National Stock Exchange of India Limited

Futures & Options segment

Market Activity Report for
August 23, 2010
Index Futures and Index Options
Index futures saw a trading volume of Rs.12587.09 crores arising out of 472492 contracts and Index options
saw 1773173 contracts getting traded at a notional value of Rs.48437.98 crores. The total turnover of the
Futures & Options segment of the Exchange was around Rs.97657.30 crores.
Instrument wise summary:
Index Futures
Symbol

No of
Contracts
Traded

NIFTY
MINIFTY
BANKNIFTY
CNXIT

Traded
Quantity

380519
28878
62963
132

19025950
577560
1574075
6600

Total Traded
Value (Rs. In
Crs.)
10527.29
319.6
1736.14
4.07

Open interest
(Qty.) as at end
of trading hrs.
40939850
2072160
3537725
22650

Index Options
Symbol

No of
Contracts
Traded

NIFTY
MINIFTY
BANKNIFTY
CNXIT

Traded
Quantity

1767093
239
5835
6

88354650
4780
145875
300

Total Traded
Value (Rs. In
Crs.)
48275.97
2.65
159.18
0.18

Open interest
(Qty.) as at end
of trading hrs.
176972900
25400
801100
0

Options on individual securities

Out of 203 securities, options on 152 underlying securities got traded. The total number of contracts traded was
137156 with a notional value of Rs.4575.97 crores. Details of contracts on the underlying securities are as
under:
S No
1
2
3
4
5
6
7

Symbol
ABAN
ABB
ABIRLANUVO
ACC
ADANIENT
ADANIPOWER
ALBK

No of Cont Notional Value (Rs.)

146
33225752
48
9684252
2
418788
119
26103739
1
335000
18
5156700
63
27423900

8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55

AMBUJACEM
ANDHRABANK
APOLLOTYRE
AREVAT&D
ASHOKLEY
AXISBANK
BAJAJ-AUTO
BAJAJHIND
BALRAMCHIN
BANKBARODA
BANKINDIA
BHARTIARTL
BHEL
BHUSANSTL
BIOCON
BPCL
BRFL
CAIRN
CANBK
CENTURYTEX
CHAMBLFERT
CIPLA
CROMPGREAV
DCHL
DENABANK
DISHTV
DLF
EDUCOMP
EKC
ESSAROIL
FINANTECH
FORTIS
FSL
GAIL
GMDCLTD
GMRINFRA
GRASIM
GSPL
GTLINFRA
GVKPIL
HCC
HCLTECH
HDFC
HDFCBANK
HDIL
HEROHONDA
HINDALCO
HINDPETRO

93
130
1445
224
258
377
1
446
324
4
10
2762
1841
4
17
5391
2
1308
2
252
367
953
8
3
196
139
3176
210
18
400
4
79
180
332
7
130
2
88
12
432
136
8
245
136
1177
48
2029
6497

23261300
43030600
447392600
68374300
74344200
131345901
338750
115622500
117255800
1706000
4624700
896781400
576715433
950000
6115300
2058169775
551000
465996150
539475
66694625
110083200
310270600
2379950
869400
88853400
58934000
1075001300
64320500
4506300
112255000
1572875
26738000
40539600
78696625
1830300
33844800
486881
42409800
4605600
164598400
37177800
3323650
97909408
37270384
353775500
11578601
714072200
3509961950

56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103

HINDUNILVR
HOTELEELA
IBREALEST
ICICIBANK
IDBI
IDEA
IDFC
IFCI
INDHOTEL
INDIACEM
INDIAINFO
INDIANB
INFOSYSTCH
IOB
IOC
ISPATIND
ITC
IVRCLINFRA
JINDALSAW
JINDALSTEL
JPASSOCIAT
JPPOWER
JSWSTEEL
KFA
KOTAKBANK
KSOILS
LICHSGFIN
LITL
LT
M&M
MARUTI
MLL
MOSERBAER
MPHASIS
MRPL
MTNL
MUNDRAPORT
NAGARFERT
NEYVELILIG
NHPC
NOIDATOLL
NTPC
ONGC
ORBITCORP
ORCHIDCHEM
ORIENTBANK
PATNI
PETRONET

309
89
98
9131
500
380
692
2048
173
28
38
4
2262
5
458
2545
578
2
19
763
869
1
934
315
27
5
14
493
3892
774
310
121
16
10
561
201
1
254
46
98
24
590
2237
5
6
2
35
5363

82694500
36788400
38360900
2304222467
134603100
110396200
266037100
537425800
76190200
6280000
8278700
2019300
796829492
2740000
189379600
574921600
188277100
341650
4049650
271622200
219601200
288000
278512739
83041200
11724375
1202600
4496525
146775800
921286096
124209165
99690877
26938000
4515600
3042000
193513600
55880800
415325
67696400
16135000
25760800
6931200
119004800
732694266
1434600
2401700
837950
9518350
2563310400

104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151

PFC
PIRHEALTH
PNB
POLARIS
POWERGRID
PRAJIND
PTC
PUNJLLOYD
RANBAXY
RCOM
RECLTD
RELCAPITAL
RELIANCE
RELINFRA
RENUKA
RNRL
ROLTA
RPOWER
RUCHISOYA
SAIL
SAMRUDDHI
SBIN
SCI
SESAGOA
SIEMENS
SOBHA
STER
SUNPHARMA
SUZLON
SYNDIBANK
TATACHEM
TATAGLOBAL
TATAMOTORS
TATAPOWER
TATASTEEL
TCS
TECHM
TITAN
TTML
TV-18
UCOBANK
UNIONBANK
UNITECH
VIDEOIND
VIJAYABANK
VOLTAS
WELCORP
WIPRO

2
17
71
14
346
57
2
337
621
791
53
951
16056
222
1132
265
11
399
1
307
6
16664
2
1031
29
1
1029
7
405
97
1
38
8428
8
8344
494
1
1
513
6
539
1
7433
193
486
1
2
60

641750
4382325
21477577
5116700
74049900
19237200
484200
85841900
155662850
282078300
17790700
381384775
4073212835
60820790
165897700
44102400
3940800
131265700
238400
61637600
1560300
5915684051
661600
181452350
10478825
396350
172505350
1591969
88793000
47254200
407500
11463750
4331552075
2665051
2235968375
218537950
181250
368875
116516700
2174000
249110600
355000
2609546000
49986950
337914000
421600
512450
21387442

152 YESBANK

55

18598050

The top 20 option contracts on individual securities traded are as under:

S
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Symbol

Exp Date

RELIANCE
SBIN
SBIN
UNITECH
ICICIBANK
SBIN
RELIANCE
TATASTEEL
RELIANCE
TATASTEEL
PETRONET
HINDPETRO
ICICIBANK
SBIN
UNITECH
BHARTIARTL
LT
HINDPETRO
PETRONET
TATASTEEL

26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010

Str Price Opt

Type
1000 CA
2850 CA
2800 CA
85 CA
1000 CA
2900 CA
1020 CA
540 CA
980 CA
520 CA
120 CA
540 CA
1020 CA
2800 PA
90 CA
320 CA
1850 CA
520 CA
115 CA
520 PA

No of
Notional
Cont
Value (Rs.)
5471
1374856175
3910
1400150869
3855
1364371513
3586
1244472400
2974
754148825
2654
964033538
2344
598763588
2329
632133550
2208
547793675
2111
558671675
2101
1023519000
2009
1103050850
1931
495979300
1785
629519738
1745
630889800
1560
503298300
1538
361036850
1489
796917200
1460
689859000
1431
374851550

The top twenty contracts contributed to around 35% of the total traded volume in Options on individual
securities. SBIN was the most active option contracts on individual securities traded today with 16664 contracts
and RELIANCE was the next most active options contracts with 16056 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 1067535 with a traded value of Rs.32056.26 crores. Details of contracts on the underlying securities
are as under:
S No
1
2
3
4

Symbol
ABAN
ABB
ABGSHIP
ABIRLANUVO

Traded Value (Rs.) No of Contracts

1794114850
8647
282458488
1451
104143850
425
1375165626
6654

5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52

ACC
ADANIENT
ADANIPOWER
ALBK
AMBUJACEM
ANDHRABANK
APIL
APOLLOTYRE
AREVAT&D
ASHOKLEY
ASIANPAINT
AUROPHARMA
AXISBANK
BAJAJ-AUTO
BAJAJHIND
BALRAMCHIN
BANKBARODA
BANKINDIA
BEL
BEML
BGRENERGY
BHARATFORG
BHARTIARTL
BHEL
BHUSANSTL
BIOCON
BOSCHLTD
BPCL
BRFL
CAIRN
CANBK
CENTURYTEX
CESC
CHAMBLFERT
CHENNPETRO
CIPLA
COLPAL
CONCOR
COREPROTEC
CROMPGREAV
CUMMINSIND
DABUR
DCHL
DENABANK
DISHTV
DIVISLAB
DLF
DRREDDY

997465088
1592340725
553261900
926190200
1784546800
601289200
424652675
2267291800
769167450
458785200
74288764
567849313
2940207775
681769150
945440100
1354316400
1338277850
1465463250
157567781
77256925
116819850
1359175200
4898420600
5107533256
960035787
575976250
80091325
12677394025
791421200
1800313600
305146250
2704241300
380208600
479353000
143055200
3595677100
69155900
23319526
978177350
266402400
95742150
150585700
141109200
882514200
567720800
65458250
7277992200
645430125

4565
4886
1939
2152
7353
1872
1125
7551
2548
1642
213
2098
8548
1950
3719
3785
3216
3170
717
301
282
3859
15496
16395
4124
1631
106
33675
3022
5242
1149
10378
936
1658
533
11351
167
70
3717
920
271
362
507
2014
1403
174
21911
1930

53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

EDUCOMP
EKC
ESSAROIL
EXIDEIND
FEDERALBNK
FINANTECH
FORTIS
FSL
GAIL
GESHIP
GLAXO
GMDCLTD
GMRINFRA
GODREJIND
GRASIM
GSPL
GTL
GTLINFRA
GTOFFSHORE
GVKPIL
HCC
HCLTECH
HDFC
HDFCBANK
HDIL
HEROHONDA
HEXAWARE
HINDALCO
HINDPETRO
HINDUNILVR
HINDZINC
HOTELEELA
IBREALEST
ICICIBANK
ICSA
IDBI
IDEA
IDFC
IFCI
INDHOTEL
INDIACEM
INDIAINFO
INDIANB
INFOSYSTCH
IOB
IOC
ISPATIND
ITC

3093814200
283607500
1540790700
469121300
359577700
742490800
340362300
531772000
1003570300
305511950
97254551
225156300
975684200
406180800
391188888
1135215400
1301204400
1759436000
258869325
1029921600
1089497600
424386300
1647325156
3321834019
3753194300
1597517032
64926800
2401055000
12128778700
2298202550
109373250
284659200
949325600
11257532076
427470500
1610771600
788823600
2198724300
2408922600
928970600
358236700
349517600
228627600
4514122557
336442400
4734842000
2668172650
1942953200

10768
1189
5735
1550
1014
2074
1037
2462
4315
985
388
900
3871
966
1489
2409
6127
4777
1285
2757
4217
1038
4154
12077
12613
6717
212
6873
22790
8520
388
701
2469
45169
1679
6079
2842
5823
9663
2138
1612
1683
453
12962
624
11727
12657
6063

101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148

IVRCLINFRA
JINDALSAW
JINDALSTEL
JINDALSWHL
JISLJALEQS
JPASSOCIAT
JPPOWER
JSWSTEEL
KFA
KOTAKBANK
KSOILS
LICHSGFIN
LITL
LT
LUPIN
M&M
MARUTI
MCDOWELL-N
MCLEODRUSS
MLL
MOSERBAER
MPHASIS
MRPL
MTNL
MUNDRAPORT
NAGARCONST
NAGARFERT
NATIONALUM
NEYVELILIG
NHPC
NOIDATOLL
NTPC
OFSS
ONGC
ONMOBILE
OPTOCIRCUI
ORBITCORP
ORCHIDCHEM
ORIENTBANK
PANTALOONR
PATELENG
PATNI
PETRONET
PFC
PIRHEALTH
PNB
POLARIS
POWERGRID

649488250
486942750
3832084900
810893150
92714863
2257045700
289611000
7590849138
834419200
1608645050
179497800
3405693589
1810051000
4149796913
821500500
2343187501
1389985726
1131975076
807150250
418174200
240250000
813961500
1288571800
398202600
622037300
392621500
446904000
510695750
599240700
261723200
129487600
958975500
77883626
3384805176
322420700
228264200
465549400
292456500
543271900
405928100
183755300
501762525
4181101400
327904900
1885687100
1135198638
684980800
1070894600

3968
2316
10872
3528
304
9283
1073
26220
3319
3719
820
10797
6302
17771
1742
14897
4467
3176
3122
1911
895
2669
3911
1503
1511
1200
1746
1268
1727
1046
458
4941
297
10575
933
845
1646
753
1236
836
915
1895
9030
962
7478
3807
1931
5184

149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196

PRAJIND
PTC
PUNJLLOYD
RANBAXY
RCOM
RECLTD
RELCAPITAL
RELIANCE
RELINFRA
RELMEDIA
RENUKA
RNRL
ROLTA
RPOWER
RUCHISOYA
SAIL
SAMRUDDHI
SBIN
SCI
SESAGOA
SIEMENS
SINTEX
SOBHA
SRTRANSFIN
STER
STERLINBIO
SUNPHARMA
SUNTV
SUZLON
SYNDIBANK
TATACHEM
TATACOMM
TATAGLOBAL
TATAMOTORS
TATAPOWER
TATASTEEL
TCS
TECHM
TITAN
TRIVENI
TTML
TULIP
TV-18
UCOBANK
ULTRACEMCO
UNIONBANK
UNIPHOS
UNITECH

243930400
404813600
1496737100
998555850
2893698000
1382560700
5038876850
10620907251
3588646763
396549800
1994916800
363577400
436370300
1704331900
762553900
556771950
12513475
13029132582
106424200
2346752500
1039788000
259588050
136128550
118328525
4982949150
58547700
223309244
553732525
1994452000
804451800
1192509400
423773800
1005596500
12338682900
926215588
12021029475
2232074350
239755926
3177011463
296237400
774767700
177492876
295532400
1895698200
196320726
421822350
893275400
5869098800

754
1715
6412
4061
8787
4169
12914
43035
13540
1866
13992
2362
1248
5485
3168
2890
48
37099
324
14233
2900
708
354
307
31156
271
1006
2238
9925
1695
2946
1239
3445
24192
2857
45791
5121
1340
8454
1397
3501
772
818
4195
848
1183
2319
17092

197
198
199
200
201
202
203

VIDEOIND
VIJAYABANK
VOLTAS
WELCORP
WIPRO
YESBANK
ZEEL

1654843600
1644652400
155653200
1971261600
1016633934
1843746750
338098100

6429
2443
379
7874
2939
5531
1112

The top 10 futures contracts on individual securities traded are as under:

S
No
1
2
3
4
5
6
7
8
9
10

Symbol

Exp Date

ICICIBANK
BPCL
TATASTEEL
SBIN
RELIANCE
HINDPETRO
RELIANCE
JSWSTEEL
STER
TATASTEEL

26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
26-Aug-2010
30-Sep-2010
26-Aug-2010
26-Aug-2010
30-Sep-2010

Traded Value
No of Contracts
(Rs.)
7785067138
31204
11252966775
29858
7614628550
29005
9983243269
28433
6179931363
25106
10188165650
19094
4403742375
17780
4959886588
17160
2732438050
17119
4400090850
16762

The top ten contracts contributed to around 22% of the total traded volume in Futures on individual securities.
TATASTEEL was the most active future contracts on individual securities traded today with 45791 contracts
and ICICIBANK was the next most active futures contracts with 45169 contracts being traded.