PROJECT

DERIVATIVES AND RISK MANAGEMENT

Integrated MBA Programme

Submitted By:-
Lokesh Vaishnav-IM15108

Submitted To:-

Batch 2015-2020
 YES BANK
Date Price Open High Low Vol. Change %
Aug 06,
2019 85.35 80.9 86.65 79.7 134.82M 5.24%
Aug 07,
2019 86.85 86.5 92 86.1 171.43M 1.76%
Aug 08,
2019 89.2 89.25 89.9 84.8 122.33M 2.71%
Aug 09,
2019 82.15 91.8 92.45 81.15 187.03M -7.90%
Aug 13,
2019 73.6 84 84.2 72.85 206.71M -10.41%
Aug 14,
2019 76.55 74.9 77.9 70.55 173.11M 4.01%
Aug 16,
2019 79.45 79 81.45 76.85 143.48M 3.79%
Aug 19,
2019 76.65 79.45 80.75 76 127.65M -3.52%
Aug 20,
2019 71.2 76.95 76.95 70.5 167.97M -7.11%
Aug 21,
2019 65.4 71.2 71.5 64.55 228.21M -8.15%
Aug 22,
2019 56.3 66.4 67.7 53.2 314.69M -13.91%
Aug 23,
2019 59.25 56.4 61.25 54.75 309.37M 5.24%
Aug 26,
2019 62.9 62.95 64.7 57.35 277.80M 6.16%
 YES BANK

DATE OF NUMBER OF SHARES PRICE OF ONE TOTAL AMOUNT

PURCHASE PURCHASED SHARE INVESTED
6/08/2019 1000 82.65 82650

DATE OF SALES NUMBER OF SHARE PRICE OF ONE TOTAL RETURN

SOLD SHARE AT
SALES
09/08/2019 500 91.05 45025
13/08/2019 500 83.63 41815
HOLDING TIMES HOLDING NUMBER OF REMAING GAIN/LOSS
(IN DAYS) SHARES SHARES
3 DAYS 1000 500 4200

7 DAYS 500 00 490

 After holding shares of YES BANK for 3 days the profit comes at 4200 and the after
holding same share 7 days the profit is reducing to 490 and the profit while overall profit
increases. The total profit is 4690 for 7 days while the profit for the 3 days is more than
that of 7 days.
 TATA MOTORS

Date Price Open High Low Vol. Change %

Aug 06,
2019 122.5 123.05 126.55 121.75 34.79M -1.01%
Aug 07,
2019 117.4 122.6 123.85 116.5 37.29M -4.16%
Aug 08,
2019 124.05 118 125 116.9 35.88M 5.66%
Aug 09,
2019 122.05 124.5 126.5 120.7 39.25M -1.61%
Aug 13,
2019 121.95 123.8 126.3 121 35.50M -0.08%
Aug 14,
2019 120.9 122.7 123.8 118.6 30.14M -0.86%
Aug 16,
2019 121.35 119.9 122.45 117.35 35.26M 0.37%
Aug 19,
2019 120.8 121.2 122.6 120 23.19M -0.45%
Aug 20,
2019 123.85 120 124.8 119 34.81M 2.52%
Aug 21,
2019 112.4 123 123 109.5 83.51M -9.25%
Aug 22,
2019 107.7 112 114 106.2 58.61M -4.18%
Aug 23,
2019 111.05 108.9 111.6 107.65 41.18M 3.11%
Aug 26,
2019 110.55 114.55 115.4 106.8 47.76M -0.45%
 TATA MOTORS

DATE OF NUMBER OF SHARES PRICE OF ONE TOTAL AMOUNT

PURCHASE PURCHASED SHARE INVESTED
06/08/2019 10000 123.65 1236500

DATE OF SALES NUMBER OF SHARE PRICE OF ONE TOTAL RETURN

SOLD SHARE AT
SALES
13/08/2019 10000 122.37 122300
HOLDING TIMES HOLDING NUMBER OF REMAING GAIN/LOSS
(IN DAYS) SHARES SHARES
8 DAYS 00 00 (12800)

 TATA MOTORS is an car manufacturing company under CORPORATE HOUSE

TATA. But due to resent slowdown in auto sector TATA MOTORS is surfing in the
market, form investing in the TATA MOTORS for 8 days made lose 12800 rupees.

Reason

1. Auto sector not performing in India, 30% drop in automobile sector.

 HAL

Date Price Open High Low Vol. Change %

Aug 06, 2019 635.25 625.05 640 625.05 4.63K 0.78%

Aug 07, 2019 635.35 632 643.15 632 2.06K 0.02%

Aug 08, 2019 633.55 625 636.6 625 3.14K -0.28%

Aug 09, 2019 642.25 634.6 649.95 634.6 5.20K 1.37%

Aug 13, 2019 636.95 647.95 647.95 627.8 4.88K -0.83%

Aug 14, 2019 657.95 675 680 651 39.62K 3.30%

Aug 16, 2019 652.5 660 662.5 646.1 7.62K -0.83%

Aug 19, 2019 659.1 641.1 660 641.1 5.21K 1.01%

Aug 20, 2019 667.95 645.3 670 645.3 7.66K 1.34%

Aug 21, 2019 663 662.75 666.6 661 5.79K -0.74%

Aug 22, 2019 650 663 663 647.15 32.63K -1.96%

Aug 23, 2019 645.85 636 650 634 7.66K -0.64%

Aug 26, 2019 644.7 675 675 641.55 4.96K -0.18%

 HAL

DATE OF NUMBER OF SHARES PRICE OF ONE TOTAL AMOUNT

PURCHASE PURCHASED SHARE INVESTED
06/08/2019 10000 629.45 6294500

DATE OF SALES NUMBER OF SHARE PRICE OF ONE TOTAL RETURN

SOLD SHARES AS OF
26/08/2019
-------------- ========= 651.15 -----------
HOLDING TIMES HOLDING NUMBER OF REMAING GAIN/LOSS
(IN DAYS) SHARES SHARES
20 DAYS 10000 10000 217000

 HAL (Hindustan Aeronautics Limited) state-owned aerospace and defense company of

INDIA and managed and governed by Indian Ministry Of Defense. The gain from the
holding of share is 21.7 rupees per share for 20 days and the total gain is 217000.

Reason

1. MAKE IN INDIA.
2. Recent contracts to supply indigenous aircraft to IAF.
3. Price of supplied to BOEING (US based aerospace giant)
 RELIANCE INDUSTRY LTD

Date Price Open High Low Vol. Change %

Aug 06,
2019 1,128.30 1,134.75 1,149.60 1,122.00 13.29M -1.32%
Aug 07,
2019 1,109.40 1,126.50 1,138.55 1,103.10 11.59M -1.68%
Aug 08,
2019 1,152.35 1,108.35 1,158.00 1,095.30 14.26M 3.87%
Aug 09,
2019 1,162.10 1,161.85 1,175.50 1,152.30 10.04M 0.85%
Aug 13,
2019 1,274.75 1,233.15 1,302.80 1,226.00 47.92M 9.69%
Aug 14,
2019 1,288.25 1,304.00 1,304.45 1,280.35 14.49M 1.06%
Aug 16,
2019 1,278.00 1,291.20 1,291.80 1,273.00 10.05M -0.80%
Aug 19,
2019 1,292.60 1,281.05 1,296.80 1,280.00 7.46M 1.14%
Aug 20,
2019 1,275.95 1,289.80 1,292.60 1,272.60 6.84M -1.29%
Aug 21,
2019 1,270.95 1,275.65 1,278.65 1,266.50 4.88M -0.39%
Aug 22,
2019 1,246.75 1,270.95 1,271.00 1,238.90 6.41M -1.90%
Aug 23,
2019 1,275.85 1,239.00 1,284.00 1,226.50 9.74M 2.33%
Aug 26,
2019 1,266.80 1,294.00 1,294.00 1,259.00 8.78M -0.71%
 RELIANCE INDUSTRY LTD

DATE OF NUMBER OF SHARES PRICE OF ONE TOTAL AMOUNT

PURCHASE PURCHASED SHARE INVESTED
06/08/2019 100000 1145.05 114505000

DATE OF SALES NUMBER OF SHARE PRICE OF ONE TOTAL RETURN

SOLD SHARE AS OF
26/08/2019
======== =========== 1267.50 ========
HOLDING TIMES HOLDING NUMBER OF REMAING GAIN/LOSS
(IN DAYS) SHARES SHARES
20 DAYS 100000 100000 12245000

 Reliance industry limited is INDIA based conglomerate company. The gain from the
holding of share is 122.45 rupees per share for 20 days and the total gain is 12245000.

Reason

1. Performing good due to resent AGM and launching jio giga fiber and other
products to market.
 SBI BANK

Date Price Open High Low Vol. Change %

Aug 06,
2019 301.4 298.8 304.25 297.25 30.44M 0.38%
Aug 07,
2019 289.9 302.4 302.45 288.8 30.82M -3.82%
Aug 08,
2019 294.35 290 295.5 285.6 32.93M 1.54%
Aug 09,
2019 291.35 296.3 298 290.05 23.38M -1.02%
Aug 13,
2019 283.35 290.9 291.55 282.5 24.23M -2.75%
Aug 14,
2019 289.75 285.05 291.25 284.5 18.52M 2.26%
Aug 16,
2019 290.9 287.95 292.8 284.3 20.05M 0.40%
Aug 19,
2019 286.85 292 292.4 286 19.83M -1.39%
Aug 20,
2019 283.7 287.3 287.4 280.65 23.20M -1.10%
Aug 21,
2019 277.4 285.5 285.6 276.3 28.23M -2.22%
Aug 22,
2019 268.55 278.3 278.3 267.3 27.73M -3.19%
Aug 23,
2019 271.1 267.1 275.25 262.7 35.21M 0.95%
Aug 26,
2019 280.2 288 288 270 64.07M 3.36%
 SBI BANK

DATE OF NUMBER OF SHARES PRICE OF ONE TOTAL AMOUNT

PURCHASE PURCHASED SHARE INVESTED

14/08/2019 500 286.35 143175

DATE OF SALES NUMBER OF SHARE PRICE OF ONE TOTAL RETURN

SOLD SHARE AT
SALES

22/08/2019 500 273.04 136520

HOLDING TIMES HOLDING NUMBER OF REMAING GAIN/LOSS

(IN DAYS) SHARES SHARES

8 DAYS 0 0 (6655)

 SBI BANK shares holed for 8 days loss is 6655.

Reason

1. Banking sector affected due to performance of auto sector and NPA affects
overall banking sector.
 AMBUJA CEMENT

Date Price Open High Low Vol. Change %

Aug 06,
2019 201.85 195.3 203.3 195.3 4.77M 2.33%
Aug 07,
2019 204.9 202.3 206.25 201.45 6.12M 1.51%
Aug 08,
2019 206.3 204.9 211.45 203.85 5.11M 0.68%
Aug 09,
2019 212.95 208 214.9 208 5.56M 3.22%
Aug 13,
2019 208.4 212.95 213.75 207.2 5.13M -2.14%
Aug 14,
2019 214 208.45 215.2 208.45 3.68M 2.69%
Aug 16,
2019 213.9 213.9 214.95 209.65 2.15M -0.05%
Aug 19,
2019 212 214.4 216.6 211.3 1.88M -0.89%
Aug 20,
2019 205.85 212.1 212.5 205.15 1.82M -2.90%
Aug 21,
2019 201.1 206 206.75 200.5 2.24M -2.31%
Aug 22,
2019 197.55 200.8 200.9 196.5 2.97M -1.77%
Aug 23,
2019 197.3 196.6 199.7 196.05 5.63M -0.13%
Aug 26,
2019 202.65 202.4 203.35 194.6 3.33M 2.71%
 AMBUJA CEMENT

DATE OF NUMBER OF SHARES PRICE OF ONE TOTAL AMOUNT

PURCHASE PURCHASED SHARE INVESTED
13/08/2019 500 209.73 104865

DATE OF SALES NUMBER OF SHARE PRICE OF ONE TOTAL RETURN

SOLD SHARE AT
SALES
19/08/2019 500 211.13 105565
HOLDING TIMES HOLDING NUMBER OF REMAING GAIN/LOSS
(IN DAYS) SHARES SHARES
6 DAYS 0 0 700

 AMBUJA CEMENT shares holed for 6 days profit is 700.

Reason

1. No significant increase in price of shares.