Futures Rollover Report

Dy/
Dx
Thursday, November 28, 2013

CONTENTS
Pg No.

Rollovers in..

Index

Auto

Banking

Metals

Cement and Mining

Oil & Gas

Pharma

10

IT

11

Power

12

Capital Goods and FMCG

13

Finance, Telecom and Realty

Disclaimer and About Us

Thursday, November 28, 2013

INDEX ROLLS

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

Units

Rollovers at Oct 2014 expiry

Price

Units

Rollovers at Sep 2014 expiry

Price

Units

NIFTY

8,494

21,947,475

76%

8,169

19,584,300

64%

7,954

16,517,400

73%

BANKNIFTY

18,023

1,629,725

63%

16,760

1,890,100

68%

15,740

1,653,375

59%

Thursday, November 28, 2013

AUTO

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

Units

BAJAJ-AUTO

2,650

HEROMOTOCO
M&M
MARUTI
TATAMOTORS

Rollovers at Oct 2014 expiry

Price

Units

1,547,750

90%

2,578

3,104

1,453,750

64%

1,293

3,491,000

3,263
520

Thursday, November 28, 2013

Rollovers at Sep 2014 expiry

Price

Units

1,447,125

84%

2,351

1,246,125

87%

3,032

1,594,125

81%

2,933

1,160,750

78%

83%

1,288

2,751,250

74%

1,353

1,966,000

69%

2,423,375

88%

3,240

2,437,875

83%

3,057

1,902,125

84%

19,911,000

84%

527

16,882,000

74%

504

18,539,000

82%

BANKING

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

AXISBANK
BANKBARODA

Units

Rollovers at Oct 2014 expiry

Price

Units

Rollovers at Sep 2014 expiry

Price

Units

469

23,891,000

74%

430

22,110,000

73%

378

22,971,250

72%

1,015

3,700,500

59%

912

3,664,500

76%

887

2,947,500

75%

HDFCBANK

948

40,537,250

86%

897

41,665,500

88%

850

37,183,000

84%

ICICIBANK

1,723

9,446,750

79%

1,614

8,354,000

69%

1,465

8,270,750

73%

KOTAKBANK

1,158

4,273,750

78%

1,094

2,917,500

70%

1,029

3,548,000

74%

PNB

998

4,644,000

76%

916

4,033,500

83%

870

4,555,500

86%

SBIN

306

49,946,250

73%

2,638

4,741,375

79%

2,378

4,583,750

77%

Thursday, November 28, 2013

METALS

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

Price

24,920,000

79%

160

142

19,227,000

64%

90

37,032,000

460

18,460,000

HINDALCO

173

JINDALSTEL
SAIL
TATASTEEL

Thursday, November 28, 2013

Units

Rollovers at Oct 2014 expiry

Units

Rollovers at Sep 2014 expiry

Price

Units

25,988,000

81%

149

25,904,000

87%

159

17,773,000

80%

175

17,084,000

83%

82%

83

31,036,000

76%

67

34,344,000

78%

78%

475

19,300,000

85%

460

17,158,000

83%

CEMENT and MINING

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

ACC
AMBUJACEM
GRASIM

Price

Units

1,438

Rollovers at Oct 2014 expiry

Price

Units

1,550,000

81%

1,497

225

5,773,000

81%

3,513

1,580,500

Rollovers at Sep 2014 expiry

Price

Units

1,231,250

72%

1,399

1,460,000

81%

224

5,508,000

64%

207

8,932,000

81%

87%

3,442

1,647,625

83%

3,543

1,326,875

88%

JPASSOCIAT

29

115,504,000

84%

30

125,440,000

85%

26

119,056,000

87%

COALINDIA

349

12,331,000

84%

360

9,943,000

79%

347

14,153,000

81%

SSLT

238

20,265,000

85%

253

15,366,000

76%

273

17,412,000

68%

Thursday, November 28, 2013

OIL & GAS

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

Price

3,319,000

84%

702

273

14,733,000

86%

489

4,141,000

382
989

BPCL

721

CAIRN
GAIL
ONGC
RELIANCE

Thursday, November 28, 2013

Units

Rollovers at Oct 2014 expiry

Units

Rollovers at Sep 2014 expiry

Price

Units

2,990,000

74%

620

3,999,000

82%

282

13,861,000

83%

304

13,076,000

86%

76%

511

3,600,000

72%

452

2,087,000

50%

27,694,000

86%

396

24,408,000

82%

400

23,053,000

89%

32,211,750

88%

979

31,835,750

88%

930

32,591,750

88%

PHARMA

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

CIPLA

638

Units

Rollovers at Oct 2014 expiry

Price

7,261,500

83%

651

826,250

77%

3,095

Units

Rollovers at Sep 2014 expiry

Price

Units

5,227,000

74%

608

5,806,000

82%

816,750

66%

3,310

868,000

64%

DRREDDY

3,611

RANBAXY

616

11,725,000

91%

623

7,517,000

87%

574

7,137,000

85%

SUNPHARMA

842

13,564,000

89%

829

8,665,000

80%

774

10,542,000

89%

Thursday, November 28, 2013

IT

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

Units

HCLTECH

1,664

INFY
TCS
WIPRO

Rollovers at Oct 2014 expiry

Price

Units

2,735,125

85%

1,577

4,366

4,027,125

78%

2,653

4,215,250

582

9,316,000

Thursday, November 28, 2013

Rollovers at Sep 2014 expiry

Price

Units

2,726,000

77%

1,708

2,424,500

87%

3,947

3,246,125

67%

3,691

3,359,750

65%

87%

2,558

4,154,500

71%

2,709

3,489,875

77%

84%

560

6,344,000

71%

583

5,425,000

77%

10

POWER

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

Price

41,654,000

91%

147

141

25,052,000

84%

598

6,412,500

92

24,404,000

NTPC

141

POWERGRID
RELINFRA
TATAPOWER

Thursday, November 28, 2013

Units

Rollovers at Oct 2014 expiry

Units

Rollovers at Sep 2014 expiry

Price

Units

38,272,000

87%

136

40,876,000

80%

144

16,228,000

66%

136

15,084,000

74%

86%

598

6,031,500

84%

598

5,151,500

69%

88%

91

22,732,000

81%

84

26,024,000

86%

11

CAPITAL GOODS AND FMCG

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

BHEL
LT

Units

Rollovers at Oct 2014 expiry

Price

Units

Rollovers at Sep 2014 expiry

Price

Units

284

34,397,000

74%

255

36,208,000

83%

203

31,984,000

81%

1,619

7,059,000

86%

1,598

6,634,000

77%

1,447

7,695,750

87%

HINDUNILVR

706

5,293,500

83%

732

4,748,500

74%

759

3,970,500

74%

ASIANPAINTS

790

5,066,000

80%

645

4,245,500

79%

621

4,259,500

84%

ITC

361

27,065,000

82%

355

22,828,000

68%

377

16,602,000

67%

Thursday, November 28, 2013

12

FINANCE, TELECOM AND REALTY

Note Rollover numbers signify units rolled over into the next and far expiry; Source NSE, SIHL Derivatives Research (Institutional Equities)

Rollovers at Nov 2014 expiry

Price

Units

HDFC

1,153

IDFC
BHARTIARTL
DLF

Rollovers at Oct 2014 expiry

Price

Units

7,637,750

84%

1,065

155

57,036,000

89%

385

13,713,500

148

21,886,000

Thursday, November 28, 2013

Rollovers at Sep 2014 expiry

Price

Units

8,435,250

72%

1,057

6,232,750

79%

148

44,850,000

85%

138

57,550,000

86%

87%

408

9,741,000

71%

406

7,496,000

73%

72%

124

24,872,000

81%

156

22,634,000

80%

13

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Thursday, November 28, 2013

14