May 20, 2:15 May 20, 2:15 Symbol Expiry Strike Price Contract Traded Traded Value (Rs. Lakhs) Symbol Expiry Strike Price Contract Traded Traded Value (Rs. Lakhs)

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Instrument Type Symbol Expiry Date Option Type Strike Price Last Traded Price Volume Value (Rs. Lakhs) Open Interest Change in OI FUTIDX S&P500 21/06/2013 N.A. N.A. 1662.00 663 2756.09 486000 32250 FUTIDX NSE INDEX 30/05/2013 N.A. N.A. 6219.70 104856 326171.89 26361050 36950 FUTIDX NSE INDEX 27/06/2013 N.A. N.A. 6226.35 7009 21833.74 1688200 48400 FUTIDX NSE INDEX 25/07/2013 N.A. N.A. 6241.00 948 2958.67 310050 -1150 FUTIDX CNX IT 27/06/2013 N.A. N.A. 6345.05 3 9.49 350 200 FUTIDX CNX IT 30/05/2013 N.A. N.A. 6368.95 68 215.36 19950 100 FUTIDX FTSE100 21/06/2013 N.A. N.A. 6694.00 8 26.77 2750 400 FUTIDX CNX BANK 30/05/2013 N.A. N.A. 13256.75 44979 149142.94 1998875 -76875 FUTIDX CNX BANK 27/06/2013 N.A. N.A. 13262.00 1863 6177.65 106550 14975 FUTIDX CNX BANK 25/07/2013 N.A. N.A. 13279.00 145 481.60 15750 2925 FUTIDX DOWJONES30 21/06/2013 N.A. N.A. 15295.00 368 1406.80 96575 19375 More

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