ANNEXTURES

ANNEXES
Page | i
ANNEXURE 1: CALCULATIONS FOR BUDGET
ANNEXURE 1.1: NIFTY
YEAR-2008
5200-call- 5300-call- 5400-call- 5200-put- 5100-put- bear bull butter- straddle'0 strangle'0
Date mar-2008 mar-2008 mar-08 mar-2008 mar-2008 spread'08 spread '08 fly'08 8 8 strips'08 Straps'08
28-Feb-08 254.65 196.45 143.15 204.8 179.7 25.1 58.2 4.9 459.45 376.15 664.25 714.1
29-Feb-08 211.1 158.65 114.45 226.4 193.35 33.05 52.45 8.25 437.5 352 663.9 648.6
3-Mar-08 88.95 61 41.3 392.8 330.55 62.25 27.95 8.25 481.75 391.55 874.55 570.7
4-Mar-08 63.05 40.05 27.8 430.4 361.5 68.9 23 10.75 493.45 401.55 923.85 556.5
5-Mar-08 77.7 51.4 31.2 372.1 309.55 62.55 26.3 6.1 449.8 360.95 821.9 527.5
7-Mar-08 34.6 20.6 14.05 507.75 438.95 68.8 14 7.45 542.35 459.55 1050.1 576.95
10-Mar-08 38.45 21.55 13.2 461.6 370.2 91.4 16.9 8.55 500.05 391.75 961.65 538.5
11-Mar-08 35.85 20.45 12.45 376.7 300.95 75.75 15.4 7.4 412.55 321.4 789.25 448.4
12-Mar-08 31.5 17.7 10.3 371 286.05 84.95 13.8 6.4 402.5 303.75 773.5 434
13-Mar-08 11.25 6.35 5.05 610.15 520.7 89.45 4.9 3.6 621.4 527.05 1231.55 632.65
14-Mar-08 9.35 6 4.1 460 373.3 86.7 3.35 1.45 469.35 379.3 929.35 478.7
17-Mar-08 4.1 2.3 2.4 700 618.8 81.2 1.8 1.9 704.1 621.1 1404.1 708.2
18-Mar-08 4.35 2.6 2.15 653.3 555.5 97.8 1.75 1.3 657.65 558.1 1310.95 662
19-Mar-08 1.75 1.4 1.3 621.1 525.75 95.35 0.35 0.25 622.85 527.15 1243.95 624.6
24-Mar-08 0.9 0.45 0.75 564.15 463.65 100.5 0.45 0.75 565.05 464.1 1129.2 565.95
25-Mar-08 3.55 1.5 1.05 318.75 227 91.75 2.05 1.6 322.3 228.5 641.05 325.85
26-Mar-08 1 0.4 0.45 366.45 261.3 105.15 0.6 0.65 367.45 261.7 733.9 368.45
27-Mar-08 0.1 0.05 0.1 375.85 265 110.85 0.05 0.1 375.95 265.05 751.8 376.05
Page | ii
YEAR-2007
3900-call- 4000-call- 4100-call- 3900-put- 3800-put- bull bear butterfly'0

Date mar-07 mar-07 mar-07 mar-07 mar-07 spread '07 spread '07 7 straddle strangle strips straps
23-Feb-07 155.65 105.2 65.85 124.05 82.5 50.45 41.55 11.1 279.7 187.7 403.75 435.35
26-Feb-07 156.65 104.75 62.65 104.15 66.8 51.9 37.35 9.8 260.8 171.55 364.95 417.45
27-Feb-07 127.75 83.5 50.1 142.35 98.05 44.25 44.3 10.85 270.1 181.55 412.45 397.85
28-Feb-07 58.15 35.05 21.75 236.6 169.65 23.1 66.95 9.8 294.75 204.7 531.35 352.9
1-Mar-07 62.7 37.2 18.9 173 115.15 25.5 57.85 7.2 235.7 152.35 408.7 298.4
2-Mar-07 33.25 19.25 10.55 245.35 175.2 14 70.15 5.3 278.6 194.45 523.95 311.85
5-Mar-07 21 11.85 7.3 371.65 284.6 9.15 87.05 4.6 392.65 296.45 764.3 413.65
6-Mar-07 24.05 15.8 8.9 279.95 207.6 8.25 72.35 1.35 304 223.4 583.95 328.05
7-Mar-07 18.45 9.55 7.7 327.1 238.5 8.9 88.6 7.05 345.55 248.05 672.65 364
8-Mar-07 41.3 23.9 13.15 192.85 123.85 17.4 69 6.65 234.15 147.75 427 275.45
9-Mar-07 29.65 15.5 9.75 245.2 156.7 14.15 88.5 8.4 274.85 172.2 520.05 304.5
12-Mar-07 26.5 15.1 8.6 199.2 131.05 11.4 68.15 4.9 225.7 146.15 424.9 252.2
13-Mar-07 29.65 17.9 9.4 171.75 105.85 11.75 65.9 3.25 201.4 123.75 373.15 231.05
14-Mar-07 12.85 7.8 5.35 307.55 230.35 5.05 77.2 2.6 320.4 238.15 627.95 333.25
15-Mar-07 13.25 7.35 3.85 296.15 207.45 5.9 88.7 2.4 309.4 214.8 605.55 322.65
16-Mar-07 8.45 4.3 3.85 324.25 231.8 4.15 92.45 3.7 332.7 236.1 656.95 341.15
19-Mar-07 9.55 4.75 4.2 240.65 157.75 4.8 82.9 4.25 250.2 162.5 490.85 259.75
20-Mar-07 5.85 2.75 2.15 231.3 144.05 3.1 87.25 2.5 237.15 146.8 468.45 243
21-Mar-07 9.2 3.85 2.45 147.2 77.4 5.35 69.8 3.95 156.4 81.25 303.6 165.6
22-Mar-07 44.45 16.8 6.55 66.2 28.2 27.65 38 17.4 110.65 45 176.85 155.1
23-Mar-07 29.75 8.15 3.6 60.6 18.85 21.6 41.75 17.05 90.35 27 150.95 120.1
26-Mar-07 11.15 3.9 1.25 69.55 16.15 7.25 53.4 4.6 80.7 20.05 150.25 91.85
28-Mar-07 1.75 0.95 0.55 133.5 43.4 0.8 90.1 0.4 135.25 44.35 268.75 137
29-Mar-07 0.1 0.15 0.1 97.95 5.8 -0.05 92.15 -0.1 98.05 5.95 196 98.15
Page | iii
YEAR-2006
3050-call- bull bear

Date mar-06 3100-call 3150-call 3050-put 3000-put spread spread butterfly straddle strangle strips straps
24-Feb-06 79.05 52.65 31.35 86.6 66.35 26.4 20.25 5.1 165.65 119 252.25 244.7
27-Feb-06 85.65 58.05 35.65 82.85 65.15 27.6 17.7 5.2 168.5 123.2 251.35 254.15
28-Feb-06 82.35 54.8 34.25 63.7 45.45 27.55 18.25 7 146.05 100.25 209.75 228.4
1-Mar-06 100.65 68.2 42.2 50.75 35.05 32.45 15.7 6.45 151.4 103.25 202.15 252.05
2-Mar-06 126 88.5 58.7 41.15 27.95 37.5 13.2 7.7 167.15 116.45 208.3 293.15
3-Mar-06 122 85.85 56.65 35.9 24.7 36.15 11.2 6.95 157.9 110.55 193.8 279.9
6-Mar-06 152.8 114.4 80.5 20.85 14.65 38.4 6.2 4.5 173.65 129.05 194.5 326.45
7-Mar-06 143.95 107.2 73.85 28.5 17.7 36.75 10.8 3.4 172.45 124.9 200.95 316.4
8-Mar-06 83.3 55.85 34.6 53.1 35.35 27.45 17.75 6.2 136.4 91.2 189.5 219.7
9-Mar-06 97.9 69 44.95 36.95 23 28.9 13.95 4.85 134.85 92 171.8 232.75
10-Mar-06 133.45 96 64.15 21.45 14.95 37.45 6.5 5.6 154.9 110.95 176.35 288.35
13-Mar-06 147 107.4 72.25 17.3 11.45 39.6 5.85 4.45 164.3 118.85 181.6 311.3
14-Mar-06 137.3 96.55 64.5 17.7 10.8 40.75 6.9 8.7 155 107.35 172.7 292.3
16-Mar-06 163.75 122.3 86.95 12.3 8.05 41.45 4.25 6.1 176.05 130.35 188.35 339.8
17-Mar-06 169.7 123.85 84.35 9.55 6.5 45.85 3.05 6.35 179.25 130.35 188.8 348.95
20-Mar-06 202.25 155.45 112.6 5.05 4.2 46.8 0.85 3.95 207.3 159.65 212.35 409.55
21-Mar-06 193.7 147.6 103.4 6.4 4.85 46.1 1.55 1.9 200.1 152.45 206.5 393.8
22-Mar-06 179.9 130.45 89.35 3.8 3.25 49.45 0.55 8.35 183.7 133.7 187.5 363.6
23-Mar-06 198.5 143.05 95.75 3.4 2.85 55.45 0.55 8.15 201.9 145.9 205.3 400.4
24-Mar-06 229.2 178.3 130.1 1.85 1.5 50.9 0.35 2.7 231.05 179.8 232.9 460.25
27-Mar-06 278.65 227.2 176.5 1 1 51.45 0 0.75 279.65 228.2 280.65 558.3
28-Mar-06 282.15 230.15 179.2 1 0.85 52 0.15 1.05 283.15 231 284.15 565.3
29-Mar-06 313.75 262.05 210.25 0.9 1 51.7 -0.1 -0.1 314.65 263.05 315.55 628.4
30-Mar-06 336.5 310.9 263.05 0.4 0.35 25.6 0.05 -22.25 336.9 311.25 337.3 673.4
Page | iv
YEAR-2005
2050-call- bull bear butterfly

Date mar-2005 2100-call 2150-call 2050-put 2000-put spread spread spread straddle strangle strips straps
25-Feb-05 67.5 42.3 22.5 61.5 40.8 25.2 20.7 5.4 129 83.1 190.5 196.5
28-Feb-05 82.25 49.4 27.5 22.45 12.05 32.85 10.4 10.95 104.7 61.45 127.15 186.95
1-Mar-05 63.7 34.4 16.7 31.85 17 29.3 14.85 11.6 95.55 51.4 127.4 159.25
2-Mar-05 67.55 37.4 17.25 28.25 14.5 30.15 13.75 10 95.8 51.9 124.05 163.35
3-Mar-05 95.85 57.65 30.6 16.7 9 38.2 7.7 11.15 112.55 66.65 129.25 208.4
4-Mar-05 106.3 67.6 36.95 11.75 6.95 38.7 4.8 8.05 118.05 74.55 129.8 224.35
7-Mar-05 109.95 68.4 37.15 10.05 5.5 41.55 4.55 10.3 120 73.9 130.05 229.95
8-Mar-05 118.75 74.3 39.85 8.5 5.85 44.45 2.65 10 127.25 80.15 135.75 246
9-Mar-05 111.15 68.35 34.05 8.6 5 42.8 3.6 8.5 119.75 73.35 128.35 230.9
10-Mar-05 114 75.45 39.05 10.1 5.35 38.55 4.75 2.15 124.1 80.8 134.2 238.1
11-Mar-05 107.4 66.95 32.65 9.85 5.1 40.45 4.75 6.15 117.25 72.05 127.1 224.65
14-Mar-05 97.9 58.95 26.55 10.3 5.65 38.95 4.65 6.55 108.2 64.6 118.5 206.1
15-Mar-05 81.7 44.3 17.25 10.65 5 37.4 5.65 10.35 92.35 49.3 103 174.05
16-Mar-05 79.55 41.95 16.15 9.65 4 37.6 5.65 11.8 89.2 45.95 98.85 168.75
17-Mar-05 61.9 31.45 10.9 13.35 5.45 30.45 7.9 9.9 75.25 36.9 88.6 137.15
18-Mar-05 72.25 35.2 11.75 8.45 3.75 37.05 4.7 13.6 80.7 38.95 89.15 152.95
21-Mar-05 52.45 23.35 6 10.1 3.95 29.1 6.15 11.75 62.55 27.3 72.65 115
22-Mar-05 30.65 10.8 2.2 19.5 5.5 19.85 14 11.25 50.15 16.3 69.65 80.8
23-Mar-05 13.2 4.85 1.6 39.05 15.6 8.35 23.45 5.1 52.25 20.45 91.3 65.45
24-Mar-05 8.45 2.6 1 41.8 14.7 5.85 27.1 4.25 50.25 17.3 92.05 58.7
28-Mar-05 10 2.3 1.05 21.8 5.25 7.7 16.55 6.45 31.8 7.55 53.6 41.8
29-Mar-05 2.35 0.95 0.5 65.35 22.15 1.4 43.2 0.95 67.7 23.1 133.05 70.05
30-Mar-05 0.6 0.45 0.15 51.3 10.85 0.15 40.45 -0.15 51.9 11.3 103.2 52.5
31-Mar-05 0.35 0.1 0.15 17.25 0.15 0.25 17.1 0.3 17.6 0.25 34.85 17.95
Page | v
YEAR-2004
1800-call- bull bear butterfly

Date mar-2004 1850-call 1900-call 1800-put 1750-put spread spread spread straddle strangle strips straps
27-Feb-04 50.75 30.3 16.35 47.55 26.5 20.45 21.05 6.5 98.3 56.8 145.85 149.05
1-Mar-04 73.85 43.5 24.75 26.8 14.6 30.35 12.2 11.6 100.65 58.1 127.45 174.5
3-Mar-04 78.3 48.6 25.6 22.3 11.65 29.7 10.65 6.7 100.6 60.25 122.9 178.9
4-Mar-04 64.3 36.8 19.2 27.6 13.85 27.5 13.75 9.9 91.9 50.65 119.5 156.2
5-Mar-04 90.7 55.7 31.7 15.85 7.95 35 7.9 11 106.55 63.65 122.4 197.25
8-Mar-04 97 61.65 35 12.65 5.95 35.35 6.7 8.7 109.65 67.6 122.3 206.65
9-Mar-04 79.25 47.15 24.4 16.8 7.75 32.1 9.05 9.35 96.05 54.9 112.85 175.3
10-Mar-04 60.3 33.7 16.2 23.15 9.9 26.6 13.25 9.1 83.45 43.6 106.6 143.75
11-Mar-04 37.2 18.45 8.3 34.05 15.75 18.75 18.3 8.6 71.25 34.2 105.3 108.45
12-Mar-04 40.65 19.9 9.2 28.75 12.85 20.75 15.9 10.05 69.4 32.75 98.15 110.05
15-Mar-04 19.55 8.85 4.4 61 33.15 10.7 27.85 6.25 80.55 42 141.55 100.1
16-Mar-04 13.2 5.25 3.2 67.65 34.4 7.95 33.25 5.9 80.85 39.65 148.5 94.05
17-Mar-04 12.6 3.95 2.15 61.55 29.6 8.65 31.95 6.85 74.15 33.55 135.7 86.75
18-Mar-04 4.45 1.9 1.55 87.5 45.85 2.55 41.65 2.2 91.95 47.75 179.45 96.4
19-Mar-04 3.25 1.35 0.95 73.5 36.15 1.9 37.35 1.5 76.75 37.5 150.25 80
22-Mar-04 1.4 0.55 0.65 112.7 64.4 0.85 48.3 0.95 114.1 64.95 226.8 115.5
23-Mar-04 0.75 0.4 0.35 103.45 55.1 0.35 48.35 0.3 104.2 55.5 207.65 104.95
24-Mar-04 0.45 0.45 0.15 106.3 55.55 0 50.75 -0.3 106.75 56 213.05 107.2
25-Mar-04 0.25 0.05 0.05 98 50.85 0.2 47.15 0.2 98.25 50.9 196.25 98.5
Page | vi
ANNEXURE 1.2: TATA STEEL
YEAR-2008
BULL BEAR BUTTERFLY
Date 800-CALL 820-CALL 840-CALL 800-PUT 780-PUT SPREAD SPREAD SPREAD STRADDLE STRANGLE STRIPS STRAPS
28-Feb-08 55.45 42.5 32.8 27.95 21 12.95 6.95 3.25 83.4 63.5 111.35 138.85
29-Feb-08 38.85 27.9 22.8 39.6 35 10.95 4.6 5.85 78.45 62.9 118.05 117.3
3-Mar-08 23.1 16.65 11.3 52.35 44 6.45 8.35 1.1 75.45 60.65 127.8 98.55
4-Mar-08 24.65 18.9 11.9 43 48.6 5.75 -5.6 -1.25 67.65 67.5 110.65 92.3
5-Mar-08 34.3 24.75 16.4 34 25.95 9.55 8.05 1.2 68.3 50.7 102.3 102.6
7-Mar-08 22.4 14.6 9.45 49.15 44 7.8 5.15 2.65 71.55 58.6 120.7 93.95
10-Mar-08 37.55 27.4 18.65 23 16.55 10.15 6.45 1.4 60.55 43.95 83.55 98.1
11-Mar-08 39.35 28.5 20.25 21.4 13.5 10.85 7.9 2.6 60.75 42 82.15 100.1
12-Mar-08 17.2 12.35 7.7 49.8 35.15 4.85 14.65 0.2 67 47.5 116.8 84.2
13-Mar-08 5.65 3.6 2.8 114 80 2.05 34 1.25 119.65 83.6 233.65 125.3
14-Mar-08 6.6 4.15 2.6 88.55 70.45 2.45 18.1 0.9 95.15 74.6 183.7 101.75
17-Mar-08 2.35 1.3 1.3 150 100 1.05 50 1.05 152.35 101.3 302.35 154.7
18-Mar-08 1.85 1.25 1.2 140 149.95 0.6 -9.95 0.55 141.85 151.2 281.85 143.7
19-Mar-08 0.7 0.5 0.55 157 149.95 0.2 7.05 0.25 157.7 150.45 314.7 158.4
24-Mar-08 0.45 0.4 0.3 224 185 0.05 39 -0.05 224.45 185.4 448.45 224.9
25-Mar-08 0.35 0.05 0.1 224 185 0.3 39 0.35 224.35 185.05 448.35 224.7
26-Mar-08 0.2 0.25 0.1 224 185 -0.05 39 -0.2 224.2 185.25 448.2 224.4
27-Mar-08 0.1 0.05 0.1 224 185 0.05 39 0.1 224.1 185.05 448.1 224.2
Page | vii
YEAR-2007
BULL BEAR BUTTERFLY
23-Feb-07 19.9 10.95 6.1 16.7 12.45 8.95 4.25 4.1 36.6 23.4 53.3 56.5
26-Feb-07 26.65 15.45 8.2 12.85 6.35 11.2 6.5 3.95 39.5 21.8 52.35 66.15
27-Feb-07 25.4 15 8.1 14.05 7.75 10.4 6.3 3.5 39.45 22.75 53.5 64.85
28-Feb-07 13 7.5 4.25 27.1 16.1 5.5 11 2.25 40.1 23.6 67.2 53.1
1-Mar-07 13.95 7.7 4.1 16 10.05 6.25 5.95 2.65 29.95 17.75 45.95 43.9
2-Mar-07 11.4 6.35 3.5 24.15 12 5.05 12.15 2.2 35.55 18.35 59.7 46.95
5-Mar-07 5.95 3.45 1.9 42.7 30.45 2.5 12.25 0.95 48.65 33.9 91.35 54.6
6-Mar-07 3.85 1.95 1.3 55 28 1.9 27 1.25 58.85 29.95 113.85 62.7
7-Mar-07 2.95 1.3 0.85 50.1 38 1.65 12.1 1.2 53.05 39.3 103.15 56
8-Mar-07 4.4 2.15 1.35 41 20.3 2.25 20.7 1.45 45.4 22.45 86.4 49.8
9-Mar-07 4.7 2.25 1.45 29 16 2.45 13 1.65 33.7 18.25 62.7 38.4
12-Mar-07 4.6 2.25 1.05 29 13.4 2.35 15.6 1.15 33.6 15.65 62.6 38.2
13-Mar-07 6.75 3.1 1.4 21.1 10.8 3.65 10.3 1.95 27.85 13.9 48.95 34.6
14-Mar-07 3.75 1.6 0.85 38 19.25 2.15 18.75 1.4 41.75 20.85 79.75 45.5
15-Mar-07 4 1.9 0.9 25.1 16.65 2.1 8.45 1.1 29.1 18.55 54.2 33.1
16-Mar-07 3.55 1.4 0.7 39 19.1 2.15 19.9 1.45 42.55 20.5 81.55 46.1
19-Mar-07 2.95 1.25 0.7 39 16.9 1.7 22.1 1.15 41.95 18.15 80.95 44.9
20-Mar-07 1.75 0.65 0.35 34 19.45 1.1 14.55 0.8 35.75 20.1 69.75 37.5
21-Mar-07 1.55 0.7 0.35 35 14 0.85 21 0.5 36.55 14.7 71.55 38.1
22-Mar-07 2.15 0.85 0.5 23.1 6.85 1.3 16.25 0.95 25.25 7.7 48.35 27.4
23-Mar-07 1.5 0.55 0.35 12.1 8 0.95 4.1 0.75 13.6 8.55 25.7 15.1
26-Mar-07 1.05 0.25 0.1 17.55 4.9 0.8 12.65 0.65 18.6 5.15 36.15 19.65
28-Mar-07 0.75 0.25 0.2 18 3.85 0.5 14.15 0.45 18.75 4.1 36.75 19.5
29-Mar-07 0.1 0.05 0.05 26 1.65 0.05 24.35 0.05 26.1 1.7 52.1 26.2
Page | viii
YEAR-2006
BULL BEAR BUTTERFLY
24-Feb-06 23.2 12.75 9.95 14.8 7.65 10.45 7.15 7.65 38 20.4 52.8 61.2
27-Feb-06 21.25 11.35 16.15 14.95 8.05 9.9 6.9 14.7 36.2 19.4 51.15 57.45
28-Feb-06 26.3 14.3 17.15 10.35 5.5 12 4.85 14.85 36.65 19.8 47 62.95
1-Mar-06 33.55 19.8 29.45 7.45 3.4 13.75 4.05 23.4 41 23.2 48.45 74.55
2-Mar-06 42.45 26.6 25.85 6.1 2.9 15.85 3.2 15.1 48.55 29.5 54.65 91
3-Mar-06 45.45 29 11.35 4.35 1.75 16.45 2.6 -1.2 49.8 30.75 54.15 95.25
6-Mar-06 62.35 42.25 14.35 2.15 1.35 20.1 0.8 -7.8 64.5 43.6 66.65 126.85
7-Mar-06 56.25 41 16.05 1.95 1.4 15.25 0.55 -9.7 58.2 42.4 60.15 114.45
8-Mar-06 33 20.1 16.25 5.65 2.45 12.9 3.2 9.05 38.65 22.55 44.3 71.65
9-Mar-06 40 25.8 15.05 4.4 2.15 14.2 2.25 3.45 44.4 27.95 48.8 84.4
10-Mar-06 44.15 28.4 21.75 3.3 1.45 15.75 1.85 9.1 47.45 29.85 50.75 91.6
13-Mar-06 50.05 30 15 2 0.95 20.05 1.05 5.05 52.05 30.95 54.05 102.1
14-Mar-06 45 28 17.25 2.15 1.35 17 0.8 6.25 47.15 29.35 49.3 92.15
16-Mar-06 53 38.15 16.15 1.35 0.7 14.85 0.65 -7.15 54.35 38.85 55.7 107.35
17-Mar-06 47 33.7 17.2 1.35 0.75 13.3 0.6 -3.2 48.35 34.45 49.7 95.35
20-Mar-06 54 34 31.95 0.7 0.35 20 0.35 17.95 54.7 34.35 55.4 108.7
21-Mar-06 53.05 41 40.85 0.9 0.35 12.05 0.55 11.9 53.95 41.35 54.85 107
22-Mar-06 49 35 61.15 0.85 0.5 14 0.35 40.15 49.85 35.5 50.7 98.85
23-Mar-06 65 51.05 66 0.5 0.25 13.95 0.25 28.9 65.5 51.3 66 130.5
24-Mar-06 65 61 64 0.35 0.15 4 0.2 7 65.35 61.15 65.7 130.35
27-Mar-06 100 83 65 0.15 0.1 17 0.05 -1 100.15 83.1 100.3 200.15
28-Mar-06 104.05 85 0 0.1 0.1 19.05 0 -65.95 104.15 85.1 104.25 208.2
29-Mar-06 103.25 87 0 0.1 0.1 16.25 0 -70.75 103.35 87.1 103.45 206.6
30-Mar-06 105 88.2 0 0.1 0.1 16.8 0 -71.4 105.1 88.3 105.2 210.1
Page | ix
YEAR-2005
BULL BEAR BUTTERFLY
25-Feb-05 23.4 12.5 5.85 11.55 5.55 10.9 6 4.25 34.95 18.05 46.5 58.35
28-Feb-05 30.7 16.95 7.55 4.8 1.75 13.75 3.05 4.35 35.5 18.7 40.3 66.2
1-Mar-05 28.4 14.7 6.1 4.6 1.75 13.7 2.85 5.1 33 16.45 37.6 61.4
2-Mar-05 34.4 19.15 8.2 2.8 1.25 15.25 1.55 4.3 37.2 20.4 40 71.6
3-Mar-05 36 19.95 8.7 2.3 0.7 16.05 1.6 4.8 38.3 20.65 40.6 74.3
4-Mar-05 33.85 18.6 8.1 2.35 1 15.25 1.35 4.75 36.2 19.6 38.55 70.05
7-Mar-05 38.75 20.8 9.4 2.05 0.9 17.95 1.15 6.55 40.8 21.7 42.85 79.55
8-Mar-05 36.05 22.2 10 2.7 1.1 13.85 1.6 1.65 38.75 23.3 41.45 74.8
9-Mar-05 35.3 19.6 8 2.9 1.1 15.7 1.8 4.1 38.2 20.7 41.1 73.5
10-Mar-05 36.15 18.7 8.25 2.15 1.5 17.45 0.65 7 38.3 20.2 40.45 74.45
11-Mar-05 43 25.65 12.45 1.3 0.75 17.35 0.55 4.15 44.3 26.4 45.6 87.3
14-Mar-05 43.2 23.4 10.35 1.35 0.7 19.8 0.65 6.75 44.55 24.1 45.9 87.75
15-Mar-05 45 27.6 13.35 1 1 17.4 0 3.15 46 28.6 47 91
16-Mar-05 45 25.9 12.1 0.95 1 19.1 -0.05 5.3 45.95 26.9 46.9 90.95
17-Mar-05 33 17.5 6.65 1.15 0.7 15.5 0.45 4.65 34.15 18.2 35.3 67.15
18-Mar-05 38.95 19.8 7.15 0.85 0.7 19.15 0.15 6.5 39.8 20.5 40.65 78.75
21-Mar-05 37 16.45 4.8 0.9 0.7 20.55 0.2 8.9 37.9 17.15 38.8 74.9
22-Mar-05 22.2 7.15 2 1.5 0.7 15.05 0.8 9.9 23.7 7.85 25.2 45.9
23-Mar-05 14.5 4.3 1.65 2.95 0.7 10.2 2.25 7.55 17.45 5 20.4 31.95
24-Mar-05 16.05 4.8 1.25 2.5 0.85 11.25 1.65 7.7 18.55 5.65 21.05 34.6
28-Mar-05 21.1 5.35 1 0.85 0.85 15.75 0 11.4 21.95 6.2 22.8 43.05
29-Mar-05 7 0.9 0.4 3.75 0.6 6.1 3.15 5.6 10.75 1.5 14.5 17.75
30-Mar-05 2.85 0.35 0.2 5 0.45 2.5 4.55 2.35 7.85 0.8 12.85 10.7
31-Mar-05 1.3 0.1 0.15 0.55 0.05 1.2 0.5 1.25 1.85 0.15 2.4 3.15
Page | x
YEAR-2004
BULL BEAR BUTTERFLY
Date 420-CALL 440-CALL 460-Call 420-put 400-put SPREAD SPREAD SPREAD STRADDLE STRANGLE STRIPS STRAPS
27-Feb-04 24.65 14.45 8.05 13.8 7.65 10.2 6.15 3.8 38.45 22.1 52.25 63.1
1-Mar-04 28.05 16.65 8.75 9.85 5.15 11.4 4.7 3.5 37.9 21.8 47.75 65.95
3-Mar-04 30.4 17.35 8.75 8.05 4.1 13.05 3.95 4.45 38.45 21.45 46.5 68.85
4-Mar-04 21.2 11.5 5.55 11.35 5.25 9.7 6.1 3.75 32.55 16.75 43.9 53.75
5-Mar-04 31.35 17.9 8.95 6.55 3.35 13.45 3.2 4.5 37.9 21.25 44.45 69.25
8-Mar-04 36.2 22.35 11.95 4.6 1.85 13.85 2.75 3.45 40.8 24.2 45.4 77
9-Mar-04 30.3 17.45 9.05 5 2.55 12.85 2.45 4.45 35.3 20 40.3 65.6
10-Mar-04 24.2 13.3 5.95 6.75 3.15 10.9 3.6 3.55 30.95 16.45 37.7 55.15
11-Mar-04 14.75 6.95 3.15 12.35 5.55 7.8 6.8 4 27.1 12.5 39.45 41.85
12-Mar-04 15.3 7.5 3.2 10.9 4.4 7.8 6.5 3.5 26.2 11.9 37.1 41.5
15-Mar-04 4.4 2.2 1.15 32.55 17.25 2.2 15.3 1.15 36.95 19.45 69.5 41.35
16-Mar-04 4.05 1.5 0.8 29.5 15.2 2.55 14.3 1.85 33.55 16.7 63.05 37.6
17-Mar-04 3.75 1.45 0.9 31 12.55 2.3 18.45 1.75 34.75 14 65.75 38.5
18-Mar-04 1.85 0.9 0.6 35 19.3 0.95 15.7 0.65 36.85 20.2 71.85 38.7
19-Mar-04 1.8 0.65 0.45 29.3 14.05 1.15 15.25 0.95 31.1 14.7 60.4 32.9
22-Mar-04 0.4 0.4 0.3 54 33.8 0 20.2 -0.1 54.4 34.2 108.4 54.8
23-Mar-04 0.3 0.25 0.25 48 35.9 0.05 12.1 0.05 48.3 36.15 96.3 48.6
24-Mar-04 0.15 0.1 0.1 73.9 45.8 0.05 28.1 0.05 74.05 45.9 147.95 74.2
25-Mar-04 0.05 0.05 0.1 58 35.35 0 22.65 0.05 58.05 35.4 116.05 58.1
Page | xi
ANNEXURE 1.3: RELIANCE INDUSTRIES LTD.
YEAR-2008
BULL BEAR BUTTERFLY

Date CAL-2500 CAL-2600 CAL-2700 PUT-2500 PUT-2400 SPREAD SPREAD SPREAD STRADDLE STRANGLE STRIPS STRAPS
28-Feb-08 140.85 87.45 52.45 93.3 57.85 53.4 35.45 18.4 234.15 145.3 327.45 375
29-Feb-08 95.15 55.7 35.2 123.25 87.95 39.45 35.3 18.95 218.4 143.65 341.65 313.55
3-Mar-08 45.05 26.55 14.4 244.7 177.8 18.5 66.9 6.35 289.75 204.35 534.45 334.8
4-Mar-08 35.55 22.55 15.35 285 210.55 13 74.45 5.8 320.55 233.1 605.55 356.1
5-Mar-08 35.05 19.15 11.55 261.25 165.5 15.9 95.75 8.3 296.3 184.65 557.55 331.35
7-Mar-08 22.2 13.15 6 302.15 202.5 9.05 99.65 1.9 324.35 215.65 626.5 346.55
10-Mar-08 25.2 14.6 8.8 330 164.95 10.6 165.05 4.8 355.2 179.55 685.2 380.4
11-Mar-08 27.65 13.7 7.5 211.2 106.45 13.95 104.75 7.75 238.85 120.15 450.05 266.5
12-Mar-08 27.95 11.75 7.25 135 87.35 16.2 47.65 11.7 162.95 99.1 297.95 190.9
13-Mar-08 11.35 6.3 3.75 250 181.4 5.05 68.6 2.5 261.35 187.7 511.35 272.7
14-Mar-08 13.8 5.7 4.15 176 104.7 8.1 71.3 6.55 189.8 110.4 365.8 203.6
17-Mar-08 7.05 3.9 3.6 300 240 3.15 60 2.85 307.05 243.9 607.05 314.1
18-Mar-08 4.75 2.95 1.45 355 209 1.8 146 0.3 359.75 211.95 714.75 364.5
19-Mar-08 2.95 1.45 0.5 342.3 250.25 1.5 92.05 0.55 345.25 251.7 687.55 348.2
24-Mar-08 1.15 0.5 1.5 310 206.95 0.65 103.05 1.65 311.15 207.45 621.15 312.3
25-Mar-08 2.55 0.7 0.5 310 101 1.85 209 1.65 312.55 101.7 622.55 315.1
26-Mar-08 1.25 0.5 0.1 310 101.05 0.75 208.95 0.35 311.25 101.55 621.25 312.5
27-Mar-08 0.05 0.5 0.05 310 120.25 -0.45 189.75 -0.9 310.05 120.75 620.05 310.1
Page | xii
YEAR-2007
BULL BEAR BUTTERFLY

23-Feb-07 56.05 39.95 26.5 42.05 29.5 16.1 12.55 2.65 98.1 69.45 140.15 154.15
26-Feb-07 52 36.25 22.05 40.35 25.5 15.75 14.85 1.55 92.35 61.75 132.7 144.35
27-Feb-07 48.7 32.9 19.35 44.3 33.3 15.8 11 2.25 93 66.2 137.3 141.7
28-Feb-07 25.15 17.05 9.2 73.8 54.65 8.1 19.15 0.25 98.95 71.7 172.75 124.1
1-Mar-07 21.7 13.6 6.55 62.9 44.4 8.1 18.5 1.05 84.6 58 147.5 106.3
2-Mar-07 10.65 6.6 2.65 105.75 82.15 4.05 23.6 0.1 116.4 88.75 222.15 127.05
5-Mar-07 5.7 4.55 1.5 156.75 130 1.15 26.75 -1.9 162.45 134.55 319.2 168.15
6-Mar-07 7.8 4.85 2.05 120 89 2.95 31 0.15 127.8 93.85 247.8 135.6
7-Mar-07 6.8 4 1.5 122.6 92.6 2.8 30 0.3 129.4 96.6 252 136.2
8-Mar-07 10.2 6.1 2.8 93 68 4.1 25 0.8 103.2 74.1 196.2 113.4
9-Mar-07 9.35 5.15 1.85 90.05 80 4.2 10.05 0.9 99.4 85.15 189.45 108.75
12-Mar-07 6.05 4.2 1.3 101.05 89 1.85 12.05 -1.05 107.1 93.2 208.15 113.15
13-Mar-07 6 3.45 1.5 90.7 79 2.55 11.7 0.6 96.7 82.45 187.4 102.7
14-Mar-07 3.1 2.25 1 127 109.05 0.85 17.95 -0.4 130.1 111.3 257.1 133.2
15-Mar-07 3.5 2.15 1 140 109.05 1.35 30.95 0.2 143.5 111.2 283.5 147
16-Mar-07 4.45 2.45 1.25 126 100 2 26 0.8 130.45 102.45 256.45 134.9
19-Mar-07 3 2 0.95 105 80 1 25 -0.05 108 82 213 111
20-Mar-07 2.05 1.55 0.9 105 68.6 0.5 36.4 -0.15 107.05 70.15 212.05 109.1
21-Mar-07 2.65 1.9 0.55 72.1 50 0.75 22.1 -0.6 74.75 51.9 146.85 77.4
22-Mar-07 7.4 3.3 0.75 43.1 22.8 4.1 20.3 1.55 50.5 26.1 93.6 57.9
23-Mar-07 6.05 2.45 0.3 40.05 18.15 3.6 21.9 1.45 46.1 20.6 86.15 52.15
26-Mar-07 3.5 1.45 0.2 45.05 18.55 2.05 26.5 0.8 48.55 20 93.6 52.05
28-Mar-07 0.75 0.4 0.1 53 28.75 0.35 24.25 0.05 53.75 29.15 106.75 54.5
29-Mar-07 0.1 0.2 0.1 53 19.4 -0.1 33.6 -0.2 53.1 19.6 106.1 53.2
Page | xiii
YEAR-2006
BULL BEAR BUTTERFLY

24-Feb-06 27.35 16.2 8.6 15.95 9 11.15 6.95 3.55 43.3 25.2 59.25 70.65
27-Feb-06 25.35 15.1 8.15 17.4 9.55 10.25 7.85 3.3 42.75 24.65 60.15 68.1
28-Feb-06 27.05 15.9 8.25 9.5 5.35 11.15 4.15 3.5 36.55 21.25 46.05 63.6
1-Mar-06 30.4 17.1 8.5 11.8 6.25 13.3 5.55 4.7 42.2 23.35 54 72.6
2-Mar-06 31 18.4 9.4 10.4 4.55 12.6 5.85 3.6 41.4 22.95 51.8 72.4
3-Mar-06 32.3 18.85 9.1 8.9 3.6 13.45 5.3 3.7 41.2 22.45 50.1 73.5
6-Mar-06 46.25 29.7 18 5.85 2.65 16.55 3.2 4.85 52.1 32.35 57.95 98.35
7-Mar-06 44.55 27.8 15.2 5.15 2 16.75 3.15 4.15 49.7 29.8 54.85 94.25
8-Mar-06 31.95 17.6 9.35 8.1 4.6 14.35 3.5 6.1 40.05 22.2 48.15 72
9-Mar-06 37.5 22.3 11.3 6 4.25 15.2 1.75 4.2 43.5 26.55 49.5 81
10-Mar-06 39.15 23.2 12.1 3.8 4.25 15.95 -0.45 4.85 42.95 27.45 46.75 82.1
13-Mar-06 40.2 24.85 13.4 3.9 1.55 15.35 2.35 3.9 44.1 26.4 48 84.3
14-Mar-06 47.7 29.65 16.4 2.75 1.65 18.05 1.1 4.8 50.45 31.3 53.2 98.15
16-Mar-06 72.05 50 30.75 1.2 0.55 22.05 0.65 2.8 73.25 50.55 74.45 145.3
17-Mar-06 75.8 54.4 35.6 0.95 0.5 21.4 0.45 2.6 76.75 54.9 77.7 152.55
20-Mar-06 75.05 59.95 40.25 0.8 0.55 15.1 0.25 -4.6 75.85 60.5 76.65 150.9
21-Mar-06 86 60.7 42.65 1 0.55 25.3 0.45 7.25 87 61.25 88 173
22-Mar-06 65 55 33.9 1.25 0.55 10 0.7 -11.1 66.25 55.55 67.5 131.25
23-Mar-06 84 57.05 40.6 0.6 0.5 26.95 0.1 10.5 84.6 57.55 85.2 168.6
24-Mar-06 83.15 62.05 43.95 0.5 0.5 21.1 0 3 83.65 62.55 84.15 166.8
27-Mar-06 97 74.6 54.95 0.5 0.5 22.4 0 2.75 97.5 75.1 98 194.5
28-Mar-06 97 69.5 49.5 0.25 0.05 27.5 0.2 7.5 97.25 69.55 97.5 194.25
29-Mar-06 97 74.9 54.95 0.25 0.05 22.1 0.2 2.15 97.25 74.95 97.5 194.25
30-Mar-06 110 79 60 0.2 0.15 31 0.05 12 110.2 79.15 110.4 220.2
Page | xiv
YEAR-2005
BULL BEAR BUTTERFLY

25-Feb-05 21.5 13 7.15 18.75 10.6 8.5 8.15 2.65 40.25 23.6 59 61.75
28-Feb-05 28.7 17.9 10.15 7.9 3.15 10.8 4.75 3.05 36.6 21.05 44.5 65.3
1-Mar-05 20.65 11.05 5.4 10.55 4.85 9.6 5.7 3.95 31.2 15.9 41.75 51.85
2-Mar-05 22.4 12.5 5.95 9.45 4 9.9 5.45 3.35 31.85 16.5 41.3 54.25
3-Mar-05 28.9 16.95 8.75 6.3 2.9 11.95 3.4 3.75 35.2 19.85 41.5 64.1
4-Mar-05 37.7 22.95 12.45 3.85 1.9 14.75 1.95 4.25 41.55 24.85 45.4 79.25
7-Mar-05 48.7 31.9 18.15 2.05 1.2 16.8 0.85 3.05 50.75 33.1 52.8 99.45
8-Mar-05 53.3 36.2 21.75 2.1 1 17.1 1.1 2.65 55.4 37.2 57.5 108.7
9-Mar-05 58.7 35.9 20.85 2.35 1 22.8 1.35 7.75 61.05 36.9 63.4 119.75
10-Mar-05 59.9 38.6 24.3 1.1 1 21.3 0.1 7 61 39.6 62.1 120.9
11-Mar-05 51.45 34 19.3 1.65 0.9 17.45 0.75 2.75 53.1 34.9 54.75 104.55
14-Mar-05 42 25.4 13.7 1.75 1 16.6 0.75 4.9 43.75 26.4 45.5 85.75
15-Mar-05 36.35 19.15 9.2 1.6 0.8 17.2 0.8 7.25 37.95 19.95 39.55 74.3
16-Mar-05 42 22.35 11 1.65 1 19.65 0.65 8.3 43.65 23.35 45.3 85.65
17-Mar-05 26.9 13.55 6.7 2.05 1 13.35 1.05 6.5 28.95 14.55 31 55.85
18-Mar-05 37 19.3 9 1.2 0.9 17.7 0.3 7.4 38.2 20.2 39.4 75.2
21-Mar-05 23.95 10.6 4.05 1.65 1 13.35 0.65 6.8 25.6 11.6 27.25 49.55
22-Mar-05 12.8 4.8 2.25 4.1 1 8 3.1 5.45 16.9 5.8 21 29.7
23-Mar-05 19.9 9.15 3.6 4.05 1.5 10.75 2.55 5.2 23.95 10.65 28 43.85
24-Mar-05 22.6 10.35 3.5 2.5 1.3 12.25 1.2 5.4 25.1 11.65 27.6 47.7
28-Mar-05 29.2 12 2.95 0.5 1.3 17.2 -0.8 8.15 29.7 13.3 30.2 58.9
29-Mar-05 12.95 2.8 1 1.7 1 10.15 0.7 8.35 14.65 3.8 16.35 27.6
30-Mar-05 7.6 1.75 0.5 2.15 1 5.85 1.15 4.6 9.75 2.75 11.9 17.35
31-Mar-05 6.5 0.15 0.15 0.15 0.1 6.35 0.05 6.35 6.65 0.25 6.8 13.15
Page | xv
YEAR-2004
BULL BEAR BUTTERFLY

27-Feb-04 30.35 19.25 11.75 11.9 6.75 11.1 5.15 3.6 42.25 26 54.15 72.6
1-Mar-04 36.8 23.85 14.15 7.1 2.9 12.95 4.2 3.25 43.9 26.75 51 80.7
3-Mar-04 46.05 30.95 19.8 5.1 2 15.1 3.1 3.95 51.15 32.95 56.25 97.2
4-Mar-04 40.8 25.5 15 5.2 2.3 15.3 2.9 4.8 46 27.8 51.2 86.8
5-Mar-04 50.25 34.25 21 3.1 2.15 16 0.95 2.75 53.35 36.4 56.45 103.6
8-Mar-04 57.5 39.05 25.7 1.85 1.35 18.45 0.5 5.1 59.35 40.4 61.2 116.85
9-Mar-04 50 30.7 17.6 2.4 1.5 19.3 0.9 6.2 52.4 32.2 54.8 102.4
10-Mar-04 50 22.15 11.45 3.05 1.95 27.85 1.1 17.15 53.05 24.1 56.1 103.05
11-Mar-04 32 17.2 8.45 4.75 1.95 14.8 2.8 6.05 36.75 19.15 41.5 68.75
12-Mar-04 29.15 15.1 7.9 3.85 2.2 14.05 1.65 6.85 33 17.3 36.85 62.15
15-Mar-04 16.3 7.75 4.4 11.1 4.85 8.55 6.25 5.2 27.4 12.6 38.5 43.7
16-Mar-04 14.9 6.65 2.9 10.85 5.05 8.25 5.8 4.5 25.75 11.7 36.6 40.65
17-Mar-04 12.95 5.7 2.4 10.85 4.75 7.25 6.1 3.95 23.8 10.45 34.65 36.75
18-Mar-04 5.45 2.3 1.1 23.7 10.65 3.15 13.05 1.95 29.15 12.95 52.85 34.6
19-Mar-04 4.1 1.5 0.55 17.2 7.8 2.6 9.4 1.65 21.3 9.3 38.5 25.4
22-Mar-04 1.2 0.65 0.4 32.65 15.35 0.55 17.3 0.3 33.85 16 66.5 35.05
23-Mar-04 0.65 0.45 0.25 28.95 10.8 0.2 18.15 0 29.6 11.25 58.55 30.25
24-Mar-04 0.25 0.3 0.1 28.65 8.75 -0.05 19.9 -0.25 28.9 9.05 57.55 29.15
25-Mar-04 0.05 0.05 0.05 26 6.95 0 19.05 0 26.05 7 52.05 26.1
Page | xvi
ANNEXURE 1.4: ACC
YEAR-2008
BULL BEAR BUTTERFLY

28-Feb-08 57.7 48.1 39.75 43.65 34.6 9.6 9.05 1.25 101.35 82.7 145 159.05
29-Feb-08 48.55 39.8 25 47.45 37.65 8.75 9.8 -6.05 96 77.45 143.45 144.55
3-Mar-08 40.65 32.4 20 47.15 36.95 8.25 10.2 -4.15 87.8 69.35 134.95 128.45
4-Mar-08 24.85 19.35 14.85 73.55 60.4 5.5 13.15 1 98.4 79.75 171.95 123.25
5-Mar-08 20.9 15.9 11.9 75.25 61.6 5 13.65 1 96.15 77.5 171.4 117.05
7-Mar-08 16.15 11.8 8.5 77.35 62.95 4.35 14.4 1.05 93.5 74.75 170.85 109.65
10-Mar-08 25.75 10 9.9 54.75 42.75 15.75 12 15.65 80.5 52.75 135.25 106.25
11-Mar-08 36 19.9 31.85 33.75 25.3 16.1 8.45 28.05 69.75 45.2 103.5 105.75
12-Mar-08 20.1 28.8 26.85 30 25.1 -8.7 4.9 -10.65 50.1 53.9 80.1 70.2
13-Mar-08 28.95 21.75 16.05 46.85 35.7 7.2 11.15 1.5 75.8 57.45 122.65 104.75
14-Mar-08 20 15 20.85 35.1 25.7 5 9.4 10.85 55.1 40.7 90.2 75.1
17-Mar-08 19.4 13.4 9 47 34.85 6 12.15 1.6 66.4 48.25 113.4 85.8
18-Mar-08 13.55 8.8 5.5 52 38.6 4.75 13.4 1.45 65.55 47.4 117.55 79.1
19-Mar-08 9 11.65 7.3 38.85 27.25 -2.65 11.6 -7 47.85 38.9 86.7 56.85
24-Mar-08 19.8 10.85 5.35 14.55 7.15 8.95 7.4 3.45 34.35 18 48.9 54.15
25-Mar-08 30 12.8 5.65 25 2.3 17.2 22.7 10.05 55 15.1 80 85
26-Mar-08 20.75 10 2.35 3.1 0.55 10.75 2.55 3.1 23.85 10.55 26.95 44.6
27-Mar-08 0 0 0 0 0 0 0 0 0 0 0 0
Page | xvii
YEAR-2007
BULL BEAR BUTTERFLY
23-Feb-07 60.55 36.5 28 36.45 20.35 24.05 16.1 15.55 97 56.85 133.45 157.55
26-Feb-07 77.1 50 35 24.55 20.35 27.1 4.2 12.1 101.65 70.35 126.2 178.75
27-Feb-07 88.5 55 63.4 23 15.35 33.5 7.65 41.9 111.5 70.35 134.5 200
28-Feb-07 31.95 21 19 45.8 39.1 10.95 6.7 8.95 77.75 60.1 123.55 109.7
1-Mar-07 25.05 18 10 65 49.35 7.05 15.65 -0.95 90.05 67.35 155.05 115.1
2-Mar-07 15.95 13.95 12 71.5 59.2 2 12.3 0.05 87.45 73.15 158.95 103.4
5-Mar-07 11.75 14 10.9 101.3 86.35 -2.25 14.95 -5.35 113.05 100.35 214.35 124.8
6-Mar-07 11.95 1.2 21.7 75.5 63 10.75 12.5 31.25 87.45 64.2 162.95 99.4
7-Mar-07 4.55 15.9 3.15 104.5 89.65 -11.35 14.85 -24.1 109.05 105.55 213.55 113.6
8-Mar-07 10.95 20.55 16.2 87.6 73.95 -9.6 13.65 -13.95 98.55 94.5 186.15 109.5
9-Mar-07 7.9 4.05 8.35 127.9 111.85 3.85 16.05 8.15 135.8 115.9 263.7 143.7
12-Mar-07 4 4 3.35 155.45 137.7 0 17.75 -0.65 159.45 141.7 314.9 163.45
13-Mar-07 3.45 3.75 2.65 152.05 134.1 -0.3 17.95 -1.4 155.5 137.85 307.55 158.95
14-Mar-07 3 2.8 1.9 159 135.25 0.2 23.75 -0.7 162 138.05 321 165
15-Mar-07 2.7 1.4 0.9 147 148.1 1.3 -1.1 0.8 149.7 149.5 296.7 152.4
16-Mar-07 1.2 0.75 0.45 174.85 155.6 0.45 19.25 0.15 176.05 156.35 350.9 177.25
19-Mar-07 2 0.5 0.25 159.05 139.7 1.5 19.35 1.25 161.05 140.2 320.1 163.05
20-Mar-07 0.75 0.4 0.2 149.25 129.9 0.35 19.35 0.15 150 130.3 299.25 150.75
21-Mar-07 1.35 0.25 0.15 149 125.8 1.1 23.2 1 150.35 126.05 299.35 151.7
22-Mar-07 1.15 0.15 0.05 144.55 124.9 1 19.65 0.9 145.7 125.05 290.25 146.85
23-Mar-07 1.15 0.05 0.05 142 132.35 1.1 9.65 1.1 143.15 132.4 285.15 144.3
26-Mar-07 0 0 0 165.6 145.65 0 19.95 0 165.6 145.65 331.2 165.6
28-Mar-07 0.3 0 0 165.05 145.05 0.3 20 0.3 165.35 145.05 330.4 165.65
29-Mar-07 0 0 0 0 0 0 0 0 0 0 0 0
Page | xviii
YEAR-2006
BULL BEAR BUTTERFLY
24-Feb-06 27.55 18.25 10.75 13.15 4.95 9.3 8.2 1.8 40.7 23.2 53.85 68.25
27-Feb-06 33.95 21.8 13.3 15.9 7.5 12.15 8.4 3.65 49.85 29.3 65.75 83.8
28-Feb-06 41 32.25 18.9 4.85 5.5 8.75 -0.65 -4.6 45.85 37.75 50.7 86.85
1-Mar-06 86 81.6 63.4 2 1 4.4 1 -13.8 88 82.6 90 174
2-Mar-06 99 76.05 61.55 6.1 3.6 22.95 2.5 8.45 105.1 79.65 111.2 204.1
3-Mar-06 110.9 81.5 72.45 4.35 2.45 29.4 1.9 20.35 115.25 83.95 119.6 226.15
6-Mar-06 110.25 92.75 69.25 0.95 1.6 17.5 -0.65 -6 111.2 94.35 112.15 221.45
7-Mar-06 155.95 122 110.5 0.5 0.95 33.95 -0.45 22.45 156.45 122.95 156.95 312.4
8-Mar-06 139.15 121 105.1 0.95 1.25 18.15 -0.3 2.25 140.1 122.25 141.05 279.25
9-Mar-06 173.45 154.5 136.15 1.15 0.6 18.95 0.55 0.6 174.6 155.1 175.75 348.05
10-Mar-06 182.85 158 152.55 0.7 0.35 24.85 0.35 19.4 183.55 158.35 184.25 366.4
13-Mar-06 182.65 163.1 145 0.3 0.15 19.55 0.15 1.45 182.95 163.25 183.25 365.6
14-Mar-06 182.45 173 146 0.2 0.5 9.45 -0.3 -17.55 182.65 173.5 182.85 365.1
16-Mar-06 184.2 164.4 144.75 0.1 0.05 19.8 0.05 0.15 184.3 164.45 184.4 368.5
17-Mar-06 181.05 162.75 141.5 0.05 0.05 18.3 0 -2.95 181.1 162.8 181.15 362.15
20-Mar-06 186.45 166.5 50.1 0 0 19.95 0 -96.45 186.45 166.5 186.45 372.9
21-Mar-06 177.05 165 137.2 0 0 12.05 0 -15.75 177.05 165 177.05 354.1
22-Mar-06 164.95 145.5 120.15 0 0 19.45 0 -5.9 164.95 145.5 164.95 329.9
23-Mar-06 182.1 160 142.15 0 0 22.1 0 4.25 182.1 160 182.1 364.2
24-Mar-06 184.35 164.4 144.4 0 0 19.95 0 -0.05 184.35 164.4 184.35 368.7
27-Mar-06 206.15 186.2 166.2 0 0 19.95 0 -0.05 206.15 186.2 206.15 412.3
28-Mar-06 200 160 160 0 0 40 0 40 200 160 200 400
29-Mar-06 199.4 179.4 159.4 0 0 20 0 0 199.4 179.4 199.4 398.8
30-Mar-06 0 0 0 0 0 0 0 0 0 0 0 0
Page | xix
YEAR-2005
BULL BEAR BUTTERFLY

25-Feb-05 13.2 5.3 2.1 10 2.35 7.9 7.65 4.7 23.2 7.65 33.2 36.4
28-Feb-05 16.15 6.95 3 5.35 0.75 9.2 4.6 5.25 21.5 7.7 26.85 37.65
1-Mar-05 12.65 5.2 2 7.25 1.1 7.45 6.15 4.25 19.9 6.3 27.15 32.55
2-Mar-05 15.9 6.2 2.2 4.45 0.5 9.7 3.95 5.7 20.35 6.7 24.8 36.25
3-Mar-05 18.55 6.9 2.5 3.55 0.5 11.65 3.05 7.25 22.1 7.4 25.65 40.65
4-Mar-05 19.15 7.3 2.55 2.4 0.2 11.85 2.2 7.1 21.55 7.5 23.95 40.7
7-Mar-05 14.2 4.9 1.75 3.35 0.45 9.3 2.9 6.15 17.55 5.35 20.9 31.75
8-Mar-05 14.6 4.8 1.5 3.5 0.75 9.8 2.75 6.5 18.1 5.55 21.6 32.7
9-Mar-05 12.45 4.15 1.25 3.5 0.75 8.3 2.75 5.4 15.95 4.9 19.45 28.4
10-Mar-05 14.9 4.7 1.55 3.2 0.35 10.2 2.85 7.05 18.1 5.05 21.3 33
11-Mar-05 12.6 3.9 1.7 3.65 0.45 8.7 3.2 6.5 16.25 4.35 19.9 28.85
14-Mar-05 10.9 3.05 1.7 3.8 0.45 7.85 3.35 6.5 14.7 3.5 18.5 25.6
15-Mar-05 9.05 2.45 0.8 3.9 0.45 6.6 3.45 4.95 12.95 2.9 16.85 22
16-Mar-05 8.45 2.3 0.75 4.75 0.9 6.15 3.85 4.6 13.2 3.2 17.95 21.65
17-Mar-05 5.95 1.1 0.5 4.8 0.6 4.85 4.2 4.25 10.75 1.7 15.55 16.7
18-Mar-05 6.25 1.1 0.5 4.6 0.65 5.15 3.95 4.55 10.85 1.75 15.45 17.1
21-Mar-05 5.45 0.8 0.3 3.5 0.3 4.65 3.2 4.15 8.95 1.1 12.45 14.4
22-Mar-05 2.95 0.75 0.25 4.9 0.5 2.2 4.4 1.7 7.85 1.25 12.75 10.8
23-Mar-05 2.5 0.4 0.25 5.2 0.45 2.1 4.75 1.95 7.7 0.85 12.9 10.2
24-Mar-05 2.95 0.45 0.25 4.25 0.45 2.5 3.8 2.3 7.2 0.9 11.45 10.15
28-Mar-05 2.65 0.45 0.25 3.75 0.45 2.2 3.3 2 6.4 0.9 10.15 9.05
29-Mar-05 1.45 0.35 0.25 5.1 0.45 1.1 4.65 1 6.55 0.8 11.65 8
30-Mar-05 1.5 0.25 0.25 3.3 0.45 1.25 2.85 1.25 4.8 0.7 8.1 6.3
31-Mar-05 0.8 0.1 0.25 0.25 0.45 0.7 -0.2 0.85 1.05 0.55 1.3 1.85
Page | xx
YEAR-2004
BULL BEAR BUTTERFLY

27-Feb-04 12.15 8 5.15 11.75 6.7 4.15 5.05 1.3 23.9 14.7 35.65 36.05
1-Mar-04 13.75 8.65 5.35 8.4 5.05 5.1 3.35 1.8 22.15 13.7 30.55 35.9
3-Mar-04 17.2 11.65 7.35 6.5 3 5.55 3.5 1.25 23.7 14.65 30.2 40.9
4-Mar-04 12.95 8.25 4.9 8.1 4.3 4.7 3.8 1.35 21.05 12.55 29.15 34
5-Mar-04 18.55 12.65 7.75 4.65 2.8 5.9 1.85 1 23.2 15.45 27.85 41.75
8-Mar-04 22.15 15.4 9.85 2.95 2 6.75 0.95 1.2 25.1 17.4 28.05 47.25
9-Mar-04 18.55 12.6 8.2 4.4 2.05 5.95 2.35 1.55 22.95 14.65 27.35 41.5
10-Mar-04 13.65 8.35 5.15 6.75 3.4 5.3 3.35 2.1 20.4 11.75 27.15 34.05
11-Mar-04 7.95 4.85 2.85 10.9 6 3.1 4.9 1.1 18.85 10.85 29.75 26.8
12-Mar-04 9.75 5.9 3.4 7.85 4 3.85 3.85 1.35 17.6 9.9 25.45 27.35
15-Mar-04 4.05 2.25 1.3 14.65 9.2 1.8 5.45 0.85 18.7 11.45 33.35 22.75
16-Mar-04 3.25 1.7 1.1 18 8.15 1.55 9.85 0.95 21.25 9.85 39.25 24.5
17-Mar-04 3.25 1.95 0.85 14.15 7.1 1.3 7.05 0.2 17.4 9.05 31.55 20.65
18-Mar-04 1.9 1 0.6 13 9.55 0.9 3.45 0.5 14.9 10.55 27.9 16.8
19-Mar-04 1.35 1 0.75 14.5 5 0.35 9.5 0.1 15.85 6 30.35 17.2
22-Mar-04 0.55 0.35 0.25 21.5 11.15 0.2 10.35 0.1 22.05 11.5 43.55 22.6
23-Mar-04 0.4 0.2 0.25 17 9.6 0.2 7.4 0.25 17.4 9.8 34.4 17.8
24-Mar-04 0.2 0.1 0.1 20 8.75 0.1 11.25 0.1 20.2 8.85 40.2 20.4
25-Mar-04 0.05 0.05 0.05 15 5.25 0 9.75 0 15.05 5.3 30.05 15.1
Page | xxi
ANNEXURE 1.5: STATE BANK OF INDIA
YEAR-2008
BULL BEAR BUTTERFLY

28-Feb-08 152.35 127.45 120.65 79.9 67.85 24.9 12.05 18.1 232.25 195.3 312.15 384.6
29-Feb-08 123.5 163.9 163.85 51 31.05 -40.4 19.95 -40.45 174.5 194.95 225.5 298
3-Mar-08 72 59.55 88.6 94 60 12.45 34 41.5 166 119.55 260 238
4-Mar-08 55.3 48.3 66.35 120 119.4 7 0.6 25.05 175.3 167.7 295.3 230.6
5-Mar-08 45 39.8 52.4 161.6 225.05 5.2 -63.45 17.8 206.6 264.85 368.2 251.6
7-Mar-08 29.85 25.15 20 187.85 167.35 4.7 20.5 -0.45 217.7 192.5 405.55 247.55
10-Mar-08 50 32.2 46.55 150.7 131.75 17.8 18.95 32.15 200.7 163.95 351.4 250.7
11-Mar-08 58.9 37.9 44 139.9 121.2 21 18.7 27.1 198.8 159.1 338.7 257.7
12-Mar-08 27 26.25 22.75 198.7 175.95 0.75 22.75 -2.75 225.7 202.2 424.4 252.7
13-Mar-08 15 15.25 9.4 291.45 265.25 -0.25 26.2 -6.1 306.45 280.5 597.9 321.45
14-Mar-08 15 6.05 8.55 274.3 248.15 8.95 26.15 11.45 289.3 254.2 563.6 304.3
17-Mar-08 3.6 3.3 1.85 342.35 313.8 0.3 28.55 -1.15 345.95 317.1 688.3 349.55
18-Mar-08 1.25 4.45 0.55 384 354.65 -3.2 29.35 -7.1 385.25 359.1 769.25 386.5
19-Mar-08 3 0.55 0.35 371.6 342.1 2.45 29.5 2.25 374.6 342.65 746.2 377.6
24-Mar-08 0.05 0.05 0 334.3 304.35 0 29.95 -0.05 334.35 304.4 668.65 334.4
25-Mar-08 0.15 1 0.05 240.1 210.35 -0.85 29.75 -1.8 240.25 211.35 480.35 240.4
26-Mar-08 0 0 0 265.8 235.8 0 30 0 265.8 235.8 531.6 265.8
27-Mar-08 0 0 0 0 0 0 0 0 0 0 0 0
Page | xxii
YEAR-2007
BULL BEAR BUTTERFLY

23-Feb-07 53.95 37.4 26.1 40.65 23.45 16.55 17.2 5.25 94.6 60.85 135.25 148.55
26-Feb-07 70.35 55.45 41.4 26.15 14.9 14.9 11.25 0.85 96.5 70.35 122.65 166.85
27-Feb-07 62.7 46.3 34 34.5 21.25 16.4 13.25 4.1 97.2 67.55 131.7 159.9
28-Feb-07 41.9 31.8 23.25 48.55 31.15 10.1 17.4 1.55 90.45 62.95 139 132.35
1-Mar-07 44.6 31 20.8 36.5 27.8 13.6 8.7 3.4 81.1 58.8 117.6 125.7
2-Mar-07 28.25 18.95 13.9 63.4 45.75 9.3 17.65 4.25 91.65 64.7 155.05 119.9
5-Mar-07 16.65 10.75 8.8 108 82.6 5.9 25.4 3.95 124.65 93.35 232.65 141.3
6-Mar-07 20.75 14 8.3 72.05 59.4 6.75 12.65 1.05 92.8 73.4 164.85 113.55
7-Mar-07 12.6 9.8 6.35 105 81.75 2.8 23.25 -0.65 117.6 91.55 222.6 130.2
8-Mar-07 20.4 12.85 9.05 70.1 41 7.55 29.1 3.75 90.5 53.85 160.6 110.9
9-Mar-07 17.45 11.9 6.9 77.5 58.55 5.55 18.95 0.55 94.95 70.45 172.45 112.4
12-Mar-07 13.55 8.55 6 77.5 62 5 15.5 2.45 91.05 70.55 168.55 104.6
13-Mar-07 12.25 9.1 5.2 77.5 61.95 3.15 15.55 -0.75 89.75 71.05 167.25 102
14-Mar-07 7.65 5.6 3.7 77.5 82.4 2.05 -4.9 0.15 85.15 88 162.65 92.8
15-Mar-07 5.1 3.85 2.55 81 101.75 1.25 -20.75 -0.05 86.1 105.6 167.1 91.2
16-Mar-07 3.45 2.95 2.45 133 113 0.5 20 0 136.45 115.95 269.45 139.9
19-Mar-07 3.3 2.5 1.4 133 95 0.8 38 -0.3 136.3 97.5 269.3 139.6
20-Mar-07 2.8 2.25 1.5 115 95 0.55 20 -0.2 117.8 97.25 232.8 120.6
21-Mar-07 4.6 1.85 1 75.45 47.25 2.75 28.2 1.9 80.05 49.1 155.5 84.65
22-Mar-07 16.15 7.45 4.15 31.4 15.3 8.7 16.1 5.4 47.55 22.75 78.95 63.7
23-Mar-07 13.55 5.65 2.5 31 16.35 7.9 14.65 4.75 44.55 22 75.55 58.1
26-Mar-07 5.45 2.1 2 32.1 14.75 3.35 17.35 3.25 37.55 16.85 69.65 43
28-Mar-07 0.95 0.65 0.25 55.55 41.7 0.3 13.85 -0.1 56.5 42.35 112.05 57.45
29-Mar-07 0.1 0.1 0.1 62.6 54 0 8.6 0 62.7 54.1 125.3 62.8
Page | xxiii
YEAR-2006
BULL BEAR BUTTERFLY

24-Feb-06 46 34.3 25.1 16.8 10.4 11.7 6.4 2.5 62.8 44.7 79.6 108.8
27-Feb-06 51.2 40.2 29.2 12.75 8.3 11 4.45 0 63.95 48.5 76.7 115.15
28-Feb-06 38.15 27 18.2 13.45 7.4 11.15 6.05 2.35 51.6 34.4 65.05 89.75
1-Mar-06 41.4 30.3 20.2 11.7 6.5 11.1 5.2 1 53.1 36.8 64.8 94.5
2-Mar-06 58.45 36.8 25.7 7.9 6.15 21.65 1.75 10.55 66.35 42.95 74.25 124.8
3-Mar-06 52.95 36.3 25.4 6.25 4.2 16.65 2.05 5.75 59.2 40.5 65.45 112.15
6-Mar-06 55.5 37.4 26.55 6 3 18.1 3 7.25 61.5 40.4 67.5 117
7-Mar-06 64 43 30.7 4.15 2.6 21 1.55 8.7 68.15 45.6 72.3 132.15
8-Mar-06 48 32 22.45 8.7 3.9 16 4.8 6.45 56.7 35.9 65.4 104.7
9-Mar-06 60 42.9 30.4 4.7 2.5 17.1 2.2 4.6 64.7 45.4 69.4 124.7
10-Mar-06 89 57.85 41.2 3.55 2 31.15 1.55 14.5 92.55 59.85 96.1 181.55
13-Mar-06 83 58.4 45.4 3 2.25 24.6 0.75 11.6 86 60.65 89 169
14-Mar-06 103 93.1 67.8 1.65 1.5 9.9 0.15 -15.4 104.65 94.6 106.3 207.65
16-Mar-06 105.55 93.9 70.65 1.5 1.5 11.65 0 -11.6 107.05 95.4 108.55 212.6
17-Mar-06 119 85.6 71.8 1.5 1 33.4 0.5 19.6 120.5 86.6 122 239.5
20-Mar-06 112.35 85.6 75.1 1.5 1 26.75 0.5 16.25 113.85 86.6 115.35 226.2
21-Mar-06 109.95 87.8 68.65 1 1 22.15 0 3 110.95 88.8 111.95 220.9
22-Mar-06 118 70 52.75 0.9 1 48 -0.1 30.75 118.9 71 119.8 236.9
23-Mar-06 116.25 85 83.25 0.5 1 31.25 -0.5 29.5 116.75 86 117.25 233
24-Mar-06 123.15 114.7 85.05 0.5 1 8.45 -0.5 -21.2 123.65 115.7 124.15 246.8
27-Mar-06 128.4 114.7 94.3 0.5 0.45 13.7 0.05 -6.7 128.9 115.15 129.4 257.3
28-Mar-06 120.1 105 94.4 0.15 0.75 15.1 -0.6 4.5 120.25 105.75 120.4 240.35
29-Mar-06 124.2 102.05 86 0.15 0.75 22.15 -0.6 6.1 124.35 102.8 124.5 248.55
30-Mar-06 0 92 66 0.1 0.2 -92 -0.1 -118 0.1 92.2 0.2 0.1
Page | xxiv
YEAR-2005
BULL BEAR BUTTERFLY

25-Feb-05 37.65 27.15 17.9 27.85 19.95 10.5 7.9 1.25 65.5 47.1 93.35 103.15
28-Feb-05 49.25 36.2 25.65 9.45 6.1 13.05 3.35 2.5 58.7 42.3 68.15 107.95
1-Mar-05 33.8 22.95 14.2 13.3 7.75 10.85 5.55 2.1 47.1 30.7 60.4 80.9
2-Mar-05 39.95 28 16.85 9.4 5.6 11.95 3.8 0.8 49.35 33.6 58.75 89.3
3-Mar-05 46.45 32.05 19.8 6 3.6 14.4 2.4 2.15 52.45 35.65 58.45 98.9
4-Mar-05 44.05 29.85 18.6 7.05 3.75 14.2 3.3 2.95 51.1 33.6 58.15 95.15
7-Mar-05 53 37.25 23.6 4.5 2.5 15.75 2 2.1 57.5 39.75 62 110.5
8-Mar-05 52.05 36.1 22.55 4.15 2.9 15.95 1.25 2.4 56.2 39 60.35 108.25
9-Mar-05 46.05 31.75 19.95 5 2.05 14.3 2.95 2.5 51.05 33.8 56.05 97.1
10-Mar-05 67.25 50.15 34.1 2.55 1.15 17.1 1.4 1.05 69.8 51.3 72.35 137.05
11-Mar-05 62.75 47.6 29.95 2.8 1.1 15.15 1.7 -2.5 65.55 48.7 68.35 128.3
14-Mar-05 60 43.35 27.35 2.15 1 16.65 1.15 0.65 62.15 44.35 64.3 122.15
15-Mar-05 58.3 40.6 22.95 2 1.75 17.7 0.25 0.05 60.3 42.35 62.3 118.6
16-Mar-05 56 36.95 21.55 2.5 1.85 19.05 0.65 3.65 58.5 38.8 61 114.5
17-Mar-05 55 33.15 19.3 1.55 1.85 21.85 -0.3 8 56.55 35 58.1 111.55
18-Mar-05 54 35.5 19.2 1.9 1.2 18.5 0.7 2.2 55.9 36.7 57.8 109.9
21-Mar-05 48 30.15 14.55 1.25 1.2 17.85 0.05 2.25 49.25 31.35 50.5 97.25
22-Mar-05 19.75 8.6 3.95 5 1.85 11.15 3.15 6.5 24.75 10.45 29.75 44.5
23-Mar-05 5.1 2.5 1.3 23.9 10.3 2.6 13.6 1.4 29 12.8 52.9 34.1
24-Mar-05 6.6 2.75 1.35 19.95 8.75 3.85 11.2 2.45 26.55 11.5 46.5 33.15
28-Mar-05 4.4 2.2 0.6 15.65 5.85 2.2 9.8 0.6 20.05 8.05 35.7 24.45
29-Mar-05 0.95 0.5 0.35 38.35 19.05 0.45 19.3 0.3 39.3 19.55 77.65 40.25
30-Mar-05 1 0.35 0.15 21.7 4.65 0.65 17.05 0.45 22.7 5 44.4 23.7
31-Mar-05 0.15 0.2 0.15 24 4.2 -0.05 19.8 -0.1 24.15 4.4 48.15 24.3
Page | xxv
YEAR-2004
BULL BEAR BUTTERFLY

27-Feb-04 27.2 17.35 11.05 19.3 11.25 9.85 8.05 3.55 46.5 28.6 65.8 73.7
1-Mar-04 34.85 23.1 14.4 11.35 6.4 11.75 4.95 3.05 46.2 29.5 57.55 81.05
3-Mar-04 32.5 22.2 13.65 11.5 7 10.3 4.5 1.75 44 29.2 55.5 76.5
4-Mar-04 37.1 23.15 13.55 10.1 5.1 13.95 5 4.35 47.2 28.25 57.3 84.3
5-Mar-04 46 30.1 18.45 6.5 3.7 15.9 2.8 4.25 52.5 33.8 59 98.5
8-Mar-04 53.3 38.55 23.8 3.9 2.7 14.75 1.2 0 57.2 41.25 61.1 110.5
9-Mar-04 60.3 42.65 28.4 3.75 2.25 17.65 1.5 3.4 64.05 44.9 67.8 124.35
10-Mar-04 42 27.8 17.25 4.95 3.3 14.2 1.65 3.65 46.95 31.1 51.9 88.95
11-Mar-04 28.5 18 10.3 7.4 4 10.5 3.4 2.8 35.9 22 43.3 64.4
12-Mar-04 31 16.3 9.15 7.25 3.95 14.7 3.3 7.55 38.25 20.25 45.5 69.25
15-Mar-04 14.45 7.5 3.3 15 7.15 6.95 7.85 2.75 29.45 14.65 44.45 43.9
16-Mar-04 12 6 3.45 17.55 8.1 6 9.45 3.45 29.55 14.1 47.1 41.55
17-Mar-04 14.55 6.9 3 11.55 4.9 7.65 6.65 3.75 26.1 11.8 37.65 40.65
18-Mar-04 5 2.4 1.25 20.25 10 2.6 10.25 1.45 25.25 12.4 45.5 30.25
19-Mar-04 5.8 2.4 1.4 13.5 5.8 3.4 7.7 2.4 19.3 8.2 32.8 25.1
22-Mar-04 1.5 1.1 1.05 27.95 12.7 0.4 15.25 0.35 29.45 13.8 57.4 30.95
23-Mar-04 1.05 0.25 0.2 27.95 10.9 0.8 17.05 0.75 29 11.15 56.95 30.05
24-Mar-04 0.8 0.35 0.2 32.35 12.85 0.45 19.5 0.3 33.15 13.2 65.5 33.95
25-Mar-04 0.05 0.05 0.05 16.55 1.65 0 14.9 0 16.6 1.7 33.15 16.65
Page | xxvi
ANNEXURE 1.6: SATYAM COMPUTERS
YEAR-2008
BULL BEAR BUTTERFLY

28-Feb-08 36.3 13 5.5 26.95 18.3 23.3 8.65 15.8 63.25 31.3 90.2 99.55
29-Feb-08 20.4 10 7.55 30.1 20.5 10.4 9.6 7.95 50.5 30.5 80.6 70.9
3-Mar-08 18 6.55 4.75 43.85 31.55 11.45 12.3 9.65 61.85 38.1 105.7 79.85
4-Mar-08 9 10.1 3 45.25 32.4 -1.1 12.85 -8.2 54.25 42.5 99.5 63.25
5-Mar-08 28 20.15 3.9 31.7 21.75 7.85 9.95 -8.4 59.7 41.9 91.4 87.7
7-Mar-08 11.8 13.45 2.75 37.7 26.2 -1.65 11.5 -12.35 49.5 39.65 87.2 61.3
10-Mar-08 5.3 8.3 2 41.75 28.9 -3 12.85 -9.3 47.05 37.2 88.8 52.35
11-Mar-08 5 3.5 1.75 50.5 35.9 1.5 14.6 -0.25 55.5 39.4 106 60.5
12-Mar-08 6 2 1.45 63.15 46.75 4 16.4 3.45 69.15 48.75 132.3 75.15
13-Mar-08 2.25 1.2 1 75.65 57.85 1.05 17.8 0.85 77.9 59.05 153.55 80.15
14-Mar-08 3.55 1.8 1 63.35 46.55 1.75 16.8 0.95 66.9 48.35 130.25 70.45
17-Mar-08 2 1 0.2 73.7 55.3 1 18.4 0.2 75.7 56.3 149.4 77.7
18-Mar-08 0.95 0.35 0.15 69.9 51.45 0.6 18.45 0.4 70.85 51.8 140.75 71.8
19-Mar-08 1 1 0.45 50.8 34.35 0 16.45 -0.55 51.8 35.35 102.6 52.8
24-Mar-08 0.3 0.05 0 49.7 30.9 0.25 18.8 0.2 50 30.95 99.7 50.3
25-Mar-08 3.75 0.15 0.2 29 13.2 3.6 15.8 3.65 32.75 13.35 61.75 36.5
26-Mar-08 0.3 0.05 0.3 26.05 14 0.25 12.05 0.5 26.35 14.05 52.4 26.65
27-Mar-08 0 0 0 0 0 0 0 0 0 0 0 0
Page | xxvii
YEAR-2007
BULL BEAR BUTTERFLY

23-Feb-07 29.95 20.05 11.55 16.05 8.95 9.9 7.1 1.4 46 29 62.05 75.95
26-Feb-07 34.8 22.5 13.2 12 8.95 12.3 3.05 3 46.8 31.45 58.8 81.6
27-Feb-07 27.65 16.95 10.15 11.9 7.95 10.7 3.95 3.9 39.55 24.9 51.45 67.2
28-Feb-07 13.8 8.15 5.65 23.7 20 5.65 3.7 3.15 37.5 28.15 61.2 51.3
1-Mar-07 17.3 10.75 5.75 21 14 6.55 7 1.55 38.3 24.75 59.3 55.6
2-Mar-07 11.9 6.55 3.85 19.4 17 5.35 2.4 2.65 31.3 23.55 50.7 43.2
5-Mar-07 7.8 4.4 2.6 19.4 24.2 3.4 -4.8 1.6 27.2 28.6 46.6 35
6-Mar-07 12.2 6.6 4.5 19.4 12.65 5.6 6.75 3.5 31.6 19.25 51 43.8
7-Mar-07 12.15 5.6 4.95 28 13.1 6.55 14.9 5.9 40.15 18.7 68.15 52.3
8-Mar-07 17.85 8.6 4.65 14 7.3 9.25 6.7 5.3 31.85 15.9 45.85 49.7
9-Mar-07 14.85 6.55 3.55 16.7 8.5 8.3 8.2 5.3 31.55 15.05 48.25 46.4
12-Mar-07 16.05 7 3.6 12.5 7.4 9.05 5.1 5.65 28.55 14.4 41.05 44.6
13-Mar-07 22 10.2 4.5 7.45 4 11.8 3.45 6.1 29.45 14.2 36.9 51.45
14-Mar-07 11.15 4.8 2.1 19.75 11.15 6.35 8.6 3.65 30.9 15.95 50.65 42.05
15-Mar-07 10.15 5 2.1 18 10.7 5.15 7.3 2.25 28.15 15.7 46.15 38.3
16-Mar-07 8.2 3.8 1.35 20 9 4.4 11 1.95 28.2 12.8 48.2 36.4
19-Mar-07 9.95 3.45 1.35 15 7.4 6.5 7.6 4.4 24.95 10.85 39.95 34.9
20-Mar-07 12 4.2 1.6 9.5 3.05 7.8 6.45 5.2 21.5 7.25 31 33.5
21-Mar-07 16.55 5.5 2.3 5.25 1.4 11.05 3.85 7.85 21.8 6.9 27.05 38.35
22-Mar-07 28 12.3 3.3 2 0.75 15.7 1.25 6.7 30 13.05 32 58
23-Mar-07 27 9.5 2.4 1.35 0.65 17.5 0.7 10.4 28.35 10.15 29.7 55.35
26-Mar-07 33 13.65 2.45 0.85 0.3 19.35 0.55 8.15 33.85 13.95 34.7 66.85
28-Mar-07 20 3.3 0.5 1 0.5 16.7 0.5 13.9 21 3.8 22 41
29-Mar-07 0 2.1 0.2 0.2 0.5 -2.1 -0.3 -4 0.2 2.6 0.4 0.2
Page | xxviii
YEAR-2006
BULL BEAR BUTTERFLY

24-Feb-06 33.05 24.25 15.9 19.85 12 8.8 7.85 0.45 52.9 36.25 72.75 85.95
27-Feb-06 38.5 26.75 17.15 17.3 10.65 11.75 6.65 2.15 55.8 37.4 73.1 94.3
28-Feb-06 31 20.4 13.45 16.2 8.9 10.6 7.3 3.65 47.2 29.3 63.4 78.2
1-Mar-06 53.95 37.4 26.8 6.4 3.8 16.55 2.6 5.95 60.35 41.2 66.75 114.3
2-Mar-06 51 36.2 24.95 6.65 4.55 14.8 2.1 3.55 57.65 40.75 64.3 108.65
3-Mar-06 54.6 36 23.85 6.3 5 18.6 1.3 6.45 60.9 41 67.2 115.5
6-Mar-06 58.8 35.5 26.2 5.4 3.75 23.3 1.65 14 64.2 39.25 69.6 123
7-Mar-06 42.45 27.95 18.8 7.45 4.4 14.5 3.05 5.35 49.9 32.35 57.35 92.35
8-Mar-06 29.3 20.8 13.65 10.8 5.35 8.5 5.45 1.35 40.1 26.15 50.9 69.4
9-Mar-06 41.15 28 19.2 8 3.3 13.15 4.7 4.35 49.15 31.3 57.15 90.3
10-Mar-06 62.1 44.5 30.4 4.95 2.35 17.6 2.6 3.5 67.05 46.85 72 129.15
13-Mar-06 75 53.9 37.7 3.55 1.5 21.1 2.05 4.9 78.55 55.4 82.1 153.55
14-Mar-06 55.6 41.45 26.2 4.8 1.35 14.15 3.45 -1.1 60.4 42.8 65.2 116
16-Mar-06 69.9 47.35 33.45 3 3 22.55 0 8.65 72.9 50.35 75.9 142.8
17-Mar-06 57.85 35 24.3 2.9 1.9 22.85 1 12.15 60.75 36.9 63.65 118.6
20-Mar-06 63.25 45.35 30.95 2.1 0.75 17.9 1.35 3.5 65.35 46.1 67.45 128.6
21-Mar-06 51.85 49 21.45 2 1 2.85 1 -24.7 53.85 50 55.85 105.7
22-Mar-06 69 40 24.15 2 1 29 1 13.15 71 41 73 140
23-Mar-06 58 45 21.6 1.5 0.4 13 1.1 -10.4 59.5 45.4 61 117.5
24-Mar-06 61.65 45.9 26.6 1 0.1 15.75 0.9 -3.55 62.65 46 63.65 124.3
27-Mar-06 70.25 48 27.65 0.5 0 22.25 0.5 1.9 70.75 48 71.25 141
28-Mar-06 66 55 32 0.2 0.15 11 0.05 -12 66.2 55.15 66.4 132.2
29-Mar-06 80 71.75 48.15 0.25 0.2 8.25 0.05 -15.35 80.25 71.95 80.5 160.25
30-Mar-06 0 70 45 0.05 0 -70 0.05 -95 0.05 70 0.1 0.05
Page | xxix
YEAR-2005
BULL BEAR BUTTERFLY

25-Feb-05 17.15 8.7 3.4 15.4 6.7 8.45 8.7 3.15 32.55 15.4 47.95 49.7
28-Feb-05 21.3 11.4 3.9 8.1 2.9 9.9 5.2 2.4 29.4 14.3 37.5 50.7
1-Mar-05 12.2 5.4 1.95 15 6.2 6.8 8.8 3.35 27.2 11.6 42.2 39.4
2-Mar-05 13 5.35 2.3 13.95 5.15 7.65 8.8 4.6 26.95 10.5 40.9 39.95
3-Mar-05 14.8 6.1 2.05 11.35 4.15 8.7 7.2 4.65 26.15 10.25 37.5 40.95
4-Mar-05 15 6.5 2.5 10.05 3.15 8.5 6.9 4.5 25.05 9.65 35.1 40.05
7-Mar-05 15.65 6.35 2.85 8.95 2.8 9.3 6.15 5.8 24.6 9.15 33.55 40.25
8-Mar-05 21.1 8.55 3.3 4.9 2 12.55 2.9 7.3 26 10.55 30.9 47.1
9-Mar-05 21.55 9.55 3.7 4.3 1.75 12 2.55 6.15 25.85 11.3 30.15 47.4
10-Mar-05 22.4 9.6 3.2 5 2.05 12.8 2.95 6.4 27.4 11.65 32.4 49.8
11-Mar-05 21.9 8.8 3.2 5.05 2 13.1 3.05 7.5 26.95 10.8 32 48.85
14-Mar-05 19.8 7.55 3.05 4.8 1.6 12.25 3.2 7.75 24.6 9.15 29.4 44.4
15-Mar-05 16.15 5.5 1.8 5.5 1.6 10.65 3.9 6.95 21.65 7.1 27.15 37.8
16-Mar-05 11.65 3.85 1.3 6.85 2.3 7.8 4.55 5.25 18.5 6.15 25.35 30.15
17-Mar-05 9.7 3.15 0.9 7.7 2.4 6.55 5.3 4.3 17.4 5.55 25.1 27.1
18-Mar-05 10 3.05 0.95 7.15 2.2 6.95 4.95 4.85 17.15 5.25 24.3 27.15
21-Mar-05 11.55 3.15 1 4.7 1.3 8.4 3.4 6.25 16.25 4.45 20.95 27.8
22-Mar-05 6.55 1.6 0.55 6.85 1.65 4.95 5.2 3.9 13.4 3.25 20.25 19.95
23-Mar-05 3.25 0.8 0.55 14.6 3.4 2.45 11.2 2.2 17.85 4.2 32.45 21.1
24-Mar-05 3.1 0.65 0.45 14 3.5 2.45 10.5 2.25 17.1 4.15 31.1 20.2
28-Mar-05 5.2 0.9 0.35 5.25 0.6 4.3 4.65 3.75 10.45 1.5 15.7 15.65
29-Mar-05 4.05 0.5 0.35 5.5 0.85 3.55 4.65 3.4 9.55 1.35 15.05 13.6
30-Mar-05 2.15 0.35 0.15 5.05 0.5 1.8 4.55 1.6 7.2 0.85 12.25 9.35
31-Mar-05 10.05 0.15 0.15 0.1 0.1 9.9 0 9.9 10.15 0.25 10.25 20.2
Page | xxx
YEAR-2004
BULL BEAR BUTTERFLY

27-Feb-04 23.4 13.7 6.8 12.65 5.95 9.7 6.7 2.8 36.05 19.65 48.7 59.45
1-Mar-04 28.8 16.7 8.5 8.15 3.7 12.1 4.45 3.9 36.95 20.4 45.1 65.75
3-Mar-04 22.6 12.6 6.4 10.95 4.25 10 6.7 3.8 33.55 16.85 44.5 56.15
4-Mar-04 21.65 12.2 5.25 10.15 5 9.45 5.15 2.5 31.8 17.2 41.95 53.45
5-Mar-04 20.15 10.65 5.05 10.05 4.15 9.5 5.9 3.9 30.2 14.8 40.25 50.35
8-Mar-04 16.75 8.55 3.35 12.25 4.85 8.2 7.4 3 29 13.4 41.25 45.75
9-Mar-04 14.35 6.95 2.6 13.55 5.05 7.4 8.5 3.05 27.9 12 41.45 42.25
10-Mar-04 11.6 5.55 2.1 15.4 6.7 6.05 8.7 2.6 27 12.25 42.4 38.6
11-Mar-04 10.45 4.6 1.6 17.2 7.5 5.85 9.7 2.85 27.65 12.1 44.85 38.1
12-Mar-04 14.45 6.55 2.3 10.55 3.95 7.9 6.6 3.65 25 10.5 35.55 39.45
15-Mar-04 8.75 3.6 1.15 16.35 7.15 5.15 9.2 2.7 25.1 10.75 41.45 33.85
16-Mar-04 10.3 3.75 1.15 13.4 5.75 6.55 7.65 3.95 23.7 9.5 37.1 34
17-Mar-04 11.3 4 0.95 10.35 3.85 7.3 6.5 4.25 21.65 7.85 32 32.95
18-Mar-04 6.9 2.25 0.65 14.2 4.95 4.65 9.25 3.05 21.1 7.2 35.3 28
19-Mar-04 11.95 3.65 0.8 6.3 1.95 8.3 4.35 5.45 18.25 5.6 24.55 30.2
22-Mar-04 4.95 1.4 0.4 9.7 2.75 3.55 6.95 2.55 14.65 4.15 24.35 19.6
23-Mar-04 4.3 0.85 0.3 7.4 2.4 3.45 5 2.9 11.7 3.25 19.1 16
24-Mar-04 3.4 0.35 0.1 5.8 0.6 3.05 5.2 2.8 9.2 0.95 15 12.6
25-Mar-04 4.4 0.05 0.05 0.35 0.05 4.35 0.3 4.35 4.75 0.1 5.1 9.15
Page | xxxi
ANNEXURE 1.7: TATA MOTORS
YEAR-2008
BULL BEAR BUTTERFLY

28-Feb-08 44.1 27 26.15 29.6 21.25 17.1 8.35 16.25 73.7 48.25 103.3 117.8
29-Feb-08 37.2 26.65 25 31 23.3 10.55 7.7 8.9 68.2 49.95 99.2 105.4
3-Mar-08 27 18.25 25 40 22.65 8.75 17.35 15.5 67 40.9 107 94
4-Mar-08 33.7 24.95 17.35 27.45 18.8 8.75 8.65 1.15 61.15 43.75 88.6 94.85
5-Mar-08 33.25 24.95 16.6 30 28 8.3 2 -0.05 63.25 52.95 93.25 96.5
7-Mar-08 19.85 12.55 8.6 43.7 31.8 7.3 11.9 3.35 63.55 44.35 107.25 83.4
10-Mar-08 17.5 11.1 6.9 39.25 27.45 6.4 11.8 2.2 56.75 38.55 96 74.25
11-Mar-08 11.5 6 3.5 40 30 5.5 10 3 51.5 36 91.5 63
12-Mar-08 7 8 2.1 58.95 43.65 -1 15.3 -6.9 65.95 51.65 124.9 72.95
13-Mar-08 2.55 1.65 0.8 79.15 50 0.9 29.15 0.05 81.7 51.65 160.85 84.25
14-Mar-08 3.55 3 1.35 64.9 48.75 0.55 16.15 -1.1 68.45 51.75 133.35 72
17-Mar-08 1.25 2.9 0.25 90.1 71.5 -1.65 18.6 -4.3 91.35 74.4 181.45 92.6
18-Mar-08 3.35 2 2 80.3 62 1.35 18.3 1.35 83.65 64 163.95 87
19-Mar-08 3.95 2.75 2 53.25 40 1.2 13.25 0.45 57.2 42.75 110.45 61.15
24-Mar-08 2.15 0.6 0.15 38.45 22.55 1.55 15.9 1.1 40.6 23.15 79.05 42.75
25-Mar-08 4.25 0.9 0.15 23.15 10.5 3.35 12.65 2.6 27.4 11.4 50.55 31.65
26-Mar-08 2.05 2 0 22.2 14 0.05 8.2 -1.95 24.25 16 46.45 26.3
27-Mar-08 0 0 0 0 0 0 0 0 0 0 0 0
Page | xxxii
YEAR-2007
BULL BEAR BUTTERFLY

23-Feb-07 36.25 25.3 17.05 31 24.45 10.95 6.55 2.7 67.25 49.75 98.25 103.5
26-Feb-07 53.25 34.9 25.75 19.6 16.05 18.35 3.55 9.2 72.85 50.95 92.45 126.1
27-Feb-07 53.25 29.4 21 38 30 23.85 8 15.45 91.25 59.4 129.25 144.5
28-Feb-07 24.95 16.8 9 75 49 8.15 26 0.35 99.95 65.8 174.95 124.9
1-Mar-07 21 15.15 14.25 42 37 5.85 5 4.95 63 52.15 105 84
2-Mar-07 21 8.75 4.85 51.5 43 12.25 8.5 8.35 72.5 51.75 124 93.5
5-Mar-07 21 6 5 80 70.15 15 9.85 14 101 76.15 181 122
6-Mar-07 5.25 4 5 95.75 79.2 1.25 16.55 2.25 101 83.2 196.75 106.25
7-Mar-07 4.7 5.65 3.65 85.2 69.3 -0.95 15.9 -2.95 89.9 74.95 175.1 94.6
8-Mar-07 8 7.75 7.95 64.8 51.1 0.25 13.7 0.45 72.8 58.85 137.6 80.8
9-Mar-07 6 3 5.45 70.6 55.9 3 14.7 5.45 76.6 58.9 147.2 82.6
12-Mar-07 6 7.3 4.6 62.8 48.35 -1.3 14.45 -4 68.8 55.65 131.6 74.8
13-Mar-07 6 7.85 4.85 55.55 41.75 -1.85 13.8 -4.85 61.55 49.6 117.1 67.55
14-Mar-07 6 3.6 2.1 79.05 62.7 2.4 16.35 0.9 85.05 66.3 164.1 91.05
15-Mar-07 4.25 1.7 1.35 94.05 76.35 2.55 17.7 2.2 98.3 78.05 192.35 102.55
16-Mar-07 3 3.4 1.9 74.6 58.35 -0.4 16.25 -1.9 77.6 61.75 152.2 80.6
19-Mar-07 2.5 10 2.7 54.45 39.85 -7.5 14.6 -14.8 56.95 49.85 111.4 59.45
20-Mar-07 5 3.4 1.75 55 39.8 1.6 15.2 -0.05 60 43.2 115 65
21-Mar-07 5 2.1 1.1 48.4 33.65 2.9 14.75 1.9 53.4 35.75 101.8 58.4
22-Mar-07 9.95 5.75 3.65 25 10.8 4.2 14.2 2.1 34.95 16.55 59.95 44.9
23-Mar-07 8 3.95 1.8 36.95 23.7 4.05 13.25 1.9 44.95 27.65 81.9 52.95
26-Mar-07 1.3 0.1 0.5 67.15 48.3 1.2 18.85 1.6 68.45 48.4 135.6 69.75
28-Mar-07 1.3 0.5 0.3 100.15 80.2 0.8 19.95 0.6 101.45 80.7 201.6 102.75
29-Mar-07 0.1 0 0 0 0 0.1 0 0.1 0.1 0 0.1 0.2
Page | xxxiii
YEAR-2006
BULL BEAR BUTTERFLY

24-Feb-06 33.55 23.3 15.25 22 15 10.25 7 2.2 55.55 38.3 77.55 89.1
27-Feb-06 33.7 22.85 14.9 23 18.8 10.85 4.2 2.9 56.7 41.65 79.7 90.4
28-Feb-06 48.35 34.85 23.25 9.25 5 13.5 4.25 1.9 57.6 39.85 66.85 105.95
1-Mar-06 74 52.55 37.5 6 2.05 21.45 3.95 6.4 80 54.6 86 154
2-Mar-06 88.4 77.85 56.85 4.6 2.95 10.55 1.65 -10.45 93 80.8 97.6 181.4
3-Mar-06 130 107.7 98 2.25 1.5 22.3 0.75 12.6 132.25 109.2 134.5 262.25
6-Mar-06 154 133.65 116.45 1.55 1 20.35 0.55 3.15 155.55 134.65 157.1 309.55
7-Mar-06 139.35 121.1 100.25 4.2 2.5 18.25 1.7 -2.6 143.55 123.6 147.75 282.9
8-Mar-06 110.9 89.85 76 2 5 21.05 -3 7.2 112.9 94.85 114.9 223.8
9-Mar-06 93.9 85 51 2.2 4.4 8.9 -2.2 -25.1 96.1 89.4 98.3 190
10-Mar-06 123.65 107.9 88.35 4.35 2.55 15.75 1.8 -3.8 128 110.45 132.35 251.65
13-Mar-06 114.95 98.5 81.1 3.4 1.9 16.45 1.5 -0.95 118.35 100.4 121.75 233.3
14-Mar-06 112 100.65 90 2.4 1.2 11.35 1.2 0.7 114.4 101.85 116.8 226.4
16-Mar-06 137 117.55 100 0.9 0.4 19.45 0.5 1.9 137.9 117.95 138.8 274.9
17-Mar-06 163.5 135.25 118 0.85 0.75 28.25 0.1 11 164.35 136 165.2 327.85
20-Mar-06 163.15 139.9 120.9 0.1 0.5 23.25 -0.4 4.25 163.25 140.4 163.35 326.4
21-Mar-06 145.1 125 90.5 0.5 0.5 20.1 0 -14.4 145.6 125.5 146.1 290.7
22-Mar-06 138.65 118.95 99.6 0.15 0.05 19.7 0.1 0.35 138.8 119 138.95 277.45
23-Mar-06 127 107.3 88 0.45 0.05 19.7 0.4 0.4 127.45 107.35 127.9 254.45
24-Mar-06 130.25 110.4 90.8 0.6 0.05 19.85 0.55 0.25 130.85 110.45 131.45 261.1
27-Mar-06 122.25 102.25 82.35 0.5 0 20 0.5 0.1 122.75 102.25 123.25 245
28-Mar-06 125.75 105.8 85.8 0 0 19.95 0 -0.05 125.75 105.8 125.75 251.5
29-Mar-06 124.1 104.1 84.1 0 0 20 0 0 124.1 104.1 124.1 248.2
30-Mar-06 0 0 0 0 0 0 0 0 0 0 0 0
Page | xxxiv
YEAR-2005
BULL BEAR BUTTERFLY

25-Feb-05 23.85 15.45 8.45 14.05 6.25 8.4 7.8 1.4 37.9 21.7 51.95 61.75
28-Feb-05 34 16.75 8.6 10.25 3.4 17.25 6.85 9.1 44.25 20.15 54.5 78.25
1-Mar-05 19.8 10.55 5.25 11.25 4.1 9.25 7.15 3.95 31.05 14.65 42.3 50.85
2-Mar-05 17.35 8.7 4.55 11.05 5.55 8.65 5.5 4.5 28.4 14.25 39.45 45.75
3-Mar-05 25.1 14.35 6.85 4.75 3.5 10.75 1.25 3.25 29.85 17.85 34.6 54.95
4-Mar-05 39 17.05 8.6 4.15 2.3 21.95 1.85 13.5 43.15 19.35 47.3 82.15
7-Mar-05 29 13.55 6.85 5 2.85 15.45 2.15 8.75 34 16.4 39 63
8-Mar-05 30 14.65 6.65 4 2.1 15.35 1.9 7.35 34 16.75 38 64
9-Mar-05 18 8.6 4.3 8.75 4.6 9.4 4.15 5.1 26.75 13.2 35.5 44.75
10-Mar-05 17.1 8.95 4.05 7.9 4.15 8.15 3.75 3.25 25 13.1 32.9 42.1
11-Mar-05 14.75 6.45 3.15 9.6 2 8.3 7.6 5 24.35 8.45 33.95 39.1
14-Mar-05 15.1 7.7 3.65 10.3 3 7.4 7.3 3.35 25.4 10.7 35.7 40.5
15-Mar-05 11.65 5.05 2.55 12.55 3 6.6 9.55 4.1 24.2 8.05 36.75 35.85
16-Mar-05 11 4.4 1.9 11 4.4 6.6 6.6 4.1 22 8.8 33 33
17-Mar-05 8.7 3.2 1.85 12.5 4 5.5 8.5 4.15 21.2 7.2 33.7 29.9
18-Mar-05 11.35 3.85 1.65 8.25 4.1 7.5 4.15 5.3 19.6 7.95 27.85 30.95
21-Mar-05 5.7 2 0.8 13 4 3.7 9 2.5 18.7 6 31.7 24.4
22-Mar-05 2.55 1.2 0.55 24.9 9.45 1.35 15.45 0.7 27.45 10.65 52.35 30
23-Mar-05 1.5 0.65 0.35 33.5 15.75 0.85 17.75 0.55 35 16.4 68.5 36.5
24-Mar-05 0.75 0.4 0.35 43 22.5 0.35 20.5 0.3 43.75 22.9 86.75 44.5
28-Mar-05 0.7 0.35 0.3 41.85 23.5 0.35 18.35 0.3 42.55 23.85 84.4 43.25
29-Mar-05 0.25 0.25 0.1 52 27 0 25 -0.15 52.25 27.25 104.25 52.5
30-Mar-05 0.35 0.2 0.2 48.75 28 0.15 20.75 0.15 49.1 28.2 97.85 49.45
31-Mar-05 0 0.1 0.2 47 5 -0.1 42 0 47 5.1 94 47
Page | xxxv
YEAR-2004
BULL BEAR BUTTERFLY

27-Feb-04 31.05 20.8 13.95 19.95 11 10.25 8.95 3.4 51 31.8 70.95 82.05
1-Mar-04 37.95 26.6 17.4 13.7 8 11.35 5.7 2.15 51.65 34.6 65.35 89.6
3-Mar-04 47.25 31.35 20.45 10.85 4.6 15.9 6.25 5 58.1 35.95 68.95 105.35
4-Mar-04 34.2 22.9 14.5 12.9 7.05 11.3 5.85 2.9 47.1 29.95 60 81.3
5-Mar-04 43.15 29.3 18.45 8.15 4.2 13.85 3.95 3 51.3 33.5 59.45 94.45
8-Mar-04 43.75 29.05 18.2 7.15 3.3 14.7 3.85 3.85 50.9 32.35 58.05 94.65
9-Mar-04 34.1 21.95 13.3 9.9 4.3 12.15 5.6 3.5 44 26.25 53.9 78.1
10-Mar-04 22.35 14.3 8.05 17.15 8.45 8.05 8.7 1.8 39.5 22.75 56.65 61.85
11-Mar-04 14.05 8 4.45 24.5 13.35 6.05 11.15 2.5 38.55 21.35 63.05 52.6
12-Mar-04 14.35 8.1 5 21 11.35 6.25 9.65 3.15 35.35 19.45 56.35 49.7
15-Mar-04 5.65 3.1 2.1 34.25 20.45 2.55 13.8 1.55 39.9 23.55 74.15 45.55
16-Mar-04 4.15 2.5 1.85 44.1 26.35 1.65 17.75 1 48.25 28.85 92.35 52.4
17-Mar-04 4 2.35 1.4 32.25 18.9 1.65 13.35 0.7 36.25 21.25 68.5 40.25
18-Mar-04 2.15 1.45 0.7 49.9 30.5 0.7 19.4 -0.05 52.05 31.95 101.95 54.2
19-Mar-04 1.5 0.85 0.6 43.9 18.5 0.65 25.4 0.4 45.4 19.35 89.3 46.9
22-Mar-04 0.85 0.3 0.35 66.7 46.05 0.55 20.65 0.6 67.55 46.35 134.25 68.4
23-Mar-04 0.5 0.3 0.25 61 47.85 0.2 13.15 0.15 61.5 48.15 122.5 62
24-Mar-04 0.15 0.25 0.25 54 42 -0.1 12 -0.1 54.15 42.25 108.15 54.3
25-Mar-04 0.05 0.05 0.05 56 31.85 0 24.15 0 56.05 31.9 112.05 56.1
Page | xxxvi
ANNEXURE 1.8: RANBAXY LABORATORIES
YEAR-2008
BULL BEAR BUTTERFLY

DATE CAL-420 CAL-440 CAL-460 PUT-420 PUT-400 SPREAD SPREAD SPREAD STRADDLE STRANGLE STRIPS STRAPS
28-Feb-08 30 22.15 11.15 10 7.35 7.85 2.65 -3.15 40 29.5 50 70
29-Feb-08 33.35 23 12.5 10 6.35 10.35 3.65 -0.15 43.35 29.35 53.35 76.7
3-Mar-08 48.5 28 16.85 13.5 4.2 20.5 9.3 9.35 62 32.2 75.5 110.5
4-Mar-08 40.8 21.1 13.45 6.5 5 19.7 1.5 12.05 47.3 26.1 53.8 88.1
5-Mar-08 43.2 21.1 13.95 6.6 2.9 22.1 3.7 14.95 49.8 24 56.4 93
7-Mar-08 6 14 7.3 15 6.3 -8 8.7 -14.7 21 20.3 36 27
10-Mar-08 27.4 15 6.25 10.4 4.7 12.4 5.7 3.65 37.8 19.7 48.2 65.2
11-Mar-08 29 20.1 11.6 5.9 2.4 8.9 3.5 0.4 34.9 22.5 40.8 63.9
12-Mar-08 49.7 25 18.7 3.5 4.95 24.7 -1.45 18.4 53.2 29.95 56.7 102.9
13-Mar-08 43.5 27.95 14.75 3.9 1.35 15.55 2.55 2.35 47.4 29.3 51.3 90.9
14-Mar-08 59 30 18.45 3 0.75 29 2.25 17.45 62 30.75 65 121
17-Mar-08 28 14 5 6.6 2.4 14 4.2 5 34.6 16.4 41.2 62.6
18-Mar-08 38.2 19.95 8.75 3.25 0.95 18.25 2.3 7.05 41.45 20.9 44.7 79.65
19-Mar-08 33 20 5 1 0.8 13 0.2 -2 34 20.8 35 67
24-Mar-08 27.6 6.8 3 0.8 0.05 20.8 0.75 17 28.4 6.85 29.2 56
25-Mar-08 32 19 4.9 0.15 0 13 0.15 -1.1 32.15 19 32.3 64.15
26-Mar-08 32 18 2.3 0.05 0 14 0.05 -1.7 32.05 18 32.1 64.05
27-Mar-08 21 2 0.3 0 0 19 0 17.3 21 2 21 42
Page | xxxvii
YEAR-2007
BULL BEAR BUTTERFLY

23-Feb-07 24.85 18.45 13.55 14 7.9 6.4 6.1 1.5 38.85 26.35 52.85 63.7
26-Feb-07 21.9 16.5 11 17.9 9 5.4 8.9 -0.1 39.8 25.5 57.7 61.7
27-Feb-07 19.75 14.5 8.15 14.9 9.5 5.25 5.4 -1.1 34.65 24 49.55 54.4
28-Feb-07 14.1 10.05 6.1 21.6 15 4.05 6.6 0.1 35.7 25.05 57.3 49.8
1-Mar-07 14.5 10.25 8 18.4 12 4.25 6.4 2 32.9 22.25 51.3 47.4
2-Mar-07 14.1 9.75 7 15.55 10.3 4.35 5.25 1.6 29.65 20.05 45.2 43.75
5-Mar-07 7.05 5.3 4 29.9 27.5 1.75 2.4 0.45 36.95 32.8 66.85 44
6-Mar-07 7.7 5.7 3.85 33.45 26.5 2 6.95 0.15 41.15 32.2 74.6 48.85
7-Mar-07 5 2.7 3 34 40 2.3 -6 2.6 39 42.7 73 44
8-Mar-07 7.95 5 6.8 31.5 25.15 2.95 6.35 4.75 39.45 30.15 70.95 47.4
9-Mar-07 6.5 5 5.45 32.15 25.55 1.5 6.6 1.95 38.65 30.55 70.8 45.15
12-Mar-07 5.2 3.65 4 32.15 25.2 1.55 6.95 1.9 37.35 28.85 69.5 42.55
13-Mar-07 4.35 2.75 2.55 32 26.3 1.6 5.7 1.4 36.35 29.05 68.35 40.7
14-Mar-07 3.4 2.5 1.35 39.85 31.8 0.9 8.05 -0.25 43.25 34.3 83.1 46.65
15-Mar-07 2.65 2.5 1.5 40.2 31.9 0.15 8.3 -0.85 42.85 34.4 83.05 45.5
16-Mar-07 3.4 2 1.85 35.6 27.55 1.4 8.05 1.25 39 29.55 74.6 42.4
19-Mar-07 1.65 2 0.75 34.05 25.7 -0.35 8.35 -1.6 35.7 27.7 69.75 37.35
20-Mar-07 3.55 2.3 1.6 17 11 1.25 6 0.55 20.55 13.3 37.55 24.1
21-Mar-07 2.5 1.45 1.45 22.2 12 1.05 10.2 1.05 24.7 13.45 46.9 27.2
22-Mar-07 2.95 2 1.1 20.3 13.55 0.95 6.75 0.05 23.25 15.55 43.55 26.2
23-Mar-07 2 1.2 1 21.9 14.55 0.8 7.35 0.6 23.9 15.75 45.8 25.9
26-Mar-07 0.65 0.5 0.3 23.2 14.55 0.15 8.65 -0.05 23.85 15.05 47.05 24.5
28-Mar-07 1 0.5 0 12 5 0.5 7 0 13 5.5 25 14
29-Mar-07 0.25 0.25 0 5.5 0 0 5.5 -0.25 5.75 0.25 11.25 6
Page | xxxviii
YEAR-2006
BULL BEAR BUTTERFLY

24-Feb-06 24.7 16.55 12.8 16 18.3 8.15 -2.3 4.4 40.7 34.85 56.7 65.4
27-Feb-06 21.95 15.9 11.5 14.9 10.75 6.05 4.15 1.65 36.85 26.65 51.75 58.8
28-Feb-06 14.65 9.05 7.5 20 14.2 5.6 5.8 4.05 34.65 23.25 54.65 49.3
1-Mar-06 17.55 11.35 8.05 20 18.45 6.2 1.55 2.9 37.55 29.8 57.55 55.1
2-Mar-06 16.05 11.45 7.1 15.9 10 4.6 5.9 0.25 31.95 21.45 47.85 48
3-Mar-06 13.5 10.5 7.25 14 10.35 3 3.65 -0.25 27.5 20.85 41.5 41
6-Mar-06 22.4 15.5 10.4 8.5 6.1 6.9 2.4 1.8 30.9 21.6 39.4 53.3
7-Mar-06 19.75 13.55 9.1 12.45 8 6.2 4.45 1.75 32.2 21.55 44.65 51.95
8-Mar-06 12.5 10.2 7.05 13 13 2.3 0 -0.85 25.5 23.2 38.5 38
9-Mar-06 10.4 7.8 5.65 24 15 2.6 9 0.45 34.4 22.8 58.4 44.8
10-Mar-06 10.85 7.7 5 24 20 3.15 4 0.45 34.85 27.7 58.85 45.7
13-Mar-06 8.65 6.1 4.75 25.1 18.75 2.55 6.35 1.2 33.75 24.85 58.85 42.4
14-Mar-06 6.65 5.15 3.75 30.95 23.65 1.5 7.3 0.1 37.6 28.8 68.55 44.25
16-Mar-06 5.6 4 2.5 35 28.75 1.6 6.25 0.1 40.6 32.75 75.6 46.2
17-Mar-06 4.6 3.05 2.1 36.65 26 1.55 10.65 0.6 41.25 29.05 77.9 45.85
20-Mar-06 3.4 2 1.25 38 29.2 1.4 8.8 0.65 41.4 31.2 79.4 44.8
21-Mar-06 2.45 1.9 1.1 31 33.4 0.55 -2.4 -0.25 33.45 35.3 64.45 35.9
22-Mar-06 1.6 1.1 1 47.45 37.75 0.5 9.7 0.4 49.05 38.85 96.5 50.65
23-Mar-06 1.5 1.05 1 45.35 35.65 0.45 9.7 0.4 46.85 36.7 92.2 48.35
24-Mar-06 1.9 1.3 1.3 36.3 26.85 0.6 9.45 0.6 38.2 28.15 74.5 40.1
27-Mar-06 1.25 0.5 1.3 39.35 29.4 0.75 9.95 1.55 40.6 29.9 79.95 41.85
28-Mar-06 0.5 0.5 0.2 40.2 32.55 0 7.65 -0.3 40.7 33.05 80.9 41.2
29-Mar-06 0.65 0.5 0.3 28.75 18.8 0.15 9.95 -0.05 29.4 19.3 58.15 30.05
30-Mar-06 12.4 2.75 0.85 0 0 9.65 0 7.75 12.4 2.75 12.4 24.8
Page | xxxix
YEAR-2005
BULL BEAR BUTTERFLY

25-Feb-05 33.5 26.3 15 34.3 25 7.2 9.3 -4.1 67.8 51.3 102.1 101.3
28-Feb-05 35.3 24.95 15.7 31.25 18.9 10.35 12.35 1.1 66.55 43.85 97.8 101.85
1-Mar-05 31 18 13 22.5 19.15 13 3.35 8 53.5 37.15 76 84.5
2-Mar-05 17 10.8 8.9 39.9 23.5 6.2 16.4 4.3 56.9 34.3 96.8 73.9
3-Mar-05 30 12 12.55 30 18.25 18 11.75 18.55 60 30.25 90 90
4-Mar-05 35 17.3 12.8 20 15.3 17.7 4.7 13.2 55 32.6 75 90
7-Mar-05 41 22 14.1 20.45 10.6 19 9.85 11.1 61.45 32.6 81.9 102.45
8-Mar-05 47.75 27.9 15.05 13.5 6.5 19.85 7 7 61.25 34.4 74.75 109
9-Mar-05 75.75 51.2 26.55 9 3.6 24.55 5.4 -0.1 84.75 54.8 93.75 160.5
10-Mar-05 78.85 41.3 28.7 8.35 3.75 37.55 4.6 24.95 87.2 45.05 95.55 166.05
11-Mar-05 77 38.5 22.75 9.35 4.15 38.5 5.2 22.75 86.35 42.65 95.7 163.35
14-Mar-05 77 36 15.15 7.05 2.7 41 4.35 20.15 84.05 38.7 91.1 161.05
15-Mar-05 59 35 16.45 7.05 2.6 24 4.45 5.45 66.05 37.6 73.1 125.05
16-Mar-05 45 25 11.5 10.55 4.15 20 6.4 6.5 55.55 29.15 66.1 100.55
17-Mar-05 45 19 10.25 10.7 4 26 6.7 17.25 55.7 23 66.4 100.7
18-Mar-05 61 35 18.25 4.1 1.65 26 2.45 9.25 65.1 36.65 69.2 126.1
21-Mar-05 75 43.5 16.55 3.4 0.85 31.5 2.55 4.55 78.4 44.35 81.8 153.4
22-Mar-05 68 42 15.55 2.85 0.6 26 2.25 -0.45 70.85 42.6 73.7 138.85
23-Mar-05 74 35 18.6 1.5 0.25 39 1.25 22.6 75.5 35.25 77 149.5
24-Mar-05 50.1 17.05 6.05 3.95 0.8 33.05 3.15 22.05 54.05 17.85 58 104.15
28-Mar-05 65 30 18.75 0.25 0.05 35 0.2 23.75 65.25 30.05 65.5 130.25
29-Mar-05 46 20 4.2 0.15 0 26 0.15 10.2 46.15 20 46.3 92.15
30-Mar-05 13 2 2.5 5 0.15 11 4.85 11.5 18 2.15 23 31
31-Mar-05 3.15 1 0 0 0 2.15 0 1.15 3.15 1 3.15 6.3
Page | xl
YEAR-2004
BULL BEAR BUTTERFLY

27-Feb-04 44 27 15 27.9 20 17 7.9 5 71.9 47 99.8 115.9
1-Mar-04 51 34.95 20.95 25 7.5 16.05 17.5 2.05 76 42.45 101 127
3-Mar-04 55 35.6 21.6 10.25 6.2 19.4 4.05 5.4 65.25 41.8 75.5 120.25
4-Mar-04 56.35 31.55 17.55 12 6.3 24.8 5.7 10.8 68.35 37.85 80.35 124.7
5-Mar-04 55.5 34.8 17 11.7 5 20.7 6.7 2.9 67.2 39.8 78.9 122.7
8-Mar-04 60 41.7 21.75 7.55 2.3 18.3 5.25 -1.65 67.55 44 75.1 127.55
9-Mar-04 64 43.5 24 5.1 1.75 20.5 3.35 1 69.1 45.25 74.2 133.1
10-Mar-04 64 45 18.5 5.9 2 19 3.9 -7.5 69.9 47 75.8 133.9
11-Mar-04 37 20.65 8.95 12.5 5.55 16.35 6.95 4.65 49.5 26.2 62 86.5
12-Mar-04 44 23.25 12.5 11.25 3.55 20.75 7.7 10 55.25 26.8 66.5 99.25
15-Mar-04 36 14.5 7 8.7 2.65 21.5 6.05 14 44.7 17.15 53.4 80.7
16-Mar-04 25 11.7 7 11 3.35 13.3 7.65 8.6 36 15.05 47 61
17-Mar-04 27.9 13.7 5 8.25 2.1 14.2 6.15 5.5 36.15 15.8 44.4 64.05
18-Mar-04 22.85 7.15 3 5 2 15.7 3 11.55 27.85 9.15 32.85 50.7
19-Mar-04 24 6 2 10 4 18 6 14 34 10 44 58
22-Mar-04 7.6 1.5 2 17.75 1.85 6.1 15.9 6.6 25.35 3.35 43.1 32.95
23-Mar-04 3.85 1.65 0.75 23.5 4.05 2.2 19.45 1.3 27.35 5.7 50.85 31.2
24-Mar-04 2.25 0.9 0.75 24.5 7.9 1.35 16.6 1.2 26.75 8.8 51.25 29
25-Mar-04 0 0.05 0.75 24 20 -0.05 4 0.65 24 20.05 48 24
Page | xli
ANNEXURE 2: CALCULATIONS FOR QUARTERLY RESULTS
ANNESTURE 2.1: ICICI BANK
Q1-2006-07
EXPIRY BULL BEAR BUTTERFLY

Date DATE CAL-460 CAL-480 CAL-500 PUT-460 PUT-440 SPREAD SPREAD SPREAD STRADDLE STRANGLE STRIPS STRAPS
19-Jul-06 27-Jul-06 16.3 8.95 3.25 7.9 2.4 7.35 5.5 1.65 24.2 11.35 32.1 40.5
20-Jul-06 27-Jul-06 35.05 21.95 12.2 2.5 0.55 13.1 1.95 3.35 37.55 22.5 40.05 72.6
21-Jul-06 27-Jul-06 28.1 13 5 2.85 0.6 15.1 2.25 7.1 30.95 13.6 33.8 59.05
24-Jul-06 27-Jul-06 55.2 40.05 18.7 0.1 0 15.15 0.1 -6.2 55.3 40.05 55.4 110.5
25-Jul-06 27-Jul-06 82.6 64 43.6 0 0 18.6 0 -1.8 82.6 64 82.6 165.2
26-Jul-06 27-Jul-06 80.6 62 44.5 0 0 18.6 0 1.1 80.6 62 80.6 161.2
Q2-2006-07

20-Oct-06 30-Nov-06 34.55 25.3 17.95 26.85 18.35 9.25 8.5 1.9 61.4 43.65 88.25 95.95
21-Oct-06 30-Nov-06 32 22.95 15.95 26.65 17.95 9.05 8.7 2.05 58.65 40.9 85.3 90.65
23-Oct-06 30-Nov-06 23.2 16.1 10.85 36.8 26.1 7.1 10.7 1.85 60 42.2 96.8 83.2
26-Oct-06 30-Nov-06 28 16.8 8.95 18.85 11 11.2 7.85 3.35 46.85 27.8 65.7 74.85
27-Oct-06 30-Nov-06 29.1 17.95 9.35 17.5 16.65 11.15 0.85 2.55 46.6 34.6 64.1 75.7
30-Oct-06 30-Nov-06 50.7 35.2 23.85 8.15 10.6 15.5 -2.45 4.15 58.85 45.8 67 109.55
Q3-2006-07

17-Jan-07 25-Jan-07 27.8 18.5 10 25 17 9.3 8 0.8 52.8 35.5 77.8 80.6
18-Jan-07 25-Jan-07 20.4 13.1 8.55 20 20.65 7.3 -0.65 2.75 40.4 33.75 60.4 60.8
19-Jan-07 25-Jan-07 23.5 15 8.55 35 10 8.5 25 2.05 58.5 25 93.5 82
22-Jan-07 25-Jan-07 14.05 7.1 3.5 17.9 9 6.95 8.9 3.35 31.95 16.1 49.85 46
23-Jan-07 25-Jan-07 4.65 2.6 1 24 6.5 2.05 17.5 0.45 28.65 9.1 52.65 33.3
24-Jan-07 25-Jan-07 4.9 2 1 12.1 2.05 2.9 10.05 1.9 17 4.05 29.1 21.9
Page | xlii
Q4-2006-07

25-Apr-07 31-May-07 27 47.1 38.75 44.05 35.05 -20.1 9 -28.45 71.05 82.15 115.1 98.05
26-Apr-07 31-May-07 37.75 26.5 20.2 42.45 33.45 11.25 9 4.95 80.2 59.95 122.65 117.95
27-Apr-07 31-May-07 27.25 21.55 14 55.35 59 5.7 -3.65 -1.85 82.6 80.55 137.95 109.85
30-Apr-07 31-May-07 13.5 9.9 7.35 109.35 94.85 3.6 14.5 1.05 122.85 104.75 232.2 136.35
3-May-07 31-May-07 9 7 5.45 104.05 89.4 2 14.65 0.45 113.05 96.4 217.1 122.05
4-May-07 31-May-07 6.5 4.6 4.05 113.1 97.65 1.9 15.45 1.35 119.6 102.25 232.7 126.1
Q1-2007-08

18-Jul-07 26-Jul-07 20.45 12.35 5.9 11.15 4.1 8.1 7.05 1.65 31.6 16.45 42.75 52.05
19-Jul-07 26-Jul-07 24.6 16.55 9.1 9.15 2.8 8.05 6.35 0.6 33.75 19.35 42.9 58.35
20-Jul-07 26-Jul-07 18.75 12.2 7.2 8.7 3.5 6.55 5.2 1.55 27.45 15.7 36.15 46.2
23-Jul-07 26-Jul-07 8.3 4.05 2.6 14 2.4 4.25 11.6 2.8 22.3 6.45 36.3 30.6
24-Jul-07 26-Jul-07 5.75 2.6 1.1 13.55 2.9 3.15 10.65 1.65 19.3 5.5 32.85 25.05
25-Jul-07 26-Jul-07 2.15 0.75 0.6 21 3.7 1.4 17.3 1.25 23.15 4.45 44.15 25.3
Q2-2007-08

16-Oct-07 25-Oct-07 40.55 30.6 18.6 27.55 16.8 9.95 10.75 -2.05 68.1 47.4 95.65 108.65
17-Oct-07 25-Oct-07 28.9 18.8 13.5 54 36.5 10.1 17.5 4.8 82.9 55.3 136.9 111.8
18-Oct-07 25-Oct-07 14.1 7.9 10.35 107 71.95 6.2 35.05 8.65 121.1 79.85 228.1 135.2
19-Oct-07 25-Oct-07 8.8 5 5.05 119.25 119 3.8 0.25 3.85 128.05 124 247.3 136.85
22-Oct-07 25-Oct-07 4.45 3 1.05 81.05 80 1.45 1.05 -0.5 85.5 83 166.55 89.95
23-Oct-07 25-Oct-07 6.75 4.15 1 44.7 25 2.6 19.7 -0.55 51.45 29.15 96.15 58.2
24-Oct-07 25-Oct-07 4.15 1.1 1.05 42.25 25 3.05 17.25 3 46.4 26.1 88.65 50.55
Page | xliii
Q3-2007-08

16-Jan-08 31-Jan-08 60.95 43.9 31.35 35.35 22.55 17.05 12.8 4.5 96.3 66.45 131.65 157.25
17-Jan-08 31-Jan-08 39.15 28.25 19.85 56.4 38.25 10.9 18.15 2.5 95.55 66.5 151.95 134.7
18-Jan-08 31-Jan-08 19.3 15.1 12.3 112.25 76.05 4.2 36.2 1.4 131.55 91.15 243.8 150.85
21-Jan-08 31-Jan-08 9.95 8.8 6.3 223.4 151.35 1.15 72.05 -1.35 233.35 160.15 456.75 243.3
22-Jan-08 31-Jan-08 6.7 3.6 5.5 280 210 3.1 70 5 286.7 213.6 566.7 293.4
23-Jan-08 31-Jan-08 8.6 7.65 5.1 200 171.75 0.95 28.25 -1.6 208.6 179.4 408.6 217.2
Q4-2007-08

23-Apr-08 29-May-08 60 42 37.95 72.25 62.35 18 9.9 13.95 132.25 104.35 204.5 192.25
24-Apr-08 29-May-08 62.45 48.2 39.6 63.55 54.25 14.25 9.3 5.65 126 102.45 189.55 188.45
25-Apr-08 29-May-08 85 72 61.45 25 41.65 13 -16.65 2.45 110 113.65 135 195
28-Apr-08 29-May-08 94.2 56.75 44.45 31.9 43.55 37.45 -11.65 25.15 126.1 100.3 158 220.3
29-Apr-08 29-May-08 94.85 53.05 45.8 25 38.85 41.8 -13.85 34.55 119.85 91.9 144.85 214.7
30-Apr-08 29-May-08 78.5 45 33.4 30.05 35 33.5 -4.95 21.9 108.55 80 138.6 187.05
Page | xliv
ANNEXURE 2.2: INFOSYS TECHNOLOGIES
Q1-2006-07

7-Jul-06 27-Jul-06 127.95 87.15 44.05 141 93.3 40.8 47.7 -2.3 268.95 180.45 409.95 396.9
10-Jul-06 27-Jul-06 179.95 124.95 74.55 104.15 69.7 55 34.45 4.6 284.1 194.65 388.25 464.05
11-Jul-06 27-Jul-06 145.9 90.2 47.95 108.2 76.95 55.7 31.25 13.45 254.1 167.15 362.3 400
12-Jul-06 27-Jul-06 321.15 219.2 154.2 23 13.6 101.95 9.4 36.95 344.15 232.8 367.15 665.3
13-Jul-06 27-Jul-06 263.3 184.5 114.8 22.1 12.2 78.8 9.9 9.1 285.4 196.7 307.5 548.7
14-Jul-06 27-Jul-06 210 131 77.5 23.2 13.6 79 9.6 25.5 233.2 144.6 256.4 443.2
17-Jul-06 27-Jul-06 129.4 65.5 35.4 32.8 16.9 63.9 15.9 33.8 162.2 82.4 195 291.6
Q2-2006-07

6-Oct-06 26-Oct-06 63.6 46.95 33 56 38.3 16.65 17.7 2.7 119.6 85.25 175.6 183.2
9-Oct-06 26-Oct-06 92.05 74.25 55.5 48.05 37 17.8 11.05 -0.95 140.1 111.25 188.15 232.15
10-Oct-06 26-Oct-06 93.35 74.25 58.4 41.6 33.5 19.1 8.1 3.25 134.95 107.75 176.55 228.3
11-Oct-06 26-Oct-06 114.95 93.2 69.35 8.5 5.7 21.75 2.8 -2.1 123.45 98.9 131.95 238.4
12-Oct-06 26-Oct-06 163.2 132.05 102.85 5.05 2.5 31.15 2.55 1.95 168.25 134.55 173.3 331.45
13-Oct-06 26-Oct-06 226.7 197 168.9 3.65 1.25 29.7 2.4 1.6 230.35 198.25 234 457.05
16-Oct-06 26-Oct-06 279 211.05 184.8 3 3 67.95 0 41.7 282 214.05 285 561
Q3-2006-07

8-Jan-07 25-Jan-07 93.55 81.75 69.35 93.45 84.2 11.8 9.25 -0.6 187 165.95 280.45 280.55
9-Jan-07 25-Jan-07 77 65.4 53.65 96.05 82.5 11.6 13.55 -0.15 173.05 147.9 269.1 250.05
10-Jan-07 25-Jan-07 75.45 60.35 49.6 115.55 105.6 15.1 9.95 4.35 191 165.95 306.55 266.45
11-Jan-07 25-Jan-07 49.45 38.5 30.35 80 59.15 10.95 20.85 2.8 129.45 97.65 209.45 178.9
12-Jan-07 25-Jan-07 52.95 39.75 30 45.4 32.4 13.2 13 3.45 98.35 72.15 143.75 151.3
15-Jan-07 25-Jan-07 54.55 37.3 26.25 29.8 17.4 17.25 12.4 6.2 84.35 54.7 114.15 138.9
16-Jan-07 25-Jan-07 36.05 23.2 15.2 31.75 18.6 12.85 13.15 4.85 67.8 41.8 99.55 103.85
Page | xlv
Q4-2006-07

10-Apr-07 26-Apr-07 77.65 63.55 50.6 85.8 72.55 14.1 13.25 1.15 163.45 136.1 249.25 241.1
11-Apr-07 26-Apr-07 71.2 59.3 47.45 87.1 76.8 11.9 10.3 0.05 158.3 136.1 245.4 229.5
12-Apr-07 26-Apr-07 92.35 76.35 59.85 65.9 57.05 16 8.85 -0.5 158.25 133.4 224.15 250.6
13-Apr-07 26-Apr-07 92.05 71.7 53.6 19.15 14.95 20.35 4.2 2.25 111.2 86.65 130.35 203.25
16-Apr-07 26-Apr-07 117.95 90.55 65.1 10.4 6.75 27.4 3.65 1.95 128.35 97.3 138.75 246.3
17-Apr-07 26-Apr-07 76.55 57.9 39.25 14.15 9.05 18.65 5.1 0 90.7 66.95 104.85 167.25
18-Apr-07 26-Apr-07 71.25 50.45 33.9 12.15 7.85 20.8 4.3 4.25 83.4 58.3 95.55 154.65
Q1-2007-08

6-Jul-07 26-Jul-07 81.45 64.6 50.25 61 47.65 16.85 13.35 2.5 142.45 112.25 203.45 223.9
9-Jul-07 26-Jul-07 83.75 66.2 52.5 48.15 37.9 17.55 10.25 3.85 131.9 104.1 180.05 215.65
10-Jul-07 26-Jul-07 99.7 75.6 60.25 38.7 29.35 24.1 9.35 8.75 138.4 104.95 177.1 238.1
11-Jul-07 26-Jul-07 33.05 22.1 15.5 46.15 33.3 10.95 12.85 4.35 79.2 55.4 125.35 112.25
12-Jul-07 26-Jul-07 28.7 17.85 11.35 44.05 30.65 10.85 13.4 4.35 72.75 48.5 116.8 101.45
13-Jul-07 26-Jul-07 26.8 17 10.35 40.2 26.6 9.8 13.6 3.15 67 43.6 107.2 93.8
16-Jul-07 26-Jul-07 22.7 12.15 8.8 40.9 26.25 10.55 14.65 7.2 63.6 38.4 104.5 86.3
Q2-2007-08

8-Oct-07 25-Oct-07 89.25 75.4 62.75 90 80 13.85 10 1.2 179.25 155.4 269.25 268.5
9-Oct-07 25-Oct-07 115.65 98.2 84.6 74.85 56 17.45 18.85 3.85 190.5 154.2 265.35 306.15
10-Oct-07 25-Oct-07 177.7 147.4 129.1 59.45 45.1 30.3 14.35 12 237.15 192.5 296.6 414.85
11-Oct-07 25-Oct-07 58.8 48.2 39.55 86 72.6 10.6 13.4 1.95 144.8 120.8 230.8 203.6
12-Oct-07 25-Oct-07 39.1 27.25 20.75 115 94 11.85 21 5.35 154.1 121.25 269.1 193.2
15-Oct-07 25-Oct-07 27.8 21.5 16.2 108.6 80 6.3 28.6 1 136.4 101.5 245 164.2
16-Oct-07 25-Oct-07 14.65 10 9.1 166 139.5 4.65 26.5 3.75 180.65 149.5 346.65 195.3
Page | xlvi
Q3-2007-08

8-Jan-08 31-Jan-08 107.6 86.8 73.8 78.05 56.5 20.8 21.55 7.8 185.65 143.3 263.7 293.25
9-Jan-08 31-Jan-08 90.65 78.3 64.1 71.4 59.6 12.35 11.8 -1.85 162.05 137.9 233.45 252.7
10-Jan-08 31-Jan-08 57.6 46.2 37.05 93.45 73.45 11.4 20 2.25 151.05 119.65 244.5 208.65
11-Jan-08 31-Jan-08 37.7 28.05 22.15 87 78 9.65 9 3.75 124.7 106.05 211.7 162.4
14-Jan-08 31-Jan-08 29.15 20.45 17.8 133.95 110.25 8.7 23.7 6.05 163.1 130.7 297.05 192.25
15-Jan-08 31-Jan-08 20.35 15.25 12.95 156.25 134.25 5.1 22 2.8 176.6 149.5 332.85 196.95
16-Jan-08 31-Jan-08 17.95 14.75 12.85 150.05 133 3.2 17.05 1.3 168 147.75 318.05 185.95
Q4-2007-08

9-Apr-08 24-Apr-08 62.4 47.45 33.1 53.2 45 14.95 8.2 0.6 115.6 92.45 168.8 178
10-Apr-08 24-Apr-08 50.1 37.25 24.15 64.5 47.55 12.85 16.95 -0.25 114.6 84.8 179.1 164.7
11-Apr-08 24-Apr-08 35.2 27.25 18.5 79.15 61.8 7.95 17.35 -0.8 114.35 89.05 193.5 149.55
15-Apr-08 24-Apr-08 57.55 38.2 24.35 22.45 13.3 19.35 9.15 5.5 80 51.5 102.45 137.55
16-Apr-08 24-Apr-08 129.95 100.45 72.1 5.75 4.25 29.5 1.5 1.15 135.7 104.7 141.45 265.65
17-Apr-08 24-Apr-08 194.4 161.3 132.85 4.35 3.5 33.1 0.85 4.65 198.75 164.8 203.1 393.15
21-Apr-08 24-Apr-08 177.8 154.5 126.5 2 1 23.3 1 -4.7 179.8 155.5 181.8 357.6
Page | xlvii
ANNEXURE 2.3: MARUTI SUZUKI INDIA LTD.
Q1-2006-07

24-Jul-06 31-Aug-06 62.75 53.7 45.7 54.25 44.55 9.05 9.7 1.05 117 98.25 171.25 179.75
25-Jul-06 31-Aug-06 73.1 26 53.9 15.5 36.2 47.1 -20.7 75 88.6 62.2 104.1 161.7
26-Jul-06 31-Aug-06 85.35 74.05 63.85 12 28.65 11.3 -16.65 1.1 97.35 102.7 109.35 182.7
27-Jul-06 31-Aug-06 95.15 82.9 71.75 12.5 22.95 12.25 -10.45 1.1 107.65 105.85 120.15 202.8
28-Jul-06 31-Aug-06 84.85 73.1 30.3 31.15 24.15 11.75 7 -31.05 116 97.25 147.15 200.85
31-Jul-06 31-Aug-06 95.4 82.4 70.6 23.15 17.45 13 5.7 1.2 118.55 99.85 141.7 213.95
1-Aug-06 31-Aug-06 89.9 77 65.35 22.45 16.7 12.9 5.75 1.25 112.35 93.7 134.8 202.25
Q2-2006-07

21-Oct-06 30-Nov-06 41.35 31.95 24.15 32.85 24.15 9.4 8.7 1.6 74.2 56.1 107.05 115.55
23-Oct-06 30-Nov-06 59.95 32.85 22.1 28.6 20.45 27.1 8.15 16.35 88.55 53.3 117.15 148.5
26-Oct-06 30-Nov-06 42.05 25.2 15.1 28.5 17.4 16.85 11.1 6.75 70.55 42.6 99.05 112.6
27-Oct-06 30-Nov-06 52.25 33.5 25.1 19.1 8 18.75 11.1 10.35 71.35 41.5 90.45 123.6
30-Oct-06 30-Nov-06 45.85 32.9 24.4 15 12.6 12.95 2.4 4.45 60.85 45.5 75.85 106.7
31-Oct-06 30-Nov-06 49.45 33.9 24.15 12 10.05 15.55 1.95 5.8 61.45 43.95 73.45 110.9
Q3-2006-07

17-Jan-07 25-Jan-07 32 18.6 11.5 13.5 6.75 13.4 6.75 6.3 45.5 25.35 59 77.5
18-Jan-07 25-Jan-07 30.45 20 10 8.55 3.7 10.45 4.85 0.45 39 23.7 47.55 69.45
19-Jan-07 25-Jan-07 23.05 15.4 10.2 9.25 3.75 7.65 5.5 2.45 32.3 19.15 41.55 55.35
22-Jan-07 25-Jan-07 42.15 22.6 11.15 1.5 0.55 19.55 0.95 8.1 43.65 23.15 45.15 85.8
23-Jan-07 25-Jan-07 35 8.7 3.25 3.65 0.45 26.3 3.2 20.85 38.65 9.15 42.3 73.65
24-Jan-07 25-Jan-07 34.5 16.35 4.8 1 0 18.15 1 6.6 35.5 16.35 36.5 70
25-Jan-07 25-Jan-07 51 31 10.25 0 0 20 0 -0.75 51 31 51 102
Page | xlviii
Q4-2006-07

19-Apr-07 31-May-07 61.4 26 42.75 40.2 31.6 35.4 8.6 52.15 101.6 57.6 141.8 163
20-Apr-07 31-May-07 63.45 53.05 43.9 35.8 27.7 10.4 8.1 1.25 99.25 80.75 135.05 162.7
23-Apr-07 31-May-07 53.5 43.8 35.45 38.05 29.35 9.7 8.7 1.35 91.55 73.15 129.6 145.05
24-Apr-07 31-May-07 72.8 38 35 28.55 21.6 34.8 6.95 31.8 101.35 59.6 129.9 174.15
25-Apr-07 31-May-07 67.25 55.95 46.05 28.55 21.45 11.3 7.1 1.4 95.8 77.4 124.35 163.05
26-Apr-07 31-May-07 69.95 40 34 24.7 18.2 29.95 6.5 23.95 94.65 58.2 119.35 164.6
27-Apr-07 31-May-07 67.15 55.25 33.55 11 17 11.9 -6 -9.8 78.15 72.25 89.15 145.3
Q1-2007-08

23-Jul-07 30-Aug-07 35.7 25.35 17.25 19.3 12.15 10.35 7.15 2.25 55 37.5 74.3 90.7
24-Jul-07 30-Aug-07 29.2 20.05 13.2 23.3 14.95 9.15 8.35 2.3 52.5 35 75.8 81.7
25-Jul-07 30-Aug-07 23.7 15.7 10 27.35 17.9 8 9.45 2.3 51.05 33.6 78.4 74.75
26-Jul-07 30-Aug-07 44.5 31.25 20 19.15 15 13.25 4.15 2 63.65 46.25 82.8 108.15
27-Jul-07 30-Aug-07 37.85 29.65 19 24.9 14.3 8.2 10.6 -2.45 62.75 43.95 87.65 100.6
30-Jul-07 30-Aug-07 46.7 33.9 20 15.6 9.7 12.8 5.9 -1.1 62.3 43.6 77.9 109
31-Jul-07 30-Aug-07 43.9 20.55 16.1 29 9.25 23.35 19.75 18.9 72.9 29.8 101.9 116.8
Q2-2007-08

24-Oct-07 29-Nov-07 88.45 74.5 62.25 71.5 57.45 13.95 14.05 1.7 159.95 131.95 231.45 248.4
25-Oct-07 29-Nov-07 117.05 100.5 85.7 54.55 43.05 16.55 11.5 1.75 171.6 143.55 226.15 288.65
26-Oct-07 29-Nov-07 126.1 108.45 92.5 45.85 35.5 17.65 10.35 1.7 171.95 143.95 217.8 298.05
29-Oct-07 29-Nov-07 125.7 107.25 90.65 38.55 29.1 18.45 9.45 1.85 164.25 136.35 202.8 289.95
30-Oct-07 29-Nov-07 77.9 65.8 55.25 94 77.85 12.1 16.15 1.55 171.9 143.65 265.9 249.8
31-Oct-07 29-Nov-07 67.45 56.15 46.45 97.3 80.4 11.3 16.9 1.6 164.75 136.55 262.05 232.2
1-Nov-07 29-Nov-07 31.2 35.5 28.9 140.65 120.05 -4.3 20.6 -10.9 171.85 155.55 312.5 203.05
Page | xlix
Q3-2007-08

24-Jan-08 28-Feb-08 53.1 43.4 35.05 38 29.25 9.7 8.75 1.35 91.1 72.65 129.1 144.2
25-Jan-08 28-Feb-08 86.35 74.05 62.95 26.75 20.4 12.3 6.35 1.2 113.1 94.45 139.85 199.45
28-Jan-08 28-Feb-08 108.3 94.2 81.3 18.05 13.25 14.1 4.8 1.2 126.35 107.45 144.4 234.65
29-Jan-08 28-Feb-08 104.7 90.45 77.5 16.75 12.15 14.25 4.6 1.3 121.45 102.6 138.2 226.15
30-Jan-08 28-Feb-08 89.55 76.25 64.25 19.9 14.5 13.3 5.4 1.3 109.45 90.75 129.35 199
31-Jan-08 28-Feb-08 91.75 77.9 65.45 16.9 12.05 13.85 4.85 1.4 108.65 89.95 125.55 200.4
1-Feb-08 28-Feb-08 140.9 124.95 110 10.6 7.5 15.95 3.1 1 151.5 132.45 162.1 292.4
Q4-2007-08

21-Apr-08 29-May-08 43.7 33.8 25.6 28.6 20.4 9.9 8.2 1.7 72.3 54.2 100.9 116
22-Apr-08 29-May-08 36.7 27.7 20.45 32.2 23.2 9 9 1.75 68.9 50.9 101.1 105.6
23-Apr-08 29-May-08 39.4 29.8 21.95 27.9 19.55 9.6 8.35 1.75 67.3 49.35 95.2 106.7
24-Apr-08 29-May-08 31.55 28 15.75 36.6 22.5 3.55 14.1 -8.7 68.15 50.5 104.75 99.7
25-Apr-08 29-May-08 27.45 20 15.75 40.5 29.55 7.45 10.95 3.2 67.95 49.55 108.45 95.4
28-Apr-08 29-May-08 21 11.7 15.6 49.1 36 9.3 13.1 13.2 70.1 47.7 119.2 91.1
29-Apr-08 29-May-08 20.15 15 11 43.2 31.35 5.15 11.85 1.15 63.35 46.35 106.55 83.5
Page | l
ANNEXURE 2.4: RELIANCE COMMUNICATIONS
Q1-2006-07- DATA NOT AVAILABLE
Q2-2006-07

23-Oct-06 30-Nov-06 17 9 12.45 15.3 13.35 8 1.95 11.45 32.3 22.35 47.6 49.3
26-Oct-06 30-Nov-06 13.15 9 5.5 14 12.85 4.15 1.15 0.65 27.15 21.85 41.15 40.3
27-Oct-06 30-Nov-06 24.8 19.15 13.05 6.75 8.95 5.65 -2.2 -0.45 31.55 28.1 38.3 56.35
30-Oct-06 30-Nov-06 32.75 23.5 16.9 5.65 3.15 9.25 2.5 2.65 38.4 26.65 44.05 71.15
31-Oct-06 30-Nov-06 22 17 12.5 6.5 6.5 5 0 0.5 28.5 23.5 35 50.5
1-Nov-06 30-Nov-06 26.1 20.1 14.85 4.75 3.5 6 1.25 0.75 30.85 23.6 35.6 56.95
2-Nov-06 30-Nov-06 30 21.4 14.85 3.25 6.15 8.6 -2.9 2.05 33.25 27.55 36.5 63.25
Q3-2006-07

24-Jan-07 22-Feb-07 20.15 11.25 8.5 20 14.2 8.9 5.8 6.15 40.15 25.45 60.15 60.3
25-Jan-07 22-Feb-07 21.8 12.55 5 18.8 12.85 9.25 5.95 1.7 40.6 25.4 59.4 62.4
29-Jan-07 22-Feb-07 28.3 17.65 8.7 10.6 5.8 10.65 4.8 1.7 38.9 23.45 49.5 67.2
31-Jan-07 22-Feb-07 30.8 17.65 9.75 7.95 5.4 13.15 2.55 5.25 38.75 23.05 46.7 69.55
1-Feb-07 22-Feb-07 38.5 22.9 12.85 3.15 1.9 15.6 1.25 5.55 41.65 24.8 44.8 80.15
2-Feb-07 22-Feb-07 52 34.75 21.55 2.2 1.8 17.25 0.4 4.05 54.2 36.55 56.4 106.2
5-Feb-07 22-Feb-07 74.9 56.1 40.5 1 1 18.8 0 3.2 75.9 57.1 76.9 150.8
Page | li
Q4-2006-07

25-Apr-07 31-May-07 32.2 21.15 15.2 20.05 12.8 11.05 7.25 5.1 52.25 33.95 72.3 84.45
26-Apr-07 31-May-07 32 20.55 12.15 13 12.25 11.45 0.75 3.05 45 32.8 58 77
27-Apr-07 31-May-07 22.25 12.15 6.6 20.2 14 10.1 6.2 4.55 42.45 26.15 62.65 64.7
30-Apr-07 31-May-07 29.45 18.85 10.75 11.4 6.25 10.6 5.15 2.5 40.85 25.1 52.25 70.3
3-May-07 31-May-07 29.2 19.7 11.55 12.6 5.5 9.5 7.1 1.35 41.8 25.2 54.4 71
4-May-07 31-May-07 28 16.7 9.55 13 6.8 11.3 6.2 4.15 41 23.5 54 69
7-May-07 31-May-07 23.1 14.4 8.1 14.5 8.6 8.7 5.9 2.4 37.6 23 52.1 60.7
Q1-2007-08

26-Jul-07 30-Aug-07 36.85 27.2 19.5 18.75 13 9.65 5.75 1.95 55.6 40.2 74.35 92.45
27-Jul-07 30-Aug-07 23.7 17.4 13.35 44.8 30.75 6.3 14.05 2.25 68.5 48.15 113.3 92.2
30-Jul-07 30-Aug-07 23.1 17.1 12.75 35.8 28 6 7.8 1.65 58.9 45.1 94.7 82
31-Jul-07 30-Aug-07 28.15 20.1 13.75 23.45 15.45 8.05 8 1.7 51.6 35.55 75.05 79.75
1-Aug-07 30-Aug-07 17.35 11.55 8.1 45 32.7 5.8 12.3 2.35 62.35 44.25 107.35 79.7
2-Aug-07 30-Aug-07 18.65 12.25 8.25 35 24.15 6.4 10.85 2.4 53.65 36.4 88.65 72.3
3-Aug-07 30-Aug-07 18.65 12.4 8.2 29 20.15 6.25 8.85 2.05 47.65 32.55 76.65 66.3
Q2-2007-08

26-Oct-07 29-Nov-07 58.4 47.7 39.8 47.5 43 10.7 4.5 2.8 105.9 90.7 153.4 164.3
29-Oct-07 29-Nov-07 67.2 57.85 49.15 48.1 38.85 9.35 9.25 0.65 115.3 96.7 163.4 182.5
30-Oct-07 29-Nov-07 61.7 54.65 45.8 50.4 42 7.05 8.4 -1.8 112.1 96.65 162.5 173.8
31-Oct-07 29-Nov-07 66.1 56.6 47.65 44 40 9.5 4 0.55 110.1 96.6 154.1 176.2
1-Nov-07 29-Nov-07 67.1 59.05 51.4 39.65 28 8.05 11.65 0.4 106.75 87.05 146.4 173.85
2-Nov-07 29-Nov-07 73.3 61.65 50.4 33.8 31 11.65 2.8 0.4 107.1 92.65 140.9 180.4
5-Nov-07 29-Nov-07 70.05 53.75 44.55 43 28 16.3 15 7.1 113.05 81.75 156.05 183.1
Page | lii
Q3-2007-08

28-Jan-08 28-Feb-08 69.9 60.9 41 58.7 48.85 9 9.85 -10.9 128.6 109.75 187.3 198.5
29-Jan-08 28-Feb-08 63.65 47 41 58.5 48.4 16.65 10.1 10.65 122.15 95.4 180.65 185.8
30-Jan-08 28-Feb-08 41.9 35.1 31 71.45 59.8 6.8 11.65 2.7 113.35 94.9 184.8 155.25
31-Jan-08 28-Feb-08 37.7 31.75 27.15 76.45 64.1 5.95 12.35 1.35 114.15 95.85 190.6 151.85
1-Feb-08 28-Feb-08 36.85 28.2 22.9 67.65 55.95 8.65 11.7 3.35 104.5 84.15 172.15 141.35
4-Feb-08 28-Feb-08 73.3 64.9 55.5 35 25.15 8.4 9.85 -1 108.3 90.05 143.3 181.6
5-Feb-08 28-Feb-08 69.5 62 49.95 30 21.45 7.5 8.55 -4.55 99.5 83.45 129.5 169
Q4-2007-08

25-Apr-08 29-May-08 36.85 26.4 18.3 19.95 15.55 10.45 4.4 2.35 56.8 41.95 76.75 93.65
28-Apr-08 29-May-08 43.05 30.7 20.1 17.15 12.5 12.35 4.65 1.75 60.2 43.2 77.35 103.25
29-Apr-08 29-May-08 37.45 27.2 18.55 18.5 10.05 10.25 8.45 1.6 55.95 37.25 74.45 93.4
30-Apr-08 29-May-08 36.4 25.6 16.2 17.25 14 10.8 3.25 1.4 53.65 39.6 70.9 90.05
2-May-08 29-May-08 29.5 20.45 13.95 22.35 16 9.05 6.35 2.55 51.85 36.45 74.2 81.35
5-May-08 29-May-08 22.65 14.4 9.45 24.3 15.45 8.25 8.85 3.3 46.95 29.85 71.25 69.6
6-May-08 29-May-08 15.3 9.75 6.25 27.65 18.8 5.55 8.85 2.05 42.95 28.55 70.6 58.25
Page | liii
ANNEXURE 2.5: RELIANCE INDUSTRIES
Q1-2006-07

17-Jul-06 27-Jul-06 35.7 26.05 18.05 23.05 14.9 9.65 8.15 1.65 58.75 40.95 81.8 94.45
18-Jul-06 27-Jul-06 23.65 15.1 10.25 33.65 25.65 8.55 8 3.7 57.3 40.75 90.95 80.95
19-Jul-06 27-Jul-06 14.65 8.75 5.2 52.5 38.95 5.9 13.55 2.35 67.15 47.7 119.65 81.8
20-Jul-06 27-Jul-06 12.1 6.5 3.8 33.95 22.9 5.6 11.05 2.9 46.05 29.4 80 58.15
21-Jul-06 27-Jul-06 3.65 2.5 2.25 60 42.65 1.15 17.35 0.9 63.65 45.15 123.65 67.3
24-Jul-06 27-Jul-06 2.8 1.85 0.9 50 31.5 0.95 18.5 0 52.8 33.35 102.8 55.6
25-Jul-06 27-Jul-06 2.3 1.2 0.45 35.2 17.05 1.1 18.15 0.35 37.5 18.25 72.7 39.8
Q2-2006-07

16-Oct-06 26-Oct-06 27.55 13.9 6.9 13.2 5.05 13.65 8.15 6.65 40.75 18.95 53.95 68.3
17-Oct-06 26-Oct-06 30.95 15.75 7.4 12.9 3.75 15.2 9.15 6.85 43.85 19.5 56.75 74.8
18-Oct-06 26-Oct-06 25.85 13.5 6.2 15.95 6 12.35 9.95 5.05 41.8 19.5 57.75 67.65
19-Oct-06 26-Oct-06 21.45 10.2 4.55 18.6 6.65 11.25 11.95 5.6 40.05 16.85 58.65 61.5
20-Oct-06 26-Oct-06 13.8 4.7 1.45 8.7 2.75 9.1 5.95 5.85 22.5 7.45 31.2 36.3
21-Oct-06 26-Oct-06 10 2.45 0.55 8.55 2.25 7.55 6.3 5.65 18.55 4.7 27.1 28.55
23-Oct-06 26-Oct-06 4 0.65 0.5 10.35 0.95 3.35 9.4 3.2 14.35 1.6 24.7 18.35
Q3-2006-07

15-Jan-07 25-Jan-07 36.2 20.65 11.7 18.05 7.75 15.55 10.3 6.6 54.25 28.4 72.3 90.45
16-Jan-07 25-Jan-07 26.95 14.6 7.4 22.35 9.65 12.35 12.7 5.15 49.3 24.25 71.65 76.25
17-Jan-07 25-Jan-07 29.85 15.85 7.65 21.2 9.65 14 11.55 5.8 51.05 25.5 72.25 80.9
18-Jan-07 25-Jan-07 33 17.45 8.7 13.25 3.6 15.55 9.65 6.8 46.25 21.05 59.5 79.25
19-Jan-07 25-Jan-07 38.75 18.4 8.85 5.25 1.2 20.35 4.05 10.8 44 19.6 49.25 82.75
22-Jan-07 25-Jan-07 32.8 11.7 4.55 3.55 0.55 21.1 3 13.95 36.35 12.25 39.9 69.15
23-Jan-07 25-Jan-07 18.85 5.1 1.75 4.6 0.65 13.75 3.95 10.4 23.45 5.75 28.05 42.3
Page | liv
Q4-2006-07

23-Apr-07 31-May-07 45.05 34.1 23 62.15 36.6 10.95 25.55 -0.15 107.2 70.7 169.35 152.25
24-Apr-07 31-May-07 63.7 47.05 34.5 37 24.6 16.65 12.4 4.1 100.7 71.65 137.7 164.4
25-Apr-07 31-May-07 73.2 53.55 40.25 28.15 21.1 19.65 7.05 6.35 101.35 74.65 129.5 174.55
26-Apr-07 31-May-07 72.85 52.75 40.25 31.25 22.8 20.1 8.45 7.6 104.1 75.55 135.35 176.95
27-Apr-07 31-May-07 39.7 28.35 19.5 50.15 35.95 11.35 14.2 2.5 89.85 64.3 140 129.55
30-Apr-07 31-May-07 47.25 34.25 23.65 34.05 24.9 13 9.15 2.4 81.3 59.15 115.35 128.55
3-May-07 31-May-07 89.1 67.95 49.3 18.05 12.25 21.15 5.8 2.5 107.15 80.2 125.2 196.25
Q1-2007-08

25-Jul-07 30-Aug-07 79.2 63.35 50.55 48.4 33.75 15.85 14.65 3.05 127.6 97.1 176 206.8
26-Jul-07 30-Aug-07 102.55 84.55 70 33 20.85 18 12.15 3.45 135.55 105.4 168.55 238.1
27-Jul-07 30-Aug-07 68.1 55.3 43.2 72.2 56.35 12.8 15.85 0.7 140.3 111.65 212.5 208.4
30-Jul-07 30-Aug-07 46.75 36.85 28.4 73.95 56.1 9.9 17.85 1.45 120.7 92.95 194.65 167.45
31-Jul-07 30-Aug-07 58.95 43.1 33.05 45.45 33.8 15.85 11.65 5.8 104.4 76.9 149.85 163.35
1-Aug-07 30-Aug-07 27.5 21.75 17 113.7 89.6 5.75 24.1 1 141.2 111.35 254.9 168.7
Q2-2007-08

15-Oct-07 25-Oct-07 116.85 91.75 70.1 82 57.35 25.1 24.65 3.45 198.85 149.1 280.85 315.7
16-Oct-07 25-Oct-07 115.3 90.8 71.65 93.05 67.05 24.5 26 5.35 208.35 157.85 301.4 323.65
17-Oct-07 25-Oct-07 139.4 115.8 88.2 81.4 54.4 23.6 27 -4 220.8 170.2 302.2 360.2
18-Oct-07 25-Oct-07 77.5 70.25 60.6 133.4 93.75 7.25 39.65 -2.4 210.9 164 344.3 288.4
19-Oct-07 25-Oct-07 26.5 20.55 18.05 199.7 153.6 5.95 46.1 3.45 226.2 174.15 425.9 252.7
22-Oct-07 25-Oct-07 10.3 8.1 5.05 243 186.5 2.2 56.5 -0.85 253.3 194.6 496.3 263.6
23-Oct-07 25-Oct-07 33.8 19.35 9.9 72 41.75 14.45 30.25 5 105.8 61.1 177.8 139.6
Page | lv
Q3-2007-08

14-Jan-08 31-Jan-08 118.65 97.4 71.55 83.95 61.15 21.25 22.8 -4.6 202.6 158.55 286.55 321.25
15-Jan-08 31-Jan-08 80.9 62.2 46.95 105.05 80.5 18.7 24.55 3.45 185.95 142.7 291 266.85
16-Jan-08 31-Jan-08 58.65 41.15 32.85 132.6 150 17.5 -17.4 9.2 191.25 191.15 323.85 249.9
17-Jan-08 31-Jan-08 30.45 20.65 15.85 201.15 167.25 9.8 33.9 5 231.6 187.9 432.75 262.05
18-Jan-08 31-Jan-08 13.15 10 9.45 383.5 332.85 3.15 50.65 2.6 396.65 342.85 780.15 409.8
21-Jan-08 31-Jan-08 8.25 4 5.2 699 610 4.25 89 5.45 707.25 614 1406.25 715.5
22-Jan-08 31-Jan-08 6.7 3.95 4.95 825 787 2.75 38 3.75 831.7 790.95 1656.7 838.4
Q4-2007-08

15-Apr-08 24-Apr-08 64.6 44.7 25.9 51.2 29.35 19.9 21.85 1.1 115.8 74.05 167 180.4
16-Apr-08 24-Apr-08 83.9 53.75 34.7 41.6 22.65 30.15 18.95 11.1 125.5 76.4 167.1 209.4
17-Apr-08 24-Apr-08 80.55 52.1 30.3 38.45 20.95 28.45 17.5 6.65 119 73.05 157.45 199.55
21-Apr-08 24-Apr-08 78.55 54.6 33.25 33.9 17.25 23.95 16.65 2.6 112.45 71.85 146.35 191
22-Apr-08 24-Apr-08 40.1 15.75 8.95 31.8 12.15 24.35 19.65 17.55 71.9 27.9 103.7 112
23-Apr-08 24-Apr-08 13.9 4.15 2.25 32.8 8.8 9.75 24 7.85 46.7 12.95 79.5 60.6
24-Apr-08 24-Apr-08 1.1 0.2 0.3 17.95 0.75 0.9 17.2 1 19.05 0.95 37 20.15
Page | lvi
ANNEXURE 3: SUMMARY TABLE-BUDGET
PREM (A)= PREMIUM PAID BEFORE BUDGET (ON THE NEXT DAY OF FEBRUARY MONTH EXPIRY)
PREM (B)= PREMIUM ON 5TH, 10TH AND 15TH DAY AFTER THE BUDGET
P/L in %-B= PROFIT/LOSS AFTER CONSIDERING THE COST OF BORKERAGE
NIFTY
2008 2007 2006 2005 2004

5-DAYS 10-DAYS 15-DAYS 5-DAYS 10-DAYS 15-DAYS 5-DAYS 10-DAYS 15-DAYS 5-DAYS 10-DAYS 15-DAYS 5-DAYS 10-DAYS 15-DAYS
PREM (A) 58.20 58.20 58.20 50.45 50.45 50.45 26.40 26.40 26.40 25.20 25.20 25.20 20.45 20.45 20.45
BULL PREM (B) 16.90 1.80 0.60 8.90 5.05 5.35 36.75 40.75 49.45 41.55 38.95 29.10 35.35 10.70 0.85
SPREAD P/L in % -70.96 -96.91 -98.97 -82.36 -89.99 -89.40 39.20 54.36 87.31 64.88 54.56 15.48 72.86 -47.68 -95.84
P/L in %-B -80.79 -106.74 -108.80
PREM (A) 25.10 25.10 25.10 41.55 41.55 41.55 20.25 20.25 20.25 20.70 20.70 20.70 21.05 21.05 21.05
BEAR PREM (B) 91.40 81.20 105.15 88.60 77.20 69.80 10.80 6.90 0.55 4.55 4.65 6.15 6.70 27.85 48.30
SPREAD P/L in % 264.14 223.51 318.92 113.24 85.80 67.99 -46.67 -65.93 -97.28 -78.02 -77.54 -70.29 -68.17 32.30 129.45
P/L in %-B 241.35 200.72 296.14
PREM (A) 4.90 4.90 4.90 11.10 11.10 11.10 5.10 5.10 5.10 5.40 5.40 5.40 6.50 6.50 6.50
BUTTERFLY PREM (B) 8.55 1.90 0.65 7.05 2.60 3.95 3.40 8.70 8.35 10.30 6.55 11.75 8.70 6.25 0.95
SPREAD P/L in % 74.49 -61.22 -86.73 -36.49 -76.58 -64.41 -33.33 70.59 63.73 90.74 21.30 117.59 33.85 -3.85 -85.38
P/L in %-B -159.18 -294.90 -320.41
PREM (A) 459.45 459.45 459.45 279.70 279.70 279.70 165.65 165.65 165.65 129.00 129.00 129.00 98.30 98.30 98.30
PREM (B) 500.05 704.10 367.45 345.55 320.40 156.40 172.45 155.00 183.70 120.00 108.20 62.55 109.65 80.55 114.10
STRADDLE P/L in % 8.84 53.25 -20.02 23.54 14.55 -44.08 4.11 -6.43 10.90 -6.98 -16.12 -51.51 11.55 -18.06 16.07
P/L in %-B 7.59 52.00 -21.27
PREM (A) 376.15 376.15 376.15 187.70 187.70 187.70 119.00 119.00 119.00 83.10 83.10 83.10 56.80 56.80 56.80
PREM (B) 391.75 621.10 261.70 248.05 238.15 81.25 124.90 107.35 133.70 73.90 64.60 27.30 67.60 42.00 64.95
STRANGLE P/L in % 4.15 65.12 -30.43 32.15 26.88 -56.71 4.96 -9.79 12.35 -11.07 -22.26 -67.15 19.01 -26.06 14.35
P/L in %-B 2.63 63.60 -31.95
PREM (A) 664.25 664.25 664.25 403.75 403.75 403.75 252.25 252.25 252.25 190.50 190.50 190.50 145.85 145.85 145.85
PREM (B) 961.65 1404.10 733.90 672.65 627.95 303.60 200.95 172.70 187.50 130.05 118.50 72.65 122.30 141.55 226.80
STRIPS P/L in % 44.77 111.38 10.49 66.60 55.53 -24.80 -20.34 -31.54 -25.67 -31.73 -37.80 -61.86 -16.15 -2.95 55.50
P/L in %-B 43.48 110.09 9.19
PREM (A) 714.10 714.10 714.10 435.35 435.35 435.35 244.70 244.70 244.70 196.50 196.50 196.50 149.05 149.05 149.05
PREM (B) 538.50 708.20 368.45 364.00 333.25 165.60 316.40 292.30 363.60 229.95 206.10 115.00 206.65 100.10 115.50
STRAPS P/L in % -24.59 -0.83 -48.40 -16.39 -23.45 -61.96 29.30 19.45 48.59 17.02 4.89 -41.48 38.64 -32.84 -22.51
P/L in %-B -25.79 -2.03 -49.61
Page | lvii
TATA STEEL
2008 2007 2006 2005 2004

PREM (A) 12.95 12.95 12.95 8.95 8.95 8.95 10.45 10.45 10.45 10.90 10.90 10.90 10.20 10.20 10.20
BULL PREM (B) 7.80 2.45 0.30 1.65 2.15 0.85 15.25 17.00 14.00 17.95 19.80 20.55 13.85 2.20 0.00
SPREAD P/L in % -39.77 -81.08 -97.68 -81.56 -75.98 -90.50 45.93 62.68 33.97 64.68 81.65 88.53 35.78 -78.43 -100.00
P/L in %-B -46.33 -87.64 -104.25
PREM (A) 6.95 6.95 6.95 4.25 4.25 4.25 7.15 7.15 7.15 6 6 6 6.15 6.15 6.15
BEAR PREM (B) 6.45 50 39 12.1 18.75 21 0.55 0.8 0.35 1.15 0.65 0.2 2.75 15.3 20.2
SPREAD P/L in % -7.19 619.42 461.15 184.71 341.18 394.12 -92.31 -88.81 -95.10 -80.83 -89.17 -96.67 -55.28 148.78 228.46
P/L in %-B -19.42 607.19 448.92
PREM (A) 3.25 3.25 3.25 4.1 4.1 4.1 7.65 7.65 7.65 4.25 4.25 4.25 3.8 3.8 3.8
BUTTERFLY PREM (B) 1.4 1.05 -0.2 1.2 1.4 0.5 -9.7 6.25 40.15 6.55 6.75 8.9 3.45 1.15 -0.1
SPREAD P/L in % -56.92 -67.69 -106.15 -70.73 -65.85 -87.80 -226.80 -18.30 424.84 54.12 58.82 109.41 -9.21 -69.74 -102.63
P/L in %-B -109.54 -120.31 -158.77
PREM (A) 83.4 83.4 83.4 36.6 36.6 36.6 38 38 38 34.95 34.95 34.95 38.45 38.45 38.45
PREM (B) 60.55 152.35 224.2 53.05 41.75 36.55 58.2 47.15 49.85 40.8 44.55 37.9 40.8 36.95 54.4
STRADDLE P/L in % -27.40 82.67 168.82 44.95 14.07 -0.14 53.16 24.08 31.18 16.74 27.47 8.44 6.11 -3.90 41.48
P/L in %-B -28.42 81.65 167.81
PREM (A) 63.5 63.5 63.5 23.4 23.4 23.4 20.4 20.4 20.4 18.05 18.05 18.05 22.1 22.1 22.1
PREM (B) 43.95 101.3 185.25 39.3 20.85 14.7 42.4 29.35 35.5 21.7 24.1 17.15 24.2 19.45 34.2
STRANGLE P/L in % -30.79 59.53 191.73 67.95 -10.90 -37.18 107.84 43.87 74.02 20.22 33.52 -4.99 9.50 -11.99 54.75
P/L in %-B -32.13 58.19 190.39
PREM (A) 111.35 111.35 111.35 53.3 53.3 53.3 52.8 52.8 52.8 46.5 46.5 46.5 52.5 52.5 52.5
PREM (B) 83.55 302.35 448.2 103.15 79.75 71.55 60.15 49.3 50.7 42.85 45.9 38.8 45.4 69.5 108.4
STRIPS P/L in % -24.97 171.53 302.51 93.53 49.62 34.24 13.92 -6.63 -3.98 -7.85 -1.29 -16.56 -13.52 32.38 106.48
P/L in %-B -26.12 170.38 301.37
PREM (A) 138.85 138.85 138.85 56.5 56.5 56.5 61.2 61.2 61.2 58.35 58.35 58.35 63.1 63.1 63.1
PREM (B) 98.1 154.7 224.4 56 45.5 38.1 114.45 92.15 98.85 79.55 87.75 74.9 77 41.35 54.8
STRAPS P/L in % -29.35 11.42 61.61 -0.88 -19.47 -32.57 87.01 50.57 61.52 36.33 50.39 28.36 22.03 -34.47 -13.15
P/L in %-B -30.27 10.49 60.69
Page | lviii
RELIANCE INDUSTRIES
2008 2007 2006 2005 2004

PREM (A) 53.4 53.4 53.4 16.1 16.1 16.1 11.15 11.15 11.15 8.5 8.5 8.5 11.1 11.1 11.1
BULL PREM (B) 10.6 3.15 0.75 2.8 0.85 0.75 16.75 18.05 10 16.8 16.6 13.35 18.45 8.55 0.55
SPREAD P/L in % -80.15 -94.10 -98.60 -82.61 -94.72 -95.34 50.22 61.88 -10.31 97.65 95.29 57.06 66.22 -22.97 -95.05
P/L in %-B -85.24 -99.19 -103.69
PREM (A) 35.45 35.45 35.45 12.55 12.55 12.55 6.95 6.95 6.95 8.15 8.15 8.15 5.15 5.15 5.15
BEAR PREM (B) 165.05 60 208.95 30 17.95 22.1 3.15 1.1 0.7 0.85 0.75 0.65 0.5 6.25 17.3
SPREAD P/L in % 365.59 69.25 489.42 139.04 43.03 76.10 -54.68 -84.17 -89.93 -89.57 -90.80 -92.02 -90.29 21.36 235.92
P/L in %-B 357.91 61.58 481.75
PREM (A) 18.4 18.4 18.4 2.65 2.65 2.65 3.55 3.55 3.55 2.65 2.65 2.65 3.6 3.6 3.6
BUTTERFLY PREM (B) 4.8 2.85 0.35 0.3 -0.4 -0.6 4.15 4.8 -11.1 3.05 4.9 6.8 5.1 5.2 0.3
SPREAD P/L in % -73.91 -84.51 -98.10 -88.68 -115.09 -122.64 16.90 35.21 -412.68 15.09 84.91 156.60 41.67 44.44 -91.67
P/L in %-B -103.53 -114.13 -127.72
PREM (A) 234.15 234.15 234.15 98.1 98.1 98.1 43.3 43.3 43.3 40.25 40.25 40.25 42.25 42.25 42.25
PREM (B) 355.2 307.05 311.25 129.4 130.1 74.75 49.7 50.45 66.25 50.75 43.75 25.6 59.35 27.4 33.85
STRADDLE P/L in % 51.70 31.13 32.93 31.91 32.62 -23.80 14.78 16.51 53.00 26.09 8.70 -36.40 40.47 -35.15 -19.88
P/L in %-B 50.54 29.97 31.77
PREM (A) 145.3 145.3 145.3 69.45 69.45 69.45 25.2 25.2 25.2 23.6 23.6 23.6 26 26 26
PREM (B) 179.55 243.9 101.55 96.6 111.3 51.9 29.8 31.3 55.55 33.1 26.4 11.6 40.4 12.6 16
STRANGLE P/L in % 23.57 67.86 -30.11 39.09 60.26 -25.27 18.25 24.21 120.44 40.25 11.86 -50.85 55.38 -51.54 -38.46
P/L in %-B 21.70 65.99 -31.98
PREM (A) 327.45 327.45 327.45 140.15 140.15 140.15 59.25 59.25 59.25 59 59 59 54.15 54.15 54.15
PREM (B) 685.2 607.05 621.25 252 257.1 146.85 54.85 53.2 67.5 52.8 45.5 27.25 61.2 38.5 66.5
STRIPS P/L in % 109.25 85.39 89.72 79.81 83.45 4.78 -7.43 -10.21 13.92 -10.51 -22.88 -53.81 13.02 -28.90 22.81
P/L in %-B 108.01 84.14 88.48
PREM (A) 375 375 375 154.15 154.15 154.15 70.65 70.65 70.65 61.75 61.75 61.75 72.6 72.6 72.6
PREM (B) 380.4 314.1 312.5 136.2 133.2 77.4 94.25 98.15 131.25 99.45 85.75 49.55 116.85 43.7 35.05
STRAPS P/L in % 1.44 -16.24 -16.67 -11.64 -13.59 -49.79 33.40 38.92 85.77 61.05 38.87 -19.76 60.95 -39.81 -51.72
P/L in %-B 0.35 -17.33 -17.75
Page | lix
ACC
2008 2007 2006 2005 2004

PREM (A) 9.6 9.6 9.6 24.05 24.05 24.05 9.3 9.3 9.3 7.9 7.9 7.9 4.15 4.15 4.15
BULL PREM (B) 15.75 6 10.75 -11.35 0.2 1.1 33.95 9.45 19.45 9.3 7.85 4.65 6.75 1.8 0.2
SPREAD P/L in % 64.06 -37.50 11.98 -147.19 -99.17 -95.43 265.05 1.61 109.14 17.72 -0.63 -41.14 62.65 -56.63 -95.18
P/L in %-B 54.17 -47.40 2.08
PREM (A) 9.05 9.05 9.05 16.1 16.1 16.1 8.2 8.2 8.2 7.65 7.65 7.65 5.05 5.05 5.05
BEAR PREM (B) 12 12.15 2.55 14.85 23.75 23.2 -0.45 -0.3 0 2.9 3.35 3.2 0.95 5.45 10.35
SPREAD P/L in % 32.60 34.25 -71.82 -7.76 47.52 44.10 -105.49 -103.66 -100.00 -62.09 -56.21 -58.17 -81.19 7.92 104.95
P/L in %-B 22.10 23.76 -82.32
PREM (A) 1.25 1.25 1.25 15.55 15.55 15.55 1.8 1.8 1.8 4.7 4.7 4.7 1.3 1.3 1.3
BUTTERFLY PREM (B) 15.65 1.6 3.1 -24.1 -0.7 1 22.45 -17.55 -5.9 6.15 6.5 4.15 1.2 0.85 0.1
SPREAD P/L in % 1152.00 28.00 148.00 -254.98 -104.50 -93.57 1147.22 -1075.00 -427.78 30.85 38.30 -11.70 -7.69 -34.62 -92.31
P/L in %-B 1000.00 -124.00 -4.00
PREM (A) 101.35 101.35 101.35 97 97 97 40.7 40.7 40.7 23.2 23.2 23.2 23.9 23.9 23.9
PREM (B) 80.5 66.4 23.85 109.05 162 150.35 156.45 182.65 164.95 17.55 14.7 8.95 25.1 18.7 22.05
STRADDLE P/L in % -20.57 -34.48 -76.47 12.42 67.01 55.00 284.40 348.77 305.28 -24.35 -36.64 -61.42 5.02 -21.76 -7.74
P/L in %-B -21.51 -35.42 -77.41
PREM (A) 82.7 82.7 82.7 56.85 56.85 56.85 23.2 23.2 23.2 7.65 7.65 7.65 14.7 14.7 14.7
PREM (B) 52.75 48.25 10.55 105.55 138.05 126.05 122.95 173.5 145.5 5.35 3.5 1.1 17.4 11.45 11.5
STRANGLE P/L in % -36.22 -41.66 -87.24 85.66 142.83 121.72 429.96 647.84 527.16 -30.07 -54.25 -85.62 18.37 -22.11 -21.77
P/L in %-B -37.36 -42.81 -88.39
PREM (A) 145 145 145 133.45 133.45 133.45 53.85 53.85 53.85 33.2 33.2 33.2 35.65 35.65 35.65
PREM (B) 135.25 113.4 26.95 213.55 321 299.35 156.95 182.85 164.95 20.9 18.5 12.45 28.05 33.35 43.55
STRIPS P/L in % -6.72 -21.79 -81.41 60.02 140.54 124.32 191.46 239.55 206.31 -37.05 -44.28 -62.50 -21.32 -6.45 22.16
P/L in %-B -7.70 -22.77 -82.39
PREM (A) 159.05 159.05 159.05 157.55 157.55 157.55 68.25 68.25 68.25 36.4 36.4 36.4 36.05 36.05 36.05
PREM (B) 106.25 85.8 44.6 113.6 165 151.7 312.4 365.1 329.9 31.75 25.6 14.4 47.25 22.75 22.6
STRAPS P/L in % -33.20 -46.05 -71.96 -27.90 4.73 -3.71 357.73 434.95 383.37 -12.77 -29.67 -60.44 31.07 -36.89 -37.31
P/L in %-B -34.09 -46.95 -72.85
Page | lx
STATE BANK OF INDIA
2008 2007 2006 2005 2004

PREM (A) 24.9 24.9 24.9 16.55 16.55 16.55 11.7 11.7 11.7 10.5 10.5 10.5 9.85 9.85 9.85
BULL PREM (B) 17.8 0.3 0 2.8 2.05 2.75 21 9.9 48 15.75 16.65 17.85 14.75 6.95 0.4
SPREAD P/L in % -28.51 -98.80 -100.00 -83.08 -87.61 -83.38 79.49 -15.38 310.26 50.00 58.57 70.00 49.75 -29.44 -95.94
P/L in %-B -36.91 -107.19 -108.39
PREM (A) 12.05 12.05 12.05 17.2 17.2 17.2 6.4 6.4 6.4 7.9 7.9 7.9 8.05 8.05 8.05
BEAR PREM (B) 18.95 28.55 30 23.25 -4.9 28.2 1.55 0.15 -0.1 2 1.15 0.05 1.2 7.85 15.25
SPREAD P/L in % 57.26 136.93 148.96 35.17 -128.49 63.95 -75.78 -97.66 -101.56 -74.68 -85.44 -99.37 -85.09 -2.48 89.44
P/L in %-B 39.92 119.59 131.62
PREM (A) 18.1 18.1 18.1 5.25 5.25 5.25 2.5 2.5 2.5 1.25 1.25 1.25 3.55 3.55 3.55
BUTTERFLY PREM (B) 32.15 -1.15 0 -0.65 0.15 1.9 8.7 -15.4 30.75 2.1 0.65 2.25 0 2.75 0.35
SPREAD P/L in % 77.62 -106.35 -100.00 -112.38 -97.14 -63.81 248.00 -716.00 1130.00 68.00 -48.00 80.00 -100.00 -22.54 -90.14
P/L in %-B 54.53 -129.45 -123.09
PREM (A) 232.25 232.25 232.25 94.6 94.6 94.6 62.8 62.8 62.8 65.5 65.5 65.5 46.5 46.5 46.5
PREM (B) 200.7 345.95 265.8 117.6 85.15 80.05 68.15 104.65 118.9 57.5 62.15 49.25 57.2 29.45 29.45
STRADDLE P/L in % -13.58 48.96 14.45 24.31 -9.99 -15.38 8.52 66.64 89.33 -12.21 -5.11 -24.81 23.01 -36.67 -36.67
P/L in %-B -14.48 48.06 13.55
PREM (A) 195.3 195.3 195.3 60.85 60.85 60.85 44.7 44.7 44.7 47.1 47.1 47.1 28.6 28.6 28.6
PREM (B) 163.95 317.1 235.8 91.55 88 49.1 45.6 94.6 71 39.75 44.35 31.35 41.25 14.65 13.8
STRANGLE P/L in % -16.05 62.37 20.74 50.45 44.62 -19.31 2.01 111.63 58.84 -15.61 -5.84 -33.44 44.23 -48.78 -51.75
P/L in %-B -17.12 61.30 19.67
PREM (A) 312.5 312.5 312.5 135.25 135.25 135.25 79.6 79.6 79.6 93.35 93.35 93.35 65.8 65.8 65.8
PREM (B) 351.4 688.3 531.6 222.6 162.65 155.5 72.3 106.3 119.8 62 64.3 50.5 61.1 44.45 57.4
STRIPS P/L in % 12.45 120.26 70.11 64.58 20.26 14.97 -9.17 33.54 50.50 -33.58 -31.12 -45.90 -7.14 -32.45 -12.77
P/L in %-B 11.45 119.25 69.11
PREM (A) 384.6 384.6 384.6 148.55 148.55 148.55 108.8 108.8 108.8 103.15 103.15 103.15 73.7 73.7 73.7
PREM (B) 250.7 349.55 265.8 130.2 92.8 84.65 132.15 207.65 236.9 110.5 122.15 97.25 110.5 43.9 30.95
STRAPS P/L in % -34.82 -9.11 -30.89 -12.35 -37.53 -43.02 21.46 90.85 117.74 7.13 18.42 -5.72 49.93 -40.43 -58.01
P/L in %-B -35.63 -9.93 -31.70
Page | lxi
SATYAM COMPUTERS
2008 2007 2006 2005 2004

PREM (A) 23.3 23.3 23.3 9.9 9.9 9.9 8.8 8.8 8.8 8.45 8.45 8.45 9.7 9.7 9.7
BULL PREM (B) -3 1 0.25 6.55 6.35 11.05 14.5 14.15 29 9.3 12.25 8.4 8.2 5.15 3.55
SPREAD P/L in % -112.88 -95.71 -98.93 -33.84 -35.86 11.62 64.77 60.80 229.55 10.06 44.97 -0.59 -15.46 -46.91 -63.40
P/L in %-B -114.94 -97.77 -100.99
PREM (A) 8.65 8.65 8.65 7.1 7.1 7.1 7.85 7.85 7.85 8.7 8.7 8.7 6.7 6.7 6.7
BEAR PREM (B) 12.85 18.4 12.05 14.9 8.6 3.85 3.05 3.45 1 6.15 3.2 3.4 7.4 9.2 6.95
SPREAD P/L in % 48.55 112.72 39.31 109.86 21.13 -45.77 -61.15 -56.05 -87.26 -29.31 -63.22 -60.92 10.45 37.31 3.73
P/L in %-B 43.01 107.17 33.76
PREM (A) 15.8 15.8 15.8 1.4 1.4 1.4 0.45 0.45 0.45 3.15 3.15 3.15 2.8 2.8 2.8
BUTTERFLY PREM (B) -9.3 0.2 0.5 5.9 3.65 7.85 5.35 -1.1 13.15 5.8 7.75 6.25 3 2.7 2.55
SPREAD P/L in % -158.86 -98.73 -96.84 321.43 160.71 460.71 1088.89 -344.44 2822.22 84.13 146.03 98.41 7.14 -3.57 -8.93
P/L in %-B -164.87 -104.75 -102.85
PREM (A) 63.25 63.25 63.25 46 46 46 52.9 52.9 52.9 32.55 32.55 32.55 36.05 36.05 36.05
PREM (B) 47.05 75.7 26.35 40.15 30.9 21.8 49.9 60.4 71 24.6 24.6 16.25 29 25.1 14.65
STRADDLE P/L in % -25.61 19.68 -58.34 -12.72 -32.83 -52.61 -5.67 14.18 34.22 -24.42 -24.42 -50.08 -19.56 -30.37 -59.36
P/L in %-B -26.37 18.92 -59.10
PREM (A) 31.3 31.3 31.3 29 29 29 36.25 36.25 36.25 15.4 15.4 15.4 19.65 19.65 19.65
PREM (B) 37.2 56.3 14.05 18.7 15.95 6.9 32.35 42.8 41 9.15 9.15 4.45 13.4 10.75 4.15
STRANGLE P/L in % 18.85 79.87 -55.11 -35.52 -45.00 -76.21 -10.76 18.07 13.10 -40.58 -40.58 -71.10 -31.81 -45.29 -78.88
P/L in %-B 17.32 78.34 -56.65
PREM (A) 90.2 90.2 90.2 62.05 62.05 62.05 72.75 72.75 72.75 47.95 47.95 47.95 48.7 48.7 48.7
PREM (B) 88.8 149.4 52.4 68.15 50.65 27.05 57.35 65.2 73 33.55 29.4 20.95 41.25 41.45 24.35
STRIPS P/L in % -1.55 65.63 -41.91 9.83 -18.37 -56.41 -21.17 -10.38 0.34 -30.03 -38.69 -56.31 -15.30 -14.89 -50.00
P/L in %-B -2.34 64.84 -42.69
PREM (A) 99.55 99.55 99.55 75.95 75.95 75.95 85.95 85.95 85.95 49.7 49.7 49.7 59.45 59.45 59.45
PREM (B) 52.35 77.7 26.65 52.3 42.05 38.35 92.35 116 140 40.25 44.4 27.8 45.75 33.85 19.6
STRAPS P/L in % -47.41 -21.95 -73.23 -31.14 -44.63 -49.51 7.45 34.96 62.89 -19.01 -10.66 -44.06 -23.04 -43.06 -67.03
P/L in %-B -48.13 -22.66 -73.94
Page | lxii
TATA MOTORS
2008 2007 2006 2005 2004

PREM (A) 17.1 17.1 17.1 10.95 10.95 10.95 10.25 10.25 10.25 8.4 8.4 8.4 10.25 10.25 10.25
BULL PREM (B) 6.4 -1.65 0.05 -0.95 2.4 2.9 18.25 11.35 19.7 15.45 7.4 3.7 14.7 2.55 0.55
SPREAD P/L in % -62.57 -109.65 -99.71 -108.68 -78.08 -73.52 78.05 10.73 92.20 83.93 -11.90 -55.95 43.41 -75.12 -94.63
P/L in %-B -67.19 -114.27 -104.33
PREM (A) 8.35 8.35 8.35 6.55 6.55 6.55 7 7 7 7.8 7.8 7.8 8.95 8.95 8.95
BEAR PREM (B) 11.8 18.6 8.2 15.9 16.35 14.75 1.7 1.2 0.1 2.15 7.3 9 3.85 13.8 20.65
SPREAD P/L in % 41.32 122.75 -1.80 142.75 149.62 125.19 -75.71 -82.86 -98.57 -72.44 -6.41 15.38 -56.98 54.19 130.73
P/L in %-B 31.86 113.29 -11.26
PREM (A) 16.25 16.25 16.25 2.7 2.7 2.7 2.2 2.2 2.2 1.4 1.4 1.4 3.4 3.4 3.4
BUTTERFLY PREM (B) 2.2 -4.3 -1.95 -2.95 0.9 1.9 -2.6 0.7 0.35 8.75 3.35 2.5 3.85 1.55 0.6
SPREAD P/L in % -86.46 -126.46 -112.00 -209.26 -66.67 -29.63 -218.18 -68.18 -84.09 525.00 139.29 78.57 13.24 -54.41 -82.35
P/L in %-B -96.18 -136.18 -121.72
PREM (A) 73.7 73.7 73.7 67.25 67.25 67.25 55.55 55.55 55.55 37.9 37.9 37.9 51 51 51
PREM (B) 56.75 91.35 24.25 89.9 85.05 53.4 143.55 114.4 138.8 34 25.4 18.7 50.9 39.9 67.55
STRADDLE P/L in % -23.00 23.95 -67.10 33.68 26.47 -20.59 158.42 105.94 149.86 -10.29 -32.98 -50.66 -0.20 -21.76 32.45
P/L in %-B -24.07 22.88 -68.17
PREM (A) 48.25 48.25 48.25 49.75 49.75 49.75 38.3 38.3 38.3 21.7 21.7 21.7 31.8 31.8 31.8
PREM (B) 38.55 74.4 16 74.95 66.3 35.75 123.6 101.85 119 16.4 10.7 6 32.35 23.55 46.35
STRANGLE P/L in % -20.10 54.20 -66.84 50.65 33.27 -28.14 222.72 165.93 210.70 -24.42 -50.69 -72.35 1.73 -25.94 45.75
P/L in %-B -21.74 52.56 -68.48
PREM (A) 103.3 103.3 103.3 98.25 98.25 98.25 77.55 77.55 77.55 51.95 51.95 51.95 70.95 70.95 70.95
PREM (B) 96 181.45 46.45 175.1 164.1 101.8 147.75 116.8 138.95 39 35.7 31.7 58.05 74.15 134.25
STRIPS P/L in % -7.07 75.65 -55.03 78.22 67.02 3.61 90.52 50.61 79.17 -24.93 -31.28 -38.98 -18.18 4.51 89.22
P/L in %-B -8.21 74.51 -56.18
PREM (A) 117.8 117.8 117.8 103.5 103.5 103.5 89.1 89.1 89.1 61.75 61.75 61.75 82.05 82.05 82.05
PREM (B) 74.25 92.6 26.3 94.6 91.05 58.4 282.9 226.4 277.45 63 40.5 24.4 94.65 45.55 68.4
STRAPS P/L in % -36.97 -21.39 -77.67 -8.60 -12.03 -43.57 217.51 154.10 211.39 2.02 -34.41 -60.49 15.36 -44.49 -16.64
P/L in %-B -37.97 -22.39 -78.68
Page | lxiii
RANBAXY LABORATORIES
2008 2007 2006 2005 2004

PREM (A) 7.85 7.85 7.85 6.4 6.4 6.4 8.15 8.15 8.15 7.2 7.2 7.2 17 17 17
BULL PREM (B) 12.4 14 14 2.3 0.9 1.05 6.2 1.5 0.5 19 41 31.5 18.3 21.5 6.1
SPREAD P/L in % 57.96 78.34 78.34 -64.06 -85.94 -83.59 -23.93 -81.60 -93.87 163.89 469.44 337.50 7.65 26.47 -64.12
P/L in %-B 51.08 71.46 71.46
PREM (A) 2.65 2.65 2.65 6.1 6.1 6.1 -2.3 -2.3 -2.3 9.3 9.3 9.3 7.9 7.9 7.9
BEAR PREM (B) 5.7 4.2 0.05 -6 8.05 10.2 4.45 7.3 9.7 9.85 4.35 2.55 5.25 6.05 15.9
SPREAD P/L in % 115.09 58.49 -98.11 -198.36 31.97 67.21 -293.48 -417.39 -521.74 5.91 -53.23 -72.58 -33.54 -23.42 101.27
P/L in %-B 94.72 38.11 -118.49
PREM (A) -3.15 -3.15 -3.15 1.5 1.5 1.5 4.4 4.4 4.4 -4.1 -4.1 -4.1 5 5 5
BUTTERFLY PREM (B) 3.65 5 -1.7 2.6 -0.25 1.05 1.75 0.1 0.4 11.1 20.15 4.55 -1.65 14 6.6
SPREAD P/L in % -215.87 -258.73 -46.03 73.33 -116.67 -30.00 -60.23 -97.73 -90.91 -370.73 -591.46 -210.98 -133.00 180.00 32.00
P/L in %-B -181.59 -233.02 -20.32
PREM (A) 40 40 40 38.85 38.85 38.85 40.7 40.7 40.7 67.8 67.8 67.8 71.9 71.9 71.9
PREM (B) 37.8 34.6 32.05 39 43.25 24.7 32.2 37.6 49.05 61.45 84.05 78.4 67.55 44.7 25.35
STRADDLE P/L in % -5.50 -13.50 -19.88 0.39 11.33 -36.42 -20.88 -7.62 20.52 -9.37 23.97 15.63 -6.05 -37.83 -64.74
P/L in %-B -6.85 -14.85 -21.23
PREM (A) 29.5 29.5 29.5 26.35 26.35 26.35 34.85 34.85 34.85 51.3 51.3 51.3 47 47 47
PREM (B) 19.7 16.4 18 42.7 34.3 13.45 21.55 28.8 38.85 32.6 38.7 44.35 44 17.15 3.35
STRANGLE P/L in % -33.22 -44.41 -38.98 62.05 30.17 -48.96 -38.16 -17.36 11.48 -36.45 -24.56 -13.55 -6.38 -63.51 -92.87
P/L in %-B -35.05 -46.24 -40.81
PREM (A) 50 50 50 52.85 52.85 52.85 56.7 56.7 56.7 102.1 102.1 102.1 99.8 99.8 99.8
PREM (B) 48.2 41.2 32.1 73 83.1 46.9 44.65 68.55 96.5 81.9 91.1 81.8 75.1 53.4 43.1
STRIPS P/L in % -3.60 -17.60 -35.80 38.13 57.24 -11.26 -21.25 20.90 70.19 -19.78 -10.77 -19.88 -24.75 -46.49 -56.81
P/L in %-B -5.22 -19.22 -37.42
PREM (A) 70 70 70 63.7 63.7 63.7 65.4 65.4 65.4 101.3 101.3 101.3 115.9 115.9 115.9
PREM (B) 65.2 62.6 64.05 44 46.65 27.2 51.95 44.25 50.65 102.45 161.05 153.4 127.55 80.7 32.95
STRAPS P/L in % -6.86 -10.57 -8.50 -30.93 -26.77 -57.30 -20.57 -32.34 -22.55 1.14 58.98 51.43 10.05 -30.37 -71.57
P/L in %-B -8.01 -11.73 -9.66
Page | lxiv
ANNEXURE 4: SUMMARY TABLE-QUARTERLY RESULTS
ICICI BANK
2006-07 2007-08
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
PREM (A) 7.35 9.25 9.3 -20.1 8.1 9.95 17.05 18
BULL PREM (B) 18.6 15.5 2.9 1.9 1.4 3.05 0.95 33.5
SPREAD P/L in % 153.06 67.57 -68.82 -109.45 -82.72 -69.35 -94.43 86.11
P/L in %-B 80.28
PREM (A) 5.5 8.5 8 9 7.05 10.75 12.8 9.9
BEAR PREM (B) 0 -2.45 10.05 15.45 17.3 17.25 28.25 -4.95
SPREAD P/L in % -100.00 -128.82 25.63 71.67 145.39 60.47 120.70 -150.00
P/L in %-B -160.61
PREM (A) 1.65 1.9 0.8 -28.45 1.65 -2.05 4.5 13.95
BUTTERFLY PREM (B) 1.1 4.15 1.9 1.35 1.25 3 -1.6 21.9
SPREAD P/L in % -33.33 118.42 137.50 -104.75 -24.24 -246.34 -135.56 56.99
P/L in %-B 42.01
PREM (A) 24.2 61.4 52.8 71.05 31.6 68.1 96.3 132.25
PREM (B) 80.6 58.85 17 119.6 23.15 46.4 208.6 108.55
STRADDLE P/L in % 233.06 -4.15 -67.80 68.33 -26.74 -31.86 116.61 -17.92
P/L in %-B -18.71
PREM (A) 11.35 43.65 35.5 82.15 16.45 47.4 66.45 104.35
PREM (B) 62 45.8 4.05 102.25 4.45 26.1 179.4 80
STRANGLE P/L in % 446.26 4.93 -88.59 24.47 -72.95 -44.94 169.98 -23.33
P/L in %-B -24.34
PREM (A) 32.1 88.25 77.8 115.1 42.75 95.65 131.65 204.5
PREM (B) 80.6 67 29.1 232.7 44.15 88.65 408.6 138.6
STRIPS P/L in % 151.09 -24.08 -62.60 102.17 3.27 -7.32 210.37 -32.22
P/L in %-B -32.99
PREM (A) 40.5 95.95 80.6 98.05 52.05 108.65 157.25 192.25
PREM (B) 161.2 109.55 21.9 126.1 25.3 50.55 217.2 187.05
STRAPS P/L in % 298.02 14.17 -72.83 28.61 -51.39 -53.47 38.12 -2.70
P/L in %-B -3.52
Page | lxv
INFOSYS TECHNOLOGIES
2006-07 2007-08
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
PREM (A) 40.8 16.65 11.8 14.1 16.85 13.85 20.8 14.95
BULL PREM (B) 63.9 67.95 12.85 20.8 10.55 4.65 3.2 23.3
SPREAD P/L in % 56.62 308.11 8.90 47.52 -37.39 -66.43 -84.62 55.85
P/L in %-B 43.28
PREM (A) 47.7 17.7 9.25 13.25 13.35 10 21.55 8.2
BEAR PREM (B) 15.9 0 13.15 4.3 14.65 26.5 17.05 1
SPREAD P/L in % -66.67 -100.00 42.16 -67.55 9.74 165.00 -20.88 -87.80
P/L in %-B -110.73
PREM (A) -2.3 2.7 -0.6 1.15 2.5 1.2 7.8 0.6
BUTTERFLY PREM (B) 33.8 41.7 4.85 4.25 7.2 3.75 1.3 -4.7
SPREAD P/L in % -1569.57 1444.44 -908.33 269.57 188.00 212.50 -83.33 -883.33
P/L in %-B -1508.33
PREM (A) 268.95 119.6 187 163.45 142.45 179.25 185.65 115.6
PREM (B) 162.2 282 67.8 83.4 63.6 180.65 168 179.8
STRADDLE P/L in % -39.69 135.79 -63.74 -48.98 -55.35 0.78 -9.51 55.54
P/L in %-B 53.91
PREM (A) 180.45 85.25 165.95 136.1 112.25 155.4 143.3 92.45
PREM (B) 82.4 214.05 41.8 58.3 38.4 149.5 147.75 155.5
STRANGLE P/L in % -54.34 151.09 -74.81 -57.16 -65.79 -3.80 3.11 68.20
P/L in %-B 66.17
PREM (A) 409.95 175.6 280.45 249.25 203.45 269.25 263.7 168.8
PREM (B) 195 285 99.55 95.55 104.5 346.65 318.05 181.8
STRIPS P/L in % -52.43 62.30 -64.50 -61.66 -48.64 28.75 20.61 7.70
P/L in %-B 6.04
PREM (A) 396.9 183.2 280.55 241.1 223.9 268.5 293.25 178
PREM (B) 291.6 561 103.85 154.65 86.3 195.3 185.95 357.6
STRAPS P/L in % -26.53 206.22 -62.98 -35.86 -61.46 -27.26 -36.59 100.90
P/L in %-B 99.32
Page | lxvi
MARUTI SUZUKI INDIA LTD.
2006-07 2007-08
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
PREM (A) 9.05 9.4 13.4 35.4 10.35 13.95 9.7 9.9
BULL PREM (B) 12.9 15.55 20 11.9 23.35 -4.3 15.95 5.15
SPREAD P/L in % 42.54 65.43 49.25 -66.38 125.60 -130.82 64.43 -47.98
P/L in %-B -57.07
PREM (A) 9.7 8.7 6.75 8.6 7.15 14.05 8.75 8.2
BEAR PREM (B) 5.75 1.95 0 -6 19.75 20.6 3.1 11.85
SPREAD P/L in % -40.72 -77.59 -100.00 -169.77 176.22 46.62 -64.57 44.51
P/L in %-B 33.54
PREM (A) 1.05 1.6 6.3 52.15 2.25 1.7 1.35 1.7
BUTTERFLY PREM (B) 1.25 5.8 -0.75 -9.8 18.9 -10.9 1 1.15
SPREAD P/L in % 19.05 262.50 -111.90 -118.79 740.00 -741.18 -25.93 -32.35
P/L in %-B -138.24
PREM (A) 117 74.2 45.5 101.6 55 159.95 91.1 72.3
PREM (B) 112.35 61.45 51 78.15 72.9 171.85 151.5 63.35
STRADDLE P/L in % -3.97 -17.18 12.09 -23.08 32.55 7.44 66.30 -12.38
P/L in %-B -13.62
PREM (A) 98.25 56.1 25.35 57.6 37.5 131.95 72.65 54.2
PREM (B) 93.7 43.95 31 72.25 29.8 155.55 132.45 46.35
STRANGLE P/L in % -4.63 -21.66 22.29 25.43 -20.53 17.89 82.31 -14.48
P/L in %-B -16.14
PREM (A) 171.25 107.05 59 141.8 74.3 231.45 129.1 100.9
PREM (B) 134.8 73.45 51 89.15 101.9 312.5 162.1 106.55
STRIPS P/L in % -21.28 -31.39 -13.56 -37.13 37.15 35.02 25.56 5.60
P/L in %-B 4.26
PREM (A) 179.75 115.55 77.5 163 90.7 248.4 144.2 116
PREM (B) 202.25 110.9 102 145.3 116.8 203.05 292.4 83.5
STRAPS P/L in % 12.52 -4.02 31.61 -10.86 28.78 -18.26 102.77 -28.02
P/L in %-B -29.18
Page | lxvii
RELIANCE COMMUNICATIONS
2006-07 2007-08
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
PREM (A) NA 8 8.9 11.05 9.65 10.7 9 10.45
BULL PREM (B) NA 8.6 18.8 8.7 6.25 16.3 7.5 5.55
SPREAD P/L in % NA 7.50 111.24 -21.27 -35.23 52.34 -16.67 -46.89
P/L in %-B -55.79
PREM (A) NA 1.95 5.8 7.25 5.75 4.5 9.85 4.4
BEAR PREM (B) NA -2.9 0 5.9 8.85 15 8.55 8.85
SPREAD P/L in % NA -248.72 -100.00 -18.62 53.91 233.33 -13.20 101.14
P/L in %-B 80.00
PREM (A) NA 11.45 6.15 5.1 1.95 2.8 -10.9 2.35
BUTTERFLY PREM (B) NA 2.05 3.2 2.4 2.05 7.1 -4.55 2.05
SPREAD P/L in % NA -82.10 -47.97 -52.94 5.13 153.57 -58.26 -12.77
P/L in %-B -91.49
PREM (A) NA 32.3 40.15 52.25 55.6 105.9 128.6 56.8
PREM (B) NA 33.25 75.9 37.6 47.65 113.05 99.5 42.95
STRADDLE P/L in % NA 2.94 89.04 -28.04 -14.30 6.75 -22.63 -24.38
P/L in %-B -26.02
PREM (A) NA 22.35 25.45 33.95 40.2 90.7 109.75 41.95
PREM (B) NA 27.55 57.1 23 32.55 81.75 83.45 28.55
STRANGLE P/L in % NA 23.27 124.36 -32.25 -19.03 -9.87 -23.96 -31.94
P/L in %-B -34.16
PREM (A) NA 47.6 60.15 72.3 74.35 153.4 187.3 76.75
PREM (B) NA 36.5 76.9 52.1 76.65 156.05 129.5 70.6
STRIPS P/L in % NA -23.32 27.85 -27.94 3.09 1.73 -30.86 -8.01
P/L in %-B -9.82
PREM (A) NA 49.3 60.3 84.45 92.45 164.3 198.5 93.65
PREM (B) NA 63.25 150.8 60.7 66.3 183.1 169 58.25
STRAPS P/L in % NA 28.30 150.08 -28.12 -28.29 11.44 -14.86 -37.80
P/L in %-B -39.28
Page | lxviii
RELIANCE INDUSTRIES LTD.
2006-07 2007-08
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
PREM (A) 9.65 13.65 15.55 10.95 15.85 25.1 21.25 19.9
BULL PREM (B) 1.1 3.35 13.75 21.15 5.75 14.45 2.75 0.9
SPREAD P/L in % -88.60 -75.46 -11.58 93.15 -63.72 -42.43 -87.06 -95.48
P/L in %-B -111.16
PREM (A) 8.15 8.15 10.3 25.55 14.65 24.65 22.8 21.85
BEAR PREM (B) 18.15 9.4 3.95 5.8 24.1 30.25 38 17.2
SPREAD P/L in % 122.70 15.34 -61.65 -77.30 64.51 22.72 66.67 -21.28
P/L in %-B -35.56
PREM (A) 1.65 6.65 6.6 -0.15 3.05 3.45 -4.6 1.1
BUTTERFLY PREM (B) 0.35 3.2 10.4 2.5 1 5 3.75 1
SPREAD P/L in % -78.79 -51.88 57.58 -1766.67 -67.21 44.93 -181.52 -9.09
P/L in %-B -575.45
PREM (A) 58.75 40.75 54.25 107.2 127.6 198.85 202.6 115.8
PREM (B) 37.5 14.35 23.45 107.15 141.2 105.8 831.7 19.05
STRADDLE P/L in % -36.17 -64.79 -56.77 -0.05 10.66 -46.79 310.51 -83.55
P/L in %-B -86.24
PREM (A) 40.95 18.95 28.4 70.7 97.1 149.1 158.55 74.05
PREM (B) 18.25 1.6 5.75 80.2 111.35 61.1 790.95 0.95
STRANGLE P/L in % -55.43 -91.56 -79.75 13.44 14.68 -59.02 398.86 -98.72
P/L in %-B -102.93
PREM (A) 81.8 53.95 72.3 169.35 176 280.85 286.55 167
PREM (B) 72.7 24.7 28.05 125.2 254.9 177.8 1656.7 37
STRIPS P/L in % -11.12 -54.22 -61.20 -26.07 44.83 -36.69 478.15 -77.84
P/L in %-B -80.64
PREM (A) 94.45 68.3 90.45 152.25 206.8 315.7 321.25 180.4
PREM (B) 39.8 18.35 42.3 196.25 168.7 139.6 838.4 20.15
STRAPS P/L in % -57.86 -73.13 -53.23 28.90 -18.42 -55.78 160.98 -88.83
P/L in %-B -91.42
Page | lxix
ANNEXURE 5: DATES OF DECLARATION OF QUARTERLY RESULTS
COMPANY 2006-07 2007-08

NAMES Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
INFY 12-Jul 11-Oct 11-Jan 13-Apr 11-Jul 11-Oct 11-Jan 15-Apr
RIL 20-Jul 19-Oct 18-Jan 26-Apr 28-Jul 18-Oct 17-Jan 21-Apr
ICICI BANK 22-Jul 24-Oct 20-Jan 28-Apr 21-Jul 19-Oct 19-Jan 26-Apr
MARUTI 27-Jul 26-Oct 22-Jan 24-Apr 26-Jul 29-Oct 29-Jan 24-Apr
RCOM 31-Jul 30-Oct 31-Jan 30-Apr 31-Jul 31-Oct 31-Jan 30-Apr
Page | lxx

ANNEXTURES

Enviado por

Dados do documento

Direitos autorais

Formatos disponíveis

Compartilhar este documento

Compartilhar ou incorporar documento

Opções de compartilhamento

Você considera este documento útil?

Este conteúdo é inapropriado?

Direitos autorais:

Formatos disponíveis

ANNEXTURES

Enviado por

Direitos autorais:

Formatos disponíveis

ANNEXES

ANNEXURE 1.1: NIFTY

3900-call- 4000-call- 4100-call- 3900-put- 3800-put- bull bear butterfly'0

3050-call- bull bear

2050-call- bull bear butterfly

1800-call- bull bear butterfly

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

BULL BEAR BUTTERFLY

ANNESTURE 2.1: ICICI BANK

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

Q1-2006-07- DATA NOT AVAILABLE

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY

EXPIRY BULL BEAR BUTTERFLY