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