Doubt Query Solution: You Can Also Use The Historical Data in The Sheet Named "Fututres"

Doubt Query Solution
Doubt 1 Allocation has been done on NIFTY (50), So

shall I hedge using NIFTY Futures only ???
Doubt 2 What techniches to use for hedging (Eg:

Hedge Ratio, BETA, Expiry, etc) ???
Doubt 3 How to use that hedge technique, Please

elobrate on that with example ???
Doubt 4
What are the steps for constructing DEBT
potfolio and how to use IRF to hedge that. ???
NOTE: You can see my potfolio Construction in sheet named "Asset Allocation".
You can also use the historical data in the sheet named "Fututres"
01st November 2009
SCRIP BETA CMP CAPITAL FF Factor FF MKT CAP
ABB 0.78 731.6 211908375 0.478924 74248625620.15
ACC 0.79 699.25 187702907 0.53791 70601364040.03
AMBUJACEM 0.69 84.85 1523035314 0.535414 69191308352.41
AXISBANK 1.27 894 397970670 0.577841 205587610311.58
BHARTIARTL 0.93 300.4 3796842330 0.325928 371744166970.44
BHEL 0.92 2154.1 489520000 0.322785 340368723204.12
BPCL 0.44 504.5 361542124 0.3574 65189045756.83
CAIRN 0.94 257.2 1896667816 0.2268 110638247844.02
CIPLA 0.48 288.15 802921357 0.606186 140248277438.60
DLF 1.61 335.65 1697226733 0.213524 121639103830.53
GAIL 0.68 340.45 1268477400 0.354152 152941649989.71
GRASIM 0.81 2178.75 91675306 0.74814 149431667824.94
HCLTECH 1.09 282.3 671256600 0.318458 60346433789.33
HDFC 1.18 2601.35 284879433 0.8827 654143471475.60
HDFCBANK 0.82 1600.5 426943565 0.806555 551137724043.25
HEROHONDA 0.74 1511.35 199687500 0.45039 135926667510.47
HINDALCO 1.32 109 1700566605 0.639 118446164604.86
HINDUNILVR 0.4 273.1 2180898100 0.479556 285625122280.43
ICICIBANK 1.47 786.3 1113115426 1 875242659463.80
IDEA 1.08 50.65 3100095209 0.508745 79883049514.25
IDFC 1.36 146.3 1295499113 0.7141 135344458597.60
INFOSYSTCH 0.69 2143.05 573311693 0.835122 1026060639321.94
ITC 0.63 248.55 3779683560 0.6804 639195213349.38
JINDALSTEL 1.09 617.6 930781836 0.412571 237166794950.56
JPASSOCIAT 1.66 194.3 1402051370 0.499082 135959210337.97
LT 1.27 1526 587629250 1 896722235500.00
M&M 1.21 894.3 278821265 0.710419 177142876265.75
MARUTI 0.7 1427.8 288910060 0.457899 188885985835.79
NTPC 0.58 205.45 8245464400 0.105007 177885077617.53
ONGC 0.86 1118.6 2138872530 0.1577 377304001461.55
PNB 0.96 838.75 315302500 0.422011 111605017190.94
POWERGRID 0.76 102.4 4208841230 0.136364 58770885169.94
RANBAXY 0.86 377.9 420371913 0.360774 57312033046.72
RCOM 1.43 165.8 2064026881 0.327353 112025321923.30
RELCAPITAL 1.66 692.65 245632800 0.465127 79135572367.78
RELIANCE 1.13 1818.55 1573869406 0.4523 1294555062205.63
RELINFRA 1.49 991.45 225270262 0.622548 139042485805.95
RPOWER 1.03 135.95 2396800000 0.152203 49594580446.88
SAIL 1.33 156.95 4130400545 0.141805 91927411965.08
SBIN 1.2 2103 634880222 0.405861 541886575105.74
SIEMENS 1.14 498.4 337160200 0.448212 75317832985.10
STER 1.38 723.15 840391861 0.382949 232729356151.98
SUNPHARMA 0.62 1389.7 207116391 0.362861 104442154110.74
SUZLON 1.5 58.25 1556723743 0.401808 36435611129.62
TATAMOTORS 1.25 552.35 479838083 0.5291 140231904818.25
TATAPOWER 0.8 1309.65 237093221 0.689089 213968430625.33
TATASTEEL 1.47 445.3 887389017 0.688479 272055457461.55
TCS 0.89 606.05 1957220996 0.249084 295456910969.73
UNITECH 1.7 74.7 2388801047 0.563336 100523612707.98
WIPRO 0.79 581.4 1466118677 0.207785 177116224651.28
Date Futures AMT

3-Nov 4559.35 6839025
26-Nov -5005.3 -7507950
Total -668925 260800.20
Date Futures AMT

25-Nov 5120.6 7680900 December
31-Dec-09 -5202.3 -7803450
Total -122550 262228.80
Date Futures AMT

4-Jan-10 5239.8 7859700 January
28-Jan-10 -4867.2 -7300800
Total 558900 -488896.75
Date Futures AMT

28-Jan-10 4872.05 7308075
22-Feb-10 -4860 -7290000
Total 18075 495268.70
Asset Allocation 01st November 2009 Asset Allocation 26 Nove
WEIGHT WEIGHT Money Allocation No. of Shares Allocation CMP No. of Shares
0.58 0.58 40600 55 40238 750.4 55
0.55 0.55 38500 55 38458.75 800.1 55
0.54 0.54 37800 445 37758.25 92 445
1.61 1.61 112700 126 112644 997.35 126
2.9 2.9 203000 676 203070.4 280.45 676
2.66 2.66 186200 86 185252.6 2246.95 86
0.51 0.51 35700 71 35819.5 571.3 71
0.86 0.86 60200 234 60184.8 275.05 234
1.09 1.09 76300 265 76359.75 317.8 265
0.95 0.95 66500 198 66458.7 354.3 198
1.19 1.19 83300 245 83410.25 409.2 245
1.17 1.17 81900 38 82792.5 2360.5 38
0.47 0.47 32900 117 33029.1 336.7 117
5.11 5.11 357700 138 358986.3 2756.9 138
4.3 4.3 301000 188 300894 1761.2 188
1.06 1.06 74200 49 74056.15 1740.5 49
0.92 0.92 64400 591 64419 133.1 591
2.23 2.23 156100 572 156213.2 286.7 572
6.83 6.83 478100 608 478070.4 865.5 608
0.62 0.62 43400 857 43407.05 49.2 857
1.06 1.06 74200 507 74174.1 166.45 507
8.01 8.01 560700 262 561479.1 2393.45 262
4.99 4.99 349300 1405 349212.75 261.3 1405
1.85 1.85 129500 210 129696 673.95 210
1.06 1.06 74200 382 74222.6 221.15 382
7 7 490000 321 489846 1631.1 321
1.38 1.38 96600 108 96584.4 1025.65 108
1.47 1.47 102900 72 102801.6 1579.4 72
1.39 1.39 97300 474 97383.3 210.85 474
2.95 2.95 206500 185 206941 1174.15 185
0.87 0.87 60900 73 61228.75 915.3 73
0.46 0.46 32200 314 32153.6 103.1 314
0.45 0.45 31500 83 31365.7 429.75 83
0.87 0.87 60900 367 60848.6 168.1 367
0.62 0.62 43400 63 43636.95 827.85 63
10.11 10.11 707700 389 707415.95 1063.75 389
1.09 1.09 76300 77 76341.65 1033.7 77
0.39 0.39 27300 201 27325.95 143 201
0.72 0.72 50400 321 50380.95 192.1 321
4.23 4.23 296100 141 296523 2254.65 141
0.59 0.59 41300 83 41367.2 546.9 83
1.82 1.82 127400 176 127274.4 847.05 176
0.82 0.82 57400 41 56977.7 1464.75 41
0.28 0.28 19600 336 19572 69.65 336
1.09 1.09 76300 138 76224.3 633.35 138
1.67 1.67 116900 89 116558.85 1329.95 89
2.12 2.12 148400 333 148284.9 543.7 333
2.31 2.31 161700 267 161815.35 687.9 267
0.78 0.78 54600 731 54605.7 77.2 731
1.38 1.38 96600 166 96512.4 629.3 166
7000000 7000277.45
Allocation 26 November 2009 Asset Allocation 31December 2009
MKT CAP WT CMP No. of Shares MKT CAP
41272 0.57% 767.1 55 42190.5
44005.5 0.61% 872.45 55 47984.75
40940 0.56% 104.25 445 46391.25
125666.1 1.73% 989.2 126 124639.2
189584.2 2.61% 329.75 676 222911
193237.7 2.66% 2403.3 86 206683.8
40562.3 0.56% 635.55 71 45124.05
64361.7 0.89% 282.15 234 66023.1
84217 1.16% 335.05 265 88788.25
70151.4 0.97% 361.2 198 71517.6
100254 1.38% 413.3 245 101258.5
89699 1.24% 2475.05 38 94051.9
39393.9 0.54% 371.3 117 43442.1
380452.2 5.24% 2675.8 138 369260.4
331105.6 4.56% 1702.25 188 320023
85284.5 1.17% 1717.7 49 84167.3
78662.1 1.08% 160.85 591 95062.35
163992.4 2.26% 264.8 572 151465.6
526224 7.25% 877 608 533216
42164.4 0.58% 58.05 857 49748.85
84390.15 1.16% 154.3 507 78230.1
627083.9 8.64% 2601.1 262 681488.2
367126.5 5.06% 250.8 1405 352374
141529.5 1.95% 703.3 210 147693
84479.3 1.16% 146.85 382 56096.7
523583.1 7.21% 1677.6 321 538509.6
110770.2 1.53% 1080.85 108 116731.8
113716.8 1.57% 1560.1 72 112327.2
99942.9 1.38% 235.65 474 111698.1
217217.75 2.99% 1178 185 217930
66816.9 0.92% 906.2 73 66152.6
32373.4 0.45% 110.15 314 34587.1
35669.25 0.49% 517.95 83 42989.85
61692.7 0.85% 172.35 367 63252.45
52154.55 0.72% 857.65 63 54031.95
413798.75 5.70% 1090.55 389 424223.95
79594.9 1.10% 1146.75 77 88299.75
28743 0.40% 155.1 201 31175.1
61664.1 0.85% 241.7 321 77585.7
317905.65 4.38% 2269 141 319929
45392.7 0.63% 582.35 83 48335.05
149080.8 2.05% 863.55 176 151984.8
60054.75 0.83% 1508.8 41 61860.8
23402.4 0.32% 90.35 336 30357.6
87402.3 1.20% 791.55 138 109233.9
118365.55 1.63% 1381.45 89 122949.05
181052.1 2.49% 617.7 333 205694.1
183669.3 2.53% 750.25 267 200316.75
56433.2 0.78% 82.3 731 60161.3
104463.8 1.44% 680 166 112880
7260800.2 100.00% 7523029
31December 2009 Asset Allocation 28th January 2009 Asset All
WT CMP No. of Shares MKT CAP WT CMP
0.56% 786.25 55 43243.75 0.61% 794.6
0.64% 868.65 55 47775.75 0.68% 923.1
0.62% 102.5 445 45612.5 0.65% 106.95
1.66% 1018.8 126 128368.8 1.82% 1124.5
2.96% 313.65 676 212027.4 3.01% 279.35
2.75% 2344.2 86 201601.2 2.87% 2349.3
0.60% 542.2 71 38496.2 0.55% 563.95
0.88% 270.65 234 63332.1 0.90% 266.05
1.18% 317.85 265 84230.25 1.20% 316.15
0.95% 324.3 198 64211.4 0.91% 298.45
1.35% 396.9 245 97240.5 1.38% 398.8
1.25% 2591.4 38 98473.2 1.40% 2696.45
0.58% 347.35 117 40639.95 0.58% 367.1
4.91% 2346.85 138 323865.3 4.60% 2500.3
4.25% 1593.25 188 299531 4.26% 1704.8
1.12% 1539.1 49 75415.9 1.07% 1777.65
1.26% 148 591 87468 1.24% 162.65
2.01% 255.3 572 146031.6 2.08% 236.2
7.09% 788.05 608 479134.4 6.81% 872.15
0.66% 59.5 857 50991.5 0.72% 61.1
1.04% 149 507 75543 1.07% 159.6
9.06% 2491.75 262 652838.5 9.28% 2601.95
4.68% 254.25 1405 357221.25 5.08% 232.25
1.96% 649.8 210 136458 1.94% 632.4
0.75% 134.55 382 51398.1 0.73% 132.15
7.16% 1431.5 321 459511.5 6.53% 1564.3
1.55% 1022.3 108 110408.4 1.57% 1007.75
1.49% 1378.3 72 99237.6 1.41% 1459.95
1.48% 214.05 474 101459.7 1.44% 203.05
2.90% 1102.35 185 203934.75 2.90% 1117.6
0.88% 880.85 73 64302.05 0.91% 901
0.46% 113.9 314 35764.6 0.51% 107.55
0.57% 447.05 83 37105.15 0.53% 470.4
0.84% 171.25 367 62848.75 0.89% 157.55
0.72% 789.65 63 49747.95 0.71% 786.45
5.64% 1037.15 389 403451.35 5.74% 978.95
1.17% 1035.2 77 79710.4 1.13% 1003.45
0.41% 144.15 201 28974.15 0.41% 138.1
1.03% 218.95 321 70282.95 1.00% 218.5
4.25% 2003.25 141 282458.25 4.02% 1974.3
0.64% 616.75 83 51190.25 0.73% 684.25
2.02% 765.05 176 134648.8 1.91% 782
0.82% 1446.2 41 59294.2 0.84% 1539.7
0.40% 74.4 336 24998.4 0.36% 71.85
1.45% 711.1 138 98131.8 1.40% 711.2
1.63% 1323.4 89 117782.6 1.67% 1213.15
2.73% 585.4 333 194938.2 2.77% 574.35
2.66% 741.75 267 198047.25 2.82% 761.8
0.80% 72.45 731 52960.95 0.75% 71.95
1.50% 673.45 166 111792.7 1.59% 677.5
100.00% 7034132.25 100.00%
Asset Allocation 26th February 2009
No. of Shares MKT CAP WT
55 43703 0.58% 0.0045274
55 50770.5 0.67% 0.0053269
445 47592.75 0.63% 0.0043614
126 141687 1.88% 0.0238986
676 188840.6 2.51% 0.0233248
86 202039.8 2.68% 0.0246868
71 40040.45 0.53% 0.0023399
234 62255.7 0.83% 0.0077722
265 83779.75 1.11% 0.005341
198 59093.1 0.78% 0.0126358
245 97706 1.30% 0.0088241
38 102465.1 1.36% 0.011023
117 42950.7 0.57% 0.0062178
138 345041.4 4.58% 0.0540745
188 320502.4 4.26% 0.0349048
49 87104.85 1.16% 0.0085608
591 96126.15 1.28% 0.0168521
572 135106.4 1.79% 0.0071775
608 530267.2 7.04% 0.1035265
857 52362.7 0.70% 0.0075108
507 80917.2 1.07% 0.0146157
262 681710.9 9.05% 0.0624725
1405 326311.25 4.33% 0.0273031
210 132804 1.76% 0.0192255
382 50481.3 0.67% 0.0111296
321 502140.3 6.67% 0.0846971
108 108837 1.45% 0.0174905
72 105116.4 1.40% 0.0097726
474 96245.7 1.28% 0.0074139
185 206756 2.75% 0.0236154
73 65773 0.87% 0.0083861
314 33770.7 0.45% 0.0034087
83 39043.2 0.52% 0.0044595
367 57820.85 0.77% 0.0109815
63 49546.35 0.66% 0.0109234
389 761623.1 10.12% 0.1143031
77 77265.65 1.03% 0.0152902
201 27758.1 0.37% 0.0037972
321 70138.5 0.93% 0.0123893
141 278376.3 3.70% 0.0443663
83 56792.75 0.75% 0.0085988
176 137632 1.83% 0.0252254
41 63127.7 0.84% 0.0051982
336 24141.6 0.32% 0.0048095
138 98145.6 1.30% 0.0162937
89 107970.35 1.43% 0.0114719
333 191258.55 2.54% 0.0373403
267 203400.6 2.70% 0.0240426
731 52595.45 0.70% 0.0118751
166 112465 1.49% 0.0118001
7529400.95 100.00%
NIFTY NIFTY FUTURES CONTRACTS
Date
SPOT 26-Nov-09 31-Dec-09 28-Jan-10 25-Feb-10
1-Jul-09 4340.9
2-Jul-09 4348.85 0.0018314174
3-Jul-09 4424.25 0.0173379169
6-Jul-09 4165.7 -0.0584392835
7-Jul-09 4202.15 0.00875003
8-Jul-09 4078.9 -0.0293302238
9-Jul-09 4080.95 0.0005025865
10-Jul-09 4003.9 -0.0188804077
13-Jul-09 3974.05 -0.0074552311
14-Jul-09 4111.4 0.0345617192
15-Jul-09 4233.5 0.0296979131
16-Jul-09 4231.4 -0.0004960435
17-Jul-09 4374.95 0.0339249421
20-Jul-09 4502.25 0.0290974754
21-Jul-09 4469.1 -0.0073629852
22-Jul-09 4398.9 -0.0157078606
23-Jul-09 4523.75 0.0283820955
24-Jul-09 4568.55 0.0099032882
27-Jul-09 4572.3 0.0008208294
28-Jul-09 4564.1 -0.0017934081
29-Jul-09 4513.5 -0.0110865231
30-Jul-09 4571.45 0.01283926
31-Jul-09 4636.45 0.0142186833
3-Aug-09 4711.4 0.0161653852
4-Aug-09 4680.5 -0.0065585601
5-Aug-09 4694.15 0.0029163551
6-Aug-09 4585.5 -0.0231458304
7-Aug-09 4481.4 -0.0227019954
10-Aug-09 4437.65 -0.0097625742
11-Aug-09 4471.35 0.0075941095
12-Aug-09 4457.5 -0.0030974985
13-Aug-09 4605 0.0330902973
14-Aug-09 4580.05 -0.0054180239
17-Aug-09 4387.9 -0.0419536905
18-Aug-09 4458.9 0.016180861
19-Aug-09 4394.1 -0.0145327323
20-Aug-09 4453.45 0.0135067477
21-Aug-09 4528.8 0.0169194669
24-Aug-09 4642.8 0.0251722311
25-Aug-09 4659.35 0.0035646593
26-Aug-09 4680.85 0.0046143775
27-Aug-09 4688.2 0.0015702276
28-Aug-09 4732.35 4745.3 0.0094172604
31-Aug-09 4662.1 4681 -0.0148446332 -0.0135502
1-Sep-09 4625.35 4631.95 -0.0078827138 -0.0104785
2-Sep-09 4608.35 4621.75 -0.0036753975 -0.0022021
3-Sep-09 4593.55 4597.05 -0.0032115616 -0.0053443
4-Sep-09 4680.4 4705.05 0.0189069456 0.0234933
7-Sep-09 4782.9 4801.5 0.0218998376 0.0204993
8-Sep-09 4805.25 4816.05 0.0046728972 0.0030303
9-Sep-09 4814.25 4824.15 0.0018729515 0.0016819
10-Sep-09 4819.4 4828.7 0.0010697409 0.0009432
11-Sep-09 4829.55 4848.45 0.0021060713 0.0040901
14-Sep-09 4808.6 4833.7 -0.0043378783 -0.0030422
15-Sep-09 4892.1 4909.3 0.0173647215 0.0156402
16-Sep-09 4958.4 4971.8 0.0135524621 0.0127309
17-Sep-09 4965.55 4986.45 0.0014419974 0.0029466
18-Sep-09 4976.05 4989.05 0.0021145694 0.0005214
22-Sep-09 5020.2 5034.05 0.0088724993 0.0090198
23-Sep-09 4969.95 4984.7 -0.0100095614 -0.0098032
24-Sep-09 4986.55 5003.15 0.0033400738 0.0037013
25-Sep-09 4958.95 4973.85 4977 -0.0055348889 -0.0058563
29-Sep-09 5006.85 5007.7 5008.55 0.0096593029 0.0068056 0.006339
30-Sep-09 5083.95 5081.5 5082.2 0.0153989035 0.0147373 0.014705
1-Oct-09 5083.4 5076.15 5077.15 -0.0001081836 -0.0010528 -0.000994
5-Oct-09 5003.2 5016.15 5018.65 -0.0157768423 -0.01182 -0.011522
6-Oct-09 5027.4 5045.9 5050 0.0048369044 0.0059308 0.006247
7-Oct-09 4985.75 4984.6 4992.75 -0.0082846004 -0.0121485 -0.011337
8-Oct-09 5002.25 5011.05 5016.1 0.0033094319 0.0053063 0.004677
9-Oct-09 4945.2 4945.65 4952.6 -0.0114048678 -0.0130512 -0.012659
12-Oct-09 5054.25 5068.95 5073.45 0.0220516865 0.024931 0.024401
14-Oct-09 5118.2 5123 5129.05 0.012652718 0.010663 0.010959
15-Oct-09 5108.85 5119.2 5124.65 -0.0018268141 -0.0007418 -0.000858
16-Oct-09 5142.15 5151 5156.85 0.0065181009 0.0062119 0.006283
17-Oct-09 5141.8 5133.75 5139.3 -6.806491E-05 -0.0033489 -0.003403
20-Oct-09 5114.45 5113.95 5121.2 -0.0053191489 -0.0038568 -0.003522
21-Oct-09 5063.6 5081.35 5086.55 -0.0099424181 -0.0063747 -0.006766
22-Oct-09 4988.6 5006.4 5013.95 -0.0148115965 -0.01475 -0.014273
23-Oct-09 4997.05 5016.55 5026.4 0.001693862 0.0020274 0.002483
26-Oct-09 4970.9 4990.25 4999.5 -0.0052330875 -0.0052426 -0.005352
27-Oct-09 4846.7 4862.7 4867.55 -0.0249854151 -0.0255598 -0.026393
28-Oct-09 4826.15 4836.85 4846.85 -0.0042399983 -0.005316 -0.004253
29-Oct-09 4750.55 4774.85 4785.15 -0.0156646602 -0.0128183 -0.01273
30-Oct-09 4711.7 4707.75 4714.8 4719.3 -0.0081780004 -0.0140528 -0.014702
3-Nov-09 4563.9 4559.35 4570.6 4572.65 -0.0313687204 -0.0315225 -0.030585
4-Nov-09 4710.8 4705.2 4711.9 4717.9 0.0321873836 0.0319892 0.030915
5-Nov-09 4765.55 4770.95 4777.05 4785.3 0.0116222298 0.0139739 0.013827
6-Nov-09 4796.15 4790.15 4797.1 4802.65 0.0064210847 0.0040244 0.004197
9-Nov-09 4898.4 4903.15 4909.2 4919.25 0.0213191831 0.0235901 0.023368
10-Nov-09 4881.7 4874.7 4880.95 4891.15 -0.0034092765 -0.0058024 -0.005755
11-Nov-09 5003.95 5009.75 5015.35 5023.05 0.0250425057 0.0277043 0.027536
12-Nov-09 4952.65 4953.1 4955.7 4970.1 -0.010251901 -0.0113079 -0.011893
13-Nov-09 4998.95 5002.65 5010.8 5016.95 0.0093485306 0.0100038 0.011119
16-Nov-09 5058.05 5062.45 5071.9 5077.5 0.0118224827 0.0119537 0.012194
17-Nov-09 5062.25 5063.4 5073.25 5079.7 0.0008303595 0.0001877 0.000266
18-Nov-09 5054.7 5055.05 5066.15 5073.95 -0.0014914317 -0.0016491 -0.001399
19-Nov-09 4989 4986.6 4992.5 5001.7 -0.012997804 -0.0135409 -0.014538
20-Nov-09 5052.45 5066.25 5071.05 5081.35 0.0127179796 0.0159728 0.015734
23-Nov-09 5103.55 5108.3 5117.25 5122.5 0.0101139051 0.0083 0.009111
24-Nov-09 5090.55 5087.25 5097.85 5103 -0.0025472465 -0.0041207 -0.003791
25-Nov-09 5108.15 5108.25 5120.6 5127.75 0.0034573867 0.004128 0.004463
26-Nov-09 5005.55 5005.3 4992.65 4998.35 -0.0200855496 -0.0201537 -0.024987
27-Nov-09 4941.75 4946.3 4953.85 4960.5 -0.0127458521 -0.009284
30-Nov-09 5032.7 5029.9 5038.1 5042.8 0.0184044114 0.016902
1-Dec-09 5122 5132.05 5140.5 5145.4 0.0177439545 0.020309
2-Dec-09 5123.25 5119 5126.3 5134.1 0.0002440453 -0.002543
3-Dec-09 5131.7 5132.45 5140.3 5148.8 0.0016493437 0.002627
4-Dec-09 5108.9 5115.85 5124.3 5130.15 -0.0044429721 -0.003234
7-Dec-09 5066.7 5069.65 5077 5083.3 -0.0082600951 -0.009031
8-Dec-09 5147.95 5157.95 5165.25 5170.7 0.0160360787 0.017417
9-Dec-09 5112 5122.5 5129.8 5138.65 -0.0069833623 -0.006873
10-Dec-09 5134.65 5131.2 5139.15 5145.4 0.0044307512 0.001698
11-Dec-09 5117.3 5111.6 5121.75 5126.5 -0.0033790034 -0.00382
14-Dec-09 5105.7 5107.4 5116.6 5123 -0.0022668204 -0.000822
15-Dec-09 5033.05 5031.25 5041.3 5048.7 -0.0142291948 -0.01491
16-Dec-09 5042.05 5040.7 5049.55 5058.05 0.0017881801 0.001878
17-Dec-09 5041.75 5036.45 5044.9 5051 -5.949961E-05 -0.000843
18-Dec-09 4987.7 4986.8 4995.2 5003.1 -0.010720484 -0.009858
21-Dec-09 4952.6 4948.55 4955.25 4962.55 -0.0070373118 -0.00767
22-Dec-09 4985.85 4989.5 4996.75 5003.1 0.0067136454 0.008275
23-Dec-09 5144.6 5156.85 5163.2 5167.6 0.0318401075 0.03354
24-Dec-09 5178.4 5185.4 5194.6 5197.35 0.0065699957 0.005536
29-Dec-09 5187.95 5194.15 5201.6 5207.1 0.001844199 0.001687
30-Dec-09 5169.45 5168.55 5178.25 5182.6 -0.0035659557 -0.004929
31-Dec-09 5201.05 5202.3 5215 5222.35 0.006112836 0.00653
4-Jan-10 5232.2 5239.8 5247.8 0.0059891753
5-Jan-10 5277.9 5281.2 5287.6 0.0087343756
6-Jan-10 5281.8 5288.7 5296.35 0.0007389303
7-Jan-10 5263.1 5266.35 5274.15 -0.0035404597
8-Jan-10 5244.75 5249.45 5256.7 -0.0034865384
11-Jan-10 5249.4 5256.1 5264.1 0.0008866009
12-Jan-10 5210.4 5208.9 5216.7 -0.0074294205
13-Jan-10 5233.95 5243 5250.2 0.0045198065
14-Jan-10 5259.9 5261.3 5269.3 0.0049580145
15-Jan-10 5252.2 5254.4 5261.1 -0.0014639062
18-Jan-10 5274.85 5271.15 5277.2 0.0043124786
19-Jan-10 5225.65 5220.7 5227.9 -0.0093272794
20-Jan-10 5221.7 5214.75 5222.1 -0.0007558868
21-Jan-10 5094.15 5084.55 5092.8 -0.0244269108
22-Jan-10 5036 5019.65 5027.2 -0.0114150545
25-Jan-10 5007.9 5002.05 5009.8 -0.0055798253
27-Jan-10 4853.1 4848.15 4843.7 -0.0309111604
28-Jan-10 4867.25 4867.2 4872.05 0.0029156622
29-Jan-10 4882.05 4875.65 0.0030407314
1-Feb-10 4899.7 4899.45 0.0036152846
2-Feb-10 4830.1 4821.75 -0.0142049513
3-Feb-10 4931.85 4925.8 0.0210658164
4-Feb-10 4845.35 4833.6 -0.0175390574
5-Feb-10 4718.65 4708.25 -0.0261487818
6-Feb-10 4757.25 4749.35 0.0081803058
8-Feb-10 4760.4 4764.9 0.0006621472
9-Feb-10 4792.65 4793.35 0.0067746408
10-Feb-10 4757.2 4751.15 -0.0073967429
11-Feb-10 4826.85 4828.85 0.0146409653
15-Feb-10 4801.95 4795.7 -0.0051586438
16-Feb-10 4855.75 4865.2 0.0112037818
17-Feb-10 4914 4906.75 0.0119960871
18-Feb-10 4887.75 4886.8 -0.0053418803
19-Feb-10 4844.9 4845.95 -0.008766815
22-Feb-10 4856.4 4856.6 0.00237363
23-Feb-10 4870.05 4870.55 0.002810724
24-Feb-10 4858.6 4862 -0.0023511052
25-Feb-10 4859.75 4860.1 0.0002366937
26-Feb-10 4922.3 0.0128710325
1.44% 1.30% 1.32%
0.078529 STANDARD DEVIATION
0.98806 0.9883
CORRELATION
1.0963083 1.074809
Index Arbitrage
BETA
HEDGE RATIO
FIIs
-4707.75 4714.8
-0.031075 5005.3 -4992.65
0.031765 297.55 -277.85
0.014286
0.003626 19.7
0.024278 29550
-0.005712
0.026967
-0.010541
0.009426
0.012069
0.000433
-0.001132
-0.014239
0.015925
0.008098
-0.003807
0.00485
-0.025235
-0.008903
0.017007 0.016591
0.020325 0.020346
-0.002762 -0.002196
0.002731 0.002863
-0.003113 -0.003622
-0.009231 -0.009132
0.017382 0.017194
-0.006863 -0.006198
0.001823 0.001314
-0.003386 -0.003673
-0.001006 -0.000683
-0.014717 -0.014503
0.001636 0.001852
-0.000921 -0.001394
-0.009852 -0.009483
-0.007998 -0.008105
0.008375 0.008171
0.033312 0.03288
0.006081 0.005757
0.001348 0.001876
-0.004489 -0.004705
0.007097 0.00767
0.004756 0.004873
0.007901 0.007584
0.00142 0.001655
-0.004226 -0.004192
-0.003209 -0.003309
0.001267 0.001408
-0.00898 -0.009004
0.006546 0.006422
0.00349 0.003638
-0.001311 -0.001556
0.003188 0.00306
-0.009571 -0.009342
-0.00114 -0.001109
-0.024968 -0.02476
-0.012764 -0.012881
-0.003506 -0.003461
-0.030767 -0.033155
0.003929 0.005853
0.000739
0.004881
-0.015859 5400
0.021579
-0.018718
-0.025933 5200
0.008729
0.003274
0.005971 5000
-0.008804
0.016354
-0.006865 4800
0.014492
0.00854
-0.004066 4600
-0.008359
0.002198
0.002872 4400
-0.001755
-0.000391
4200
3-Nov-09 3-Dec-09 3-Jan-10 3-Feb-10
1.39% 1.13%
RD DEVIATION
0.9928 0.9919
CORRELATION
1.026035 1.268116
Date Expiry Open High Low Close LTP Settle Price
3-Nov-09 26-Nov-09 4654.3 4734.9 4531.55 4559.35 4536.25 4559.35
4-Nov-09 26-Nov-09 4585.3 4711.85 4581.2 4705.2 4711.85 4705.2
5-Nov-09 26-Nov-09 4690 4785 4600 4770.95 4777 4770.95
6-Nov-09 26-Nov-09 4814.95 4834.9 4755 4790.15 4797 4790.15
9-Nov-09 26-Nov-09 4819.85 4909.7 4780.15 4903.15 4906.1 4903.15
10-Nov-09 26-Nov-09 4942.9 4947.55 4850.05 4874.7 4872.15 4874.7
11-Nov-09 26-Nov-09 4887.15 5024 4867.35 5009.75 5013.95 5009.75
12-Nov-09 26-Nov-09 4998 5017 4917.55 4953.1 4969.05 4953.1
13-Nov-09 26-Nov-09 4947.9 5023.7 4946.65 5002.65 5000.35 5002.65
16-Nov-09 26-Nov-09 5041 5082.5 5038 5062.45 5055.2 5062.45
17-Nov-09 26-Nov-09 5063.4 5073.9 5006 5063.4 5056.85 5063.4
18-Nov-09 26-Nov-09 5042.7 5082 5035.25 5055.05 5057 5055.05
19-Nov-09 26-Nov-09 5049 5049 4962.1 4986.6 4984 4986.6
20-Nov-09 26-Nov-09 4961.2 5077.8 4937 5066.25 5077.1 5066.25
23-Nov-09 26-Nov-09 5072.1 5119.45 5068.35 5108.3 5101.5 5108.3
24-Nov-09 26-Nov-09 5099 5109 5050 5087.25 5073 5087.25
25-Nov-09 26-Nov-09 5083.7 5139.8 5081.1 5108.25 5112.2 5108.25
26-Nov-09 26-Nov-09 5094.4 5108 4978.15 5005.3 5005.3 5005.55
25-Nov-09 31-Dec-09 5086 5150.8 5085 5120.6 5125.05 5120.6

26-Nov-09 31-Dec-09 5114 5118 4976.6 4992.65 4980.55 4992.65
27-Nov-09 31-Dec-09 4918 4960 4801 4946.3 4953 4946.3
30-Nov-09 31-Dec-09 5003.05 5072.5 4990.1 5029.9 5023 5029.9
1-Dec-09 31-Dec-09 5046.1 5139 5046.1 5132.05 5130.8 5132.05
2-Dec-09 31-Dec-09 5147.7 5154 5103.7 5119 5115.8 5119
3-Dec-09 31-Dec-09 5140.1 5191.55 5115.05 5132.45 5122 5132.45
4-Dec-09 31-Dec-09 5090 5169.9 5078.3 5115.85 5130 5115.85
7-Dec-09 31-Dec-09 5135 5135 5051.05 5069.65 5060 5069.65
8-Dec-09 31-Dec-09 5057.1 5162.8 5057.1 5157.95 5159.3 5157.95
9-Dec-09 31-Dec-09 5117.7 5151 5090.1 5122.5 5126.25 5122.5
10-Dec-09 31-Dec-09 5107 5153.7 5084 5131.2 5128.85 5131.2
11-Dec-09 31-Dec-09 5166 5188 5081.25 5111.6 5110.6 5111.6
14-Dec-09 31-Dec-09 5105 5167.5 5090.5 5107.4 5102.25 5107.4
15-Dec-09 31-Dec-09 5111.25 5125 5017.1 5031.25 5021 5031.25
16-Dec-09 31-Dec-09 5019.4 5072 5004 5040.7 5057.8 5040.7
17-Dec-09 31-Dec-09 5035 5068 5008.3 5036.45 5030 5036.45
18-Dec-09 31-Dec-09 5018 5049 4972.1 4986.8 4983.6 4986.8
21-Dec-09 31-Dec-09 4990 4995.6 4937.15 4948.55 4940 4948.55
22-Dec-09 31-Dec-09 4967.1 4999.9 4967.1 4989.5 4996 4989.5
23-Dec-09 31-Dec-09 4993 5161.9 4993 5156.85 5157.5 5156.85
24-Dec-09 31-Dec-09 5159.95 5209.95 5136.4 5185.4 5177 5185.4
29-Dec-09 31-Dec-09 5191.05 5224.8 5175 5194.15 5195 5194.15
30-Dec-09 31-Dec-09 5185 5198.7 5155 5168.55 5169 5168.55
31-Dec-09 31-Dec-09 5193.1 5229 5191.2 5202.3 5202.3 5201.05
4-Jan-10 28-Jan-10 5225 5247 5210 5239.8 5243 5239.8
5-Jan-10 28-Jan-10 5280 5295 5263.05 5281.2 5277 5281.2
6-Jan-10 28-Jan-10 5303.25 5303.25 5266.25 5288.7 5291.4 5288.7
7-Jan-10 28-Jan-10 5293 5293 5245.15 5266.35 5259 5266.35
8-Jan-10 28-Jan-10 5270.5 5286 5236.4 5249.45 5258.45 5249.45
11-Jan-10 28-Jan-10 5275 5295 5248.15 5256.1 5257.3 5256.1
12-Jan-10 28-Jan-10 5260 5285 5200 5208.9 5208.6 5208.9
13-Jan-10 28-Jan-10 5183.35 5248.4 5176.1 5243 5243 5243
14-Jan-10 28-Jan-10 5260 5275 5244 5261.3 5261.9 5261.3
15-Jan-10 28-Jan-10 5268 5271.9 5245.05 5254.4 5253.1 5254.4
18-Jan-10 28-Jan-10 5239 5290 5232 5271.15 5269.7 5271.15
19-Jan-10 28-Jan-10 5260.5 5274.95 5212.35 5220.7 5224.15 5220.7
20-Jan-10 28-Jan-10 5233.9 5247 5195.05 5214.75 5214.55 5214.75
21-Jan-10 28-Jan-10 5192.65 5207 5072.65 5084.55 5085 5084.55
22-Jan-10 28-Jan-10 4990 5074 4946.2 5019.65 5013.9 5019.65
25-Jan-10 28-Jan-10 4996 5039 4976 5002.05 4992.55 5002.05
27-Jan-10 28-Jan-10 4933.7 4963.8 4832.6 4848.15 4835 4848.15
28-Jan-10 28-Jan-10 4902.1 4935 4823.1 4867.2 4867.2 4867.25
28-Jan-10 25-Feb-10 4889 4927.8 4820 4872.05 4885 4872.05

29-Jan-10 25-Feb-10 4826.15 4889.9 4757.85 4875.65 4886.75 4875.65
1-Feb-10 25-Feb-10 4847.3 4924 4822.25 4899.45 4901 4899.45
2-Feb-10 25-Feb-10 4937.25 4939.6 4807.05 4821.75 4818 4821.75
3-Feb-10 25-Feb-10 4844.5 4949.9 4844.5 4925.8 4922 4925.8
4-Feb-10 25-Feb-10 4904.7 4908.65 4824 4833.6 4838.5 4833.6
5-Feb-10 25-Feb-10 4731.1 4754.8 4687 4708.25 4703.6 4708.25
6-Feb-10 25-Feb-10 4725 4769.8 4725 4749.35 4759.5 4749.35
8-Feb-10 25-Feb-10 4723.7 4806.6 4667.25 4764.9 4766.9 4764.9
9-Feb-10 25-Feb-10 4754 4818 4735 4793.35 4788 4793.35
10-Feb-10 25-Feb-10 4814.65 4823.7 4740.1 4751.15 4756.1 4751.15
11-Feb-10 25-Feb-10 4785.65 4849 4782 4828.85 4832.3 4828.85
15-Feb-10 25-Feb-10 4837.9 4840 4777.05 4795.7 4795 4795.7
16-Feb-10 25-Feb-10 4807.9 4893.5 4788 4865.2 4890 4865.2
17-Feb-10 25-Feb-10 4907.9 4927.9 4878.05 4906.75 4902.1 4906.75
18-Feb-10 25-Feb-10 4903.5 4914.8 4873.05 4886.8 4884 4886.8
19-Feb-10 25-Feb-10 4840.35 4884.95 4797.35 4845.95 4848 4845.95
22-Feb-10 25-Feb-10 4905.3 4917 4849 4856.6 4850.8 4856.6
MINIMUM VARIANCE HEDGE RATIO

STOCK INDEX FUTURES
1. Hedge to zero beta
2. Reduce2.beta
Reduce with mini contracts
Portfolio Market Value $100,000,000 $100,000,000 $100,000,000
Portfolio beta (w/respect to S&P 500) 1.4 1.4 1.4
Current S&P 700 700 700
Futures Contract 250 250 50
Target beta 0 0.8 0.8
Number of contracts 800 343 1,714
175000 175000
140000000 105000
$140,000,000
No. of contracts Turnover in lacs Open Int Change in OI Underlying Value
692583 1611388.1 29041600 1986500 4563.9 5200
592870 1380196.01 26694450 -2347150 4710.8 5100
897640 2100480.47 27559250 864800 4765.55 5000
4900
593717 1424766.1 26927300 -631950 4796.15
4800
524158 1271283.27 27723250 795950 4898.4 4700
591420 1446819.46 26242050 -1481200 4881.7 4600
605133 1499284.05 26940400 698350 5003.95 4500
643500 1599785.01 26748350 -192050 4952.65 4400
4300
540832 1350263.91 27719300 970950 4998.95
4200
353288 894465.46 27786000 66700 5058.05 1 2 3 4 5 6 7 8 9
465501 1172534.67 25884550 -1901450 5062.25
400152 1012824.62 25344650 -539900 5054.7
510500 1278437.23 23880900 -1463750 4989
642993 1609679.55 22432450 -1448450 5052.45
426935 1088758.61 20198050 -2234400 5103.55
545324 1385995.03 15076900 -5121150 5090.55
398800 1020103.05 12707850 -2369050 5108.15
559779 1413027.12 10216600 -2491250 5005.5
214403 549719.29 22046500 4912400 5108.15 5250

498127 1256452.05 25123050 3076550 5005.55 5200
852768 2082122.55 26112950 989900 4941.75 5150
591358 1487332.7 25299700 -813250 5032.7
5100
412304 1050970.96 26376500 1076800 5122
5050
385830 989049.51 26272400 -104100 5123.25
474125 1221665.04 27128850 856450 5131.7 5000
577449 1478645.79 27146150 17300 5108.9 4950
468101 1190233.62 26912850 -233300 5066.7 4900
579700 1482859.29 28106600 1193750 5147.95 4850
495401 1269062.75 28063800 -42800 5112
4800
470264 1204431.35 27385500 -678300 5134.65 1 2 3 4 5 6 7 8 9 10 11 12
568220 1457575.98 27107700 -277800 5117.3
529645 1358881.42 27097700 -10000 5105.7
491061 1245656.95 26935950 -161750 5033.05
550623 1386258.09 25309300 -1626650 5042.05
521944 1314798.94 24240400 -1068900 5041.75
497402 1246054.01 24514750 274350 4987.7
408898 1015682.91 23912550 -602200 4952.6
328718 818865.27 22667100 -1245450 4985.85
693632 1767696.93 20602350 -2064750 5144.6
439519 1136506.02 18898050 -1704300 5178.4
341840 888872.76 14898050 -4000000 5187.95
355174 919621.08 12539150 -2358900 5169.45
400849 1044297.01 9671000 -2868150 5201.05
237231 620467.68 23014150 1012250 5232.2
5400
339132 895347.06 24064400 1050250 5277.9
5300
295156 779783.74 24499250 434850 5281.8
5200
325130 856111.21 24391400 -107850 5263.1
5100
277090 729065.28 24155600 -235800 5244.75
5000
250924 661239.1 25060800 905200 5249.4
444487 1163736.46 24926250 -134550 5210.4 4900
439178 1144002.13 24910950 -15300 5233.95 4800
283045 744748.56 24605000 -305950 5259.9 4700
227625 598506.44 24795450 190450 5252.2 4600
1 2 3 4 5 6 7 8 9
321656 847100.92 24276000 -519450 5274.85
358642 940832.02 24038100 -237900 5225.65
366961 957958.5 23854450 -183650 5221.7
766028 1968537.67 25278400 1423950 5094.15
875232 2193801.92 24998800 -279600 5036
517500 1294497.96 21691600 -3307200 5007.9
873389 2140635.76 15890400 -5801200 4853.1
750753 1833202.8 8826150 -7064250 4867.25
564872 1378130.88 27986150 5053400 4867.25 4950

801539 1934197.26 29923300 1937150 4882.05 4900
469019 1144223.46 29896500 -26800 4899.7
4850
649259 1580858.12 32216250 2319750 4830.1
652948 1604129.92 29924950 -2291300 4931.85 4800
541234 1318122.75 30668050 743100 4845.35 4750
709784 1675447.45 31376300 708250 4718.65 4700
83641 198373.65 31349800 -26500 4757.25
4650
726065 1720599.76 31265550 -84250 4760.4
541224 1295046.45 29230200 -2035350 4792.65 4600
683590 1634437.43 29873700 643500 4757.2 4550
539595 1301583.92 28537150 -1336550 4826.85 1 2 3 4 5 6 7 8 9
395869 950841.2 28928050 390900 4801.95
418996 1012729.21 28665850 -262200 4855.75
519822 1275235.65 27289650 -1376200 4914
393585 962557.09 26499000 -790650 4887.75
598623 1447989.33 24762400 -1736600 4844.9
448882 1096760.83 22727400 -2035000 4856.4
RIANCE HEDGE RATIO

NDEX FUTURES
with mini contracts
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
Factors to Standard Other
Consider for Beta Sharpe Trenyor JD Nifty
Deviation Funds
Portfolio and its
comparison
Instrument Symbol Date Expiry Open High Low Close

FUTIDX NIFTY 28-Aug-09 26-Nov-09 4717 4758 4653 4745.3
FUTIDX NIFTY 31-Aug-09 26-Nov-09 4692.95 4715 4643.25 4681
FUTIDX NIFTY 1-Sep-09 26-Nov-09 4710 4752 4610 4631.95
FUTIDX NIFTY 2-Sep-09 26-Nov-09 4590.05 4670.25 4583.25 4621.75
FUTIDX NIFTY 4-Sep-09 26-Nov-09 4608 4719.85 4593 4705.05
FUTIDX NIFTY 7-Sep-09 26-Nov-09 4719 4813 4710.05 4801.5
FUTIDX NIFTY 11-Sep-09 26-Nov-09 4849.95 4862 4807 4848.45
FUTIDX NIFTY 14-Sep-09 26-Nov-09 4828.65 4849 4802 4833.7
FUTIDX NIFTY 16-Sep-09 26-Nov-09 4951.35 4983.6 4928 4971.8
FUTIDX NIFTY 18-Sep-09 26-Nov-09 4950.35 4997 4950.35 4989.05
FUTIDX NIFTY 22-Sep-09 26-Nov-09 4992 5060.1 4990.2 5034.05
FUTIDX NIFTY 23-Sep-09 26-Nov-09 5042.45 5048.8 4975 4984.7
FUTIDX NIFTY 24-Sep-09 26-Nov-09 4944 5014.25 4925.35 5003.15
FUTIDX NIFTY 29-Sep-09 26-Nov-09 4998 5024 4990.1 5007.7
FUTIDX NIFTY 30-Sep-09 26-Nov-09 5001.35 5085 5001.35 5081.5
FUTIDX NIFTY 1-Oct-09 26-Nov-09 5067.8 5095 5048 5076.15
FUTIDX NIFTY 5-Oct-09 26-Nov-09 5000 5060 5000 5016.15
FUTIDX NIFTY 7-Oct-09 26-Nov-09 5070 5085 4974 4984.6
FUTIDX NIFTY 8-Oct-09 26-Nov-09 5010 5058.45 4981.2 5011.05
FUTIDX NIFTY 9-Oct-09 26-Nov-09 5035 5035 4935.5 4945.65
FUTIDX NIFTY 12-Oct-09 26-Nov-09 4950.8 5082.95 4950 5068.95
FUTIDX NIFTY 14-Oct-09 26-Nov-09 5095 5136.8 5095 5123
FUTIDX NIFTY 16-Oct-09 26-Nov-09 5110.05 5156.2 5107.05 5151
FUTIDX NIFTY 22-Oct-09 26-Nov-09 5065 5077.65 4985 5006.4
FUTIDX NIFTY 26-Oct-09 26-Nov-09 5019.8 5051.85 4976.5 4990.25
FUTIDX NIFTY 3-Nov-09 26-Nov-09 4654.3 4734.9 4531.55 4559.35
FUTIDX NIFTY 5-Nov-09 26-Nov-09 4690 4785 4600 4770.95
FUTIDX NIFTY 6-Nov-09 26-Nov-09 4814.95 4834.9 4755 4790.15
FUTIDX NIFTY 11-Nov-09 26-Nov-09 4887.15 5024 4867.35 5009.75
FUTIDX NIFTY 12-Nov-09 26-Nov-09 4998 5017 4917.55 4953.1
FUTIDX NIFTY 16-Nov-09 26-Nov-09 5041 5082.5 5038 5062.45
FUTIDX NIFTY 19-Nov-09 26-Nov-09 5049 5049 4962.1 4986.6
FUTIDX NIFTY 24-Nov-09 26-Nov-09 5099 5109 5050 5087.25

FUTIDX NIFTY 25-Sep-09 31-Dec-09 4977.8 5014 4947.35 4977
FUTIDX NIFTY 29-Sep-09 31-Dec-09 5007.05 5028.5 4995 5008.55
FUTIDX NIFTY 30-Sep-09 31-Dec-09 5023 5087 5011.6 5082.2
FUTIDX NIFTY 1-Oct-09 31-Dec-09 5079 5096 5053.1 5077.15
FUTIDX NIFTY 5-Oct-09 31-Dec-09 5010.1 5063 5005.1 5018.65
FUTIDX NIFTY 6-Oct-09 31-Dec-09 5036.95 5059.3 4930 5050
FUTIDX NIFTY 7-Oct-09 31-Dec-09 5086 5086 4980 4992.75
FUTIDX NIFTY 9-Oct-09 31-Dec-09 5036.5 5036.5 4942 4952.6
FUTIDX NIFTY 15-Oct-09 31-Dec-09 5154.9 5154.9 5084.05 5124.65
FUTIDX NIFTY 16-Oct-09 31-Dec-09 5124.05 5163 5115 5156.85
FUTIDX NIFTY 23-Oct-09 31-Dec-09 5050.4 5068.35 5007.05 5026.4
FUTIDX NIFTY 26-Oct-09 31-Dec-09 5000 5058.5 4951 4999.5
FUTIDX NIFTY 27-Oct-09 31-Dec-09 4950 4980 4860 4867.55
FUTIDX NIFTY 28-Oct-09 31-Dec-09 4840 4886.7 4815 4846.85
FUTIDX NIFTY 3-Nov-09 31-Dec-09 4660 4740.85 4540 4570.6
FUTIDX NIFTY 4-Nov-09 31-Dec-09 4595 4719 4588.35 4711.9
FUTIDX NIFTY 5-Nov-09 31-Dec-09 4688.95 4791 4606 4777.05
FUTIDX NIFTY 6-Nov-09 31-Dec-09 4813.85 4841.95 4762 4797.1
FUTIDX NIFTY 9-Nov-09 31-Dec-09 4810 4915 4787 4909.2
FUTIDX NIFTY 11-Nov-09 31-Dec-09 4888.55 5029.4 4873.7 5015.35
FUTIDX NIFTY 13-Nov-09 31-Dec-09 4960.15 5030 4956.65 5010.8
FUTIDX NIFTY 24-Nov-09 31-Dec-09 5110 5119.9 5062.1 5097.85
FUTIDX NIFTY 25-Nov-09 31-Dec-09 5086 5150.8 5085 5120.6
FUTIDX NIFTY 27-Nov-09 31-Dec-09 4918 4960 4801 4946.3
FUTIDX NIFTY 1-Dec-09 31-Dec-09 5046.1 5139 5046.1 5132.05
FUTIDX NIFTY 2-Dec-09 31-Dec-09 5147.7 5154 5103.7 5119
FUTIDX NIFTY 3-Dec-09 31-Dec-09 5140.1 5191.55 5115.05 5132.45
FUTIDX NIFTY 4-Dec-09 31-Dec-09 5090 5169.9 5078.3 5115.85
FUTIDX NIFTY 7-Dec-09 31-Dec-09 5135 5135 5051.05 5069.65
FUTIDX NIFTY 10-Dec-09 31-Dec-09 5107 5153.7 5084 5131.2
FUTIDX NIFTY 16-Dec-09 31-Dec-09 5019.4 5072 5004 5040.7
FUTIDX NIFTY 29-Dec-09 31-Dec-09 5191.05 5224.8 5175 5194.15

FUTIDX NIFTY 30-Oct-09 28-Jan-10 4855 4869.95 4705 4719.3
FUTIDX NIFTY 3-Nov-09 28-Jan-10 4669.7 4746 4546.05 4572.65
FUTIDX NIFTY 4-Nov-09 28-Jan-10 4618.25 4723.85 4597.55 4717.9
FUTIDX NIFTY 6-Nov-09 28-Jan-10 4826 4847.05 4775 4802.65
FUTIDX NIFTY 11-Nov-09 28-Jan-10 4912.95 5035 4885 5023.05
FUTIDX NIFTY 12-Nov-09 28-Jan-10 5010.3 5025 4933 4970.1
FUTIDX NIFTY 19-Nov-09 28-Jan-10 5067.95 5067.95 4984 5001.7
FUTIDX NIFTY 23-Nov-09 28-Jan-10 5090 5135 5085.55 5122.5
FUTIDX NIFTY 24-Nov-09 28-Jan-10 5118 5132.2 5070.6 5103
FUTIDX NIFTY 26-Nov-09 28-Jan-10 5169.1 5640.55 4985 4998.35
FUTIDX NIFTY 27-Nov-09 28-Jan-10 4940 4966.2 4808.5 4953.85
FUTIDX NIFTY 30-Nov-09 28-Jan-10 5014 5074 4998.1 5038.1
FUTIDX NIFTY 1-Dec-09 28-Jan-10 5091.5 5150 5056.7 5140.5
FUTIDX NIFTY 2-Dec-09 28-Jan-10 5142 5164 5110 5126.3
FUTIDX NIFTY 7-Dec-09 28-Jan-10 5139 5139 5060 5077
FUTIDX NIFTY 9-Dec-09 28-Jan-10 5130.4 5157.8 5099 5129.8
FUTIDX NIFTY 10-Dec-09 28-Jan-10 5130 5160 5093.1 5139.15
FUTIDX NIFTY 11-Dec-09 28-Jan-10 5180 5194.8 5091.2 5121.75
FUTIDX NIFTY 17-Dec-09 28-Jan-10 5050 5074 5016.3 5044.9
FUTIDX NIFTY 22-Dec-09 28-Jan-10 4975.1 5006.8 4973.5 4996.75
FUTIDX NIFTY 29-Dec-09 28-Jan-10 5200 5229.9 5192 5201.6
FUTIDX NIFTY 30-Dec-09 28-Jan-10 5197.6 5206 5167.3 5178.25
FUTIDX NIFTY 31-Dec-09 28-Jan-10 5205 5239 5201 5215
FUTIDX NIFTY 4-Jan-10 28-Jan-10 5225 5247 5210 5239.8
FUTIDX NIFTY 5-Jan-10 28-Jan-10 5280 5295 5263.05 5281.2
FUTIDX NIFTY 6-Jan-10 28-Jan-10 5303.25 5303.25 5266.25 5288.7
FUTIDX NIFTY 8-Jan-10 28-Jan-10 5270.5 5286 5236.4 5249.45
FUTIDX NIFTY 13-Jan-10 28-Jan-10 5183.35 5248.4 5176.1 5243
FUTIDX NIFTY 15-Jan-10 28-Jan-10 5268 5271.9 5245.05 5254.4

FUTIDX NIFTY 27-Nov-09 25-Feb-10 4913.4 4970 4817.8 4960.5
FUTIDX NIFTY 30-Nov-09 25-Feb-10 5022.65 5078 5002.75 5042.8
FUTIDX NIFTY 1-Dec-09 25-Feb-10 5065 5152.95 5065 5145.4
FUTIDX NIFTY 2-Dec-09 25-Feb-10 5163.6 5163.6 5117 5134.1
FUTIDX NIFTY 3-Dec-09 25-Feb-10 5151 5202 5130 5148.8
FUTIDX NIFTY 9-Dec-09 25-Feb-10 5124.55 5163.55 5107.8 5138.65
FUTIDX NIFTY 10-Dec-09 25-Feb-10 5130 5166 5100.2 5145.4
FUTIDX NIFTY 14-Dec-09 25-Feb-10 5127 5180 5108 5123
FUTIDX NIFTY 17-Dec-09 25-Feb-10 5032 5080 5024.1 5051
FUTIDX NIFTY 22-Dec-09 25-Feb-10 4986 5015.25 4981.55 5003.1
FUTIDX NIFTY 24-Dec-09 25-Feb-10 5178.6 5220 5148.9 5197.35
FUTIDX NIFTY 29-Dec-09 25-Feb-10 5198.5 5235 5198 5207.1
FUTIDX NIFTY 4-Jan-10 25-Feb-10 5228 5253.9 5220 5247.8
FUTIDX NIFTY 5-Jan-10 25-Feb-10 5310.05 5310.05 5271 5287.6
FUTIDX NIFTY 8-Jan-10 25-Feb-10 5275 5292 5248.65 5256.7
FUTIDX NIFTY 12-Jan-10 25-Feb-10 5260 5289 5209 5216.7
FUTIDX NIFTY 13-Jan-10 25-Feb-10 5185.1 5254.95 5185.1 5250.2
FUTIDX NIFTY 14-Jan-10 25-Feb-10 5269.85 5282 5250.35 5269.3
FUTIDX NIFTY 21-Jan-10 25-Feb-10 5197.8 5214 5080.55 5092.8
FUTIDX NIFTY 22-Jan-10 25-Feb-10 5002.65 5080 4955 5027.2
FUTIDX NIFTY 25-Jan-10 25-Feb-10 5000 5043 4982 5009.8
FUTIDX NIFTY 1-Feb-10 25-Feb-10 4847.3 4924 4822.25 4899.45
FUTIDX NIFTY 2-Feb-10 25-Feb-10 4937.25 4939.6 4807.05 4821.75
FUTIDX NIFTY 4-Feb-10 25-Feb-10 4904.7 4908.65 4824 4833.6
FUTIDX NIFTY 6-Feb-10 25-Feb-10 4725 4769.8 4725 4749.35
FUTIDX NIFTY 9-Feb-10 25-Feb-10 4754 4818 4735 4793.35
FUTIDX NIFTY 11-Feb-10 25-Feb-10 4785.65 4849 4782 4828.85
FUTIDX NIFTY 15-Feb-10 25-Feb-10 4837.9 4840 4777.05 4795.7
FUTIDX NIFTY 24-Feb-10 25-Feb-10 4846.1 4884 4842.3 4862
FUTIDX NIFTY 25-Feb-10 25-Feb-10 4870 4875.25 4832.2 4860.1
Rates Weightage
LTP Settle Price No. of cont Turnover iOpen Int Change in Underlying Value
4744.8 4745.3 337 795.15 4600 4600 4732.35
4679.95 4681 329 769.08 9600 5000 4662.1
4625 4631.95 809 1898.33 22800 13200 4625.35
4625 4621.75 559 1295.33 25500 2700 4608.35
4593.1 4597.05 573 1324.02 33100 7600 4593.55
4700 4705.05 1006 2345.2 35450 2350 4680.4
4808.05 4801.5 841 2004.55 52150 16700 4782.9
4810 4816.05 1023 2467.9 69700 17550 4805.25
4830 4824.15 927 2234.13 76100 6400 4814.25
4815 4828.7 767 1864.6 86100 10000 4819.4
4856.2 4848.45 865 2092.85 94000 7900 4829.55
4849 4833.7 493 1188.16 97700 3700 4808.6
4905.55 4909.3 964 2357.16 112700 15000 4892.1
4976.95 4971.8 995 2462.84 138900 26200 4958.4
4973 4986.45 986 2461.29 157300 18400 4965.55
4992 4989.05 1152 2867.15 183900 26600 4976.05
5042 5034.05 2050 5155.09 230850 46950 5020.2
4987 4984.7 1711 4292.04 255700 24850 4969.95
5002.55 5003.15 3395 8434.1 334150 78450 4986.55
4966.3 4973.85 7864 19558.22 475350 141200 4958.95
5004 5007.7 4548 11389.56 485550 10200 5006.85
5080 5081.5 10701 27101.59 629750 144200 5083.95
5073.05 5076.15 8190 20783.85 656650 26900 5083.4
5020 5016.15 7420 18672.34 659600 2950 5003.2
5045 5045.9 13372 33341.8 698000 38400 5027.4
4984.1 4984.6 11560 29055.69 823750 125750 4985.75
4996.35 5011.05 9771 24540.46 883800 60050 5002.25
4941 4945.65 10332 25683.31 962600 78800 4945.2
5065 5068.95 13891 34893.24 1079750 117150 5054.25
5126.25 5123 19101 48897.15 1537350 457600 5118.2
5120 5119.2 18178 46458.15 1899500 362150 5108.85
5154.6 5151 14760 37936.16 2266500 367000 5142.15
5124.25 5133.75 3034 7792.88 2332600 66100 5141.8
5115 5113.95 27103 69638.47 2789300 456700 5114.45
5078.5 5081.35 23343 59571.17 3152000 362700 5063.6
5014 5006.4 47319 119115.7 4098100 946100 4988.6
5018 5016.55 78849 198423.3 6152600 2054500 4997.05
4982.6 4990.25 87585 219298.4 8013100 1860500 4970.9
4853.45 4862.7 299562 736236.4 15454750 7441650 4846.7
4843.95 4836.85 250414 605451.2 20231100 4776350 4826.15
4779 4774.85 440618 1055292 26630050 6398950 4750.55
4695.9 4707.75 686541 1637599 27055100 425050 4711.7
4536.25 4559.35 692583 1611388 29041600 1986500 4563.9
4711.85 4705.2 592870 1380196 26694450 -2347150 4710.8
4777 4770.95 897640 2100480 27559250 864800 4765.55
4797 4790.15 593717 1424766 26927300 -631950 4796.15
4906.1 4903.15 524158 1271283 27723250 795950 4898.4
4872.15 4874.7 591420 1446819 26242050 -1481200 4881.7
5013.95 5009.75 605133 1499284 26940400 698350 5003.95
4969.05 4953.1 643500 1599785 26748350 -192050 4952.65
5000.35 5002.65 540832 1350264 27719300 970950 4998.95
5055.2 5062.45 353288 894465.5 27786000 66700 5058.05
5056.85 5063.4 465501 1172535 25884550 -1901450 5062.25
5057 5055.05 400152 1012825 25344650 -539900 5054.7
4984 4986.6 510500 1278437 23880900 -1463750 4989
5077.1 5066.25 642993 1609680 22432450 -1448450 5052.45
5101.5 5108.3 426935 1088759 20198050 -2234400 5103.55
5073 5087.25 545324 1385995 15076900 -5121150 5090.55
5112.2 5108.25 398800 1020103 12707850 -2369050 5108.15
5005.3 5005.55 559779 1413027 10216600 -2491250 5005.55
4974.6 4977 368 916.69 8850 8850 4958.95
5005.05 5008.55 459 1150.29 18850 10000 5006.85
5080 5082.2 1176 2977.32 49900 31050 5083.95
5079.35 5077.15 1019 2586.6 75700 25800 5083.4
5022.95 5018.65 4276 10791.89 249600 173900 5003.2
5050.4 5050 1043 2606.48 264850 15250 5027.4
4991 4992.75 1109 2790.24 290450 25600 4985.75
5004.2 5016.1 1057 2657.45 304700 14250 5002.25
4946.25 4952.6 827 2059.28 316900 12200 4945.2
5067.6 5073.45 1147 2883.48 323350 6450 5054.25
5132.55 5129.05 4600 11803.32 530550 207200 5118.2
5128 5124.65 1012 2587.29 557150 26600 5108.85
5159.1 5156.85 646 1662.42 571450 14300 5142.15
5130 5139.3 217 557.82 573700 2250 5141.8
5118.6 5121.2 1165 2996.57 584250 10550 5114.45
5086 5086.55 893 2279.24 591250 7000 5063.6
5024 5013.95 1839 4631.27 610600 19350 4988.6
5025 5026.4 1918 4833.53 617950 7350 4997.05
4990.1 4999.5 2007 5035.46 635350 17400 4970.9
4860 4867.55 3345 8225.39 659250 23900 4846.7
4847.8 4846.85 3141 7610.43 676250 17000 4826.15
4788.6 4785.15 5543 13300.74 729300 53050 4750.55
4702.25 4714.8 10445 24940 818450 89150 4711.7
4541.5 4570.6 15699 36602.04 938000 119550 4563.9
4718.7 4711.9 13441 31357.11 1074500 136500 4710.8
4782.95 4777.05 18923 44355.1 1223250 148750 4765.55
4805.75 4797.1 12659 30412.69 1323300 100050 4796.15
4913.75 4909.2 13601 33057.27 1555550 232250 4898.4
4878 4880.95 13843 33927.97 1654700 99150 4881.7
5021.75 5015.35 15387 38127.8 1878750 224050 5003.95
4976.9 4955.7 13867 34515.27 1874400 -4350 4952.65
5009.4 5010.8 12850 32141.66 1954000 79600 4998.95
5066.15 5071.9 16043 40687.07 2074700 120700 5058.05
5068.35 5073.25 42933 108251.2 2999000 924300 5062.25
5065 5066.15 46464 117883.7 4386800 1387800 5054.7
4995 4992.5 56554 141993.5 5829950 1443150 4989
5085 5071.05 97860 245112.6 8005600 2175650 5052.45
5111 5117.25 107073 273499.3 10638600 2633000 5103.55
5080.2 5097.85 214421 545953.1 17134100 6495500 5090.55
5125.05 5120.6 214403 549719.3 22046500 4912400 5108.15
4980.55 4992.65 498127 1256452 25123050 3076550 5005.55
4953 4946.3 852768 2082123 26112950 989900 4941.75
5023 5029.9 591358 1487333 25299700 -813250 5032.7
5130.8 5132.05 412304 1050971 26376500 1076800 5122
5115.8 5119 385830 989049.5 26272400 -104100 5123.25
5122 5132.45 474125 1221665 27128850 856450 5131.7
5130 5115.85 577449 1478646 27146150 17300 5108.9
5060 5069.65 468101 1190234 26912850 -233300 5066.7
5159.3 5157.95 579700 1482859 28106600 1193750 5147.95
5126.25 5122.5 495401 1269063 28063800 -42800 5112
5128.85 5131.2 470264 1204431 27385500 -678300 5134.65
5110.6 5111.6 568220 1457576 27107700 -277800 5117.3
5102.25 5107.4 529645 1358881 27097700 -10000 5105.7
5021 5031.25 491061 1245657 26935950 -161750 5033.05
5057.8 5040.7 550623 1386258 25309300 -1626650 5042.05
5030 5036.45 521944 1314799 24240400 -1068900 5041.75
4983.6 4986.8 497402 1246054 24514750 274350 4987.7
4940 4948.55 408898 1015683 23912550 -602200 4952.6
4996 4989.5 328718 818865.3 22667100 -1245450 4985.85
5157.5 5156.85 693632 1767697 20602350 -2064750 5144.6
5177 5185.4 439519 1136506 18898050 -1704300 5178.4
5195 5194.15 341840 888872.8 14898050 -4000000 5187.95
5169 5168.55 355174 919621.1 12539150 -2358900 5169.45
5202.3 5201.05 400849 1044297 9671000 -2868150 5201.05
4705 4719.3 328 784.5 6450 6450 4711.7
4550 4572.65 1040 2429.64 29800 23350 4563.9
4723.85 4717.9 961 2246.73 47100 17300 4710.8
4787.05 4785.3 1217 2852.79 53050 5950 4765.55
4810.15 4802.65 736 1771.3 57900 4850 4796.15
4918.1 4919.25 796 1936.57 68150 10250 4898.4
4885 4891.15 808 1983.76 83800 15650 4881.7
5029.9 5023.05 1153 2867.28 96350 12550 5003.95
4985 4970.1 785 1956.21 105100 8750 4952.65
5016.4 5016.95 831 2078.9 121700 16600 4998.95
5071 5077.5 685 1739.26 137100 15400 5058.05
5075.85 5079.7 693 1751.65 151750 14650 5062.25
5075.2 5073.95 818 2078.53 170400 18650 5054.7
5005 5001.7 901 2262.35 179750 9350 4989
5091 5081.35 1576 3950.95 177300 -2450 5052.45
5119 5122.5 1067 2728.65 187650 10350 5103.55
5090 5103 1303 3323.54 209950 22300 5090.55
5134.65 5127.75 1630 4185.56 233300 23350 5108.15
4993.5 4998.35 4904 12405.1 327150 93850 5005.55
4956.7 4953.85 14955 36490 543400 216250 4941.75
5032 5038.1 10613 26734.31 652000 108600 5032.7
5139 5140.5 8429 21523.56 764450 112450 5122
5124 5126.3 6097 15649.41 793400 28950 5123.25
5130.1 5140.3 9255 23888.82 849400 56000 5131.7
5137 5124.3 11651 29878.6 929800 80400 5108.9
5068.15 5077 9167 23339.45 1014700 84900 5066.7
5168 5165.25 11989 30733.42 1181950 167250 5147.95
5132.75 5129.8 9728 24961.23 1229750 47800 5112
5136.95 5139.15 9981 25601.08 1300900 71150 5134.65
5121.25 5121.75 13072 33598.93 1369500 68600 5117.3
5112.5 5116.6 13415 34468.29 1492100 122600 5105.7
5029.75 5041.3 16705 42442.96 1782150 290050 5033.05
5067.45 5049.55 21152 53340.81 2215500 433350 5042.05
5038.5 5044.9 29566 74601.68 2909250 693750 5041.75
4992 4995.2 30705 77097.53 3488800 579550 4987.7
4947 4955.25 52144 129705.8 4741050 1252250 4952.6
5004 4996.75 44194 110231.9 5528800 787750 4985.85
5163.9 5163.2 121583 310245 7602100 2073300 5144.6
5184 5194.6 106489 275681.6 10223150 2621050 5178.4
5204 5201.6 151873 395377.4 14745300 4522150 5187.95
5177.1 5178.25 163581 424319.9 17037550 2292250 5169.45
5219.55 5215 278348 726383.5 22001900 4964350 5201.05
5243 5239.8 237231 620467.7 23014150 1012250 5232.2
5277 5281.2 339132 895347.1 24064400 1050250 5277.9
5291.4 5288.7 295156 779783.7 24499250 434850 5281.8
5259 5266.35 325130 856111.2 24391400 -107850 5263.1
5258.45 5249.45 277090 729065.3 24155600 -235800 5244.75
5257.3 5256.1 250924 661239.1 25060800 905200 5249.4
5208.6 5208.9 444487 1163736 24926250 -134550 5210.4
5243 5243 439178 1144002 24910950 -15300 5233.95
5261.9 5261.3 283045 744748.6 24605000 -305950 5259.9
5253.1 5254.4 227625 598506.4 24795450 190450 5252.2
5269.7 5271.15 321656 847100.9 24276000 -519450 5274.85
5224.15 5220.7 358642 940832 24038100 -237900 5225.65
5214.55 5214.75 366961 957958.5 23854450 -183650 5221.7
5085 5084.55 766028 1968538 25278400 1423950 5094.15
5013.9 5019.65 875232 2193802 24998800 -279600 5036
4992.55 5002.05 517500 1294498 21691600 -3307200 5007.9
4835 4848.15 873389 2140636 15890400 -5801200 4853.1
4867.2 4867.25 750753 1833203 8826150 -7064250 4867.25
4965 4960.5 468 1144.4 8750 8750 4941.75
5040.9 5042.8 598 1508.1 19050 10300 5032.7
5144 5145.4 527 1346.72 36100 17050 5122
5130 5134.1 362 930.43 43900 7800 5123.25
5139.4 5148.8 1025 2652.09 74600 30700 5131.7
5142 5130.15 764 1962.13 85300 10700 5108.9
5078.95 5083.3 501 1275.98 89700 4400 5066.7
5174.2 5170.7 1485 3818.99 115650 25950 5147.95
5141 5138.65 1057 2717.82 124900 9250 5112
5138.15 5145.4 695 1785.93 129550 4650 5134.65
5127 5126.5 1253 3229.67 144500 14950 5117.3
5118 5123 733 1885.38 149550 5050 5105.7
5037.8 5048.7 1077 2737.67 160100 10550 5033.05
5071.05 5058.05 937 2365.93 157000 -3100 5042.05
5048 5051 995 2512.88 154800 -2200 5041.75
5000.05 5003.1 1111 2789.66 158050 3250 4987.7
4952.5 4962.55 1320 3287.04 156500 -1550 4952.6
5009.15 5003.1 1288 3216.6 170650 14150 4985.85
5169 5167.6 2946 7528.42 231500 60850 5144.6
5188 5197.35 1969 5104.53 256700 25200 5178.4
5204 5207.1 2998 7814.88 302400 45700 5187.95
5183 5182.6 2800 7265.2 346850 44450 5169.45
5226 5222.35 5158 13475.98 470100 123250 5201.05
5251 5247.8 4603 12057.54 520750 50650 5232.2
5283.25 5287.6 5602 14808.52 587100 66350 5277.9
5298 5296.35 6811 18019.52 710100 123000 5281.8
5266.5 5274.15 6030 15897.78 725800 15700 5263.1
5264.25 5256.7 6308 16619.5 784050 58250 5244.75
5265 5264.1 6947 18336.98 860250 76200 5249.4
5216.1 5216.7 11224 29428.16 911100 50850 5210.4
5252.2 5250.2 13291 34670.76 1040850 129750 5233.95
5269.9 5269.3 8698 22920.4 1129750 88900 5259.9
5261 5261.1 8711 22932.18 1269050 139300 5252.2
5277.7 5277.2 26249 69257.71 2068700 799650 5274.85
5230.9 5227.9 26871 70627.35 2687900 619200 5225.65
5222.9 5222.1 23762 62152.59 3223900 536000 5221.7
5090 5092.8 68277 175512.2 4698350 1474450 5094.15
5019.65 5027.2 126473 317509.4 7275050 2576700 5036
4998.3 5009.8 149986 375483.8 11175000 3899950 5007.9
4831.7 4843.7 478017 1171055 22932750 11757750 4853.1
4885 4872.05 564872 1378131 27986150 5053400 4867.25
4886.75 4875.65 801539 1934197 29923300 1937150 4882.05
4901 4899.45 469019 1144223 29896500 -26800 4899.7
4818 4821.75 649259 1580858 32216250 2319750 4830.1
4922 4925.8 652948 1604130 29924950 -2291300 4931.85
4838.5 4833.6 541234 1318123 30668050 743100 4845.35
4703.6 4708.25 709784 1675447 31376300 708250 4718.65
4759.5 4749.35 83641 198373.7 31349800 -26500 4757.25
4766.9 4764.9 726065 1720600 31265550 -84250 4760.4
4788 4793.35 541224 1295046 29230200 -2035350 4792.65
4756.1 4751.15 683590 1634437 29873700 643500 4757.2
4832.3 4828.85 539595 1301584 28537150 -1336550 4826.85
4795 4795.7 395869 950841.2 28928050 390900 4801.95
4890 4865.2 418996 1012729 28665850 -262200 4855.75
4902.1 4906.75 519822 1275236 27289650 -1376200 4914
4884 4886.8 393585 962557.1 26499000 -790650 4887.75
4848 4845.95 598623 1447989 24762400 -1736600 4844.9
4850.8 4856.6 448882 1096761 22727400 -2035000 4856.4
4880 4870.55 447683 1089702 20702050 -2025350 4870.05
4866.1 4862 469390 1141905 14860050 -5842000 4858.6
4860.1 4859.75 457079 1108813 10249050 -4611000 4859.75
Date Purchase Sales Net
28/08/2009 4,109.60 2,766.80 1,342.80 120
31/08/2009 2,574.30 1,481.50 1,092.80 119
1/9/2009 2,673.90 2,760.10 -86.2 118
2/9/2009 2,596.80 2,899.30 -302.5 117
3/9/2009 1,500.30 2,074.50 -574.2 116
4/9/2009 1,912.20 1,853.30 58.9 115
7/9/2009 2,208.30 2,265.10 -56.8 114
8/9/2009 2,952.80 1,902.80 1,050.00 113
9/9/2009 3,929.30 2,754.80 1,174.50 112
10/9/2009 3,101.40 2,854.00 247.4 111
11/9/2009 2,998.50 2,423.60 574.9 110
14/09/2009 2,660.80 2,330.20 330.6 109
15/09/2009 1,863.10 1,601.00 262.1 108
16/09/2009 2,911.20 2,025.10 886.1 107
17/09/2009 3,608.90 2,435.00 1,173.90 106
18/09/2009 6,074.90 3,411.70 2,663.20 105
22/09/2009 4,504.50 2,634.70 1,869.80 104
23/09/2009 3,208.40 1,704.90 1,503.50 103
24/09/2009 4,311.20 2,478.50 1,832.70 102
25/09/2009 5,711.20 4,389.10 1,322.10 101
29/09/2009 5,440.30 2,128.40 3,311.90 100
30/09/2009 3,702.90 2,600.40 1,102.50 99
1/10/2009 4,687.90 3,179.00 1,508.90 98
5/10/2009 4,632.50 3,260.40 1,372.10 97
6/10/2009 3,709.60 3,947.10 -237.5 96
7/10/2009 4,178.30 4,146.90 31.4 95
8/10/2009 4,071.70 3,298.50 773.2 94
9/10/2009 4,000.60 4,362.50 -361.9 93
12/10/2009 3,282.50 3,031.80 250.7 92
14/10/2009 3,058.90 2,059.90 999 91
15/10/2009 4,268.40 2,685.90 1,582.50 90
16/10/2009 3,924.20 2,961.10 963.1 89
20/10/2009 3,861.60 2,664.90 1,196.70 88
21/10/2009 4,478.30 2,708.30 1,770.00 87
22/10/2009 2,758.30 3,149.90 -391.6 86
23/10/2009 2,682.50 2,978.30 -295.8 85
26/10/2009 2,942.40 2,991.10 -48.7 84
27/10/2009 2,147.90 1,956.90 191 83
28/10/2009 4,989.80 3,648.80 1,341.00 82
29/10/2009 3,035.90 3,008.10 27.8 81
30/10/2009 3,418.90 5,013.50 -1,594.60 80
3/11/2009 4,072.50 3,336.80 735.7 79
4/11/2009 2,188.10 2,488.90 -300.8 78
5/11/2009 3,395.20 3,381.40 13.8 77
6/11/2009 2,035.50 1,767.90 267.6 76
9/11/2009 3,428.00 2,732.00 696 75
10/11/2009 2,280.20 1,631.00 649.2 74
11/11/2009 3,035.40 2,606.90 428.5 73
12/11/2009 3,087.10 2,114.30 972.8 72
13/11/2009 2,517.40 2,366.00 151.4 71
16/11/2009 2,271.90 1,600.10 671.8 70
17/11/2009 2,505.90 1,826.60 679.3 69
18/11/2009 2,379.40 1,785.60 593.8 68
19/11/2009 2,586.00 2,063.70 522.3 67
20/11/2009 2,083.50 2,417.80 -334.3 66
23/11/2009 2,291.70 2,417.30 -125.6 65
24/11/2009 1,951.30 2,019.30 -68 64
25/11/2009 2,342.70 2,040.00 302.7 63
26/11/2009 2,255.30 2,190.10 65.2 62
27/11/2009 2,935.20 2,629.10 306.1 61
30/11/2009 1,420.80 2,151.10 -730.3 60
1/12/2009 2,976.10 2,276.20 699.9 59
2/12/2009 9,097.60 4,477.70 4,619.90 58
3/12/2009 3,914.90 2,402.80 1,512.10 57
4/12/2009 2,365.20 1,936.50 428.7 56
7/12/2009 2,303.80 1,858.90 444.9 55
8/12/2009 1,937.00 1,939.90 -2.9 54
9/12/2009 2,829.60 1,879.60 950 53
10/12/2009 4,210.50 4,793.00 -582.5 52
11/12/2009 2,554.80 2,178.20 376.6 51
14/12/2009 2,167.80 1,825.70 342.1 50
15/12/2009 1,830.10 1,655.60 174.5 49
16/12/2009 2,295.40 2,181.40 114 48
17/12/2009 2,215.10 2,354.40 -139.3 47 6,000.00
18/12/2009 2,534.60 2,045.50 489.1 46
21/12/2009 2,234.80 2,318.20 -83.4 45 5,000.00
22/12/2009 1,837.40 2,095.70 -258.3 44
4,000.00
23/12/2009 1,410.80 1,185.80 225 43
24/12/2009 2,467.50 1,114.00 1,353.50 42
3,000.00
29/12/2009 1,594.70 783.4 811.3 41
30/12/2009 1,776.10 1,391.70 384.4 40 2,000.00
31/12/2009 1,417.20 1,063.40 353.8 39
4/1/2010 2,702.50 1,868.50 834 38 1,000.00
5/1/2010 1,621.60 920 701.6 37

0.00
6/1/2010 3,338.30 2,276.30 1,062.00 36 1 7 1 3 19 25
-1,000.00
-2,000.00
1,000.00
0.00
1 7 1 3 19 25
7/1/2010 3,431.60 2,592.50 839.1 35 -1,000.00
8/1/2010 2,644.80 2,342.70 302.1 34
11/1/2010 3,268.30 3,117.60 150.7 33 -2,000.00
12/1/2010 7,538.60 2,794.60 4,744.00 32
-3,000.00
13/01/2010 2,893.60 3,155.60 -262 31
14/01/2010 3,622.00 3,665.50 -43.5 30
15/01/2010 3,602.30 3,738.80 -136.5 29
18/01/2010 1,983.60 2,873.40 -889.8 28
19/01/2010 2,619.90 2,325.20 294.7 27
20/01/2010 2,123.70 2,575.20 -451.5 26
21/01/2010 2,711.70 2,744.00 -32.3 25
22/01/2010 2,698.60 3,268.10 -569.5 24
25/01/2010 3,247.20 5,306.70 -2,059.50 23
27/01/2010 1,628.70 2,529.10 -900.4 22
28/01/2010 2,957.10 4,876.90 -1,919.80 21
29/01/2010 3,496.10 5,659.90 -2,163.80 20
1/2/2010 3,940.10 3,742.50 197.6 19
2/2/2010 2,345.50 2,394.30 -48.8 18
3/2/2010 2,810.10 2,799.20 10.9 17
4/2/2010 2,374.40 1,888.80 485.6 16
5/2/2010 1,741.60 1,784.10 -42.5 15
8/2/2010 1,517.80 3,147.50 -1,629.70 14
9/2/2010 1,741.80 2,548.30 -806.5 13
10/2/2010 1,978.80 2,374.40 -395.6 12
11/2/2010 2,376.80 2,400.40 -23.6 11
15/02/2010 1,808.90 1,457.90 351 10
16/02/2010 1,628.60 1,411.10 217.5 9
17/02/2010 1,181.30 924.3 257 8
18/02/2010 2,977.00 1,753.10 1,223.90 7
19/02/2010 2,048.30 2,077.20 -28.9 6
22/02/2010 2,135.80 1,842.40 293.4 5
23/02/2010 1,538.30 1,498.60 39.7 4
24/02/2010 2,107.90 1,364.10 743.8 3
25/02/2010 2,402.70 1,786.90 615.8 2
26/02/2010 2,402.10 2,645.80 -243.7 1
6,000.00
5,000.00
4,000.00
3,000.00
2,000.00
1,000.00
0.00
1 7 1 3 19 25 31 3 7 4 3 49 55 61 6 7 7 3 79 85 9 1 9 7 0 3 0 9 1 5
1 1 1
-1,000.00
-2,000.00
1,000.00
0.00
1 7 1 3 19 25 31 3 7 4 3 49 55 61 6 7 7 3 79 85 9 1 9 7 0 3 0 9 1 5
1 1 1
-1,000.00
-2,000.00
-3,000.00
Date Adj Close*
9,789.44
3-Nov-09 9,771.91 4563.9 1
4-Nov-09 9,802.14 4710.8 0 -146.9
5-Nov-09 10,005.96 4765.55 1 54.75 FII
6-Nov-09 10,023.42 4796.15 1 30.6 Major Countries
9-Nov-09 10,226.94 4898.4 1 102.25 nad their INDICES
10-Nov-09 10,246.97 4881.7 1 -16.7 MODEL
11-Nov-09 10,291.26 5003.95 1 122.25
12-Nov-09 10,197.47 4952.65 1 -51.3
13-Nov-09 10,270.47 4998.95 0 -46.3
16-Nov-09 10,406.96 5058.05 1 59.1
17-Nov-09 10,437.42 5062.25 1 4.2
18-Nov-09 10,426.31 5054.7 1 -7.55
19-Nov-09 10,332.44 4989 0 65.7
20-Nov-09 10,318.16 0
23-Nov-09 10,450.95 5052.45 0
24-Nov-09 10,433.71 5103.55 1 51.1
25-Nov-09 10,464.40 5090.55 0 13
27-Nov-09 10,309.92 5108.15 1 17.6
30-Nov-09 10,344.84 5005.55 0 102.6
1-Dec-09 10,471.58 4941.75 1 -63.8
2-Dec-09 10,452.68 5032.7 1 90.95
3-Dec-09 10,366.15 5122 0 -89.3
4-Dec-09 10,388.90 5123.25 0 -1.25
7-Dec-09 10,390.11 5131.7 1 8.45
8-Dec-09 10,285.97 5108.9 1 -22.8
9-Dec-09 10,337.05 5066.7 0 42.2
10-Dec-09 10,405.83 5147.95 1 81.25
11-Dec-09 10,471.50 5112 1 -35.95
14-Dec-09 10,501.05 5134.65 1 22.65
15-Dec-09 10,452.00 5117.3 1 -17.35
16-Dec-09 10,441.12 5105.7 0 11.6
17-Dec-09 10,308.26 5033.05 0 72.65
18-Dec-09 10,328.89 5042.05 0 -9
21-Dec-09 10,414.14 5041.75 1 -0.3
22-Dec-09 10,464.93 4987.7 1 -54.05
23-Dec-09 10,466.44 4952.6 1 -35.1
24-Dec-09 10,520.10 4985.85 1 33.25
28-Dec-09 10,547.07 5144.6 1 158.75
29-Dec-09 10,545.41 5178.4 1 33.8
30-Dec-09 10,548.51 5187.95 0 -9.55
31-Dec-09 10,428.05 5169.45 1 -18.5
4-Jan-10 10,583.96 5201.05 0 -31.6
5-Jan-10 10,572.02 5232.2 1 31.15
6-Jan-10 10,573.68 5277.9 0 -45.7
7-Jan-10 10,606.86 5281.8 1 3.9
8-Jan-10 10,618.19 5263.1 1 -18.7
11-Jan-10 10,663.99 5244.75 1 -18.35
12-Jan-10 10,627.26 5249.4 1 4.65
13-Jan-10 10,680.77 5210.4 0 39
14-Jan-10 10,710.55 5233.95 1 23.55
15-Jan-10 10,609.65 5259.9 1 25.95
19-Jan-10 10,725.43 5252.2 0 7.7
20-Jan-10 10,603.15 5274.85 1 22.65
21-Jan-10 10,389.88 5225.65 0 49.2
22-Jan-10 10,172.98 5221.7 0 3.95
25-Jan-10 10,196.86 5094.15 0 127.55
26-Jan-10 10,194.29 5036 1 -58.15
27-Jan-10 10,236.16 5007.9 0 28.1
28-Jan-10 10,120.46 4853.1 1 -154.8
29-Jan-10 10,067.33 4867.25 0 -14.15
1-Feb-10 10,185.53 4882.05 0 -14.8
2-Feb-10 10,296.85 4899.7 1 17.65
3-Feb-10 10,270.55 4830.1 1 -69.6
4-Feb-10 10,002.18 4931.85 0 -101.75
5-Feb-10 10,012.23 4845.35 0 86.5
8-Feb-10 9,908.39 4718.65 1 -126.7
9-Feb-10 10,058.64 4757.25 0 -38.6
10-Feb-10 10,038.38 4760.4 1 3.15
11-Feb-10 10,144.19 4792.65 0 -32.25
12-Feb-10 10,099.14 4757.2 1 -35.45
16-Feb-10 10,268.81 4826.85 0 -69.65
17-Feb-10 10,309.24 4801.95 1 -24.9
18-Feb-10 10,392.90 4855.75 1 53.8
19-Feb-10 10,402.35 4914 1 58.25
22-Feb-10 10,383.38 4887.75 1 -26.25
23-Feb-10 10,282.41 4844.9 0 42.85
24-Feb-10 10,374.16 4856.4 0 -11.5
25-Feb-10 10,321.03 4870.05 1 13.65
26-Feb-10 10,325.26 4858.6 0 11.45
4859.75 1 1.15
4922.3
0.830232 315.9 246115

15795
473850
Yesterday Toady Change Position in NIFTY Spare off your Position Profit
Index Value: 10,405.98

Trade Time: 40,239.00
Change: Up 2.19 (0.02%)
Prev Close: 10,403.79
Open: 10,404.16
Day's Range: 10,389.43 - 10,456.92
52wk Range: 6,440.08 - 10,767.20
Date DOW Reults
30-Oct-09 9,789.44 7228515.2
3-Nov-09 9,771.91 30-Dec-99 7449030.2
4-Nov-09 9,802.14 31-Dec-99 7496217.5
5-Nov-09 10,005.96 31-Dec-99 7508877.7
6-Nov-09 10,023.42 31-Dec-99 7482648.7
9-Nov-09 10,226.94 31-Dec-99 7523029
10-Nov-09 10,246.97 31-Dec-99 7578357.8
11-Nov-09 10,291.26 31-Dec-99 7648806.9
12-Nov-09 10,197.47 30-Dec-99 7646315.3
13-Nov-09 10,270.47 31-Dec-99 7606459.6
16-Nov-09 10,406.96 31-Dec-99 7578425.1
17-Nov-09 10,437.42 31-Dec-99 7597332
18-Nov-09 10,426.31 30-Dec-99 7536001.8
19-Nov-09 10,332.44 30-Dec-99 7571127
20-Nov-09 10,318.16 30-Dec-99 7592845
23-Nov-09 10,450.95 31-Dec-99 7587080.3
24-Nov-09 10,433.71 30-Dec-99 7628614.2
25-Nov-09 10,464.40 31-Dec-99 7559714.3
26-Nov-09 7560089.6
27-Nov-09 10,309.92 30-Dec-99 7374693.1
30-Nov-09 10,344.84 31-Dec-99 7284754.3
1-Dec-09 10,471.58 31-Dec-99 7249441.6
2-Dec-09 10,452.68 30-Dec-99 7016378.4
3-Dec-09 10,366.15 30-Dec-99 7034132.3
4-Dec-09 10,388.90 31-Dec-99 7051825.6
7-Dec-09 10,390.11 31-Dec-99 7079300.5
8-Dec-09 10,285.97 30-Dec-99 6981609.9
9-Dec-09 10,337.05 31-Dec-99 7135604.1
10-Dec-09 10,405.83 31-Dec-99 7010729.1
11-Dec-09 10,471.50 31-Dec-99 6452178.5
14-Dec-09 10,501.05 31-Dec-99 6500135.9
15-Dec-09 10,452.00 30-Dec-99 6505441.9
16-Dec-09 10,441.12 30-Dec-99 6557081.9
17-Dec-09 10,308.26 30-Dec-99 6508193.3
18-Dec-09 10,328.89 31-Dec-99 6588832.4
21-Dec-09 10,414.14 31-Dec-99 6947533
22-Dec-09 10,464.93 31-Dec-99 7025937.9
23-Dec-09 10,466.44 31-Dec-99 7107102.2
24-Dec-09 10,520.10 31-Dec-99 7085424.3
28-Dec-09 10,547.07 31-Dec-99 7028320.4
29-Dec-09 10,545.41 30-Dec-99 7048127.2
30-Dec-09 10,548.51 31-Dec-99 7070594.3
31-Dec-09 10,428.05 30-Dec-99 7050630.8
4-Jan-10 10,583.96 31-Dec-99 7062190.3
5-Jan-10 10,572.02 30-Dec-99 7148589.4
6-Jan-10 10,573.68 31-Dec-99
7-Jan-10 10,606.86 31-Dec-99
8-Jan-10 10,618.19 31-Dec-99
11-Jan-10 10,663.99 31-Dec-99
12-Jan-10 10,627.26 30-Dec-99
13-Jan-10 10,680.77 31-Dec-99
14-Jan-10 10,710.55 31-Dec-99
15-Jan-10 10,609.65 30-Dec-99
18-Jan-10
19-Jan-10 10,725.43 31-Dec-99
20-Jan-10 10,603.15 30-Dec-99
21-Jan-10 10,389.88 30-Dec-99
22-Jan-10 10,172.98 30-Dec-99
25-Jan-10 10,196.86 31-Dec-99
26-Jan-10 10,194.29 30-Dec-99
27-Jan-10 10,236.16 31-Dec-99
28-Jan-10 10,120.46 30-Dec-99
29-Jan-10 10,067.33 30-Dec-99
1-Feb-10 10,185.53 31-Dec-99
2-Feb-10 10,296.85 31-Dec-99
3-Feb-10 10,270.55 30-Dec-99
4-Feb-10 10,002.18 30-Dec-99
5-Feb-10 10,012.23 31-Dec-99
8-Feb-10 9,908.39 30-Dec-99
9-Feb-10 10,058.64 31-Dec-99
10-Feb-10 10,038.38 30-Dec-99
11-Feb-10 10,144.19 31-Dec-99
12-Feb-10 10,099.14 30-Dec-99
16-Feb-10 10,268.81 31-Dec-99
17-Feb-10 10,309.24 31-Dec-99
18-Feb-10 10,392.90 31-Dec-99
19-Feb-10 10,402.35 31-Dec-99
22-Feb-10 10,383.38 30-Dec-99
23-Feb-10 10,282.41 30-Dec-99
24-Feb-10 10,374.16 31-Dec-99
25-Feb-10 10,321.03 30-Dec-99
26-Feb-10 10,325.26 31-Dec-99
Action Date NIFTY Open NIFTY Close NIFTY Close
30-Oct-09 4711.7
3-Nov-09 4654.3 4559.35 4563.9
-119.9 SHORT 4-Nov-09 4585.3 4705.2 4710.8
80.95 LONG 5-Nov-09 4690 4770.95 4765.55
-24.8 LONG 6-Nov-09 4814.95 4790.15 4796.15
83.3 LONG 9-Nov-09 4819.85 4903.15 4898.4
-68.2 LONG 10-Nov-09 4942.9 4874.7 4881.7
122.6 LONG 11-Nov-09 4887.15 5009.75 5003.95
-44.9 LONG 12-Nov-09 4998 4953.1 4952.65
-54.75 SHORT 13-Nov-09 4947.9 5002.65 4998.95
21.45 LONG 16-Nov-09 5041 5062.45 5058.05
0 LONG 17-Nov-09 5063.4 5063.4 5062.25
12.35 LONG 18-Nov-09 5042.7 5055.05 5054.7
62.4 SHORT 19-Nov-09 5049 4986.6 4989
-105.05 SHORT 20-Nov-09 4961.2 5066.25 5052.45
-36.2 SHORT 23-Nov-09 5072.1 5108.3 5103.55
-11.75 LONG 24-Nov-09 5099 5087.25 5090.55
-24.55 SHORT 25-Nov-09 5083.7 5108.25 5108.15
-89.1 LONG 26-Nov-09 5094.4 5005.3 5005.55
27-Nov-09 4918 4946.3 4941.75
-26.85 SHORT 30-Nov-09 5003.05 5029.9 5032.7
85.95 LONG 1-Dec-09 5046.1 5132.05 5122
-28.7 LONG 2-Dec-09 5147.7 5119 5123.25
7.65 SHORT 3-Dec-09 5140.1 5132.45 5131.7
-25.85 SHORT 4-Dec-09 5090 5115.85 5108.9
-65.35 LONG 7-Dec-09 5135 5069.65 5066.7
100.85 LONG 8-Dec-09 5057.1 5157.95 5147.95
-4.8 SHORT 9-Dec-09 5117.7 5122.5 5112
24.2 LONG 10-Dec-09 5107 5131.2 5134.65
-54.4 LONG 11-Dec-09 5166 5111.6 5117.3
2.4 LONG 14-Dec-09 5105 5107.4 5105.7
-80 LONG 15-Dec-09 5111.25 5031.25 5033.05
-21.3 SHORT 16-Dec-09 5019.4 5040.7 5042.05
-1.45 SHORT 17-Dec-09 5035 5036.45 5041.75
31.2 SHORT 18-Dec-09 5018 4986.8 4987.7
-41.45 LONG 21-Dec-09 4990 4948.55 4952.6
22.4 LONG 22-Dec-09 4967.1 4989.5 4985.85
163.85 LONG 23-Dec-09 4993 5156.85 5144.6
25.45 LONG 24-Dec-09 5159.95 5185.4 5178.4
0 LONG 28-Dec-09
3.1 LONG 29-Dec-09 5191.05 5194.15 5187.95
16.45 SHORT 30-Dec-09 5185 5168.55 5169.45
9.2 LONG 31-Dec-09 5193.1 5202.3 5201.05
-14.8 SHORT 4-Jan-10 5225 5239.8 5232.2
1.2 LONG 5-Jan-10 5280 5281.2 5277.9
14.55 SHORT 6-Jan-10 5303.25 5288.7 5281.8
-26.65 LONG 7-Jan-10 5293 5266.35 5263.1
-21.05 LONG 8-Jan-10 5270.5 5249.45 5244.75
-18.9 LONG 11-Jan-10 5275 5256.1 5249.4
-51.1 LONG 12-Jan-10 5260 5208.9 5210.4
-59.65 SHORT 13-Jan-10 5183.35 5243 5233.95
1.3 LONG 14-Jan-10 5260 5261.3 5259.9
-13.6 LONG 15-Jan-10 5268 5254.4 5252.2
-32.15 SHORT 18-Jan-10 5239 5271.15 5274.85
19-Jan-10 5260.5 5220.7 5225.65
-19.15 LONG 20-Jan-10 5233.9 5214.75 5221.7
108.1 SHORT 21-Jan-10 5192.65 5084.55 5094.15
-29.65 SHORT 22-Jan-10 4990 5019.65 5036
-6.05 SHORT 25-Jan-10 4996 5002.05 5007.9
-85.55 LONG 27-Jan-10 4933.7 4848.15 4853.1
34.9 SHORT 28-Jan-10 4902.1 4867.2 4867.25
49.5 LONG 29-Jan-10 4826.15 4875.65 4882.05
-52.15 SHORT 1-Feb-10 4847.3 4899.45 4899.7
115.5 SHORT 2-Feb-10 4937.25 4821.75 4830.1
81.3 LONG 3-Feb-10 4844.5 4925.8 4931.85
-71.1 LONG 4-Feb-10 4904.7 4833.6 4845.35
22.85 SHORT 5-Feb-10 4731.1 4708.25 4718.65
-24.35 SHORT 6-Feb-10 4725 4749.35 4757.25
41.2 LONG 8-Feb-10 4723.7 4764.9 4760.4
-39.35 SHORT 9-Feb-10 4754 4793.35 4792.65
-63.5 LONG 10-Feb-10 4814.65 4751.15 4757.2
-43.2 SHORT 11-Feb-10 4785.65 4828.85 4826.85
-42.2 LONG 15-Feb-10 4837.9 4795.7 4801.95
-57.3 SHORT 16-Feb-10 4807.9 4865.2 4855.75
-1.15 LONG 17-Feb-10 4907.9 4906.75 4914
-16.7 LONG 18-Feb-10 4903.5 4886.8 4887.75
5.6 LONG 19-Feb-10 4840.35 4845.95 4844.9
-48.7 LONG 22-Feb-10 4905.3 4856.6 4856.4
0 SHORT 23-Feb-10 4870.05
0 SHORT 24-Feb-10 4858.6
0 LONG 25-Feb-10 4859.75
0 SHORT 26-Feb-10 4922.3
0 LONG
-415.6
SCRIPS No. of Shares 3-Nov-09 4-Nov-09 5-Nov-09 6-Nov-09 9-Nov-09
ABB 55 731.6 725.05 751.5 743.85 752.1
ACC 55 699.25 729 719.65 717.85 719.65
AMBUJACEM 445 84.85 89.1 85.75 83.8 82.45
AXISBANK 126 894 924.1 916.1 937.9 998
BHARTIARTL 676 300.4 305.6 319.3 320.05 307.55
BHEL 86 2154.1 2157.3 2217.2 2219.9 2243.8
BPCL 71 504.5 504.65 505 510.25 518.25
CAIRN 234 257.2 264.55 270.65 272.15 279.35
CIPLA 265 288.15 292.3 293.45 291.65 294.4
DLF 198 335.65 365 372.4 380 390.05
GAIL 245 340.45 344.1 367.7 370.55 374.65
GRASIM 38 2178.75 2170.3 2183.3 2169.1 2235.1
HCLTECH 117 282.3 287.8 301.55 305.25 312.05
HDFC 138 2601.35 2650.35 2650 2701.35 2772.6
HDFCBANK 188 1600.5 1623.95 1623.35 1640 1707.45
HEROHONDA 49 1511.35 1521.2 1567.8 1529.4 1554.3
HINDALCO 591 109 119.15 125.25 125.7 129.45
HINDUNILVR 572 273.1 277.95 279.7 272.6 271.4
ICICIBANK 608 786.3 827.75 844.65 848.55 888.5
IDEA 857 50.65 51 53.5 50.5 50.6
IDFC 507 146.3 149.95 152.35 157.7 161.85
INFOSYSTCH 262 2143.05 2237.15 2221.65 2218.6 2232.1
ITC 1405 248.55 254.6 252.15 248.85 259.05
JINDALSTEL 210 617.6 646.2 658.7 656.8 674.15
JPASSOCIAT 382 194.3 212.55 217.8 228.25 229.5
LT 321 1526 1546.65 1542.3 1579.55 1601.45
M&M 108 894.3 929.5 961.1 972.7 1003.65
MARUTI 72 1427.8 1462.3 1485.7 1471.25 1484.25
NTPC 474 205.45 211.15 210.3 210.55 211.1
ONGC 185 1118.6 1133.4 1152.85 1158.35 1166.8
PNB 73 838.75 855.45 867.55 888.7 908.25
POWERGRID 314 102.4 104.45 106.55 106.7 107.35
RANBAXY 83 377.9 398.7 399.35 414.4 415.85
RCOM 367 165.8 169.7 178.2 178.15 174.35
RELCAPITAL 63 692.65 723.55 793.1 783.9 809.4
RELIANCE 389 1818.55 1920.7 1941.15 1957.5 2024.4
RELINFRA 77 991.45 1030.9 1088.8 1093.1 1117.05
RPOWER 201 135.95 138.15 144.25 143.95 145.1
SAIL 321 156.95 160.2 163.6 165.75 173.8
SBIN 141 2103 2171.3 2139.25 2205 2318.2
SIEMENS 83 498.4 510.15 517.35 523.8 530.9
STER 176 723.15 771.85 787.95 804.2 800.55
SUNPHARMA 41 1389.7 1374.85 1384.75 1402.9 1408.3
SUZLON 336 58.25 55.15 62.5 66.3 66.35
TATAMOTORS 138 552.35 570.2 575.3 569.95 580.7
TATAPOWER 89 1309.65 1307.2 1323.75 1271.05 1319.5
TATASTEEL 333 445.3 469 485.75 499.8 509.2
TCS 267 606.05 625.7 624.5 622.15 622.75
UNITECH 731 74.7 82.35 85.2 87.15 88.5
WIPRO 166 581.4 597.65 599.9 598.45 603.1
TOTAL PORTFOLIO VALUE 7000277.45 7225576.65 7309431.95 7356446.55 7513357.9
RIL
3-Nov-09 1818.55 389 707415.95 1818.55
4-Nov-09 1920.7 389 747152.3 1920.7
5-Nov-09 1941.15 389 755107.35 1941.15
6-Nov-09 1957.5 389 761467.5 1957.5
9-Nov-09 2024.4 389 787491.6 2024.4
10-Nov-09 2054.5 389 799200.5 2054.5
11-Nov-09 2114 389 822346 2114
12-Nov-09 2101.25 389 817386.25 2101.25
13-Nov-09 2119.5 389 824485.5 2119.5
16-Nov-09 2153.6 389 837750.4 2153.6
17-Nov-09 2132.35 389 829484.15 2132.35
18-Nov-09 2100.05 389 816919.45 2100.05
19-Nov-09 2083.8 389 810598.2 2083.8
20-Nov-09 2123.3 389 825963.7 2123.3
23-Nov-09 2194.95 389 853835.55 2194.95
24-Nov-09 2177.2 389 846930.8 2177.2
25-Nov-09 2194.7 389 853738.3 2194.7
26-Nov-09 1063.75 778 827597.5 1063.75
27-Nov-09 1045.95 778 813749.1 1045.95
30-Nov-09 1063.5 778 827403 1063.5
1-Dec-09 1098 778 854244 1098
2-Dec-09 1100.45 778 856150.1 1100.45
3-Dec-09 1099.65 778 855527.7 1099.65
4-Dec-09 1088.4 778 846775.2 1088.4
7-Dec-09 1055 778 820790 1055
8-Dec-09 1080.35 778 840512.3 1080.35
9-Dec-09 1071.85 778 833899.3 1071.85
10-Dec-09 1071.8 778 833860.4 1071.8
11-Dec-09 1071.25 778 833432.5 1071.25
14-Dec-09 1067.95 778 830865.1 1067.95
15-Dec-09 1051.6 778 818144.8 1051.6
16-Dec-09 1047.15 778 814682.7 1047.15
17-Dec-09 1034.95 778 805191.1 1034.95
18-Dec-09 1007.65 778 783951.7 1007.65
21-Dec-09 1016.95 778 791187.1 1016.95
22-Dec-09 1019.2 778 792937.6 1019.2
23-Dec-09 1066.2 778 829503.6 1066.2
24-Dec-09 1076.3 778 837361.4 1076.3
29-Dec-09 1080.25 778 840434.5 1080.25
30-Dec-09 1076.05 778 837166.9 1076.05
31-Dec-09 1090.55 778 848447.9 1090.55
4-Jan-10 1075.5 778 836739 1075.5
5-Jan-10 1070.7 778 833004.6 1070.7
6-Jan-10 1088 778 846464 1088
7-Jan-10 1106.05 778 860506.9 1106.05
8-Jan-10 1103.15 778 858250.7 1103.15
11-Jan-10 1081.5 778 841407 1081.5
12-Jan-10 1084.35 778 843624.3 1084.35
13-Jan-10 1088.6 778 846930.8 1088.6
14-Jan-10 1121.7 778 872682.6 1121.7
15-Jan-10 1110.75 778 864163.5 1110.75
18-Jan-10 1099.5 778 855411 1099.5
19-Jan-10 1085 778 844130 1085
20-Jan-10 1077.5 778 838295 1077.5
21-Jan-10 1054.05 778 820050.9 1054.05
22-Jan-10 1053.85 778 819895.3 1053.85
25-Jan-10 1042.05 778 810714.9 1042.05
27-Jan-10 1027.55 778 799433.9 1027.55
28-Jan-10 1037.15 778 806902.7 1037.15
29-Jan-10 1046.2 778 813943.6 1046.2
1-Feb-10 1045.4 778 813321.2 1045.4
2-Feb-10 1027.3 778 799239.4 1027.3
3-Feb-10 1033.95 778 804413.1 1033.95
4-Feb-10 1019.15 778 792898.7 1019.15
5-Feb-10 981.7 778 763762.6 981.7
6-Feb-10 993.75 778 773137.5 993.75
8-Feb-10 994.35 778 773604.3 994.35
9-Feb-10 993.25 778 772748.5 993.25
10-Feb-10 985.1 778 766407.8 985.1
11-Feb-10 1,015.15 778 789786.7 1,015.15
15-Feb-10 1010 778 785780 1010
16-Feb-10 1017.75 778 791809.5 1017.75
17-Feb-10 1032.55 778 803323.9 1032.55
18-Feb-10 997.8 778 776288.4 997.8
19-Feb-10 983.2 778 764929.6 983.2
22-Feb-10 977.95 778 760845.1 977.95
23-Feb-10 975.35 778 758822.3 975.35
24-Feb-10 978.8 778 761506.4 978.8
25-Feb-10 963.1 778 749291.8 963.1
26-Feb-10 978.95 778 761623.1 978.95
10-Nov-09 11-Nov-09 12-Nov-09 13-Nov-09 16-Nov-09 17-Nov-09 18-Nov-09 19-Nov-09
741.75 764.7 768.55 763.15 774.45 761.4 772.6 761.25
718.65 732.5 737.3 738.85 745 730 729.25 733.35
84.35 85 85.35 85.85 87 87.15 87.15 85.75
996.4 1005.2 980.1 996.1 1001.25 1002.2 999.15 986.55
293.4 299.95 298.95 302.1 302.75 296.9 296 293.4
2216.85 2247.4 2267.05 2270.65 2273.4 2275.85 2274.6 2262.55
527.3 518.15 513.95 522.35 523.1 519.85 514.95 507.9
282.4 282.4 278 276.55 280.3 281.65 285.9 282.55
300.55 304.75 304.6 304.05 304.05 304.35 309.1 304.1
377.6 383.75 369.6 368.15 385.5 377 380.45 366.25
369.6 383.4 377.9 377.35 385.45 388 387.4 387.2
2218.25 2257.75 2267.05 2289.55 2336.8 2316.2 2292.35 2274.75
305.4 322.75 333.35 336.7 332.65 337 339.75 328.15
2756.3 2810.4 2738.55 2757 2761.35 2749.1 2735.1 2744.75
1703.45 1735.85 1716.55 1722.25 1723.6 1749.65 1749.6 1719.55
1496.85 1513.7 1520.9 1578.9 1647.1 1686.4 1666.4 1640.55
126.5 131.85 129.05 130.85 134.4 135.15 134.65 130.1
263.85 265.75 264.4 269.8 274.3 276.6 276.75 275.5
896.55 924.5 892.6 908.95 919.3 920.55 905.5 886.45
49.6 49.4 50.8 50.4 51.65 50.65 51.15 50.35
162.65 169.3 166.55 171.25 172.75 170.65 178 171.95
2217.95 2306.75 2326.4 2359.7 2351.95 2398.3 2433.3 2409.95
257.45 256.85 252.95 254.5 255.6 254.65 258.75 256.65
675 699.4 680.25 697 708.85 707.3 729.15 708.7
227.2 241.2 237.05 231.85 234.8 235.4 237.5 226.55
1597.45 1639.05 1640.4 1644.4 1652.95 1656.3 1627.85 1614.75
1002.7 1032.9 1037.35 1029.7 1048.9 1034.65 1028.65 1013.9
1445.55 1451.45 1423.1 1478.35 1558.35 1556.35 1559.25 1550.55
211.75 215.15 214.75 214.95 214.7 215.15 215 213.55
1133.7 1150.45 1148 1184.1 1199.6 1173.1 1179.85 1163.65
904.25 930.25 909.3 908.15 924.3 923.4 913.15 898.95
105.2 108.55 106.35 104.75 104.95 104.9 104.45 104.6
405.6 416.8 412.1 412.3 412.6 415.05 422.35 417.3
168.75 170.9 174.55 173.6 179.25 176.15 176.95 172.5
807 833.55 807.1 824.3 838.15 893.85 907.75 891.7
2054.5 2114 2101.25 2119.5 2153.6 2132.35 2100.05 2083.8
1100.85 1162.55 1141.7 1154.8 1166.1 1188.9 1145.8 1103.95
143.7 146.25 143.75 143.65 151.3 150.9 151.6 150.55
175.75 179 176.25 182.3 183.6 187.5 187.75 185.35
2368.9 2378.25 2293.65 2299.9 2345.5 2350.75 2327.8 2281.35
528.15 549.15 549.85 558.75 570.6 569.45 575.95 555.8
805.45 857.65 834.6 837.25 866.95 873 863.85 844.15
1403.35 1436.85 1441.4 1453.6 1482.7 1460.75 1435.25 1416.1
65.05 67.7 69.4 66.7 72.15 72.8 73.35 75.2
593.6 621.6 619.15 619.95 634.85 626.55 646.45 637.1
1324.8 1328.5 1326.5 1329.95 1331.4 1319.15 1323.15 1318.85
504.65 526.55 512.05 520.75 536.55 538.8 547.4 537.15
626.65 645.25 655.35 670.15 665.75 690.45 686.9 679.9
86.25 88.85 84.35 83.85 86.25 85.3 86.25 81.65
593.7 616.65 624.5 632.9 637.7 642.5 644.6 646.15
7487778.25 7672786.75 7593739.4 7665546.85 7754255.8 7762526.8 7753775.75 7652407
707415.95 0
747152.3 0
755107.35 0
761467.5 0
787491.6 0
799200.5 0
822346 0
817386.25 0
824485.5 0
837750.4 0
829484.15 0
816919.45 0
810598.2 0
825963.7 0
853835.55 0
846930.8 0
853738.3 0
413798.75 413798.75
406874.55 406874.55
413701.5 413701.5
427122 427122
428075.05 428075.05
427763.85 427763.85
423387.6 423387.6
410395 410395
420256.15 420256.15
416949.65 416949.65
416930.2 416930.2
416716.25 416716.25
415432.55 415432.55
409072.4 409072.4
407341.35 407341.35
402595.55 402595.55
391975.85 391975.85
395593.55 395593.55
396468.8 396468.8
414751.8 414751.8
418680.7 418680.7
420217.25 420217.25
418583.45 418583.45
424223.95 424223.95
418369.5 418369.5
416502.3 416502.3
423232 423232
430253.45 430253.45
429125.35 429125.35
420703.5 420703.5
421812.15 421812.15
423465.4 423465.4
436341.3 436341.3
432081.75 432081.75
427705.5 427705.5
422065 422065
419147.5 419147.5
410025.45 410025.45
409947.65 409947.65
405357.45 405357.45
399716.95 399716.95
403451.35 403451.35
406971.8 406971.8
406660.6 406660.6
399619.7 399619.7
402206.55 402206.55
396449.35 396449.35
381881.3 381881.3
386568.75 386568.75
386802.15 386802.15
386374.25 386374.25
383203.9 383203.9
394893.35 394893.35
392890 392890
395904.75 395904.75
401661.95 401661.95
388144.2 388144.2
382464.8 382464.8
380422.55 380422.55
379411.15 379411.15
380753.2 380753.2
374645.9 374645.9
380811.55 380811.55
20-Nov-09 23-Nov-09 24-Nov-09 25-Nov-09 26-Nov-09 27-Nov-09 30-Nov-09 1-Dec-09
767.95 768.05 760.75 753.1 750.4 737.25 741.05 743.7
766.1 788.75 783.75 794.05 800.1 791.4 797.65 809.4
87 88.45 90.2 91.95 92 89.4 92.35 94.25
992.05 999.4 1000.1 1016.65 997.35 971.2 999.4 1036.85
288.75 275.25 282.5 281.75 280.45 283.65 299.55 304.55
2261.4 2254.25 2236.1 2255.1 2246.95 2228 2243.75 2230.25
520.8 527.15 540 576.85 571.3 581.65 590.1 605.6
282.65 285.45 283.15 278.5 275.05 268.35 278.35 285.65
308.75 322.5 327.85 326.1 317.8 320.4 320 328.8
375.05 372.1 373.25 360.9 354.3 350.6 351.6 370.65
390.3 406.9 402.85 418.8 409.2 412.9 418.65 411.4
2320.5 2367.5 2351.85 2366.15 2360.5 2371.15 2380.85 2398
326.1 343.6 339.7 342.6 336.7 330.95 337.1 340.6
2811.95 2839.05 2815.65 2807 2756.9 2705.7 2766.75 2804.45
1754 1765.45 1776.9 1802.7 1761.2 1750.35 1766.25 1789.7
1651.8 1653.5 1689.6 1724.45 1740.5 1747.75 1725.4 1730.6
134.6 133.2 134.55 135 133.1 132.85 138.1 142.1
276.6 280.85 279.9 284.25 286.7 284.3 285.2 278.65
897 917.25 909.35 901.85 865.5 850.9 867.85 887.2
51.05 49.35 49.25 49 49.2 48.95 50.95 52
172.85 172.75 168.25 170.3 166.45 159.7 165.9 168.1
2426.7 2406.95 2434.7 2438.55 2393.45 2327.85 2379.35 2395.75
259.9 268.8 263.8 268.9 261.3 256.3 257.1 258.05
723.6 721.05 703.9 692.8 673.95 675.85 688.25 706.8
232.9 229.35 228.65 226.05 221.15 214.6 226.3 229.25
1633.75 1635.5 1649.3 1650.8 1631.1 1589.45 1614.6 1629.2
1040.2 1043.5 1070.3 1059.8 1025.65 1019.1 1029.35 1080.15
1542.8 1560.25 1599.65 1621.95 1579.4 1567.2 1557.35 1587.2
215.1 215.85 215.7 215.2 210.85 208.1 209.8 210.45
1168.75 1186.45 1173.3 1180 1174.15 1165.15 1199.75 1197.8
914.45 921.25 916.3 934.25 915.3 909.5 903.3 920.7
106.8 106.2 103.85 104.7 103.1 102.15 99.8 102.5
422.65 421.85 421.05 422.9 429.75 444.35 455.85 469.4
173.85 172.25 173.6 171.05 168.1 166.6 171.85 176.9
866.3 877.4 868.65 852.2 827.85 832.05 832.55 857
2123.3 2194.95 2177.2 2194.7 1063.75 1045.95 1063.5 1098
1098.45 1090.6 1070.65 1059.7 1033.7 1041.2 1047.45 1080.6
148.2 148.35 146.95 146.45 143 141.1 142.8 146.65
191.2 194.5 194.6 193.35 192.1 191.25 197.15 204.9
2334.95 2320 2305.55 2322.1 2254.65 2242.9 2239.55 2291.6
562.05 569.45 563.15 563.2 546.9 520.4 527 536.7
858.1 871.7 855.65 857.4 847.05 830.75 857.4 884.65
1436.8 1469.95 1459.85 1451.6 1464.75 1459.8 1451.8 1539.9
73 72.65 71.6 70.15 69.65 74.05 78.8 81.15
641.9 647.45 650.05 644.35 633.35 629.25 663.15 703
1321.1 1338.9 1335.25 1336.8 1329.95 1321 1354.6 1359.65
552.95 573.05 558.7 563.1 543.7 544.85 579.2 581.65
693.15 694.1 699.05 702.8 687.9 670.45 688.4 685.75
81.25 80.65 79.8 78.45 77.2 79.3 79.3 88.8
649.05 644.9 647.15 645.5 629.3 622.6 629.05 638.15
7748386.55 7822182.6 7803765.1 7830099.25 7260800.2 7170956.2 7302744.7 7422429.4
2-Dec-09 3-Dec-09 4-Dec-09 7-Dec-09 8-Dec-09 9-Dec-09 10-Dec-09 11-Dec-09 14-Dec-09
736.95 734.5 735.35 734.95 748.4 739.6 738.05 750.9 753.9
800.3 815.8 812.45 802.6 810.4 817.35 812.4 816.75 858.35
94.15 94.45 94.9 94.95 97.85 97.75 98.6 98 99.3
1047.45 1049.6 1027.05 1009.05 1039.7 1015.85 1021.35 1003.75 994.65
304.75 306.8 310.1 316.4 328.55 331.2 342.4 331.55 319.55
2199.8 2207.85 2208.8 2213 2217.65 2228.9 2292.7 2371.3 2409.55
594.55 603.3 617.65 623.55 638.05 635.05 634 622.35 620.6
287.35 285.95 280.15 272 276.1 273.45 276.1 271.95 270.7
330.8 346.05 358.95 351.8 348.1 350.05 342.95 340.4 342.2
385.5 383.95 380.25 369.55 382.55 382.8 386.6 383.05 382.5
422.55 429.75 413.25 417.4 418.7 410.4 418.5 416.3 419.65
2390.7 2433 2416.95 2409.05 2437.95 2423.85 2386.2 2400.95 2457.55
329.45 335.25 339.9 345.95 349.05 355.45 350.15 347.5 342.65
2750.4 2731.35 2721.2 2762.3 2799.6 2725.3 2721.75 2695.25 2679.8
1807.1 1806.95 1789.55 1797.35 1833.25 1804.35 1785.1 1785.15 1757.3
1705.65 1693.7 1665.9 1676.9 1671 1700.1 1676.4 1670.1 1684.4
142.75 146.05 147.25 142.7 146.1 141.75 143 141.9 140.15
274.8 270.65 271.95 271.75 277 276.7 273.05 272.95 267.55
893.55 884.25 871.45 860.7 872.45 855.3 875.95 864.5 850.7
53.4 53.9 54.75 54.4 55.6 57.8 60.35 59.75 58.3
173.7 169.3 168.15 165.45 168.8 165 166.8 164.35 161.7
2395.4 2376.95 2383.6 2390.6 2446.5 2456.55 2452.95 2460.75 2498.75
257 255.45 256.7 254.8 258.6 256.55 254.2 252.75 250.7
710.7 709.15 724.2 705.9 725.9 724.9 729.4 744.85 723.55
230.85 228.25 228.85 225.7 230.75 228.35 232.05 229.55 228.3
1626.6 1624.45 1622.9 1637.25 1656.4 1656.8 1687.65 1690.65 1699.95
1070.35 1067.75 1046.7 1027.1 1033.6 1030.45 1043.2 1029.45 1039.9
1612.95 1643 1591.95 1577.5 1568.45 1611.1 1589.95 1591.75 1609.45
209.05 209.2 209.85 206.9 209.8 207.35 208 209.1 208
1184.95 1199.95 1179.1 1179.05 1179.75 1179.95 1195.45 1189.6 1203.1
918.15 918.85 921.3 918.25 938.95 933.1 930.6 917.45 914.4
103.05 103.1 103.75 103.5 104.7 104 105.5 105.15 104.95
484.65 511.55 506.2 507.25 505.55 507.35 502.2 497.75 516.8
174.95 179.4 179.2 176 179.95 181.9 185.6 183.6 181.3
845.7 859.5 854.15 841.4 853.55 847.6 855.5 848.15 845.6
1100.45 1099.65 1088.4 1055 1080.35 1071.85 1071.8 1071.25 1067.95
1060.6 1056.6 1065.65 1051.05 1074.1 1054.45 1062.5 1067.4 1057.7
147.4 154.9 150.1 145.2 146.7 150.1 148.9 147.85 146.55
210.05 209.75 212 204.85 208.85 202.7 206 210.95 213
2308.95 2354.55 2328.05 2321.75 2307.3 2293.9 2296.95 2266.45 2246.9
527.95 548.15 539.55 538.3 553.3 549.45 545.35 546.05 560
879.45 888.7 889.2 850.7 863.35 833.85 841.9 841.85 838.8
1497.2 1494.75 1482.7 1451.9 1464.8 1479.95 1452.75 1442.25 1455.35
82.45 80.55 79.3 83.05 85 84.15 85.05 83.15 82.55
733 706.8 709.55 704 723.5 719.5 713.25 711.9 710.55
1352.3 1357.3 1360.25 1361.95 1379 1363.65 1362.3 1360.7 1347.4
574.8 583.6 575.95 555.85 568.2 544.9 548.95 546.55 544.5
684.3 690.05 695.2 699.4 698.3 706.7 705.65 706.1 705.1
88.9 90.05 88.2 86.85 91.05 89.5 88.35 86.65 86.45
633 640.7 637.9 637.85 647.55 654.65 648.4 644.4 658.55
7422622.1 7436489.2 7406919.2 7360940.3 7474052 7423740.3 7458978.6 7432031.05 7415911.85
15-Dec-09 16-Dec-09 17-Dec-09 18-Dec-09 21-Dec-09 22-Dec-09 23-Dec-09 24-Dec-09
752.25 758.45 758.85 762.7 756.25 757.05 770.85 769.7
850.95 860.8 866.25 861.65 856.8 837.4 855.8 860.95
97.25 98.05 99 98.3 96.85 96 99.15 99.5
959.7 937.25 941.75 934.3 954.3 970.2 982.4 987.35
316.85 325.5 324.3 317.85 310.1 321.95 326.25 321.15
2354.05 2338.25 2332.1 2318.7 2295.15 2288.15 2365.05 2369.4
615.45 609.5 598.8 595.4 593.7 608.1 610.7 613.5
268.85 267.1 271.05 270.05 271.9 271.85 279.1 281.1
346.75 342.25 354.6 356.55 343.95 346.3 348.65 345.7
381.45 379.45 365.75 357.4 350.85 355.6 365.85 370.6
400.05 409.4 412.35 401.5 399.6 406.45 415.3 419.55
2411.3 2432.95 2430.6 2402 2398.85 2375.7 2416.7 2417.95
338.9 344.25 358.1 365.3 356.2 359.6 371.3 374.9
2617.35 2609.35 2606.5 2575.35 2564.25 2562.8 2645.05 2659.15
1700.8 1693.35 1671.5 1664.1 1652.75 1646.55 1690.35 1710.65
1660.2 1654.3 1664.65 1672.9 1670.1 1698.75 1704.4 1735.4
141.6 143.05 145.15 142.85 137.15 142.45 153.4 158.15
266.35 263.8 268.8 263.35 262.1 261.3 264.3 265.65
825.65 822.6 825.8 809.35 810.9 825.7 862.6 864.9
56.55 58.95 58.25 56.95 57.05 58.35 59.95 58.3
152.35 152.95 153.25 153.2 147.95 151.6 155.9 156.8
2506.05 2544.9 2559 2525.95 2510.1 2502.4 2583.75 2591.8
251.45 249.4 249.25 247 244.8 246.25 253.6 255.85
713.35 714.25 714.35 707.65 696.85 713.5 726.95 726.2
222.35 217.5 149.55 147.4 143.6 141.95 147 144.3
1681.9 1683.05 1659.9 1650.05 1610.05 1616.9 1672 1682.15
1016.55 1046.65 1057.25 1054.65 1017.7 1009.75 1042.15 1064.95
1578.85 1569.95 1554.45 1548.8 1521.25 1531.25 1558.35 1565.95
208.35 207.95 207.7 207.3 208.5 214.8 229.8 229.95
1193.85 1189 1200.65 1185.25 1177.95 1161.05 1178.95 1197.45
892.15 890.5 895.7 887.7 885.1 889.2 904.75 909.15
104.95 104.55 104.65 104.55 104.55 106.5 109.55 108.8
515.9 526.75 524.95 530.35 526.2 522.95 528.85 520
174.3 175 173.75 172 168.9 171.55 174.9 174.7
830 830.85 823.75 818.7 804.45 820.3 849.25 851.4
1051.6 1047.15 1034.95 1007.65 1016.95 1019.2 1066.2 1076.3
1041.55 1039.95 1033.45 1029 1026.9 1035.7 1069.75 1102.65
144.6 144.4 143.9 143.8 142.75 144 147.05 147
213.55 211.35 213.2 213.1 211.8 225.45 236.8 237.2
2180.5 2152.6 2166.2 2145.35 2145.75 2165.95 2210 2219.05
555.8 566.6 559.85 553.55 551.3 550.25 571.2 579.45
835.5 836.7 837.3 818 800.25 806.3 847.7 860.45
1453.8 1473.2 1488.95 1504.75 1498.35 1502.95 1544.1 1567
79.5 80.85 82.9 82.25 80.9 84.25 88.3 88.2
688.7 709.55 712.2 733.95 727.15 725.75 746.45 779.8
1324.9 1324.3 1317.85 1318.5 1316.8 1321.35 1339.4 1353.7
546.5 557.65 564.2 563.25 555.9 577.2 604.05 615.6
700.95 713.15 722.75 727.5 734.05 724.05 746.55 749.3
85.45 84.35 82.55 80.2 78.15 79.55 81.9 82
659.1 671.05 671.6 674.7 677.35 678.7 693.5 694.4
7310912.55 7327529.3 7304977.85 7236054.8 7177431.35 7228515.2 7449030.2 7496217.5
29-Dec-09 30-Dec-09 31-Dec-09 4-Jan-10 5-Jan-10 6-Jan-10 7-Jan-10 8-Jan-10 11-Jan-10
762.5 756.3 767.1 765.4 763.45 763.7 782.3 796 820.65
859.6 871.4 872.45 913.6 901.75 907.6 913.35 912.15 915.15
101.2 101.9 104.25 106.1 105.3 105.95 105.8 105.9 106.1
984.75 981.4 989.2 992.1 1012.8 995.8 1002.85 1015.95 1049.4
325.95 325.7 329.75 325.2 330.35 326.85 329.4 325.05 328.95
2374.85 2363.95 2403.3 2426.1 2435.4 2426.25 2409.5 2424.1 2396.95
615.15 619.7 635.55 650.75 640.95 631.3 619.05 629.55 627.9
282.4 278.35 282.15 285.5 295.85 299.45 307.85 306.15 300.15
335.7 339.35 335.05 337.55 331.5 344.9 342.05 341.1 342.3
364.45 365.75 361.2 364.6 369.45 378.55 374.5 389.9 399.45
418.05 411.2 413.3 415.05 418.7 415.9 426.35 428.75 432.4
2425.25 2455.05 2475.05 2544.1 2628.15 2736.95 2674.5 2757.3 2812.6
372.6 371.65 371.3 371.1 379.45 368 360.15 351.75 355.25
2689.8 2677.2 2675.8 2674.35 2683.45 2696.35 2646.15 2600.05 2600.1
1696.95 1692.5 1702.25 1705.7 1707.2 1708.35 1712.8 1715.05 1708.15
1743.8 1705.75 1717.7 1712.95 1717.4 1695.4 1653.2 1645.2 1676.4
162 159.9 160.85 163.5 175.2 171.05 175.15 173.3 171.7
265 266.1 264.8 264.7 263.85 265.35 264.8 265.95 266.1
880.2 879.8 877 879.7 888.05 894.85 886.4 873.95 869.4
58.5 58.95 58.05 58.2 60.25 61.3 61.05 60.55 62.05
156 154.65 154.3 155.5 162.2 165.55 165.1 163.7 163
2577.15 2580 2601.1 2612.6 2621.35 2583.1 2525.05 2464.2 2489.65
256.2 250.7 250.8 253.65 256.15 256.75 255.95 256.5 256.6
727.95 711.9 703.3 712.3 727.45 724.4 720.8 711.6 713.75
143.75 142.2 146.85 153.75 163.2 160.35 158.7 162 165.3
1683.5 1663.5 1677.6 1691.4 1694.4 1675.65 1667.6 1678.15 1677.3
1059.65 1064.4 1080.85 1129.85 1150.65 1178.25 1155.8 1155.9 1159.2
1567.15 1570.4 1560.1 1551.45 1515.85 1461.65 1453.3 1433.15 1454.75
232.85 232.95 235.65 231.85 229.3 228.2 228.25 231.1 232.95
1181.55 1174.4 1178 1187.45 1208.25 1223.5 1224.8 1215.7 1216.5
914.35 915.65 906.2 925.5 939.8 935.35 922.5 923.85 949.8
109.7 108.85 110.15 112.4 112.75 113.55 114.55 114.85 114.9
519.75 518.9 517.95 517 513.4 525.9 509.35 517.7 521.7
175.25 174.25 172.35 175.2 181.35 181.8 183.9 180.85 182.1
852.35 853.9 857.65 888.7 887.55 896.9 885.65 904.7 905.9
1080.25 1076.05 1090.55 1075.5 1070.7 1088 1106.05 1103.15 1081.5
1131.75 1150.35 1146.75 1171.35 1192.3 1163.75 1165.8 1164.05 1161.6
154.05 155.7 155.1 156.05 160.45 158.95 159.55 160.05 161.85
238.35 238.1 241.7 247.6 254.55 248.35 241.6 238.85 242.1
2220.1 2224.3 2269 2291.2 2292.05 2305.8 2292.9 2286.05 2267.2
578.75 579.45 582.35 584.9 587.7 593.75 615.65 631 643.9
860.25 860.25 863.55 874.85 917.45 913.2 916.3 906.35 904.7
1533.75 1515.3 1508.8 1507.35 1552.65 1572.8 1548.85 1574.95 1574.7
90.75 89.7 90.35 89.85 92.45 93.3 91.95 92.7 94.75
786.05 786.1 791.55 826.45 812.05 813.3 785.5 789.8 790.15
1352.5 1359.25 1381.45 1389.4 1409.65 1475.05 1481.15 1480.35 1480
622.05 614.8 617.7 633.75 649.1 642.05 649.8 648.45 648.5
741.4 742.75 750.25 751.65 751.85 734.85 714.4 699.8 714.2
81.95 82.7 82.3 82.8 84.1 84.85 84.15 86.6 90.45
681.1 681.35 680 693.8 704.75 690.5 678.25 668.05 661.4
7508877.65 7482648.7 7523029 7578358 7648807 7646315.3 7606459.6 7578425.1 7597332
12-Jan-10 13-Jan-10 14-Jan-10 15-Jan-10 18-Jan-10 19-Jan-10 20-Jan-10 21-Jan-10
799.25 819.3 853.95 856.3 859.15 840.1 859.7 838.05
898.05 946.25 955.1 980.8 981.95 952.3 952 942
103.4 108.2 107.4 113.25 111 108.15 109.6 109.2
1049.3 1040.3 1066.1 1077.8 1107.65 1105.75 1083.75 1061.25
322.25 318.4 318.05 317.4 320.7 320.55 331.5 322.4
2355.65 2329.1 2377.15 2370.6 2381.3 2397.15 2397.6 2292.15
627.55 629.8 625.8 617.35 618.4 605.6 577.5 573.25
297.4 293.15 293.65 297.45 292.95 291 289.35 279.6
339.65 341.85 340.8 350.2 348.05 342.45 342.55 337.5
383.95 387.85 383.3 386.3 387.3 379.7 373.7 363.55
427.6 425.5 429.95 425.5 438.5 426.05 421.4 411.25
2796.5 2831.55 2842.2 2847.4 2787.45 2720.4 2694.25 2660.85
367.85 377.95 370.1 369.4 376.55 376.8 381 370.5
2559.65 2543.9 2524.95 2521.5 2,557.45 2,510.50 2,527.25 2,437.00
1695.2 1689.3 1683.8 1694.15 1766.65 1779.2 1756.1 1711.65
1644.75 1625.75 1621.3 1625.35 1694.6 1664.1 1688.65 1653.2
167.85 171.15 170.85 166.6 167.25 163 165.75 162.85
262.15 262.5 256.05 256.4 257.3 255.45 257.8 256.75
842.75 840.65 835.3 842.45 863.35 865.5 877.95 852.7
58.7 59.15 59.9 59.3 58.9 57.8 58.15 57.85
161.05 160.35 161.5 159.7 158.3 160.75 159.45 153.85
2586.95 2683.5 2689.75 2675.8 2686.65 2635.9 2657.7 2625.2
250.05 248.95 248.15 252.75 250.55 249.9 247.1 244.5
708.15 701.8 695.3 678.7 665.05 666.4 677.4 670.5
161.65 163.8 164.75 163.9 163.2 160.35 155.4 150.8
1679.25 1673.2 1668.4 1651.2 1654.75 1642.5 1635.95 1524.1
1192.2 1153.6 1171.65 1157.2 1183.65 1159.6 1145.45 1144.85
1441 1428.75 1414.85 1413.45 1429.35 1419.3 1458.35 1452.75
229.4 229.4 231 232.25 231.25 227.7 229.4 223.5
1190.95 1195.3 1231.75 1209.8 1212.55 1196.8 1161.15 1139.95
926.05 919.75 923 908.5 919.75 920.05 928.45 904.15
113.25 114.95 117.35 118.65 117.6 116.25 116.9 113.65
512.4 516.25 516.15 515.4 511.4 504.55 494.4 489.4
175.45 175.55 183 191.6 190.45 186.35 186.9 185.15
886.45 909.6 892.5 895.85 913.7 906.25 892.25 859.75
1084.35 1088.6 1121.7 1110.75 1099.5 1085 1077.5 1054.05
1133.35 1139.7 1125.1 1126.05 1128.75 1123.2 1109.9 1074.1
157.1 157.7 159.55 159.3 159.6 156.75 156.9 152.95
234.05 241.6 240.85 237.3 234.85 233.45 238.3 233.05
2203.2 2175.9 2157.35 2143.35 2156.4 2173.1 2159.85 2124.1
626.65 638.25 658.65 655.25 651.95 645.05 667.9 631
876.8 862.6 874.75 874.35 867.8 870.25 853.7 822.35
1571.8 1547.8 1559.5 1525.1 1516.45 1485.9 1473.35 1464.85
92.1 93 91.2 89.1 90.15 87.2 86.2 82.8
786.3 784.95 782.15 797.2 810.85 806.7 804.95 782.75
1489.1 1489.85 1456.4 1456.6 1443.25 1419.15 1421.05 1356.7
625.55 639.25 647.7 645.15 637.5 637.65 653.7 648
750.05 788.55 779.85 791.4 802.2 780.7 779.4 770.65
88.5 88.7 88.25 88.65 87.75 85.4 82.9 80.85
693.8 715.6 741.1 735.9 747.5 738.95 726.55 709.45
7536001.8 7571126.95 7592845 7587080.25 7628614.2 7559714.25 7560089.6 7374693.1
22-Jan-10 25-Jan-10 27-Jan-10 28-Jan-10 29-Jan-10 1-Feb-10 2-Feb-10 3-Feb-10 4-Feb-10
807.75 815 778.45 786.25 811 813.4 807.3 809.75 792.8
923.95 903.7 881.9 868.65 871.7 873.3 872.4 883.85 856.85
105.7 103.75 101.6 102.5 101.8 101.05 102.35 103.25 100.7
1031.65 1018.7 972.75 1018.8 1025.7 1062.55 1037.3 1071 1048.45
322.15 330.9 322.9 313.65 306.4 311.2 307.65 309 304.1
2380.15 2377.75 2343.15 2344.2 2405.2 2405.5 2379.2 2391.3 2379.25
571.75 569.7 554.45 542.2 540.85 584.05 565.65 580.05 583
272.05 274.45 267.35 270.65 265.7 263.25 257.45 261.9 258.3
330.3 326.95 313.5 317.85 317.2 326.05 313.75 320.7 313.15
352.75 344.15 317.45 324.3 333.65 332.35 326.35 336.1 321.35
399.75 400.05 390.9 396.9 394.05 412.6 398.4 405.7 418.7
2619.8 2623.15 2569.2 2591.4 2599.2 2661.35 2609.65 2686.05 2635.15
382.65 361.2 330.2 347.35 346.8 347.7 342.15 348.95 337.15
2,408.70 2,381.95 2,305.55 2,346.85 2,383.85 2,386.70 2,420.05 2,515.65 2,418.50
1677.1 1656.7 1597.2 1593.25 1631.05 1599.75 1579.1 1622.75 1616.75
1649.4 1621.45 1550.15 1539.1 1559 1580.95 1568.45 1599.6 1600.45
161.35 159.2 150.05 148 147.35 149.4 151.05 156.25 146.15
257.95 263.95 259.35 255.3 242.3 237.25 236.5 236.45 231.05
840.7 830.8 787.3 788.05 830.35 835.8 819 839.45 828.8
62.05 62.25 60.3 59.5 58.45 61 59.85 60.15 58.75
151.05 149.3 145.6 149 151.75 153 147.05 151.9 147.05
2575.6 2542.3 2502.25 2491.75 2475.5 2451.25 2439.95 2473.2 2429.05
249.1 255.1 255.9 254.25 250.15 246.5 244.4 252.6 253.35
674.6 673.2 645.6 649.8 627.95 653.8 633.7 644.35 633
146.75 141.85 137.1 134.55 137.8 140.4 135.4 137.4 131.2
1471.7 1490.45 1458.05 1431.5 1423.85 1417.25 1396.4 1450.15 1444.8
1133.1 1071.25 1010.9 1022.3 1017.55 1047.15 1019.8 1054.2 1017
1444.45 1446.2 1369.8 1378.3 1389.45 1398.95 1373.55 1377.25 1365.15
222.3 223.8 216.5 214.05 214.3 211.3 206 209.85 207.7
1114.5 1121.05 1108.9 1102.35 1096.4 1101.55 1105.1 1133.8 1139.6
899.5 900.45 860.8 880.85 898.65 889.15 868.8 886.6 874.2
114.3 115.3 113.3 113.9 112.7 112.95 113.7 112.95 112
466.2 463.7 440.9 447.05 454.25 455.95 439.65 438.05 425.5
181.55 179.05 174.75 171.25 169.8 173.65 168.95 171.15 164.8
846.9 843.6 788.6 789.65 805 790.35 767.05 778.75 770.55
1053.85 1042.05 1027.55 1037.15 1046.2 1045.4 1027.3 1033.95 1019.15
1058.85 1061.6 1032.6 1035.2 1034.2 1043 1029.25 1040.4 1037.1
150.5 150.2 145.45 144.15 145.95 147.5 144.85 148.1 142.5
225.6 223.45 215.85 218.95 214.5 213.5 209.35 219.4 212.75
2087.35 2091.6 1987.65 2003.25 2056.6 2021.25 1978.35 1998.8 1947.9
629.15 634 594.15 616.75 642.95 657.8 649.05 666.15 643.15
818.2 802.6 767.9 765.05 753.1 753.35 734.45 780.7 751.45
1432 1444.5 1421 1446.2 1473.05 1506.5 1513.6 1501.45 1499.15
79.4 76.05 73.2 74.4 77.25 78.55 76.15 77.3 73.25
778.05 768.65 717.95 711.1 694.35 719.85 709.45 721.55 689.6
1334.05 1319.45 1311.75 1323.4 1304.9 1293.2 1284.1 1298.85 1277.45
624.55 609.9 559.65 585.4 569.1 579.85 573.3 600.4 577.7
757.85 756.2 743.3 741.75 736.2 746.15 738.4 752.95 738.7
79.35 77.15 70.75 72.45 74.3 76 72.55 74.6 71.2
700.05 695.1 655.4 673.45 647.95 668.3 653.2 671.65 655.2
7284754.25 7249441.55 7016378.4 7034132.25 7051825.6 7079300.5 6981609.9 7135604.1 7010729.1
5-Feb-10 6-Feb-10 8-Feb-10 9-Feb-10 10-Feb-10 11-Feb-10 15-Feb-10 16-Feb-10
777.80 784 790.75 784.6 789.9 792.3 794.15 800.7
845.55 850.55 842.65 867.75 869.9 885.9 875.75 913.85
99.65 100.2 101.05 104.15 103.9 106.7 104.75 109.25
1025.70 1030.75 1022.7 1038.55 1024.65 1033.2 1028.85 1026.15
300.05 300.4 308.35 313.15 315.3 314.5 285.6 271.6
2295.70 2310.6 2328 2332.15 2303.3 2320.35 2353.7 2378.8
568.15 578.55 573.1 560.55 572.75 566.25 557.6 569.9
255.15 255.8 252.8 260.7 259.85 263.15 260.05 264.45
309.50 310.75 316.75 321.4 312.25 312.1 316.7 322.5
308.70 314.55 311.5 305.95 301.65 307 303.35 309.75
415.90 419.25 410.1 408.7 408 412.25 406.85 410.1
2575.90 2585.85 2557.85 2678.55 2701.7 2710.45 2690.15 2721.75
337.15 339.45 341.6 346.75 348.1 348.85 361.4 360.7
2389.80 2,396.60 2,393.50 2,397.20 2,380.35 2,382.50 2,390.90 2,428.20
1573.35 1575.8 1567.4 1571.65 1593.55 1598 1613.8 1606.4
1585.40 1584.35 1578.25 1618.3 1630.65 1690.95 1704.35 1695.4
138.15 141.25 136.2 134.4 136.5 138.25 140.85 145.4
229.05 231 236.5 232.6 230.1 233.4 229.75 237.15
798.15 801.3 805.35 812.4 799.8 826.05 817.35 832.45
56.55 57.3 56.95 58.05 57.35 58.4 58.05 58.8
144.80 146.35 144.65 143.4 142.1 145.35 148.1 148.4
2352.70 2379.45 2403.6 2473.8 2466.95 2498.45 2498.65 2541.45
248.35 248.05 245.35 243.9 243.9 247.15 249.35 250.15
608.95 615.8 610.35 604.3 602.55 616.5 634.5 634.05
124.80 128 126.15 127.55 128.4 132.65 132.6 135.9
1424.00 1429.9 1444.45 1461.85 1436.2 1448.1 1433.05 1445.7
976.25 987.1 999.8 991.2 958.35 986.8 995.65 1015.55
1358.90 1373.5 1362.05 1352.75 1333.9 1356.35 1336 1357.35
204.30 205.1 202.4 204 200.5 203.25 201.55 202.85
1087.65 1092.25 1118.15 1106.25 1087 1100.25 1088.3 1103
854.05 855.45 884.85 888.3 871.05 884.45 878.6 888.15
107.40 107.75 108.5 108.1 107.3 107.05 104.9 106.75
403.95 408.05 401.8 405.6 408.45 415.2 410.4 440.5
163.50 165.05 169 168.15 168.5 169.45 164.8 167.4
755.00 765.45 753.85 763.05 750.9 766.3 750.25 761.2
981.70 993.75 994.35 993.25 985.1 1,015.15 1010 1017.75
1034.50 1037.4 1041.15 1058.9 1054.25 1063.5 1044.8 1049.75
139.95 143.35 141.65 142.4 140.85 141.65 141.05 142.35
203.45 206.3 204.35 208.05 202.85 205.7 202.45 206.65
1897.80 1912.45 1936.55 1950.3 1911.85 1917.65 1895 1920.6
621.60 628.5 628.9 637.25 639.2 640.4 643.95 660.15
735.70 749.45 752.2 756.25 763.85 767.4 744.45 762.25
1473.90 1483.3 1511.75 1542.35 1509.55 1520.35 1528.1 1544.45
71.40 73.25 75 73.75 72.9 73.75 72.85 73.95
672.20 680.2 673.25 676.35 669.7 687.8 683.15 703.15
1285.55 1301.95 1284.95 1300.25 1275.1 1266 1239.65 1236.65
550.20 558.95 533.85 533.55 522.45 533.95 539.9 550.1
723.50 729.7 724.15 735.15 732.3 742.7 746.15 758.15
68.95 70.85 71.45 71.05 72.1 74.8 75.3 75.1
644.05 648.1 636.2 654.3 647.7 655.7 659.9 669.95
6834059.80 6886704.6 6892244 6943442.4 6891397.2 6983725.75 6947532.95 7025937.9
17-Feb-10 18-Feb-10 19-Feb-10 22-Feb-10 23-Feb-10 24-Feb-10 25-Feb-10 26-Feb-10
803.05 801.05 806.85 801.35 807.3 811.05 809.75 794.6
916.65 908.8 901.85 906.65 904.95 905.15 919.35 923.1
107.8 106.5 105.45 104.8 103.7 104.75 105.7 106.95
1067.3 1098.5 1094.5 1107.45 1098.15 1093.8 1096.25 1124.5
279.15 281.9 278.8 276.9 280.1 275.95 276.25 279.35
2393.7 2373.6 2351.15 2353.35 2379.2 2354.95 2377.4 2349.3
564.15 591.2 583.1 592.25 579.25 581.95 566.95 563.95
269.9 267.9 268.3 267.4 261.6 260.45 257.8 266.05
318.8 318 316.15 312.8 309.9 303.15 303.55 316.15
305.8 303.7 291.1 284.7 290.25 288.85 289.5 298.45
410.9 404.1 404.5 404.4 408.7 406.15 399.15 398.8
2746.1 2707.45 2681.95 2640.9 2664.4 2650 2660.8 2696.45
361.8 360.7 362.9 364.15 363.05 365.45 367.7 367.1
2,463.95 2,480.95 2,480.00 2,484.60 2,518.70 2,492.85 2,462.50 2,500.30
1655.95 1683.75 1693.9 1696.6 1701 1700.5 1691.05 1704.8
1698.4 1703 1680.35 1707.25 1693.85 1672.25 1700.25 1777.65
152.75 152.6 149.9 154.15 154.8 155 153.35 162.65
240.55 242.5 241 246.15 244.9 242.15 235.2 236.2
840.95 840.05 833.55 831.6 847.75 841.15 851.6 872.15
58.3 59.15 58.25 56 56.6 57.95 59.75 61.1
149.2 154.85 151.3 150.75 152.9 151.2 152.75 159.6
2518.65 2533.65 2532.4 2568.35 2581.3 2576.3 2617.35 2601.95
251.75 248.25 248.5 247.6 249.25 247.65 247.6 232.25
635.4 621.25 608.4 617.7 617.4 621.8 626.15 632.4
138.4 135.9 129.8 131.85 132.6 132.6 129.35 132.15
1474.3 1476.25 1478.45 1491.55 1489.6 1501.15 1535.6 1564.3
1029.05 1013.2 1001.7 992.4 980.6 957.3 957.1 1007.75
1380.25 1359.65 1371 1386.25 1335.75 1365.4 1399.9 1459.95
201.8 205.1 201.8 202.25 201.65 204.4 200.1 203.05
1099.7 1103.5 1109.8 1107.5 1101.5 1101.25 1109.85 1117.6
890.65 896 885.35 883.5 883.25 870.85 877.2 901
107.1 108.15 107.15 107 106.6 106.25 106.45 107.55
441.5 441.55 442.4 441.3 449.6 451 453.8 470.4
170.45 167.6 161.95 160.65 160.7 157.3 154.7 157.55
761.4 752.4 742.45 733.55 736.25 735.6 727.7 786.45
1032.55 997.8 983.2 977.95 975.35 978.8 963.1 978.95
1050.95 1027.25 1003.2 987.65 975.65 963.75 958.6 1003.45
142.4 141.55 139.8 139 138.85 137.75 136.8 138.1
213.15 213.25 207.5 209.65 207.5 208.4 212.4 218.5
1956.85 1942.4 1905.3 1916.35 1911.9 1921.25 1913.65 1974.3
675.85 677.35 669.6 665.4 674.7 677.9 665 684.25
789.05 770.6 746.4 746.2 757.75 761.8 750 782
1541.75 1545.1 1549.85 1535.8 1570.4 1527.5 1520.65 1539.7
73.2 70.7 70.7 69.95 69.55 69.05 68.4 71.85
711.5 709.85 699.8 705.05 699.7 684.45 667.4 711.2
1262.4 1252.95 1240.35 1254.6 1251.75 1257.85 1269.35 1213.15
584.35 577.15 560.75 572.75 575.5 567.3 569.25 574.35
758.65 758.8 750.55 757.25 762.1 765.35 766.25 761.8
74.6 71.05 70.2 68.5 69.25 70.9 70.4 71.95
671.4 667.9 665.8 668.15 676.35 672.2 669.4 677.5
7107102.15 7085424.25 7028320.4 7048127.2 7070594.3 7050630.8 7062190.25 7148589.4
100 4563.9 7000277.45 100
103.2187 4710.8 7,225,576.65 103.21843244
104.4184 4765.55 7,309,431.95 104.41631781
105.0888 4796.15 7,356,446.55 105.08792834
107.3293 4898.4 7,513,357.90 107.32943021
106.9633 4881.7 7,487,778.25 106.96402112
109.642 5003.95 7,672,786.75 109.60689494
108.5179 4952.65 7,593,739.40 108.47769184
109.5324 4998.95 7,665,546.85 109.50347189
110.8274 5058.05 7,754,255.80 110.77069238
110.9194 5062.25 7,762,526.80 110.88884484
110.754 5054.7 7,753,775.75 110.7638348
109.3144 4989 7,652,407.00 109.31576719
110.7047 5052.45 7,748,386.55 110.68684928
111.8243 5103.55 7822182.6 111.74103678
111.5395 5090.55 7803765.1 111.47794006
111.9251 5108.15 7830099.25 111.8541273
109.677 5005.55 7,260,800.20 103.72160606
108.2791 4941.75 7,170,956.20 102.43817122
110.2719 5032.7 7,302,744.70 104.32078946
112.2286 5122 7,422,429.40 106.03050312
112.256 5123.25 7,422,622.05 106.03325515
112.4411 5131.7 7,436,489.15 106.23134873
111.9415 5108.9 7,406,919.20 105.80893762
111.0169 5066.7 7,360,940.25 105.15212151
112.7972 5147.95 7,474,051.95 106.76793889
112.0095 5112 7,423,740.30 106.04922952
112.5058 5134.65 7,458,978.60 106.55261385
112.1256 5117.3 7,432,031.05 106.16766411
111.8714 5105.7 7,415,911.85 105.93739895
110.2796 5033.05 7,310,912.55 104.4374684
110.4768 5042.05 7,327,529.30 104.67484114
110.4702 5041.75 7,304,977.85 104.35269034
109.2859 4987.7 7,236,054.80 103.36811436
108.5168 4952.6 7,177,431.35 102.5306697
109.2454 4985.85 7,228,515.20 103.26041006
112.7238 5144.6 7,449,030.20 106.41049949
113.4644 5178.4 7,496,217.50 107.08457705
113.6736 5187.95 7,508,877.65 107.26542917
113.2683 5169.45 7,482,648.70 106.89074474
113.9606 5201.05 7,523,029.00 107.4675833
114.6432 5232.2 7,578,357.75 108.25796269
115.6445 5277.9 7,648,806.85 109.26433852
115.73 5281.8 7,646,315.30 109.22874635
115.3202 5263.1 7,606,459.60 108.65940178
114.9182 5244.75 7,578,425.10 108.25892479
115.02 5249.4 7,597,332.00 108.52901266
114.1655 5210.4 7536001.8 107.65290167
114.6815 5233.95 7571126.95 108.15466964
115.2501 5259.9 7592845 108.4649152
115.0814 5252.2 7587080.25 108.38256489
115.5777 5274.85 7628614.2 108.97588352
114.4997 5225.65 7559714.25 107.99163753
114.4131 5221.7 7560089.6 107.99699946
111.6184 5094.15 7374693.1 105.34858301
110.3442 5036 7284754.25 104.06379321
109.7285 5007.9 7249441.55 103.55934607
106.3367 4853.1 7016378.4 100.23000446
106.6467 4867.25 7034132.25 100.48362083
106.971 4882.05 7051825.6 100.73637296
107.3577 4899.7 7079300.45 101.12885526
105.8327 4830.1 6981609.85 99.73333057
108.0622 4931.85 7135604.1 101.93316123
106.1669 4845.35 7010729.1 100.14930337
103.3907 4718.65 6452178.5 92.170325335
104.2365 4757.25 6500135.85 92.855403181
104.3055 4760.4 6505441.85 92.931200177
105.0122 4792.65 6557081.9 93.668885938
104.2354 4757.2 6508193.3 92.970505048
105.7615 4826.85 6588832.4 94.122446532
105.2159 4801.95 6947532.95 99.246537007
106.3948 4855.75 7025937.9 100.36656333
107.6711 4914 7107102.15 101.52600666
107.0959 4887.75 7085424.25 101.21633465
106.157 4844.9 7028320.4 100.40059769
106.409 4856.4 7048127.2 100.68354076
106.7081 4870.05 7070594.3 101.00448662
106.4572 4858.6 7050630.8 100.71930506
106.4824 4859.75 7062190.25 100.88443352
107.8529 4922.3 7148589.4 102.11865817
0.032184 0.032187
0.011605 0.011622
0.006432 0.006421
0.02133 0.021319
-0.003405 -0.003409
0.024708 0.025043
-0.010302 -0.010252
0.009456 0.009349
0.011572 0.011822
0.001067 0.00083
-0.001127 -0.001491
-0.013073 -0.012998
0.012542 0.012718
0.009524 0.010114
-0.002355 -0.002547
0.003375 0.003457
-0.072706 -0.020086
-0.012374 -0.012746
0.018378 0.018404
0.016389 0.017744
2.596E-05 0.000244
0.001868 0.001649
-0.003976 -0.004443
-0.006208 -0.00826
0.015366 0.016036
-0.006732 -0.006983
0.004747 0.004431
-0.003613 -0.003379
-0.002169 -0.002267
-0.014159 -0.014229
0.002273 0.001788
-0.003078 -5.95E-05
-0.009435 -0.01072
-0.008102 -0.007037
0.007117 0.006714
0.030506 0.03184
0.006335 0.00657
0.001689 0.001844
-0.003493 -0.003566
0.005397 0.006113
0.007355 0.005989
0.009296 0.008734
-0.000326 0.000739
-0.005212 -0.00354
-0.003686 -0.003487
0.002495 0.000887
-0.008073 -0.007429
0.004661 0.00452
0.002869 0.004958
-0.000759 -0.001464
0.005474 0.004312
-0.009032 -0.009327
4.965E-05 -0.000756
-0.024523 -0.024427
-0.012196 -0.011415
-0.004847 -0.00558
-0.032149 -0.030911
0.00253 0.002916
0.002515 0.003041
5400
0.003896 0.003615
-0.013799 -0.014205
5200
0.022057 0.021066
-0.0175 -0.017539
5000
-0.079671 -0.026149
0.007433 0.00818
4800
0.000816 0.000662
0.007938 0.006775 4600
-0.007456 -0.007397
0.01239 0.014641 4400
0.054441 -0.005159
0.011285 0.011204 4200
0.011552 0.011996 1 6 11 1 6 2 1 2 6 31 36 41 46 5 1 5 6 6 1 66 71 76
-0.00305 -0.005342
-0.008059 -0.008767
0.002818 0.002374
0.003188 0.002811
-0.002823 -0.002351
0.001639 0.000237
0.012234 0.012871
1.021187 1.021187
0.115463 0.11466
9000000
8000000
7000000
6000000
5000000
Column F
4000000
Column G
3000000
2000000
1000000
0
6 41 46 5 1 5 6 6 1 66 71 76
Date NAV Adjustment RIL Final NAV Nifty NAV Index
3-Nov-09 7000277.45 7000277.45 4563.9 100
4-Nov-09 7,225,576.65 7225576.65 4710.8 103.218432435132
5-Nov-09 7,309,431.95 7309431.95 4765.55 104.416317813232
6-Nov-09 7,356,446.55 7356446.55 4796.15 105.087928336326
9-Nov-09 7,513,357.90 7513357.9 4898.4 107.329430207084
10-Nov-09 7,487,778.25 7487778.25 4881.7 106.964021118906
11-Nov-09 7,672,786.75 7672786.75 5003.95 109.606894938143
12-Nov-09 7,593,739.40 7593739.4 4952.65 108.477691837771
13-Nov-09 7,665,546.85 7665546.85 4998.95 109.503471894532
16-Nov-09 7,754,255.80 7754255.8 5058.05 110.770692381628
17-Nov-09 7,762,526.80 7762526.8 5062.25 110.888844841428
18-Nov-09 7,753,775.75 7753775.75 5054.7 110.763834796291
19-Nov-09 7,652,407.00 7652407 4989 109.315767191485
20-Nov-09 7,748,386.55 7748386.55 5052.45 110.686849276238
23-Nov-09 7822182.6 7822182.6 5103.55 111.741036778478
24-Nov-09 7803765.1 7803765.1 5090.55 111.477940063647
25-Nov-09 7830099.25 7830099.25 5108.15 111.854127296055
26-Nov-09 7,260,800.20 413,798.75 7674598.95 5005.55 109.6327824835
27-Nov-09 7,170,956.20 406,874.55 7577830.75 4941.75 108.25043441671
30-Nov-09 7,302,744.70 413,701.50 7716446.2 5032.7 110.230576646644
1-Dec-09 7,422,429.40 427,122.00 7849551.4 5122 112.13200413935
2-Dec-09 7,422,622.05 428,075.05 7850697.1 5123.25 112.14837063351
3-Dec-09 7,436,489.15 427,763.85 7864253 5131.7 112.342018672417
4-Dec-09 7,406,919.20 423,387.60 7830306.8 5108.9 111.857092178539
7-Dec-09 7,360,940.25 410,395.00 7771335.25 5066.7 111.014674854066
8-Dec-09 7,474,051.95 420,256.15 7894308.1 5147.95 112.771360226586
9-Dec-09 7,423,740.30 416,949.65 7840689.95 5112 112.005417013864
10-Dec-09 7,458,978.60 416,930.20 7875908.8 5134.65 112.508523501451
11-Dec-09 7,432,031.05 416,716.25 7848747.3 5117.3 112.120517451776
14-Dec-09 7,415,911.85 415,432.55 7831344.4 5105.7 111.871914448191
15-Dec-09 7,310,912.55 409,072.40 7719984.95 5033.05 110.281128214425
16-Dec-09 7,327,529.30 407,341.35 7734870.65 5042.05 110.493772643254
17-Dec-09 7,304,977.85 402,595.55 7707573.4 5041.75 110.103827384727
18-Dec-09 7,236,054.80 391,975.85 7628030.65 4987.7 108.967547421995
21-Dec-09 7,177,431.35 395,593.55 7573024.9 4952.6 108.181782137792
22-Dec-09 7,228,515.20 396,468.80 7624984 4985.85 108.924025575586
23-Dec-09 7,449,030.20 414,751.80 7863782 5144.6 112.33529036767
24-Dec-09 7,496,217.50 418,680.70 7914898.2 5178.4 113.065492854144
29-Dec-09 7,508,877.65 420,217.25 7929094.9 5187.95 113.268294815943
30-Dec-09 7,482,648.70 418,583.45 7901232.15 5169.45 112.870271306175
31-Dec-09 7,523,029.00 424,223.95 7947252.95 5201.05 113.527685249104
4-Jan-10 7,578,357.75 418,369.50 7996727.25 5232.2 114.23443295094
5-Jan-10 7,648,806.85 416,502.30 8065309.15 5277.9 115.214135548299
6-Jan-10 7,646,315.30 423,232.00 8069547.3 5281.8 115.27467814865
7-Jan-10 7,606,459.60 430,253.45 8036713.05 5263.1 114.805636025184
8-Jan-10 7,578,425.10 429,125.35 8007550.45 5244.75 114.389043965679
11-Jan-10 7,597,332.00 420,703.50 8018035.5 5249.4 114.538824457593
12-Jan-10 7536001.8 421812.15 7957813.95 5210.4 113.678550698016
13-Jan-10 7571126.95 423465.4 7994592.35 5233.95 114.203935588296
14-Jan-10 7592845 436341.3 8029186.3 5259.9 114.698115286845
15-Jan-10 7587080.25 432081.75 8019162 5252.2 114.55491667691
18-Jan-10 7628614.2 427705.5 8056319.7 5274.85 115.085719923858
19-Jan-10 7559714.25 422065 7981779.25 5225.65 114.020898557385
20-Jan-10 7560089.6 419147.5 7979237.1 5221.7 113.984583568184
21-Jan-10 7374693.1 410025.45 7784718.55 5094.15 111.205857276414
22-Jan-10 7284754.25 409947.65 7694701.9 5036 109.919956101169
25-Jan-10 7249441.55 405357.45 7654799 5007.9 109.349937265701
27-Jan-10 7016378.4 399716.95 7416095.35 4853.1 105.940020277339
28-Jan-10 7034132.25 403451.35 7437583.6 4867.25 106.246983110648
29-Jan-10 7051825.6 406971.8 7458797.4 4882.05 106.550025385065
1-Feb-10 7079300.45 406660.6 7485961.05 4899.7 106.938062147808
2-Feb-10 6981609.85 399619.7 7381229.55 4830.1 105.441957161284
3-Feb-10 7135604.1 402206.55 7537810.65 4931.85 107.678741361887
4-Feb-10 7010729.1 396449.35 7407178.45 4845.35 105.812641040392
5-Feb-10 6834059.8 381881.3 7215941.1 4718.65 103.080787176514
6-Feb-10 6886704.6 386568.75 7273273.35 4757.25 103.899786857734
8-Feb-10 6892244 386802.15 7279046.15 4760.4 103.982252160591
9-Feb-10 6943442.35 386374.25 7329816.6 4792.65 104.707515557115
10-Feb-10 6891397.2 383203.9 7274601.1 4757.2 103.918753963102
11-Feb-10 6983725.75 394893.35 7378619.1 4826.85 105.404666496469
15-Feb-10 6947532.95 392890 7340422.95 4801.95 104.859028837493
16-Feb-10 7025937.9 395904.75 7421842.65 4855.75 106.02212130892
17-Feb-10 7107102.15 401661.95 7508764.1 4914 107.263807093817
18-Feb-10 7085424.25 388144.2 7473568.45 4887.75 106.761032021667
19-Feb-10 7028320.4 382464.8 7410785.2 4844.9 105.864163998243
22-Feb-10 7048127.2 380422.55 7428549.75 4856.4 106.117933225632
23-Feb-10 7070594.3 379411.15 7450005.45 4870.05 106.424431077371
24-Feb-10 7050630.8 380753.2 7431384 4858.6 106.158420906589
25-Feb-10 7062190.25 374645.9 7436836.15 4859.75 106.236305676713
26-Feb-10 7148589.4 380811.55 7529400.95 4922.3 107.558607552048
Nifty Index
100
103.218738359736
104.418370253511
105.088849448936
107.329257871557
106.9633427551
109.641972874077
108.517934222923
109.532417449988
110.827362562721
110.919389118955
110.753960428581
109.314402156051
110.704660487741
111.824316921931
111.539472819299
111.925107912093
109.677030609786
108.279103398409
110.271916562589 120
112.228576436819
112.255965292842 117
112.441113959552
111.941541225706 114
111.016893446395
112.797169087842 111
112.009465588641
112.505751659765 108
112.125594338176
111.871425754289 105
110.279585442275
110.476785205636 102
110.47021188019
109.285917745788 99
1 5 9 13 17 21 2 5 2 9 33 37 4 1 4 5 49 53 5 7 6 1 65 69 7 3 7 7
108.516838668683
109.245382238875
112.723766953702
113.464361620544
113.673612480554
113.268257411424
113.960647691667
114.643177983742
115.644514559916
115.729967790705
115.320230504612
114.918162098206
115.020048642608
114.165516334714
114.681522382173
115.250115033195
115.081399680098
115.577685751222
114.499660378185
114.413111593155
111.618352724643
110.344223142488
109.728521659107
106.33668572931
106.646727579482
106.971011634786
107.35774228182
105.832730778501
108.062183658713
106.166874821972
103.390740375556
104.236508249523
104.3055281667
105.012160652074
104.235412695283
105.761519752843
105.21593374088
106.394750104078
107.671070794715
107.095904818248
106.157014833804
106.408992309209
106.708078616972
106.457196695808
106.482394443349
107.852932798703
Annexure II- S&P CNX Nifty Index : February 2010
Sr. No Security S Security N Industry Equity CapiFree Float WeightageBeta R2 Volatility

(In Rs.) (Rs. Crores% %
1 ABB ABB Ltd. ELECTRICA ### 8,064 0.56% 0.78 0.37 0.97
2 ACC ACC Ltd. CEMENT A ### 9,322 0.65% 0.79 0.4 1.65
3 AMBUJAC Ambuja Cem CEMENT A ### 8,727 0.61% 0.69 0.29 1.77
4 AXISBANK Axis Bank LBANKS ### 27,696 1.94% 1.27 0.58 1.87
5 BHARTIART Bharti Airte
TELECOMMU ### 34,113 2.39% 0.93 0.36 2.73
6 BHEL Bharat Heav ELECTRICA ### 37,121 2.60% 0.92 0.56 1.22
7 BPCL Bharat PetREFINERIES ### 7,287 0.51% 0.44 0.12 2.18
8 CAIRN Cairn IndiaOIL EXPLO ### 11,445 0.80% 0.94 0.49 1.66
9 CIPLA Cipla Ltd. PHARMACE ### 16,043 1.12% 0.48 0.19 1.99
10 DLF DLF Ltd. CONSTRUC ### 10,816 0.76% 1.61 0.55 2.33
11 GAIL GAIL (IndiaGAS ### 17,915 1.25% 0.68 0.32 1.52
12 GRASIM Grasim Indu CEMENT A ### 18,417 1.29% 0.81 0.42 1.77
13 HCLTECH HCL TechnoCOMPUTER ### 7,777 0.54% 1.09 0.37 1.38
14 HDFC Housing DeFINANCE - ### 63,193 4.42% 1.18 0.58 1.59
15 HDFCBANKHDFC BankBANKS ### 59,201 4.14% 0.82 0.58 1.33
16 HEROHON Hero Honda AUTOMOBIL ### 15,988 1.12% 0.74 0.34 1.66
17 HINDALCOHindalco InALUMINIU ### 21,139 1.48% 1.32 0.49 3.27
18 HINDUNILVHindustan D UIVERSIFIE ### 24,721 1.73% 0.4 0.18 1.65
19 ICICIBANK ICICI Bank BANKS ### 97,144 6.80% 1.47 0.67 1.78
20 IDEA Idea CellulaTELECOMMU ### 9,652 0.68% 1.08 0.46 2.08
21 IDFC Infrastruc FINANCIAL ### 14,954 1.05% 1.36 0.52 2.29
22 INFOSYSTCInfosys TecCOMPUTER ### 125,271 8.77% 0.69 0.38 1.39
23 ITC I T C Ltd. CIGARETTE ### 60,199 4.21% 0.63 0.31 1.83
24 JINDALSTE Jindal SteeSTEEL AND ### 24,379 1.71% 1.09 0.49 1.83
25 JPASSOCIAJaiprakash DIVERSIFIE ### 15,123 1.06% 1.66 0.36 2.64
26 LT Larsen & T ENGINEERI ### 93,901 6.57% 1.27 0.71 1.42
27 M&M Mahindra &AUTOMOBIL ### 20,474 1.43% 1.21 0.53 2.54
28 MARUTI Maruti Suzu AUTOMOBIL ### 19,314 1.35% 0.7 0.32 1.9
29 NTPC NTPC Ltd. POWER ### 17,581 1.23% 0.58 0.4 1.4
30 ONGC Oil & NaturOIL EXPLO ### 37,697 2.64% 0.86 0.48 1.57
31 PNB Punjab NatBANKS ### 11,989 0.84% 0.96 0.5 1.63
32 POWERGRIPower GridPOWER ### 6,173 0.43% 0.76 0.5 1.27
33 RANBAXY Ranbaxy LaPHARMACE ### 7,137 0.50% 0.86 0.27 2.65
34 RCOM Reliance C TELECOMMU ### 10,567 0.74% 1.43 0.58 1.9
35 RELCAPITAReliance CaFINANCE ### 8,985 0.63% 1.66 0.61 2.43
36 RELIANCE Reliance InREFINERIES ### 165,553 11.59% 1.13 0.71 1.68
37 RELINFRA Reliance InPOWER ### 14,073 0.98% 1.49 0.64 1.63
38 RPOWER Reliance P POWER ### 5,038 0.35% 1.03 0.52 1.45
39 SAIL Steel AuthoSTEEL AND ### 12,798 0.90% 1.33 0.62 2.44
40 SBIN State Bank BANKS ### 50,872 3.56% 1.2 0.66 1.61
41 SIEMENS Siemens LtELECTRICA ### 10,340 0.72% 1.14 0.56 1.86
42 STER Sterlite IndMETALS ### 31,532 2.21% 1.38 0.55 2.73
43 SUNPHAR Sun Pharmac PHARMACE ### 11,572 0.81% 0.62 0.21 1.36
44 SUZLON Suzlon EnerELECTRICA ### 5,248 0.37% 1.5 0.42 2.41
45 TATAMOTOTata MotorAUTOMOBIL ### 19,311 1.35% 1.25 0.38 2.47
46 TATAPOWETata PowerPOWER ### 19,837 1.39% 0.8 0.45 1.57
47 TATASTEELTata Steel STEEL AND ### 35,075 2.45% 1.47 0.53 2.92
48 TCS Tata ConsulCOMPUTER ### 38,281 2.68% 0.89 0.42 1.16
49 UNITECH Unitech LtdCONSTRUC ### 9,652 0.68% 1.7 0.49 2.65
50 WIPRO Wipro Ltd. COMPUTER ### 20,202 1.41% 0.79 0.38 1.55
1,428,908 100.00%
* Beta & R2 are calculated for the period 01-March-2009 to 28-February-2010
* Beta measures the degree to which any portfolio of stocks is affected as compared to the effect
on the market as a whole.
* The coefficient of determination (R2) measures the strength of relationship between two variables
the return on a security versus that of the market.
* Volatility is the Std. deviation of the daily returns for the period 01-February- 2010 to 28-February- 2010
* Last day of trading was 26-February-2010
* Impact Cost for S&P CNX Nifty is for a portfolio of Rs. 50 Lakhs
* Impact Cost for S&P CNX Nifty is the weightage average impact cost
Monthly ReAvg. Impact Cost February 2010
%
-2.02 0.09
5.9 0.08
5.06 0.09
9.63 0.08
-8.83 0.07
-2.32 0.06
4.27 0.1
0.13 0.08
-0.33 0.1
-10.55 0.07
1.21 0.08
3.74 0.07
5.85 0.1
4.88 0.07
4.52 0.07
14.03 0.07
10.38 0.09
-2.52 0.07
5.03 0.07
4.53 0.1
5.17 0.08
5.11 0.07
-7.16 0.07
0.71 0.08
-4.1 0.08
9.86 0.08
-0.96 0.09
5.07 0.07
-5.25 0.05
1.93 0.08
0.26 0.09
-4.57 0.08
3.56 0.07
-7.21 0.07
-2.3 0.07
-6.43 0.07
-2.97 0.08
-5.38 0.07
1.86 0.07
-4 0.05
6.42 0.08
3.84 0.07
4.52 0.09
-6.99 0.08
2.43 0.07
-7.03 0.07
0.92 0.06
3.48 0.07
-3.16 0.08
4.56 0.08
0.07

Doubt Query Solution: You Can Also Use The Historical Data in The Sheet Named "Fututres"

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Doubt Query Solution: You Can Also Use The Historical Data in The Sheet Named "Fututres"

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Doubt Query Solution

Doubt 1 Allocation has been done on NIFTY (50), So

Doubt 2 What techniches to use for hedging (Eg:

Doubt 3 How to use that hedge technique, Please

Date Futures AMT

Date Futures AMT

Date Futures AMT

Date Futures AMT

25-Nov-09 31-Dec-09 5086 5150.8 5085 5120.6 5125.05 5120.6

28-Jan-10 25-Feb-10 4889 4927.8 4820 4872.05 4885 4872.05

MINIMUM VARIANCE HEDGE RATIO

Number of contracts 800 343 1,714

214403 549719.29 22046500 4912400 5108.15 5250

564872 1378130.88 27986150 5053400 4867.25 4950

RIANCE HEDGE RATIO

Instrument Symbol Date Expiry Open High Low Close

Instrument Symbol Date Expiry Open High Low Close

Instrument Symbol Date Expiry Open High Low Close

Instrument Symbol Date Expiry Open High Low Close

5/1/2010 1,621.60 920 701.6 37

0.830232 315.9 246115

Index Value: 10,405.98

Sr. No Security S Security N Industry Equity CapiFree Float WeightageBeta R2 Volatility

* Beta & R2 are calculated for the period 01-March-2009 to 28-February-2010

* Last day of trading was 26-February-2010

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