TUESDAY ROLLOVER REPORT FEB’16 Expiry

Sector Wise Rollover Percentage Change Sector Wise Rollover % Chg Rollover Highlights for Nifty, Banknifty and Marketwide: Strong Weak Strong Weak  The Nifty Feb expiry rollover is at 42.99% on Sector % Chg* Sector % Chg* Sector Sector Tuesday compared to 36.52% on same day of Fertilisers 75.45 Telecom (4.27) Fertilisers Power previous expiry. FMCG 59.87 Technology Media  The Banknifty Feb expiry rollover is at 35.27% on Tuesday compared to 23.72% on same day of Realty 45.22 FMCG Telecom previous expiry. Technology 42.30 Pharma Metals  The Market wide Feb expiry rollover is at 45.54% on Cement 41.96 Automobile Cement Tuesday as compared to 36.14% on same day of * % Rollover chg compared to same day of previous expiry Current Expiry previous expiry.  The Nifty Feb rollover is lower than its Three months Stock Wise Rollover Percentage Change Stock Wise Rollover % Chg average of 43.14% and its six months average of Strong Weak Strong Weak 44.41%. Stock % Chg* Stock % Chg* Stock Stock  The Banknifty Feb rollover is higher than its Three TATACHEM 144.43 BATAINDIA (39.15) BRITANNIA CONCOR months average of 31.87% and its six months GAIL 136.96 HEXAWARE (28.70) BAJAJ-AUTO APOLLOTYR average of 31.47%.  The market wide rollover is higher than with its DISHTV 131.65 EXIDEIND (27.82) MARICO KSCL three months average of 42.39% and six months LUPIN 115.72 RCOM (26.00) DIVISLAB PETRONET average of 41.99%. HDFCBANK 114.03 APOLLOTYRE (25.78) UPL CASTROLIND Sector Highlights: * % Rollover chg compared to same day of previous expiry Current Expiry  Fertilisers, FMCG, Realty, Technology and Cement sectors witnessed higher rollovers compared to Sector Wise Rollovers same day of previous expiry. Strong Rollovers Weak Rollovers  Telecom sector witnessed lower rollovers compared Sector Rollover % Sector Rollover % to same day of previous expiry. Fertilisers 60.91 Power 36.80  Highest rollover in current expiry: Fertilisers, Technology 54.69 Media 40.18 Technology, FMCG, Pharma and Automobile. FMCG 54.19 Telecom 43.29  Lowest rollover in current expiry: Power, Media, Pharma 52.59 Metals 43.34 Telecom, Metals and Cement. Automobile 49.89 Cement 43.35 Stock Highlights: Total Rollovers wise all scripinfo all wise  TATACHEM, GAIL, DISHTV, LUPIN and HDFCBANK

-

r saw higher rollovers compared to same day of Stock Wise Rollovers previous expiry. Strong Rollovers Weak Rollovers  BATAINDIA, HEXAWARE, EXIDEIND, RCOM and Stock Rollover % Stock Rollover % APOLLOTYRE saw lower rollovers compared to same BRITANNIA 72.25 CONCOR 18.34 day of previous expiry.

Secto BAJAJ-AUTO 68.39 APOLLOTYRE 20.59  Higher percentage rollover in current expiry: MARICO 68.15 KSCL 21.24 BRITANNIA, BAJAJ-AUTO, MARICO, DIVISLAB and DIVISLAB 67.42 PETRONET 21.82 UPL.  Lower percentage rollover in current expiry: UPL 66.29 CASTROLIND 23.66 CONCOR, APOLLOTYRE, KSCL, PETRONET and Total Rollovers CASTROLIND.

Source: Seediff, NSE, nirmalbang.com Research

Previous Expiry Current Expiry 60.0 Nifty Rollover Vs Marketwide Rollover 1.00 70.0 Sectorwise Rollover 0.90

50.0 0.80 60.0 55.17

50.0 60.9

40.0 0.70

49.51

48.61

48.35

47.89

54.7

54.2

46.73 46.10

0.60 52.6

45.63

45.54 44.56

44.53 40.0

49.9

43.79

43.74

43.60

42.99

48.3

48.0

42.40

42.38

42.25

42.04

46.8

46.6

40.68

45.2

45.2

40.27 39.90

30.0 39.86 0.50

39.38

43.7

43.7

43.3 43.3

43.3

38.75

38.20 37.80

30.0 40.9

40.3

40.2

40.2

36.52

36.14

36.03

38.4

35.20

35.00

37.4

36.8 36.6

0.40 36.6

35.7

34.8

34.7 33.9

20.0 31.3 31.1

20.0 30.5 30.2 0.30 30.1 10.0 0.20 10.0 0.10 0.0

0.0 0.00

FMCG

Realty

Media

Power

Textile

Metals

Oil_Gas

Finance

Pharma

Cement

Banking

Jul'15

Telecom

Jan'16 Jan'15

Jun'15

Oct'15

Apr'15

Sep'15 Feb'16 Feb'15

Dec'14 Dec'15

Aug'15

Nov'14 Nov'15

Mar'15

Fertilisers

May'15

Technology

Automobile Infrastructure Nifty Rollover Marketwide Rollover Roll Cost Capital_Goods

1

TUESDAY ROLLOVER REPORT FEB’16 Expiry

Current Previous AVG OI Current Previous SYMBOL Rollover % Rollover % 6 Mth Avg Rollover% 3 Mth Avg Rollover% Current OI Total OI Roll Cost% Roll Cost% BANKNIFTY 35.27 23.72 31.5 31.9 1125600 3235170 0.26 0.06 NIFTY 42.99 36.52 44.4 43.1 10215750 25135800 0.28 0.11

Current Previous AVG OI Current Previous Rollover Rollover 6 Mth Avg 3 Mth Avg Roll Roll SYMBOL % % Rollover% Rollover% Current OI Total OI Cost% Cost% ABIRLANUVO 50.14 33.03 35.3 33.0 725250 1446500 0.52 0.40 ACC 41.42 49.71 43.7 49.7 744000 1864875 -0.11 -0.12 ADANIENT 34.88 20.92 31.6 20.9 5880000 16860000 0.66 0.54 ADANIPORTS 65.39 47.26 42.2 47.3 26110400 39940800 0.54 0.37

ADANIPOWER 40.85 24.17 33.4 24.2 35540000 87640000 0.55 0.53

AJANTPHARM 42.57 22.85 31.1 22.8 194400 457600 0.10 0.45 ALBK 34.69 28.38 32.5 28.4 3918000 11538000 0.46 0.28 AMARAJABAT 39.17 12.03 25.6 12.0 207600 534600 0.37 0.47 AMBUJACEM 33.23 37.63 35.8 37.6 2152500 6478500 0.49 -1.17 ANDHRABANK 34.8 24.48 32.9 24.5 3760000 10920000 0.53 0.38 APOLLOHOSP 62.24 47.93 48.6 47.9 683200 1097600 0.41 0.28 APOLLOTYRE 20.59 27.74 36.9 27.7 1965000 9720000 0.22 0.32 ARVIND 43.29 29.86 34.3 29.9 1700000 3942300 0.54 0.08

ASHOKLEY 53.55 41.67 42.4 41.7 30044000 56602000 0.50 0.29 wise all scripinfo all wise

- ASIANPAINT 43.38 22.72 37.3 22.7 1638600 3786600 0.42 0.36 r AUROPHARMA 48.26 50.22 60.3 50.2 8553300 17767400 0.60 0.42 AXISBANK 45.26 36.09 40.6 36.1 20438000 45370000 0.38 0.32

BAJAJ-AUTO 68.39 45.94 51.9 45.9 1310600 1920000 0.08 0.05 Secto BAJFINANCE 38.29 29.61 36.7 29.6 87500 228500 0.54 0.33 BANKBARODA 40.23 51.96 46.4 52.0 21309400 53983400 -0.41 -1.04 BANKINDIA 52.16 48.64 47.9 48.6 9942000 20544000 -2.49 -3.01 BATAINDIA 30.75 50.53 48.5 50.5 819000 2667000 -0.84 -3.10 BEL 51.99 35.39 42.4 35.4 850950 1638450 0.03 -0.38 BEML 35.32 36.62 32.4 36.6 235000 672500 0.49 0.37 BHARATFORG 64.77 43.14 46.0 43.1 4338500 6701500 -0.93 -0.97 BHARTIARTL 53.07 49.88 50.8 49.9 17695200 33867600 -0.36 -0.02 BHEL 42.7 32.96 47.4 33.0 14348000 34974000 0.05 -0.55 BIOCON 31.91 33.27 39.3 33.3 811800 2544300 0.47 0.35 BOSCHLTD 47.18 40.21 37.6 40.2 62600 132750 0.32 0.11 BPCL 59.86 34.44 28.7 34.4 4698000 7861200 0.03 -1.07 BRITANNIA 72.25 23.42 37.2 23.4 1196200 1655600 0.51 0.32

2

TUESDAY ROLLOVER REPORT FEB’16 Expiry

Current Previous AVG OI Current Previous Rollover Rollover 6 Mth Avg 3 Mth Avg Roll Roll SYMBOL % % Rollover% Rollover% Current OI Total OI Cost% Cost% CAIRN 46.32 33.24 34.1 33.2 5607000 12486000 0.55 0.29 CADILAHC 44.73 34.91 37.2 34.9 2053500 4600500 0.50 0.36 CANBK 51.46 41.96 43.4 42.0 6674000 13976000 -1.44 -1.44 CASTROLIND 23.66 18.67 28.3 18.7 331100 1399200 0.46 0.39 CEATLTD 38.97 25.23 27.9 25.2 512400 1320200 0.51 0.30 CENTURYTEX 42.66 31.12 41.1 31.1 3303200 7742400 0.41 0.34 CESC 41.52 34.79 42.2 34.8 1174000 2830000 0.25 0.30 CIPLA 55.18 30.95 38.6 31.0 5489600 9956000 0.44 0.37 COALINDIA 38.41 42.65 40.2 42.7 7777200 20389200 -2.42 -0.36 COLPAL 51.31 48.55 43.7 48.6 1107000 2157500 -0.20 -0.29

CONCOR 18.34 19.09 19.1 19.1 74800 410000 0.55 -0.12

CROMPGREAV 53.18 49.67 45.3 49.7 13257000 25269000 -0.22 -0.78 DABUR 45.82 34.72 31.1 34.7 2568000 5604000 0.46 0.38 DHFL 31.92 34.09 34.4 34.1 2004200 6450400 0.46 0.34 DISHTV 45.01 19.43 31.6 19.4 17065000 37950000 0.57 0.35 DIVISLAB 67.42 42.33 50.4 42.3 1845600 2738400 0.40 0.35 DLF 38.87 28.65 43.8 28.6 16240000 42425000 0.47 0.11 DRREDDY 32.69 27.05 31.0 27.1 559800 1725600 0.48 0.35 EICHERMOT 42.1 29.27 32.9 29.3 92725 220275 0.43 0.32 ENGINERSIN 41.23 22.76 35.1 22.8 2140600 5203000 -1.45 0.40

EXIDEIND 41.72 57.8 44.4 57.8 3621000 8761800 -1.78 -1.44

wise all scripinfo all wise -

r FEDERALBNK 43.97 32.63 45.4 32.6 13576000 30984000 0.41 0.21 GAIL 45.07 19.02 42.4 19.0 3788400 8645000 -0.24 -1.23 GLENMARK 63.98 33.46 39.2 33.5 2142000 3348500 0.46 0.28

GMRINFRA 47.98 42.33 50.7 42.3 1.13E+08 2.46E+08 0.44 0.39 Secto GODREJCP 43.64 12.23 12.2 12.2 123600 283200 0.49 0.46 GODREJIND 36.9 30.7 35.2 30.7 778700 2113800 -0.06 -0.95 GRASIM 59.68 34.03 48.0 34.0 467400 783150 0.35 0.08 HAVELLS 28.4 17.47 36.9 17.5 1256000 4430000 0.48 -0.02 HCLTECH 65.47 54.07 54.5 54.1 5045400 7717800 0.48 0.38 HDFC 58.79 40.67 44.2 40.7 8461200 14405600 0.47 0.37 HDFCBANK 57.98 27.09 49.2 27.1 13738000 23699000 0.60 0.34 HDIL 27.17 28.01 32.1 28.0 6000000 22500000 0.58 0.42 HEROMOTOCO 54.73 37.22 38.3 37.2 705000 1288600 0.43 0.27 HEXAWARE 24.25 34.01 31.5 34.0 676000 2788000 0.40 0.11 HINDALCO 53.02 33.96 50.3 34.0 25405000 48355000 0.51 0.21 HINDPETRO 38.06 29.86 41.6 29.9 4276200 11237400 0.48 0.32 HINDUNILVR 51.32 28.05 35.6 28.0 2464800 4809000 0.56 0.31 HINDZINC 39.57 24.8 31.8 24.8 1049600 2652800 0.37 0.00

3

TUESDAY ROLLOVER REPORT FEB’16 Expiry

Current Previous AVG OI Current Previous Rollover Rollover 6 Mth Avg 3 Mth Avg Roll Roll SYMBOL % % Rollover% Rollover% Current OI Total OI Cost% Cost% IBREALEST 48.94 41.51 36.1 41.5 15849000 32382000 0.52 0.37 IBULHSGFIN 56.23 58.86 37.9 58.9 5496800 9776800 0.77 -0.78 ICICIBANK 40.28 34.91 37.4 34.9 33306400 85085000 0.05 -0.30 IDBI 60.26 43.14 48.9 43.1 19288000 36216000 -4.22 -4.20 IDEA 50.69 46.31 54.3 46.3 27558000 55320000 -1.50 -2.38 IDFC 55.48 41.02 44.3 41.0 43972500 79447500 0.51 0.48 IFCI 42.09 26.09 34.3 26.1 28160000 67140000 0.73 0.45 IGL 33.03 31.55 31.4 31.5 564300 1718200 0.47 0.39

INDIACEM 45.03 26.27 36.1 26.3 12366000 27606000 0.41 0.46 INDUSINDBK 53.33 35.67 40.4 35.7 3683400 6916800 0.50 0.24 INFY 60.65 33.37 42.2 33.4 7697500 12717500 0.45 0.18 INFRATEL 61.76 15.49 19.0 15.5 2102100 3403400 0.70 0.38 IOB 42.76 42.39 42.9 42.4 8050000 20300000 -3.07 -2.53 IOC 50.72 33.08 37.4 33.1 4714800 9313200 0.56 0.32 IRB 35.32 22.15 35.2 22.2 2257500 6402900 0.49 0.40

ITC 62.11 34.39 38.5 34.4 20745600 33451200 0.53 0.34 wise all scripinfo all wise

- JETAIRWAYS 29.31 24.62 24.6 24.6 1399500 4774500 0.42 0.30 r JINDALSTEL 25.88 19.09 35.9 19.1 11088000 42924000 -0.18 0.15 JISLJALEQS 43.83 36.05 43.7 36.0 18992000 43352000 0.64 0.49

Secto JPASSOCIAT 43.56 22.12 38.1 22.1 93984000 2.2E+08 0.71 1.10 JSWENERGY 24.46 20.94 28.1 20.9 1704000 6966000 0.70 0.41 JSWSTEEL 61.23 52.01 62.7 52.0 6679200 10908600 0.44 0.35 JUBLFOOD 47.63 46.46 58.0 46.5 1134000 2381700 0.43 0.25 JUSTDIAL 44.98 40.62 45.8 40.6 1298000 2949000 -2.89 -3.52 KOTAKBANK 54.75 47.05 51.2 47.0 5758900 10523100 0.30 0.13 KSCL 21.24 17.59 30.9 17.6 586500 2761500 0.00 -0.06 KTKBANK 46.74 22.06 43.1 22.1 7364000 15756000 0.55 0.40 L&TFH 32.79 31.42 40.0 31.4 9680000 29816000 0.59 0.51 LICHSGFIN 56.65 42.07 38.0 42.1 5636400 9968200 0.52 0.38 LT 45.75 31.47 42.0 31.5 4928400 10876500 0.36 0.34

LUPIN 56.8 26.33 34.8 26.3 2280000 4021800 0.59 0.36

4

TUESDAY ROLLOVER REPORT FEB’16 Expiry

Current Previous AVG OI Current Previous Rollover Rollover 6 Mth Avg 3 Mth Avg Roll Roll SYMBOL % % Rollover% Rollover% Current OI Total OI Cost% Cost%

M&M 42.97 50.23 45.2 50.2 1808000 4212000 0.43 0.32

M&MFIN 55.47 55.19 46.8 55.2 9694000 17490000 -0.43 -1.41

MARICO 68.15 19.51 25.8 19.5 6125600 8988200 0.34 -0.56

MARUTI 51.64 39.6 40.3 39.6 1790125 3483500 0.44 0.32

MCLEODRUSS 59.12 30.26 38.8 30.3 2338600 3955600 0.20 0.14

MINDTREE 36.7 18.23 23.7 18.2 232400 633200 -1.09 0.21

MOTHERSUMI 58.05 43.07 43.5 43.1 9375000 16182000 0.28 0.33

MRF 40.35 43.87 39.2 43.9 13635 33795 0.51 0.09

NHPC 39.13 36.21 39.4 36.2 19791000 50922000 0.49 -0.51

NCC 28.21 23.95 24.2 24.0 2640000 9416000 0.46 0.47

NMDC 47.47 52.93 45.8 52.9 6460000 14925000 -1.14 -3.65

NTPC 30.55 31.39 35.8 31.4 7384000 24304000 0.53 -1.63

OFSS 51.02 15.8 25.9 15.8 93900 184050 0.49 0.38

OIL 35.13 37.7 25.7 37.7 390000 1113600 -0.45 -1.65

ONGC 31.61 28.19 36.7 28.2 5278000 16826000 -0.86 -0.25 wise all scripinfo all wise

- ORIENTBANK 40.29 36.02 34.0 36.0 4935000 12657000 0.37 0.18 r PAGEIND 44.67 34.01 35.1 34.0 29950 67050 -0.91 0.14

PETRONET 21.82 21.23 25.4 21.2 1170000 5418000 -0.04 -0.48

Secto PFC 39.61 43.86 37.2 43.9 6912000 17452000 0.59 0.19

PIDILITIND 43.06 24.58 26.9 24.6 452000 1052000 0.31 0.39

PNB 51.78 40.13 43.6 40.1 19492000 40816000 -2.00 -0.71

POWERGRID 31.55 19.26 34.5 19.3 5540000 17560000 0.47 -0.52

PTC 33.86 41.03 38.2 41.0 2552000 7536000 -0.17 -0.08

RCOM 33.19 44.85 49.0 44.9 26040000 78752000 0.57 0.15

RECLTD 35.09 39.64 38.6 39.6 4542000 12968000 0.58 -3.70

RELCAPITAL 47.92 30.9 38.0 30.9 5356500 11200500 0.55 0.47

RELIANCE 57.64 51.82 53.4 51.8 14687500 25662000 0.56 0.51

RELINFRA 29.82 23.57 41.5 23.6 2765100 9297600 0.24 0.16

RPOWER 43.81 40.22 42.0 40.2 26100000 60672000 0.57 0.50

5

TUESDAY ROLLOVER REPORT FEB’16 Expiry

Current Previous AVG OI Current Previous Rollover Rollover 6 Mth Avg 3 Mth Avg Roll Roll SYMBOL % % Rollover% Rollover% Current OI Total OI Cost% Cost% SAIL 54.74 38.78 47.0 38.8 21897000 41436000 -1.40 -2.18 SBIN 55.23 55.99 52.1 56.0 45914000 85742000 -0.25 -0.57 SIEMENS 46.97 24.77 33.2 24.8 670000 1428000 0.48 0.38 SKSMICRO 63.2 29.92 42.7 29.9 5026000 7957000 0.59 0.40 SOUTHBANK 51.1 24.58 34.3 24.6 12584000 24970000 0.59 0.54 SRF 43.68 34.38 45.2 34.4 359600 823200 0.45 0.41 SRTRANSFIN 52.79 31.79 39.3 31.8 1579800 2992800 0.50 0.39 STAR 50 24.97 38.4 25.0 1075200 2153600 0.58 0.27 SUNPHARMA 60.8 34.72 39.6 34.7 8250600 13618800 0.59 0.39

SUNTV 33.49 25.23 44.3 25.2 1704000 5088000 0.44 0.23

SYNDIBANK 31.68 24.33 31.0 24.3 3590000 11410000 0.28 0.55 TATACHEM 52.26 21.38 33.8 21.4 2658700 5089700 0.46 0.43 TATACOMM 41.72 29.67 37.1 29.7 2057000 4930200 0.45 0.41 TATAGLOBAL 46.14 39.75 48.7 39.8 11584000 25140000 0.47 0.36 TATAMOTORS 49.53 37.91 42.5 37.9 15504000 31434000 0.41 0.36 TATAMTRDVR 49.98 42.13 40.0 42.1 7440300 14891100 0.45 0.41 TATAPOWER 23.91 30.63 32.4 30.6 8656000 36704000 0.52 0.33 TATASTEEL 40.71 36.18 44.0 36.2 11660000 29444000 0.20 -0.26

TCS 55.86 44.58 46.0 44.6 2564800 4597800 0.45 0.36 wise all scripinfo all wise

- TECHM 47.8 40.65 41.2 40.7 5719000 11987000 0.49 0.20 r TITAN 53.3 34.82 42.6 34.8 4203000 7891500 0.38 -0.03 TORNTPHARM 29.12 23.68 23.7 23.7 108800 373600 0.68 0.05 TVSMOTOR 27.55 20.54 39.2 20.5 834000 3034000 0.05 -0.16 Secto TV18BRDCST 34.64 35.96 44.2 36.0 23681000 70023000 0.68 0.49 UBL 43.91 34.62 43.8 34.6 385500 878000 0.64 0.38 UCOBANK 46.38 26.65 34.1 26.7 5980000 13130000 0.47 0.00 ULTRACEMCO 49.14 44.1 43.4 44.1 821000 1691200 0.01 -0.04 UNIONBANK 58.59 46.64 38.1 46.6 10254000 17973000 -1.62 -4.22 UNITECH 45.63 34.92 38.4 34.9 1.02E+08 2.39E+08 0.00 0.87 UPL 66.29 45.64 45.5 45.6 5428000 8199000 0.46 0.35 VEDL 38.71 39.02 39.4 39.0 29968000 77788000 0.62 0.31 VOLTAS 42.82 27.55 37.0 27.5 2110400 4939200 -1.39 -1.42 WIPRO 56.64 30.59 31.4 30.6 4382000 7742000 0.50 0.36 WOCKPHARMA 47.02 41.48 45.2 41.5 1209750 2583375 0.48 0.34 YESBANK 53.54 31.36 43.5 31.4 8078700 15124900 0.57 0.36 ZEEL 64.45 32.54 32.3 32.5 6329700 9821500 0.50 0.38

6

TUESDAY ROLLOVER REPORT FEB’16 Expiry

FROM THE EQUITY DERIVATIVE DESK:

SUNIL JAIN NIRAV CHHEDA

HEAD EQUITY RESEARCH - RETAIL DERIVATIVES AND TECHNICAL ANALYST

E-Mail: [email protected] E-Mail: [email protected]

Tel no: 39268195/39268196 Tel no: 39268199/39268000

Disclaimer

Nirmal Bang Securities Private Limited (hereinafter referred to as “NBSPL”)is a registered Member of National Stock Exchange of India Limited, Bombay Stock Exchange Limited and MCX stock Exchange Limited. NBSPL is in the process of making an application with SEBI for registering as a Research Entity in terms of SEBI (Research Analyst) Regulations, 2014.

NBSPL or its associates including its relatives/analyst do not hold any financial interest/beneficial ownership of more than 1% in the company covered by Analyst (in case any financial interest is held kindly disclose)

NBSPL or its associates/analyst has not received any compensation from the company covered by Analyst during the past twelve months. NBSPL /analyst has not served as an officer, director or employee of company covered by Analyst and has not been engaged in market making activity of the company covered by Analyst.

The views expressed are based solely on information available publicly and believed to be true. Investors are advised to independently evaluate the market conditions/risks involved before making any investment decision.

wise all scripinfo all wise

- r

Secto

7