85 86 87 88 89 90
91 92 93 94 95 96 97 98 99
100 101 102 103 104 105 106 107 108
109 110 111 112 113 114 115 116 117

0 118
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136
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5 6 7 8 9
14 15 16 17 18
23 24 25 26 27
32 33 34 35 36
41 42 43 44 45
50 51 52 53 54
59 60 61 62 63
68 69 70 71 72
77 78 79 80 81
86 87 88 89 90
95 96 97 98 99
10 4 105 106 107 108
11 3 114 115 116 117
12 2 123 124 125 126
13 1 132 133 134 135
14 0 141
5-Jan-10 16-Jan-10 18-Jan-10 19-Jan-10 20-Jan-10
7-Jan-10 28-Jan-10 29-Jan-10 30-Jan-10 1-Feb-10
-Feb-10 8-Feb-10 9-Feb-10 10-Feb-10 11-Feb-10
7-Feb-10 18-Feb-10 19-Feb-10 20-Feb-10 22-Feb-10
7-Feb-10 1-Mar-10 2-Mar-10 3-Mar-10 4-Mar-10
0-Mar-10 11-Mar-10 12-Mar-10 13-Mar-10 15-Mar-10
0-Mar-10 22-Mar-10 23-Mar-10 24-Mar-10 25-Mar-10
1-Mar-10 1-Apr-10 3-Apr-10 5-Apr-10 6-Apr-10
2-Apr-10 13-Apr-10 14-Apr-10 15-Apr-10 16-Apr-10
1-May-10 12-May-10 13-May-10 14-May-10 15-May-10
1-May-10 22-May-10 24-May-10 25-May-10 26-May-10
-Jun-10 2-Jun-10 3-Jun-10 4-Jun-10 5-Jun-10
1-Jun-10 12-Jun-10 14-Jun-10 15-Jun-10 16-Jun-10
2-Jun-10 23-Jun-10 24-Jun-10 25-Jun-10 26-Jun-10
-Jul-10 3-Jul-10 5-Jul-10 6-Jul-10 7-Jul-10
3-Jul-10 14-Jul-10 15-Jul-10

-Jan-10 16-Jan-10 18-Jan-10 19-Jan-10 20-Jan-10

-Jan-10 28-Jan-10 29-Jan-10 30-Jan-10 1-Feb-10
Feb-10 8-Feb-10 9-Feb-10 10-Feb-10 11-Feb-10
-Feb-10 18-Feb-10 19-Feb-10 20-Feb-10 22-Feb-10
-Feb-10 1-Mar -10 2-Mar-10 3-Mar-10 4-Mar-10
-Mar-10 11-Mar-10 12-Mar-10 13-Mar-10 15-Mar -10
-Mar-10 22-Mar-10 23-Mar-10 24-Mar-10 25-Mar -10
-Mar-10 1-Apr-10 3-Apr -10 5-Apr-10 6-Apr-10
-Apr-10 13-Apr-10 14-Apr-10 15-Apr-10 16-Apr-10
-May-10 12-May-10 13-May-10 14-May-10 15-May-10
-May-10 22-May-10 24-May-10 25-May-10 26-May-10
un-10 2-Jun-10 3-Jun-10 4-Jun-10 5-Jun-10
-Jun-10 12-Jun-10 14-Jun-10 15-Jun-10 16-Jun-10
-Jun-10 23-Jun-10 24-Jun-10 25-Jun-10 26-Jun-10
ul-10 3-Jul-10 5-Jul-10 6-Jul-10 7-Jul-10
-Jul-10 14-Jul-10 15-Jul-10
Future Price on 30th Jan-2010 445.85
Risk free rate 7%
Cost of storage and carry 2%

Date Price Convinience Yield

1-Jan-10 483 486.4662 0.087185 110%
2-Jan-10 484.45 487.8063 0.089936 117%
4-Jan-10 485.95 489.0754 0.092534 130%
5-Jan-10 487.9 490.9169 0.096292 141%
6-Jan-10 486.65 489.5384 0.093480 142%
7-Jan-10 481.25 483.987 0.082076 130%
8-Jan-10 478.3 480.9017 0.075680 126%
9-Jan-10 481.4 483.8992 0.081894 142%
11-Jan-10 476.75 478.9888 0.071695 138%
12-Jan-10 475.9 478.0169 0.069664 141%
13-Jan-10 470.95 472.9283 0.058961 127%
14-Jan-10 472.1 473.9662 0.061153 140%
15-Jan-10 468.05 469.7843 0.052291 127%
16-Jan-10 465.95 467.5613 0.047548 124%
18-Jan-10 464.2 465.5756 0.043292 132%
19-Jan-10 463.3 464.5583 0.041105 136%
20-Jan-10 462 463.1406 0.038048 139%
21-Jan-10 462.95 463.9785 0.039856 162%
22-Jan-10 457.85 458.754 0.028532 130%
23-Jan-10 459.2 459.9933 0.031229 163%
25-Jan-10 457.35 457.9142 0.026699 195%
27-Jan-10 452.25 452.5847 0.014992 182%
28-Jan-10 448.95 449.1715 0.007422 135%
29-Jan-10 445.75 445.8599 0.000022 1%
30-Jan-10 445.75 445.75 -0.000224 #DIV/0!
40179 40180
40182 40183
40184 40185
40186 40187
40189 40190
40191 40192
40193 40194
40196 40197
40198 40199
40200 40201
40203 40205
40206 40207
40208