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      

224

61534320

82

NAGARCONST

14

2796250

83

NAGARFERT 

67

24211600

84

NATIONALUM

8

2321505

85

NEYVELILIG

21

8751175

86

NICOLASPIR

1

341192.5

87

NTPC      

689

179372700

88

ONGC      

431

86484341.25

89

ORCHIDCHEM

12

3305662.5

90

ORIENTBANK

2

583800

91

PANTALOONR

2

546975

92

PARSVNATH 

50

13952995

93

PENINLAND 

2

561000

94

PETRONET  

287

77995500

95

PFC       

563

226867920

96

POLARIS   

13

3006430

97

PRAJIND   

117

66546920

98

PUNJLLOYD 

18

7835550

99

RANBAXY   

94

28296400

100

RCOM      

931

363792485

101

REL       

83

29413890

102

RELCAPITAL

365

234108600

103

RELIANCE  

6744

1795840538

104

RENUKA    

13

8850600

105

RNRL      

772

234029152.5

106

RPL       

912

365238440

107

SAIL      

671

249671025

108

SATYAMCOMP

59

17277390

109

SBIN      

1230

492971450

110

SCI       

27

9323920

111

SESAGOA   

18

5046600

112

SIEMENS   

2

554966.6

113

SKUMARSYNF

4

1216020

114

SOBHA     

1

355250

115

SRF       

288

81172875

116

STER      

2

547938

117

STERLINBIO

2

440625

118

STROPTICAL

10

2819880

119

SUZLON    

2

627000

120

SYNDIBANK 

64

20311760

121

TATACHEM  

3

1041052.5

122

TATAMOTORS

219

65048970.2

123

TATAPOWER 

5

1372800

124

TATASTEEL 

1882

803294786.3

125

TCS       

92

27214612.5

126

TITAN     

2

574740

127

TRIVENI   

10

4764375

128

TTML      

659

212597412.5

129

TVSMOTOR  

19

3659770

130

UNIONBANK 

13

3807510

131

UNITECH   

408

107373735

132

VIJAYABANK

9

3317520

133

VOLTAS    

101

45222660

134

VSNL      

3

819000

135

WIPRO     

33

10759950

136

ZEEL      

7

1551305

 

 

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

1740

CA

2047

546457770

2

RELIANCE 

26/07/2007

1710

CA

1589

420669150

3

INFOSYSTCH

26/07/2007

1950

CA

954

192376180

4

RELIANCE 

26/07/2007

1770

CA

943

254240790

5

RELIANCE 

26/07/2007

1710

PA

893

233182567.5

6

RELIANCE 

26/07/2007

1800

CA

737

200820645

7

IDBI     

26/07/2007

120

CA

728

218372160

8

TATASTEEL

26/07/2007

620

CA

719

309463031.3

9

IDBI     

26/07/2007

125

CA

520

159886680

10

INFOSYSTCH

26/07/2007

1980

CA

462

93783720

11

TATASTEEL

26/07/2007

600

CA

421

178248532.5

12

ICICIBANK

26/07/2007

1000

CA

419

149284415

13

ARVINDMILL

26/07/2007

50

CA

384

85474970

14

ICICIBANK

26/07/2007

960

CA

382

133177677.5

15

TTML      

26/07/2007

30

CA

366

118645642.5

16

NTPC     

26/07/2007

155

CA

351

90857325

17

INFOSYSTCH

26/07/2007

2010

CA

342

70084745

18

ICICIBANK

26/07/2007

980

CA

331

116434605

19

RCOM     

26/07/2007

540

CA

314

123154045

20

INDIACEM 

26/07/2007

210

CA

287

92043027.5

 

The top twenty contracts contributed to around 34% of the total traded volume in Options on individual securities. RELIANCE was the most active option contracts on individual securities traded today with 6744 contracts and INFOSYSTCH was the next most active options contracts with 2598 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 720453 with a traded value of Rs.23770.23 crores. Details of contracts on the underlying securities are as under:

 

 

S No

Symbol

Traded Value

No of Contracts

1

ABAN      

848160400

1368

2

ABB       

1271038825

2291

3

ABIRLANUVO

411645360

1460

4

ACC       

13708760081

36834

5

ADLABSFILM

369006727.5

1403

6

AIAENG    

418827110

1207

7

AIRDECCAN 

299935930

1253

8

ALBK      

25603725

124

9

ALOKTEXT  

151925347.5

743

10

AMTEKAUTO 

111922830

444

11

ANDHRABANK

68432130

341

12

ANSALINFRA

582152155

2818

13

APIL      

3223167460

9782

14

ARVINDMILL

1254584340

6045

15

ASHOKLEY  

75700701.25

414

16

AUROPHARMA

208452037.5

757

17

BAJAJAUTO 

380220545

1798

18

BAJAJHIND 

1656600975

5149

19

BALRAMCHIN

1296421200

3530

20

BANKBARODA

424176130

1093

21

BANKINDIA 

621592600

1440

22

BATAINDIA 

84633570

456

23

BEL       

692175508.8

1314

24

BEML      

1896209075

6332

25

BHARATFORG

453560850

1477

26

BHARTIARTL

4821959650

11100

27

BHEL      

1189796235

2586

28

BILT      

207055540

896

29

BINDALAGRO

143464365

720

30

BIRLAJUTE 

964981157.5

4031

31

BOMDYEING 

1211447265

6557

32

BONGAIREFN

293572350

1223

33

BPCL      

130440145

349

34

BRFL      

733795220

2509

35

CAIRN     

887510625

2378

36

CANBK     

274966320

623

37

CENTURYTEX

7297977791

23959

38

CESC       

295845165

1440

39

CHAMBLFERT

39368295

166

40

CHENNPETRO

77832180

160

41

CIPLA     

2354265000

8608

42

COLGATE   

305029042.5

754

43

CORPBANK  

43079220

109

44

CROMPGREAV

178720500

691

45

CUMMINSIND

97736617.5

301

46

DABUR     

56213055

209

47

DENABANK  

261744000

1006

48

DIVISLAB  

1805138035

4640

49

DRREDDY   

274036820

1037

50

EDUCOMP   

951913995

2802

51

EKC       

92787390

417

52

ESCORTS   

530714760

1823

53

ESSAROIL  

426320750

1323

54

FEDERALBNK

61950590

152

55

FINANTECH 

647468385

1456

56

GAIL      

190005375

833

57

GDL       

166498100

427

58

GESCOCORP 

513601742.5

2521

59

GESHIP    

354060480

846

60

GLAXO     

70583385

188

61

GMRINFRA  

8505669250

11043

62

GNFC      

47146900

143

63

GRASIM    

1409289948

5811

64

GTL       

646085400

1907

65

GUJALKALI 

72313780

344

66

GUJAMBCEM 

1826443409

6899

67

HCC       

402296230

2206

68

HCLTECH   

134957875

627

69

HDFC      

476415825

1593

70

HDFCBANK  

397853050

1745

71

HEROHONDA 

80286460

300

72

HINDALC0  

782024592.3

3113

73

HINDLEVER 

903945500

4592

74

HINDPETRO 

254513025

734

75

HINDUJATMT

17924225

152

76

HOTELEELA 

109576500

547

77

HTMTGLOBAL

22568375

168

78

ICICIBANK 

7074891740

20518

79

IDBI      

4683617040

16387

80

IDEA      

1246265460

3725

81

IDFC      

1183237773

3059

82

IFCI      

2788679250

5809

83

I-FLEX    

370029922.5

949

84

INDHOTEL  

297303212.5

1151

85

INDIACEM  

4104579525

13134

86

INDIAINFO 

1502481925

4070

87

INDIANB   

281197840

971

88

INDUSINDBK

162407437.5

787

89

INFOSYSTCH

1348999620

6945

90

IOB       

327774500

909

91

IOC       

115444710

421

92

IPCL      

385710380

1016

93

ITC       

1076730300

3114

94

IVRCLINFRA

1487789700

7560

95

J&KBANK   

9257175

45

96

JETAIRWAYS

163523580

526

97

JINDALSTEL

433225587.5

952

98

JPASSOCIAT

994056120

4235

99

JPHYDRO   

523736250

2292

100

JSTAINLESS

764285100

2523

101

JSWSTEEL  

1148796275

3276

102

KESORAMIND

1312181050

5471

103

KOTAKBANK 

1038768610

2823

104

KTKBANK   

52334875

240

105

LICHSGFIN 

101393525

289

106

LITL      

834918662.5

4381

107

LT        

3462621660

7616

108

LUPIN     

1092736663

4286

109

M&M       

992172901.2

4282

110

MAHSEAMLES

131705100

337

111

MARUTI    

808068720

2569

112

MATRIXLABS

65940500

202

113

MCDOWELL-N

544770737.5

1751

114

MOSERBAER 

1551554675

5621

115

MPHASIS   

268418640

1032

116

MRPL      

108976940

292

117

MTNL      

529877280

2024

118

NAGARCONST

559055350

2900

119

NAGARFERT 

308364000

947

120

NATIONALUM

86258797.5

303

121

NDTV      

880004125

1883

122

NEYVELILIG

490607715

1250

123

NICOLASPIR

102784214.5

321

124

NTPC      

1149070731

4536

125

ONGC      

1185278839

6072

126

ORCHIDCHEM

344677987.5

1292

127

ORIENTBANK

74293320

269

128

PANTALOONR

1011326425

3814

129

PARSVNATH 

3125665305

11495

130

PATELENG  

837418225

3677

131

PATNI     

215098325

638

132

PENINLAND 

525478497.5

1841

133

PETRONET  

625580120

2435

134

PFC       

3613524480

9451

135

PNB       

733462800

2249

136

POLARIS   

91416010

423

137

PRAJIND   

4129944115

7698

138

PUNJLLOYD 

2200911675

5381

139

RAJESHEXPO

705557902.5

2322

140

RANBAXY   

663569400

2261

141

RCOM      

8310585745

21873

142

REL       

1676028283

4916

143

RELCAPITAL

6438051263

10411

144

RELIANCE  

15732722625

60481

145

RENUKA    

8394412850

12651

146

RNRL      

1505073570

5416

147

ROLTA     

105215962.5

503

148

RPL       

2870118363

7443

149

SAIL      

3157115940

8864

150

SATYAMCOMP

666770160

2367

151

SBIN      

7236815388

18306

152

SCI       

531367120

1613

153

SESAGOA   

951184665

3480

154

SHREECEM  

80235240

298

155

SIEMENS   

1336043460

4966

156

SKUMARSYNF

873452450

2961

157

SOBHA     

639506472.5

1892

158

SRF       

1557513450

5755

159

STAR      

154120300

519

160

STER      

725467481.1

2753

161

STERLINBIO

131409562.5

621

162

STROPTICAL

1738909463

6358

163

SUNPHARMA 

209116068.8

908

164

SUNTV     

206467100

1008

165

SUZLON    

520864740

1752

166

SYNDIBANK 

243304690

809

167

TATACHEM  

247348687.5

749

168

TATAMOTORS

2010198552

7014

169

TATAPOWER 

251516540

981

170

TATASTEEL 

10005946234

24080

171

TATATEA   

309962647.5

663

172

TCS       

783263612.5

2777

173

TITAN     

1403687018

5202

174

TRIVENI   

643137880

1402

175

TTML      

590134490

1975

176

TVSMOTOR  

125436655

694

177

ULTRACEMCO

1153591230

6176

178

UNIONBANK 

150488625

541

179

UNIPHOS   

70438760

327

180

UNITECH   

5273032073

21276

181

UTIBANK   

273181905

980

182

VIJAYABANK

133893465

376

183

VOLTAS    

2485235520

5786

184

VSNL      

771607436.3

2946

185

WIPRO     

548612670

1789

186