National Stock Exchange of India Limited

Futures & Options segment

Market Activity Report for

July 2, 2007

Index Futures and Index Options

Index futures saw a trading volume of Rs.6389.94 crores arising out of 294517 contracts and Index options saw 168330 contracts getting traded at a notional value of Rs.3646.53 crores. The total turnover of the Futures & Options segment of the Exchange was around Rs.34061.14 crores.

Instrument wise summary:

Index Futures

Symbol	No of Contracts Traded	Traded Quantity	Total Traded Value (Rs. In Crs.)	Open interest (Qty.) as at 15:30 hours.
NIFTY	289671	14483550	6241.33	35438700
JUNIOR	808	20200	17.73	166200
CNX100	49	2450	1.04	16350
BANKNIFTY	3330	166500	112.67	294600
CNXIT	659	32950	17.16	96900

Index Options

Symbol	No of Contracts Traded	Traded Quantity	Total Traded Value (Rs. In Crs.)	Open Interest (Qty.) as at 15:30 hours.
NIFTY	168328	8416400	3646.48	27334000
JUNIOR	2	50	0.04	50

Options on individual securities

Out of 187 securities, options on 142 underlying securities got traded. The total number of contracts traded was 32690 with a notional value of Rs.1174.77 crores. Details of contracts on the underlying securities are as under:

S No	Symbol	No of Cont	Notional Value
1	ABAN	2	1310200
2	ABB	33	18948975
3	ABIRLANUVO	2	574780
4	ACC	86	31432837.5
5	ADLABSFILM	6	1659757.5
6	AIRDECCAN	59	14675250
7	ALBK	56	12183605
8	ALOKTEXT	32	6888102.5
9	ANDHRABANK	15	3235985
10	ARVINDMILL	269	56384610
11	ASHOKLEY	150	28906417.5
12	AUROPHARMA	2	587650
13	BAJAJAUTO	52	11648050
14	BAJAJHIND	86	29046630
15	BALRAMCHIN	218	84483840
16	BANKBARODA	3	1172640
17	BANKINDIA	28	12651625
18	BATAINDIA	11	2260965
19	BEL	2	1080158.75
20	BEML	4	1176625
21	BHARATFORG	5	1596400
22	BHARTIARTL	71	30680375
23	BHEL	1	476640
24	BILT	12	2838980
25	BINDALAGRO	42	8813227.5
26	BOMDYEING	1	187500
27	BONGAIREFN	4	937125
28	CAIRN	51	19771125
29	CENTURYTEX	13	4026620
30	CESC	1	220137.5
31	CHAMBLFERT	56	14634900
32	CIPLA	110	30398875
33	COLGATE	1	454597.5
34	CUMMINSIND	1	347700
35	DABUR	16	4582980
36	DENABANK	225	62008537.5
37	DIVISLAB	87	33866297.2
38	DRREDDY	40	11031100
39	ESCORTS	4	1158120
40	ESSAROIL	98	33249967.5
41	GAIL	19	4547625
42	GDL	2	831900
43	GESHIP	1	444000
44	GLAXO	1	393000
45	GMRINFRA	1217	970636700
46	GNFC	28	9839872.5
47	GTL	22	7899225
48	GUJALKALI	5	1083600
49	GUJAMBCEM	128	34359415.3
50	HCC	34	6126260
51	HCLTECH	1	231400
52	HDFCBANK	2	488200
53	HINDALC0	614	165492096
54	HINDLEVER	109	21643550
55	HINDPETRO	36	13149890
56	HOTELEELA	21	4621312.5
57	ICICIBANK	551	187911465
58	IDBI	2704	813330840
59	IDEA	1289	456398550
60	IDFC	208	86702860
61	IFCI	3069	1543440544
62	I-FLEX	1	404250
63	INDHOTEL	41	11333525
64	INDIACEM	195	62146202.5
65	INDIAINFO	24	9218300
66	INDUSINDBK	22	5011160
67	INFOSYSTCH	1455	294918565
68	IPCL	2	818400
69	ITC	176	62981887.5
70	IVRCLINFRA	327	65761375
71	JPASSOCIAT	2	476670
72	JPHYDRO	111	26346250
73	JSTAINLESS	1	306000
74	JSWSTEEL	3	1046292.5
75	KTKBANK	2	465000
76	LICHSGFIN	5	1849515
77	LITL	13	2550425
78	LT	123	57203010
79	LUPIN	10	2680055
80	M&M	52	12352641.6
81	MARUTI	32	10271700
82	MATRIXLABS	1	335000
83	MCDOWELL-N	6	1987762.5
84	MOSERBAER	3	847330
85	MPHASIS	13	3646240
86	MRPL	28	10788135
87	MTNL	297	80309760
88	NAGARCONST	48	9407350
89	NAGARFERT	420	153467300
90	NATIONALUM	70	20658370
91	NDTV	4	1859990
92	NEYVELILIG	4	1581495
93	NICOLASPIR	3	1043641.5
94	NTPC	176	45861400
95	ONGC	86	17921902.5
96	ORCHIDCHEM	1	277725
97	ORIENTBANK	1	292800
98	PARSVNATH	42	10778495
99	PENINLAND	1	279950
100	PETRONET	525	142121320
101	PFC	447	172424040
102	POLARIS	24	5611410
103	PRAJIND	60	34100275
104	PUNJLLOYD	72	30459450
105	RANBAXY	212	63934640
106	RCOM	1225	472008705
107	REL	217	77593532.5
108	RELCAPITAL	375	239467937.5
109	RELIANCE	3167	833204572.5
110	RENUKA	1	684000
111	RNRL	2113	649823817.5
112	ROLTA	1	225000
113	RPL	2476	986129282.5
114	SAIL	219	80800875
115	SATYAMCOMP	314	92341170
116	SBIN	2379	937045262.5
117	SCI	22	7444720
118	SESAGOA	12	3304380
119	SIEMENS	2	555728
120	SOBHA	3	1009750
121	SRF	119	32943675
122	STER	5	1366406.7
123	STERLINBIO	1	216375
124	STROPTICAL	2	557287.5
125	SUZLON	6	1892160
126	SYNDIBANK	46	14414730
127	TATACHEM	21	7139340
128	TATAMOTORS	179	52455386.8
129	TATAPOWER	5	1401980
130	TATASTEEL	756	318315656.3
131	TATATEA	7	3443962.5
132	TCS	102	30427012.5
133	TITAN	4	1195830
134	TRIVENI	7	3309075
135	TTML	1359	441937292.5
136	TVSMOTOR	29	5633762.5
137	UNIONBANK	12	3492615
138	UNITECH	258	65021287.5
139	VIJAYABANK	61	23131215
140	VOLTAS	2	862020
141	WIPRO	19	6099810
142	ZEEL	7	1533700

The top 20 option contracts on individual securities traded are as under:

S No	Symbol	Exp Date	Str Price	Opt Type	No of Cont	Notional Value
1	RELIANCE	26/07/2007	1710	CA	1582	415775842.5
2	IFCI	26/07/2007	60	CA	1002	503228250
3	IDBI	26/07/2007	120	CA	964	291473280
4	RPL	26/07/2007	115	CA	820	328232665
5	RNRL	26/07/2007	40	CA	672	205607545
6	TTML	26/07/2007	30	CA	670	218653187.5
7	IFCI	26/07/2007	65	CA	636	336447562.5
8	SBIN	26/07/2007	1530	CA	614	244078387.5
9	IDBI	26/07/2007	125	CA	513	158588520
10	SBIN	26/07/2007	1530	PA	499	196286600
11	RPL	26/07/2007	120	CA	495	203490725
12	IDEA	26/07/2007	125	CA	479	168805350
13	RNRL	26/07/2007	42.5	CA	424	134413207.5
14	IFCI	26/07/2007	57.5	CA	417	204320812.5
15	RPL	26/07/2007	110	CA	408	159958480
16	RELIANCE	26/07/2007	1740	CA	389	103232130
17	IDEA	26/07/2007	130	CA	388	139656420
18	SBIN	26/07/2007	1560	CA	372	149369450
19	RELIANCE	26/07/2007	1680	PA	352	90314347.5
20	IDBI	26/07/2007	115	CA	350	104105880

The top twenty contracts contributed to around 37% of the total traded volume in Options on individual securities. RELIANCE was the most active option contracts on individual securities traded today with 3167 contracts and IFCI was the next most active options contracts with 3069 contracts being traded.

Futures on individual securities

Out of 187 stock futures on 187 underlying securities got traded. The total number of contracts traded was 646704 with a traded value of Rs.22849.91 crores. Details of contracts on the underlying securities are as under:

S No	Symbol	Traded Value	No of Contracts
1	ABAN	3459381960	5562
2	ABB	3443023000	6152
3	ABIRLANUVO	880608920	3175
4	ACC	2017421063	5722
5	ADLABSFILM	1211004473	4624
6	AIAENG	538700040	1521
7	AIRDECCAN	253707065	1056
8	ALBK	39909152.5	196
9	ALOKTEXT	100800830	504
10	AMTEKAUTO	34732950	141
11	ANDHRABANK	83744840	417
12	ANSALINFRA	408070617.5	2200
13	APIL	597123520	1835
14	ARVINDMILL	238959815	1218
15	ASHOKLEY	95466813.75	525
16	AUROPHARMA	550412030	1960
17	BAJAJAUTO	556190550	2616
18	BAJAJHIND	1037953850	3239
19	BALRAMCHIN	1052207040	2863
20	BANKBARODA	275781590	724
21	BANKINDIA	1164012770	2647
22	BATAINDIA	1205835435	6387
23	BEL	2582016718	4901
24	BEML	402852025	1438
25	BHARATFORG	287166150	928
26	BHARTIARTL	2396029550	5737
27	BHEL	1683169245	3623
28	BILT	53271915	234
29	BINDALAGRO	248177160	1294
30	BIRLAJUTE	87405457.5	385
31	BOMDYEING	376324260	2153
32	BONGAIREFN	45355050	201
33	BPCL	226754385	602
34	BRFL	919863437.5	3105
35	CAIRN	380555875	1037
36	CANBK	379097440	875
37	CENTURYTEX	2464901124	8459
38	CESC	223847992.5	1085
39	CHAMBLFERT	56699025	236
40	CHENNPETRO	136698390	277
41	CIPLA	839677125	3158
42	COLGATE	97284442.5	247
43	CORPBANK	219283740	546
44	CROMPGREAV	495641750	1872
45	CUMMINSIND	116043830	355
46	DABUR	60538860	225
47	DENABANK	758750475	2916
48	DIVISLAB	7194690450	18769
49	DRREDDY	323499920	1226
50	EDUCOMP	543538042.5	1619
51	EKC	511016420	2263
52	ESCORTS	161327520	592
53	ESSAROIL	174106445	549
54	FEDERALBNK	179185305	439
55	FINANTECH	1888614833	4204
56	GAIL	144749662.5	638
57	GDL	506076200	1301
58	GESCOCORP	317972287.5	1602
59	GESHIP	519609900	1212
60	GLAXO	66216075	176
61	GMRINFRA	22543226650	29404
62	GNFC	222988287.5	664
63	GRASIM	368402346.4	1590
64	GTL	263579925	778
65	GUJALKALI	400576890	1859
66	GUJAMBCEM	386393128.1	1515
67	HCC	282320640	1613
68	HCLTECH	171203662.5	780
69	HDFC	640166610	2108
70	HDFCBANK	738063670	3241
71	HEROHONDA	239672660	898
72	HINDALC0	1068013436	4160
73	HINDLEVER	346065300	1839
74	HINDPETRO	417365780	1190
75	HINDUJATMT	17764962.5	151
76	HOTELEELA	100574812.5	503
77	HTMTGLOBAL	44027150	319
78	ICICIBANK	1845627368	5500
79	IDBI	6841596840	23611
80	IDEA	2555952030	7533
81	IDFC	2320289903	5829
82	IFCI	7621305300	16208
83	I-FLEX	562873972.5	1428
84	INDHOTEL	295726200	1121
85	INDIACEM	1294928155	4233
86	INDIAINFO	3171615875	8569
87	INDIANB	78511400	276
88	INDUSINDBK	195675095	927
89	INFOSYSTCH	1631725180	8376
90	IOB	37977267.5	108
91	IOC	413303280	1507
92	IPCL	158982450	425
93	ITC	445467487.5	1306
94	IVRCLINFRA	3710969325	19541
95	J&KBANK	10227495	50
96	JETAIRWAYS	224602520	701
97	JINDALSTEL	130605918.8	297
98	JPASSOCIAT	861622635	3768
99	JPHYDRO	161845312.5	726
100	JSTAINLESS	90860700	315
101	JSWSTEEL	259715555	773
102	KESORAMIND	243065225	1059
103	KOTAKBANK	1129462620	3053
104	KTKBANK	86240937.5	394
105	LICHSGFIN	360849650	1003
106	LITL	780995215	4298
107	LT	3749385210	8333
108	LUPIN	644436327.5	2505
109	M&M	735117255.6	3219
110	MAHSEAMLES	174179250	441
111	MARUTI	1266875740	4107
112	MATRIXLABS	26102250	80
113	MCDOWELL-N	533592750	1681
114	MOSERBAER	1161503750	4398
115	MPHASIS	813695480	3051
116	MRPL	143140925	386
117	MTNL	599690720	2307
118	NAGARCONST	1244464550	6629
119	NAGARFERT	710195500	2151
120	NATIONALUM	84630800	301
121	NDTV	1385792705	2934
122	NEYVELILIG	127866865	338
123	NICOLASPIR	457788166	1397
124	NTPC	241157800	964
125	ONGC	952204432.5	4816
126	ORCHIDCHEM	129951832.5	494
127	ORIENTBANK	209032380	758
128	PANTALOONR	283973600	1120
129	PARSVNATH	1345825215	5503
130	PATELENG	120424575	572
131	PATNI	443326910	1309
132	PENINLAND	431628697.5	1563
133	PETRONET	1000467380	3922
134	PFC	2617566240	7131
135	PNB	686299800	2124
136	POLARIS	175846510	811
137	PRAJIND	2199758935	4138
138	PUNJLLOYD	6878296950	16902
139	RAJESHEXPO	130141137.5	442
140	RANBAXY	1154462600	3957
141	RCOM	10541849220	28265
142	REL	3365808518	9729
143	RELCAPITAL	11997441253	19554
144	RELIANCE	7120690380	27784
145	RENUKA	5152638600	7807
146	RNRL	4325470435	15059
147	ROLTA	405735615	1910
148	RPL	6060852830	15852
149	SAIL	1130747040	3234
150	SATYAMCOMP	867076230	3075
151	SBIN	8060081013	20835
152	SCI	231388960	723
153	SESAGOA	199134562.5	749
154	SHREECEM	15575410	60
155	SIEMENS	540647655.2	2045
156	SKUMARSYNF	211839680	788
157	SOBHA	579985525	1770
158	SRF	665028675	2513
159	STAR	70763605	243
160	STER	1531066405	5853
161	STERLINBIO	98535937.5	479
162	STROPTICAL	600228615	2321
163	SUNPHARMA	357326347.5	1536
164	SUNTV	102159412.5	511
165	SUZLON	1515235810	5035
166	SYNDIBANK	136697970	462
167	TATACHEM	97799535	301
168	TATAMOTORS	1203009327	4303
169	TATAPOWER	342439780	1316
170	TATASTEEL	3289531703	8097
171	TATATEA	765079975	1627
172	TCS	1030808813	3600
173	TITAN	1215567911	4322
174	TRIVENI	404034785	893
175	TTML	1775843740	5873
176	TVSMOTOR	96446415	536
177	ULTRACEMCO	132784740	737