Derivative data FUT AND OPT

#2
Good evening friends and traders

today i am going to analyse regarding amountwise volume in derivative segment of nse.

Total turnover in derivative segment in 8th feb is rs 1,19,917.74crore

in index segment volume was rs 94876.09 cr.
In stock segment volume was rs 17,041.66cr

further in index segment nifty future traded worth 13215cr.
And reest index incl.bank nifty future traded worth 2279c.
In index option segment traded value was 79382.27.

Now in stock segment future worth 13762.43cr.were traded
and options worth 3279.23cr.were traded.in stock segment nifty 50 stock were traded to tune of 8656cr and rest 173 stocks were tarded worth 5106 cr.

Now comes interesting part ----- out of total t.o in fo 119917.74cr. Nifty future , nifty options and nifty 50 stocks volume was rs 101,253.27cr.which comes to nearly 84.5% of total volume.so every derivative trader should think once where he wants to trade in fo segment.in my view nifty and nifty option and nifty stocks are real things to trade in the market.either go long or go short but trade in nifty50.

Other interesting part is fii trade volume out of index and stock fututres volume of 29256cr. Fii trades were worth 7791 cr.
Which comes to 27%of total futures volume.

Many more interesting facts about our derivative segment in next post
 
#4
Time now is 12.50pm

watch beml future now rate is 616-617 watch the scrip beml above 630 today may shoot up to 699-725 range. Watch........................
 
#5
Hello friends , today i was busy with some analysis work i could not send fo report today.so i am sending herewith a file containing trading volume of
fo scrips in cash segment of bse and nse and delivery % of such scrips. A separate colums are marked for nifty 50 scrips .

I AM SORRY I CAN NOT ATTACH FILE SO I PASTING CONTENT ON SHEET

VOLUME DELIVERY % COMBINED DATA

1 ACC 939308 586977 62.49%
2 AMBUJACEM 1653380 920703 55.69%
3 AXISBANK 1959097 779947 39.81%
4 BAJAJ-AUTO 872101 542206 62.17%
5 BHARTIARTL 4427935 1941368 43.84%
6 BHEL 1156425 680622 58.86%
7 BPCL 731295 103292 14.12%
8 CAIRN 2931767 1870790 63.81%
9 CIPLA 2201776 1657103 75.26%
10 DLF 11945402 2683816 22.47%
11 DRREDDY 299548 180365 60.21%
12 GAIL 1450206 897965 61.92%
13 HCLTECH 916266 476867 52.04%
14 HDFC 7145424 4203421 58.83%
15 HDFCBANK 793397 321850 40.57%
16 HEROHONDA 626134 238946 38.16%
17 HINDALCO 14019977 5188403 37.01%
18 HINDUNILVR 2244992 1379508 61.45%
19 ICICIBANK 7457165 2921888 39.18%
20 IDFC 22039520 10977807 49.81%
21 INFOSYSTCH 1008597 558964 55.42%
22 ITC 8812001 6025145 68.37%
23 JINDALSTEL 1996820 945831 47.37%
24 JPASSOCIAT 29306692 9608875 32.79%
25 KOTAKBANK 2417613 860914 35.61%
26 LT 2697027 1206496 44.73%
27 M&M 7345614 3315283 45.13%
28 MARUTI 204385 51911 25.40%
29 NTPC 2661421 1709335 64.23%
30 ONGC 3869480 1553686 40.15%
31 PNB 380943 162514 42.66%
32 POWERGRID 10079867 7153964 70.97%
33 RANBAXY 605110 173697 28.71%
34 RCOM 23485515 4417879 18.81%
35 RELCAPITAL 7242341 950654 13.13%
36 RELIANCE 9907839 5795893 58.50%
37 RELINFRA 14523030 2663512 18.34%
38 RPOWER 12736757 3146130 24.70%
39 SAIL 1746671 511882 29.31%
40 SBIN 2574456 759304 29.49%
41 SESAGOA 3385691 1041251 30.75%
42 SIEMENS 455197 330928 72.70%
43 STER 8156140 4141236 50.77%
44 SUNPHARMA 1965354 1029752 52.40%
45 SUZLON 29205014 5191563 17.78%
46 TATAMOTORS 5587162 1890514 33.84%
47 TATAPOWER 218756 124591 56.95%
48 TATASTEEL 10222047 3708789 36.28%
49 TCS 3352849 1809297 53.96%
50 WIPRO 1457400 845462 58.01%
TOAL 293418904 110239096 37.57%
 
Last edited:
#7
Sorry,same time prob.
Today i am sending herewith all banks private and public there name average in fo,fo cl.,op.int, change in op.int,bse+nse comb cash vol,comb.del.

Name avg. Fo.cl. Oi change b+n vol delivery

axisbank 1175.0 1170.45 2103500 -62500 2029555 802260
hdfcbank 2027.5 2012.3 2387375 46750 1211828 736676
icicibank 967.2 962.9 10300750 -339000 3948631 1348468
kotakbank 361.2 364.85 2906000 145500 1293386 484202
yesbank 241.4 243.3 5524000 -260000 3006615 1293891

albk 188.0 189.95 1139000 -29000 1086324 470285
andhrabank 136.4 138.55 2790000 -10000 1378687 480189
bankbaroda 814.1 818.25 738750 -7000 308386 64290
bankindia 406.9 414.45 1454000 -107500 922633 142462
canbk 536.5 535.7 1265000 32000 1078386 402650
centralbk 143.1 147.15 2525000 -95000 1037673 247553
dcb 40.2 40 6344000 704000 6972917 1838213
denabank 88.9 89.3 7364000 202000 4136866 1374171
idbi 127.9 128.8 23030000 -492000 5901152 1091373
federalbnk 347.1 350.8 1149000 -7000 1055989 587503
indusindbk 217.2 216.05 3990000 -81000 1267493 525642
indianb 203.3 206.3 1298000 -47000 252963 141254
iob 117.8 118.15 1284000 -66000 1097976 516538
ktkbank 111.3 112.2 3496000 -40000 1958641 759241
orientbank 318.9 322.95 1523500 -174000 612888 324992
pnb 995.0 985.55 1969750 1750 313408 127393
sbin 2513.8 2498.45 4260375 334000 689556 307841
syndibank 101.3 102.3 3556000 4000 454377 219030
unionbank 314.2 314.75 1227000 -80000 1070697 453025
ucobank 95.1 95.6 19890000 166000 235630 183006
vijayabank 76.5 76.95 10004000 212000 585732 329238
 
#8
i am doing lot of interesting data analysis on excel sheet which i can not upload on this group.these data are much intersting and helpful to those who are trading in drivative .can anybody help me how can i upload excel sheets so that my work be useful to other members
 
#9
Hi keval_doshi,
On Post no.3 you uploaded an Excel file. The same way you can do it.
In case you forget it, just go to http://imageshack.us/ and upload your excel file. It generate a url for your file. Then simply paste the link bellow your Thread message. File will upload with your message.

Regards,
Saravanan
 

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