2010 Latest Stock TIPS News NSE BSE

10 NSE Stock Futures Which Shed open interset on 19 January 2010 indian Derrivatives  Analysis

INSTRUMENT
NSE Code
Expiry
Close
Vol
Open Interest
Change in Open Interest

FUTSTK
GTLINFRA
28-Jan-10
44.05
5933
43470550
-5024600

FUTSTK
UNITECH
28-Jan-10
85.5
10559
65740500
-3852000

FUTSTK
UCOBANK
28-Jan-10
62.45
4098
11490000
-2850000

FUTSTK
IFCI
28-Jan-10
53.85
1395
82432680
-2442800

FUTSTK
SUZLON
28-Jan-10
87.4
9291
61440000
-1875000

FUTSTK
RCOM
28-Jan-10
186.25
10705
20594700
-1344000

FUTSTK
DISHTV
28-Jan-10
48.4
3059
27861500
-1184500

FUTSTK
INDIACEM
28-Jan-10
125.9
1998
12361250
-1099100

FUTSTK
IDBI
28-Jan-10
131.85
4097
16226400
-1094400

FUTSTK
GTL
28-Jan-10
408.75
2380
4202250
-969750

List Of 10 Stock Future Contracts in NSE with highest buildup in open interest

NSE Code
Expiry
Close
Vol
Open Interest
Change in Open Interest

GTLINFRA
25-Feb-10
44.2
2900
15316300
13492700

SUZLON
25-Feb-10
87.5
1611
5628000
2247000

NAGARFERT
28-Jan-10
39.1
8069
19997250
1617000

GTL
25-Feb-10
411
2156
2106000
1586250

RENUKA
28-Jan-10
222.3
5057
16835000
1547500

BAJAJHIND
28-Jan-10
211.2
6318
16944675
1352325

RCOM
25-Feb-10
186.3
2892
2704100
1320900

INDIACEM
25-Feb-10
126.3
948
4199200
1258600

POWERGRID
25-Feb-10
115.95
950
5184025
1106875

GMRINFRA
25-Feb-10
66.55
885
11092500
927500

Top 10 Stock Future Contracts in NSE with Highest Open Interest 19 jan 2010

NSE Code
Expiry
Close
Vol
Open Interest
Change in Open Interest

ISPATIND
28-Jan-10
22.25
1726
84560400
-74700

IFCI
28-Jan-10
53.85
1395
82432680
-2442800

UNITECH
28-Jan-10
85.5
10559
65740500
-3852000

SUZLON
28-Jan-10
87.4
9291
61440000
-1875000

GTLINFRA
28-Jan-10
44.05
5933
43470550
-5024600

GMRINFRA
28-Jan-10
66.5
2363
37527500
670000

IDEA
28-Jan-10
57.8
1929
36379800
642600

RNRL
28-Jan-10
71.9
2053
34798056
-894000

FSL
28-Jan-10
36.8
1815
31454500
76000

LITL
28-Jan-10
51.95
1176
28665340
-803880

FUTURES DAILY VOLATILITY & APPLICABLE ANNUALISED VOLATILITY VALUES IN NSE AS ON  19 JAN 2010

NSE Code
UNDERLYING DAILY VOLATILITY
UNDERLYING ANNUALISED VOLATILITY
FUTURES VOLATILITY
FUTURES ANNUALISED VOLATILITY
APPLICABLE VOLATILITY
APPLICABLE ANNUALISED VOLATILITY

ABAN
2.74
52.33
2.89
55.18
2.89
55.18

ABB
1.77
33.79
1.75
33.39
1.77
33.79

ABIRLANUVO
1.96
37.51
2.01
38.43
2.01
38.43

ACC
2.10
40.18
2.22
42.39
2.22
42.39

ALBK
2.04
38.93
2.11
40.22
2.11
40.22

AMBUJACEM
2.21
42.17
2.22
42.32
2.22
42.32

ANDHRABANK
1.85
35.26
1.83
34.88
1.85
35.26

APIL
1.59
30.42
1.67
31.95
1.67
31.95

ASHOKLEY
2.08
39.78
2.10
40.09
2.10
40.09

ASIANPAINT
1.27
24.27
1.23
23.50
1.27
24.27

AUROPHARMA
1.81
34.59
1.70
32.40
1.81
34.59

AXISBANK
1.75
33.47
1.72
32.80
1.75
33.47

BAJAJ-AUTO
1.73
32.98
1.61
30.74
1.73
32.98

BAJAJHIND
2.55
48.67
2.62
50.05
2.62
50.05

BALRAMCHIN
2.33
44.60
2.23
42.55
2.33
44.60

BANKBARODA
1.42
27.10
1.36
25.95
1.42
27.10

BANKINDIA
1.76
33.68
1.79
34.16
1.79
34.16

BANKNIFTY
1.19
22.70
1.22
23.31
1.22
23.31

BEL
1.92
36.68
1.97
37.62
1.97
37.62

BEML
1.90
36.26
1.94
36.98
1.94
36.98

BHARATFORG
2.16
41.33
2.24
42.78
2.24
42.78

BHARTIARTL
1.84
35.22
1.81
34.65
1.84
35.22

BHEL
1.23
23.49
1.23
23.52
1.23
23.52

BHUSANSTL
2.24
42.88
2.33
44.48
2.33
44.48

BIOCON
1.88
35.91
1.94
37.00
1.94
37.00

BOSCHLTD
1.78
34.08
1.81
34.52
1.81
34.52

BPCL
1.51
28.86
1.55
29.55
1.55
29.55

BRFL
2.29
43.72
2.32
44.31
2.32
44.31

CAIRN
1.56
29.75
1.50
28.72
1.56
29.75

CANBK
1.86
35.51
1.84
35.18
1.86
35.51

CENTURYTEX
2.40
45.81
2.47
47.11
2.47
47.11

CESC
2.02
38.56
2.01
38.40
2.02
38.56

CHAMBLFERT
2.78
53.09
2.91
55.59
2.91
55.59

CHENNPETRO
1.73
33.05
1.73
33.11
1.73
33.11

CIPLA
1.76
33.56
1.74
33.24
1.76
33.56

CNXIT
1.59
30.38
1.53
29.15
1.59
30.38

COLPAL
1.47
28.14
1.45
27.61
1.47
28.14

CONCOR
1.35
25.80
1.36
25.94
1.36
25.94

CROMPGREAV
2.09
40.02
1.94
37.12
2.09
40.02

CUMMINSIND
1.74
33.22
1.70
32.51
1.74
33.22

DABUR
1.54
29.41
1.45
27.76
1.54
29.41

DCHL
2.21
42.16
2.26
43.19
2.26
43.19

DENABANK
2.60
49.60
2.69
51.42
2.69
51.42

DISHTV
2.98
56.84
2.98
56.98
2.98
56.98

DIVISLAB
1.63
31.05
1.62
30.99
1.63
31.05

DLF
2.24
42.79
2.32
44.39
2.32
44.39

DRREDDY
1.76
33.70
1.77
33.83
1.77
33.83

EDUCOMP
2.35
44.91
2.34
44.76
2.35
44.91

EKC
1.89
36.16
1.95
37.17
1.95
37.17

ESSAROIL
2.54
48.46
2.67
51.01
2.67
51.01

FEDERALBNK
1.86
35.45
1.95
37.21
1.95
37.21

FINANTECH
2.43
46.46
2.48
47.38
2.48
47.38

FSL
2.02
38.67
2.07
39.59
2.07
39.59

GAIL
1.85
35.26
1.81
34.55
1.85
35.26

GESHIP
2.32
44.36
2.39
45.61
2.39
45.61

GLAXO
1.22
23.27
1.28
24.38
1.28
24.38

GMRINFRA
1.75
33.52
1.80
34.42
1.80
34.42

GRASIM
1.81
34.53
1.84
35.13
1.84
35.13

GSPL
1.82
34.71
1.86
35.51
1.86
35.51

GTL
1.39
26.57
1.40
26.76
1.40
26.76

GTLINFRA
3.65
69.67
3.77
71.99
3.77
71.99

GTOFFSHORE
3.37
64.36
3.26
62.36
3.37
64.36

GVKPIL
1.97
37.65
2.03
38.70
2.03
38.70

HCC
2.39
45.59
2.39
45.60
2.39
45.60

HCLTECH
2.06
39.37
2.07
39.53
2.07
39.53

HDFC
1.30
24.80
1.21
23.16
1.30
24.80

HDFCBANK
1.39
26.56
1.39
26.48
1.39
26.56

HDIL
2.28
43.64
2.36
45.16
2.36
45.16

HEROHONDA
1.68
32.02
1.60
30.49
1.68
32.02

HINDALCO
2.74
52.41
2.76
52.71
2.76
52.71

HINDPETRO
1.66
31.71
1.66
31.70
1.66
31.71

HINDUNILVR
1.07
20.37
1.00
19.11
1.07
20.37

HINDZINC
2.27
43.32
2.25
43.01
2.27
43.32

HOTELEELA
2.18
41.67
2.24
42.81
2.24
42.81

IBREALEST
2.46
47.01
2.45
46.76
2.46
47.01

ICICIBANK
1.70
32.53
1.70
32.55
1.70
32.55

ICSA
2.25
43.05
2.31
44.04
2.31
44.04

IDBI
1.98
37.86
2.11
40.23
2.11
40.23

IDEA
2.27
43.31
2.21
42.20
2.27
43.31

IDFC
1.87
35.75
1.81
34.63
1.87
35.75

IFCI
2.43
46.38
2.54
48.57
2.54
48.57

INDHOTEL
2.24
42.75
2.27
43.37
2.27
43.37

INDIACEM
2.04
39.04
2.07
39.52
2.07
39.52

INDIAINFO
2.55
48.70
2.64
50.44
2.64
50.44

INDIANB
1.80
34.34
1.84
35.23
1.84
35.23

INFOSYSTCH
1.71
32.58
1.60
30.53
1.71
32.58

IOB
1.88
35.83
1.87
35.79
1.88
35.83

IOC
1.45
27.70
1.41
26.91
1.45
27.70

ISPATIND
2.34
44.74
2.42
46.15
2.42
46.15

ITC
1.24
23.65
1.23
23.48
1.24
23.65

IVRCLINFRA
2.29
43.83
2.25
42.91
2.29
43.83

JINDALSAW
2.70
51.51
2.72
51.97
2.72
51.97

JINDALSTEL
1.62
31.02
1.70
32.56
1.70
32.56

JPASSOCIAT
2.38
45.51
2.43
46.41
2.43
46.41

JPPOWER
2.45
46.78
2.58
49.32
2.58
49.32

JSWSTEEL
2.94
56.09
2.94
56.18
2.94
56.18

KFA
2.62
50.14
2.74
52.43
2.74
52.43

KOTAKBANK
1.80
34.43
1.83
34.95
1.83
34.95

KSOILS
1.51
28.75
1.50
28.65
1.51
28.75

LICHSGFIN
1.55
29.59
1.59
30.37
1.59
30.37

LITL
2.18
41.56
2.15
41.01
2.18
41.56

LT
1.02
19.57
1.07
20.41
1.07
20.41

LUPIN
1.54
29.49
1.53
29.16
1.54
29.49

M&M
2.11
40.40
1.99
37.93
2.11
40.40

MARUTI
1.47
28.17
1.47
28.18
1.47
28.18

MCDOWELL-N
2.34
44.72
2.30
43.91
2.34
44.72

MINIFTY
0.89
17.03
0.93
17.76
0.93
17.76

MLL
3.16
60.31
3.22
61.55
3.22
61.55

MOSERBAER
2.11
40.27
2.19
41.91
2.19
41.91

MPHASIS
1.65
31.56
1.66
31.67
1.66
31.67

MRPL
2.08
39.83
2.18
41.68
2.18
41.68

MTNL
2.94
56.23
3.08
58.78
3.08
58.78

NAGARCONST
2.08
39.68
2.10
40.18
2.10
40.18

NAGARFERT
2.24
42.73
2.35
44.97
2.35
44.97

NATIONALUM
3.48
66.46
3.19
60.92
3.48
66.46

NEYVELILIG
2.18
41.65
2.31
44.16
2.31
44.16

NFTYMCAP50
1.08
20.54
1.17
22.35
1.17
22.35

NIFTY
0.89
17.03
0.93
17.81
0.93
17.81

NOIDATOLL
2.39
45.64
2.52
48.17
2.52
48.17

NTPC
1.43
27.32
1.46
27.88
1.46
27.88

OFSS
2.05
39.11
2.09
39.92
2.09
39.92

ONGC
1.34
25.62
1.25
23.91
1.34
25.62

OPTOCIRCUI
1.90
36.26
1.91
36.47
1.91
36.47

ORCHIDCHEM
2.66
50.79
2.72
52.00
2.72
52.00

ORIENTBANK
1.86
35.54
1.92
36.69
1.92
36.69

PANTALOONR
2.24
42.70
2.46
47.00
2.46
47.00

PATELENG
1.80
34.36
1.82
34.82
1.82
34.82

PATNI
1.68
32.11
1.69
32.27
1.69
32.27

PETRONET
2.11
40.24
2.21
42.19
2.21
42.19

PFC
1.88
35.98
1.83
34.94
1.88
35.98

PIRHEALTH
1.88
35.96
1.81
34.50
1.88
35.96

PNB
1.35
25.77
1.38
26.39
1.38
26.39

POLARIS
2.92
55.71
2.85
54.40
2.92
55.71

POWERGRID
1.23
23.53
1.25
23.84
1.25
23.84

PRAJIND
2.52
48.22
2.71
51.79
2.71
51.79

PTC
2.71
51.73
2.60
49.66
2.71
51.73

PUNJLLOYD
2.05
39.19
2.09
39.95
2.09
39.95

RANBAXY
1.59
30.33
1.62
30.97
1.62
30.97

RCOM
2.35
44.82
2.36
45.11
2.36
45.11

RECLTD
2.51
48.05
2.36
45.11
2.51
48.05

RELCAPITAL
1.88
35.97
2.05
39.08
2.05
39.08

RELIANCE
1.66
31.64
1.63
31.06
1.66
31.64

RELINFRA
1.65
31.53
1.68
32.07
1.68
32.07

RELMEDIA
2.10
40.18
2.18
41.73
2.18
41.73

RENUKA
2.42
46.29
2.39
45.60
2.42
46.29

RNRL
1.86
35.59
1.96
37.45
1.96
37.45

ROLTA
2.05
39.17
2.14
40.81
2.14
40.81

RPOWER
1.68
32.11
1.74
33.20
1.74
33.20

SAIL
2.21
42.16
2.21
42.19
2.21
42.19

SBIN
1.35
25.79
1.34
25.51
1.35
25.79

SCI
2.45
46.85
2.55
48.65
2.55
48.65

SESAGOA
2.10
40.13
2.11
40.35
2.11
40.35

SIEMENS
1.88
35.89
1.99
37.98
1.99
37.98

SINTEX
2.55
48.63
2.57
49.14
2.57
49.14

STER
1.96
37.41
1.90
36.29
1.96
37.41

STERLINBIO
2.78
53.16
2.74
52.41
2.78
53.16

SUNPHARMA
1.56
29.74
1.49
28.48
1.56
29.74

SUNTV
1.48
28.28
1.50
28.73
1.50
28.73

SUZLON
2.62
50.13
2.71
51.79
2.71
51.79

SYNDIBANK
1.85
35.35
2.01
38.39
2.01
38.39

TATACHEM
1.84
35.13
1.91
36.42
1.91
36.42

TATACOMM
2.04
39.06
2.08
39.80
2.08
39.80

TATAMOTORS
2.03
38.80
1.87
35.64
2.03
38.80

TATAPOWER
1.37
26.08
1.37
26.25
1.37
26.25

TATASTEEL
2.05
39.26
2.03
38.73
2.05
39.26

TATATEA
1.81
34.55
1.86
35.60
1.86
35.60

TCS
2.17
41.46
2.05
39.15
2.17
41.46

TECHM
2.12
40.49
2.20
41.95
2.20
41.95

TITAN
1.77
33.74
1.68
32.17
1.77
33.74

TRIVENI
2.40
45.85
2.46
46.92
2.46
46.92

TTML
2.38
45.51
2.35
44.91
2.38
45.51

TULIP
1.83
34.89
1.84
35.07
1.84
35.07

TV-18
2.34
44.76
2.34
44.78
2.34
44.78

UCOBANK
2.74
52.43
2.87
54.90
2.87
54.90

ULTRACEMCO
2.06
39.41
2.08
39.75
2.08
39.75

UNIONBANK
1.50
28.66
1.48
28.23
1.50
28.66

UNIPHOS
2.19
41.92
2.15
41.11
2.19
41.92

UNITECH
2.39
45.67
2.47
47.24
2.47
47.24

VIJAYABANK
2.32
44.34
2.40
45.89
2.40
45.89

VOLTAS
2.01
38.31
2.04
38.96
2.04
38.96

WELGUJ
1.54
29.45
1.64
31.25
1.64
31.25

WIPRO
1.92
36.70
1.86
35.62
1.92
36.70

YESBANK
2.21
42.26
2.19
41.78
2.21
42.26

ZEEL
2.72
51.88
2.66
50.74
2.72
51.88