01/09/2010

RAVINDRA

SHEET REPORT
NIFTYDEC2010

Market :
Call IV :
Put IV :

5,479.00
17.00
18.00

StrikeC_
0.000

Units
0

Units
6,650
10,300
5,700

0Traded :
0Traded :

Future :
Equity :
Realized Prim :
Stock In Hand :
Delta Neutral :

0Traded :
0Traded :

Realized Prim :
Stock In Hand :
Delta Neutral :

StrikeC_
5,100.00PE
5,500.00CE
5,500.00PE
5,700.00CE

Traded
125.45
61.04
37.77

Delta
0.00
0

Days :
Today :
Expiry :
Traded
71.23
140.58
67.72
38.80

Price IV
52.8722.00
128.2016.00
87.4616.00
57.1616.00
Total :

0.00 Exp. Future :

0.00
Exp. Equity :

Days :
Today :
Expiry :
Traded
16.07
164.20
281.54
16.05

Price IV
7.4917.00
88.6116.00
115.7617.00
26.4016.00

85
01/09/2010
25/11/2010
Delta
40.35
31.79
24.23
7,339

Vega
1,026.00
950.00
840.00
213,959

Primium :
Future (R) :
Equity (R) :
Call (R) :
Put (R) :
Total Balanc

57
01/09/2010
28/10/2010
Delta
-19.27
48.85
37.68
27.63
-7,863

Vega
601.00
863.00
825.00
733.00
-205,823

Primium :
Future (R) :
Equity (R) :
Call (R) :
Put (R) :
Total Balanc

29
01/09/2010
30/09/2010
Gamma
0.05
0.16
0.15
0.11

Rho Neutral
0.00
0.00
0

0
0
0
0
0
0

(U)
(U)
(U)
(U)
Net

Theta
-0.97
-0.89
-0.78
-20,064

-1,678,225
0
0
0
0
293,597

Theta
-1.15
-1.22
-1.16
-1.02
30,149

2,134,296
0
0
0
0
-144,455

(U)
(U)
(U)
(U)
Net

Theta
-0.56
-1.71
-1.81
-1.18

27/08/2010
100.00
0.00

0
0
1,971,822
0
292,127.00
30/07/2010
100.00
0.00

Rho Neutral
-173.14
0.00
397.93
0.00
308.75
0.00
227.50
0.00
-63,717
(U)
(U)
(U)
(U)
Net

Created On :
Price Diff :
Interest Rate :
Vega
207.00
615.00
616.00
438.00

0
0
0
0
0.00

Rho Neutral
487.62
0.00
386.14
0.00
295.63
0.00
89,050

Created On :
Price Diff :
Interest Rate :

Gamma
0.06
0.12
0.11
0.10
-26.45

Delta
-6.43
47.52
-52.23
19.65

Theta
0.00
0

Created On :
Price Diff :
Interest Rate :

Gamma
0.09
0.08
0.07
19.00

Exp. Option :
2,911
Total Expense
2,911
NIFTYSEP2010

5,479.00
16.00
17.00

Vega
0.00

Primium :
Future (R) :
Equity (R) :
Call (R) :
Put (R) :
Total Balanc

01/10/2010
100.00
0.00

Created On :
Price Diff :
Interest Rate :

Gamma
0.00
0.00

Exp. Option :
1,470
Total Expense
1,470
NIFTYOCT2010

2,134,296
0
7,863

Units
-2,000
2,750
500
2,000

Price IV
116.8716.00
83.7116.00
58.3216.00
Total :

0.00 Exp. Future :

0.00
Exp. Equity :

-1,678,225
0
-7,339

Units
-4,000
-6,700
-10,450
-5,150

Future :
Equity :

Market :
Call IV :
Put IV :

Days :
Today :
Expiry :

5,479.00
16.00
22.00

StrikeC_
5,100.00PE
5,500.00CE
5,600.00CE
5,700.00CE

120
01/09/2010
30/12/2010

Exp. Option :
0
Total Expense
0
NIFTYNOV2010

5,479.00
16.00
16.00

StrikeC_
5,600.00CE
5,700.00CE
5,800.00CE

Price IV
0.00 0.00
Total :

0.00 Exp. Future :

0.00
Exp. Equity :
0
0
0

Realized Prim :
Stock In Hand :
Delta Neutral :

Market :
Call IV :
Put IV :

Traded
0.00

0Traded :
0Traded :

Future :
Equity :

Market :
Call IV :
Put IV :

Days :
Today :
Expiry :

0
0
-2,278,751
0
-147,366.00
25/06/2010
100.00
0.00

Rho Neutral
-28.57
0.00
199.81
0.00
-236.56
0.00
83.43
0.00

DSoft Corporation

01/09/2010

RAVINDRA

SHEET REPORT
Total :

-1,200Traded : 5,996.21 Exp. Future :

0Traded :
0.00
Exp. Equity :
Realized Prim :
-777,443
Stock In Hand :
Exp. Option :
0
Delta Neutral :
Total Expense
-367
Future :
Equity :

1,567

32,030
0
11,609
43,639

6.48

24,612

Primium :
Future (R) :
Equity (R) :
Call (R) :
Put (R) :
Total Balanc

-6,848

-592,267
0
0
-185,176
0
182,582

6,552
(U)
(U)
(U)
(U)
Net

DSoft Corporation

620,647
0
339,378
0
138,943.00