NR4 30

lay
cc
valves

635
635
11
68.05

70
80
1600
2500

conveyance

44450
50800
17600
170125
282975
3000
3000
5000
293975
325000

821704

312247.52
509456.48
25472.824
483983.656
48398.3656
435585.2904
110585.2904

Page 1

Nifty
Open
Jun
Jun
Jun
Jun
Jun
May
May
May
May
May
May
May
May
May
May
May
May
May
May
May
May
May
May
May
May
May
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Apr
Mar
Mar
Mar
Mar

6,
5,
4,
3,
2,
30,
29,
28,
27,
26,
23,
22,
21,
20,
19,
16,
15,
14,
13,
12,
9,
8,
7,
6,
5,
2,
30,
29,
28,
25,
23,
22,
21,
17,
16,
15,
11,
10,
9,
7,
4,
3,
2,
1,
31,
28,
27,
26,

2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014

High
7521.5
7399.75
7417.55
7375.35
7264.05
7254.85
7316.6
7324.95
7363.1
7428.75
7306.5
7289.95
7274.85
7309.95
7276.85
7270.2
7111.3
7112
7080
6863.4
6654.15
6669.9
6708.6
6719.25
6681.65
6709.95
6724.95
6769
6778.55
6855.8
6823.25
6822.9
6789.25
6695.45
6727.25
6792.7
6758.35
6803.05
6722
6694.25
6741.85
6772.05
6757.6
6729.5
6723.15
6673.05
6613.1
6615.65

Page 2

7592.7
7484.7
7433.3
7424.95
7368.6
7272.5
7325.4
7344.75
7372.95
7504
7381
7319.55
7287.15
7353.65
7291.1
7563.5
7152.55
7142.25
7172.35
7020.05
6871.35
6688.4
6718.75
6743.45
6741.05
6737.65
6780.15
6779.7
6786.25
6869.85
6861.6
6838
6825.45
6783.05
6748.65
6813.4
6789.35
6819.05
6808.7
6725.15
6741.85
6776.75
6763.5
6732.25
6730.05
6702.6
6673.95
6627.45

Nifty
Mar
Mar
Mar
Mar
Mar
Mar
Mar
Mar
Mar
Mar
Mar
Mar

25,
24,
22,
21,
20,
19,
18,
14,
13,
12,
11,
10,

2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014

6550.1
6510.5
6497.8
6515.2
6508.35
6530
6532.45
6447.25
6491.75
6497.5
6537.35
6491.7

Page 3

6595.55
6591.5
6502.65
6522.9
6523.65
6541.2
6574.95
6518.45
6561.45
6546.15
6562.85
6562.2

Nifty
Low

Close
7497.65
7360.5
7391.35
7342.15
7239.5
7118.45
7224.4
7302.6
7274.75
7269.05
7293.9
7258.15
7206.7
7247.7
7193.55
7130.65
7082.55
7080.9
7067.15
6862.9
6652.15
6638.55
6642.9
6701.9
6680.45
6689.5
6656.8
6708.65
6750.3
6772.85
6820.75
6806.25
6786.9
6684.4
6665.15
6711.75
6743.15
6777.3
6705.1
6650.4
6685.15
6696.9
6723.6
6675.45
6662.4
6643.8
6599.5
6580.6

change
7583.4
7474.1
7402.25
7415.85
7362.5
7229.95
7235.65
7329.65
7318
7359.05
7367.1
7276.4
7252.9
7275.5
7263.55
7203
7123.15
7108.75
7108.75
7014.25
6858.8
6659.85
6652.55
6715.3
6699.35
6694.8
6696.4
6715.25
6761.25
6782.75
6840.8
6815.35
6817.65
6779.4
6675.3
6733.1
6776.3
6796.4
6796.2
6695.05
6694.35
6736.1
6752.55
6721.05
6704.2
6695.9
6641.75
6601.4
Page 4

109.3
71.85
-13.6
53.35
132.55
-5.7
-94
11.65
-41.05
-8.05
90.7
23.5
-22.6
11.95
60.55
79.85
14.4
0
94.5
155.45
198.95
7.3
-62.75
15.95
4.55
-1.6
-18.85
-46
-21.5
-58.05
25.45
-2.3
38.25
104.1
-57.8
-43.2
-20.1
0.2
101.15
0.7
-41.75
-16.45
31.5
16.85
8.3
54.15
40.35
11.65

Range
95.05
124.2
41.95
82.8
129.1
154.05
101
42.15
98.2
234.95
87.1
61.4
80.45
105.95
97.55
432.85
70
61.35
105.2
157.15
219.2
49.85
75.85
41.55
60.6
48.15
123.35
71.05
35.95
97
40.85
31.75
38.55
98.65
83.5
101.65
46.2
41.75
103.6
74.75
56.7
79.85
39.9
56.8
67.65
58.8
74.45
46.85

Nifty
6544.85
6510.5
6481.35
6485.7
6473.25
6506
6497.65
6432.7
6476.65
6487.3
6494.25
6487.35

6589.75
6583.5
6494.9
6493.2
6483.1
6524.05
6516.65
6504.2
6493.1
6516.9
6511.9
6537.25

Page 5

6.25
88.6
1.7
10.1
-40.95
7.4
12.45
11.1
-23.8
5
-25.35

50.7
81
21.3
37.2
50.4
35.2
77.3
85.75
84.8
58.85
68.6
74.85

Sheet1
INSTRUMENTSYMBOL
FUTSTK
BIOCON
FUTSTK
BIOCON
FUTSTK
BIOCON
FUTSTK
BIOCON
FUTSTK
BIOCON
FUTSTK
BIOCON
FUTSTK
BIOCON
FUTSTK
BIOCON

EXPIRY_DT OPEN
HIGH
LOW
CLOSE
26-Jun-2014
442
450
438.05
448.7
26-Jun-2014
456
456
442
445.4
26-Jun-2014
445.8
453
444.9
448.75
26-Jun-2014
452.7
459
430.65
442.2
26-Jun-2014
444
454
439
442.05
26-Jun-2014
444.65
446.25
434.1
436.15
26-Jun-2014
436.15
440
429.55
431.5
26-Jun-2014
433.8
443.65
432.3
440.5

Page 6

Sheet1
SETTLE_PR CONTRACTS VAL_INLAKH OPEN_INT CHG_IN_OI TIMESTAMP
448.7
4244
9475.25
2837500
-173500 02-JUN-2014
445.4
194
433.69
254000
48500 22-MAY-2014
448.75
236
530.53
298000
44000 23-MAY-2014
442.2
1075
2398.31
539000
241000 26-MAY-2014
442.05
1271
2825.75
883500
344500 27-MAY-2014
436.15
2139
4697.57
1593500
710000 28-MAY-2014
431.5
4335
9421.81
3029000
1435500 29-MAY-2014
440.5
2658
5834.34
3011000
-18000 30-MAY-2014

Page 7

#VALUE!
11.95
14
8.1
28.35
15
12.15
10.45
11.35

Sheet1
#VALUE!
2.727999087
3.167420814
1.82063385
6.5830721
3.416856492
2.798894264
2.432778489
2.625491557

Page 8

NR4
INSTRUMENTSYMBOL
EXPIRY_DT OPEN
HIGH
LOW
CLOSE
FUTSTK
UNITECH
26-Jun-2014
27.35
28.25
26.8
27.25
FUTSTK
JPASSOCIAT 26-Jun-2014
73
75.6
72.8
73.45
FUTSTK
GMRINFRA 26-Jun-2014
33.9
34.5
33.35
33.65
FUTSTK
NTPC
26-Jun-2014
153
156.2
151.1
153.5
FUTSTK
NHPC
26-Jun-2014
25.2
25.5
24.75
25.2
FUTSTK
RPOWER
26-Jun-2014
97.4
98
94.9
95.25
FUTSTK
DISHTV
26-Jun-2014
52
53.2
51.15
51.6
FUTSTK
DISHTV
26-Jun-2014
103.95
105.35
101.05
101.8
FUTSTK
SAIL
26-Jun-2014
88.85
89.5
86.6
88.55
FUTSTK
JPPOWER 26-Jun-2014
22.85
23.15
22.5
22.8
FUTSTK
L&TFH
26-Jun-2014
71.8
73.5
71.8
72.9
FUTSTK
RCOM
26-Jun-2014
145
146.65
139.5
140.15
FUTSTK
BHEL
26-Jun-2014
245
252
241.8
244.35
FUTSTK
ITC
26-Jun-2014
340.95
341.55
337.2
338.75
FUTSTK
TATAMOTORS26-Jun-2014
428.7
435.35
424.8
427.4
FUTSTK
IBREALEST 26-Jun-2014
88.6
89.6
85.25
86.3
FUTSTK
DLF
26-Jun-2014
208
210.4
203.35
205.05
FUTSTK
HDIL
26-Jun-2014
95.4
95.95
91.5
92.45
FUTSTK
POWERGRID 26-Jun-2014
126.05
127
124.85
125.45
FUTSTK
AUROPHARM26-Jun-2014
641
651.75
635.9
640.85
FUTSTK
KTKBANK
26-Jun-2014
138.75
142
137.5
138.7
FUTSTK
HINDZINC
26-Jun-2014
159.1
160
153.5
156.1
FUTSTK
JISLJALEQS 26-Jun-2014
118.1
118.6
110.15
110.8
FUTSTK
COALINDIA 26-Jun-2014
380.8
386.85
374.25
376.65
FUTSTK
TATASTEEL 26-Jun-2014
473.95
477.45
467.1
469.65
FUTSTK
TATAMTRDVR26-Jun-2014
264.4
265.2
257.6
258.65
FUTSTK
LICHSGFIN 26-Jun-2014
319.65
321.1
312.5
318.95
FUTSTK
SUNPHARMA26-Jun-2014
590
594.2
584.15
589.8
FUTSTK
PTC
26-Jun-2014
91.4
91.4
87.65
88.35
FUTSTK
INDIACEM
26-Jun-2014
97.3
102.55
97.05
98.55
FUTSTK
HINDPETRO 26-Jun-2014
430
430
412.25
414.3
FUTSTK
AMBUJACEM 26-Jun-2014
221.05
222.7
214.1
215.75
FUTSTK
RANBAXY
26-Jun-2014
435.55
439.2
433.5
435.55
FUTSTK
HEXAWARE 26-Jun-2014
145.05
146.4
142
143.7
FUTSTK
JSWSTEEL 26-Jun-2014
1215
1235
1213.5
1220.35
FUTSTK
BANKBAROD 26-Jun-2014
879.8
897
870.8
874.35
FUTSTK
TITAN
26-Jun-2014
319.95
323
315.3
316.5
FUTSTK
SBIN
26-Jun-2014
2614.9
2662.8
2598
2621.85
FUTSTK
GAIL
26-Jun-2014
375
379.35
372.5
374.3
FUTSTK
PFC
26-Jun-2014
321
321.35
308
310.75
FUTSTK
KOTAKBANK 26-Jun-2014
862.7
876.95
862.1
867
FUTSTK
RECLTD
26-Jun-2014
347.8
348
334.1
339.3
FUTSTK
ASIANPAINT 26-Jun-2014
511
514
504
506.6
FUTSTK
BIOCON
26-Jun-2014
436.15
440
429.55
431.5
FUTSTK
TECHM
26-Jun-2014
1900
1915.5
1873.35
1891.1
FUTSTK
M&M
26-Jun-2014
1174.95
1192.55
1173.1
1185.7
FUTSTK
GODREJIND 26-Jun-2014
297.25
304.5
296.05
297.95
FUTSTK
BAJAJ-AUTO 26-Jun-2014
1955.45
1972.35
1942
1954.5
Page 9

NR4
FUTSTK

SRTRANSFIN26-Jun-2014

922.55

Page 10

927

909.25

915.8

NR4
SETTLE_PR CONTRACTS VAL_INLAKH OPEN_INT CHG_IN_OI TIMESTAMP
27.25
6597
21739.75 119808000
31044000 29-MAY-2014
73.45
9138
54381.79
99528000
25536000 29-MAY-2014
33.65
5099
19084.46
95161000
20328000 29-MAY-2014
153.5
12557
38583.43
61896000
11796000 29-MAY-2014
25.2
3494
10547.04
54996000
14424000 29-MAY-2014
95.25
8510
32760.09
49812000
13428000 29-MAY-2014
51.6
3259
13645.74
43768000
15544000 29-MAY-2014
101.8
6985
29951.66
41047935
11518955 29-MAY-2014
88.55
7849
27624.87
35664000
7388000 29-MAY-2014
22.8
1788
5312.33
34944000
12389000 29-MAY-2014
72.9
5717
16641.74
34932000
11828000 29-MAY-2014
140.15
13279
37851.2
32958000
6732000 29-MAY-2014
244.35
9656
47462.45
32120000
3846000 29-MAY-2014
338.75
10492
35619.13
27352000
4280000 29-MAY-2014
427.4
14096
60694.17
25936000
7100000 29-MAY-2014
86.3
5656
19707.91
25248000
11924000 29-MAY-2014
205.05
8490
35150.48
25136000
3588000 29-MAY-2014
92.45
2187
16313.96
22376000
3880000 29-MAY-2014
125.45
5937
14956.04
20174000
5180000 29-MAY-2014
640.85
16316
52583.06
17556500
4272000 29-MAY-2014
138.7
6212
17318.39
16854000
5832000 29-MAY-2014
156.1
3547
11051
16270000
3838000 29-MAY-2014
110.8
3387
15320.64
16004000
7764000 29-MAY-2014
376.65
11859
45141.84
14597000
4413000 29-MAY-2014
469.65
11369
53644.79
14537000
3963000 29-MAY-2014
258.65
2756
14401.73
11860000
2636000 29-MAY-2014
318.95
5984
18965.26
10706000
2656000 29-MAY-2014
589.8
10111
29801.84
8780000
2417500 29-MAY-2014
88.35
1334
4742.5
8648000
2396000 29-MAY-2014
98.55
1645
6537.96
7888000
2388000 29-MAY-2014
414.3
4689
19667.51
7615000
2404000 29-MAY-2014
215.75
3407
14879.99
7492000
2172000 29-MAY-2014
435.55
5586
24362.15
7437000
3266000 29-MAY-2014
143.7
2279
6564.48
6918000
2216000 29-MAY-2014
1220.35
6613
20173.76
6864750
390500 29-MAY-2014
874.35
10851
47841.24
6837000
2190000 29-MAY-2014
316.5
3731
11905.74
6098000
1400000 29-MAY-2014
2621.85
36580
120683
5921000
2098375 29-MAY-2014
374.3
3356
12606.31
5131000
1360000 29-MAY-2014
310.75
3732
23356.15
4978000
1670000 29-MAY-2014
867
4943
21511.5
4051000
1047000 29-MAY-2014
339.3
3893
13245.41
3922000
1240000 29-MAY-2014
506.6
3672
9347.26
3206500
899500 29-MAY-2014
431.5
4335
9421.81
3029000
1435500 29-MAY-2014
1891.1
15303
36307.04
2736125
731125 29-MAY-2014
1185.7
5644
16676.72
2615750
361000 29-MAY-2014
297.95
1470
4417.63
1700000
666000 29-MAY-2014
1954.5
3166
7733.25
1011125
140625 29-MAY-2014
Page 11

Range
1.45
2.8
1.15
5.1
0.75
3.1
2.05
4.3
2.9
0.65
1.7
7.15
10.2
4.35
10.55
4.35
7.05
4.45
2.15
15.85
4.5
6.5
8.45
12.6
10.35
7.6
8.6
10.05
3.75
5.5
17.75
8.6
5.7
4.4
21.5
26.2
7.7
64.8
6.85
13.35
14.85
13.9
10
10.45
42.15
19.45
8.45
30.35

NR4
915.8

576

2643.5

550000

Page 12

135500 29-MAY-2014 17.75

NR4
%V
5.410447761
3.846153846
3.448275862
3.37524818
3.03030303
3.266596417
4.007820137
4.255319149
3.348729792
2.888888889
2.367688022
5.125448029
4.218362283
1.290035587 good
2.483521657
5.102639296
3.46692894
4.863387978
1.72206648
2.492530272 good
3.272727273
4.234527687
7.67135724
3.366733467
2.215799615 good
2.950310559
2.752
1.720448515 good
4.27837992
5.667181865
4.305639782
4.016814573
1.314878893 good
3.098591549
1.771734652
3.008727607 good
2.442118617
2.494226328
1.838926174 good
4.334415584
1.722537989 bad
4.160431009
1.984126984 bad
2.432778489
2.249979982
1.65800017 bad
2.854247593
1.562821833 bad
Page 13

NR4
1.952158372 bad

Page 14

nr4 2 june
INSTRUMENTSYMBOL
EXPIRY_DT OPEN
HIGH
LOW
FUTSTK
APOLLOTYRE26-Jun-2014
178.05
181.95
FUTSTK
ADANIENT 26-Jun-2014
484
489
FUTSTK
ADANIPORTS26-Jun-2014
228
230.6
FUTSTK
ADANIPOWER26-Jun-2014
61.5
62.55
FUTSTK
ANDHRABAN 26-Jun-2014
97.3
102.9
FUTSTK
APOLLOHOSP26-Jun-2014
914.95
928
FUTSTK
ASHOKLEY 26-Jun-2014
33.1
33.4
FUTSTK
BHEL
26-Jun-2014
243.95
252

Page 15

CLOSE
177.8
475.15
224.95
60.7
97.3
914.45
32.9
242.45

181.2
483.45
227.95
62.3
101.9
923.55
33.2
250.2

nr4 2 june
SETTLE_PR CONTRACTS VAL_INLAKH OPEN_INT CHG_IN_OI TIMESTAMP Range
181.2
2193
7885.67
9602000
26000 02-JUN-2014
4.15
483.45
6900
33267.81
9499000
-200000 02-JUN-2014
13.85
227.95
3302
15045.18
9818000
136000 02-JUN-2014
5.65
62.3
3534
17478.74
59208000
24000 02-JUN-2014
1.85
101.9
9067
36397.4
30940000
3396000 02-JUN-2014
5.6
923.55
392
901.11
253250
-10000 02-JUN-2014
13.55
33.2
989
4915.81
34530000
765000 02-JUN-2014
0.5
250.2
8549
42433.48
32862000
456000 02-JUN-2014
9.55

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nr4 2 june
%V
2.33408324
2.914868989
2.51166926
3.047775947
5.755395683
1.481764995
1.519756839
3.938956486

Page 17