Derivative Margin Report 28.09.11

SYMBOL SPAN_PER_SHARE TOTAL_PER_SHARE EXPMGN_PERLOT SPAN_PER
EXPMGN_PER_SHARE SPAN_PERLOT TOTAL_PERLOT EXP_PER TOTAL_PER
3IINFOTECH 4.21 1.35 5.56 33680 10800 44480 15.59 5 20.59
ABAN 73.82 18.43 92.25 36910 9215 46125 20.02 5 25.02
ABB 95.22 37.59 132.81 47610 18795 66405 12.67 5 17.67
ABGSHIP 42.82 19.95 62.77 42820 19950 62770 10.73 5 15.73
ABIRLANUVO 97.86 45.73 143.59 48930 22865 71795 10.7 5 15.7
ACC 116.52 54.44 170.96 29130 13610 42740 10.7 5 15.7
ADANIENT 100.57 28.25 128.82 50285 14125 64410 17.8 5 22.8
ADANIPOWER 12.93 4.34 17.27 25860 8680 34540 14.89 5 19.89
ALBK 17.35 8.08 25.43 17350 8080 25430 10.74 5 15.74
ALOKTEXT 3.01 0.88 3.89 30100 8800 38900 17.2 5 22.2
AMBUJACEM 19.04 7.41 26.45 38080 14820 52900 12.86 5 17.86
ANDHRABANK 13.54 6.19 19.73 27080 12380 39460 10.95 5 15.95
APIL 61.65 26.26 87.91 30825 13130 43955 11.74 5 16.74
APOLLOTYRE 8.22 2.88 11.1 32880 11520 44400 14.28 5 19.28
AREVAT&D 24.16 11.27 35.43 24160 11270 35430 10.72 5 15.72
ARVIND 16.63 4.97 21.6 66520 19880 86400 16.72 5 21.72
ASHOKLEY 3.51 1.31 4.82 28080 10480 38560 13.37 5 18.37
ASIANPAINT 332.89 155.52 488.41 41611.25 19440 61051.25 10.7 5 15.7
AUROPHARMA 19.44 6.55 25.99 38880 13100 51980 14.84 5 19.84
AXISBANK 149.32 54.46 203.78 37330 13615 50945 13.71 5 18.71
BAJAJ-AUTO 165.95 77.54 243.49 41487.5 19385 60872.5 10.7 5 15.7
BAJAJHIND 7.61 2.02 9.63 36040.96 9566.72 45607.68 18.88 5 23.88
BAJAJHLDNG 79.31 37.06 116.37 39655 18530 58185 10.7 5 15.7
BALRAMCHIN 5.31 2.44 7.75 21240 9760 31000 10.87 5 15.87
BANKBARODA 86.83 40.56 127.39 21707.5 10140 31847.5 10.7 5 15.7
BANKINDIA 36.79 15.61 52.4 18395 7805 26200 11.78 5 16.78
BANKNIFTY 794.72 289.3 1084.02 19868 7232.5 27100.5 8.24 3 11.24
BATAINDIA 70.09 32.62 102.71 70090 32620 102710 10.74 5 15.74
BEL 162.84 76.08 238.92 20355 9510 29865 10.7 5 15.7
BEML 63.04 23.65 86.69 31520 11825 43345 13.33 5 18.33
BFUTILITIE 110.76 24.51 135.27 55380 12255 67635 22.59 5 27.59
BGRENERGY 74.11 16.9 91.01 37055 8450 45505 21.93 5 26.93
BHARATFORG 29.78 13.66 43.44 29780 13660 43440 10.9 5 15.9
BHARTIARTL 41.51 19.38 60.89 41510 19380 60890 10.71 5 15.71
BHEL 176.58 82.5 259.08 22072.5 10312.5 32385 10.7 5 15.7
BHUSANSTL 44.8 16.38 61.18 22400 8190 30590 13.68 5 18.68
BIOCON 36.5 17.02 53.52 36500 17020 53520 10.72 5 15.72
BOMDYEING 51.51 18.03 69.54 51510 18030 69540 14.28 5 19.28
BOSCHLTD 765.16 357.54 1122.7 95645 44692.5 140337.5 10.7 5 15.7
BPCL 70.49 32.92 103.41 35245 16460 51705 10.71 5 15.71
BRFL 29.68 13.85 43.53 29680 13850 43530 10.71 5 15.71
CAIRN 40.78 14 54.78 40780 14000 54780 14.56 5 19.56
CANBK 47.43 22.16 69.59 23715 11080 34795 10.7 5 15.7
CENTRALBK 12.03 5.25 17.28 24060 10500 34560 11.46 5 16.46
CENTURYTEX 43.19 15.27 58.46 43190 15270 58460 14.14 5 19.14
CESC 34.58 14.02 48.6 34580 14020 48600 12.33 5 17.33
CHAMBLFERT 16.03 4.84 20.87 64120 19360 83480 16.57 5 21.57
CIPLA 30.68 14.3 44.98 30680 14300 44980 10.73 5 15.73
CNXIT 559.5 167.37 726.87 27975 8368.5 36343.5 10.03 3 13.03
COALINDIA 41.7 17.94 59.64 41700 17940 59640 11.63 5 16.63
COLPAL 103.28 48.24 151.52 25820 12060 37880 10.71 5 15.71
COREEDUTEC 31.99 0 31.99 31990 0 31990 10.72 0 10.72

CROMPGREAV22.55 7.75 30.3 22550 7750 30300 14.56 5 19.56
CUMMINSIND 43.82 20.46 64.28 30674 14322 44996 10.71 5 15.71
DABUR 11.13 5.16 16.29 44520 20640 65160 10.78 5 15.78
DCB 6.71 2.34 9.05 53680 18720 72400 14.32 5 19.32
DCHL 12.02 3.06 15.08 48080 12240 60320 20.32 5.17 25.49
DELTACORP 18.43 5.55 23.98 36860 11100 47960 17.91 5.39 23.3
DENABANK 10.12 4 14.12 40480 16000 56480 12.65 5 17.65
DHANBANK 11.22 3.87 15.09 22440 7740 30180 14.5 5 19.5
DISHTV 10.22 3.9 14.12 40880 15600 56480 13.12 5 18.12
DIVISLAB 77.61 36.25 113.86 38805 18125 56930 10.71 5 15.71
DLF 44.37 10.8 55.17 44370 10800 55170 20.55 5 25.55
DRREDDY 160.53 74.98 235.51 40132.5 18745 58877.5 10.7 5 15.7
EDUCOMP 45.67 11.24 56.91 22835 5620 28455 20.31 5 25.31
EKC 11.62 3.71 15.33 46480 14840 61320 15.67 5 20.67
ESCORTS 13.42 3.75 17.17 26840 7500 34340 17.92 5 22.92
ESSAROIL 13.63 4.35 17.98 27260 8700 35960 15.68 5 20.68
EXIDEIND 15.04 6.64 21.68 30080 13280 43360 11.33 5 16.33
FEDERALBNK 49.01 18.77 67.78 49010 18770 67780 13.06 5 18.06
FINANTECH 135.75 41.6 177.35 67875 20800 88675 16.32 5 21.32
FORTIS 13.44 6.26 19.7 26880 12520 39400 10.74 5 15.74
FSL 2.1 0.58 2.68 25200 6960 32160 18.03 5 23.03
GAIL 44.32 20.68 65 22160 10340 32500 10.72 5 15.72
GESHIP 26.67 12.44 39.11 26670 12440 39110 10.72 5 15.72
GITANJALI 40.3 17.91 58.21 40300 17910 58210 11.25 5 16.25
GLAXO 222 103.69 325.69 27750 12961.25 40711.25 10.7 5 15.7
GMDCLTD 23.75 8.97 32.72 47500 17940 65440 13.24 5 18.24
GMRINFRA 4.11 1.34 5.45 32880 10720 43600 15.31 5 20.31
GODREJIND 31.86 9.89 41.75 63720 19780 83500 16.11 5 21.11
GRASIM 247.57 115.65 363.22 30946.25 14456.25 45402.5 10.7 5 15.7
GSPL 11.03 4.96 15.99 44120 19840 63960 11.11 5 16.11
GTL 21.32 8.36 29.68 10660 4180 14840 34.81 13.65 48.46
GTOFFSHORE 38.04 6.43 44.47 38040 6430 44470 29.57 5 34.57
GUJFLUORO 62.65 26.61 89.26 31325 13305 44630 11.77 5 16.77
GVKPIL 2.1 0.82 2.92 16800 6560 23360 12.77 5 17.77
HAVELLS 39.51 18.42 57.93 39510 18420 57930 10.73 5 15.73
HCC 4.11 1.48 5.59 32880 11840 44720 13.86 5 18.86
HCLTECH 61.62 19.71 81.33 30810 9855 40665 15.63 5 20.63
HDFC 68.79 32.11 100.9 34395 16055 50450 10.71 5 15.71
HDFCBANK 49.13 22.95 72.08 30706.25 14343.75 45050 10.71 5 15.71
HDIL 20.03 5.1 25.13 40060 10200 50260 19.63 5 24.63
HEROMOTOCO 213.88 99.91 313.79 53470 24977.5 78447.5 10.7 5 15.7
HEXAWARE 15.22 3.94 19.16 60880 15760 76640 19.33 5 24.33
HINDALCO 21.64 6.74 28.38 21640 6740 28380 16.05 5 21.05
HINDOILEXP 20.83 5.65 26.48 41660 11300 52960 18.44 5 23.44
HINDPETRO 39.41 18.4 57.81 39410 18400 57810 10.71 5 15.71
HINDUNILVR 36.3 16.96 53.26 36300 16960 53260 10.7 5 15.7
HINDZINC 14.84 6.02 20.86 29680 12040 41720 12.32 5 17.32
HOTELEELA 4.61 1.86 6.47 36880 14880 51760 12.43 5 17.43
IBREALEST 14.02 3.85 17.87 28040 7700 35740 18.23 5 23.23
ICICIBANK 103.86 44.4 148.26 25965 11100 37065 11.7 5 16.7
IDBI 14.73 5.34 20.07 29460 10680 40140 13.79 5 18.79
IDEA 10.53 4.91 15.44 42120 19640 61760 10.72 5 15.72
IDFC 14.43 5.63 20.06 28860 11260 40120 12.83 5 17.83

IFCI 5.61 1.62 7.23 22440 6480 28920 17.34 5 22.34
IGL 45.62 21.3 66.92 45620 21300 66920 10.71 5 15.71
INDHOTEL 7.62 3.54 11.16 30480 14160 44640 10.76 5 15.76
INDIACEM 12.62 3.56 16.18 50480 14240 64720 17.74 5 22.74
INDIAINFO 8.22 3.57 11.79 32880 14280 47160 11.51 5 16.51
INDIANB 26.36 10.54 36.9 26360 10540 36900 12.5 5 17.5
INDUSINDBK 31.98 13.25 45.23 31980 13250 45230 12.07 5 17.07
INFY 309.52 122.28 431.8 38690 15285 53975 12.66 5 17.66
IOB 10.23 4.76 14.99 20460 9520 29980 10.76 5 15.76
IOC 33.69 15.73 49.42 33690 15730 49420 10.71 5 15.71
IRB 29.05 8.49 37.54 58100 16980 75080 17.11 5 22.11
ITC 20.76 9.67 30.43 41520 19340 60860 10.73 5 15.73
IVRCLINFRA 9.91 1.93 11.84 39640 7720 47360 25.67 5 30.67
JETAIRWAYS 44.38 13.27 57.65 22190 6635 28825 16.72 5 21.72
JINDALSAW 16.44 6.58 23.02 32880 13160 46040 12.49 5 17.49
JINDALSTEL 68.86 26.45 95.31 34430 13225 47655 13.02 5 18.02
JINDALSWHL 94.58 29.07 123.65 23645 7267.5 30912.5 16.27 5 21.27
JISLJALEQS 22.84 7.45 30.29 45680 14900 60580 15.32 5 20.32
JPASSOCIAT 15.42 3.67 19.09 61680 14680 76360 21.02 5 26.02
JPPOWER 4.71 1.68 6.39 37680 13440 51120 14 5 19
JSWENERGY 8.72 2.85 11.57 34880 11400 46280 15.28 5 20.28
JSWISPAT 2.4 0.74 3.14 21600 6660 28260 16.27 5 21.27
JSWSTEEL 100.59 30.48 131.07 25147.5 7620 32767.5 16.5 5 21.5
JUBLFOOD 136.07 45.45 181.52 34017.5 11362.5 45380 14.97 5 19.97
KFA 4.01 1.26 5.27 32080 10080 42160 15.91 5 20.91
KOTAKBANK 50.24 23.46 73.7 25120 11730 36850 10.71 5 15.71
KSOILS 3.2 0.83 4.03 25600 6640 32240 30.05 7.78 37.83
KTKBANK 9.32 4.32 13.64 18640 8640 27280 10.8 5 15.8
LICHSGFIN 22.66 10.58 33.24 22660 10580 33240 10.71 5 15.71
LITL 3.21 0.82 4.03 25680 6560 32240 19.51 5 24.51
LT 155.62 72.43 228.05 38905 18107.5 57012.5 10.74 5 15.74
LUPIN 50.24 23.47 73.71 50240 23470 73710 10.7 5 15.7
M&M 85.63 39.97 125.6 42815 19985 62800 10.71 5 15.71
MARUTI 118.42 55.3 173.72 29605 13825 43430 10.71 5 15.71
MAX 25.46 10.3 35.76 50920 20600 71520 12.36 5 17.36
MCDOWELL-N 99.23 39.28 138.51 24807.5 9820 34627.5 12.63 5 17.63
MCLEODRUSS 25.97 12.13 38.1 25970 12130 38100 10.7 5 15.7
MINIFTY 372.39 149.35 521.74 7447.8 2987 10434.8 7.48 3 10.48
MLL 5.31 1.26 6.57 42480 10080 52560 21.07 5 26.07
MOSERBAER 9.51 1.12 10.63 76080 8960 85040 42.65 5 47.65
MPHASIS 52.7 16.8 69.5 26350 8400 34750 15.69 5 20.69
MRF 735.44 336.47 1071.91 91930 42058.75 133988.75 10.93 5 15.93
MRPL 8.42 3.2 11.62 33680 12800 46480 13.18 5 18.18
MTNL 5.41 1.66 7.07 43280 13280 56560 16.27 5 21.27
MUNDRAPORT 22.05 7.9 29.95 44100 15800 59900 13.96 5 18.96
NATIONALUM 7.52 3.16 10.68 15040 6320 21360 11.89 5 16.89
NCC 13.52 3.19 16.71 54080 12760 66840 21.19 5 26.19
NEYVELILIG 8.82 4.09 12.91 17640 8180 25820 10.8 5 15.8
NFTYMCAP50 151.6 106.73 258.33 22740 16009.5 38749.5 7.1 5 12.1
NHPC 2.61 1.19 3.8 23490 10710 34200 10.99 5 15.99
NIFTY 373.19 149.34 522.53 18659.5 7467 26126.5 7.5 3 10.5
NMDC 33.87 11.27 45.14 33870 11270 45140 15.03 5 20.03
NTPC 17.75 8.29 26.04 35500 16580 52080 10.71 5 15.71

OFSS 206.96 96.67 303.63 25870 12083.75 37953.75 10.71 5 15.71
OIL 141.28 65.99 207.27 35320 16497.5 51817.5 10.71 5 15.71
ONGC 27.77 12.98 40.75 27770 12980 40750 10.7 5 15.7
ONMOBILE 12.72 3.38 16.1 25440 6760 32200 20.25 5.38 25.63
OPTOCIRCUI 31.57 11.26 42.83 31570 11260 42830 14.02 5 19.02
ORCHIDCHEM 34.36 8.97 43.33 34360 8970 43330 19.15 5 24.15
ORIENTBANK 33.38 14.45 47.83 33380 14450 47830 11.55 5 16.55
PANTALOONR 40.97 11.28 52.25 40970 11280 52250 18.16 5 23.16
PATELENG 17.83 5.38 23.21 35660 10760 46420 17.97 5.42 23.39
PATNI 39.89 14.81 54.7 19945 7405 27350 13.46 5 18.46
PETRONET 23.45 8.12 31.57 46900 16240 63140 14.45 5 19.45
PFC 25.35 7.71 33.06 25350 7710 33060 16.43 5 21.43
PIRHEALTH 37.6 17.55 55.15 18800 8775 27575 10.71 5 15.71
PNB 106.09 49.55 155.64 26522.5 12387.5 38910 10.7 5 15.7
POLARIS 21.84 6.6 28.44 43680 13200 56880 16.54 5 21.54
POWERGRID 10.43 4.83 15.26 41720 19320 61040 10.8 5 15.8
PRAJIND 12.42 3.63 16.05 49680 14520 64200 17.1 5 22.1
PTC 7.52 3.48 11 30080 13920 44000 10.82 5 15.82
PUNJLLOYD 11.12 2.76 13.88 44480 11040 55520 20.16 5 25.16
RANBAXY 51.94 24.26 76.2 25970 12130 38100 10.7 5 15.7
RAYMOND 37.7 17.17 54.87 37700 17170 54870 10.98 5 15.98
RCOM 16.63 4.06 20.69 33260 8120 41380 20.48 5 25.48
RECLTD 25.45 8.75 34.2 25450 8750 34200 14.55 5 19.55
RELCAPITAL 77.02 19.8 96.82 38510 9900 48410 19.45 5 24.45
RELIANCE 110.04 39.82 149.86 27510 9955 37465 13.82 5 18.82
RELINFRA 71.53 21.58 93.11 35765 10790 46555 16.58 5 21.58
RENUKA 11.22 2.89 14.11 44880 11560 56440 19.41 5 24.41
ROLTA 10.83 4.73 15.56 21660 9460 31120 11.44 5 16.44
RPOWER 12.82 4.11 16.93 25640 8220 33860 15.61 5 20.61
RUCHISOYA 16.44 6.21 22.65 32880 12420 45300 13.24 5 18.24
SAIL 17.03 5.45 22.48 34060 10900 44960 15.64 5 20.64
SBIN 227.88 100.03 327.91 28485 12503.75 40988.75 11.39 5 16.39
SCI 9.12 4.23 13.35 18240 8460 26700 10.78 5 15.78
SESAGOA 26.46 10.04 36.5 26460 10040 36500 13.18 5 18.18
SIEMENS 91.75 42.87 134.62 22937.5 10717.5 33655 10.7 5 15.7
SINTEX 20.24 7.2 27.44 40480 14400 54880 14.05 5 19.05
SKUMARSYNF 9.11 2.5 11.61 36440 10000 46440 20.27 5.56 25.83
SOBHA 27.17 11.28 38.45 27170 11280 38450 12.04 5 17.04
SOUTHBANK 2.41 1.11 3.52 21690 9990 31680 10.83 5 15.83
SREINFRA 5.71 1.66 7.37 45680 13280 58960 17.2 5 22.2
SRTRANSFIN 76.28 30.75 107.03 38140 15375 53515 12.4 5 17.4
STER 19.34 6.11 25.45 38680 12220 50900 15.82 5 20.82
STRTECH 6.61 1.95 8.56 52880 15600 68480 17.1 5.04 22.14
SUNPHARMA 50.13 23.39 73.52 25065 11695 36760 10.72 5 15.72
SUNTV 30.58 15.46 46.04 15290 7730 23020 11.04 5.58 16.62
SUZLON 7.11 1.91 9.02 56880 15280 72160 18.59 5 23.59
SYNDIBANK 13.63 5.2 18.83 27260 10400 37660 13.11 5 18.11
TATACHEM 35.09 16.38 51.47 35090 16380 51470 10.71 5 15.71
TATACOMM 22.66 9.68 32.34 22660 9680 32340 11.71 5 16.71
TATAGLOBAL 11.83 4.42 16.25 47320 17680 65000 13.37 5 18.37
TATAMOTORS 29.35 7.79 37.14 36687.5 9737.5 46425 18.84 5 23.84
TATAMTRDVR 14.93 4.64 19.57 37325 11600 48925 16.08 5 21.08
TATAPOWER 10.83 5.02 15.85 27075 12550 39625 10.79 5 15.79

TATASTEEL 54.93 21.98 76.91 27465 10990 38455 12.5 5 17.5
TCS 138.11 51.98 190.09 34527.5 12995 47522.5 13.28 5 18.28
TECHM 82.58 30.67 113.25 41290 15335 56625 13.46 5 18.46
TITAN 31.96 10.67 42.63 79900 26675 106575 14.98 5 19.98
TRIVENI 8.11 1.16 9.27 16220 2320 18540 35.11 5 40.11
TTKPRESTIG 409.39 131.59 540.98 51173.75 16448.75 67622.5 15.56 5 20.56
TTML 3.31 0.91 4.22 46340 12740 59080 18.29 5 23.29
TULIP 16.95 7.91 24.86 33900 15820 49720 10.72 5 15.72
TVSMOTOR 9.22 3.03 12.25 36880 12120 49000 15.2 5 20.2
UCOBANK 8.82 3.35 12.17 17640 6700 24340 13.16 5 18.16
ULTRACEMCO 121.83 56.89 178.72 30457.5 14222.5 44680 10.71 5 15.71
UNIONBANK 30.97 12.69 43.66 30970 12690 43660 12.21 5 17.21
UNIPHOS 18.24 7.01 25.25 36480 14020 50500 13.01 5 18.01
UNITECH 4.51 1.4 5.91 36080 11200 47280 16.16 5 21.16
VIDEOIND 18.65 8.68 27.33 37300 17360 54660 10.74 5 15.74
VIJAYABANK 7.62 2.82 10.44 30480 11280 41760 13.52 5 18.52
VIPIND 161.79 48.57 210.36 80895 24285 105180 16.66 5 21.66
VOLTAS 13.53 6 19.53 27060 12000 39060 11.28 5 16.28
WELCORP 15.73 5.77 21.5 31460 11540 43000 13.63 5 18.63
WIPRO 40.6 17.45 58.05 20300 8725 29025 11.63 5 16.63
YESBANK 36.28 13.61 49.89 36280 13610 49890 13.33 5 18.33
ZEEL 12.43 5.77 18.2 24860 11540 36400 10.77 5 15.77

LOTSIZE CLOS_PRICELOT_PER_VALUE
8000 27 216000
500 368.65 184325
500 751.8 375900
1000 399 399000
500 914.6 457300
250 1088.85 272212.5
500 565.05 282525
2000 86.85 173700
1000 161.5 161500
10000 17.5 175000
2000 148.1 296200
2000 123.7 247400
500 525.15 262575
4000 57.55 230200
1000 225.3 225300
4000 99.45 397800
8000 26.25 210000
125 3110.35 388793.75
2000 131 262000
250 1089.2 272300
250 1550.75 387687.5
4736 40.3 190860.8
500 741.15 370575
4000 48.85 195400
250 811.15 202787.5
500 312.2 156100
25 9643.3 241082.5
1000 652.35 652350
125 1521.5 190187.5
500 472.9 236450
500 490.25 245125
500 338 169000
1000 273.1 273100
1000 387.65 387650
125 1649.9 206237.5
500 327.6 163800
1000 340.35 340350
1000 360.6 360600
125 7150.8 893850
500 658.3 329150
1000 277.05 277050
1000 280 280000
500 443.2 221600
2000 105 210000
1000 305.35 305350
1000 280.45 280450
4000 96.75 387000
1000 286 286000
50 5579.15 278957.5
1000 358.7 358700
250 964.75 241187.5
1000 298.4 298400

1000 154.9 154900
700 409.25 286475
4000 103.25 413000
8000 46.85 374800
4000 59.15 236600
2000 102.9 205800
4000 80 320000
2000 77.4 154800
4000 77.9 311600
500 724.95 362475
1000 215.9 215900
250 1499.6 374900
500 224.85 112425
4000 74.15 296600
2000 74.9 149800
2000 86.9 173800
2000 132.8 265600
1000 375.4 375400
500 831.95 415975
2000 125.1 250200
12000 11.65 139800
500 413.5 206750
1000 248.75 248750
1000 358.25 358250
125 2073.8 259225
2000 179.35 358700
8000 26.85 214800
2000 197.75 395500
125 2312.9 289112.5
4000 99.25 397000
500 61.25 30625
1000 128.65 128650
500 532.2 266100
8000 16.45 131600
1000 368.3 368300
8000 29.65 237200
500 394.15 197075
500 642.2 321100
625 458.9 286812.5
2000 102.05 204100
250 1998.1 499525
4000 78.75 315000
1000 134.8 134800
2000 112.95 225900
1000 368 368000
1000 339.15 339150
2000 120.45 240900
8000 37.1 296800
2000 76.9 153800
250 888.05 222012.5
2000 106.85 213700
4000 98.2 392800
2000 112.5 225000

4000 32.35 129400
1000 425.95 425950
4000 70.85 283400
4000 71.15 284600
4000 71.4 285600
1000 210.8 210800
1000 265.05 265050
125 2445.5 305687.5
2000 95.1 190200
1000 314.65 314650
2000 169.8 339600
2000 193.45 386900
4000 38.6 154400
500 265.4 132700
2000 131.6 263200
500 529 264500
250 581.45 145362.5
2000 149.05 298100
4000 73.35 293400
8000 33.65 269200
4000 57.05 228200
9000 14.75 132750
250 609.6 152400
250 909 227250
8000 25.2 201600
500 469.15 234575
8000 10.65 85200
2000 86.3 172600
1000 211.5 211500
8000 16.45 131600
250 1448.65 362162.5
1000 469.35 469350
500 799.45 399725
250 1106 276500
2000 206.05 412100
250 785.5 196375
1000 242.6 242600
20 4978.2 99564
8000 25.2 201600
8000 22.3 178400
500 335.95 167975
125 6729.35 841168.75
4000 63.9 255600
8000 33.25 266000
2000 157.95 315900
2000 63.25 126500
4000 63.8 255200
2000 81.7 163400
150 2134.6 320190
9000 23.75 213750
50 4977.85 248892.5
1000 225.4 225400
2000 165.75 331500

125 1933.3 241662.5
250 1319.7 329925
1000 259.55 259550
2000 62.8 125600
1000 225.15 225150
1000 179.45 179450
1000 289 289000
1000 225.6 225600
2000 99.2 198400
500 296.25 148125
2000 162.3 324600
1000 154.25 154250
500 351 175500
250 991.05 247762.5
2000 132.05 264100
4000 96.55 386200
4000 72.65 290600
4000 69.5 278000
4000 55.15 220600
500 485.2 242600
1000 343.35 343350
2000 81.2 162400
1000 174.9 174900
500 396.05 198025
250 796.4 199100
500 431.55 215775
4000 57.8 231200
2000 94.65 189300
2000 82.15 164300
2000 124.2 248400
2000 108.9 217800
125 2000.5 250062.5
2000 84.6 169200
1000 200.8 200800
250 857.4 214350
2000 144.05 288100
4000 44.95 179800
1000 225.65 225650
9000 22.25 200250
8000 33.2 265600
500 615 307500
2000 122.25 244500
8000 38.65 309200
500 467.8 233900
500 277.1 138550
8000 38.25 306000
2000 103.95 207900
1000 327.65 327650
1000 193.5 193500
4000 88.45 353800
1250 155.75 194687.5
2500 92.85 232125
2500 100.4 251000

500 439.5 219750
250 1039.6 259900
500 613.45 306725
2500 213.3 533250
2000 23.1 46200
125 2631.75 328968.75
14000 18.1 253400
2000 158.1 316200
4000 60.65 242600
2000 67 134000
250 1137.7 284425
1000 253.7 253700
2000 140.2 280400
8000 27.9 223200
2000 173.65 347300
4000 56.35 225400
500 971.3 485650
2000 119.9 239800
2000 115.4 230800
500 349.05 174525
1000 272.2 272200
2000 115.45 230900

Derivative Margin Report 28.09.11

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