5600 and 5500 put and calls summary

REFRESH	As on 09-SEP-2010 15:30:18 Hours IST

Instrument Type	Underlying	Expiry Date	Option Type	Strike Price	Market Lot
OPTIDX	NIFTY	30SEP2010	PE	5600.00	50

Price Information Open Price 65.00 High Price 72.70 Low Price 47.90 Last Price 52.10 Prev Close 70.95 Close Price 51.40 Change from prev close -18.85 % Change from prev close - VWAP 57.71 Underlying Value 5640.05 Number of contracts traded 297704 Turnover in Rs. Lakhs 842161.45 Open Interest 8783650 Change in Open Interest 1718600 % Change 24.33

Order Book Buy Qty Buy Price Sell Price Sell Qty 35850 52.00 52.10 750 1200 51.85 52.60 100 100 51.80 52.80 500 10000 51.65 52.90 5350 650 51.50 52.95 1050 320350 Total Buy Qty Total Sell Qty 603750 Other Information Settlement Price - Daily Volatility 0.76 Annualised Volatility 14.48 Client Wise Position Limits 34779120 Market Wide Position Limits -

NIFTY

REFRESH As on 09-SEP-2010 15:30:18 Hours IST Instrument Type Underlying Expiry Date Option Type Strike Price Market Lot OPTIDX NIFTY  30SEP2010 CE 5600.00 50 Price Information Open Price 70.00 High Price 86.05 Low Price 63.45 Last Price 79.80 Prev Close 66.10 Close Price 81.60 Change from prev close 13.70 % Change from prev close - VWAP 75.61 Underlying Value 5640.05 Number of contracts traded 293456 Turnover in Rs. Lakhs 832770.90 Open Interest 9579750 Change in Open Interest -344350 % Change -3.47 Order Book Buy Qty Buy Price Sell Price Sell Qty 500 79.45 79.80 6800 3900 79.20 80.00 1350 700 79.10 80.20 500 1000 79.05 80.30 100 2000 79.00 80.60 50 395300 Total Buy Qty Total Sell Qty 305150 Other Information Settlement Price - Daily Volatility 0.76 Annualised Volatility 14.48 Client Wise Position Limits 34779120 Market Wide Position Limits -

5500 P/C

NIFTY

REFRESH As on 09-SEP-2010 15:30:18 Hours IST Instrument Type Underlying Expiry Date Option Type Strike Price Market Lot OPTIDX NIFTY  30SEP2010 PE 5500.00 50 Price Information Open Price 37.00 High Price 89.00 Low Price 25.50 Last Price 26.65 Prev Close 39.90 Close Price 27.15 Change from prev close -13.25 % Change from prev close - VWAP 31.07 Underlying Value 5640.05 Number of contracts traded 257263 Turnover in Rs. Lakhs 711469.83 Open Interest 10050500 Change in Open Interest 784600 % Change 8.47 Order Book Buy Qty Buy Price Sell Price Sell Qty 4900 26.75 26.80 8900 100 26.65 26.85 2500 100 26.60 26.90 14350 3200 26.55 27.00 13100 2450 26.50 27.05 100 358300 Total Buy Qty Total Sell Qty 595800 Other Information Settlement Price - Daily Volatility 0.76 Annualised Volatility 14.48 Client Wise Position Limits 34779120 Market Wide Position Limits - As on 09-SEP-2010 15:30:18 Hours IST Instrument Type Underlying Expiry Date Option Type Strike Price Market Lot OPTIDX NIFTY  30SEP2010 CE 5500.00 50 Price Information Open Price 136.30 High Price 160.95 Low Price 100.05 Last Price 152.75 Prev Close 132.35 Close Price 155.50 Change from prev close 20.40 % Change from prev close - VWAP 146.66 Underlying Value 5640.05 Number of contracts traded 80938 Turnover in Rs. Lakhs 228514.68 Open Interest 6102600 Change in Open Interest -538950 % Change -8.11 Order Book Buy Qty Buy Price Sell Price Sell Qty 50 151.80 152.00 50 350 151.50 152.95 2600 50 151.35 153.00 2550 2000 151.30 153.85 500 1000 151.15 154.00 400 180150 Total Buy Qty Total Sell Qty 114650 Other Information Settlement Price - Daily Volatility 0.76 Annualised Volatility 14.48 Client Wise Position Limits 34779120 Market Wide Position Limits -