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The Nifty witnessed an intraday movement of about 65.10 points. The closing index
was 0.17% down as compared to the previous closing index.
Index Movement :
Index Previous Close Open High Low Close Gain/Loss
S&P CNX Nifty 5373.70 5408.75 5413.30 5348.20 5364.75 -8.95
CNX IT 6552.65 6578.90 6581.20 6489.65 6504.85 -47.80
CNX Nifty Junior 10616.60 10625.45 10658.20 10527.95 10577.80 -38.80
S&P CNX Defty 4125.35 4164.30 4165.95 4114.00 4126.90 1.55
BANK Nifty 10715.90 10795.65 10814.75 10661.15 10723.60 7.70
CNX Midcap 7592.25 7624.60 7624.60 7542.25 7582.95 -9.30
S&P CNX 500 4298.40 4317.65 4319.00 4276.25 4289.30 -9.10
CNX 100 5278.70 5307.90 5311.90 5250.95 5268.30 -10.40
Nifty Midcap 50 2363.15 2368.40 2380.45 2344.15 2351.25 -11.90
CNX Realty 272.75 273.60 274.80 268.30 270.10 -2.65
CNX Infra 2835.45 2847.70 2852.30 2818.60 2823.15 -12.30
CNX Energy 8921.20 8974.50 8974.85 8850.60 8904.55 -16.65
CNX FMCG 8649.55 8672.30 8705.50 8611.55 8623.45 -26.10
CNX MNC 4561.90 4577.60 4586.40 4507.25 4515.10 -46.80
CNX Pharma 4340.00 4352.40 4368.05 4336.35 4344.80 4.80
CNX PSE 3354.00 3365.85 3369.70 3330.45 3348.20 -5.80
CNX PSU Bank 4155.40 4173.60 4185.70 4122.00 4151.70 -3.70
CNX Service 6551.60 6591.30 6595.65 6513.25 6540.95 -10.65
India VIX 25.89 25.89 26.59 23.69 25.21 -0.68
Market as on 21-Mar-2011
The trade details of the Retail Debt Market and Corporate Bonds are given below:
Index futures saw a trading volume of Rs.14871.40 crores arising out of 591772 contracts and Index options saw
3213786 contracts getting traded at a notional value of Rs.87946.26 crores. The total turnover of the Futures &
Options segment of the Exchange was around Rs.115880.65 crores.
Index Futures
Index Options
Out of 223 securities, options on 168 underlying securities got traded. The total number of contracts traded was
93828 with a notional value of Rs.2516.64 crores. Details of contracts on the underlying securities are as under:
S Symbol Exp Date Str Price Opt Type No of Cont Notional Value
No (Rs.)
1 RELIANCE 31-Mar-2011 1000 CE 4662 1185643725
2 TATASTEEL 31-Mar-2011 600 CE 2972 913403000
3 IFCI 31-Mar-2011 55 CE 2214 491184200
4 RELIANCE 31-Mar-2011 1020 CE 2006 516310950
5 TATAMOTORS 31-Mar-2011 1150 CE 1834 536163700
6 TATASTEEL 31-Mar-2011 620 CE 1769 554377525
7 RELIANCE 31-Mar-2011 980 PE 1603 398153350
8 RELIANCE 31-Mar-2011 1040 CE 1555 406324838
9 RELIANCE 31-Mar-2011 1000 PE 1459 372553163
10 HINDALCO 31-Mar-2011 200 CE 1449 588043400
11 TATASTEEL 31-Mar-2011 600 PE 1396 427771975
12 SBIN 31-Mar-2011 2700 CE 1347 457896350
13 UNITECH 31-Mar-2011 35 PE 1312 189554200
14 RELIANCE 31-Mar-2011 1050 CE 1193 314294688
15 TATAMOTORS 31-Mar-2011 1200 CE 1097 330922238
16 UNITECH 31-Mar-2011 40 CE 1060 171778000
17 TATAMOTORS 31-Mar-2011 1100 PE 1031 289647888
18 TATASTEEL 31-Mar-2011 580 PE 1002 293687125
19 RELIANCE 31-Mar-2011 960 PE 952 230296775
20 HINDALCO 31-Mar-2011 210 CE 920 388244200
The top twenty contracts contributed to around 36% of the total traded volume in Options on individual securities.
RELIANCE was the most active option contracts on individual securities traded today with 17781 contracts and
TATASTEEL was the next most active options contracts with 8868 contracts being traded.
Out of 223 securities, stock futures on 223 underlying securities got traded. The total number of contracts traded was
417763 with a traded value of Rs.10546.34 crores. Details of contracts on the underlying securities are as under:
The top ten contracts contributed to around 35% of the total traded volume in Futures on individual securities.
RELIANCE was the most active future contracts on individual securities traded today with 24298 contracts and
SBIN was the next most active futures contracts with 18796 contracts being traded.
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