National Stock Exchange of India Limited

National Stock Exchange of India Limited

 

Futures & Options segment

 

Market Activity Report for

August 6, 2010

Index Futures and Index Options

 

Index futures saw a trading volume of Rs.8316.73 crores arising out of 324812 contracts and Index options saw 1224819 contracts getting traded at a notional value of Rs.33466.82 crores. The total turnover of the Futures & Options segment of the Exchange was around Rs.60455.50 crores.

 

Instrument wise summary:

 

Index Futures

 

Symbol

No of Contracts Traded

Traded Quantity

Total Traded Value (Rs. In Crs.)

Open interest (Qty.) as at end of trading hrs.

NIFTY    

253070

12653500

6902.48

33254600

MINIFTY  

30062

601240

327.86

1607400

BANKNIFTY

41286

1032150

1074.02

3114400

CNXIT    

394

19700

12.38

22200

 

Index Options

 

 

Symbol

No of Contracts Traded

Traded Quantity

Total Traded Value (Rs. In Crs.)

Open interest (Qty.) as at end of trading hrs.

NIFTY    

1222165

61108250

33402.13

127826850

MINIFTY  

316

6320

3.48

17500

BANKNIFTY

2336

58400

61.15

580225

CNXIT    

2

100

0.06

50

 

 

Options on individual securities

 

Out of 203 securities, options on 143 underlying securities got traded. The total number of contracts traded was 120130 with a notional value of Rs.3849.80 crores. Details of contracts on the underlying securities are as under:

 

 

S No

Symbol

No of Cont

Notional Value (Rs.)

1

ABAN      

995

239347238

2

ABB       

62

13163200

3

ACC       

27

5704513

4

ADANIPOWER

52

14805800

5

ALBK      

49

19880700

6

AMBUJACEM 

9

2073400

7

ANDHRABANK

100

30327900

8

APOLLOTYRE

100

27578800

9

AREVAT&D  

86

25093350

10

ASHOKLEY  

326

98915000

11

ASIANPAINT

1

335000

12

AXISBANK  

199

67749963

13

BAJAJ-AUTO

1

346875

14

BAJAJHIND 

206

51343000

15

BALRAMCHIN

76

27297000

16

BANKINDIA 

4

1808600

17

BEML      

1

262000

18

BHARATFORG

5

1745850

19

BHARTIARTL

1420

469387450

20

BHEL      

236

75459388

21

BHUSANSTL 

1

212069

22

BIOCON    

3

1000100

23

BPCL      

344

116028300

24

CAIRN     

377

133593300

25

CENTURYTEX

10

2345075

26

CHAMBLFERT

330

93529400

27

CIPLA     

40

13441500

28

COLPAL    

1

425000

29

DENABANK  

194

83384200

30

DISHTV    

335

142086000

31

DLF       

1598

514903200

32

EDUCOMP   

21

6732175

33

EKC       

29

7449600

34

ESSAROIL  

162

44881100

35

FEDERALBNK

1

365000

36

FORTIS    

779

254016600

37

FSL       

80

18207600

38

GAIL      

767

172245800

39

GESHIP    

6

1921200

40

GMDCLTD   

25

6604100

41

GMRINFRA  

207

50843000

42

GODREJIND 

14

5811700

43

GSPL      

292

133694000

44

GTLINFRA  

132

52530000

45

GVKPIL    

113

42829600

46

HCC       

93

27991900

47

HCLTECH   

41

17296750

48

HDFC      

384

148846300

49

HDFCBANK  

73

19597181

50

HDIL      

407

113530300

51

HEROHONDA 

49

11216263

52

HINDALCO  

1033

346425700

53

HINDPETRO 

858

397183550

54

HINDUNILVR

159

41482050

55

HOTELEELA 

15

6156000

56

IBREALEST 

112

39994200

57

ICICIBANK 

3699

889882913

58

ICSA      

12

3417100

59

IDBI      

462

116204500

60

IDEA      

380

111907600

61

IDFC      

753

290477000

62

IFCI      

17368

4523454400

63

INDHOTEL  

176

73585600

64

INDIACEM  

32

6940300

65

INDIAINFO 

77

16078800

66

INFOSYSTCH

2314

839581281

67

IOB       

35

18047600

68

IOC       

91

34669450

69

ISPATIND  

377

80389100

70

ITC       

743

238215000

71

IVRCLINFRA

1

183200

72

JINDALSAW 

1

206000

73

JINDALSTEL

178

57569475

74

JPASSOCIAT

436

111076400

75

JPPOWER   

4

1156600

76

JSWSTEEL  

235

70390163

77

KFA       

48

10246800

78

KOTAKBANK 

48

19633175

79

KSOILS    

13

3156200

80

LICHSGFIN 

16

4605375

81

LITL      

96

27916400

82

LT        

1127

264360619

83

M&M       

335

56893413

84

MARUTI    

488

152777000

85

MLL       

214

47673200

86

MPHASIS   

3

958950

87

MRPL      

55

18583800

88

MTNL      

169

48991800

89

NAGARFERT 

227

60473200

90

NHPC      

72

18694000

91

NOIDATOLL 

22

6118000

92

NTPC      

280

57439650

93

ONGC      

707

224495250

94

ORCHIDCHEM

1

390000

95

ORIENTBANK

5

2054850

96

PATNI     

1

252500

97

PETRONET  

1660

690614600

98

PFC        

13

4246300

99

PIRHEALTH 

13

3319675

100

PNB       

17

4769825

101

POLARIS   

4

1514200

102

POWERGRID 

495

104967900

103

PRAJIND   

42

13756600

104

PTC       

3

732000

105

PUNJLLOYD 

740

190189400

106

RANBAXY   

99

23459050

107

RCOM      

1062

395623600

108

RECLTD    

101

33106750

109

RELCAPITAL

560

229329800

110

RELIANCE  

21189

5541036750

111

RELINFRA  

317

93149000

112

RELMEDIA  

3

662500

113

RENUKA    

302

42651300

114

RNRL      

443

76390200

115

ROLTA     

18

6659000

116

RPOWER    

743

254747900

117

SAIL      

448

92585900

118

SBIN      

6760

2239125500

119

SCI       

19

6702800

120

SESAGOA   

717

136931750

121

SIEMENS   

3

1094200

122

STER      

376

69115550

123

SUZLON    

1442

360162800

124

SYNDIBANK 

11

4899600

125

TATACHEM  

2

740000

126

TATAGLOBAL

14

4245000

127

TATAMOTORS

20250

9160245800

128

TATAPOWER 

4

1356688

129

TATASTEEL 

5094

1418111900

130

TCS       

1879

837155200

131

TRIVENI   

1

224500

132

TTML      

1620

370035900

133

TV-18     

7

2264400

134

UCOBANK   

116

46334400

135

UNIONBANK 

2

649300

136

UNIPHOS   

4

1540000

137

UNITECH   

8755

3100278200

138

VIDEOIND  

28

6908000

139

VIJAYABANK

129

79009200

140

WELCORP   

7

1840900

141

WIPRO     

137

50727451

142

YESBANK   

115

36417100

143

ZEEL      

25

7831550

 

 

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 (Rs.)

1

IFCI     

26-Aug-2010

65

CA

7216

1914354800

2

TATAMOTORS

26-Aug-2010

900

CA

5414

2485247750

3

RELIANCE 

26-Aug-2010

1020

CA

5114

1326029425

4

TATAMOTORS

26-Aug-2010

880

CA

4220

1909712000

5

RELIANCE 

26-Aug-2010

1000

CA

3839

986943075

6

IFCI     

26-Aug-2010

60

CA

3052

766264800

7

UNITECH  

26-Aug-2010

85

CA

2726

963879800

8

IFCI     

26-Aug-2010

60

PA

2627

651969600

9

UNITECH  

26-Aug-2010

90

CA

2615

955322200

10

IFCI     

26-Aug-2010

70

CA

2544

716939600

11

RELIANCE 

26-Aug-2010

1040

CA

2425

636809850

12

TATAMOTORS

26-Aug-2010

860

CA

2261

1010385075

13

RELIANCE 

26-Aug-2010

1050

CA

1990

526470650

14

RELIANCE 

26-Aug-2010

1000

PA

1945

494824300

15

TATAMOTORS

26-Aug-2010

920

CA

1853

863476750

16

TATASTEEL

26-Aug-2010

540

CA

1448

401931000

17

TATASTEEL

26-Aug-2010

560

CA

1442

409612125

18

RELIANCE 

26-Aug-2010

1060

CA

1398

372739163

19

UNITECH  

26-Aug-2010

85

PA

1266

442727800

20

RELIANCE 

26-Aug-2010

1100

CA

1254

345695225

 

The top twenty contracts contributed to around 47% of the total traded volume in Options on individual securities. RELIANCE   was the most active option contracts on individual securities traded today with 21189 contracts and TATAMOTORS was the next most active options contracts with 20250 contracts being traded.

 

 

Futures on individual securities

 

Out of 203 securities, stock futures on 203 underlying securities got traded. The total number of contracts traded was 488962 with a traded value of Rs.14822.14 crores. Details of contracts on the underlying securities are as under:

 

 

S No

Symbol

Traded Value (Rs.)

No of Contracts

1

ABAN      

3168027750

13799

2

ABB       

522164900

2641

3

ABGSHIP   

137196400

525

4

ABIRLANUVO

124206050

604

5

ACC       

355338000

1741

6

ADANIENT  

416299900

1365

7

ADANIPOWER

116280000

430

8

ALBK      

451359000

1133

9

AMBUJACEM 

222792300

987

10

ANDHRABANK

241323100

834

11

APIL      

189468525

517

12

APOLLOTYRE

257151800

985

13

AREVAT&D  

36360500

125

14

ASHOKLEY  

502816400

1732

15

ASIANPAINT

36218363

110

16

AUROPHARMA

702644525

2971

17

AXISBANK  

1571426500

4748

18

BAJAJ-AUTO

341257450

999

19

BAJAJHIND 

245633000

1030

20

BALRAMCHIN

181257000

529

21

BANKBARODA

283774750

744

22

BANKINDIA 

502819200

1157

23

BEL       

78547169

356

24

BEML      

74317100

290

25

BGRENERGY 

1006368075

2500

26

BHARATFORG

721175800

2115

27

BHARTIARTL

1018038300

3149

28

BHEL      

1090992063

3466

29

BHUSANSTL 

629730219

3067

30

BIOCON    

135605200

424

31

BOSCHLTD  

101785256

136

32

BPCL      

1267375325

3860

33

BRFL      

614546900

2312

34

CAIRN     

895250550

2591

35

CANBK     

188984675

785

36

CENTURYTEX

291340300

1289

37

CESC      

181171850

450

38

CHAMBLFERT

300024000

1102

39

CHENNPETRO

79772650

308

40

CIPLA     

228522550

706

41

COLPAL    

94671925

226

42

CONCOR    

12417300

35

43

COREPROTEC

101597350

384

44

CROMPGREAV

101892700

359

45

CUMMINSIND

74949575

235

46

DABUR     

299785100

733

47

DCHL      

108410300

403

48

DENABANK  

572637200

1429

49

DISHTV    

1512757200

3776

50

DIVISLAB  

78853075