Modified Portfolio Company Index Company Name Underlying Asset Information Market Lot

Initial Portfolio
Company Index
Company Name
32
NDTV
35
PFIZER
40
REL
22
INDHOTEL
31
MTNL
20
ICICIBANK
34
ONGC
39
RANBAXY
33
NIIT
32
NDTV
Company Index
1
Company Name
ACC
20
ICICIBANK
22
INDHOTEL
31
MTNL
32
NDTV
34
ONGC
39
RANBAXY
40
REL
47
TATAMOTORS
50
UTIBANK
Underlying Asset Information
NDTV Ltd.
Pfizer Ltd.
Reliance Energy Ltd.
Indian Hotels Co. Ltd.
Mahanagar Telephone Nigam Ltd.
ICICI Bank Ltd.
Oil & Natural Gas Corp. Ltd.
Ranbaxy Laboratories Ltd.
NIIT Ltd.
NDTV Ltd.
Modified Portfolio
Underlying Asset Information
Associated Cement Co. Ltd.
ICICI Bank Ltd.
Indian Hotels Co. Ltd.
Mahanagar Telephone Nigam Ltd.
NDTV Ltd.
Oil & Natural Gas Corp. Ltd.
Ranbaxy Laboratories Ltd.
Reliance Energy Ltd.
Tata Motors Ltd.
UTI Bank Ltd.
Comments
Data Available
NO DATA AVAILABLE
Data Available
Data Available
Data Available
Data Available
Data Available
Data Available
NO DATA AVAILABLE
Repeat as 1st company
Market Lot
375
700
175
1600
1100
300
400
550
825
900
Market approximated as S&P CNX Nifty Fifty

Market
NIFTY
S&P CNX Nifty
100
ACC
Date
Future Price
ICICIBANK
Spot Price
INDHOTEL
Future Price Spot Price
MTNL
NDTV
2-May-06
1,007.35
991.20
632.1
621.95
1494.65
1,470.65
223.2
219.6
282
277.45
3-May-06
1,001.40
985.40
659.65
649.1
1470.3
1,446.85
218.55
215.05
285.2
280.65
4-May-06
990.70
975.05
670.5
659.9
1459.8
1,436.70
217.05
213.6
283.9
279.40
5-May-06
1,003.35
987.55
648.4
638.2
1536.75
1,512.55
220.25
216.75
277.3
272.90
8-May-06
1,022.75
1,007.20
644.35
634.55
1523.1
1,499.90
221.95
218.55
272.9
268.75
9-May-06
1,018.30
1,002.90
648.95
639.15
1539.1
1,515.85
223.2
219.8
273.75
269.60
10-May-06
992.00
977.25
670.75
660.75
1560.4
1,537.20
220.8
217.5
277.75
273.60
11-May-06
979.20
964.95
672.35
662.55
1549.95
1,527.35
214.7
211.55
272.35
268.35
12-May-06
910.50
897.45
645.3
636.05
1557.75
1,535.40
207.7
204.7
270.1
266.20
15-May-06
874.95
862.85
628
619.3
1438.8
1,418.90
195.15
192.45
260.9
257.30
16-May-06
916.70
904.35
627.05
618.6
1435
1,415.65
194.5
191.85
255.05
251.60
17-May-06
920.95
908.70
634.5
626.05
1460.6
1,441.20
202.75
200.05
263.2
259.70
18-May-06
793.45
799.60
601.6
593.75
1250
1,333.30
176.2
173.9
244.65
241.45
19-May-06
761.10
751.20
562.75
555.45
1171.8
1,156.55
164.7
162.55
224.15
221.20
22-May-06
735.75
726.65
560.05
553.15
1046.5
1,033.60
151.9
150
192.6
190.20
23-May-06
762.00
752.75
591.6
577.35
1154.9
1,140.90
167.05
165
210.4
207.85
24-May-06
778.65
769.15
555
568.9
1115.55
1,101.95
157.95
157.6
210.5
207.90
25-May-06
796.50
792.50
565.6
558.95
1142.85
1,129.40
168
164.35
206.15
203.70
26-May-06
808.50
799.20
560.8
563.75
1135
1,140.60
172.1
170.1
217.45
214.95
29-May-06
811.35
799.95
562
569.3
1211.95
1,198.60
173.6
171.65
225
222.65
30-May-06
784.50
779.95
551.2
569.9
1213.85
1,200.70
168.75
167.7
219.5
217.10
31-May-06
767.00
762.90
529.5
537.5
1215.3
1,202.40
160
157.5
205.35
203.15
1-Jun-06
748.45
740.65
514.7
534.3
1116.9
1,123.85
149.75
149.95
198.35
196.25
2-Jun-06
788.10
786.40
557.6
551.95
1155.7
1,149.70
159.5
157.85
209
206.70
5-Jun-06
750.00
742.75
523.25
538.1
1118.75
1,107.95
152.7
151.3
197.4
195.50
6-Jun-06
732.20
726.45
533.6
542.7
1050
1,058.85
149.05
148.8
194.7
192.85
7-Jun-06
715.65
709
538.25
533.25
985.3
976.15
143.9
143
172.95
171.3
8-Jun-06
707.15
700.7
488.95
498.85
858
877.95
142.9
143.25
146.1
144.75
155.15
9-Jun-06
757.00
754.85
491.55
500.35
1012.35
1,003.15
154.65
153.75
156.6
12-Jun-06
727.2
715.85
448.35
474.2
961
963.85
147.25
147.45
150.3
149
13-Jun-06
710.85
704.9
441.25
459.65
916.5
959.4
137.55
136.95
139.25
138.85
14-Jun-06
704.45
695.4
447.9
451.2
921.3
952.2
136.6
135.45
139.1
137
15-Jun-06
745.00
736.70
470.75
482.55
1021.25
1,024.70
153.3
151.85
150
148.75
16-Jun-06
734.00
732.10
497.45
506.7
1080.9
1,072.45
19-Jun-06
772.00
766.80
20-Jun-06
764.95
760.05
494.35
501
1058.15
1,059.45
479.35
490.45
1041
1,050.15
21-Jun-06
775.00
769.50
483.7
494.4
1109
1,128.70
22-Jun-06
783.40
778.95
500.9
512.25
1117.9
23-Jun-06
792.10
786.20
498.55
508.05
25-Jun-06
788.80
782.35
497
26-Jun-06
751.20
746.15
481.25
27-Jun-06
759.75
754.75
491.4
28-Jun-06
749.45
746.25
29-Jun-06
744.15
30-Jun-06
148.5
146.7
163.7
162.40
156.1
154.1
167.5
166.25
153.65
153.35
167.2
166.00
155.15
154.2
174.35
173.20
1,122.25
162.4
161
187.55
186.30
1116.05
1,119.25
165.25
164.25
185.95
183.65
507.2
1098.6
1,108.20
164.3
163.35
184.75
182.80
490.75
1058.45
1,064.80
153
152.35
174.4
173.05
498.6
1088.65
1,094.05
148.7
148
169.65
168.20
477.1
488.9
1072.8
1,079.50
148.2
147.35
169.25
168.00
740.10
471.65
479.05
1064.8
1,071.00
147.6
146.5
169.9
169.50
787.85
783.95
481.05
487.9
1141.85
1,144.45
155.2
154.95
174.25
173.90
3-Jul-06
782.45
781.65
481.4
489.1
1146.8
1,153.85
154.1
153.8
174.65
174.55
4-Jul-06
790.55
790.55
482.35
490.35
1149.55
1,153.95
149.6
149.8
172.05
171.65
5-Jul-06
813.70
812.15
490.55
499.9
1183.75
1,195.65
154.45
154.85
170.95
169.70
6-Jul-06
817.25
814.35
485.25
485.55
1166.3
1,175.55
154.05
154.1
170.9
170.60
7-Jul-06
794.70
793.35
482.8
498.95
1129.65
1,142.10
146.6
146.25
165.85
166.45
10-Jul-06
812.30
810.65
491.65
493
1157.55
1,165.05
149.25
148.95
168.15
167.85
11-Jul-06
819.45
818.90
485.8
487.95
1147.55
1,157.90
151.55
151.7
164.1
164.45
12-Jul-06
836.70
835.35
487.85
488.3
1181.9
1,187.90
153
152.75
170.45
170.40
13-Jul-06
839.40
838.05
491.25
495.75
1180.75
1,187.45
148.75
149.15
175.6
175.15
14-Jul-06
836.35
835.00
480.1
485.9
1161.4
1,160.15
147.7
148.2
170.45
169.85
17-Jul-06
820.95
821.10
472.25
477.25
1098.8
1,098.10
142.25
142.35
162.25
162.10
18-Jul-06
816.95
816.10
471.8
472.6
1065.05
1,062.15
139.5
140
150.15
150.15
19-Jul-06
779.80
780.70
466.2
467.75
1002.8
1,007.40
135.75
136.3
145.5
145.85
20-Jul-06
809.95
813.00
492.05
492.05
1076.2
1,084.00
140.2
140.85
149
149.50
21-Jul-06
786.80
789.55
484.45
484.75
1061.15
1,068.95
136.55
136.85
144.6
146.40
24-Jul-06
791.05
790.00
514.95
514.85
1088.95
1,093.15
136.85
137.15
146.05
145.80
25-Jul-06
821.45
820.50
542.25
542.4
1137.9
1,141.40
139.95
139.85
149.15
149.00
26-Jul-06
828.20
829.40
541.9
540.5
1156.75
1,155.05
145.55
145.6
156.35
155.05
27-Jul-06
832.35
832.35
543.6
543.6
1191.75
1,191.75
146.8
146.8
155.75
155.75
ONGC
Future Price
RANBAXY
Spot Price
REL
TATAMOTORS
UTIBANK
1,345.45
1,323.85
530.3
521.8
631.2
621.05
973.05
957.45
371.8
365.80
1,353.85
1,332.25
521.6
513.25
629.1
619.05
975.8
960.25
376.6
370.60
1,350.00
1,328.65
517
508.8
628.75
618.8
985.85
970.25
373.95
368.00
1,386.80
1,364.95
519.65
511.45
624.85
615
983.95
968.45
368.15
362.35
1,400.65
1,379.35
513.8
505.95
632.75
623.1
978.5
963.60
363.55
358.00
1,462.00
1,439.90
513.05
505.3
635.5
625.9
1001.4
986.25
372.7
367.05
1,506.60
1,484.20
512.75
505.1
638.5
629
990.35
975.65
379.9
374.25
1,478.30
1,456.75
500.8
493.5
622
613.05
971.1
956.95
378.15
372.65
1,441.15
1,420.50
499.05
491.9
612.5
603.7
977.15
963.15
366.4
361.15
1,352.00
1,368.40
486.95
480.2
593.15
584.95
930.45
917.60
350.8
345.95
1,379.85
1,361.25
484.1
477.55
596.05
588
943.3
930.60
342
337.40
1,461.80
1,442.40
496.25
489.65
604.5
596.45
975.15
962.20
348.65
344.00
1,367.05
1,349.20
465.5
459.4
543.5
536.4
889.65
878.05
329.65
325.35
1,305.00
1,288.05
435.35
429.7
504
511.25
855.95
844.80
328.05
323.75
1,222.10
1,207.00
433.65
428.3
520.4
513.95
771.35
761.80
327.6
323.55
1,250.70
1,235.55
452.1
446.6
556.45
549.7
788.55
779.00
319.2
315.30
1,177.55
1,163.20
439.05
433.7
533.05
526.55
792.2
782.55
311.65
307.85
1,219.30
1,204.95
408
419.3
545.65
539.25
791.05
807.50
300
296.45
1,175.00
1,179.75
424.9
425.45
518.25
532.25
823.2
813.75
306.25
302.70
1,192.50
1,194.65
426.9
422.2
512.2
526.9
832.8
823.65
312.45
309.00
1,178.20
1,179.15
416.45
419.45
491.9
516.65
775
788.60
305.2
301.90
1,128.20
1,116.25
406.05
411.3
471.45
492.55
796.5
788.05
288.3
285.25
1,046.90
1,064.75
395.2
403.45
433.55
459.35
713.85
742.50
287.9
284.90
1,122.10
1,126.90
420.45
425.65
450.25
458.6
772.5
789.85
312
308.85
1,066.80
1,085.65
406.15
411.2
447.35
458.8
752.4
785.80
311.05
308.05
1,031.75
1,039.80
388.1
388.05
422.3
426.55
735.9
766.90
299
296.15
991.45
993.65
363.8
365.85
400.4
404.9
718.3
745.3
293.95
291.2
968.25
959.45
341.75
343.1
372.85
377.15
726.6
720
257.8
255.45
982.35
991.55
361.65
364.15
414.95
431.45
740.15
757.15
263.1
260.70
949.25
977.15
359.6
360.4
403.25
425.65
734.25
727.9
259
256.75
958.65
977.05
352.9
356.3
394.75
414.6
673.1
694.35
245.2
243.15
973.5
989.7
349
348.85
411.85
428.65
665.95
660.45
239.9
243.1
1,014.00
1,030.65
362.55
361.9
432.05
435.3
678.65
695.15
252
249.95
1,022.00
1,012.65
371.95
369.8
436.2
444.25
702.85
724.60
263.4
261.30
1,014.60
1,018.90
373.75
371.15
438.85
443.45
746.4
768.05
269.65
267.70
994.00
1,012.60
375.55
373.45
437.55
444.3
738.6
758.20
262.95
261.05
1,015.75
1,026.55
378.15
375.2
450.1
465.05
743.6
762.20
271.35
262.30
1,050.40
1,063.05
373.95
370.9
463.5
469
762.4
780.30
284.05
282.80
1,082.05
1,100.40
388.25
385.55
459.4
465
776.3
777.20
277.75
276.45
1,105.35
1,113.55
393.85
391.15
458.7
462
775.1
775.80
285.7
286.45
1,047.90
1,066.35
374.8
371.25
437.3
444.65
730.9
730.55
273.5
273.95
1,050.50
1,062.70
364.05
361.1
430.35
436.85
746.4
745.30
275.5
274.00
1,027.80
1,034.45
353.45
351.5
430.4
443.7
738.1
741.50
268.6
269.10
1,052.95
1,055.00
361.5
359.5
437
438.85
758.9
765.15
256.6
254.40
1,109.15
1,108.05
358.75
356.35
453.65
453.5
798.15
794.85
268.85
267.95
1,119.45
1,129.35
360.15
357.6
452.25
455.05
788.8
787.85
278.4
275.85
1,095.50
1,101.95
351.7
349.35
453.9
454.5
794.8
797.80
281.4
280.90
1,103.30
1,108.65
357.85
356.35
475.6
479.35
799
801.40
285.65
286.25
1,095.70
1,103.50
356.3
354.4
468.35
469.4
796.5
798.35
281.25
280.90
1,078.30
1,088.00
347.45
346.85
449.25
453.25
766.1
770.80
273.05
274.10
1,124.00
1,130.35
350.95
349.45
457.95
459.2
779.8
787.00
274.75
274.25
1,104.50
1,114.50
351.15
350.15
453.2
454.2
755.5
756.50
276.75
276.65
1,118.55
1,122.65
349
347.1
447.1
447.9
770.45
770.10
278
276.60
1,111.55
1,119.45
345.3
343.9
441.4
443.8
764.3
770.00
273.2
273.10
1,099.10
1,108.85
336.55
335.3
442.1
448.75
738.8
739.45
274.65
274.10
1,020.50
1,028.45
320.8
320.25
416.2
421.6
694.25
695.35
261.3
260.25
1,031.95
1,041.75
324.7
324.2
415.75
423.25
689.55
688.95
253.75
253.25
1,046.15
1,062.90
326.05
325.95
408.7
410.8
659.1
659.20
253.95
253.95
1,075.55
1,081.35
349.1
349.5
438.3
438.2
688.3
688.60
264.55
263.60
1,049.65
1,051.35
352.85
353.75
441.35
439.8
673.7
672.45
259.9
260.35
1,078.75
1,081.10
354.05
354.8
441.25
439.6
683.85
684.50
273.8
275.60
1,091.75
1,093.25
356.2
356.15
448.4
448.35
703.9
701.75
291.8
297.45
1,139.50
1,138.00
369.05
371.7
451.6
451.25
729.9
728.80
309.7
312.00
1,180.00
1,180.00
366
366
447.9
447.9
738.75
738.75
296.3
296.30
ACC
Date
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
ICICIBANK
Value of 1
Short future
bought on
8-May-2006
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
Value of 1
Short future
bought on
8-May-2006
2-May-06
3-May-06
4-May-06
5-May-06
8-May-06
0.00
0.00
0.00
0.00
9-May-06
-4.38
4.38
4.53
-4.53
10-May-06
-30.28
30.28
26.00
-26.00
11-May-06
-42.90
42.90
27.58
-27.58
12-May-06
-110.61
110.61
0.94
-0.94
15-May-06
-145.67
145.67
-16.11
16.11
16-May-06
-104.57
104.57
-17.06
17.06
17-May-06
-100.40
100.40
-9.71
9.71
18-May-06
-226.23
226.23
-42.18
42.18
19-May-06
-258.18
258.18
-80.52
80.52
22-May-06
-283.29
283.29
-83.21
83.21
23-May-06
-257.46
257.46
-52.08
52.08
24-May-06
-241.02
241.02
-88.22
88.22
25-May-06
-223.51
223.51
-77.80
77.80
26-May-06
-211.73
211.73
-82.57
82.57
29-May-06
-208.95
208.95
-81.40
81.40
30-May-06
-235.56
235.56
-92.10
92.10
31-May-06
-252.92
252.92
-113.58
113.58
1-Jun-06
-271.36
271.36
-128.26
128.26
2-Jun-06
-232.22
232.22
-85.85
85.85
5-Jun-06
-269.97
269.97
-119.86
119.86
6-Jun-06
-287.66
287.66
-109.65
109.65
7-Jun-06
-304.12
304.12
-105.07
8-Jun-06
-312.63
0.00
312.63
0.00
-153.94
0.00
153.94
9-Jun-06
-263.27
49.39
263.27
-49.39
-151.38
2.58
151.38
12-Jun-06
-292.84
19.87
292.84
-19.87
-194.20
-40.23
194.20
13-Jun-06
-309.14
3.67
309.14
-3.67
-201.30
-47.28
201.30
14-Jun-06
-315.55
-2.68
315.55
2.68
-194.75
-40.70
194.75
15-Jun-06
-275.41
37.53
275.41
-37.53
-172.14
-18.05
172.14
16-Jun-06
-286.42
26.63
286.42
-26.63
-145.71
8.43
145.71
19-Jun-06
-248.80
64.35
248.80
-64.35
-148.83
5.36
148.83
20-Jun-06
-255.84
57.36
255.84
-57.36
-163.75
-9.53
163.75
21-Jun-06
-245.94
67.36
245.94
-67.36
-159.48
-5.21
159.48
22-Jun-06
-237.67
75.72
237.67
-75.72
-142.45
11.87
142.45
23-Jun-06
-229.10
84.38
229.10
-84.38
-144.82
9.54
144.82
25-Jun-06
-232.44
81.12
232.44
-81.12
-146.40
8.00
146.40
26-Jun-06
-269.86
43.78
269.86
-43.78
-162.08
-7.65
162.08
27-Jun-06
-261.42
52.28
261.42
-52.28
-152.03
2.44
152.03
28-Jun-06
-271.74
42.06
271.74
-42.06
-166.30
-11.78
166.30
29-Jun-06
-277.08
36.80
277.08
-36.80
-171.76
-17.21
171.76
30-Jun-06
-233.68
80.28
233.68
-80.28
-162.45
-7.86
162.45
105.07
3-Jul-06
-239.11
74.93
239.11
-74.93
-162.15
-7.51
162.15
4-Jul-06
5-Jul-06
-231.11
83.01
-208.13
106.08
231.11
-83.01
-161.24
-6.57
161.24
208.13
-106.08
-153.12
1.59
6-Jul-06
-204.65
153.12
109.65
204.65
-109.65
-158.44
-3.68
7-Jul-06
158.44
-227.18
87.22
227.18
-87.22
-160.93
-6.13
160.93
10-Jul-06
-209.69
104.77
209.69
-104.77
-152.15
2.69
152.15
11-Jul-06
-202.63
111.93
202.63
-111.93
-158.03
-3.14
158.03
12-Jul-06
-185.48
129.16
185.48
-129.16
-156.02
-1.10
156.02
13-Jul-06
-182.85
131.89
182.85
-131.89
-152.68
2.29
152.68
14-Jul-06
-185.93
128.88
185.93
-128.88
-163.84
-8.83
163.84
17-Jul-06
-201.35
113.55
201.35
-113.55
-171.72
-16.66
171.72
18-Jul-06
-205.40
109.59
205.40
-109.59
-172.22
-17.12
172.22
19-Jul-06
-242.54
72.53
242.54
-72.53
-177.85
-22.71
177.85
20-Jul-06
-212.50
102.66
212.50
-102.66
-152.09
3.10
152.09
21-Jul-06
-235.69
79.56
235.69
-79.56
-159.72
-4.49
159.72
24-Jul-06
-231.51
83.83
231.51
-83.83
-129.29
25.98
129.29
25-Jul-06
-201.19
114.24
201.19
-114.24
-102.04
53.27
102.04
26-Jul-06
-194.50
121.02
194.50
-121.02
-102.42
52.94
102.42
27-Jul-06
-190.40
125.20
190.40
-125.20
-100.75
54.65
100.75
BANK
INDHOTEL
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
MTNL
Value of 1
Short future
bought on
8-May-2006
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
Value of 1
Short future
bought on
8-May-2006
0.00
0.00
0.00
0.00
15.75
-15.75
1.23
-1.23
36.73
-36.73
-1.13
1.13
26.45
-26.45
-7.14
7.14
34.14
-34.14
-14.04
14.04
-83.09
83.09
-26.41
26.41
-86.87
86.87
-27.07
27.07
-61.64
61.64
-18.94
18.94
-269.44
269.44
-45.14
45.14
-346.64
346.64
-56.49
56.49
-470.44
470.44
-69.14
69.14
-363.55
363.55
-54.21
54.21
-402.41
402.41
-63.19
63.19
-375.65
375.65
-53.30
53.30
-383.54
383.54
-49.26
49.26
-307.54
307.54
-47.79
47.79
-305.76
305.76
-52.60
52.60
-304.40
304.40
-61.27
61.27
-401.84
401.84
-71.43
71.43
-363.59
363.59
-61.80
61.80
-400.22
400.22
-68.54
68.54
-468.39
468.39
-72.17
72.17
-532.58
532.58
-77.29
77.29
0.00
-658.84
0.00
658.84
0.00
-78.31
0.00
78.31
-2.58
-505.99
152.91
505.99
-152.91
-66.67
11.64
66.67
40.23
-556.95
102.06
556.95
-102.06
-74.02
4.31
74.02
47.28
-601.23
57.98
601.23
-57.98
-83.65
-5.30
83.65
40.70
-596.60
62.75
596.60
-62.75
-84.61
-6.25
84.61
18.05
-497.62
161.87
497.62
-161.87
-68.07
10.31
68.07
-8.43
-438.63
221.10
438.63
-221.10
-72.86
5.55
72.86
-5.36
-461.33
198.59
461.33
-198.59
-65.34
13.10
65.34
9.53
-478.44
181.61
478.44
-181.61
-67.78
10.67
67.78
5.21
-411.08
249.17
411.08
-249.17
-66.31
12.16
66.31
-11.87
-402.36
258.08
402.36
-258.08
-59.13
19.36
59.13
-9.54
-404.31
256.31
404.31
-256.31
-56.32
22.20
56.32
-8.00
-421.76
239.05
421.76
-239.05
-57.28
21.26
57.28
7.65
-461.75
199.20
461.75
-199.20
-68.52
10.04
68.52
-2.44
-431.84
229.26
431.84
-229.26
-72.81
5.77
72.81
11.78
-447.74
213.58
447.74
-213.58
-73.33
5.27
73.33
17.21
-455.80
205.67
455.80
-205.67
-73.94
4.67
73.94
7.86
-379.27
282.38
379.27
-282.38
-66.40
12.24
66.40
7.51
-374.44
287.37
374.44
-287.37
-67.51
11.14
67.51
6.57
-371.80
290.18
371.80
-290.18
-72.01
6.67
72.01
-1.59
-337.86
324.32
337.86
-324.32
-67.20
11.50
67.20
3.68
-355.33
307.03
355.33
-307.03
-67.62
11.10
67.62
6.13
-391.95
270.61
391.95
-270.61
-75.06
3.69
75.06
-2.69
-364.24
298.47
364.24
-298.47
-72.44
6.33
72.44
3.14
-374.31
288.59
374.31
-288.59
-70.17
8.62
70.17
1.10
-340.16
322.91
340.16
-322.91
-68.74
10.07
68.74
-2.29
-341.41
321.86
341.41
-321.86
-73.00
5.83
73.00
8.83
-360.80
302.64
360.80
-302.64
-74.06
4.79
74.06
16.66
-423.36
240.27
423.36
-240.27
-79.52
-0.65
79.52
17.12
-457.16
206.65
457.16
-206.65
-82.29
-3.39
82.29
22.71
-519.43
144.56
519.43
-144.56
-86.06
-7.14
86.06
-3.10
-446.28
217.90
446.28
-217.90
-81.64
-2.70
81.64
4.49
-461.44
202.92
461.44
-202.92
-85.30
-6.34
85.30
-25.98
-433.79
230.76
433.79
-230.76
-85.03
-6.04
85.03
-53.27
-384.99
279.75
384.99
-279.75
-81.95
-2.95
81.95
-52.94
-366.25
298.67
366.25
-298.67
-76.38
2.65
76.38
-54.65
-331.35
333.75
331.35
-333.75
-75.15
3.90
75.15
NL
NDTV
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
ONGC
Value of 1
Short future
bought on
8-May-2006
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
Value of 1
Short future
bought on
8-May-2006
0.00
0.00
0.00
0.00
0.84
-0.84
60.39
-60.39
4.78
-4.78
104.33
-104.33
-0.54
0.54
76.49
-76.49
-2.76
2.76
39.91
-39.91
-11.83
11.83
-47.95
47.95
-17.60
17.60
-20.51
20.51
-9.57
9.57
60.31
-60.31
-27.87
27.87
-33.15
33.15
-48.10
48.10
-94.38
94.38
-79.26
79.26
-176.24
176.24
-61.71
61.71
-148.06
148.06
-61.61
61.61
-220.28
220.28
-65.94
65.94
-179.16
179.16
-54.80
54.80
-223.00
223.00
-47.34
47.34
-205.74
205.74
-52.80
52.80
-219.94
219.94
-66.80
66.80
-269.44
269.44
-73.75
73.75
-349.95
349.95
-63.24
63.24
-275.66
275.66
-74.73
74.73
-330.44
330.44
-77.42
77.42
-365.23
365.23
-98.98
98.98
-405.23
405.23
0.00
-125.61
0.00
125.61
0.00
-428.33
0.00
428.33
-11.64
-115.22
10.40
115.22
-10.40
-414.40
13.97
414.40
-4.31
-121.48
4.16
121.48
-4.16
-447.27
-18.83
447.27
5.30
-132.47
-6.79
132.47
6.79
-438.09
-9.51
438.09
6.25
-132.64
-6.94
132.64
6.94
-423.46
5.20
423.46
-10.31
-121.86
3.87
121.86
-3.87
-383.39
45.36
383.39
-5.55
-108.32
17.46
108.32
-17.46
-375.59
53.32
375.59
-13.10
-104.58
21.23
104.58
-21.23
-383.04
45.99
383.04
-10.67
-104.90
20.94
104.90
-20.94
-403.56
25.55
403.56
-12.16
-97.83
28.04
97.83
-28.04
-382.09
47.15
382.09
-19.36
-84.75
41.16
84.75
-41.16
-347.80
81.57
347.80
-22.20
-86.37
39.58
86.37
-39.58
-316.46
113.03
316.46
-21.26
-87.58
38.40
87.58
-38.40
-293.40
136.22
293.40
-10.04
-97.89
28.12
97.89
-28.12
-350.55
79.15
350.55
-5.77
-102.63
23.41
102.63
-23.41
-348.04
81.76
348.04
-5.27
-103.06
23.02
103.06
-23.02
-370.73
59.21
370.73
-4.67
-102.44
23.67
102.44
-23.67
-345.80
84.24
345.80
-12.24
-98.14
28.00
98.14
-28.00
-289.99
140.17
289.99
-11.14
-97.76
28.41
97.76
-28.41
-279.81
150.45
279.81
-6.67
-100.38
25.83
100.38
-25.83
-303.72
126.65
303.72
-11.50
-101.50
24.74
101.50
-24.74
-296.04
134.46
296.04
-11.10
-101.58
24.70
101.58
-24.70
-303.69
126.93
303.69
-3.69
-106.64
19.67
106.64
-19.67
-321.12
109.63
321.12
-6.33
-104.37
21.97
104.37
-21.97
-275.66
155.19
275.66
-8.62
-108.44
17.94
108.44
-17.94
-295.17
135.80
295.17
-10.07
-102.14
24.28
102.14
-24.28
-281.24
149.84
281.24
-5.83
-97.03
29.42
97.03
-29.42
-288.31
142.91
288.31
-4.79
-102.19
24.29
102.19
-24.29
-300.80
130.52
300.80
0.65
-110.41
16.11
110.41
-16.11
-379.31
52.13
379.31
3.39
-122.51
4.04
122.51
-4.04
-367.99
63.58
367.99
7.14
-127.19
-0.60
127.19
0.60
-353.91
77.77
353.91
2.70
-123.73
2.90
123.73
-2.90
-324.65
107.15
324.65
6.34
-128.16
-1.50
128.16
1.50
-350.61
81.31
350.61
6.04
-126.74
-0.05
126.74
0.05
-321.63
110.41
321.63
2.95
-123.68
3.05
123.68
-3.05
-308.73
123.43
308.73
-2.65
-116.52
10.25
116.52
-10.25
-261.08
171.20
261.08
-3.90
-117.15
9.65
117.15
-9.65
-220.65
211.75
220.65
GC
RANBAXY
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
REL
Value of 1
Short future
bought on
8-May-2006
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
Value of 1
Short future
bought on
8-May-2006
0.00
0.00
0.00
0.00
-0.74
0.74
2.71
-2.71
-1.03
1.03
5.66
-5.66
-12.81
12.81
-10.59
10.59
-14.53
14.53
-19.95
19.95
-26.46
26.46
-39.03
39.03
-29.28
29.28
-36.19
36.19
-17.31
17.31
-27.86
27.86
-47.65
47.65
-88.05
88.05
-77.41
77.41
-127.04
127.04
-79.11
79.11
-110.90
110.90
-60.92
60.92
-75.34
75.34
-73.81
73.81
-98.44
98.44
-104.52
104.52
-86.05
86.05
-87.86
87.86
-113.16
113.16
-85.89
85.89
-119.15
119.15
-96.25
96.25
-139.26
139.26
-106.56
106.56
-159.52
159.52
-117.33
117.33
-197.06
197.06
-92.38
92.38
-180.61
180.61
-106.55
106.55
-183.51
183.51
-124.45
124.45
-208.36
208.36
-148.54
148.54
-230.10
230.10
0.00
-170.43
0.00
170.43
0.00
-257.45
0.00
257.45
-13.97
-150.73
19.71
150.73
-19.71
-215.77
41.71
215.77
18.83
-152.79
17.69
152.79
-17.69
-227.40
30.12
227.40
9.51
-159.48
11.05
159.48
-11.05
-235.89
21.71
235.89
-5.20
-163.38
7.19
163.38
-7.19
-218.99
38.66
218.99
-45.36
-149.97
20.62
149.97
-20.62
-199.01
58.70
199.01
-53.32
-140.70
29.96
140.70
-29.96
-194.96
62.84
194.96
-45.99
-138.96
31.75
138.96
-31.75
-192.39
65.49
192.39
-25.55
-137.20
33.54
137.20
-33.54
-193.72
64.21
193.72
-47.15
-134.66
36.13
134.66
-36.13
-181.32
76.69
181.32
-81.57
-138.87
31.97
138.87
-31.97
-168.06
90.02
168.06
-113.03
-124.71
46.19
124.71
-46.19
-172.18
85.97
172.18
-136.22
-119.18
51.76
119.18
-51.76
-172.93
85.30
172.93
-79.15
-138.13
32.84
138.13
-32.84
-194.23
64.05
194.23
-81.76
-148.85
22.17
148.85
-22.17
-201.18
57.15
201.18
-59.21
-159.44
11.63
159.44
-11.63
-201.20
57.22
201.20
-84.24
-151.47
19.64
151.47
-19.64
-194.68
63.80
194.68
-140.17
-154.24
16.91
154.24
-16.91
-178.17
80.38
178.17
-150.45
-152.89
18.31
152.89
-18.31
-179.61
79.01
179.61
-126.65
-134.46
-161.34
9.90
-155.26
16.03
161.34
-9.90
155.26
-16.03
-178.01
80.67
178.01
-156.46
102.30
-126.93
-156.85
14.49
156.85
156.46
-14.49
-163.72
95.11
-109.63
-165.71
5.68
163.72
165.71
-5.68
-182.80
76.11
-155.19
-162.26
182.80
9.17
162.26
-9.17
-174.17
84.79
174.17
-135.80
-149.84
-162.11
9.37
162.11
-9.37
-178.96
80.08
178.96
-164.30
7.23
164.30
-7.23
-185.09
74.02
185.09
-142.91
-168.04
3.54
168.04
-3.54
-190.82
68.36
190.82
-130.52
-176.81
-5.19
176.81
5.19
-190.17
69.08
190.17
-52.13
-192.57
-20.90
192.57
20.90
-216.07
43.25
216.07
-63.58
-188.73
-17.02
188.73
17.02
-216.58
42.82
216.58
-77.77
-187.44
-15.67
187.44
15.67
-223.68
35.79
223.68
-107.15
-164.47
7.34
164.47
-7.34
-194.18
65.36
194.18
-81.31
-160.77
11.09
160.77
-11.09
-191.19
68.42
191.19
-110.41
-159.62
12.29
159.62
-12.29
-191.34
68.34
191.34
-123.43
-157.51
14.44
157.51
-14.44
-184.25
75.51
184.25
-171.20
-144.71
27.29
144.71
-27.29
-181.10
78.73
181.10
-211.75
-147.80
24.25
147.80
-24.25
-184.85
75.05
184.85
EL
TATAMOTORS
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
Value of 1
Short future
bought on
8-May-2006
UTIBANK
Value of 1
Short future
bought on
8-June-2006
Value of 1
long future
bought on
8-May-2006
Value of 1
long future
bought on
8-June-2006
Value of 1
Short future
bought on
8-May-2006
0.00
0.00
0.00
0.00
22.54
-22.54
9.01
-9.01
11.67
-11.67
16.10
-16.10
-7.29
7.29
14.38
-14.38
-1.33
1.33
2.81
-2.81
-47.36
47.36
-12.57
12.57
-34.71
34.71
-21.25
21.25
-3.30
3.30
-14.70
14.70
-87.66
87.66
-33.45
33.45
-120.92
120.92
-35.03
35.03
-204.47
204.47
-35.49
35.49
-187.55
187.55
-43.79
43.79
-183.95
183.95
-51.24
51.24
-185.18
185.18
-62.78
62.78
-153.48
153.48
-56.63
56.63
-144.01
144.01
-50.51
50.51
-201.20
201.20
-57.69
57.69
-179.99
179.99
-74.42
74.42
-261.81
261.81
-74.84
74.84
-203.86
203.86
-51.02
51.02
-223.79
223.79
-51.96
51.96
-240.19
240.19
-63.91
63.91
-257.68
257.68
-68.92
0.00
-249.53
0.00
249.53
0.00
-41.71
-236.13
13.42
236.13
-30.12
-242.01
7.58
242.01
-21.71
-302.70
-53.03
-38.66
-309.85
-60.13
-58.70
-297.32
-62.84
68.92
-104.75
0.00
104.75
-13.42
-99.51
5.25
99.51
-7.58
-103.59
1.19
103.59
302.70
53.03
-117.30
-12.49
117.30
309.85
60.13
-122.58
-17.75
122.58
-47.55
297.32
47.55
-110.61
-5.75
110.61
-273.42
-23.56
273.42
23.56
-99.34
5.55
99.34
-65.49
-230.29
19.65
230.29
-19.65
-93.17
11.76
93.17
-64.21
-238.08
11.91
238.08
-11.91
-99.84
5.11
99.84
-76.69
-233.19
16.88
233.19
-16.88
-91.53
13.45
91.53
-90.02
-214.59
35.55
214.59
-35.55
-78.94
26.07
78.94
-85.97
-200.84
49.37
200.84
-49.37
-85.22
19.82
85.22
-85.30
-202.09
48.19
202.09
-48.19
-77.35
27.72
77.35
-64.05
-246.06
4.27
246.06
-4.27
-89.49
15.60
89.49
-57.15
-230.70
19.68
230.70
-19.68
-87.52
17.59
87.52
-57.22
-239.03
11.43
239.03
-11.43
-94.41
10.74
94.41
-63.80
-218.40
32.12
218.40
-32.12
-106.37
-1.19
106.37
-80.38
-179.41
71.18
179.41
-71.18
-94.21
10.99
94.21
-79.01
-188.76
61.89
188.76
-61.89
-84.73
20.50
84.73
-80.67
-182.84
67.88
182.84
-67.88
-81.77
23.49
81.77
-102.30
-178.71
72.08
178.71
-72.08
-77.56
27.73
77.56
-95.11
-181.25
69.61
181.25
-69.61
-81.96
23.35
81.96
-76.11
-211.59
39.35
211.59
-39.35
-90.15
15.19
90.15
-84.79
-197.99
53.01
197.99
-53.01
-88.48
16.89
88.48
-80.08
-222.26
28.80
222.26
-28.80
-86.51
18.89
86.51
-74.02
-207.42
43.72
207.42
-43.72
-85.29
20.14
85.29
-68.36
-213.61
37.60
213.61
-37.60
-90.10
15.36
90.10
-69.08
-239.10
12.17
239.10
-12.17
-88.68
16.81
88.68
-43.25
-283.62
-32.28
283.62
32.28
-102.02
3.49
102.02
-42.82
-288.39
-36.98
288.39
36.98
-109.59
-4.04
109.59
-35.79
-318.87
-67.39
318.87
67.39
-109.42
-3.84
109.42
-65.36
-289.80
-38.25
289.80
38.25
-98.86
6.74
98.86
-68.42
-304.46
-52.84
304.46
52.84
-103.53
2.10
103.53
-68.34
-294.40
-42.71
294.40
42.71
-89.67
15.99
89.67
-75.51
-274.45
-22.69
274.45
22.69
-71.71
33.98
71.71
-78.73
-248.53
3.30
248.53
-3.30
-53.83
51.89
53.83
-75.05
-239.75
12.15
239.75
-12.15
-67.25
38.50
67.25
ANK
Value of 1
Short future
bought on
8-June-2006
0.00
-5.25
-1.19
12.49
17.75
5.75
-5.55
-11.76
-5.11
-13.45
-26.07
-19.82
-27.72
-15.60
-17.59
-10.74
1.19
-10.99
-20.50
-23.49
-27.73
-23.35
-15.19
-16.89
-18.89
-20.14
-15.36
-16.81
-3.49
4.04
3.84
-6.74
-2.10
-15.99
-33.98
-51.89
-38.50
LONG
Daily Calculated Marked To Market Margin (Difference between two immediate days future price)
Co. Index =>
Co. Name =>
ACC
8-May-06
9-May-06
10-May-06
11-May-06
12-May-06
15-May-06
16-May-06
17-May-06
18-May-06
19-May-06
22-May-06
23-May-06
24-May-06
25-May-06
26-May-06
29-May-06
30-May-06
31-May-06
1-Jun-06
2-Jun-06
5-Jun-06
6-Jun-06
7-Jun-06
8-Jun-06
9-Jun-06
12-Jun-06
13-Jun-06
14-Jun-06
15-Jun-06
16-Jun-06
19-Jun-06
20-Jun-06
21-Jun-06
22-Jun-06
23-Jun-06
25-Jun-06
26-Jun-06
27-Jun-06
28-Jun-06
29-Jun-06
30-Jun-06
3-Jul-06
4-Jul-06
100.72
-4.45
-26.30
-12.80
-68.70
-35.55
41.75
4.25
-127.50
-32.35
-25.35
26.25
16.65
17.85
12.00
2.85
-26.85
-17.50
-18.55
39.65
-38.10
-17.80
-16.55
40.40
99.70
-59.60
-32.70
-12.80
81.10
-22.00
76.00
-14.10
20.10
16.80
17.40
-6.60
-75.20
17.10
-20.60
-10.60
87.40
-10.80
16.20
20
22
31
ICICIBANK INDHOTEL MTNL

63.455
4.60
21.80
1.60
-27.05
-17.30
-0.95
7.45
-32.90
-38.85
-2.70
31.55
-36.60
10.60
-4.80
1.20
-10.80
-21.70
-14.80
42.90
-34.35
10.35
4.65
0.585
5.20
-86.40
-14.20
13.30
45.70
53.40
-6.20
-30.00
8.70
34.40
-4.70
-3.10
-31.50
20.30
-28.60
-10.90
18.80
0.70
1.90
32
34
39
40
NDTV
ONGC
RANBAXY
REL
149.99 21.855 26.875 137.935

16.00
1.25
0.85
61.35
21.30
-2.40
4.00
44.60
-10.45
-6.10
-5.40
-28.30
7.80
-7.00
-2.25
-37.15
-118.95 -12.55
-9.20
-89.15
-3.80
-0.65
-5.85
27.85
25.60
8.25
8.15
81.95
-210.60 -26.55 -18.55
-94.75
-78.20 -11.50 -20.50
-62.05
-125.30 -12.80 -31.55
-82.90
108.40 15.15
17.80
28.60
-39.35
-9.10
0.10
-73.15
27.30 10.05
-4.35
41.75
-7.85
4.10
11.30
-44.30
76.95
1.50
7.55
17.50
1.90
-4.85
-5.50
-14.30
1.45
-8.75 -14.15
-50.00
-98.40 -10.25
-7.00
-81.30
38.80
9.75
10.65
75.20
-36.95
-6.80 -11.60
-55.30
-68.75
-3.65
-2.70
-35.05
-64.70
-5.15 -21.75
-40.30
-39.505 13.325 -12.375
72.75
308.70 23.50
21.00
28.20
-102.70 -14.80 -12.60
-66.20
-89.00 -19.40 -22.10
18.80
9.60
-1.90
-0.30
29.70
199.90 33.40
21.80
81.00
119.30
-9.60
27.40
16.00
-45.50 15.20
7.60
-14.80
-34.30
-4.90
-0.60
-41.20
136.00
3.00
14.30
43.50
17.80 14.50
26.40
69.30
-3.70
5.70
-3.20
63.30
-34.90
-1.90
-2.40
46.60
-80.30 -22.60 -20.70 -114.90
60.40
-8.60
-9.50
5.20
-31.70
-1.00
-0.80
-45.40
-16.00
-1.20
1.30
50.30
154.10 15.20
8.70 112.40
9.90
-2.20
0.80
20.60
5.50
-9.00
-5.20
-47.90
50.595 62.31
-0.75
2.75
-0.30
3.00
-11.95 -16.50
-1.75
-9.50
-12.10 -19.35
-2.85
2.90
12.15
8.45
-30.75 -61.00
-30.15 -39.50
-1.70 16.40
18.45 36.05
-13.05 -23.40
-31.05 12.60
16.90 -27.40
2.00
-6.05
-10.45 -20.30
-10.40 -20.45
-10.85 -37.90
25.25 16.70
-14.30
-2.90
-18.05 -25.05
-24.30 -21.90
12.26 10.165
39.80 84.20
-4.10 -23.40
-13.40 -17.00
-7.80 34.20
27.10 40.40
18.80
8.30
3.60
5.30
3.60
-2.60
5.20 25.10
-8.40 26.80
28.60
-8.20
11.20
-1.40
-38.10 -42.80
-21.50 -13.90
-21.20
0.10
16.10 13.20
-5.50 33.30
2.80
-2.80
-16.90
3.30
5-Jul-06
6-Jul-06
7-Jul-06
10-Jul-06
11-Jul-06
12-Jul-06
13-Jul-06
14-Jul-06
17-Jul-06
18-Jul-06
19-Jul-06
20-Jul-06
21-Jul-06
24-Jul-06
25-Jul-06
26-Jul-06
27-Jul-06
46.30
7.10
-45.10
35.20
14.30
34.50
5.40
-6.10
-30.80
-8.00
-74.30
60.30
-46.30
8.50
60.80
13.50
8.30
16.40
-10.60
-4.90
17.70
-11.70
4.10
6.80
-22.30
-15.70
-0.90
-11.20
51.70
-15.20
61.00
54.60
-0.70
3.40
68.40
-34.90
-73.30
55.80
-20.00
68.70
-2.30
-38.70
-125.20
-67.50
-124.50
146.80
-30.10
55.60
97.90
37.70
70.00
9.70
-0.80
-14.90
5.30
4.60
2.90
-8.50
-2.10
-10.90
-5.50
-7.50
8.90
-7.30
0.60
6.20
11.20
2.50
-2.20
-0.10
-10.10
4.60
-8.10
12.70
10.30
-10.30
-16.40
-24.20
-9.30
7.00
-8.80
2.90
6.20
14.40
-1.20
15.60
-15.20
-34.80
91.40
-39.00
28.10
-14.00
-24.90
-157.20
22.90
28.40
58.80
-51.80
58.20
26.00
95.50
81.00
12.30
-3.10
-17.70
7.00
0.40
-4.30
-7.40
-17.50
-31.50
7.80
2.70
46.10
7.50
2.40
4.30
25.70
-6.10
43.40
-14.50
-38.20
17.40
-9.50
-12.20
-11.40
1.40
-51.80
-0.90
-14.10
59.20
6.10
-0.20
14.30
6.40
-7.40
n two immediate days future price)
MARGIN CALL
MARGIN
MARGIN
ACCOUNT ACCOUNT Assuming Maintainance
47
50
BALANCE BALANCE
Margin = Initial Margin
DEPOSIT
BEFORE
AFTER
745.895
on
8-May-2006
MARGIN
MARGIN
TATAMOTORS UTIBANK
CALL
CALL
1247.96 on 8-June-2006
96.36
22.90
-11.05
-19.25
6.05
-46.70
12.85
31.85
-85.50
-33.70
-84.60
17.20
3.65
-1.15
32.15
9.60
-57.80
21.50
-82.65
58.65
-20.10
-16.50
-17.60
80.3
27.10
-11.80
-122.30
-14.30
25.40
48.40
87.10
-15.60
10.00
37.60
27.80
-2.40
-88.40
31.00
-16.60
41.60
78.50
-18.70
12.00
35.8
9.15
7.20
-1.75
-11.75
-15.60
-8.80
6.65
-19.00
-1.60
-0.45
-8.40
-7.55
-11.65
6.25
6.20
-7.25
-16.90
-0.40
24.10
-0.95
-12.05
-5.05
-10.605
10.60
-8.20
-27.60
-10.60
24.20
22.80
12.50
-13.40
16.80
25.40
-12.60
15.90
-24.40
4.00
-13.80
-24.00
24.50
19.10
6.00
745.895
859.55
921.40
810.50
659.20
369.45
808.35
1,003.10
296.00
397.50
394.95
1,036.95
855.15
927.10
925.45
1,044.75
888.55
751.65
389.55
1,087.55
866.20
676.95
533.25
913.19
1,895.96
1,506.16
1,167.26
1,287.06
1,867.06
2,149.86
2,290.66
2,137.56
2,420.26
2,680.86
2,791.26
2,812.26
2,273.36
2,357.86
2,178.26
2,238.06
2,765.46
2,784.86
2,750.76
745.895
859.545
921.395
810.495
745.895
745.895
808.345
1003.095
745.895
745.895
745.895
1036.945
855.145
927.095
925.445
1044.745
888.545
751.645
745.895
1087.545
866.195
745.895
745.895
1247.96
1895.96
1506.16
1247.96
1287.06
1867.06
2149.86
2290.66
2137.56
2420.26
2680.86
2791.26
2812.26
2273.36
2357.86
2178.26
2238.06
2765.46
2784.86
2750.76
YES
YES
86.70
376.45
YES
YES
YES
449.90
348.40
350.95
YES
356.35
YES
YES
YES
68.95
212.65
334.78
YES
80.70
8.40
-5.00
-60.80
27.40
-48.60
29.90
-12.30
-51.00
-89.10
-9.40
-60.90
58.40
-29.20
20.30
40.10
52.00
17.70
8.50
-8.80
-16.40
3.40
4.00
2.50
-9.60
2.90
-26.70
-15.10
0.40
21.20
-9.30
27.80
36.00
35.80
-26.80
2,977.56
2,891.66
2,575.46
2,840.66
2,727.06
2,893.96
2,850.96
2,682.36
2,127.06
2,026.26
1,755.96
2,274.36
2,089.96
2,327.06
2,673.46
2,964.96
3,106.36
2977.56
2891.66
2575.46
2840.66
2727.06
2893.96
2850.96
2682.36
2127.06
2026.26
1755.96
2274.36
2089.96
2327.06
2673.46
2964.96
3106.36
SHORT
Daily Calculated Marked To Market Margin (Difference between two immediate days future price)
Co. Index =>
Co. Name =>
ACC
8-May-06
9-May-06
10-May-06
11-May-06
12-May-06
15-May-06
16-May-06
17-May-06
18-May-06
19-May-06
22-May-06
23-May-06
24-May-06
25-May-06
26-May-06
29-May-06
30-May-06
31-May-06
1-Jun-06
2-Jun-06
5-Jun-06
6-Jun-06
7-Jun-06
8-Jun-06
9-Jun-06
12-Jun-06
13-Jun-06
14-Jun-06
15-Jun-06
16-Jun-06
19-Jun-06
20-Jun-06
21-Jun-06
22-Jun-06
23-Jun-06
25-Jun-06
26-Jun-06
27-Jun-06
28-Jun-06
29-Jun-06
30-Jun-06
3-Jul-06
4-Jul-06
100.72
4.45
26.30
12.80
68.70
35.55
-41.75
-4.25
127.50
32.35
25.35
-26.25
-16.65
-17.85
-12.00
-2.85
26.85
17.50
18.55
-39.65
38.10
17.80
16.55
57.40
-99.70
59.60
32.70
12.80
-81.10
22.00
-76.00
14.10
-20.10
-16.80
-17.40
6.60
75.20
-17.10
20.60
10.60
-87.40
10.80
-16.20
20
22
31
ICICIBANK INDHOTEL MTNL

63.455
-4.60
-21.80
-1.60
27.05
17.30
0.95
-7.45
32.90
38.85
2.70
-31.55
36.60
-10.60
4.80
-1.20
10.80
21.70
14.80
-42.90
34.35
-10.35
-4.65
99.185
-5.20
86.40
14.20
-13.30
-45.70
-53.40
6.20
30.00
-8.70
-34.40
4.70
3.10
31.50
-20.30
28.60
10.90
-18.80
-0.70
-1.90
32
34
39
40
NDTV
ONGC
RANBAXY
REL
149.99 21.855 26.875 137.935

-16.00
-1.25
-0.85
-61.35
-21.30
2.40
-4.00
-44.60
10.45
6.10
5.40
28.30
-7.80
7.00
2.25
37.15
118.95 12.55
9.20
89.15
3.80
0.65
5.85
-27.85
-25.60
-8.25
-8.15
-81.95
210.60 26.55 18.55
94.75
78.20 11.50 20.50
62.05
125.30 12.80 31.55
82.90
-108.40 -15.15 -17.80
-28.60
39.35
9.10
-0.10
73.15
-27.30 -10.05
4.35
-41.75
7.85
-4.10 -11.30
44.30
-76.95
-1.50
-7.55
-17.50
-1.90
4.85
5.50
14.30
-1.45
8.75 14.15
50.00
98.40 10.25
7.00
81.30
-38.80
-9.75 -10.65
-75.20
36.95
6.80 11.60
55.30
68.75
3.65
2.70
35.05
64.70
5.15 21.75
40.30
215.095 15.325 41.325 119.15
-308.70 -23.50 -21.00
-28.20
102.70 14.80 12.60
66.20
89.00 19.40 22.10
-18.80
-9.60
1.90
0.30
-29.70
-199.90 -33.40 -21.80
-81.00
-119.30
9.60 -27.40
-16.00
45.50 -15.20
-7.60
14.80
34.30
4.90
0.60
41.20
-136.00
-3.00 -14.30
-43.50
-17.80 -14.50 -26.40
-69.30
3.70
-5.70
3.20
-63.30
34.90
1.90
2.40
-46.60
80.30 22.60 20.70 114.90
-60.40
8.60
9.50
-5.20
31.70
1.00
0.80
45.40
16.00
1.20
-1.30
-50.30
-154.10 -15.20
-8.70 -112.40
-9.90
2.20
-0.80
-20.60
-5.50
9.00
5.20
47.90
50.595 62.31
0.75
-2.75
0.30
-3.00
11.95 16.50
1.75
9.50
12.10 19.35
2.85
-2.90
-12.15
-8.45
30.75 61.00
30.15 39.50
1.70 -16.40
-18.45 -36.05
13.05 23.40
31.05 -12.60
-16.90 27.40
-2.00
6.05
10.45 20.30
10.40 20.45
10.85 37.90
-25.25 -16.70
14.30
2.90
18.05 25.05
24.30 21.90
56.36 65.265
-39.80 -84.20
4.10 23.40
13.40 17.00
7.80 -34.20
-27.10 -40.40
-18.80
-8.30
-3.60
-5.30
-3.60
2.60
-5.20 -25.10
8.40 -26.80
-28.60
8.20
-11.20
1.40
38.10 42.80
21.50 13.90
21.20
-0.10
-16.10 -13.20
5.50 -33.30
-2.80
2.80
16.90
-3.30
5-Jul-06
6-Jul-06
7-Jul-06
10-Jul-06
11-Jul-06
12-Jul-06
13-Jul-06
14-Jul-06
17-Jul-06
18-Jul-06
19-Jul-06
20-Jul-06
21-Jul-06
24-Jul-06
25-Jul-06
26-Jul-06
27-Jul-06
-46.30
-7.10
45.10
-35.20
-14.30
-34.50
-5.40
6.10
30.80
8.00
74.30
-60.30
46.30
-8.50
-60.80
-13.50
-8.30
-16.40
10.60
4.90
-17.70
11.70
-4.10
-6.80
22.30
15.70
0.90
11.20
-51.70
15.20
-61.00
-54.60
0.70
-3.40
-68.40
34.90
73.30
-55.80
20.00
-68.70
2.30
38.70
125.20
67.50
124.50
-146.80
30.10
-55.60
-97.90
-37.70
-70.00
-9.70
0.80
14.90
-5.30
-4.60
-2.90
8.50
2.10
10.90
5.50
7.50
-8.90
7.30
-0.60
-6.20
-11.20
-2.50
2.20
0.10
10.10
-4.60
8.10
-12.70
-10.30
10.30
16.40
24.20
9.30
-7.00
8.80
-2.90
-6.20
-14.40
1.20
-15.60
15.20
34.80
-91.40
39.00
-28.10
14.00
24.90
157.20
-22.90
-28.40
-58.80
51.80
-58.20
-26.00
-95.50
-81.00
-12.30
3.10
17.70
-7.00
-0.40
4.30
7.40
17.50
31.50
-7.80
-2.70
-46.10
-7.50
-2.40
-4.30
-25.70
6.10
-43.40
14.50
38.20
-17.40
9.50
12.20
11.40
-1.40
51.80
0.90
14.10
-59.20
-6.10
0.20
-14.30
-6.40
7.40
n two immediate days future price)
MARGIN CALL
MARGIN
MARGIN
ACCOUNT ACCOUNT Assuming Maintainance
47
50
BALANCE BALANCE
Margin = Initial Margin
DEPOSIT
BEFORE
AFTER
745.895
on
8-May-2006
MARGIN
MARGIN
TATAMOTORS UTIBANK
CALL
CALL
1247.96 on 8-June-2006
96.36
-22.90
11.05
19.25
-6.05
46.70
-12.85
-31.85
85.50
33.70
84.60
-17.20
-3.65
1.15
-32.15
-9.60
57.80
-21.50
82.65
-58.65
20.10
16.50
17.60
63.7
-27.10
11.80
122.30
14.30
-25.40
-48.40
-87.10
15.60
-10.00
-37.60
-27.80
2.40
88.40
-31.00
16.60
-41.60
-78.50
18.70
-12.00
35.8
-9.15
-7.20
1.75
11.75
15.60
8.80
-6.65
19.00
1.60
0.45
8.40
7.55
11.65
-6.25
-6.20
7.25
16.90
0.40
-24.10
0.95
12.05
5.05
61.695
-10.60
8.20
27.60
10.60
-24.20
-22.80
-12.50
13.40
-16.80
-25.40
12.60
-15.90
24.40
-4.00
13.80
24.00
-24.50
-19.10
-6.00
745.895
632.25
684.05
856.80
1,008.10
1,384.55
1,322.10
1,127.35
1,834.45
2,182.85
2,533.80
2,242.75
2,424.55
2,352.60
2,354.25
2,234.95
2,391.15
2,528.05
2,890.15
2,548.50
2,769.85
2,959.10
3,171.75
3,966.24
3,318.24
3,708.04
4,046.94
4,007.84
3,427.84
3,145.04
3,004.24
3,157.34
2,874.64
2,614.04
2,503.64
2,482.64
3,021.54
2,937.04
3,116.64
3,056.84
2,529.44
2,510.04
2,544.14
745.895
745.895
745.895
856.795
1008.095
1384.545
1322.095
1127.345
1834.445
2182.845
2533.795
2242.745
2424.545
2352.595
2354.245
2234.945
2391.145
2528.045
2890.145
2548.495
2769.845
2959.095
3171.745
3966.235
3318.235
3708.035
4046.935
4007.835
3427.835
3145.035
3004.235
3157.335
2874.635
2614.035
2503.635
2482.635
3021.535
2937.035
3116.635
3056.835
2529.435
2510.035
2544.135
YES
YES
113.65
61.85
-8.40
5.00
60.80
-27.40
48.60
-29.90
12.30
51.00
89.10
9.40
60.90
-58.40
29.20
-20.30
-40.10
-52.00
-17.70
-8.50
8.80
16.40
-3.40
-4.00
-2.50
9.60
-2.90
26.70
15.10
-0.40
-21.20
9.30
-27.80
-36.00
-35.80
26.80
2,317.34
2,403.24
2,719.44
2,454.24
2,567.84
2,400.94
2,443.94
2,612.54
3,167.84
3,268.64
3,538.94
3,020.54
3,204.94
2,967.84
2,621.44
2,329.94
2,188.54
2317.335
2403.235
2719.435
2454.235
2567.835
2400.935
2443.935
2612.535
3167.835
3268.635
3538.935
3020.535
3204.935
2967.835
2621.435
2329.935
2188.535
ACC
Date
Theoritical
Future Price
Actual Future
Price
ICICIBANK
Monetary Profit per contract

If Arbitrage is Possible
With 0% TC
Theoritical
Future Price
Actual Future
Price
With 1% TC

With 0% TC
2-May-06
1,007.91
1,007.35
0.56
632.44
632.10
0.34
3-May-06
1,001.84
1,001.40
0.44
659.93
659.65
0.28
4-May-06
991.10
990.70
0.40
670.76
670.50
0.26
5-May-06
1,003.65
1,003.35
0.30
648.60
648.40
0.20
8-May-06
1,023.39
1,022.75
0.64
644.75
644.35
0.40
9-May-06
1,018.83
1,018.30
0.53
649.30
648.95
0.35
10-May-06
992.44
992.00
0.44
671.02
670.75
0.27
11-May-06
979.58
979.20
0.38
672.60
672.35
0.25
12-May-06
910.78
910.50
0.28
645.50
645.30
0.20
15-May-06
875.46
874.95
0.51
628.35
628.00
0.35
16-May-06
917.18
916.70
0.48
627.38
627.05
0.33
17-May-06
921.33
920.95
0.38
634.75
634.50
0.25
18-May-06
810.47
793.45
17.02
601.82
601.60
0.22
19-May-06
761.31
761.10
0.21
562.92
562.75
0.17
22-May-06
736.16
735.75
0.41
560.39
560.05
0.34
23-May-06
762.37
762.00
0.37
584.73
591.60
(6.87)
24-May-06
778.98
778.65
0.33
576.17
555.00
21.17
25-May-06
802.21
796.50
5.71
565.80
565.60
0.20
26-May-06
808.69
808.50
0.19
570.45
560.80
9.65
29-May-06
809.33
811.35
(2.02)
575.98
562.00
13.98
30-May-06
788.86
784.50
4.36
576.41
551.20
25.21
31-May-06
771.43
767.00
4.43
543.51
529.50
14.01
1-Jun-06
748.68
748.45
0.23
540.10
514.70
25.40
2-Jun-06
794.64
788.10
6.54
557.73
557.60
0.13
5-Jun-06
750.41
750.00
0.41
543.65
523.25
20.40
6-Jun-06
733.75
732.20
1.55
548.15
533.60
14.55
7-Jun-06
715.95
715.65
0.30
538.47
538.25
0.22
8-Jun-06
707.36
707.15
0.21
503.59
488.95
14.64
0.98
9-Jun-06
761.95
757.00
4.95
505.06
491.55
13.51
12-Jun-06
722.47
727.20
(4.73)
478.58
448.35
30.23
13-Jun-06
711.20
710.85
0.35
463.76
441.25
22.51
14-Jun-06
701.47
704.45
(2.98)
455.14
447.90
7.24
15-Jun-06
742.97
745.00
(2.03)
486.65
470.75
15.90
16-Jun-06
738.06
734.00
4.06
510.82
497.45
13.37
19-Jun-06
772.82
772.00
0.82
504.93
494.35
10.58
20-Jun-06
765.87
764.95
0.92
494.21
479.35
14.86
21-Jun-06
775.15
775.00
0.15
498.03
483.70
14.33
22-Jun-06
784.44
783.40
1.04
515.86
500.90
14.96
23-Jun-06
791.52
792.10
(0.58)
511.49
498.55
12.94
25-Jun-06
787.43
788.80
(1.37)
510.49
497.00
13.49
26-Jun-06
750.83
751.20
(0.37)
493.83
481.25
12.58
27-Jun-06
759.32
759.75
(0.43)
501.62
491.40
10.22
28-Jun-06
750.52
749.45
1.07
491.70
477.10
14.60
29-Jun-06
744.17
744.15
0.02
481.68
471.65
10.03
30-Jun-06
788.04
787.85
0.19
490.45
481.05
9.40
3-Jul-06
785.53
782.45
3.08
491.53
481.40
10.13
4-Jul-06
794.27
790.55
3.72
492.66
482.35
10.31
5-Jul-06
815.74
813.70
2.04
502.11
490.55
11.56
6-Jul-06
817.72
817.25
0.47
487.56
485.25
2.31
7-Jul-06
796.39
794.70
1.69
500.86
482.80
18.06
10-Jul-06
813.57
812.30
1.27
494.78
491.65
3.13
11-Jul-06
821.61
819.45
2.16
489.57
485.80
3.77
12-Jul-06
837.90
836.70
1.20
489.79
487.85
1.94
13-Jul-06
840.36
839.40
0.96
497.12
491.25
5.87
14-Jul-06
837.09
836.35
0.74
487.12
480.10
7.02
17-Jul-06
822.92
820.95
1.97
478.31
472.25
6.06
18-Jul-06
817.68
816.95
0.73
473.52
471.80
1.72
19-Jul-06
782.00
779.80
2.20
468.53
466.20
2.33
20-Jul-06
814.13
809.95
4.18
492.74
492.05
0.69
21-Jul-06
790.43
786.80
3.63
485.29
484.45
0.84
24-Jul-06
790.66
791.05
(0.39)
515.28
514.95
0.33
25-Jul-06
820.95
821.45
(0.50)
542.70
542.25
0.45
26-Jul-06
829.63
828.20
1.43
540.65
541.90
(1.25)
27-Jul-06
832.35
832.35
0.00
543.60
543.60
0.00
BANK
INDHOTEL

Theoritical Actual Future

Future Price
Price
With 1% TC
9.86
MTNL

With 0% TC

Future Price
Price
With 1% TC

With 0% TC
1,495.45
1,494.65
0.80
223.30
223.20
0.10
1,470.99
1,470.30
0.69
218.64
218.55
0.09
1,460.35
1,459.80
0.55
217.12
217.05
0.07
1,537.21
1,536.75
0.46
220.28
220.25
0.03
1,524.01
1,523.10
0.91
222.06
221.95
0.11
1,539.93
1,539.10
0.83
223.29
223.20
0.09
1,561.10
1,560.40
0.70
220.88
220.80
0.08
1,550.51
1,549.95
0.56
214.76
214.70
0.06
1,558.20
1,557.75
0.45
207.74
207.70
0.04
1,439.64
1,438.80
0.84
195.26
195.15
0.11
1,435.73
1,435.00
0.73
194.57
194.50
0.07
1,461.23
1,460.60
0.63
202.83
202.75
0.08
1,351.42
1,250.00
101.42
176.26
176.20
0.06
1,172.11
1,171.80
0.31
164.74
164.70
0.04
1,047.13
1,046.50
0.63
151.96
151.90
0.06
1,155.49
1,154.90
0.59
167.11
167.05
0.06
1,116.04
1,115.55
0.49
159.61
157.95
1.66
1,143.23
1,142.85
0.38
166.36
168.00
(1.64)
75.40
1,154.15
1,135.00
19.15
172.12
172.10
0.02
2.60
1,212.66
1,211.95
0.71
173.66
173.60
0.06
13.94
1,214.42
1,213.85
0.57
169.62
168.75
0.87
3.28
1,215.84
1,215.30
0.54
159.26
160.00
(0.74)
14.85
1,136.04
1,116.90
19.14
151.58
149.75
1.83
1,161.74
1,155.70
6.04
159.50
159.50
0.00
9.73
1,119.38
1,118.75
0.63
152.86
152.70
0.16
3.74
1,069.49
1,050.00
19.49
150.30
149.05
1.25
985.71
985.30
0.41
144.40
143.90
0.50
4.72
886.29
858.00
28.29
144.61
142.90
1.71
3.54
1,012.59
1,012.35
0.24
155.20
154.65
0.55
20.96
972.76
961.00
11.76
148.81
147.25
1.56
13.46
967.97
916.50
51.47
32.63
138.17
137.55
0.62
960.51
921.30
39.21
20.39
136.63
136.60
0.03
6.33
1,033.42
1,021.25
12.17
153.14
153.30
(0.16)
3.29
1,081.18
1,080.90
0.28
147.89
148.50
(0.61)
0.59
1,067.76
1,058.15
9.61
155.31
156.10
(0.79)
5.12
1,058.19
1,041.00
17.19
154.52
153.65
0.87
4.51
1,136.99
1,109.00
27.99
155.33
155.15
0.18
4.79
1,130.16
1,117.90
12.26
162.14
162.40
(0.26)
2.84
1,126.83
1,116.05
10.78
165.36
165.25
0.11
3.42
1,115.39
1,098.60
16.79
164.41
164.30
0.11
2.83
1,071.49
1,058.45
13.04
153.31
153.00
0.31
0.29
1,100.67
1,088.65
12.02
148.90
148.70
0.20
4.91
1,085.68
1,072.80
12.88
148.19
148.20
(0.01)
0.50
1,076.89
1,064.80
12.09
147.31
147.60
(0.29)
1,150.42
1,141.85
8.57
155.76
155.20
0.56
1,159.58
1,146.80
12.78
154.56
154.10
0.46
0.40
10.85
5.53
0.56
1,159.38
1,149.55
9.83
150.51
149.60
0.91
1.63
1,200.94
1,183.75
17.19
155.53
154.45
1.08
1,180.41
1,166.30
14.11
154.74
154.05
0.69
1,146.48
1,129.65
16.83
146.81
146.60
0.21
1,169.25
1,157.55
11.70
149.49
149.25
0.24
1,161.73
1,147.55
14.18
152.20
151.55
0.65
1,191.52
1,181.90
9.62
153.22
153.00
0.22
1,190.72
1,180.75
9.97
149.56
148.75
0.81
1,163.05
1,161.40
1.65
148.57
147.70
0.87
1,100.53
1,098.80
1.73
142.66
142.25
0.41
1,064.21
1,065.05
(0.84)
140.27
139.50
0.77
1,009.08
1,002.80
6.28
136.53
135.75
0.78
1,085.51
1,076.20
9.31
141.05
140.20
0.85
1,070.14
1,061.15
8.99
137.00
136.55
0.45
1,094.07
1,088.95
5.12
137.26
136.85
0.41
1,142.03
1,137.90
4.13
139.93
139.95
(0.02)
1,155.38
1,156.75
(1.37)
145.64
145.55
0.09
1,191.75
1,191.75
0.00
146.80
146.80
0.00
8.23
NL
NDTV


Future Price
Price
With 1% TC
ONGC

With 0% TC

Future Price
Price
With 1% TC

With 0% TC
282.13
282.00
0.13
1,346.17
1,345.45
0.72
285.33
285.20
0.13
1,354.48
1,353.85
0.63
284.00
283.90
0.10
1,350.52
1,350.00
0.52
277.35
277.30
0.05
1,387.20
1,386.80
0.40
273.07
272.90
0.17
1,401.52
1,400.65
0.87
273.88
273.75
0.13
1,462.78
1,462.00
0.78
277.85
277.75
0.10
1,507.27
1,506.60
0.67
272.42
272.35
0.07
1,478.84
1,478.30
0.54
270.15
270.10
0.05
1,441.59
1,441.15
0.44
261.06
260.90
0.16
1,388.40
1,352.00
36.40
255.17
255.05
0.12
1,380.56
1,379.85
0.71
263.31
263.20
0.11
1,462.44
1,461.80
0.64
244.73
244.65
0.08
1,367.53
1,367.05
0.48
224.18
224.15
0.03
1,305.38
1,305.00
0.38
192.69
192.60
0.09
1,222.80
1,222.10
0.70
210.51
210.40
0.11
1,251.35
1,250.70
0.65
210.56
210.50
0.06
1,178.07
1,177.55
0.52
206.19
206.15
0.04
1,219.71
1,219.30
0.41
217.50
217.45
0.05
1,193.76
1,175.00
18.76
225.26
225.00
0.26
1,208.66
1,192.50
16.16
219.58
219.50
0.08
1,192.63
1,178.20
14.43
205.42
205.35
0.07
1,128.73
1,128.20
0.53
198.38
198.35
0.03
1,076.30
1,046.90
29.40
208.87
209.00
(0.13)
1,138.70
1,122.10
16.60
197.52
197.40
0.12
1,096.85
1,066.80
30.05
194.79
194.70
0.09
1,050.25
1,031.75
18.50
172.98
172.95
0.03
1,003.39
991.45
11.94
146.13
146.10
0.03
968.57
968.25
0.32
156.61
156.60
0.01
1,000.88
982.35
18.53
150.38
150.30
0.08
986.18
949.25
36.93
140.09
139.25
0.84
985.78
958.65
27.13
138.19
139.10
(0.91)
998.33
973.50
24.83
150.02
150.00
0.02
1,039.42
1,014.00
25.42
163.72
163.70
0.02
1,020.89
1,022.00
(1.11)
167.55
167.50
0.05
1,026.89
1,014.60
12.29
167.27
167.20
0.07
1,020.36
994.00
26.36
174.47
174.35
0.12
1,034.09
1,015.75
18.34
187.61
187.55
0.06
1,070.55
1,050.40
20.15
184.89
185.95
(1.06)
1,107.85
1,082.05
25.80
183.99
184.75
(0.76)
1,120.78
1,105.35
15.43
174.14
174.40
(0.26)
1,073.05
1,047.90
25.15
169.22
169.65
(0.43)
1,069.13
1,050.50
18.63
168.96
169.25
(0.29)
1,040.37
1,027.80
12.57
170.43
169.90
0.53
1,060.80
1,052.95
7.85
174.81
174.25
0.56
1,113.83
1,109.15
4.68
175.42
174.65
0.77
1,134.96
1,119.45
15.51
172.46
172.05
0.41
1,107.14
1,095.50
11.64
170.45
170.95
(0.50)
1,113.55
1,103.30
10.25
171.31
170.90
0.41
1,108.06
1,095.70
12.36
167.09
165.85
1.24
1,092.17
1,078.30
13.87
168.46
168.15
0.31
1,134.43
1,124.00
10.43
164.99
164.10
0.89
1,118.19
1,104.50
13.69
170.92
170.45
0.47
1,126.08
1,118.55
7.53
175.63
175.60
0.03
1,122.53
1,111.55
10.98
170.28
170.45
(0.17)
1,111.63
1,099.10
12.53
162.46
162.25
0.21
1,030.73
1,020.50
10.23
150.44
150.15
0.29
1,043.77
1,031.95
11.82
146.09
145.50
0.59
1,064.68
1,046.15
18.53
149.71
149.00
0.71
1,082.86
1,075.55
7.31
146.56
144.60
1.96
1,052.52
1,049.65
2.87
145.92
146.05
(0.13)
1,082.01
1,078.75
3.26
149.08
149.15
(0.07)
1,093.85
1,091.75
2.10
155.09
156.35
(1.26)
1,138.32
1,139.50
(1.18)
155.75
155.75
0.00
1,180.00
1,180.00
0.00
GC
RANBAXY


Future Price
Price
With 1% TC
REL

With 0% TC

Future Price
Price
With 1% TC

With 0% TC
530.60
530.30
0.30
631.52
631.20
0.32
521.81
521.60
0.21
629.38
629.10
0.28
517.17
517.00
0.17
628.99
628.75
0.24
519.79
519.65
0.14
625.03
624.85
0.18
514.08
513.80
0.28
633.12
632.75
0.37
513.33
513.05
0.28
635.84
635.50
0.34
512.95
512.75
0.20
638.78
638.50
0.28
500.98
500.80
0.18
622.35
622.00
0.35
499.20
499.05
0.15
612.67
612.50
0.17
487.22
486.95
0.27
593.50
593.15
0.35
484.32
484.10
0.22
596.34
596.05
0.29
496.45
496.25
0.20
604.74
604.50
0.24
465.64
465.50
0.14
543.69
543.50
0.19
435.48
435.35
0.13
518.13
504.00
14.13
433.91
433.65
0.26
520.68
520.40
0.28
452.31
452.10
0.21
556.73
556.45
0.28
439.24
439.05
0.19
533.28
533.05
0.23
424.44
408.00
16.44
545.85
545.65
0.20
430.50
424.90
5.60
538.57
518.25
20.32
427.15
426.90
0.25
533.08
512.20
20.88
424.24
416.45
7.79
522.55
491.90
30.65
415.90
406.05
9.85
1.63
498.06
471.45
26.61
407.83
395.20
12.63
4.60
464.33
433.55
30.78
430.11
420.45
9.66
1.15
463.40
450.25
13.15
415.44
406.15
9.29
1.08
463.53
447.35
16.18
391.95
388.10
3.85
430.84
422.30
8.54
369.43
363.80
5.63
408.87
400.40
8.47
346.36
341.75
4.61
380.73
372.85
7.88
367.58
361.65
5.93
435.51
414.95
20.56
17.58
363.73
359.60
4.13
429.58
403.25
26.33
7.68
359.48
352.90
6.58
418.30
394.75
23.55
5.11
351.89
349.00
2.89
432.39
411.85
20.54
4.88
364.98
362.55
2.43
439.00
432.05
6.95
372.81
371.95
0.86
447.87
436.20
11.67
374.06
373.75
0.31
446.93
438.85
8.08
376.31
375.55
0.76
447.70
437.55
10.15
377.96
378.15
(0.19)
468.47
450.10
18.37
373.52
373.95
(0.43)
472.31
463.50
8.81
388.16
388.25
(0.09)
468.15
459.40
8.75
393.69
393.85
(0.16)
465.00
458.70
6.30
373.58
374.80
(1.22)
447.44
437.30
10.14
363.29
364.05
(0.76)
439.49
430.35
9.14
353.51
353.45
0.06
446.24
430.40
15.84
361.48
361.50
(0.02)
441.26
437.00
4.26
358.21
358.75
(0.54)
455.87
453.65
2.22
359.38
360.15
(0.77)
457.31
452.25
5.06
9.00
8.17
8.41
6.21
3.90
3.94
8.11
350.99
351.70
(0.71)
456.64
453.90
2.74
357.93
355.87
357.85
0.08
481.47
475.60
5.87
356.30
(0.43)
471.34
468.35
2.99
348.18
347.45
0.73
454.99
449.25
5.74
350.71
350.95
(0.24)
460.86
457.95
2.91
351.31
351.15
0.16
455.70
453.20
2.50
348.16
349.00
(0.84)
449.27
447.10
2.17
344.85
345.30
(0.45)
445.02
441.40
3.62
336.14
336.55
(0.41)
449.87
442.10
7.77
320.96
320.80
0.16
422.53
416.20
6.33
324.83
324.70
0.13
424.07
415.75
8.32
326.49
326.05
0.44
411.49
408.70
2.79
349.99
349.10
0.89
438.81
438.30
0.51
354.14
352.85
1.29
440.29
441.35
(1.06)
355.10
354.05
1.05
439.97
441.25
(1.28)
356.35
356.20
0.15
448.60
448.40
0.20
371.80
369.05
2.75
451.38
451.60
(0.22)
366.00
366.00
0.00
447.90
447.90
0.00
EL
TATAMOTORS


Future Price
Price
With 1% TC
UTIBANK

With 0% TC

Future Price
Price
With 1% TC

With 0% TC
973.59
973.05
0.54
371.97
371.80
0.17
976.27
975.80
0.47
376.78
376.60
0.18
986.22
985.85
0.37
374.06
373.95
0.11
984.24
983.95
0.29
368.26
368.15
0.11
979.09
978.50
0.59
363.75
363.55
0.20
1,001.92
1,001.40
0.52
372.88
372.70
0.18
990.82
990.35
0.47
380.07
379.90
0.17
971.46
971.10
0.36
378.30
378.15
0.15
977.45
977.15
0.30
366.51
366.40
0.11
931.01
930.45
0.56
351.01
350.80
0.21
943.80
943.30
0.50
342.19
342.00
0.19
975.57
975.15
0.42
348.78
348.65
0.13
889.98
889.65
0.33
329.77
329.65
0.12
856.17
855.95
0.22
328.11
328.05
0.06
771.77
771.35
0.42
327.79
327.60
0.19
788.96
788.55
0.41
319.33
319.20
0.13
792.55
792.20
0.35
311.79
311.65
0.14
817.39
791.05
26.34
300.08
300.00
0.08
9.75
823.42
823.20
0.22
306.30
306.25
0.05
10.43
833.31
832.80
0.51
312.62
312.45
0.17
20.51
797.61
775.00
22.61
305.35
305.20
0.15
16.91
796.86
796.50
0.36
288.44
288.30
0.14
21.80
750.55
713.85
36.70
22.06
287.99
287.90
0.09
4.02
798.12
772.50
25.62
9.92
312.09
312.00
0.09
7.07
793.91
752.40
41.51
26.04
311.23
311.05
0.18
0.01
774.61
735.90
38.71
23.60
299.13
299.00
0.13
0.37
752.60
718.30
34.30
19.59
294.05
293.95
0.10
0.35
726.84
726.60
0.24
257.88
257.80
0.08
12.06
764.28
740.15
24.13
263.15
263.10
0.05
18.01
734.63
734.25
0.38
259.12
259.00
0.12
15.42
700.55
673.10
27.45
245.32
245.20
0.12
12.10
666.21
665.95
0.26
245.22
239.90
5.32
701.06
678.65
22.41
8.62
252.08
252.00
0.08
730.50
702.85
27.65
13.32
263.43
263.40
0.03
774.08
746.40
27.68
12.47
269.80
269.65
0.15
1.30
764.01
738.60
25.41
10.38
263.05
262.95
0.10
9.18
767.80
743.60
24.20
9.08
264.23
271.35
(7.12)
785.80
762.40
23.40
7.92
284.79
284.05
0.74
782.46
776.30
6.16
278.32
277.75
0.57
780.83
775.10
5.73
288.31
285.70
2.61
1.29
735.14
730.90
4.24
275.67
273.50
2.17
0.45
749.81
746.40
3.41
275.66
275.50
0.16
7.07
745.74
738.10
7.64
270.64
268.60
2.04
769.35
758.90
10.45
255.80
256.60
(0.80)
799.00
798.15
0.85
269.35
268.85
0.50
791.76
788.80
2.96
277.22
278.40
(1.18)
3.91
2.83
10.26
6.89
9.08
13.72
801.56
794.80
6.76
282.22
281.40
0.82
804.95
799.00
5.95
287.52
285.65
1.87
801.65
796.50
5.15
282.06
281.25
0.81
773.75
766.10
7.65
275.15
273.05
2.10
789.84
779.80
10.04
275.24
274.75
0.49
759.01
755.50
3.51
277.57
276.75
0.82
772.45
770.45
2.00
277.44
278.00
(0.56)
772.12
764.30
7.82
273.85
273.20
0.65
741.30
738.80
2.50
274.79
274.65
0.14
696.89
694.25
2.64
260.83
261.30
(0.47)
690.29
689.55
0.74
253.74
253.75
(0.01)
660.30
659.10
1.20
254.37
253.95
0.42
689.56
688.30
1.26
263.97
264.55
(0.58)
673.20
673.70
(0.50)
260.64
259.90
0.74
685.07
683.85
1.22
275.83
273.80
2.03
702.14
703.90
(1.76)
297.61
291.80
5.81
729.01
729.90
(0.89)
312.09
309.70
2.39
738.75
738.75
0.00
296.30
296.30
0.00
ANK
With 1% TC
0.47
(12.48)
Day of
Week
Date
Index
(Nifty Fifty)
Market
Return
8-May-06
3693.15
9-May-06
3720.55
10-May-06
3754.25
33.7
11-May-06
3701.05
-53.2
12-May-06
3650.05
-51
15-May-06
3502.95
-147.1
16-May-06
3523.3
20.35
17-May-06
3635.1
111.8
18-May-06
3388.9
-246.2
19-May-06
3246.9
-142
22-May-06
3081.35
-165.55
23-May-06
3199.35
118
24-May-06
3115.55
-83.8
25-May-06
3177.7
62.15
26-May-06
3209.6
31.9
29-May-06
3214.9
5.3
30-May-06
3185.3
-29.6
31-May-06
3071.05
-114.25
1-Jun-06
2962.25
-108.8
2-Jun-06
3091.35
129.1
5-Jun-06
3016.65
-74.7
6-Jun-06
2937.3
-79.35
7-Jun-06
2860.45
-76.85
8-Jun-06
2724.35
-136.1
9-Jun-06
2866.3
141.95
12-Jun-06
2776.85
-89.45
13-Jun-06
2663.3
-113.55
14-Jun-06
2632.8
-30.5
15-Jun-06
2798.8
166
16-Jun-06
2890.35
91.55
19-Jun-06
2916.9
26.55
20-Jun-06
2861.3
-55.6
21-Jun-06
2923.45
62.15
22-Jun-06
2994.75
71.3
23-Jun-06
3042.7
47.95
25-Jun-06
3050.3
7.6
26-Jun-06
2943.2
-107.1
27-Jun-06
2982.45
39.25
28-Jun-06
2981.1
-1.35
29-Jun-06
2997.9
16.8
30-Jun-06
3128.2
130.3
3-Jul-06
3150.95
22.75
4-Jul-06
3138.65
-12.3
5-Jul-06
3197.1
58.45
6-Jul-06
3156.4
-40.7
7-Jul-06
3075.85
-80.55
10-Jul-06
3142
66.15
27.4
ACC
1,007.20
1,002.90
977.25
964.95
897.45
862.85
904.35
908.70
799.60
751.20
726.65
752.75
769.15
792.50
799.20
799.95
779.95
762.90
740.65
786.40
742.75
726.45
709.00
700.70
754.85
715.85
704.90
695.40
736.70
732.10
766.80
760.05
769.50
778.95
786.20
782.35
746.15
754.75
746.25
740.10
783.95
781.65
790.55
812.15
814.35
793.35
810.65
ICICIBANK
634.55
639.15
660.75
662.55
636.05
619.30
618.60
626.05
593.75
555.45
553.15
577.35
568.90
558.95
563.75
569.30
569.90
537.50
534.30
551.95
538.10
542.70
533.25
498.85
500.35
474.20
459.65
451.20
482.55
506.70
501.00
490.45
494.40
512.25
508.05
507.20
490.75
498.60
488.90
479.05
487.90
489.10
490.35
499.90
485.55
498.95
493.00
INDHOTEL
1,499.90
1,515.85
1,537.20
1,527.35
1,535.40
1,418.90
1,415.65
1,441.20
1,333.30
1,156.55
1,033.60
1,140.90
1,101.95
1,129.40
1,140.60
1,198.60
1,200.70
1,202.40
1,123.85
1,149.70
1,107.95
1,058.85
976.15
877.95
1,003.15
963.85
959.40
952.20
1,024.70
1,072.45
1,059.45
1,050.15
1,128.70
1,122.25
1,119.25
1,108.20
1,064.80
1,094.05
1,079.50
1,071.00
1,144.45
1,153.85
1,153.95
1,195.65
1,175.55
1,142.10
1,165.05
MTNL
218.55
219.80
217.50
211.55
204.70
192.45
191.85
200.05
173.90
162.55
150.00
165.00
157.60
164.35
170.10
171.65
167.70
157.50
149.95
157.85
151.30
148.80
143.00
143.25
153.75
147.45
136.95
135.45
151.85
146.70
154.10
153.35
154.20
161.00
164.25
163.35
152.35
148.00
147.35
146.50
154.95
153.80
149.80
154.85
154.10
146.25
148.95
NDTV
268.75
269.60
273.60
268.35
266.20
257.30
251.60
259.70
241.45
221.20
190.20
207.85
207.90
203.70
214.95
222.65
217.10
203.15
196.25
206.70
195.50
192.85
171.30
144.75
155.15
149.00
138.85
137.00
148.75
162.40
166.25
166.00
173.20
186.30
183.65
182.80
173.05
168.20
168.00
169.50
173.90
174.55
171.65
169.70
170.60
166.45
167.85
ONGC
1,379.35
1,439.90
1,484.20
1,456.75
1,420.50
1,368.40
1,361.25
1,442.40
1,349.20
1,288.05
1,207.00
1,235.55
1,163.20
1,204.95
1,179.75
1,194.65
1,179.15
1,116.25
1,064.75
1,126.90
1,085.65
1,039.80
993.65
959.45
991.55
977.15
977.05
989.70
1,030.65
1,012.65
1,018.90
1,012.60
1,026.55
1,063.05
1,100.40
1,113.55
1,066.35
1,062.70
1,034.45
1,055.00
1,108.05
1,129.35
1,101.95
1,108.65
1,103.50
1,088.00
1,130.35
11-Jul-06
3116.15
-25.85
12-Jul-06
3195.9
79.75
13-Jul-06
3169.3
-26.6
14-Jul-06
3123.35
-45.95
17-Jul-06
3007.55
-115.8
18-Jul-06
2993.65
-13.9
19-Jul-06
2932.75
-60.9
20-Jul-06
3023.05
90.3
21-Jul-06
2945
-78.05
24-Jul-06
2985.85
40.85
25-Jul-06
3040.5
54.65
26-Jul-06
3110.15
69.65
27-Jul-06
3156.15
46
818.90
835.35
838.05
835.00
821.10
816.10
780.70
813.00
789.55
790.00
820.50
829.40
832.35
487.95
488.30
495.75
485.90
477.25
472.60
467.75
492.05
484.75
514.85
542.40
540.50
543.60
1,157.90
1,187.90
1,187.45
1,160.15
1,098.10
1,062.15
1,007.40
1,084.00
1,068.95
1,093.15
1,141.40
1,155.05
1,191.75
151.70
152.75
149.15
148.20
142.35
140.00
136.30
140.85
136.85
137.15
139.85
145.60
146.80
164.45
170.40
175.15
169.85
162.10
150.15
145.85
149.50
146.40
145.80
149.00
155.05
155.75
1,114.50
1,122.65
1,119.45
1,108.85
1,028.45
1,041.75
1,062.90
1,081.35
1,051.35
1,081.10
1,093.25
1,138.00
1,180.00
RANBAXY
505.95
505.30
505.10
493.50
491.90
480.20
477.55
489.65
459.40
429.70
428.30
446.60
433.70
419.30
425.45
422.20
419.45
411.30
403.45
425.65
411.20
388.05
365.85
343.10
364.15
360.40
356.30
348.85
361.90
369.80
371.15
373.45
375.20
370.90
385.55
391.15
371.25
361.10
351.50
359.50
356.35
357.60
349.35
356.35
354.40
346.85
349.45
REL
623.10
625.90
629.00
613.05
603.70
584.95
588.00
596.45
536.40
511.25
513.95
549.70
526.55
539.25
532.25
526.90
516.65
492.55
459.35
458.60
458.80
426.55
404.90
377.15
431.45
425.65
414.60
428.65
435.30
444.25
443.45
444.30
465.05
469.00
465.00
462.00
444.65
436.85
443.70
438.85
453.50
455.05
454.50
479.35
469.40
453.25
459.20
TATAMOTORS
963.60
986.25
975.65
956.95
963.15
917.60
930.60
962.20
878.05
844.80
761.80
779.00
782.55
807.50
813.75
823.65
788.60
788.05
742.50
789.85
785.80
766.90
745.30
720.00
757.15
727.90
694.35
660.45
695.15
724.60
768.05
758.20
762.20
780.30
777.20
775.80
730.55
745.30
741.50
765.15
794.85
787.85
797.80
801.40
798.35
770.80
787.00
UTIBANK
358.00
367.05
374.25
372.65
361.15
345.95
337.40
344.00
325.35
323.75
323.55
315.30
307.85
296.45
302.70
309.00
301.90
285.25
284.90
308.85
308.05
296.15
291.20
255.45
260.70
256.75
243.15
243.10
249.95
261.30
267.70
261.05
262.30
282.80
276.45
286.45
273.95
274.00
269.10
254.40
267.95
275.85
280.90
286.25
280.90
274.10
274.25
Portfolio
Value
7,458.95
7,571.70
7,634.50
7,527.65
7,380.20
7,047.90
7,076.85
7,270.40
6,690.40
6,244.50
5,888.20
6,170.00
6,019.35
6,116.35
6,142.50
6,238.55
6,141.10
5,956.85
5,699.95
5,962.45
5,785.10
5,587.10
5,333.60
5,020.65
5,372.25
5,198.20
5,085.20
5,042.00
5,317.50
5,432.95
5,516.85
5,469.60
5,611.30
5,726.80
5,766.00
5,772.85
5,513.85
5,543.55
5,470.25
5,479.05
5,725.85
5,758.65
5,740.80
5,864.25
5,806.70
5,680.10
5,785.75
Portfolio
Return
112.75
62.80
-106.85
-147.45
-332.30
28.95
193.55
-580.00
-445.90
-356.30
281.80
-150.65
97.00
26.15
96.05
-97.45
-184.25
-256.90
262.50
-177.35
-198.00
-253.50
-312.95
351.60
-174.05
-113.00
-43.20
275.50
115.45
83.90
-47.25
141.70
115.50
39.20
6.85
-259.00
29.70
-73.30
8.80
246.80
32.80
-17.85
123.45
-57.55
-126.60
105.65
Fortnightly
Beta
Fortnightly
Portfolio
Average
Fortnightly
Index
Average
All the fortnightly hedging

strategy is derived from the
calculations based on just the
PREVIOUS fortnighly data
2.341958
7,190.31
3581.62
2.075802
6,033.53
3130.84
1.96337
5,317.46
2816.715
1.958859
5,599.63
2983.841
1.958859
350.15
347.10
343.90
335.30
320.25
324.20
325.95
349.50
353.75
354.80
356.15
371.70
366.00
454.20
447.90
443.80
448.75
421.60
423.25
410.80
438.20
439.80
439.60
448.35
451.25
447.90
756.50
770.10
770.00
739.45
695.35
688.95
659.20
688.60
672.45
684.50
701.75
728.80
738.75
276.65
276.60
273.10
274.10
260.25
253.25
253.95
263.60
260.35
275.60
297.45
312.00
296.30
5,732.90
5,799.05
5,795.80
5,705.55
5,426.80
5,372.40
5,250.80
5,500.65
5,404.20
5,516.55
5,690.10
5,827.35
5,899.20
-52.85
66.15
-3.25
-90.25
-278.75
-54.40
-121.60
249.85
-96.45 1.458381
112.35
173.55
137.25
71.85
5,599.63
2983.841
5,766.96
3146.565
No. of Index
Futures to
SHORT
Target
Beta =
No. of Index
Futures to
SHORT
No. of Index
Futures to
SHORT
Target Beta Target Beta

=
=
No. of Index
Futures to
LONG
No. of Index
Futures to
LONG
Target
Beta =
Target
Beta =
0.25
0.5
7.5
11
11
11
11
11
12
Business
Day No.
Date
3-m Annualised
MIBOR (%)
r
3-m Continuous
Compounding
MIBOR (%)
T
Time to Maturity
(in years)
EXP (-rT)
Discounting
Factor
2-May-06
6.86
6.63
0.252
0.9834189602
3-May-06
6.90
6.67
0.248
0.9835886964
4-May-06
6.92
6.69
0.244
0.9838063382
5-May-06
6.97
6.74
0.24
0.9839592686
8-May-06
6.99
6.76
0.236
0.9841810707
9-May-06
7.03
6.79
0.232
0.9843617237
10-May-06
7.00
6.77
0.228
0.9846922021
11-May-06
6.95
6.72
0.224
0.9850618579
12-May-06
6.93
6.70
0.22
0.9853671853
10
15-May-06
6.95
6.72
0.216
0.9855915005
11
16-May-06
6.87
6.64
0.212
0.9860128354
12
17-May-06
6.86
6.63
0.208
0.9862941215
13
18-May-06
6.84
6.62
0.204
0.986593588
14
19-May-06
6.91
6.68
0.2
0.9867254597
15
22-May-06
6.86
6.63
0.196
0.9870797143
16
23-May-06
6.84
6.62
0.192
0.9873772015
17
24-May-06
6.99
6.76
0.188
0.9873780781
18
25-May-06
6.84
6.62
0.184
0.9878999563
19
26-May-06
6.78
6.56
0.18
0.9882613595
20
29-May-06
6.85
6.63
0.176
0.9884067061
21
30-May-06
6.83
6.61
0.172
0.9887005249
22
31-May-06
6.84
6.62
0.168
0.9889462962
23
1-Jun-06
6.80
6.58
0.164
0.9892688051
24
2-Jun-06
6.73
6.51
0.16
0.9896329767
25
5-Jun-06
6.80
6.58
0.156
0.9897895962
26
6-Jun-06
6.80
6.58
0.152
0.9900500946
27
7-Jun-06
6.81
6.59
0.148
0.9902969388
28
8-Jun-06
6.79
6.57
0.144
0.9905846537
29
9-Jun-06
6.92
6.69
0.14
0.9906762396
30
12-Jun-06
7.00
6.77
0.136
0.9908406288
31
13-Jun-06
6.97
6.74
0.132
0.9911455069
32
14-Jun-06
7.02
6.78
0.128
0.991353369
33
15-Jun-06
7.07
6.83
0.124
0.9915650085
34
16-Jun-06
6.99
6.76
0.12
0.9919249574
35
19-Jun-06
6.97
6.74
0.116
0.9922145892
36
20-Jun-06
7.05
6.81
0.112
0.9923989424
37
21-Jun-06
7.01
6.78
0.108
0.9927094787
38
22-Jun-06
6.99
6.76
0.104
0.9929978507
39
23-Jun-06
6.98
6.75
0.1
0.9932755395
40
25-Jun-06
6.97
6.74
0.096
0.9935525639
41
26-Jun-06
7.04
6.80
0.092
0.9937605649
42
27-Jun-06
7.10
6.86
0.088
0.9939820154
43
28-Jun-06
7.03
6.79
0.084
0.9943093787
44
29-Jun-06
7.09
6.85
0.08
0.9945350342
45
30-Jun-06
7.09
6.85
0.076
0.9948075719
46
3-Jul-06
7.12
6.88
0.072
0.9950601164
47
4-Jul-06
7.15
6.91
0.068
0.9953149608
48
5-Jul-06
7.14
6.90
0.064
0.9955958896
49
6-Jul-06
7.12
50
7-Jul-06
7.07
6.88
0.06
0.9958817325
6.83
0.056
51
10-Jul-06
0.9961818001
7.17
6.92
0.052
52
0.9964056741
11-Jul-06
7.13
6.89
0.048
0.996699561
53
12-Jul-06
7.17
6.92
0.044
0.9969578053
54
13-Jul-06
7.12
6.88
0.04
0.9972526004
55
14-Jul-06
7.19
6.94
0.036
0.9975035415
56
17-Jul-06
7.15
6.91
0.032
0.9977925349
57
18-Jul-06
7.17
6.92
0.028
0.9980629856
58
19-Jul-06
7.20
6.95
0.024
0.9983327659
59
20-Jul-06
7.21
6.96
0.02
0.9986085821
60
21-Jul-06
7.22
6.97
0.016
0.99888522
61
24-Jul-06
7.23
6.98
0.012
0.9991626803
62
25-Jul-06
7.13
6.89
0.008
0.9994491688
63
26-Jul-06
7.29
7.04
0.004
0.9997185786
64
27-Jul-06
7.28
7.03

Modified Portfolio Company Index Company Name Underlying Asset Information Market Lot

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Modified Portfolio Company Index Company Name Underlying Asset Information Market Lot

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Initial Portfolio

Underlying Asset Information

Market approximated as S&P CNX Nifty Fifty

S&P CNX Nifty

Future Price Spot Price

Future Price Spot Price

Future Price Spot Price

Future Price Spot Price

Future Price Spot Price

Future Price Spot Price

Future Price Spot Price

Co. Index =>

Co. Name =>

ICICIBANK INDHOTEL MTNL

149.99 21.855 26.875 137.935

n two immediate days future price)

Co. Index =>

Co. Name =>

ICICIBANK INDHOTEL MTNL

149.99 21.855 26.875 137.935

n two immediate days future price)

Monetary Profit per contract

Monetary Profit per contract

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

Theoritical Actual Future

Monetary Profit per contract

All the fortnightly hedging

Target Beta Target Beta

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