National Stock Exchange of India Limited

National Stock Exchange of India Limited

 

Futures & Options segment

 

Market Activity Report for

July 4, 2007

 

Index Futures and Index Options

 

Index futures saw a trading volume of Rs.6312.86 crores arising out of 287922 contracts and Index options saw 134064 contracts getting traded at a notional value of Rs.2929.40 crores. The total turnover of the Futures & Options segment of the Exchange was around Rs.34125.16 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

282651

14132550

6144.88

36626300

JUNIOR

591

14775

13.00

172000

CNX100

54

2700

1.16

15900

BANKNIFTY

4064

203200

139.31

305200

CNXIT

562

28100

14.51

109300

 

 

Index Options

 

Symbol

No of Contracts Traded

Traded Quantity

Total Traded Value (Rs. In Crs.)

Open Interest (Qty.) as at 15:30 hours.

NIFTY

134064

6703200

2929.40

32141750

 

 

Options on individual securities

 

Out of 187 securities, options on 136 underlying securities got traded. The total number of contracts traded was 34824 with a notional value of Rs.1112.67 crores. Details of contracts on the underlying securities are as under:

 

 

S No

Symbol

No of Cont

Notional Value

1

ABB       

2

1159000

2

ACC       

989

378332306.3

3

ADLABSFILM

10

2768557.5

4

AIRDECCAN 

52

12857270

5

ALBK      

9

1973230

6

ALOKTEXT  

72

15411005

7

ANDHRABANK

9

1888415

8

ANSALINFRA

3

636350

9

ARVINDMILL

1071

234249595

10

ASHOKLEY  

115

22311665

11

AUROPHARMA

2

576747.5

12

BAJAJAUTO 

29

6401345

13

BAJAJHIND 

177

59873845

14

BALRAMCHIN

373

145768560

15

BANKBARODA

2

796320

16

BANKINDIA 

25

11201830

17

BEML      

104

32349775

18

BHARATFORG

20

6338200

19

BHARTIARTL

284

126518325

20

BHEL      

9

3841575

21

BILT       

32

7722075

22

BINDALAGRO

47

10050975

23

BOMDYEING 

3

571500

24

BONGAIREFN

72

18370350

25

CAIRN     

110

42855500

26

CENTURYTEX

85

26720706.25

27

CESC      

3

646662.5

28

CHAMBLFERT

19

4998705

29

CIPLA     

281

79712125

30

COLGATE    

2

853650

31

DABUR     

24

7032150

32

DENABANK  

86

24010612.5

33

DIVISLAB  

12

4803704.2

34

DRREDDY   

16

4399020

35

ESCORTS   

73

22514040

36

ESSAROIL  

83

28727990

37

GAIL      

16

3756825

38

GDL       

1

410000

39

GESHIP    

1

440400

40

GMRINFRA  

445

353838800

41

GNFC      

6

2093320

42

GRASIM    

3

746323.6

43

GTL       

40

14236200

44

GUJALKALI 

3

660240

45

GUJAMBCEM 

779

213852597.5

46

HCC       

28

5253430

47

HCLTECH   

2

463937.5

48

HINDALC0  

444

117913884

49

HINDLEVER 

534

108643750

50

HINDPETRO 

7

2550015

51

HOTELEELA 

19

4101375

52

ICICIBANK 

1696

591970400

53

IDBI      

2174

653747040

54

IDEA      

493

173091465

55

IDFC      

175

71531305

56

IFCI      

482

244106887.5

57

INDHOTEL  

41

11120462.5

58

INDIACEM  

798

256843647.5

59

INDIAINFO 

9

3480350

60

INDUSINDBK

52

11540567.5

61

INFOSYSTCH

2598

523485805

62

IOC       

1

282900

63

ITC       

347

125590837.5

64

IVRCLINFRA

200

41730250

65

JETAIRWAYS

2

651200

66

JPASSOCIAT

1

243000

67

JPHYDRO   

564

135881562.5

68

JSTAINLESS

4

1251000

69

JSWSTEEL  

6

2147832.5

70

KOTAKBANK 

1

376750

71

KTKBANK   

2

465062.5

72

LITL      

18

3583005

73

LT        

114

53264740

74

LUPIN     

27

7268852.5

75

M&M       

31

7458063.6

76

MARUTI    

28

9164820

77

MATRIXLABS

4

1384312.5

78

MCDOWELL-N

9

2902600

79

MOSERBAER 

6

1717210

80

MRPL      

28

10856220

81

MTNL