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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

Future Price Spot Price

NDTV

Future Price Spot Price

Future Price Spot Price

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

Future Price Spot Price

TATAMOTORS

Future Price Spot Price

Future Price Spot Price

UTIBANK
Future Price Spot Price

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

Monetary Profit per contract


If Arbitrage is Possible
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

Monetary Profit per contract


If Arbitrage is Possible

Theoritical Actual Future


Future Price
Price

With 1% TC

9.86

MTNL

Monetary Profit per contract


If Arbitrage is Possible
With 0% TC

Theoritical Actual Future


Future Price
Price

With 1% TC

Monetary Profit per contract


If Arbitrage is Possible
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

Monetary Profit per contract


If Arbitrage is Possible

Theoritical Actual Future


Future Price
Price

With 1% TC

ONGC

Monetary Profit per contract


If Arbitrage is Possible
With 0% TC

Theoritical Actual Future


Future Price
Price

With 1% TC

Monetary Profit per contract


If Arbitrage is Possible
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

Monetary Profit per contract


If Arbitrage is Possible

Theoritical Actual Future


Future Price
Price

With 1% TC

REL

Monetary Profit per contract


If Arbitrage is Possible
With 0% TC

Theoritical Actual Future


Future Price
Price

With 1% TC

Monetary Profit per contract


If Arbitrage is Possible
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

Monetary Profit per contract


If Arbitrage is Possible

Theoritical Actual Future


Future Price
Price

With 1% TC

UTIBANK

Monetary Profit per contract


If Arbitrage is Possible
With 0% TC

Theoritical Actual Future


Future Price
Price

With 1% TC

Monetary Profit per contract


If Arbitrage is Possible
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
Monetary Profit per contract
If Arbitrage is Possible
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