Académique Documents
Professionnel Documents
Culture Documents
Sr
No.
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
ABAN
31/05/2012
368.20
500
13.36
24595.00
5.00
9205.00
18.36
33800.00
ABAN
28/06/2012
365.15
500
13.57
24780.00
5.00
9128.75
18.57
33908.75
ABAN
26/07/2012
376.00
500
13.28
24965.00
5.00
9400.00
18.28
34365.00
ABB
31/05/2012
727.70
250
10.71
19482.50
5.00
9096.25
15.71
28578.75
ABB
28/06/2012
722.85
250
10.86
19630.00
5.00
9035.63
15.86
28665.63
ABB
26/07/2012
737.15
250
10.73
19777.50
5.00
9214.38
15.73
28991.88
ABGSHIP
31/05/2012
390.35
1000
10.76
41990.00
5.00
19517.50
15.76
61507.50
ABGSHIP
28/06/2012
394.60
1000
10.72
42300.00
5.00
19730.00
15.72
62030.00
ABIRLANUVO
31/05/2012
760.70
250
11.78
22395.00
5.00
9508.75
16.78
31903.75
10 ABIRLANUVO
28/06/2012
769.95
250
11.72
22562.50
5.00
9624.38
16.72
32186.88
11 ABIRLANUVO
26/07/2012
775.75
250
11.72
22732.50
5.00
9696.88
16.72
32429.38
12 ACC
31/05/2012
1133.40
250
10.70
30332.50
5.00
14167.50
15.70
44500.00
13 ACC
28/06/2012
1135.55
250
10.77
30562.50
5.00
14194.38
15.77
44756.88
14 ACC
26/07/2012
1150.05
250
10.71
30790.00
5.00
14375.63
15.71
45165.63
15 ADANIENT
31/05/2012
242.20
500
13.17
15945.00
6.06
7338.66
19.23
23283.66
16 ADANIENT
28/06/2012
244.70
500
13.13
16065.00
6.06
7414.41
19.19
23479.41
17 ADANIENT
26/07/2012
246.45
1000
13.13
32370.00
6.06
14934.87
19.19
47304.87
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.09
199689
798500
798500
3993794
3559500
89.13
1.10
529770
1059500
2119000
10595418
199000
1.88
1.02
207400
777000
777000
3887241
4148000
106.71
1.05
523787
1047500
2095000
10475750
524750
5.01
1.06
933162
1212250
2424750
18663247
1932500
10.35
1.24
2384803
4769500
9539000
47696067
3777000
7.92
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 1 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
18 ADANIPORTS
31/05/2012
112.15
2000
11.75
26360.00
5.00
11215.00
16.75
37575.00
19 ADANIPORTS
28/06/2012
111.70
2000
11.89
26560.00
5.00
11170.00
16.89
37730.00
20 ADANIPORTS
26/07/2012
113.75
2000
11.76
26760.00
5.00
11375.00
16.76
38135.00
21 ADANIPOWER
31/05/2012
50.40
4000
12.98
26160.00
5.23
10543.68
18.21
36703.68
22 ADANIPOWER
28/06/2012
50.95
4000
12.93
26360.00
5.23
10658.74
18.16
37018.74
23 ADANIPOWER
26/07/2012
51.15
4000
12.98
26560.00
5.23
10700.58
18.21
37260.58
24 ALBK
31/05/2012
137.45
2000
14.05
38620.00
5.00
13745.00
19.05
52365.00
25 ALBK
28/06/2012
138.90
2000
14.01
38920.00
5.00
13890.00
19.01
52810.00
26 ALBK
26/07/2012
145.60
2000
13.46
39200.00
5.00
14560.00
18.46
53760.00
27 ALOKTEXT
31/05/2012
18.80 11000
11.22
23210.00
5.00
10340.00
16.22
33550.00
28 ALOKTEXT
28/06/2012
19.00 11000
11.21
23430.00
5.00
10450.00
16.21
33880.00
29 ALOKTEXT
26/07/2012
19.10 10000
11.26
21500.00
5.00
9550.00
16.26
31050.00
30 AMBUJACEM
31/05/2012
140.30
2000
10.76
30200.00
5.00
14030.00
15.76
44230.00
31 AMBUJACEM
28/06/2012
140.55
2000
10.83
30440.00
5.00
14055.00
15.83
44495.00
32 AMBUJACEM
26/07/2012
142.75
2000
10.74
30660.00
5.00
14275.00
15.74
44935.00
33 ANDHRABANK
31/05/2012
103.75
2000
11.84
24560.00
5.00
10375.00
16.84
34935.00
34 ANDHRABANK
28/06/2012
99.15
2000
12.48
24740.00
5.00
9915.00
17.48
34655.00
35 ANDHRABANK
26/07/2012
105.55
2000
11.80
24920.00
5.00
10555.00
16.80
35475.00
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.78
4508553
9016000
18034000
90171077
6986000
7.75
1.98
5777162
11552000
23108000
115543240
14344000
12.41
1.46
2000000
4000000
8000000
40000000
4206000
10.52
5.32
5636528
22539000
22539000
112730567
93422000
82.87
1.43
7227780
9952000
19906000
144555602
13396000
9.27
1.93
2350000
4700000
9400000
47000000
1332000
2.83
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 2 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
36 APIL
31/05/2012
363.00
500
11.73
21285.00
5.00
9075.00
16.73
30360.00
37 APIL
28/06/2012
365.20
500
11.74
21445.00
5.00
9130.00
16.74
30575.00
38 APIL
26/07/2012
367.95
1000
11.75
43220.00
5.00
18397.50
16.75
61617.50
39 APOLLOTYRE
31/05/2012
82.65
4000
12.90
42640.00
5.00
16530.00
17.90
59170.00
40 APOLLOTYRE
28/06/2012
83.40
4000
12.88
42960.00
5.00
16680.00
17.88
59640.00
41 APOLLOTYRE
26/07/2012
84.15
4000
12.87
43320.00
5.00
16830.00
17.87
60150.00
42 ARVIND
31/05/2012
75.20
4000
19.64
59080.00
5.00
15040.00
24.64
74120.00
43 ARVIND
28/06/2012
75.50
4000
19.71
59520.00
5.00
15100.00
24.71
74620.00
44 ARVIND
26/07/2012
76.85
4000
19.51
59960.00
5.00
15370.00
24.51
75330.00
45 ASHOKLEY
31/05/2012
24.75
8000
10.99
21760.00
5.00
9900.00
15.99
31660.00
46 ASHOKLEY
28/06/2012
24.95
8000
10.98
21920.00
5.00
9980.00
15.98
31900.00
47 ASHOKLEY
26/07/2012
25.10
8000
11.00
22080.00
5.00
10040.00
16.00
32120.00
48 ASIANPAINT
31/05/2012
3683.70
125
10.71
49301.25
5.00
23023.13
15.71
72324.38
49 ASIANPAINT
28/06/2012
3675.15
125
10.81
49671.25
5.00
22969.69
15.81
72640.94
50 ASIANPAINT
26/07/2012
3741.55
125
10.70
50045.00
5.00
23384.69
15.70
73429.69
51 AUROPHARMA
31/05/2012
110.30
2000
14.77
32580.00
5.00
11030.00
19.77
43610.00
52 AUROPHARMA
28/06/2012
111.45
2000
14.72
32820.00
5.00
11145.00
19.72
43965.00
53 AUROPHARMA
26/07/2012
112.10
2000
14.75
33080.00
5.00
11210.00
19.75
44290.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.10
211391
845500
845500
4227835
900000
21.29
1.21
2674535
5528000
10696000
53490705
9388000
17.55
1.33
1442686
5752000
5768000
28853730
7156000
24.80
4.04
12760215
25520000
51040000
255204314
18272000
7.16
1.03
452831
425250
850625
9056620
382875
4.23
1.81
1317083
3824000
5268000
26341661
2496000
9.48
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 3 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
54 AXISBANK
31/05/2012
964.40
250
10.70
25802.50
5.00
12055.00
15.70
37857.50
55 AXISBANK
28/06/2012
946.85
250
10.98
25997.50
5.00
11835.63
15.98
37833.13
56 AXISBANK
26/07/2012
952.50
250
11.00
26192.50
5.00
11906.25
16.00
38098.75
57 BAJAJ-AUTO
31/05/2012
1511.00
125
10.70
20213.75
5.00
9443.75
15.70
29657.50
58 BAJAJ-AUTO
28/06/2012
1522.05
125
10.70
20366.25
5.00
9512.81
15.70
29879.06
59 BAJAJ-AUTO
26/07/2012
1533.70
125
10.70
20518.75
5.00
9585.63
15.70
30104.38
60 BAJAJHIND
31/05/2012
26.60
8000
12.48
26560.00
5.00
10640.00
17.48
37200.00
61 BAJAJHIND
28/06/2012
26.75
8000
12.52
26800.00
5.00
10700.00
17.52
37500.00
62 BAJAJHIND
26/07/2012
27.05
8000
12.46
26960.00
5.00
10820.00
17.46
37780.00
63 BAJAJHLDNG
31/05/2012
772.65
250
10.71
20692.50
5.00
9658.13
15.71
30350.63
64 BAJAJHLDNG
28/06/2012
778.55
250
10.71
20847.50
5.00
9731.88
15.71
30579.38
65 BAJAJHLDNG
26/07/2012
784.40
250
10.71
21005.00
5.00
9805.00
15.71
30810.00
66 BALRAMCHIN
31/05/2012
49.50
4000
13.21
26160.00
5.07
10038.60
18.28
36198.60
67 BALRAMCHIN
28/06/2012
50.15
4000
13.14
26360.00
5.07
10170.42
18.21
36530.42
68 BALRAMCHIN
26/07/2012
50.25
4000
13.21
26560.00
5.07
10190.70
18.28
36750.70
69 BANKBARODA
31/05/2012
670.00
250
11.09
18575.00
5.00
8375.00
16.09
26950.00
70 BANKBARODA
28/06/2012
660.80
250
11.33
18715.00
5.00
8260.00
16.33
26975.00
71 BANKBARODA
26/07/2012
682.35
250
11.05
18855.00
5.00
8529.38
16.05
27384.38
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.04
2234648
1355000
2710000
44692973
10664750
23.86
1.06
1444646
923375
1846750
28892920
1604125
5.55
3.76
3428685
13712000
13712000
68573709
27080000
39.49
1.04
662882
1325750
2651500
13257648
42250
.32
2.02
1463140
5852000
5852000
29262806
11556000
39.49
1.04
1878438
1948250
3896500
37568760
3271500
8.71
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 4 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
72 BANKINDIA
31/05/2012
308.75
1000
12.71
39240.00
5.00
15437.50
17.71
54677.50
73 BANKINDIA
28/06/2012
307.25
1000
12.87
39530.00
5.00
15362.50
17.87
54892.50
74 BANKINDIA
26/07/2012
313.05
1000
12.72
39830.00
5.00
15652.50
17.72
55482.50
75 BANKNIFTY
31/05/2012
9184.90
25
7.10
16304.50
3.00
6888.68
10.10
23193.18
76 BANKNIFTY
28/06/2012
9186.30
25
7.15
16427.25
3.00
6889.73
10.15
23316.98
77 BANKNIFTY
26/07/2012
9207.80
25
7.19
16550.75
3.00
6905.85
10.19
23456.60
78 BATAINDIA
31/05/2012
881.20
500
10.72
47225.00
5.00
22030.00
15.72
69255.00
79 BATAINDIA
28/06/2012
884.30
500
10.76
47580.00
5.00
22107.50
15.76
69687.50
80 BATAINDIA
26/07/2012
895.50
500
10.71
47935.00
5.00
22387.50
15.71
70322.50
81 BEL
31/05/2012
1259.90
250
10.70
33707.50
5.00
15748.75
15.70
49456.25
82 BEL
28/06/2012
1269.30
250
10.70
33960.00
5.00
15866.25
15.70
49826.25
83 BEL
26/07/2012
1278.85
250
10.70
34215.00
5.00
15985.63
15.70
50200.63
84 BEML
31/05/2012
465.35
500
15.58
36245.00
5.00
11633.75
20.58
47878.75
85 BEML
28/06/2012
472.95
500
15.44
36515.00
5.00
11823.75
20.44
48338.75
86 BEML
26/07/2012
476.50
500
15.44
36790.00
5.00
11912.50
20.44
48702.50
87 BFUTILITIE
31/05/2012
374.60
500
16.05
30055.00
5.65
10582.45
21.70
40637.45
88 BFUTILITIE
28/06/2012
377.40
500
16.05
30285.00
5.65
10661.55
21.70
40946.55
89 BFUTILITIE
26/07/2012
380.70
1000
16.03
61020.00
5.65
21509.55
21.68
82529.55
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
7463000
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.30
1865955
1.01
624022
1.02
308396
616500
1233500
6167934
1457500
23.63
1.03
193104
386000
772250
3862080
46500
1.20
1.07
191445
765500
765500
3828900
151000
3.94
1.07
127516
510000
510000
2550330
695000
27.25
3731000
37319100
3081000
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 5 of 38
MAY-22-12 07:48 PM
8.26
Rate
Lot
Size
90 BGRENERGY
31/05/2012
287.55
1000
16.50
47440.00
6.10
17540.55
22.60
64980.55
91 BGRENERGY
28/06/2012
286.20
1000
16.70
47800.00
6.10
17458.20
22.80
65258.20
92 BGRENERGY
26/07/2012
293.45
1000
16.41
48160.00
6.10
17900.45
22.51
66060.45
93 BHARATFORG
31/05/2012
308.40
1000
10.74
33130.00
5.00
15420.00
15.74
48550.00
94 BHARATFORG
28/06/2012
311.10
1000
10.73
33380.00
5.00
15555.00
15.73
48935.00
95 BHARATFORG
26/07/2012
313.90
1000
10.71
33630.00
5.00
15695.00
15.71
49325.00
96 BHARTIARTL
31/05/2012
295.35
1000
10.74
31720.00
5.00
14767.50
15.74
46487.50
97 BHARTIARTL
28/06/2012
297.85
1000
10.73
31960.00
5.00
14892.50
15.73
46852.50
98 BHARTIARTL
26/07/2012
299.75
1000
10.74
32200.00
5.00
14987.50
15.74
47187.50
99 BHEL
31/05/2012
208.45
1000
12.98
27060.00
5.00
10422.50
17.98
37482.50
100 BHEL
28/06/2012
209.75
1000
13.00
27270.00
5.00
10487.50
18.00
37757.50
101 BHEL
26/07/2012
212.25
1000
12.94
27470.00
5.00
10612.50
17.94
38082.50
102 BHUSANSTL
31/05/2012
433.75
1000
10.82
46920.00
5.00
21687.50
15.82
68607.50
103 BHUSANSTL
28/06/2012
441.60
1000
10.70
47270.00
5.00
22080.00
15.70
69350.00
104 BHUSANSTL
26/07/2012
444.95
1000
10.70
47630.00
5.00
22247.50
15.70
69877.50
105 BIOCON
31/05/2012
214.55
1000
10.75
23060.00
5.00
10727.50
15.75
33787.50
106 BIOCON
28/06/2012
216.45
1000
10.73
23230.00
5.00
10822.50
15.73
34052.50
107 BIOCON
26/07/2012
217.85
1000
10.75
23410.00
5.00
10892.50
15.75
34302.50
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.04
136175
544000
544000
2723512
1589000
58.34
1.30
1348879
2697000
5395000
26977589
3470000
12.86
1.02
11964029
4830000
9661000
239280584
13938000
5.82
1.44
7900480
6674000
13348000
158009600
30922000
19.57
1.15
684545
1369000
2738000
13690901
520000
3.80
1.40
781758
2097000
3127000
15635170
2231000
14.27
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 6 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
108 BOMDYEING
31/05/2012
433.35
500
19.50
42245.00
5.00
10833.75
24.50
53078.75
109 BOMDYEING
28/06/2012
435.40
500
19.55
42565.00
5.00
10885.00
24.55
53450.00
110 BOMDYEING
26/07/2012
440.20
500
19.48
42885.00
5.00
11005.00
24.48
53890.00
111 BOSCHLTD
31/05/2012
8852.40
125
10.79
119356.25
5.00
55327.50
15.79
174683.75
112 BOSCHLTD
28/06/2012
8990.30
125
10.70
120255.00
5.00
56189.38
15.70
176444.38
113 BOSCHLTD
26/07/2012
9057.95
125
10.70
121158.75
5.00
56612.19
15.70
177770.94
114 BPCL
31/05/2012
731.55
500
10.71
39170.00
5.00
18288.75
15.71
57458.75
115 BPCL
28/06/2012
735.25
500
10.74
39465.00
5.00
18381.25
15.74
57846.25
116 BPCL
26/07/2012
740.90
500
10.73
39760.00
5.00
18522.50
15.73
58282.50
117 BRFL
31/05/2012
242.50
1000
18.44
44710.00
5.00
12125.00
23.44
56835.00
118 BRFL
28/06/2012
244.35
1000
18.44
45050.00
5.00
12217.50
23.44
57267.50
119 CAIRN
31/05/2012
324.75
1000
11.13
36140.00
5.00
16237.50
16.13
52377.50
120 CAIRN
28/06/2012
322.55
1000
11.29
36410.00
5.00
16127.50
16.29
52537.50
121 CAIRN
26/07/2012
330.85
1000
11.09
36690.00
5.00
16542.50
16.09
53232.50
122 CANBK
31/05/2012
393.10
500
10.91
21445.00
5.00
9827.50
15.91
31272.50
123 CANBK
28/06/2012
391.55
500
11.04
21605.00
5.00
9788.75
16.04
31393.75
124 CANBK
26/07/2012
390.45
500
11.15
21770.00
5.00
9761.25
16.15
31531.25
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.15
192338
769000
769000
3846766
579500
15.06
1.03
90494
172625
345375
1809896
6375
.35
1.09
1629420
2236500
4473000
32588412
2177500
6.68
1.24
92203
368000
368000
1844068
236000
12.80
1.23
7846821
4344000
8689000
156936421
12938000
8.24
1.02
1430000
2860000
5720000
28600000
1565000
5.47
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 7 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
125 CENTRALBK
31/05/2012
71.90
2000
19.42
27920.00
5.00
7190.00
24.42
35110.00
126 CENTRALBK
28/06/2012
71.75
2000
19.61
28140.00
5.00
7175.00
24.61
35315.00
127 CENTRALBK
26/07/2012
73.15
2000
19.38
28360.00
5.00
7315.00
24.38
35675.00
128 CENTURYTEX
31/05/2012
272.00
1000
15.19
41320.00
5.00
13600.00
20.19
54920.00
129 CENTURYTEX
28/06/2012
275.05
1000
15.14
41630.00
5.00
13752.50
20.14
55382.50
130 CENTURYTEX
26/07/2012
276.45
1000
15.17
41950.00
5.00
13822.50
20.17
55772.50
131 CESC
31/05/2012
269.90
1000
10.71
28900.00
5.00
13495.00
15.71
42395.00
132 CESC
28/06/2012
270.15
1000
10.78
29120.00
5.00
13507.50
15.78
42627.50
133 CESC
26/07/2012
273.45
1000
10.73
29330.00
5.00
13672.50
15.73
43002.50
134 CHAMBLFERT
31/05/2012
69.95
2000
11.94
16700.00
5.00
6995.00
16.94
23695.00
135 CHAMBLFERT
28/06/2012
70.55
2000
11.93
16840.00
5.00
7055.00
16.93
23895.00
136 CHAMBLFERT
26/07/2012
71.05
4000
11.94
33920.00
5.00
14210.00
16.94
48130.00
137 CIPLA
31/05/2012
312.15
1000
10.74
33530.00
5.00
15607.50
15.74
49137.50
138 CIPLA
28/06/2012
314.80
1000
10.73
33780.00
5.00
15740.00
15.73
49520.00
139 CIPLA
26/07/2012
317.05
1000
10.74
34040.00
5.00
15852.50
15.74
49892.50
140 CNXINFRA
31/05/2012
2152.45
100
7.50
16135.00
3.00
6457.35
10.50
22592.35
141 CNXINFRA
28/06/2012
2168.85
100
7.50
16257.00
3.00
6506.55
10.50
22763.55
142 CNXINFRA
26/07/2012
2185.15
100
7.50
16379.00
3.00
6555.45
10.50
22934.45
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.39
1279799
5118000
5118000
25595998
3026000
11.82
1.10
551641
1526000
2206000
11032824
5639000
51.11
1.11
593059
1957000
2372000
11861191
802000
6.76
1.43
1868663
6590000
7474000
37373274
9406000
25.17
1.28
5067207
4807000
9615000
101344144
2966000
2.93
1.02
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 8 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
143 CNXIT
31/05/2012
5782.75
50
7.17
20719.50
3.00
8674.13
10.17
29393.63
144 CNXIT
28/06/2012
5880.40
50
7.10
20875.50
3.00
8820.60
10.10
29696.10
145 CNXIT
26/07/2012
5924.65
50
7.10
21032.50
3.00
8886.98
10.10
29919.48
146 CNXPSE
31/05/2012
2625.95
75
7.10
13991.25
3.00
5908.39
10.10
19899.64
147 CNXPSE
28/06/2012
2645.95
75
7.10
14097.00
3.00
5953.39
10.10
20050.39
148 CNXPSE
26/07/2012
2665.85
75
7.10
14202.75
3.00
5998.16
10.10
20200.91
149 COALINDIA
31/05/2012
306.75
1000
10.74
32930.00
5.00
15337.50
15.74
48267.50
150 COALINDIA
28/06/2012
309.55
1000
10.72
33170.00
5.00
15477.50
15.72
48647.50
151 COALINDIA
26/07/2012
311.35
1000
10.73
33420.00
5.00
15567.50
15.73
48987.50
152 COLPAL
31/05/2012
1202.10
250
10.71
32195.00
5.00
15026.25
15.71
47221.25
153 COLPAL
28/06/2012
1205.55
250
10.76
32437.50
5.00
15069.38
15.76
47506.88
154 COLPAL
26/07/2012
1221.55
250
10.70
32682.50
5.00
15269.38
15.70
47951.88
155 COREEDUTEC
31/05/2012
297.00
1000
10.71
31820.00
5.00
14850.00
15.71
46670.00
156 COREEDUTEC
28/06/2012
299.00
1000
10.72
32060.00
5.00
14950.00
15.72
47010.00
157 COREEDUTEC
26/07/2012
301.05
1000
10.73
32300.00
5.00
15052.50
15.73
47352.50
158 CROMPGREAV
31/05/2012
115.25
2000
13.09
30180.00
5.00
11525.00
18.09
41705.00
159 CROMPGREAV
28/06/2012
116.60
2000
13.04
30400.00
5.00
11660.00
18.04
42060.00
160 CROMPGREAV
26/07/2012
117.25
2000
13.07
30640.00
5.00
11725.00
18.07
42365.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.04
1222
1.03
1.30
6316364
4257000
8514000
126327288
7927000
6.27
1.08
666364
1332500
2665250
13327296
127250
.95
1.35
593379
1772000
2373000
11867596
10515000
88.60
1.74
3724686
7448000
14898000
74493731
4110000
5.52
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 9 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
161 CUMMINSIND
31/05/2012
406.75
500
11.95
24305.00
5.00
10168.75
16.95
34473.75
162 CUMMINSIND
28/06/2012
410.25
500
11.94
24485.00
5.00
10256.25
16.94
34741.25
163 CUMMINSIND
26/07/2012
412.15
500
11.97
24670.00
5.00
10303.75
16.97
34973.75
164 DABUR
31/05/2012
105.10
2000
10.73
22560.00
5.00
10510.00
15.73
33070.00
165 DABUR
28/06/2012
105.95
2000
10.72
22720.00
5.00
10595.00
15.72
33315.00
166 DABUR
26/07/2012
106.75
2000
10.73
22900.00
5.00
10675.00
15.73
33575.00
167 DCB
31/05/2012
38.15
8000
14.50
44240.00
5.00
15260.00
19.50
59500.00
168 DCB
28/06/2012
38.60
8000
14.43
44560.00
5.00
15440.00
19.43
60000.00
169 DCB
26/07/2012
38.85
8000
14.44
44880.00
5.00
15540.00
19.44
60420.00
170 DELTACORP
31/05/2012
59.35
2000
17.10
20300.00
5.76
6837.12
22.86
27137.12
171 DELTACORP
28/06/2012
59.95
2000
17.06
20460.00
5.76
6906.24
22.82
27366.24
172 DELTACORP
26/07/2012
60.35
4000
17.07
41200.00
5.76
13904.64
22.83
55104.64
173 DENABANK
31/05/2012
83.80
4000
14.52
48680.00
5.00
16760.00
19.52
65440.00
174 DENABANK
28/06/2012
82.35
4000
14.89
49040.00
5.00
16470.00
19.89
65510.00
175 DENABANK
26/07/2012
82.30
4000
15.01
49400.00
5.00
16460.00
20.01
65860.00
176 DISHTV
31/05/2012
58.10
4000
14.20
33000.00
5.00
11620.00
19.20
44620.00
177 DISHTV
28/06/2012
58.50
4000
14.21
33240.00
5.00
11700.00
19.21
44940.00
178 DISHTV
26/07/2012
58.90
4000
14.21
33480.00
5.00
11780.00
19.21
45260.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.23
1358273
2716500
5433000
27165463
230000
.85
1.90
5453620
10906000
21814000
109072400
1832000
1.68
2.62
1738238
6952000
6952000
34764767
10832000
31.16
1.68
1292793
5170000
5170000
25855869
6400000
24.75
1.19
1400032
5364000
5600000
28000640
10460000
37.36
1.72
2581658
8368000
10324000
51633179
10972000
21.25
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 10 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
179 DIVISLAB
31/05/2012
926.15
500
10.72
49640.00
5.00
23153.75
15.72
72793.75
180 DIVISLAB
28/06/2012
926.70
500
10.79
50015.00
5.00
23167.50
15.79
73182.50
181 DIVISLAB
26/07/2012
941.80
500
10.70
50390.00
5.00
23545.00
15.70
73935.00
182 DJIA
15/06/2012
12462.50
25
7.17
22343.50
3.00
9346.88
10.17
31690.38
183 DJIA
20/07/2012
12705.00
25
7.10
22554.00
3.00
9528.75
10.10
32082.75
184 DJIA
17/08/2012
12800.00
25
7.10
22723.50
3.00
9600.00
10.10
32323.50
185 DJIA
21/09/2012
12920.00
25
7.10
22937.50
3.00
9690.00
10.10
32627.50
186 DJIA
21/12/2012
13240.00
25
7.10
23503.00
3.00
9930.00
10.10
33433.00
187 DJIA
15/03/2013
13540.00
25
7.10
24037.50
3.00
10155.00
10.10
34192.50
188 DLF
31/05/2012
185.80
1000
12.08
22440.00
5.00
9290.00
17.08
31730.00
189 DLF
28/06/2012
186.50
1000
12.12
22610.00
5.00
9325.00
17.12
31935.00
45560.00
5.00
18935.00
17.03
64495.00
190 DLF
26/07/2012
189.35
2000
12.03
191 DRREDDY
31/05/2012
1657.60
125
10.74
22252.50
5.00
10360.00
15.74
32612.50
192 DRREDDY
28/06/2012
1670.35
125
10.74
22420.00
5.00
10439.69
15.74
32859.69
193 DRREDDY
26/07/2012
1688.50
125
10.70
22588.75
5.00
10553.13
15.70
33141.88
194 EDUCOMP
31/05/2012
150.40
1000
16.31
24530.00
5.33
8016.32
21.64
32546.32
195 EDUCOMP
28/06/2012
151.95
1000
16.26
24710.00
5.33
8098.94
21.59
32808.94
196 EDUCOMP
26/07/2012
153.00
2000
16.27
49800.00
5.33
16309.80
21.60
66109.80
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
2540000
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.08
635121
1.09
6127
1.08
3635825
7271000
14543000
72716519
23782000
32.71
1.03
976275
850750
1701625
19525513
621625
3.18
1.33
484751
1939000
1939000
9695031
4582000
47.26
1270000
12702438
692000
5.45
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 11 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
197 ESCORTS
31/05/2012
65.45
4000
11.99
31400.00
5.00
13090.00
16.99
44490.00
198 ESCORTS
28/06/2012
66.10
4000
11.97
31640.00
5.00
13220.00
16.97
44860.00
199 ESCORTS
26/07/2012
66.50
4000
11.98
31880.00
5.00
13300.00
16.98
45180.00
200 ESSAROIL
31/05/2012
50.35
4000
12.59
25360.00
5.64
11358.96
18.23
36718.96
201 ESSAROIL
28/06/2012
50.95
4000
12.54
25560.00
5.64
11494.32
18.18
37054.32
202 ESSAROIL
26/07/2012
51.15
4000
12.57
25720.00
5.64
11539.44
18.21
37259.44
203 EXIDEIND
31/05/2012
118.25
2000
10.73
25380.00
5.00
11825.00
15.73
37205.00
204 EXIDEIND
28/06/2012
119.10
2000
10.73
25560.00
5.00
11910.00
15.73
37470.00
205 EXIDEIND
26/07/2012
120.30
2000
10.71
25760.00
5.00
12030.00
15.71
37790.00
206 FEDERALBNK
31/05/2012
406.15
500
10.71
21750.00
5.00
10153.75
15.71
31903.75
207 FEDERALBNK
28/06/2012
409.50
500
10.70
21915.00
5.00
10237.50
15.70
32152.50
208 FEDERALBNK
26/07/2012
412.60
500
10.70
22080.00
5.00
10315.00
15.70
32395.00
209 FINANTECH
31/05/2012
575.80
250
14.10
20290.00
5.00
7197.50
19.10
27487.50
210 FINANTECH
28/06/2012
581.95
250
14.05
20442.50
5.00
7274.38
19.05
27716.88
211 FINANTECH
26/07/2012
585.60
500
14.07
41195.00
5.00
14640.00
19.07
55835.00
212 FORTIS
31/05/2012
94.00
2000
10.71
20140.00
5.00
9400.00
15.71
29540.00
213 FORTIS
28/06/2012
93.95
2000
10.79
20280.00
5.00
9395.00
15.79
29675.00
214 FORTIS
26/07/2012
95.45
2000
10.71
20440.00
5.00
9545.00
15.71
29985.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.53
763917
3052000
3052000
15278345
9356000
61.24
1.99
1371233
5484000
5484000
27424674
16236000
59.20
1.69
4590453
9180000
18360000
91809066
1646000
1.79
1.23
1669066
3338000
6676000
33381332
363000
1.09
1.04
249173
732000
996500
4983472
926250
18.59
1.06
750257
3000000
3000000
15005153
5006000
33.36
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 12 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
215 FTSE100
15/06/2012
5334.00
50
7.17
19110.50
3.00
8001.00
10.17
27111.50
216 FTSE100
20/07/2012
5433.00
50
7.10
19290.50
3.00
8149.50
10.10
27440.00
217 FTSE100
17/08/2012
5474.00
50
7.10
19435.50
3.00
8211.00
10.10
27646.50
218 FTSE100
21/09/2012
5526.00
50
7.10
19618.50
3.00
8289.00
10.10
27907.50
219 FTSE100
21/12/2012
5662.00
50
7.10
20102.00
3.00
8493.00
10.10
28595.00
220 FTSE100
15/03/2013
5791.00
50
7.10
20559.00
3.00
8686.50
10.10
29245.50
221 GAIL
31/05/2012
314.80
500
10.75
16915.00
5.00
7870.00
15.75
24785.00
222 GAIL
28/06/2012
318.20
500
10.71
17045.00
5.00
7955.00
15.71
25000.00
223 GAIL
26/07/2012
319.45
1000
10.75
34340.00
5.00
15972.50
15.75
50312.50
224 GESHIP
31/05/2012
243.20
1000
10.76
26180.00
5.00
12160.00
15.76
38340.00
225 GESHIP
28/06/2012
245.85
1000
10.73
26380.00
5.00
12292.50
15.73
38672.50
26570.00
5.00
12385.00
15.73
38955.00
226 GESHIP
26/07/2012
247.70
1000
10.73
227 GLAXO
31/05/2012
1990.20
125
10.73
26683.75
5.00
12438.75
15.73
39122.50
228 GLAXO
28/06/2012
2010.00
125
10.70
26883.75
5.00
12562.50
15.70
39446.25
229 GLAXO
26/07/2012
2025.10
125
10.70
27086.25
5.00
12656.88
15.70
39743.13
230 GMDCLTD
31/05/2012
164.50
2000
10.77
35440.00
5.00
16450.00
15.77
51890.00
231 GMDCLTD
28/06/2012
166.00
2000
10.75
35700.00
5.00
16600.00
15.75
52300.00
232 GMDCLTD
26/07/2012
167.15
2000
10.76
35980.00
5.00
16715.00
15.76
52695.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.09
13537
1.27
5305810
4539000
9078500
106116218
2059500
1.94
1.23
1064976
2129000
4259000
21299538
163000
.77
1.06
417855
699500
1399125
8357105
10250
.12
1.22
826880
2694000
3306000
16537600
472000
2.85
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 13 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
233 GMRINFRA
31/05/2012
19.55
8000
16.98
26560.00
5.52
8633.28
22.50
35193.28
234 GMRINFRA
28/06/2012
19.60
8000
17.04
26720.00
5.52
8655.36
22.56
35375.36
235 GMRINFRA
26/07/2012
19.55
8000
17.24
26960.00
5.52
8633.28
22.76
35593.28
236 GODREJIND
31/05/2012
245.80
1000
12.97
31890.00
5.00
12290.00
17.97
44180.00
237 GODREJIND
28/06/2012
247.20
1000
13.00
32130.00
5.00
12360.00
18.00
44490.00
238 GODREJIND
26/07/2012
250.10
1000
12.94
32370.00
5.00
12505.00
17.94
44875.00
239 GRASIM
31/05/2012
2391.05
125
10.73
32082.50
5.00
14944.06
15.73
47026.56
240 GRASIM
28/06/2012
2407.10
125
10.74
32323.75
5.00
15044.38
15.74
47368.13
241 GRASIM
26/07/2012
2434.60
125
10.70
32567.50
5.00
15216.25
15.70
47783.75
242 GSPL
31/05/2012
63.00
2000
10.87
13700.00
5.00
6300.00
15.87
20000.00
243 GSPL
28/06/2012
63.60
2000
10.85
13800.00
5.00
6360.00
15.85
20160.00
244 GSPL
26/07/2012
64.15
4000
10.83
27800.00
5.00
12830.00
15.83
40630.00
245 GUJFLUORO
31/05/2012
414.90
500
11.88
24655.00
5.00
10372.50
16.88
35027.50
246 GUJFLUORO
28/06/2012
418.10
500
11.88
24840.00
5.00
10452.50
16.88
35292.50
247 GUJFLUORO
26/07/2012
421.25
500
11.88
25030.00
5.00
10531.25
16.88
35561.25
248 GVKPIL
31/05/2012
11.75 12000
19.66
27720.00
5.75
8107.50
25.41
35827.50
249 GVKPIL
28/06/2012
11.90 12000
19.58
27960.00
5.75
8211.00
25.33
36171.00
250 GVKPIL
26/07/2012
11.95 12000
19.67
28200.00
5.75
8245.50
25.42
36445.50
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
5.12
11120129
22240000
44480000
222402590
51584000
23.19
1.22
663907
1875000
2655000
13278143
901000
6.79
1.05
577440
584875
1169750
11548818
507500
4.39
1.59
3503838
7580000
14014000
70076771
3318000
4.73
1.21
329231
1089000
1316500
6584637
2674500
40.62
8.51
7224810
28896000
28896000
144496212
57888000
40.06
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 14 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
251 HAVELLS
31/05/2012
537.00
500
10.71
28745.00
5.00
13425.00
15.71
42170.00
252 HAVELLS
28/06/2012
541.05
500
10.71
28965.00
5.00
13526.25
15.71
42491.25
253 HAVELLS
26/07/2012
545.35
500
10.70
29180.00
5.00
13633.75
15.70
42813.75
254 HCC
31/05/2012
18.10
8000
16.13
23360.00
5.80
8398.40
21.93
31758.40
255 HCC
28/06/2012
18.25
8000
16.11
23520.00
5.80
8468.00
21.91
31988.00
256 HCC
26/07/2012
18.50
8000
16.00
23680.00
5.80
8584.00
21.80
32264.00
257 HCLTECH
31/05/2012
486.40
500
10.76
26180.00
5.00
12160.00
15.76
38340.00
258 HCLTECH
28/06/2012
489.80
500
10.77
26375.00
5.00
12245.00
15.77
38620.00
259 HCLTECH
26/07/2012
496.25
500
10.71
26575.00
5.00
12406.25
15.71
38981.25
260 HDFC
31/05/2012
641.95
500
10.74
34485.00
5.00
16048.75
15.74
50533.75
261 HDFC
28/06/2012
637.10
500
10.91
34745.00
5.00
15927.50
15.91
50672.50
262 HDFC
26/07/2012
653.90
500
10.71
35005.00
5.00
16347.50
15.71
51352.50
263 HDFCBANK
31/05/2012
490.10
500
10.72
26280.00
5.00
12252.50
15.72
38532.50
264 HDFCBANK
28/06/2012
490.40
500
10.80
26480.00
5.00
12260.00
15.80
38740.00
265 HDFCBANK
26/07/2012
497.85
500
10.72
26675.00
5.00
12446.25
15.72
39121.25
266 HDIL
31/05/2012
62.75
2000
17.61
22100.00
6.55
8220.25
24.16
30320.25
267 HDIL
28/06/2012
63.20
2000
17.63
22280.00
6.55
8279.20
24.18
30559.20
268 HDIL
26/07/2012
63.50
4000
17.67
44880.00
6.55
16637.00
24.22
61517.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.12
479619
959000
1918000
9592392
740000
7.71
5.52
3646903
14584000
14584000
72938061
24520000
33.62
1.03
2508154
2929000
5858500
50163095
2979000
5.94
1.09
14769700
2226500
4453500
295394002
12130500
4.11
1.02
13978423
2764500
5529500
279568475
10823500
3.87
1.59
2624671
6206000
10498000
52493435
40626000
77.39
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 15 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
269 HEROMOTOCO
31/05/2012
1849.90
125
10.78
24933.75
5.00
11561.88
15.78
36495.63
270 HEROMOTOCO
28/06/2012
1840.50
125
10.92
25121.25
5.00
11503.13
15.92
36624.38
271 HEROMOTOCO
26/07/2012
1835.75
125
11.03
25310.00
5.00
11473.44
16.03
36783.44
272 HEXAWARE
31/05/2012
125.05
2000
15.27
38200.00
5.00
12505.00
20.27
50705.00
273 HEXAWARE
28/06/2012
125.50
2000
15.34
38500.00
5.00
12550.00
20.34
51050.00
274 HEXAWARE
26/07/2012
127.05
2000
15.26
38780.00
5.00
12705.00
20.26
51485.00
275 HINDALCO
31/05/2012
107.20
2000
11.83
25360.00
5.00
10720.00
16.83
36080.00
276 HINDALCO
28/06/2012
108.10
2000
11.82
25560.00
5.00
10810.00
16.82
36370.00
277 HINDALCO
26/07/2012
108.95
2000
11.81
25740.00
5.00
10895.00
16.81
36635.00
278 HINDOILEXP
31/05/2012
100.95
2000
16.83
33980.00
5.73
11568.87
22.56
45548.87
279 HINDOILEXP
28/06/2012
102.15
2000
16.75
34220.00
5.73
11706.39
22.48
45926.39
280 HINDOILEXP
26/07/2012
102.70
2000
16.79
34480.00
5.73
11769.42
22.52
46249.42
281 HINDPETRO
31/05/2012
308.50
1000
10.74
33130.00
5.00
15425.00
15.74
48555.00
282 HINDPETRO
28/06/2012
311.15
1000
10.73
33380.00
5.00
15557.50
15.73
48937.50
283 HINDPETRO
26/07/2012
312.25
1000
10.77
33630.00
5.00
15612.50
15.77
49242.50
284 HINDUNILVR
31/05/2012
423.65
1000
10.74
45510.00
5.00
21182.50
15.74
66692.50
285 HINDUNILVR
28/06/2012
425.95
1000
10.76
45850.00
5.00
21297.50
15.76
67147.50
286 HINDUNILVR
26/07/2012
431.30
1000
10.71
46200.00
5.00
21565.00
15.71
67765.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.03
954280
669250
1338625
19085602
2090375
10.95
1.60
1914444
3858000
7656000
38288881
4488000
11.72
1.87
11399971
12422000
24844000
227999425
41682000
18.28
1.98
689241
2756000
2756000
13784831
3062000
22.21
1.30
1655505
3311000
6622000
33110100
4995000
15.09
1.18
10258587
3591000
7183000
205171750
8814000
4.30
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 16 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
287 HINDZINC
31/05/2012
115.25
2000
10.74
24760.00
5.00
11525.00
15.74
36285.00
288 HINDZINC
28/06/2012
115.95
2000
10.76
24960.00
5.00
11595.00
15.76
36555.00
289 HINDZINC
26/07/2012
116.85
2000
10.76
25140.00
5.00
11685.00
15.76
36825.00
290 IBREALEST
31/05/2012
52.05
4000
14.10
29360.00
6.19
12887.58
20.29
42247.58
291 IBREALEST
28/06/2012
52.30
4000
14.15
29600.00
6.19
12949.48
20.34
42549.48
292 IBREALEST
26/07/2012
53.00
4000
14.06
29800.00
6.19
13122.80
20.25
42922.80
293 ICICIBANK
31/05/2012
782.45
250
10.71
20947.50
5.00
9780.63
15.71
30728.13
294 ICICIBANK
28/06/2012
787.70
250
10.72
21105.00
5.00
9846.25
15.72
30951.25
295 ICICIBANK
26/07/2012
793.25
250
10.72
21262.50
5.00
9915.63
15.72
31178.13
296 IDBI
31/05/2012
87.45
2000
11.74
20540.00
5.00
8745.00
16.74
29285.00
297 IDBI
28/06/2012
88.35
2000
11.70
20680.00
5.00
8835.00
16.70
29515.00
298 IDBI
26/07/2012
88.80
2000
11.73
20840.00
5.00
8880.00
16.73
29720.00
299 IDEA
31/05/2012
77.65
4000
12.31
38240.00
5.00
15530.00
17.31
53770.00
300 IDEA
28/06/2012
77.95
4000
12.35
38520.00
5.00
15590.00
17.35
54110.00
301 IDEA
26/07/2012
79.10
4000
12.26
38800.00
5.00
15820.00
17.26
54620.00
302 IDFC
31/05/2012
118.20
2000
11.58
27380.00
5.00
11820.00
16.58
39200.00
303 IDFC
28/06/2012
117.95
2000
11.69
27580.00
5.00
11795.00
16.69
39375.00
304 IDFC
26/07/2012
120.45
2000
11.54
27800.00
5.00
12045.00
16.54
39845.00
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.74
14821646
11750000
23500000
296432938
868000
.29
1.92
2875596
7904000
11500000
57511924
15592000
27.11
1.02
8431994
1700000
3400000
168639889
16638750
9.87
1.14
3768502
7536000
15074000
75370056
13312000
17.66
1.29
17881660
19108000
38216000
357633212
12904000
3.61
1.69
15123627
12400000
24802000
302472553
27748000
9.17
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 17 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
305 IFCI
31/05/2012
33.85
8000
14.56
39440.00
5.88
15923.04
20.44
55363.04
306 IFCI
28/06/2012
34.15
8000
14.52
39680.00
5.88
16064.16
20.40
55744.16
307 IFCI
26/07/2012
34.45
8000
14.51
40000.00
5.88
16205.28
20.39
56205.28
308 IGL
31/05/2012
207.10
500
22.89
23700.00
6.55
6782.53
29.44
30482.53
309 IGL
28/06/2012
208.65
500
22.89
23880.00
6.55
6833.29
29.44
30713.29
310 IGL
26/07/2012
210.10
1000
22.90
48120.00
6.55
13761.55
29.45
61881.55
311 INDHOTEL
31/05/2012
57.40
4000
10.87
24960.00
5.00
11480.00
15.87
36440.00
312 INDHOTEL
28/06/2012
58.15
4000
10.82
25160.00
5.00
11630.00
15.82
36790.00
313 INDHOTEL
26/07/2012
58.45
4000
10.85
25360.00
5.00
11690.00
15.85
37050.00
314 INDIACEM
31/05/2012
72.10
2000
14.51
20920.00
5.00
7210.00
19.51
28130.00
315 INDIACEM
28/06/2012
72.65
2000
14.51
21080.00
5.00
7265.00
19.51
28345.00
316 INDIACEM
26/07/2012
73.30
2000
14.49
21240.00
5.00
7330.00
19.49
28570.00
317 INDIAINFO
31/05/2012
49.30
4000
36.23
71440.00
6.06
11950.32
42.29
83390.32
318 INDIAINFO
28/06/2012
49.50
4000
36.34
71960.00
6.06
11998.80
42.40
83958.80
319 INDIAINFO
26/07/2012
49.90
4000
36.33
72520.00
6.06
12095.76
42.39
84615.76
320 INDIANB
31/05/2012
178.80
1000
13.72
24540.00
5.00
8940.00
18.72
33480.00
321 INDIANB
28/06/2012
174.30
1000
14.19
24730.00
5.00
8715.00
19.19
33445.00
322 INDIANB
26/07/2012
181.80
1000
13.70
24910.00
5.00
9090.00
18.70
34000.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
2.95
7378373
14752000
29512000
147567466
101952000
69.09
1.45
770000
2288000
3080000
15400016
3668000
23.82
1.74
5041185
10080000
20164000
100823718
4440000
4.40
1.39
2148508
5898000
8594000
42970168
4566000
10.63
2.03
1976616
7904000
7904000
39532338
2152000
5.44
1.12
859500
2260000
3438000
17190000
339000
1.97
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 18 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
323 INDUSINDBK
31/05/2012
303.00
1000
10.83
32830.00
5.00
15150.00
15.83
47980.00
324 INDUSINDBK
28/06/2012
301.35
1000
10.97
33070.00
5.00
15067.50
15.97
48137.50
325 INDUSINDBK
26/07/2012
310.95
1000
10.72
33320.00
5.00
15547.50
15.72
48867.50
326 INFY
31/05/2012
2315.35
125
10.72
31015.00
5.00
14470.94
15.72
45485.94
327 INFY
28/06/2012
2334.85
125
10.71
31247.50
5.00
14592.81
15.71
45840.31
328 INFY
26/07/2012
2353.00
125
10.70
31483.75
5.00
14706.25
15.70
46190.00
329 IOB
31/05/2012
79.65
2000
10.75
17120.00
5.00
7965.00
15.75
25085.00
330 IOB
28/06/2012
75.80
2000
11.37
17240.00
5.00
7580.00
16.37
24820.00
331 IOB
26/07/2012
80.70
4000
10.77
34760.00
5.00
16140.00
15.77
50900.00
332 IOC
31/05/2012
272.10
1000
10.77
29300.00
5.00
13605.00
15.77
42905.00
333 IOC
28/06/2012
275.25
1000
10.72
29520.00
5.00
13762.50
15.72
43282.50
334 IOC
26/07/2012
276.35
1000
10.76
29740.00
5.00
13817.50
15.76
43557.50
335 IRB
31/05/2012
112.85
2000
26.16
59040.00
5.39
12165.23
31.55
71205.23
336 IRB
28/06/2012
113.75
2000
26.15
59480.00
5.39
12262.25
31.54
71742.25
337 IRB
26/07/2012
114.45
2000
26.18
59920.00
5.39
12337.71
31.57
72257.71
338 ITC
31/05/2012
232.20
1000
10.75
24970.00
5.00
11610.00
15.75
36580.00
339 ITC
28/06/2012
231.00
1000
10.89
25160.00
5.00
11550.00
15.89
36710.00
340 ITC
26/07/2012
236.85
1000
10.70
25350.00
5.00
11842.50
15.70
37192.50
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.32
3118276
4522000
9044000
62365530
2940000
4.71
1.04
4047816
609125
1218375
80956320
4942375
6.10
1.26
2112000
5726000
8448000
42240000
2758000
6.53
1.10
5117967
5648000
11297000
102359354
1492000
1.46
1.77
1078585
2904000
4314000
21571707
17326000
80.32
1.29
77942733
6109000
12219000
1558854663
19969000
1.28
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 19 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
341 IVRCLINFRA
31/05/2012
40.50
4000
23.80
38560.00
6.70
10854.00
30.50
49414.00
342 IVRCLINFRA
28/06/2012
40.95
4000
23.71
38840.00
6.70
10974.60
30.41
49814.60
343 IVRCLINFRA
26/07/2012
41.25
4000
23.73
39160.00
6.70
11055.00
30.43
50215.00
344 JETAIRWAYS
31/05/2012
305.30
1000
15.68
47860.00
5.80
17707.40
21.48
65567.40
345 JETAIRWAYS
28/06/2012
305.10
1000
15.80
48220.00
5.80
17695.80
21.60
65915.80
346 JETAIRWAYS
26/07/2012
314.90
1000
15.43
48580.00
5.80
18264.20
21.23
66844.20
347 JINDALSAW
31/05/2012
130.55
2000
10.72
28000.00
5.00
13055.00
15.72
41055.00
348 JINDALSAW
28/06/2012
131.35
2000
10.73
28200.00
5.00
13135.00
15.73
41335.00
349 JINDALSAW
26/07/2012
132.35
2000
10.74
28420.00
5.00
13235.00
15.74
41655.00
350 JINDALSTEL
31/05/2012
461.85
500
11.94
27575.00
5.00
11546.25
16.94
39121.25
351 JINDALSTEL
28/06/2012
466.35
500
11.92
27785.00
5.00
11658.75
16.92
39443.75
352 JINDALSTEL
26/07/2012
470.25
500
11.90
27990.00
5.00
11756.25
16.90
39746.25
353 JISLJALEQS
31/05/2012
74.00
2000
14.41
21320.00
5.54
8199.20
19.95
29519.20
354 JISLJALEQS
28/06/2012
74.90
2000
14.34
21480.00
5.54
8298.92
19.88
29778.92
355 JISLJALEQS
26/07/2012
75.20
2000
14.39
21640.00
5.54
8332.16
19.93
29972.16
356 JPASSOCIAT
31/05/2012
61.25
4000
16.24
39800.00
5.26
12887.00
21.50
52687.00
357 JPASSOCIAT
28/06/2012
61.80
4000
16.23
40120.00
5.26
13002.72
21.49
53122.72
358 JPASSOCIAT
26/07/2012
62.45
4000
16.17
40400.00
5.26
13139.48
21.43
53539.48
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
2.47
2371569
8108000
9484000
47431384
28032000
59.10
1.31
172658
690000
690000
3453161
1872000
54.21
1.53
1491740
3188000
5966000
29834807
1698000
5.69
1.08
3841301
2976000
5952000
76826039
3746000
4.88
1.35
2669583
5668000
10678000
53391675
5300000
9.93
1.63
11322074
20064000
40132000
226441492
65368000
28.87
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 20 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
359 JPPOWER
31/05/2012
36.65
8000
11.00
32240.00
5.00
14660.00
16.00
46900.00
360 JPPOWER
28/06/2012
37.05
8000
10.96
32480.00
5.00
14820.00
15.96
47300.00
361 JPPOWER
26/07/2012
37.20
8000
10.99
32720.00
5.00
14880.00
15.99
47600.00
362 JSWENERGY
31/05/2012
43.60
4000
14.54
25360.00
5.32
9278.08
19.86
34638.08
363 JSWENERGY
28/06/2012
43.65
4000
14.62
25520.00
5.32
9288.72
19.94
34808.72
364 JSWENERGY
26/07/2012
44.20
4000
14.55
25720.00
5.32
9405.76
19.87
35125.76
365 JSWISPAT
31/05/2012
10.10 14000
13.96
19740.00
5.00
7070.00
18.96
26810.00
366 JSWISPAT
28/06/2012
10.25 14000
13.85
19880.00
5.00
7175.00
18.85
27055.00
367 JSWISPAT
26/07/2012
10.30 15000
13.88
21450.00
5.00
7725.00
18.88
29175.00
368 JSWSTEEL
31/05/2012
594.05
500
17.10
50805.00
5.27
15653.22
22.37
66458.22
369 JSWSTEEL
28/06/2012
600.20
500
17.06
51185.00
5.27
15815.27
22.33
67000.27
370 JSWSTEEL
26/07/2012
604.55
500
17.06
51570.00
5.27
15929.89
22.33
67499.89
371 JUBLFOOD
31/05/2012
1133.20
250
12.61
35717.50
5.00
14165.00
17.61
49882.50
372 JUBLFOOD
28/06/2012
1130.65
250
12.73
35987.50
5.00
14133.13
17.73
50120.63
373 JUBLFOOD
26/07/2012
1154.25
250
12.56
36257.50
5.00
14428.13
17.56
50685.63
374 KOTAKBANK
31/05/2012
549.20
500
11.20
30755.00
5.00
13730.00
16.20
44485.00
375 KOTAKBANK
28/06/2012
551.15
500
11.24
30985.00
5.00
13778.75
16.24
44763.75
376 KOTAKBANK
26/07/2012
582.70
500
10.72
31220.00
5.00
14567.50
15.72
45787.50
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
2.73
6271338
12536000
25080000
125426779
9800000
7.81
2.29
3817841
10192000
15268000
76356830
26660000
34.92
9.90
7163341
28644000
28644000
143266839
32063000
22.38
1.18
1359716
2163500
4327000
27194325
9254500
34.03
1.06
281325
562500
1125250
5626501
965250
17.16
1.09
4043863
2573500
5147500
80877266
5109000
6.32
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 21 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
377 KTKBANK
31/05/2012
75.05
4000
10.74
32240.00
5.00
15010.00
15.74
47250.00
378 KTKBANK
28/06/2012
75.35
4000
10.78
32480.00
5.00
15070.00
15.78
47550.00
379 KTKBANK
26/07/2012
75.95
4000
10.77
32720.00
5.00
15190.00
15.77
47910.00
380 LICHSGFIN
31/05/2012
233.85
1000
10.72
25070.00
5.00
11692.50
15.72
36762.50
381 LICHSGFIN
28/06/2012
235.65
1000
10.72
25260.00
5.00
11782.50
15.72
37042.50
382 LICHSGFIN
26/07/2012
234.30
1000
10.86
25450.00
5.00
11715.00
15.86
37165.00
383 LITL
31/05/2012
12.00 12000
18.42
26520.00
7.22
10396.80
25.64
36916.80
384 LITL
28/06/2012
12.15 12000
18.35
26760.00
7.22
10526.76
25.57
37286.76
385 LITL
26/07/2012
12.25 11000
18.29
24640.00
7.22
9728.95
25.51
34368.95
386 LT
31/05/2012
1161.65
250
12.40
36022.50
5.00
14520.63
17.40
50543.13
387 LT
28/06/2012
1170.90
250
12.40
36292.50
5.00
14636.25
17.40
50928.75
388 LT
26/07/2012
1180.10
250
12.39
36567.50
5.00
14751.25
17.39
51318.75
389 LUPIN
31/05/2012
546.10
500
10.71
29250.00
5.00
13652.50
15.71
42902.50
390 LUPIN
28/06/2012
548.85
500
10.74
29470.00
5.00
13721.25
15.74
43191.25
391 LUPIN
26/07/2012
554.65
500
10.71
29690.00
5.00
13866.25
15.71
43556.25
392 M&M
31/05/2012
638.25
500
10.74
34285.00
5.00
15956.25
15.74
50241.25
393 M&M
28/06/2012
642.45
500
10.75
34545.00
5.00
16061.25
15.75
50606.25
394 M&M
26/07/2012
649.70
500
10.71
34805.00
5.00
16242.50
15.71
51047.50
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.33
1882840
5500000
7528000
37656818
6176000
16.40
1.28
3005801
5768000
11536000
60116025
7221000
12.01
8.33
6687785
26748000
26748000
133755719
98948000
73.98
1.03
5188955
1222500
2445250
103779104
6539750
6.30
1.10
2370397
2715000
5430500
47407948
558000
1.18
1.10
4245668
2112500
4225000
84913362
5474500
6.45
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 22 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
395 MARUTI
31/05/2012
1148.85
250
11.54
33142.50
5.00
14360.63
16.54
47503.13
396 MARUTI
28/06/2012
1148.90
250
11.63
33390.00
5.00
14361.25
16.63
47751.25
397 MARUTI
26/07/2012
1153.40
250
11.67
33642.50
5.00
14417.50
16.67
48060.00
398 MAX
31/05/2012
189.50
1000
10.73
20340.00
5.00
9475.00
15.73
29815.00
399 MAX
28/06/2012
191.05
1000
10.72
20490.00
5.00
9552.50
15.72
30042.50
400 MAX
26/07/2012
192.55
2000
10.72
41300.00
5.00
19255.00
15.72
60555.00
401 MCDOWELL-N
31/05/2012
624.85
250
18.06
28210.00
6.10
9528.96
24.16
37738.96
402 MCDOWELL-N
28/06/2012
632.00
250
17.99
28422.50
6.10
9638.00
24.09
38060.50
403 MCDOWELL-N
26/07/2012
633.80
500
18.07
57275.00
6.10
19330.90
24.17
76605.90
404 MCLEODRUSS
31/05/2012
271.05
1000
10.74
29100.00
5.00
13552.50
15.74
42652.50
405 MCLEODRUSS
28/06/2012
273.50
1000
10.72
29320.00
5.00
13675.00
15.72
42995.00
406 MCLEODRUSS
26/07/2012
275.10
1000
10.74
29540.00
5.00
13755.00
15.74
43295.00
407 MINIFTY
31/05/2012
4840.75
20
7.10
6875.00
3.00
2904.45
10.10
9779.45
408 MINIFTY
28/06/2012
4855.55
20
7.13
6926.60
3.00
2913.33
10.13
9839.93
409 MINIFTY
26/07/2012
4875.35
20
7.16
6978.80
3.00
2925.21
10.16
9904.01
410 MPHASIS
31/05/2012
377.00
500
10.71
20190.00
5.00
9425.00
15.71
29615.00
411 MPHASIS
28/06/2012
380.10
500
10.70
20340.00
5.00
9502.50
15.70
29842.50
412 MPHASIS
26/07/2012
383.00
500
10.70
20495.00
5.00
9575.00
15.70
30070.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.04
1322916
1093250
2186750
26458324
3190500
12.06
1.06
1665879
3331000
6663000
33317591
431000
1.29
1.12
937802
1875500
3751000
18756053
1339750
7.14
1.11
594231
1783000
2376000
11884630
4942000
41.58
1.01
270939
1.06
829936
1659500
3319500
16598726
237000
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 23 of 38
MAY-22-12 07:48 PM
1.43
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
413 MRF
31/05/2012
10289.60
125
12.27
157808.75
5.00
64310.00
17.27
222118.75
414 MRF
28/06/2012
10353.55
125
12.29
158996.25
5.00
64709.69
17.29
223705.94
415 MRF
26/07/2012
10461.60
125
12.25
160192.50
5.00
65385.00
17.25
225577.50
416 MRPL
31/05/2012
57.55
4000
12.75
29360.00
5.00
11510.00
17.75
40870.00
417 MRPL
28/06/2012
57.75
4000
12.81
29600.00
5.00
11550.00
17.81
41150.00
418 MRPL
26/07/2012
58.40
4000
12.77
29840.00
5.00
11680.00
17.77
41520.00
419 MTNL
31/05/2012
21.60
8000
13.06
22560.00
5.09
8795.52
18.15
31355.52
420 MTNL
28/06/2012
21.85
8000
13.00
22720.00
5.09
8897.32
18.09
31617.32
421 MTNL
26/07/2012
22.10
8000
12.94
22880.00
5.09
8999.12
18.03
31879.12
422 NAGAROIL
31/05/2012
6.25
9000
48.16
27090.00
17.56
9877.50
65.72
36967.50
423 NAGAROIL
28/06/2012
6.35
9000
47.72
27270.00
17.56
10035.54
65.28
37305.54
424 NAGAROIL
26/07/2012
6.40 30000
47.66
91500.00
17.56
33715.20
65.22
125215.20
425 NCC
31/05/2012
31.45
4000
18.86
23720.00
6.47
8139.26
25.33
31859.26
426 NCC
28/06/2012
31.80
4000
18.77
23880.00
6.47
8229.84
25.24
32109.84
427 NCC
26/07/2012
31.90
4000
18.87
24080.00
6.47
8255.72
25.34
32335.72
428 NFTYMCAP50
31/05/2012
1975.65
150
7.35
21769.50
3.00
8890.43
10.35
30659.93
429 NFTYMCAP50
28/06/2012
1990.70
150
7.35
21933.00
3.00
8958.15
10.35
30891.15
430 NFTYMCAP50
26/07/2012
2005.65
150
7.35
22098.00
3.00
9025.43
10.35
31123.43
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.02
30975
61875
123875
619500
51125
8.25
1.74
2000911
8000000
8000000
40018232
1772000
4.43
4.63
2478413
9912000
9912000
49568260
27976000
56.44
16.00
2643924
10575000
10575000
52878498
2304000
4.36
3.18
2063292
8252000
8252000
41265854
7420000
17.98
1.06
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 24 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
431 NHPC
31/05/2012
18.20
9000
11.04
18090.00
5.00
8190.00
16.04
26280.00
432 NHPC
28/06/2012
18.40
9000
11.03
18270.00
5.00
8280.00
16.03
26550.00
433 NHPC
26/07/2012
18.70 10000
10.91
20400.00
5.00
9350.00
15.91
29750.00
434 NIFTY
31/05/2012
4841.20
50
7.10
17187.50
3.00
7261.80
10.10
24449.30
435 NIFTY
28/06/2012
4856.70
50
7.13
17316.50
3.00
7285.05
10.13
24601.55
436 NIFTY
26/07/2012
4878.05
50
7.15
17447.00
3.00
7317.08
10.15
24764.08
437 NMDC
31/05/2012
166.60
1000
13.04
21730.00
5.00
8330.00
18.04
30060.00
438 NMDC
28/06/2012
167.30
1000
13.08
21890.00
5.00
8365.00
18.08
30255.00
439 NMDC
26/07/2012
169.15
2000
13.04
44120.00
5.00
16915.00
18.04
61035.00
440 NTPC
31/05/2012
141.65
2000
10.80
30600.00
5.00
14165.00
15.80
44765.00
441 NTPC
28/06/2012
143.20
2000
10.77
30840.00
5.00
14320.00
15.77
45160.00
442 NTPC
26/07/2012
144.00
2000
10.79
31080.00
5.00
14400.00
15.79
45480.00
443 OFSS
31/05/2012
2421.30
125
10.71
32422.50
5.00
15133.13
15.71
47555.63
444 OFSS
28/06/2012
2442.10
125
10.70
32666.25
5.00
15263.13
15.70
47929.38
445 OFSS
26/07/2012
2460.45
125
10.70
32912.50
5.00
15377.81
15.70
48290.31
446 OIL
31/05/2012
442.65
625
10.74
29706.25
5.00
13832.81
15.74
43539.06
447 OIL
28/06/2012
442.90
625
10.81
29925.00
5.00
13840.63
15.81
43765.63
448 OIL
26/07/2012
450.30
500
10.71
24120.00
5.00
11257.50
15.71
35377.50
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
67086000
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
13.93
5.49
16773740
1.01
26175585
1.20
3962978
7925000
15851000
79259564
1086000
1.37
1.41
12781032
9230000
18460000
255620644
15634000
6.12
1.03
164920
329750
659625
3298411
244625
7.42
1.13
1296370
2592500
5185000
25927411
233125
.90
33543000
335474803
46721000
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 25 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
449 ONGC
31/05/2012
245.30
1000
10.75
26380.00
5.00
12265.00
15.75
38645.00
450 ONGC
28/06/2012
247.85
1000
10.72
26580.00
5.00
12392.50
15.72
38972.50
451 ONGC
26/07/2012
249.25
1000
10.74
26780.00
5.00
12462.50
15.74
39242.50
452 ONMOBILE
31/05/2012
43.60
4000
17.52
30560.00
5.26
9173.44
22.78
39733.44
453 ONMOBILE
28/06/2012
43.90
4000
17.54
30800.00
5.26
9236.56
22.80
40036.56
454 ONMOBILE
26/07/2012
44.45
4000
17.44
31000.00
5.26
9352.28
22.70
40352.28
455 OPTOCIRCUI
31/05/2012
174.40
1300
10.74
24349.00
5.00
11336.00
15.74
35685.00
456 OPTOCIRCUI
28/06/2012
175.40
1300
10.76
24531.00
5.00
11401.00
15.76
35932.00
457 OPTOCIRCUI
26/07/2012
177.20
1000
10.73
19010.00
5.00
8860.00
15.73
27870.00
458 ORCHIDCHEM
31/05/2012
124.25
2000
20.13
50020.00
5.04
12524.40
25.17
62544.40
459 ORCHIDCHEM
28/06/2012
125.45
2000
20.09
50400.00
5.04
12645.36
25.13
63045.36
460 ORCHIDCHEM
26/07/2012
125.90
2000
20.17
50780.00
5.04
12690.72
25.21
63470.72
461 ORIENTBANK
31/05/2012
218.70
1000
10.86
23760.00
5.00
10935.00
15.86
34695.00
462 ORIENTBANK
28/06/2012
212.65
1000
11.26
23940.00
5.00
10632.50
16.26
34572.50
463 ORIENTBANK
26/07/2012
222.95
1000
10.82
24120.00
5.00
11147.50
15.82
35267.50
464 PANTALOONR
31/05/2012
137.75
1000
22.89
31530.00
7.57
10427.68
30.46
41957.68
465 PANTALOONR
28/06/2012
139.15
1000
22.83
31770.00
7.57
10533.66
30.40
42303.66
466 PANTALOONR
26/07/2012
139.70
2000
22.91
64020.00
7.57
21150.58
30.48
85170.58
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.22
26329435
5554000
11109000
526588719
7346000
1.40
2.29
583211
2332000
2332000
11664226
2676000
22.94
1.15
1741696
3482700
6966700
34833923
2200900
6.32
1.61
443746
1774000
1774000
8874921
7406000
83.45
1.37
1225397
2450000
4901000
24507940
1023000
4.17
1.45
1146573
2663000
4586000
22931477
18264000
79.65
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 26 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
467 PATELENG
31/05/2012
84.60
2000
13.91
23540.00
5.13
8679.96
19.04
32219.96
468 PATELENG
28/06/2012
85.50
2000
13.87
23720.00
5.13
8772.30
19.00
32492.30
469 PATELENG
26/07/2012
85.95
2000
13.89
23880.00
5.13
8818.47
19.02
32698.47
470 PETRONET
31/05/2012
132.10
2000
12.19
32200.00
5.00
13210.00
17.19
45410.00
471 PETRONET
28/06/2012
131.05
2000
12.38
32440.00
5.00
13105.00
17.38
45545.00
472 PETRONET
26/07/2012
134.35
2000
12.16
32680.00
5.00
13435.00
17.16
46115.00
473 PFC
31/05/2012
149.30
2000
13.01
38840.00
5.00
14930.00
18.01
53770.00
474 PFC
28/06/2012
150.65
2000
12.98
39120.00
5.00
15065.00
17.98
54185.00
475 PFC
26/07/2012
151.40
2000
13.02
39420.00
5.00
15140.00
18.02
54560.00
476 PIRHEALTH
31/05/2012
416.95
500
10.72
22355.00
5.00
10423.75
15.72
32778.75
477 PIRHEALTH
28/06/2012
419.35
500
10.74
22520.00
5.00
10483.75
15.74
33003.75
478 PIRHEALTH
26/07/2012
422.50
500
10.74
22690.00
5.00
10562.50
15.74
33252.50
479 PNB
31/05/2012
721.60
250
10.70
19307.50
5.00
9020.00
15.70
28327.50
480 PNB
28/06/2012
706.45
250
11.01
19452.50
5.00
8830.63
16.01
28283.13
481 PNB
26/07/2012
713.95
250
10.98
19600.00
5.00
8924.38
15.98
28524.38
482 POLARIS
31/05/2012
104.80
2000
13.53
28360.00
5.00
10480.00
18.53
38840.00
483 POLARIS
28/06/2012
105.50
2000
13.55
28580.00
5.00
10550.00
18.55
39130.00
484 POLARIS
26/07/2012
106.30
2000
13.55
28800.00
5.00
10630.00
18.55
39430.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.18
379706
1518000
1518000
7594120
1686000
22.20
1.51
3750000
7500000
15000000
75000008
5446000
7.26
1.34
3468700
6936000
13874000
69374008
6916000
9.97
1.20
809821
1619500
3239000
16196420
1072500
6.62
1.11
1330612
1764250
3528750
26612240
2952250
11.09
1.91
704525
2818000
2818000
14090507
2498000
17.73
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 27 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
485 POWERGRID
31/05/2012
103.75
2000
10.78
22360.00
5.00
10375.00
15.78
32735.00
486 POWERGRID
28/06/2012
104.65
2000
10.76
22520.00
5.00
10465.00
15.76
32985.00
487 POWERGRID
26/07/2012
105.55
2000
10.75
22700.00
5.00
10555.00
15.75
33255.00
488 PRAJIND
31/05/2012
52.35
4000
17.27
36160.00
5.00
10470.00
22.27
46630.00
489 PRAJIND
28/06/2012
53.00
4000
17.19
36440.00
5.00
10600.00
22.19
47040.00
490 PRAJIND
26/07/2012
52.85
4000
17.37
36720.00
5.00
10570.00
22.37
47290.00
491 PTC
31/05/2012
53.50
4000
13.35
28560.00
5.07
10849.80
18.42
39409.80
492 PTC
28/06/2012
54.05
4000
13.32
28800.00
5.07
10961.34
18.39
39761.34
493 PTC
26/07/2012
54.45
4000
13.31
29000.00
5.07
11042.46
18.38
40042.46
494 PUNJLLOYD
31/05/2012
44.65
4000
17.78
31760.00
5.07
9055.02
22.85
40815.02
495 PUNJLLOYD
28/06/2012
44.00
4000
18.18
32000.00
5.07
8923.20
23.25
40923.20
496 PUNJLLOYD
26/07/2012
43.80
4000
18.40
32240.00
5.07
8882.64
23.47
41122.64
497 RANBAXY
31/05/2012
495.00
500
10.72
26530.00
5.00
12375.00
15.72
38905.00
498 RANBAXY
28/06/2012
496.60
500
10.77
26730.00
5.00
12415.00
15.77
39145.00
499 RANBAXY
26/07/2012
501.65
500
10.74
26930.00
5.00
12541.25
15.74
39471.25
500 RAYMOND
31/05/2012
355.20
1000
11.02
39160.00
5.00
17760.00
16.02
56920.00
501 RAYMOND
28/06/2012
359.00
1000
10.99
39460.00
5.00
17950.00
15.99
57410.00
502 RAYMOND
26/07/2012
360.25
1000
11.03
39750.00
5.00
18012.50
16.03
57762.50
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.93
14157011
13482000
26966000
283140228
12872000
4.55
1.91
1342504
5368000
5368000
26850098
5416000
20.17
1.87
2469735
8316000
9876000
49394714
2340000
4.74
2.24
2085572
8340000
8340000
41711444
35832000
85.90
1.21
1447076
2894000
5788000
28941524
3257000
11.25
1.13
362760
1241000
1451000
7255200
3172000
43.72
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 28 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
503 RCOM
31/05/2012
64.50
4000
13.26
34200.00
5.00
12900.00
18.26
47100.00
504 RCOM
28/06/2012
65.20
4000
13.21
34440.00
5.00
13040.00
18.21
47480.00
505 RCOM
26/07/2012
65.45
4000
13.26
34720.00
5.00
13090.00
18.26
47810.00
506 RECLTD
31/05/2012
173.85
1000
12.15
21130.00
5.04
8762.04
17.19
29892.04
507 RECLTD
28/06/2012
175.35
1000
12.14
21290.00
5.04
8837.64
17.18
30127.64
508 RECLTD
26/07/2012
176.45
1000
12.16
21450.00
5.04
8893.08
17.20
30343.08
509 RELCAPITAL
31/05/2012
307.75
500
15.71
24180.00
5.10
7847.63
20.81
32027.63
510 RELCAPITAL
28/06/2012
310.25
500
15.70
24360.00
5.10
7911.38
20.80
32271.38
511 RELCAPITAL
26/07/2012
312.90
500
15.69
24545.00
5.10
7978.95
20.79
32523.95
512 RELIANCE
31/05/2012
683.70
250
10.85
18552.50
5.00
8546.25
15.85
27098.75
513 RELIANCE
28/06/2012
689.55
250
10.84
18692.50
5.00
8619.38
15.84
27311.88
514 RELIANCE
26/07/2012
703.25
500
10.71
37665.00
5.00
17581.25
15.71
55246.25
515 RELINFRA
31/05/2012
443.10
500
14.34
31780.00
5.00
11077.50
19.34
42857.50
516 RELINFRA
28/06/2012
447.60
500
14.31
32015.00
5.00
11190.00
19.31
43205.00
517 RELINFRA
26/07/2012
450.55
500
14.32
32260.00
5.00
11263.75
19.32
43523.75
518 RENUKA
31/05/2012
28.30
4000
14.56
16480.00
6.82
7720.24
21.38
24200.24
519 RENUKA
28/06/2012
28.75
4000
14.43
16600.00
6.82
7843.00
21.25
24443.00
520 RENUKA
26/07/2012
28.80
8000
14.55
33520.00
6.82
15713.28
21.37
49233.28
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.55
6556170
13112000
26224000
131123406
68592000
52.31
1.15
3278520
6557000
13114000
65570400
4506000
6.87
1.30
1116761
2233500
4467000
22335239
6280500
28.12
1.17
16945171
2013000
4026250
338903432
16959750
5.00
1.13
1339627
2679000
5358500
26792543
5180500
19.34
3.53
4158380
15720000
16632000
83167611
32352000
38.90
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 29 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
521 ROLTA
31/05/2012
73.95
4000
14.82
43840.00
5.00
14790.00
19.82
58630.00
522 ROLTA
28/06/2012
74.80
4000
14.76
44160.00
5.00
14960.00
19.76
59120.00
523 ROLTA
26/07/2012
75.35
4000
14.77
44520.00
5.00
15070.00
19.77
59590.00
524 RPOWER
31/05/2012
90.25
2000
15.93
28760.00
5.00
9025.00
20.93
37785.00
525 RPOWER
28/06/2012
91.10
2000
15.89
28960.00
5.00
9110.00
20.89
38070.00
526 RPOWER
26/07/2012
92.50
2000
15.77
29180.00
5.00
9250.00
20.77
38430.00
527 RUCHISOYA
31/05/2012
92.30
2000
10.80
19940.00
5.00
9230.00
15.80
29170.00
528 RUCHISOYA
28/06/2012
92.85
2000
10.81
20080.00
5.00
9285.00
15.81
29365.00
529 RUCHISOYA
26/07/2012
93.55
4000
10.82
40480.00
5.00
18710.00
15.82
59190.00
530 S&P500
15/06/2012
1313.50
250
7.16
23515.00
3.00
9851.25
10.16
33366.25
531 S&P500
20/07/2012
1337.00
250
7.10
23735.00
3.00
10027.50
10.10
33762.50
532 S&P500
17/08/2012
1347.00
250
7.10
23915.00
3.00
10102.50
10.10
34017.50
533 S&P500
21/09/2012
1359.75
250
7.10
24140.00
3.00
10198.13
10.10
34338.13
534 S&P500
21/12/2012
1393.25
250
7.10
24735.00
3.00
10449.38
10.10
35184.38
535 S&P500
15/03/2013
1425.00
250
7.10
25297.50
3.00
10687.50
10.10
35985.00
536 SAIL
31/05/2012
91.90
2000
11.50
21140.00
5.00
9190.00
16.50
30330.00
537 SAIL
28/06/2012
92.70
2000
11.49
21300.00
5.00
9270.00
16.49
30570.00
538 SAIL
26/07/2012
93.55
4000
11.47
42920.00
5.00
18710.00
16.47
61630.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.35
872889
3488000
3488000
17457791
1528000
8.75
1.11
5486359
10972000
21944000
109727192
20864000
19.01
1.08
1489378
5642000
5956000
29787563
11646000
39.10
1.14
23625
1.09
5852446
11704000
23408000
117048931
16974000
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 30 of 38
MAY-22-12 07:48 PM
14.50
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
539 SBIN
31/05/2012
1902.15
125
12.65
30086.25
5.00
11888.44
17.65
41974.69
540 SBIN
28/06/2012
1908.45
125
12.71
30312.50
5.00
11927.81
17.71
42240.31
541 SBIN
26/07/2012
1915.80
125
12.75
30540.00
5.00
11973.75
17.75
42513.75
542 SCI
31/05/2012
54.60
4000
12.16
26560.00
5.00
10920.00
17.16
37480.00
543 SCI
28/06/2012
55.05
4000
12.15
26760.00
5.00
11010.00
17.15
37770.00
544 SCI
26/07/2012
55.75
4000
12.09
26960.00
5.00
11150.00
17.09
38110.00
545 SESAGOA
31/05/2012
183.15
1000
13.18
24140.00
5.00
9157.50
18.18
33297.50
546 SESAGOA
28/06/2012
180.35
1000
13.49
24330.00
5.00
9017.50
18.49
33347.50
547 SESAGOA
26/07/2012
187.20
1000
13.09
24510.00
5.00
9360.00
18.09
33870.00
548 SIEMENS
31/05/2012
675.15
250
10.71
18072.50
5.00
8439.38
15.71
26511.88
549 SIEMENS
28/06/2012
679.40
250
10.72
18210.00
5.00
8492.50
15.72
26702.50
550 SIEMENS
26/07/2012
682.65
500
10.75
36695.00
5.00
17066.25
15.75
53761.25
551 SINTEX
31/05/2012
51.95
2000
16.82
17480.00
6.08
6317.12
22.90
23797.12
552 SINTEX
28/06/2012
52.45
2000
16.80
17620.00
6.08
6377.92
22.88
23997.92
553 SINTEX
26/07/2012
52.75
4000
16.83
35520.00
6.08
12828.80
22.91
48348.80
554 SKUMARSYNF
31/05/2012
26.65
8000
15.08
32160.00
5.45
11619.40
20.53
43779.40
555 SKUMARSYNF
28/06/2012
26.95
8000
15.03
32400.00
5.45
11750.20
20.48
44150.20
556 SKUMARSYNF
26/07/2012
27.10
8000
15.06
32640.00
5.45
11815.60
20.51
44455.60
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.05
2408148
701500
1403000
48162979
13606625
28.25
1.83
1688560
6752000
6752000
33771206
4520000
13.38
1.09
3899878
7799000
15599000
77997560
12493000
16.02
1.04
850737
1701250
3402750
17014745
381000
2.24
1.92
1733821
6764000
6934000
34676420
13318000
38.41
3.75
1528879
6112000
6112000
30577583
17048000
55.75
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 31 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
557 SOBHA
31/05/2012
310.65
1000
10.73
33330.00
5.00
15532.50
15.73
48862.50
558 SOBHA
28/06/2012
313.45
1000
10.71
33580.00
5.00
15672.50
15.71
49252.50
559 SOBHA
26/07/2012
315.80
1000
10.71
33830.00
5.00
15790.00
15.71
49620.00
560 SOUTHBANK
31/05/2012
22.00 10000
11.00
24200.00
5.00
11000.00
16.00
35200.00
561 SOUTHBANK
28/06/2012
21.80 10000
11.15
24300.00
5.00
10900.00
16.15
35200.00
562 SOUTHBANK
26/07/2012
22.30
8000
10.99
19600.00
5.00
8920.00
15.99
28520.00
563 SREINFRA
31/05/2012
19.25
8000
28.68
44160.00
5.32
8192.80
34.00
52352.80
564 SREINFRA
28/06/2012
19.40
8000
28.66
44480.00
5.32
8256.64
33.98
52736.64
565 SREINFRA
26/07/2012
19.50
8000
28.72
44800.00
5.32
8299.20
34.04
53099.20
566 SRTRANSFIN
31/05/2012
496.00
500
12.21
30290.00
5.00
12400.00
17.21
42690.00
567 SRTRANSFIN
28/06/2012
500.35
500
12.20
30515.00
5.00
12508.75
17.20
43023.75
568 SRTRANSFIN
26/07/2012
504.15
500
12.20
30745.00
5.00
12603.75
17.20
43348.75
569 STER
31/05/2012
95.90
2000
11.54
22140.00
5.00
9590.00
16.54
31730.00
570 STER
28/06/2012
96.00
2000
11.63
22320.00
5.00
9600.00
16.63
31920.00
571 STER
26/07/2012
97.50
2000
11.53
22480.00
5.00
9750.00
16.53
32230.00
572 STRTECH
31/05/2012
28.85
8000
29.22
67440.00
5.27
12163.16
34.49
79603.16
573 STRTECH
28/06/2012
28.85
8000
29.43
67920.00
5.27
12163.16
34.70
80083.16
574 STRTECH
26/07/2012
29.20
8000
29.32
68480.00
5.27
12310.72
34.59
80790.72
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.29
386875
1513000
1547000
7737503
377000
4.87
4.55
11300649
22600000
45200000
226012980
6600000
2.92
5.19
2176447
8704000
8704000
43528942
8768000
20.14
1.21
1230222
2460000
4920500
24604446
380500
1.55
1.04
11508556
14144000
28288000
230171136
30278000
13.15
3.47
1781699
7120000
7120000
35633993
5488000
15.40
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 32 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
575 SUNPHARMA
31/05/2012
575.95
500
10.72
30860.00
5.00
14398.75
15.72
45258.75
576 SUNPHARMA
28/06/2012
580.70
500
10.71
31095.00
5.00
14517.50
15.71
45612.50
577 SUNPHARMA
26/07/2012
584.30
500
10.72
31330.00
5.00
14607.50
15.72
45937.50
578 SUNTV
31/05/2012
254.15
1000
12.98
33000.00
5.00
12707.50
17.98
45707.50
579 SUNTV
28/06/2012
255.85
1000
13.00
33250.00
5.00
12792.50
18.00
46042.50
580 SUNTV
26/07/2012
257.75
1000
13.00
33500.00
5.00
12887.50
18.00
46387.50
581 SUZLON
31/05/2012
21.45
8000
19.21
32960.00
5.99
10278.84
25.20
43238.84
582 SUZLON
28/06/2012
21.40
8000
19.39
33200.00
5.99
10254.88
25.38
43454.88
583 SUZLON
26/07/2012
21.05
8000
19.86
33440.00
5.99
10087.16
25.85
43527.16
584 SYNDIBANK
31/05/2012
86.25
2000
13.53
23340.00
5.00
8625.00
18.53
31965.00
585 SYNDIBANK
28/06/2012
84.10
2000
13.98
23520.00
5.00
8410.00
18.98
31930.00
586 SYNDIBANK
26/07/2012
87.60
2000
13.52
23680.00
5.00
8760.00
18.52
32440.00
587 TATACHEM
31/05/2012
314.85
1000
10.71
33730.00
5.00
15742.50
15.71
49472.50
588 TATACHEM
28/06/2012
316.05
1000
10.75
33980.00
5.00
15802.50
15.75
49782.50
589 TATACHEM
26/07/2012
319.10
1000
10.73
34240.00
5.00
15955.00
15.73
50195.00
590 TATACOFFEE
31/05/2012
843.85
250
10.70
22580.00
5.00
10548.13
15.70
33128.13
591 TATACOFFEE
28/06/2012
850.10
250
10.70
22750.00
5.00
10626.25
15.70
33376.25
592 TATACOFFEE
26/07/2012
855.75
250
10.71
22920.00
5.00
10696.88
15.71
33616.88
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.04
3757537
2487000
4974000
75150751
1853500
2.47
1.18
906394
1812000
3625000
18127892
964000
5.32
4.66
8364516
21976000
33456000
167290332
147144000
87.96
1.16
2036642
4802000
8146000
40732856
1590000
3.90
1.27
1756304
3512000
7025000
35126084
472000
1.34
1.07
79410
317500
317500
1588211
638750
40.22
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 33 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
593 TATACOMM
31/05/2012
202.15
1000
11.16
22550.00
5.00
10107.50
16.16
32657.50
594 TATACOMM
28/06/2012
204.50
1000
11.11
22720.00
5.00
10225.00
16.11
32945.00
595 TATACOMM
26/07/2012
204.80
1000
11.18
22890.00
5.00
10240.00
16.18
33130.00
596 TATAGLOBAL
31/05/2012
107.40
2000
11.34
24360.00
5.00
10740.00
16.34
35100.00
597 TATAGLOBAL
28/06/2012
108.70
2000
11.29
24540.00
5.00
10870.00
16.29
35410.00
598 TATAGLOBAL
26/07/2012
108.90
2000
11.35
24720.00
5.00
10890.00
16.35
35610.00
599 TATAMOTORS
31/05/2012
265.95
1000
12.94
34410.00
5.00
13297.50
17.94
47707.50
600 TATAMOTORS
28/06/2012
267.15
1000
12.98
34670.00
5.00
13357.50
17.98
48027.50
601 TATAMOTORS
26/07/2012
269.75
1000
12.95
34930.00
5.00
13487.50
17.95
48417.50
602 TATAMTRDVR
31/05/2012
145.55
2000
15.47
45040.00
5.00
14555.00
20.47
59595.00
603 TATAMTRDVR
28/06/2012
147.05
2000
15.43
45380.00
5.00
14705.00
20.43
60085.00
604 TATAMTRDVR
26/07/2012
148.05
2000
15.44
45720.00
5.00
14805.00
20.44
60525.00
605 TATAPOWER
31/05/2012
90.65
2000
13.54
24540.00
5.00
9065.00
18.54
33605.00
606 TATAPOWER
28/06/2012
91.35
2000
13.53
24720.00
5.00
9135.00
18.53
33855.00
607 TATAPOWER
26/07/2012
92.00
2000
13.54
24920.00
5.00
9200.00
18.54
34120.00
608 TATASTEEL
31/05/2012
398.70
500
10.71
21345.00
5.00
9967.50
15.71
31312.50
609 TATASTEEL
28/06/2012
399.40
500
10.77
21505.00
5.00
9985.00
15.77
31490.00
610 TATASTEEL
26/07/2012
389.75
500
11.12
21670.00
5.00
9743.75
16.12
31413.75
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.48
504115
2016000
2016000
10082301
2284000
22.65
1.86
4005712
8010000
16022000
80114251
9212000
11.50
1.13
13191288
4738000
9477000
263825778
43340000
16.43
1.37
4633326
8290000
16582000
92666533
10584000
11.42
1.10
15428167
14204000
28408000
308563350
10446000
3.39
1.00
6486089
3235000
6470000
129721799
24158000
18.62
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 34 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
611 TCS
31/05/2012
1219.30
250
11.71
35680.00
5.00
15241.25
16.71
50921.25
612 TCS
28/06/2012
1217.00
250
11.82
35950.00
5.00
15212.50
16.82
51162.50
613 TCS
26/07/2012
1245.55
250
11.63
36220.00
5.00
15569.38
16.63
51789.38
614 TECHM
31/05/2012
619.75
500
10.71
33180.00
5.00
15493.75
15.71
48673.75
615 TECHM
28/06/2012
621.85
500
10.75
33425.00
5.00
15546.25
15.75
48971.25
616 TECHM
26/07/2012
628.75
500
10.71
33680.00
5.00
15718.75
15.71
49398.75
617 TITAN
31/05/2012
231.25
1000
10.75
24870.00
5.00
11562.50
15.75
36432.50
618 TITAN
28/06/2012
232.55
1000
10.78
25060.00
5.00
11627.50
15.78
36687.50
619 TITAN
26/07/2012
235.30
1000
10.73
25250.00
5.00
11765.00
15.73
37015.00
620 TTKPRESTIG
31/05/2012
3000.75
125
18.30
68630.00
5.00
18754.69
23.30
87384.69
621 TTKPRESTIG
28/06/2012
2995.15
125
18.47
69146.25
5.00
18719.69
23.47
87865.94
622 TTKPRESTIG
26/07/2012
3058.10
125
18.22
69666.25
5.00
19113.13
23.22
88779.38
623 TTML
31/05/2012
12.50 11000
11.28
15510.00
5.00
6875.00
16.28
22385.00
624 TTML
28/06/2012
12.65 11000
11.23
15620.00
5.00
6957.50
16.23
22577.50
625 TTML
26/07/2012
12.65 14000
11.30
20020.00
5.00
8855.00
16.30
28875.00
626 TVSMOTOR
31/05/2012
33.70
4000
13.15
17720.00
5.00
6740.00
18.15
24460.00
627 TVSMOTOR
28/06/2012
34.10
4000
13.08
17840.00
5.00
6820.00
18.08
24660.00
628 TVSMOTOR
26/07/2012
34.20
8000
13.13
35920.00
5.00
13680.00
18.13
49600.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.07
5092800
1203250
2406500
101856017
7019750
6.89
1.13
372026
744000
1488000
7440528
419500
5.64
1.30
4167782
6437000
12875000
83355648
6958000
8.35
1.03
28399
113500
113500
567983
74375
13.09
8.00
4226755
16907000
16907000
84535107
23177000
27.42
2.97
1933113
7732000
7732000
38662265
7836000
20.27
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 35 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
629 UCOBANK
31/05/2012
66.45
4000
13.62
36200.00
5.00
13290.00
18.62
49490.00
630 UCOBANK
28/06/2012
65.45
4000
13.93
36480.00
5.00
13090.00
18.93
49570.00
631 UCOBANK
26/07/2012
65.30
4000
14.07
36760.00
5.00
13060.00
19.07
49820.00
632 ULTRACEMCO
31/05/2012
1377.25
250
10.76
37055.00
5.00
17215.63
15.76
54270.63
633 ULTRACEMCO
28/06/2012
1394.70
250
10.71
37332.50
5.00
17433.75
15.71
54766.25
634 ULTRACEMCO
26/07/2012
1405.20
250
10.71
37615.00
5.00
17565.00
15.71
55180.00
635 UNIONBANK
31/05/2012
202.15
1000
10.96
22150.00
5.00
10107.50
15.96
32257.50
636 UNIONBANK
28/06/2012
196.70
1000
11.35
22320.00
5.00
9835.00
16.35
32155.00
637 UNIONBANK
26/07/2012
205.70
1000
10.93
22480.00
5.00
10285.00
15.93
32765.00
638 UNIPHOS
31/05/2012
116.45
2000
13.56
31580.00
5.00
11645.00
18.56
43225.00
639 UNIPHOS
28/06/2012
117.20
2000
13.58
31820.00
5.00
11720.00
18.58
43540.00
640 UNIPHOS
26/07/2012
118.10
2000
13.57
32060.00
5.00
11810.00
18.57
43870.00
641 UNITECH
31/05/2012
21.25
8000
16.09
27360.00
5.82
9894.00
21.91
37254.00
642 UNITECH
28/06/2012
21.45
8000
16.04
27520.00
5.82
9987.12
21.86
37507.12
643 UNITECH
26/07/2012
21.60
8000
16.06
27760.00
5.82
10056.96
21.88
37816.96
644 VIDEOIND
31/05/2012
171.60
2000
10.74
36860.00
5.00
17160.00
15.74
54020.00
645 VIDEOIND
28/06/2012
172.65
2000
10.75
37120.00
5.00
17265.00
15.75
54385.00
646 VIDEOIND
26/07/2012
173.45
2000
10.78
37400.00
5.00
17345.00
15.78
54745.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.50
2000000
6468000
8000000
40000000
12420000
31.05
1.09
949365
1052500
2105250
18987301
1109250
5.84
1.48
2251179
4502000
9004000
45023580
3173000
7.05
1.72
3336724
6672000
13346000
66734483
4976000
7.46
4.71
13513441
27024000
54048000
270268835
62536000
23.14
1.17
816315
2906000
3264000
16326308
7194000
44.06
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 36 of 38
MAY-22-12 07:48 PM
Scrip
Expiry
Rate
Lot
Size
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
647 VIJAYABANK
31/05/2012
51.50
4000
12.31
25360.00
5.00
10300.00
17.31
35660.00
648 VIJAYABANK
28/06/2012
50.05
4000
12.77
25560.00
5.00
10010.00
17.77
35570.00
649 VIJAYABANK
26/07/2012
50.05
4000
12.87
25760.00
5.00
10010.00
17.87
35770.00
650 VIPIND
31/05/2012
81.80
1250
14.76
15087.50
6.52
6666.70
21.28
21754.20
651 VIPIND
28/06/2012
82.35
1250
14.77
15200.00
6.52
6711.53
21.29
21911.53
652 VIPIND
26/07/2012
83.25
2000
14.71
24500.00
6.52
10855.80
21.23
35355.80
653 VOLTAS
31/05/2012
95.65
2000
15.66
29960.00
6.03
11535.39
21.69
41495.39
654 VOLTAS
28/06/2012
96.70
2000
15.60
30180.00
6.03
11662.02
21.63
41842.02
655 VOLTAS
26/07/2012
97.40
2000
15.62
30420.00
6.03
11746.44
21.65
42166.44
656 WELCORP
31/05/2012
118.45
2000
13.92
32980.00
5.48
12982.12
19.40
45962.12
657 WELCORP
28/06/2012
119.15
2000
13.95
33240.00
5.48
13058.84
19.43
46298.84
658 WELCORP
26/07/2012
120.45
2000
13.90
33480.00
5.48
13201.32
19.38
46681.32
659 WIPRO
31/05/2012
383.00
500
10.73
20540.00
5.00
9575.00
15.73
30115.00
660 WIPRO
28/06/2012
382.55
500
10.82
20695.00
5.00
9563.75
15.82
30258.75
661 WIPRO
26/07/2012
388.15
500
10.74
20850.00
5.00
9703.75
15.74
30553.75
662 YESBANK
31/05/2012
319.55
1000
11.28
36040.00
5.00
15977.50
16.28
52017.50
663 YESBANK
28/06/2012
318.25
1000
11.41
36310.00
5.00
15912.50
16.41
52222.50
664 YESBANK
26/07/2012
327.20
1000
11.18
36580.00
5.00
16360.00
16.18
52940.00
Spread
Margin
N Month
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
PDEOD
Open-Int
Qty
PDEOD
Open-Int
(%)
1.94
2000000
8000000
8000000
40000000
7464000
18.66
1.22
677121
2707500
2707500
13542428
2615000
19.31
1.05
2311312
4622000
9244000
46226252
2212000
4.79
1.69
1184878
3968000
4738000
23697568
21442000
90.48
1.04
4885068
3703000
7406000
97701373
2987500
3.06
1.25
2607449
4289000
8578000
52148994
8486000
16.27
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 37 of 38
MAY-22-12 07:48 PM
Rate
Lot
Size
665 ZEEL
31/05/2012
125.35
2000
10.76
26980.00
5.00
12535.00
15.76
39515.00
666 ZEEL
28/06/2012
125.95
2000
10.79
27180.00
5.00
12595.00
15.79
39775.00
667 ZEEL
26/07/2012
126.85
2000
10.80
27400.00
5.00
12685.00
15.80
40085.00
Scrip
Expiry
SPAN *
Margin %
SPAN Exposure
Amount(A) Margin%
Exposure
Mrgn Amt(B)
Total
%
Total
Amount
Spread
Margin
N Month
1.60
As on Date :
23-MAY-12
OVER ALL
STOCK
Position
Position
Limit
Limit FUTURE Limit
Limit
TM/FII's-wise TM/FII's-wise Market Wide
Client-wise
5402624
10804000
21610000
PDEOD
Open-Int
Qty
108052485
2714000
ABGSHIP & SUZLON continue to be under ban for trade date 23/05/2012. Fresh positions shall attract penalty until MWPL of these scrips goes below 80%.
* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.
The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.
The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.
At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.
* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise.
Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).
*The SPAN margin % has been rounded off to the second decimal point.
PDEOD = Previous Day's End-Of-Day
This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.
Page 38 of 38
MAY-22-12 07:48 PM
PDEOD
Open-Int
(%)
2.51