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Avg 1 -3.19286
Avg 2 -6.2225
Avg 3 -5.86579
Price ( carrying cost) loss in futures gain in futures loss in spot gain in spot price at expiry
461.81 106.25 -99.44 561.25
462.24 -104.45 99.01 561.25
499.97 71.65 -61.28 561.25
492.14 78.1 -69.11 561.25
495.35 75.4 -65.90 561.25
491.95 -69.05 69.30 561.25
495.92 75.45 -65.33 561.25
488.70 82.3 -72.55 561.25
489.98 80.2 -71.27 561.25
517.24 56.1 -44.01 561.25
512.88 58.65 -48.37 561.25
516.98 55.65 -44.27 561.25
509.67 60.25 -51.58 561.25
501.96 68.45 -59.29 561.25
496.63 74.15 -64.62 561.25
495.72 75.85 -65.53 561.25
494.62 76.1 -66.63 561.25
495.09 75.2 -66.16 561.25
503.22 68.15 -58.03 561.25
511.25 60.1 -50.00 561.25
512.35 59.35 -48.90 561.25
512.46 59.7 -48.79 561.25
506.38 63.55 -54.87 561.25
506.19 64.8 -55.06 561.25
505.50 64.7 -55.75 561.25
522.96 48.15 -38.29 561.25
525.69 45.05 -35.56 561.25
520.87 48.95 -40.38 561.25
518.11 54.05 -43.14 561.25
510.23 60.35 -51.02 561.25
513.54 56.6 -47.71 561.25
523.20 47.3 -38.05 561.25
537.63 34.5 -23.62 561.25
548.29 24.15 -12.96 561.25
552.88 19.25 -8.37 561.25
549.72 22.15 -11.53 561.25
552.04 19.95 -9.21 561.25
556.66 15.7 -4.59 561.25
555.26 15.95 -5.99 561.25
560.99 10.2 -0.26 561.25
558.39 13.9 -2.86 561.25
560.54 11.35 -0.71 561.25
565.31 7 4.06 561.25
559.65 10.3 -1.60 561.25
560.76 10.35 -0.49 561.25
564.17 7 2.92 561.25
571.99 -1.4 10.74 561.25
557.87 -3.75 3.38 561.25
553.82 -7.6 7.43 561.25
548.78 -12.5 12.47 561.25
553.14 -7.3 8.11 561.25
565.85 4.6 -4.60 561.25
561.25 0 0.00 561.25
Net gain/loss volume of contract total gain loss LTP Settle Price No. of contracts
6.81 2000 13628.22 455.1 455 44
-5.44 2000 -10881.79 456.1 456.8 57
10.37 2000 20740.86 489 489.6 139
8.99 2000 17983.45 482.55 483.15 27
9.50 2000 18991.74 486.05 485.85 26
0.25 2000 490.30 484 492.2 47
10.12 2000 20230.40 485.4 485.8 79
9.75 2000 19503.65 477 478.95 83
8.93 2000 17864.92 481.5 481.05 259
12.09 2000 24176.52 505.15 505.15 364
10.28 2000 20560.06 502.5 502.6 182
11.38 2000 22766.83 506.35 505.6 84
8.67 2000 17348.01 500.95 501 102
9.16 2000 18326.45 493.8 492.8 209
9.53 2000 19054.85 486.45 487.1 204
10.32 2000 20630.62 485 485.4 236
9.47 2000 18942.43 485.3 485.15 167
9.04 2000 18081.74 485.8 486.05 89
10.12 2000 20249.39 493.25 493.1 556
10.10 2000 20209.76 501.5 501.15 280
10.45 2000 20903.09 501.7 501.9 363
10.91 2000 21829.84 500.6 501.55 244
8.68 2000 17365.15 498.8 497.7 349
9.74 2000 19489.46 496.8 496.45 224
8.95 2000 17906.80 496.75 496.55 182
9.86 2000 19715.98 513 513.1 1005
9.49 2000 18971.80 515.9 516.2 657
8.57 2000 17132.52 512.2 512.3 1314
10.91 2000 21821.29 506.55 507.2 1130
9.33 2000 18652.08 500.8 500.9 2155
8.89 2000 17787.80 506.15 504.65 5572
9.25 2000 18508.14 514.7 513.95 7939
10.88 2000 21767.68 526.35 526.75 14058
11.19 2000 22382.34 536.7 537.1 19827
10.88 2000 21756.60 542.05 542 9823
10.62 2000 21242.18 538.15 539.1 9360
10.74 2000 21471.24 541.8 541.3 8512
11.11 2000 22215.32 545.6 545.55 9911
9.96 2000 19914.82 545 545.3 6516
9.94 2000 19876.91 550.9 551.05 4997
11.04 2000 22070.10 547.2 547.35 9680
10.64 2000 21289.60 550.1 549.9 6220
11.06 2000 22120.12 554 554.25 8657
8.70 2000 17400.76 551.6 550.95 6087
9.86 2000 19727.98 550.3 550.9 5826
9.92 2000 19845.88 554.25 554.25 11641
9.34 2000 18673.53 562.85 562.65 9768
-0.37 2000 -742.97 557.6 557.5 7439
-0.17 2000 -342.86 553.25 553.65 9464
-0.03 2000 -66.38 548.1 548.75 7538
0.81 2000 1619.38 554.45 553.95 7546
0.00 2000 5.30 566 565.85 15203
0.00 2000 0.00 561.3 561.25 8651
Turnover in Lacs Open Int Change in OI Underlying Value % change in OI
396.41 168000 22000 456.05 13%
520.79 192000 24000 456.55 13%
1332.81 222000 30000 493.9 14%
262.64 234000 12000 486.25 5%
252.18 248000 14000 489.5 6%
458.24 248000 0 486.4 0%
766.49 346000 98000 490.4 28%
798.35 420000 74000 483.35 18%
2474.02 818000 398000 484.7 49%
3652.77 612000 -206000 511.75 -34%
1843.85 728000 116000 507.7 16%
848.98 704000 -24000 511.85 -3%
1023.09 780000 76000 504.7 10%
2057.11 974000 194000 497.15 20%
1988.37 1174000 200000 491.95 17%
2302.6 1436000 262000 491.3 18%
1625.04 1534000 98000 490.3 6%
864.62 1582000 48000 490.85 3%
5551 1576000 -6000 499 0%
2779.6 1548000 -28000 507.05 -2%
3648.14 1410000 -138000 508.4 -10%
2453.9 1372000 -38000 508.6 -3%
3482.99 1532000 160000 502.65 10%
2227.03 1596000 64000 502.55 4%
1811.87 1696000 100000 - 6%
10206.03 1616000 -80000 519.55 -5%
6785.67 1868000 252000 522.35 13%
13495.11 3376000 1508000 517.65 45%
11542.75 4406000 1030000 515 23%
21578.09 5618000 1212000 507.25 22%
55942.18 12404000 6786000 510.9 55%
81285.48 20104000 7700000 520.6 38%
147211.4 28270000 8166000 535.05 29%
210904.79 27674000 -596000 545.75 -2%
106294.3 27526000 -148000 550.6 -1%
101133.27 26738000 -788000 547.55 -3%
92129.85 27308000 570000 549.95 2%
108092.59 27318000 10000 554.65 0%
70994.69 26656000 -662000 553.35 -2%
54905.82 26818000 162000 559.35 1%
106365.34 25772000 -1046000 556.85 -4%
68324.41 25088000 -684000 559.1 -3%
95908.45 24412000 -676000 563.95 -3%
67169.82 24182000 -230000 558.4 -1%
64322.35 24772000 590000 559.8 2%
129288.62 23826000 -946000 563.3 -4%
109428.72 24448000 622000 571.2 3%
83296 23416000 -1032000 557.2 -4%
104385.11 22310000 -1106000 553.25 -5%
83067.92 19794000 -2516000 548.5 -13%
83389.53 16560000 -3234000 552.95 -20%
171501.73 9504000 -7056000 565.75 -74%
97484.73 3172000 -6332000 561.25 -200%
Data
Date Sum - Column O Sum - Underlying Value
3-Jul-17 -10.98 550.6
4-Jul-17 -10.17 700 547.55
5-Jul-17 -10.59 549.95
6-Jul-17 -10.51 600 554.65
7-Jul-17 -9.20 553.35
10-Jul-17 -9.19 500 559.35
11-Jul-17 -10.58 556.85
12-Jul-17 -9.39 400 559.1
13-Jul-17 -11.06 563.95
14-Jul-17 -9.15 558.4
300
17-Jul-17 -10.26 559.8
18-Jul-17 -9.12 563.3
200
19-Jul-17 -9.94 571.2
20-Jul-17 -0.42 557.2
21-Jul-17 0.48 100 553.25
24-Jul-17 0.12 548.5
25-Jul-17 1.46 0 552.95
te 19 20 21 22 923 926 927 928 929 930 933 934 935 936 937 940 94
26-Jul-17 0.00 D a 429 429 429 429 42565.75
42 42 42 42 42 42 42 42 42 42 42 42
27-Jul-17 0.25 -100 561.25
Total Result -128.25 10586.95
Data
Col umn C
4 5 6 7 0 1 2 3
93 93 93 93 94 94 94 94
42 42 42 42 42 42 42 42
Sl no Symbol Date Expiry Open High Low Close LTP in Futures
1 TATASTEEL 2-May-17 27-Jul-17 448 448 440.35 447.5 447.5
2 TATASTEEL 3-May-17 27-Jul-17 449.35 449.35 437.75 439 439
3 TATASTEEL 4-May-17 27-Jul-17 443.6 444 435.9 440.2 440.2
4 TATASTEEL 5-May-17 27-Jul-17 436.3 437.15 427 433.2 433.2
5 TATASTEEL 8-May-17 27-Jul-17 432 432 427.9 432 432
6 TATASTEEL 9-May-17 27-Jul-17 436 437.95 433 433.3 433.6
7 TATASTEEL 10-May-17 27-Jul-17 436.35 438 433.8 437.5 438
8 TATASTEEL 11-May-17 27-Jul-17 441.8 443 439.85 440 440
9 TATASTEEL 12-May-17 27-Jul-17 438 441.4 431.55 436.65 436.65
10 TATASTEEL 15-May-17 27-Jul-17 441 455.6 440.85 455 455.1
11 TATASTEEL 16-May-17 27-Jul-17 456.25 460 452.35 456.8 456.1
12 TATASTEEL 17-May-17 27-Jul-17 468.4 493.5 460.2 489.6 489
13 TATASTEEL 18-May-17 27-Jul-17 488.8 490.1 482.55 483.15 482.55
14 TATASTEEL 19-May-17 27-Jul-17 488.7 491.1 476.35 485.85 486.05
15 TATASTEEL 22-May-17 27-Jul-17 491.1 491.5 482.5 484 484
16 TATASTEEL 23-May-17 27-Jul-17 476.8 492.45 474.1 485.8 485.4
17 TATASTEEL 24-May-17 27-Jul-17 490.45 490.45 477 478.95 477
18 TATASTEEL 25-May-17 27-Jul-17 477.65 483.05 473.25 481.05 481.5
19 TATASTEEL 26-May-17 27-Jul-17 483 509 483 505.15 505.15
20 TATASTEEL 29-May-17 27-Jul-17 510.3 514.6 501 502.6 502.5
21 TATASTEEL 30-May-17 27-Jul-17 501.5 508 499.15 505.6 506.35
22 TATASTEEL 31-May-17 27-Jul-17 505 508.4 497 501 500.95
1000
800
600
400
200
0
1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64 67
Close Price of spot Settle Price Basis price on avg price No. of contracts
-10.98 550.6 542 8.6 9823
-10.17 547.55 539.1 8.45 9360
-10.59 549.95 541.3 8.65 8512
-10.51 554.65 545.55 9.1 9911
-9.20 553.35 545.3 8.05 6516
-9.19 559.35 551.05 8.3 4997
-10.58 556.85 547.35 9.5 9680
-9.39 559.1 549.9 9.2 6220
-11.06 563.95 554.25 9.7 8657
-9.15 558.4 550.95 7.45 6087
-10.26 559.8 550.9 8.9 5826
-9.12 563.3 554.25 9.05 11641
-9.94 571.2 562.65 8.55 9768
-0.42 557.2 557.5 -0.3 7439
0.48 553.25 553.65 -0.4 9464
0.12 548.5 548.75 -0.25 7538
1.46 552.95 553.95 -1 7546
0.00 565.75 565.85 -0.1 15203
0.25 561.25 561.25 0 8651
162839
Turnover in Lacs Open Int Change in OI Underlying Value Change in OI %
71.35 42000 10000 445.05
176.97 62000 20000 440.8 47.62
219.8 76000 14000 442.45 22.58
198.35 88000 12000 433.6 15.79
34.45 90000 2000 431.9 2.27
287.36 122000 32000 433.5 35.56
156.94 136000 14000 437.45 11.48
132.43 134000 -2000 441.15 (1.47)
297.09 146000 12000 436.7 8.96
396.41 168000 22000 456.05 15.07
520.79 192000 24000 456.55 14.29
1332.81 222000 30000 493.9 15.63
262.64 234000 12000 486.25 5.41
252.18 248000 14000 489.5 5.98
458.24 248000 0 486.4 -
766.49 346000 98000 490.4 39.52
798.35 420000 74000 483.35 21.39
2474.02 818000 398000 484.7 94.76
3652.77 612000 -206000 511.75 (25.18)
1843.85 728000 116000 507.7 18.95
848.98 704000 -24000 511.85 (3.30)
1023.09 780000 76000 504.7 10.80
Contracts traded per hr of the day % Dly Qt t Last Price Close Price Average Price
43.11 550.75 550.6 549.84
33.11 546.15 547.55 548.36
31.9 550.3 549.95 549.58
50.99 554.1 554.65 554.19
42.18 552.3 553.35 552.52
37.06 558.45 559.35 557.99
50.2 556.25 556.85 558.22
46.96 558.05 559.1 558.5
40.11 563.7 563.95 563.45
42.52 559.5 558.4 560.05
33.52 559.6 559.8 561.06
21.08 562.5 563.3 564.22
27.15 572 571.2 568.59
25.09 557.35 557.2 559.26
29.08 552.2 553.25 551.62
27.78 547.7 548.5 550.55
31.79 552.8 552.95 552.19
35.07 565.9 565.75 564.64
52.29 561.05 561.25 562.93
no of days in may 19
total trading hour 118.75
Total contracts traded per hr 1371.276
Total Traded Quantity Turnover No. of Trades Deliverable Qty % Dly Qt to Traded Qty
4689154 2097358215 47293 1178157 25.13
5008822 2213759680 68250 1367964 27.31
6535720 2885697109 73479 1540372 23.57
5701881 2479740644 65426 1276745 22.39
5515622 2381004832 89498 2607674 47.28
4738911 2066964085 59330 1457569 30.76
3539929 1544756331 58927 1112881 31.44
5533078 2447792332 52954 1318256 23.83
5796510 2541775307 59134 1263251 21.79
9754791 4398971560 96225 2153822 22.08
10298954 4723943817 96730 2828872 27.47
49407351 24028782000 397293 8487784 17.18
13370374 6566721912 132577 3058218 22.87
9075025 4437202132 90404 1730893 19.07
6222549 3048781681 73854 1514492 24.34
9779642 4792008443 110852 2014593 20.6
7240413 3527659122 111701 2529944 34.94
6461254 3114461778 70388 2116858 32.76
16240203 8251845150 196082 4878479 30.04
6772389 3470789589 84087 851858 12.58
4082146 2086287118 56976 1025671 25.13
4365325 2212749685 84528 1446418 33.13
Total Traded Quantity Turnover No. of Trades Deliverable Qty % Dly Qt to Traded Qty
6447865 3545298534 86455 2779766 43.11
5039815 2763648425 61877 1668764 33.11
4725845 2597229582 60379 1507593 31.9
6506592 3605872725 82627 3317742 50.99
4100041 2265356231 76805 1729494 42.18
1089492 607925299.1 13001 403815 37.06
4912769 2742411834 100772 2466319 50.2
4061003 2268069482 57089 1906852 46.96
4252470 2396034572 73835 1705574 40.11
4677703 2619756416 38318 1989018 42.52
2460456 1380455411 48259 824833 33.52
3442296 1942212860 38915 725701 21.08
3285956 1868349405 52450 892121 27.15
3260506 1823456774 44227 818007 25.09
3295008 1817604907 50096 958065 29.08
2160449 1189430729 33321 600266 27.78
2840175 1568314153 59643 902941 31.79
7087415 4001820482 74531 2485351 35.07
4019198 2262531473 48962 2101525 52.29