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Derivative Summary
Inst. Underlying Expiry Opt. Type Strike Last Contracts Traded Turnover OI Market Lot
Rs. Rs. Nos. Rs. (Crores)
OPTIDX NIFTY 23-Feb-12 PE 5300.00 63.95 115904.00 3114.63 5911300 50
OPTIDX NIFTY 23-Feb-12 CE 5400.00 89.05 104074.00 2796.73 6008250 50
FUTIDX NIFTY 23-Feb-12 XX 0.00 5388.9 88913.00 2389.31 26184800 50
OPTIDX NIFTY 23-Feb-12 CE 5500.00 45.6 81031.00 2177.51 6244000 50
OPTIDX NIFTY 23-Feb-12 PE 5200.00 38.05 62626.00 1682.92 7716400 50
OPTIDX NIFTY 23-Feb-12 PE 5400.00 102.5 50206.00 1349.16 3148150 50
OPTIDX NIFTY 23-Feb-12 PE 5100.00 21.95 49673.00 1334.84 7033500 50
OPTIDX NIFTY 23-Feb-12 PE 5000.00 12.85 40043.00 1076.06 6607300 50
OPTIDX NIFTY 23-Feb-12 CE 5600.00 20.35 39538.00 1062.48 3478250 50
OPTIDX NIFTY 23-Feb-12 CE 5300.00 148.8 33073.00 888.75 4248950 50
FUTIDX BANKNIFTY 23-Feb-12 XX 0.00 10360 30808.00 797.06 2440525 25
OPTIDX NIFTY 23-Feb-12 PE 4900.00 7.75 24052.00 646.34 4955400 50
OPTIDX NIFTY 23-Feb-12 PE 4800.00 4.95 18665.00 501.58 5488450 50
OPTIDX NIFTY 23-Feb-12 CE 5700.00 7.95 18261.00 490.72 1854200 50
FUTSTK BHARTIARTL 23-Feb-12 XX 0.00 359.7 10820.00 389.41 13916000 1000
FUTSTK ICICIBANK 23-Feb-12 XX 0.00 927.5 10805.00 249.8 12777500 250
FUTSTK SBIN 23-Feb-12 XX 0.00 2175.05 9885.00 269.51 6955500 125
FUTSTK TATASTEEL 23-Feb-12 XX 0.00 458.35 9280.00 212.28 14730500 500
OPTIDX NIFTY 23-Feb-12 CE 5800.00 2.75 8008.00 215.19 827500 50
FUTSTK RELIANCE 23-Feb-12 XX 0.00 864 7918.00 170.81 11187000 250
(Page 1 of 84)
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