Bank Nifty Futures historical Data
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Bank Nifty Futures historical Data available since 2016 with open interest and change in open interest charts and powerful other features you can use it for backtest purpose.. you can backtest bank nifty options with this future prices.
Bank Nifty Futures historical Data Since 2016
| Symbol | Date | Expiry | Expiry Day | Year | Month | Day | Open | High | Low | Close | LTP | Settle Price | Volume | Turnover | Open Interest | Change in OI | Spot Price | Spot Change | Future Change | OI % | Fut Change % | Basis | Interpretation |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BANKNIFTY | 2016/01/01 | 2016/01/28 | 2,016 | Jan | Fri | 16,909.85 | 17,144.85 | 16,823.00 | 17,096.80 | 17,087.00 | 17,096.80 | 66,707.00 | ######## | 1,753,500 | 58,500.00 | 17,039.00 | 57.80 | FALSE | |||||
| BANKNIFTY | 2016/01/04 | 2016/01/28 | 2,016 | Jan | Mon | 16,998.00 | 17,000.00 | 16,603.00 | 16,629.45 | 16,625.00 | 16,629.45 | 116,683.00 | ######## | 2,085,210 | 331,710.00 | 16,599.00 | -440.00 | -467.35 | 18.92 | -2.73 | 30.45 | Short Builtup | |
| BANKNIFTY | 2016/01/05 | 2016/01/28 | 2,016 | Jan | Tue | 16,695.00 | 16,700.00 | 16,516.65 | 16,579.90 | 16,567.00 | 16,579.90 | 87,042.00 | ######## | 2,257,410 | 172,200.00 | 16,542.00 | -57.00 | -49.55 | 8.26 | -0.30 | 37.90 | Short Builtup | |
| BANKNIFTY | 2016/01/06 | 2016/01/28 | 2,016 | Jan | Wed | 16,550.00 | 16,659.30 | 16,376.00 | 16,454.75 | 16,467.00 | 16,454.75 | 101,687.00 | ######## | 2,364,870 | 107,460.00 | 16,433.00 | -109.00 | -125.15 | 4.76 | -0.75 | 21.75 | Short Builtup | |
| BANKNIFTY | 2016/01/07 | 2016/01/28 | 2,016 | Jan | Thu | 16,296.00 | 16,344.40 | 16,058.00 | 16,099.15 | 16,080.00 | 16,099.15 | 104,603.00 | ######## | 2,418,480 | 53,610.00 | 16,073.00 | -360.00 | -355.60 | 2.27 | -2.16 | 26.15 | Short Builtup | |
| BANKNIFTY | 2016/01/08 | 2016/01/28 | 2,016 | Jan | Fri | 16,161.00 | 16,264.00 | 16,126.05 | 16,151.65 | 16,163.00 | 16,151.65 | 68,763.00 | ######## | 2,407,950 | -10,530.00 | 16,142.00 | 69.00 | 52.50 | -0.44 | 0.33 | 9.65 | Short Covering | |
| BANKNIFTY | 2016/01/11 | 2016/01/28 | 2,016 | Jan | Mon | 15,932.35 | 16,186.00 | 15,841.40 | 16,035.85 | 16,070.00 | 16,035.85 | 115,215.00 | ######## | 2,501,700 | 93,750.00 | 16,016.00 | -126.00 | -115.80 | 3.89 | -0.72 | 19.85 | Short Builtup | |
| BANKNIFTY | 2016/01/12 | 2016/01/28 | 2,016 | Jan | Tue | 16,125.30 | 16,125.30 | 15,723.30 | 15,783.95 | 15,810.00 | 15,783.95 | 114,569.00 | ######## | 2,893,620 | 391,920.00 | 15,734.00 | -282.00 | -251.90 | 15.67 | -1.57 | 49.95 | Short Builtup | |
| BANKNIFTY | 2016/01/13 | 2016/01/28 | 2,016 | Jan | Wed | 15,879.80 | 15,974.00 | 15,536.00 | 15,879.75 | 15,854.00 | 15,879.75 | 162,591.00 | ######## | 2,734,080 | -159,540.00 | 15,871.00 | 137.00 | 95.80 | -5.51 | 0.61 | 8.75 | Short Covering | |
| BANKNIFTY | 2016/01/14 | 2016/01/28 | 2,016 | Jan | Thu | 15,619.95 | 15,808.70 | 15,455.00 | 15,588.40 | 15,560.00 | 15,588.40 | 132,740.00 | ######## | 2,808,690 | 74,610.00 | 15,609.00 | -262.00 | -291.35 | 2.73 | -1.83 | -20.60 | Short Builtup | |
| BANKNIFTY | 2016/01/15 | 2016/01/28 | 2,016 | Jan | Fri | 15,570.00 | 15,639.00 | 15,161.50 | 15,204.25 | 15,190.00 | 15,204.25 | 106,576.00 | ######## | 2,971,920 | 163,230.00 | 15,206.00 | -403.00 | -384.15 | 5.81 | -2.46 | -1.75 | Short Builtup | |
| BANKNIFTY | 2016/01/18 | 2016/01/28 | 2,016 | Jan | Mon | 15,185.00 | 15,347.00 | 14,985.35 | 15,050.90 | 15,074.90 | 15,050.90 | 138,545.00 | ######## | 2,946,270 | -25,650.00 | 15,020.00 | -186.00 | -153.35 | -0.86 | -1.01 | 30.90 | Long Unwinding | |
| BANKNIFTY | 2016/01/19 | 2016/01/28 | 2,016 | Jan | Tue | 15,083.65 | 15,348.00 | 15,083.65 | 15,272.95 | 15,292.00 | 15,272.95 | 109,129.00 | ######## | 2,864,670 | -81,600.00 | 15,269.00 | 249.00 | 222.05 | -2.77 | 1.48 | 3.95 | Short Covering | |
| BANKNIFTY | 2016/01/20 | 2016/01/28 | 2,016 | Jan | Wed | 15,060.00 | 15,060.00 | 14,730.00 | 14,909.15 | 14,940.00 | 14,909.15 | 132,889.00 | ######## | 2,928,330 | 63,660.00 | 14,935.00 | -334.00 | -363.80 | 2.22 | -2.38 | -25.85 | Short Builtup | |
| BANKNIFTY | 2016/01/21 | 2016/01/28 | 2,016 | Jan | Thu | 15,080.00 | 15,360.00 | 14,901.00 | 15,105.00 | 15,125.05 | 15,105.00 | 173,412.00 | ######## | 2,813,370 | -114,960.00 | 15,101.00 | 166.00 | 195.85 | -3.93 | 1.31 | 4.00 | Short Covering | |
| BANKNIFTY | 2016/01/22 | 2016/01/28 | 2,016 | Jan | Fri | 15,340.00 | 15,607.80 | 15,261.00 | 15,493.25 | 15,506.85 | 15,493.25 | 144,593.00 | ######## | 2,503,260 | -310,110.00 | 15,497.00 | 396.00 | 388.25 | -11.00 | 2.57 | -3.75 | Short Covering | |
| BANKNIFTY | 2016/01/25 | 2016/01/28 | 2,016 | Jan | Mon | 15,660.00 | 15,681.30 | 15,460.00 | 15,516.20 | 15,513.00 | 15,516.20 | 100,582.00 | ######## | 2,178,390 | -324,870.00 | 15,561.00 | 64.00 | 22.95 | -12.90 | 0.15 | -44.80 | Short Covering | |
| BANKNIFTY | 2016/01/27 | 2016/01/28 | 2,016 | Jan | Wed | 15,612.10 | 15,629.20 | 15,412.65 | 15,518.30 | 15,517.30 | 15,518.30 | 116,310.00 | ######## | 1,460,070 | -718,320.00 | 15,534.00 | -27.00 | 2.10 | -32.90 | 0.01 | -15.70 | Short Covering | |
| BANKNIFTY | 2016/01/28 | 2016/01/28 | EXPIRY DAY | 2,016 | Jan | Thu | 15,549.70 | 15,564.90 | 15,355.00 | 15,397.20 | 15,380.85 | 15,381.45 | 114,392.00 | ######## | 797,940 | -662,130.00 | 15,381.00 | -153.00 | -121.10 | -45.30 | -0.78 | 16.20 | Long Unwinding |
| BANKNIFTY | 2016/01/29 | 2016/02/25 | 2,016 | Feb | Fri | 15,347.90 | 15,578.00 | 15,171.60 | 15,536.80 | 15,539.00 | 15,536.80 | 123,650.00 | ######## | 2,124,480 | 18,780.00 | 15,522.00 | 141.00 | 139.60 | 166.20 | 0.91 | 14.80 | Long Builtup | |
| BANKNIFTY | 2016/02/01 | 2016/02/25 | 2,016 | Feb | Mon | 15,583.75 | 15,605.85 | 15,322.00 | 15,363.25 | 15,354.00 | 15,363.25 | 100,691.00 | ######## | 2,365,140 | 240,660.00 | 15,314.00 | -208.00 | -173.55 | 11.33 | -1.12 | 49.25 | Short Builtup | |
| BANKNIFTY | 2016/02/02 | 2016/02/25 | 2,016 | Feb | Tue | 15,381.65 | 15,516.95 | 15,056.75 | 15,112.05 | 15,078.20 | 15,112.05 | 162,309.00 | ######## | 2,575,740 | 210,600.00 | 15,068.00 | -246.00 | -251.20 | 8.90 | -1.64 | 44.05 | Short Builtup | |
| BANKNIFTY | 2016/02/03 | 2016/02/25 | 2,016 | Feb | Wed | 14,905.35 | 15,011.15 | 14,800.00 | 14,892.85 | 14,901.00 | 14,892.85 | 123,921.00 | ######## | 2,547,060 | -28,680.00 | 14,834.00 | -234.00 | -219.20 | -1.11 | -1.45 | 58.85 | Long Unwinding | |
| BANKNIFTY | 2016/02/04 | 2016/02/25 | 2,016 | Feb | Thu | 15,024.85 | 15,077.00 | 14,787.30 | 14,921.55 | 14,968.00 | 14,921.55 | 105,194.00 | ######## | 2,574,990 | 27,930.00 | 14,869.00 | 35.00 | 28.70 | 1.10 | 0.19 | 52.55 | Long Builtup | |
| BANKNIFTY | 2016/02/05 | 2016/02/25 | 2,016 | Feb | Fri | 14,981.95 | 15,269.90 | 14,905.05 | 15,226.20 | 15,265.00 | 15,226.20 | 115,428.00 | ######## | 2,595,120 | 20,130.00 | 15,162.00 | 293.00 | 304.65 | 0.78 | 2.04 | 64.20 | Long Builtup | |
| BANKNIFTY | 2016/02/08 | 2016/02/25 | 2,016 | Feb | Mon | 15,252.00 | 15,412.00 | 14,970.00 | 15,072.30 | 14,975.20 | 15,072.30 | 123,677.00 | ######## | 2,588,970 | -6,150.00 | 15,046.00 | -116.00 | -153.90 | -0.24 | -1.01 | 26.30 | Long Unwinding | |
| BANKNIFTY | 2016/02/09 | 2016/02/25 | 2,016 | Feb | Tue | 14,810.65 | 15,015.10 | 14,796.20 | 14,919.95 | 14,930.00 | 14,919.95 | 110,496.00 | ######## | 2,531,880 | -57,090.00 | 14,875.00 | -171.00 | -152.35 | -2.21 | -1.01 | 44.95 | Long Unwinding | |
| BANKNIFTY | 2016/02/10 | 2016/02/25 | 2,016 | Feb | Wed | 14,780.25 | 14,837.30 | 14,531.00 | 14,643.25 | 14,650.90 | 14,643.25 | 140,789.00 | ######## | 2,768,490 | 236,610.00 | 14,588.00 | -287.00 | -276.70 | 9.35 | -1.85 | 55.25 | Short Builtup | |
| BANKNIFTY | 2016/02/11 | 2016/02/25 | 2,016 | Feb | Thu | 14,619.00 | 14,619.00 | 13,956.55 | 14,020.00 | 14,015.00 | 14,020.00 | 155,490.00 | ######## | 2,827,950 | 59,460.00 | 14,028.00 | -560.00 | -623.25 | 2.15 | -4.26 | -8.00 | Short Builtup | |
| BANKNIFTY | 2016/02/12 | 2016/02/25 | 2,016 | Feb | Fri | 14,080.00 | 14,169.75 | 13,812.60 | 13,982.45 | 13,930.00 | 13,982.45 | 146,689.00 | ######## | 2,673,120 | -154,830.00 | 13,971.00 | -57.00 | -37.55 | -5.47 | -0.27 | 11.45 | Long Unwinding | |
| BANKNIFTY | 2016/02/15 | 2016/02/25 | 2,016 | Feb | Mon | 14,088.65 | 14,538.15 | 14,069.95 | 14,430.75 | 14,419.00 | 14,430.75 | 123,416.00 | ######## | 2,339,430 | -333,690.00 | 14,445.00 | 474.00 | 448.30 | -12.40 | 3.21 | -14.25 | Short Covering | |
| BANKNIFTY | 2016/02/16 | 2016/02/25 | 2,016 | Feb | Tue | 14,570.25 | 14,588.00 | 14,120.15 | 14,140.65 | 14,120.90 | 14,140.65 | 120,869.00 | ######## | 2,339,430 | 0.00 | 14,166.00 | -279.00 | -290.10 | 0.00 | -2.01 | -25.35 | Short Builtup | |
| BANKNIFTY | 2016/02/17 | 2016/02/25 | 2,016 | Feb | Wed | 14,119.95 | 14,216.30 | 13,890.95 | 14,163.95 | 14,210.00 | 14,163.95 | 139,515.00 | ######## | 2,287,680 | -51,750.00 | 14,119.00 | -47.00 | 23.30 | -2.21 | 0.16 | 44.95 | Short Covering | |
| BANKNIFTY | 2016/02/18 | 2016/02/25 | 2,016 | Feb | Thu | 14,325.05 | 14,387.95 | 14,149.95 | 14,289.80 | 14,262.00 | 14,289.80 | 123,456.00 | ######## | 2,439,600 | 151,920.00 | 14,298.00 | 179.00 | 125.85 | 6.64 | 0.89 | -8.20 | Long Builtup | |
| BANKNIFTY | 2016/02/19 | 2016/02/25 | 2,016 | Feb | Fri | 14,249.00 | 14,418.90 | 14,210.00 | 14,358.90 | 14,335.30 | 14,358.90 | 99,614.00 | ######## | 2,238,480 | -201,120.00 | 14,344.00 | 46.00 | 69.10 | -8.24 | 0.48 | 14.90 | Short Covering | |
| BANKNIFTY | 2016/02/22 | 2016/02/25 | 2,016 | Feb | Mon | 14,335.50 | 14,474.00 | 14,315.00 | 14,395.70 | 14,404.90 | 14,395.70 | 100,462.00 | ######## | 2,114,220 | -124,260.00 | 14,384.00 | 40.00 | 36.80 | -5.55 | 0.26 | 11.70 | Short Covering | |
| BANKNIFTY | 2016/02/23 | 2016/02/25 | 2,016 | Feb | Tue | 14,361.45 | 14,361.45 | 13,952.00 | 14,010.50 | 14,010.00 | 14,010.50 | 140,290.00 | ######## | 2,094,060 | -20,160.00 | 14,008.00 | -376.00 | -385.20 | -0.95 | -2.68 | 2.50 | Long Unwinding | |
| BANKNIFTY | 2016/02/24 | 2016/02/25 | 2,016 | Feb | Wed | 13,950.00 | 13,979.95 | 13,752.00 | 13,790.55 | 13,804.95 | 13,790.55 | 138,072.00 | ######## | 1,728,330 | -365,730.00 | 13,794.00 | -214.00 | -219.95 | -17.40 | -1.57 | -3.45 | Long Unwinding | |
| BANKNIFTY | 2016/02/25 | 2016/02/25 | EXPIRY DAY | 2,016 | Feb | Thu | 13,801.10 | 13,850.00 | 13,541.25 | 13,567.90 | 13,554.50 | 13,555.70 | 128,616.00 | ######## | 1,081,020 | -647,310.00 | 13,555.00 | -239.00 | -222.65 | -37.40 | -1.61 | 12.90 | Long Unwinding |
| BANKNIFTY | 2016/02/26 | 2016/03/31 | 2,016 | Mar | Fri | 13,762.75 | 13,945.00 | 13,634.00 | 13,848.85 | 13,853.00 | 13,848.85 | 112,926.00 | ######## | 2,151,060 | -190,860.00 | 13,791.00 | 236.00 | 280.95 | 98.98 | 2.07 | 57.85 | Short Covering | |
| BANKNIFTY | 2016/02/29 | 2016/03/31 | 2,016 | Mar | Mon | 13,887.45 | 14,244.00 | 13,406.40 | 13,989.35 | 14,065.00 | 13,989.35 | 253,404.00 | ######## | 2,205,240 | 54,180.00 | 13,946.00 | 155.00 | 140.50 | 2.52 | 1.01 | 43.35 | Long Builtup | |
| BANKNIFTY | 2016/03/01 | 2016/03/31 | 2,016 | Mar | Tue | 14,195.00 | 14,478.00 | 14,081.00 | 14,452.75 | 14,475.45 | 14,452.75 | 130,016.00 | ######## | 2,260,110 | 54,870.00 | 14,412.00 | 466.00 | 463.40 | 2.49 | 3.31 | 40.75 | Long Builtup | |
| BANKNIFTY | 2016/03/02 | 2016/03/31 | 2,016 | Mar | Wed | 14,701.05 | 15,155.75 | 14,701.05 | 15,109.60 | 15,130.00 | 15,109.60 | 178,085.00 | ######## | 2,051,970 | -208,140.00 | 15,092.00 | 680.00 | 656.85 | -9.21 | 4.54 | 17.60 | Short Covering | |
| BANKNIFTY | 2016/03/03 | 2016/03/31 | 2,016 | Mar | Thu | 15,184.90 | 15,198.00 | 14,976.00 | 15,148.35 | 15,140.00 | 15,148.35 | 110,460.00 | ######## | 1,992,570 | -59,400.00 | 15,177.00 | 85.00 | 38.75 | -2.89 | 0.26 | -28.65 | Short Covering | |
| BANKNIFTY | 2016/03/04 | 2016/03/31 | 2,016 | Mar | Fri | 15,201.05 | 15,451.00 | 14,962.00 | 15,328.45 | 15,392.60 | 15,328.45 | 151,003.00 | ######## | 1,963,590 | -28,980.00 | 15,339.00 | 162.00 | 180.10 | -1.45 | 1.19 | -10.55 | Short Covering | |
| BANKNIFTY | 2016/03/08 | 2016/03/31 | 2,016 | Mar | Tue | 15,350.00 | 15,350.00 | 15,051.10 | 15,153.40 | 15,151.00 | 15,153.40 | 104,483.00 | ######## | 1,922,430 | -41,160.00 | 15,146.00 | -193.00 | -175.05 | -2.10 | -1.14 | 7.40 | Long Unwinding | |
| BANKNIFTY | 2016/03/09 | 2016/03/31 | 2,016 | Mar | Wed | 15,020.00 | 15,394.90 | 14,980.45 | 15,342.00 | 15,329.00 | 15,342.00 | 126,340.00 | ######## | 1,948,890 | 26,460.00 | 15,279.00 | 133.00 | 188.60 | 1.38 | 1.24 | 63.00 | Long Builtup | |
| BANKNIFTY | 2016/03/10 | 2016/03/31 | 2,016 | Mar | Thu | 15,370.05 | 15,401.00 | 15,110.00 | 15,234.10 | 15,242.00 | 15,234.10 | 104,689.00 | ######## | 1,889,640 | -59,250.00 | 15,180.00 | -99.00 | -107.90 | -3.04 | -0.70 | 54.10 | Long Unwinding | |
| BANKNIFTY | 2016/03/11 | 2016/03/31 | 2,016 | Mar | Fri | 15,205.00 | 15,410.00 | 15,060.50 | 15,243.05 | 15,278.00 | 15,243.05 | 146,858.00 | ######## | 1,852,110 | -37,530.00 | 15,168.00 | -12.00 | 8.95 | -1.99 | 0.06 | 75.05 | Short Covering | |
| BANKNIFTY | 2016/03/14 | 2016/03/31 | 2,016 | Mar | Mon | 15,380.50 | 15,477.00 | 15,282.95 | 15,335.55 | 15,330.00 | 15,335.55 | 102,394.00 | ######## | 1,875,780 | 23,670.00 | 15,277.00 | 109.00 | 92.50 | 1.28 | 0.61 | 58.55 | Long Builtup | |
| BANKNIFTY | 2016/03/15 | 2016/03/31 | 2,016 | Mar | Tue | 15,350.00 | 15,449.90 | 15,305.00 | 15,398.90 | 15,384.85 | 15,398.90 | 87,206.00 | ######## | 1,824,240 | -51,540.00 | 15,326.00 | 49.00 | 63.35 | -2.75 | 0.41 | 72.90 | Short Covering | |
| BANKNIFTY | 2016/03/16 | 2016/03/31 | 2,016 | Mar | Wed | 15,206.00 | 15,555.00 | 15,206.00 | 15,536.00 | 15,553.35 | 15,536.00 | 127,658.00 | ######## | 1,883,850 | 59,610.00 | 15,461.00 | 135.00 | 137.10 | 3.27 | 0.89 | 75.00 | Long Builtup | |
| BANKNIFTY | 2016/03/17 | 2016/03/31 | 2,016 | Mar | Thu | 15,661.00 | 15,749.00 | 15,326.50 | 15,433.95 | 15,361.15 | 15,433.95 | 142,361.00 | ######## | 1,866,960 | -16,890.00 | 15,444.00 | -17.00 | -102.05 | -0.90 | -0.66 | -10.05 | Long Unwinding | |
| BANKNIFTY | 2016/03/18 | 2016/03/31 | 2,016 | Mar | Fri | 15,492.25 | 15,695.95 | 15,457.05 | 15,669.65 | 15,684.50 | 15,669.65 | 119,811.00 | ######## | 2,156,070 | 289,110.00 | 15,654.00 | 210.00 | 235.70 | 15.49 | 1.53 | 15.65 | Long Builtup | |
| BANKNIFTY | 2016/03/21 | 2016/03/31 | 2,016 | Mar | Mon | 15,745.00 | 15,965.70 | 15,740.00 | 15,941.55 | 15,937.05 | 15,941.55 | 115,047.00 | ######## | 2,350,350 | 194,280.00 | 15,926.00 | 272.00 | 271.90 | 9.01 | 1.74 | 15.55 | Long Builtup | |
| BANKNIFTY | 2016/03/22 | 2016/03/31 | 2,016 | Mar | Tue | 15,906.35 | 16,005.00 | 15,800.00 | 15,969.00 | 15,982.00 | 15,969.00 | 102,931.00 | ######## | 2,457,900 | 107,550.00 | 15,936.00 | 10.00 | 27.45 | 4.58 | 0.17 | 33.00 | Long Builtup | |
| BANKNIFTY | 2016/03/23 | 2016/03/31 | 2,016 | Mar | Wed | 15,952.65 | 15,963.00 | 15,810.00 | 15,936.20 | 15,925.00 | 15,936.20 | 94,025.00 | ######## | 2,402,460 | -55,440.00 | 15,887.00 | -49.00 | -32.80 | -2.26 | -0.21 | 49.20 | Long Unwinding | |
| BANKNIFTY | 2016/03/28 | 2016/03/31 | 2,016 | Mar | Mon | 15,890.10 | 15,909.60 | 15,569.95 | 15,666.70 | 15,725.00 | 15,666.70 | 108,396.00 | ######## | 2,010,990 | -391,470.00 | 15,604.00 | -283.00 | -269.50 | -16.20 | -1.69 | 62.70 | Long Unwinding | |
| BANKNIFTY | 2016/03/29 | 2016/03/31 | 2,016 | Mar | Tue | 15,640.00 | 15,827.00 | 15,622.95 | 15,714.50 | 15,712.95 | 15,714.50 | 108,049.00 | ######## | 1,540,050 | -470,940.00 | 15,666.00 | 62.00 | 47.80 | -23.40 | 0.31 | 48.50 | Short Covering | |
| BANKNIFTY | 2016/03/30 | 2016/03/31 | 2,016 | Mar | Wed | 15,879.00 | 16,179.00 | 15,784.25 | 16,147.40 | 16,149.90 | 16,147.40 | 126,299.00 | ######## | 1,200,420 | -339,630.00 | 16,134.00 | 468.00 | 432.90 | -22.00 | 2.75 | 13.40 | Short Covering | |
| BANKNIFTY | 2016/03/31 | 2016/03/31 | EXPIRY DAY | 2,016 | Mar | Thu | 16,100.00 | 16,293.95 | 16,079.60 | 16,148.60 | 16,144.00 | 16,141.65 | 112,964.00 | ######## | 860,010 | -340,410.00 | 16,141.00 | 7.00 | 1.20 | -28.30 | 0.01 | 7.60 | Short Covering |
| BANKNIFTY | 2016/04/01 | 2016/04/28 | 2,016 | Apr | Fri | 16,200.00 | 16,320.00 | 16,088.00 | 16,253.15 | 16,244.25 | 16,253.15 | 98,744.00 | ######## | 1,727,640 | 79,530.00 | 16,174.00 | 33.00 | 104.55 | 100.80 | 0.65 | 79.15 | Long Builtup | |
| BANKNIFTY | 2016/04/04 | 2016/04/28 | 2,016 | Apr | Mon | 16,306.95 | 16,341.65 | 16,126.00 | 16,257.90 | 16,265.00 | 16,257.90 | 73,882.00 | ######## | 1,637,790 | -89,850.00 | 16,190.00 | 16.00 | 4.75 | -5.20 | 0.03 | 67.90 | Short Covering | |
| BANKNIFTY | 2016/04/05 | 2016/04/28 | 2,016 | Apr | Tue | 16,143.00 | 16,261.55 | 15,692.20 | 15,732.60 | 15,700.35 | 15,732.60 | 189,248.00 | ######## | 1,771,500 | 133,710.00 | 15,695.00 | -495.00 | -525.30 | 8.16 | -3.23 | 37.60 | Short Builtup | |
| BANKNIFTY | 2016/04/06 | 2016/04/28 | 2,016 | Apr | Wed | 15,750.00 | 15,819.00 | 15,621.00 | 15,706.05 | 15,730.00 | 15,706.05 | 98,361.00 | ######## | 1,765,350 | -6,150.00 | 15,636.00 | -59.00 | -26.55 | -0.35 | -0.17 | 70.05 | Long Unwinding | |
| BANKNIFTY | 2016/04/07 | 2016/04/28 | 2,016 | Apr | Thu | 15,755.90 | 15,795.40 | 15,509.00 | 15,591.40 | 15,585.00 | 15,591.40 | 129,728.00 | ######## | 1,704,660 | -60,690.00 | 15,530.00 | -106.00 | -114.65 | -3.44 | -0.73 | 61.40 | Long Unwinding | |
| BANKNIFTY | 2016/04/08 | 2016/04/28 | 2,016 | Apr | Fri | 15,568.00 | 15,720.00 | 15,543.60 | 15,652.10 | 15,669.95 | 15,652.10 | 85,474.00 | ######## | 1,780,680 | 76,020.00 | 15,568.00 | 38.00 | 60.70 | 4.46 | 0.39 | 84.10 | Long Builtup | |
| BANKNIFTY | 2016/04/11 | 2016/04/28 | 2,016 | Apr | Mon | 15,682.00 | 15,939.85 | 15,480.00 | 15,896.05 | 15,876.00 | 15,896.05 | 135,719.00 | ######## | 1,736,400 | -44,280.00 | 15,818.00 | 250.00 | 243.95 | -2.49 | 1.56 | 78.05 | Short Covering | |
| BANKNIFTY | 2016/04/12 | 2016/04/28 | 2,016 | Apr | Tue | 15,821.05 | 15,998.00 | 15,821.05 | 15,936.75 | 15,948.00 | 15,936.75 | 98,104.00 | ######## | 1,644,510 | -91,890.00 | 15,880.00 | 62.00 | 40.70 | -5.29 | 0.26 | 56.75 | Short Covering | |
| BANKNIFTY | 2016/04/13 | 2016/04/28 | 2,016 | Apr | Wed | 16,131.00 | 16,416.00 | 16,085.10 | 16,332.75 | 16,303.00 | 16,332.75 | 115,660.00 | ######## | 1,721,580 | 77,070.00 | 16,278.00 | 398.00 | 396.00 | 4.69 | 2.48 | 54.75 | Long Builtup | |
| BANKNIFTY | 2016/04/18 | 2016/04/28 | 2,016 | Apr | Mon | 16,360.00 | 16,400.00 | 16,000.00 | 16,237.35 | 16,229.95 | 16,237.35 | 97,470.00 | ######## | 1,673,190 | -48,390.00 | 16,222.00 | -56.00 | -95.40 | -2.81 | -0.58 | 15.35 | Long Unwinding | |
| BANKNIFTY | 2016/04/20 | 2016/04/28 | 2,016 | Apr | Wed | 16,315.10 | 16,415.00 | 16,169.00 | 16,385.65 | 16,412.00 | 16,385.65 | 112,172.00 | ######## | 1,820,490 | 147,300.00 | 16,349.00 | 127.00 | 148.30 | 8.80 | 0.91 | 36.65 | Long Builtup | |
| BANKNIFTY | 2016/04/21 | 2016/04/28 | 2,016 | Apr | Thu | 16,576.00 | 16,770.00 | 16,564.90 | 16,640.00 | 16,604.00 | 16,640.00 | 136,297.00 | ######## | 1,905,960 | 85,470.00 | 16,637.00 | 288.00 | 254.35 | 4.69 | 1.55 | 3.00 | Long Builtup | |
| BANKNIFTY | 2016/04/22 | 2016/04/28 | 2,016 | Apr | Fri | 16,513.00 | 16,758.00 | 16,466.65 | 16,727.85 | 16,753.40 | 16,727.85 | 108,340.00 | ######## | 1,902,960 | -3,000.00 | 16,703.00 | 66.00 | 87.85 | -0.16 | 0.53 | 24.85 | Short Covering | |
| BANKNIFTY | 2016/04/25 | 2016/04/28 | 2,016 | Apr | Mon | 16,767.00 | 16,782.00 | 16,591.30 | 16,689.45 | 16,727.00 | 16,689.45 | 82,798.00 | ######## | 1,801,650 | -101,310.00 | 16,678.00 | -25.00 | -38.40 | -5.32 | -0.23 | 11.45 | Long Unwinding | |
| BANKNIFTY | 2016/04/26 | 2016/04/28 | 2,016 | Apr | Tue | 16,650.00 | 17,069.00 | 16,575.05 | 17,028.00 | 17,015.00 | 17,028.00 | 137,331.00 | ######## | 1,509,690 | -291,960.00 | 17,002.00 | 324.00 | 338.55 | -16.20 | 2.03 | 26.00 | Short Covering | |
| BANKNIFTY | 2016/04/27 | 2016/04/28 | 2,016 | Apr | Wed | 16,910.00 | 17,005.10 | 16,850.00 | 16,897.75 | 16,908.00 | 16,897.75 | 91,229.00 | ######## | 1,174,230 | -335,460.00 | 16,872.00 | -130.00 | -130.25 | -22.20 | -0.76 | 25.75 | Long Unwinding | |
| BANKNIFTY | 2016/04/28 | 2016/04/28 | EXPIRY DAY | 2,016 | Apr | Thu | 16,860.00 | 17,036.45 | 16,706.00 | 16,726.10 | 16,718.00 | 16,716.90 | 122,747.00 | ######## | 557,760 | -616,470.00 | 16,716.00 | -156.00 | -171.65 | -52.50 | -1.02 | 10.10 | Long Unwinding |
| BANKNIFTY | 2016/04/29 | 2016/05/26 | 2,016 | May | Fri | 16,774.90 | 16,946.25 | 16,560.90 | 16,888.35 | 16,872.00 | 16,888.35 | 164,495.00 | ######## | 1,776,810 | 122,040.00 | 16,795.00 | 79.00 | 162.25 | 218.50 | 0.97 | 93.35 | Long Builtup | |
| BANKNIFTY | 2016/05/02 | 2016/05/26 | 2,016 | May | Mon | 16,720.45 | 16,756.25 | 16,590.60 | 16,620.80 | 16,627.00 | 16,620.80 | 105,902.00 | ######## | 1,780,710 | 3,900.00 | 16,543.00 | -252.00 | -267.55 | 0.22 | -1.58 | 77.80 | Short Builtup | |
| BANKNIFTY | 2016/05/03 | 2016/05/26 | 2,016 | May | Tue | 16,657.00 | 16,820.00 | 16,428.20 | 16,466.25 | 16,484.80 | 16,466.25 | 129,770.00 | ######## | 1,892,130 | 111,420.00 | 16,388.00 | -155.00 | -154.55 | 6.26 | -0.93 | 78.25 | Short Builtup | |
| BANKNIFTY | 2016/05/04 | 2016/05/26 | 2,016 | May | Wed | 16,410.00 | 16,550.00 | 16,333.10 | 16,360.70 | 16,356.00 | 16,360.70 | 101,842.00 | ######## | 1,748,070 | -144,060.00 | 16,274.00 | -114.00 | -105.55 | -7.61 | -0.64 | 86.70 | Long Unwinding | |
| BANKNIFTY | 2016/05/05 | 2016/05/26 | 2,016 | May | Thu | 16,350.35 | 16,495.00 | 16,280.00 | 16,384.45 | 16,392.00 | 16,384.45 | 104,166.00 | ######## | 1,663,500 | -84,570.00 | 16,281.00 | 7.00 | 23.75 | -4.84 | 0.15 | 103.45 | Short Covering | |
| BANKNIFTY | 2016/05/06 | 2016/05/26 | 2,016 | May | Fri | 16,343.00 | 16,423.00 | 16,261.00 | 16,378.70 | 16,394.90 | 16,378.70 | 75,301.00 | ######## | 1,679,700 | 16,200.00 | 16,296.00 | 15.00 | -5.75 | 0.97 | -0.04 | 82.70 | Short Builtup | |
| BANKNIFTY | 2016/05/09 | 2016/05/26 | 2,016 | May | Mon | 16,407.65 | 16,794.95 | 16,407.65 | 16,772.00 | 16,780.00 | 16,772.00 | 98,443.00 | ######## | 1,677,930 | -1,770.00 | 16,686.00 | 390.00 | 393.30 | -0.11 | 2.40 | 86.00 | Short Covering | |
| BANKNIFTY | 2016/05/10 | 2016/05/26 | 2,016 | May | Tue | 16,772.35 | 16,885.00 | 16,685.75 | 16,853.80 | 16,867.85 | 16,853.80 | 86,408.00 | ######## | 1,679,640 | 1,710.00 | 16,784.00 | 98.00 | 81.80 | 0.10 | 0.49 | 69.80 | Long Builtup | |
| BANKNIFTY | 2016/05/11 | 2016/05/26 | 2,016 | May | Wed | 16,573.20 | 16,928.00 | 16,544.50 | 16,785.25 | 16,786.05 | 16,785.25 | 138,221.00 | ######## | 1,657,620 | -22,020.00 | 16,754.00 | -30.00 | -68.55 | -1.31 | -0.41 | 31.25 | Long Unwinding | |
| BANKNIFTY | 2016/05/12 | 2016/05/26 | 2,016 | May | Thu | 16,890.50 | 17,019.00 | 16,820.25 | 16,986.40 | 17,019.00 | 16,986.40 | 117,778.00 | ######## | 1,776,240 | 118,620.00 | 16,923.00 | 169.00 | 201.15 | 7.16 | 1.20 | 63.40 | Long Builtup | |
| BANKNIFTY | 2016/05/13 | 2016/05/26 | 2,016 | May | Fri | 16,923.00 | 16,959.95 | 16,600.50 | 16,738.10 | 16,743.00 | 16,738.10 | 107,763.00 | ######## | 1,714,470 | -61,770.00 | 16,716.00 | -207.00 | -248.30 | -3.48 | -1.46 | 22.10 | Long Unwinding | |
| BANKNIFTY | 2016/05/16 | 2016/05/26 | 2,016 | May | Mon | 16,753.35 | 16,833.00 | 16,450.05 | 16,788.65 | 16,790.00 | 16,788.65 | 147,796.00 | ######## | 1,668,150 | -46,320.00 | 16,737.00 | 21.00 | 50.55 | -2.70 | 0.30 | 51.65 | Short Covering | |
| BANKNIFTY | 2016/05/17 | 2016/05/26 | 2,016 | May | Tue | 16,869.00 | 16,942.00 | 16,766.70 | 16,812.00 | 16,795.00 | 16,812.00 | 104,136.00 | ######## | 1,712,880 | 44,730.00 | 16,762.00 | 25.00 | 23.35 | 2.68 | 0.14 | 50.00 | Long Builtup | |
| BANKNIFTY | 2016/05/18 | 2016/05/26 | 2,016 | May | Wed | 16,675.00 | 16,798.00 | 16,575.00 | 16,761.45 | 16,779.00 | 16,761.45 | 103,278.00 | ######## | 1,741,560 | 28,680.00 | 16,728.00 | -34.00 | -50.55 | 1.67 | -0.30 | 33.45 | Short Builtup | |
| BANKNIFTY | 2016/05/19 | 2016/05/26 | 2,016 | May | Thu | 17,282.35 | 17,282.35 | 16,538.00 | 16,563.65 | 16,559.95 | 16,563.65 | 91,474.00 | ######## | 1,730,280 | -11,280.00 | 16,565.00 | -163.00 | -197.80 | -0.65 | -1.18 | -1.35 | Long Unwinding | |
| BANKNIFTY | 2016/05/20 | 2016/05/26 | 2,016 | May | Fri | 16,598.00 | 16,668.80 | 16,475.05 | 16,505.85 | 16,509.95 | 16,505.85 | 90,493.00 | ######## | 1,654,740 | -75,540.00 | 16,481.00 | -84.00 | -57.80 | -4.37 | -0.35 | 24.85 | Long Unwinding | |
| BANKNIFTY | 2016/05/23 | 2016/05/26 | 2,016 | May | Mon | 16,625.00 | 16,638.00 | 16,390.00 | 16,429.40 | 16,395.00 | 16,429.40 | 100,815.00 | ######## | 1,571,130 | -83,610.00 | 16,407.00 | -74.00 | -76.45 | -5.05 | -0.46 | 22.40 | Long Unwinding | |
| BANKNIFTY | 2016/05/24 | 2016/05/26 | 2,016 | May | Tue | 16,424.70 | 16,523.95 | 16,379.00 | 16,488.10 | 16,519.05 | 16,488.10 | 79,968.00 | ######## | 1,404,570 | -166,560.00 | 16,456.00 | 49.00 | 58.70 | -10.60 | 0.36 | 32.10 | Short Covering | |
| BANKNIFTY | 2016/05/25 | 2016/05/26 | 2,016 | May | Wed | 16,675.00 | 17,045.00 | 16,610.05 | 17,013.60 | 17,010.00 | 17,013.60 | 127,589.00 | ######## | 1,119,900 | -284,670.00 | 16,997.00 | 541.00 | 525.50 | -20.20 | 3.19 | 16.60 | Short Covering | |
| BANKNIFTY | 2016/05/26 | 2016/05/26 | EXPIRY DAY | 2,016 | May | Thu | 17,065.00 | 17,378.75 | 16,968.55 | 17,333.20 | 17,360.10 | 17,359.30 | 105,955.00 | ######## | 701,250 | -418,650.00 | 17,359.00 | 362.00 | 319.60 | -37.30 | 1.88 | -25.80 | Short Covering |
| BANKNIFTY | 2016/05/27 | 2016/06/30 | 2,016 | Jun | Fri | 17,310.00 | 17,533.00 | 17,310.00 | 17,491.40 | 17,495.00 | 17,491.40 | 100,719.00 | ######## | 1,740,570 | 98,040.00 | 17,511.00 | 152.00 | 158.20 | 148.20 | 0.91 | -19.60 | Long Builtup | |
| BANKNIFTY | 2016/05/30 | 2016/06/30 | 2,016 | Jun | Mon | 17,540.00 | 17,657.95 | 17,466.10 | 17,507.65 | 17,500.00 | 17,507.65 | 70,649.00 | ######## | 1,704,930 | -35,640.00 | 17,520.00 | 9.00 | 16.25 | -2.05 | 0.09 | -12.35 | Short Covering | |
| BANKNIFTY | 2016/05/31 | 2016/06/30 | 2,016 | Jun | Tue | 17,584.70 | 17,640.05 | 17,445.30 | 17,612.55 | 17,601.00 | 17,612.55 | 90,347.00 | ######## | 1,705,950 | 1,020.00 | 17,620.00 | 100.00 | 104.90 | 0.06 | 0.60 | -7.45 | Long Builtup | |
| BANKNIFTY | 2016/06/01 | 2016/06/30 | 2,016 | Jun | Wed | 17,631.10 | 17,644.00 | 17,381.10 | 17,419.70 | 17,452.00 | 17,419.70 | 100,762.00 | ######## | 1,656,030 | -49,920.00 | 17,423.00 | -197.00 | -192.85 | -2.93 | -1.09 | -3.30 | Long Unwinding | |
| BANKNIFTY | 2016/06/02 | 2016/06/30 | 2,016 | Jun | Thu | 17,400.00 | 17,603.55 | 17,334.00 | 17,573.65 | 17,559.05 | 17,573.65 | 96,088.00 | ######## | 1,764,480 | 108,450.00 | 17,567.00 | 144.00 | 153.95 | 6.55 | 0.88 | 6.65 | Long Builtup | |
| BANKNIFTY | 2016/06/03 | 2016/06/30 | 2,016 | Jun | Fri | 17,624.40 | 17,738.50 | 17,615.00 | 17,655.85 | 17,650.10 | 17,655.85 | 77,226.00 | ######## | 1,724,790 | -39,690.00 | 17,680.00 | 113.00 | 82.20 | -2.25 | 0.47 | -24.15 | Short Covering | |
| BANKNIFTY | 2016/06/06 | 2016/06/30 | 2,016 | Jun | Mon | 17,675.05 | 17,745.00 | 17,620.20 | 17,671.45 | 17,675.00 | 17,671.45 | 76,148.00 | ######## | 1,663,380 | -61,410.00 | 17,671.00 | -9.00 | 15.60 | -3.56 | 0.09 | 0.45 | Short Covering | |
| BANKNIFTY | 2016/06/07 | 2016/06/30 | 2,016 | Jun | Tue | 17,773.15 | 17,949.00 | 17,660.50 | 17,893.40 | 17,886.00 | 17,893.40 | 139,521.00 | ######## | 1,819,710 | 156,330.00 | 17,948.00 | 277.00 | 221.95 | 9.40 | 1.26 | -54.60 | Long Builtup | |
| BANKNIFTY | 2016/06/08 | 2016/06/30 | 2,016 | Jun | Wed | 17,907.00 | 17,959.70 | 17,793.05 | 17,897.95 | 17,886.40 | 17,897.95 | 83,968.00 | ######## | 1,814,880 | -4,830.00 | 17,946.00 | -2.00 | 4.55 | -0.27 | 0.03 | -48.05 | Short Covering | |
| BANKNIFTY | 2016/06/09 | 2016/06/30 | 2,016 | Jun | Thu | 17,825.25 | 17,937.85 | 17,751.15 | 17,843.35 | 17,825.00 | 17,843.35 | 115,056.00 | ######## | 1,797,630 | -17,250.00 | 17,887.00 | -59.00 | -54.60 | -0.95 | -0.31 | -43.65 | Long Unwinding | |
| BANKNIFTY | 2016/06/10 | 2016/06/30 | 2,016 | Jun | Fri | 17,800.00 | 18,026.80 | 17,751.15 | 17,797.05 | 17,790.00 | 17,797.05 | 117,322.00 | ######## | 1,755,330 | -42,300.00 | 17,828.00 | -59.00 | -46.30 | -2.35 | -0.26 | -30.95 | Long Unwinding | |
| BANKNIFTY | 2016/06/13 | 2016/06/30 | 2,016 | Jun | Mon | 17,625.00 | 17,643.30 | 17,482.10 | 17,562.15 | 17,563.95 | 17,562.15 | 96,943.00 | ######## | 1,596,930 | -158,400.00 | 17,593.00 | -235.00 | -234.90 | -9.02 | -1.32 | -30.85 | Long Unwinding | |
| BANKNIFTY | 2016/06/14 | 2016/06/30 | 2,016 | Jun | Tue | 17,664.00 | 17,695.00 | 17,527.00 | 17,638.40 | 17,642.00 | 17,638.40 | 88,988.00 | ######## | 1,574,250 | -22,680.00 | 17,672.00 | 79.00 | 76.25 | -1.42 | 0.43 | -33.60 | Short Covering | |
| BANKNIFTY | 2016/06/15 | 2016/06/30 | 2,016 | Jun | Wed | 17,700.25 | 17,905.85 | 17,593.00 | 17,877.30 | 17,859.50 | 17,877.30 | 116,195.00 | ######## | 1,647,420 | 73,170.00 | 17,917.00 | 245.00 | 238.90 | 4.65 | 1.35 | -39.70 | Long Builtup | |
| BANKNIFTY | 2016/06/16 | 2016/06/30 | 2,016 | Jun | Thu | 17,780.00 | 17,818.90 | 17,532.85 | 17,687.45 | 17,660.15 | 17,687.45 | 147,631.00 | ######## | 1,529,490 | -117,930.00 | 17,671.00 | -246.00 | -189.85 | -7.16 | -1.06 | 16.45 | Long Unwinding | |
| BANKNIFTY | 2016/06/17 | 2016/06/30 | 2,016 | Jun | Fri | 17,755.10 | 17,860.00 | 17,610.00 | 17,699.15 | 17,690.00 | 17,699.15 | 90,508.00 | ######## | 1,459,470 | -70,020.00 | 17,696.00 | 25.00 | 11.70 | -4.58 | 0.07 | 3.15 | Short Covering | |
| BANKNIFTY | 2016/06/20 | 2016/06/30 | 2,016 | Jun | Mon | 17,465.25 | 17,795.55 | 17,420.15 | 17,728.35 | 17,715.00 | 17,728.35 | 124,827.00 | ######## | 1,791,960 | 332,490.00 | 17,718.00 | 22.00 | 29.20 | 22.78 | 0.16 | 10.35 | Long Builtup | |
| BANKNIFTY | 2016/06/21 | 2016/06/30 | 2,016 | Jun | Tue | 17,715.30 | 17,754.85 | 17,603.00 | 17,623.10 | 17,605.00 | 17,623.10 | 74,007.00 | ######## | 1,778,880 | -13,080.00 | 17,619.00 | -99.00 | -105.25 | -0.73 | -0.59 | 4.10 | Long Unwinding | |
| BANKNIFTY | 2016/06/22 | 2016/06/30 | 2,016 | Jun | Wed | 17,600.00 | 17,765.65 | 17,500.00 | 17,597.70 | 17,596.00 | 17,597.70 | 97,067.00 | ######## | 1,800,780 | 21,900.00 | 17,626.00 | 7.00 | -25.40 | 1.23 | -0.14 | -28.30 | Short Builtup | |
| BANKNIFTY | 2016/06/23 | 2016/06/30 | 2,016 | Jun | Thu | 17,585.05 | 17,919.55 | 17,585.05 | 17,890.50 | 17,895.00 | 17,890.50 | 112,044.00 | ######## | 1,825,410 | 24,630.00 | 17,892.00 | 266.00 | 292.80 | 1.37 | 1.66 | -1.50 | Long Builtup | |
| BANKNIFTY | 2016/06/24 | 2016/06/30 | 2,016 | Jun | Fri | 17,330.25 | 17,430.00 | 16,910.00 | 17,393.00 | 17,369.90 | 17,393.00 | 216,848.00 | ######## | 1,764,870 | -60,540.00 | 17,426.00 | -466.00 | -497.50 | -3.32 | -2.78 | -33.00 | Long Unwinding | |
| BANKNIFTY | 2016/06/27 | 2016/06/30 | 2,016 | Jun | Mon | 17,349.95 | 17,583.90 | 17,339.85 | 17,490.05 | 17,492.00 | 17,490.05 | 96,703.00 | ######## | 1,652,730 | -112,140.00 | 17,514.00 | 88.00 | 97.05 | -6.35 | 0.56 | -23.95 | Short Covering | |
| BANKNIFTY | 2016/06/28 | 2016/06/30 | 2,016 | Jun | Tue | 17,455.15 | 17,629.60 | 17,455.15 | 17,553.55 | 17,549.70 | 17,553.55 | 84,869.00 | ######## | 1,291,170 | -361,560.00 | 17,561.00 | 47.00 | 63.50 | -21.80 | 0.36 | -7.45 | Short Covering | |
| BANKNIFTY | 2016/06/29 | 2016/06/30 | 2,016 | Jun | Wed | 17,612.15 | 17,748.85 | 17,584.45 | 17,696.95 | 17,680.30 | 17,696.95 | 87,885.00 | ######## | 1,034,670 | -256,500.00 | 17,689.00 | 128.00 | 143.40 | -19.80 | 0.82 | 7.95 | Short Covering | |
| BANKNIFTY | 2016/06/30 | 2016/06/30 | EXPIRY DAY | 2,016 | Jun | Thu | 17,802.50 | 17,976.85 | 17,781.10 | 17,926.50 | 17,935.50 | 17,935.40 | 95,757.00 | ######## | 562,410 | -472,260.00 | 17,935.00 | 246.00 | 229.55 | -45.60 | 1.30 | -8.50 | Short Covering |
| BANKNIFTY | 2016/07/01 | 2016/07/28 | 2,016 | Jul | Fri | 18,032.00 | 18,147.00 | 18,025.00 | 18,054.80 | 18,035.00 | 18,054.80 | 58,211.00 | ######## | 1,825,200 | -8,400.00 | 17,985.00 | 50.00 | 128.30 | 224.50 | 0.72 | 69.80 | Short Covering | |
| BANKNIFTY | 2016/07/04 | 2016/07/28 | 2,016 | Jul | Mon | 18,155.00 | 18,193.00 | 18,086.15 | 18,143.70 | 18,149.95 | 18,143.70 | 50,069.00 | ######## | 1,932,080 | 106,880.00 | 18,097.00 | 112.00 | 88.90 | 5.86 | 0.49 | 46.70 | Long Builtup | |
| BANKNIFTY | 2016/07/05 | 2016/07/28 | 2,016 | Jul | Tue | 18,050.00 | 18,160.00 | 18,036.00 | 18,073.75 | 18,074.80 | 18,073.75 | 53,481.00 | ######## | 1,866,400 | -65,680.00 | 18,004.00 | -93.00 | -69.95 | -3.40 | -0.39 | 69.75 | Long Unwinding | |
| BANKNIFTY | 2016/07/07 | 2016/07/28 | 2,016 | Jul | Thu | 18,100.00 | 18,225.65 | 18,050.10 | 18,139.25 | 18,139.95 | 18,139.25 | 69,578.00 | ######## | 1,869,320 | 2,920.00 | 18,084.00 | 80.00 | 65.50 | 0.16 | 0.36 | 55.25 | Long Builtup | |
| BANKNIFTY | 2016/07/08 | 2016/07/28 | 2,016 | Jul | Fri | 18,130.00 | 18,130.00 | 17,963.00 | 18,059.50 | 18,073.75 | 18,059.50 | 61,079.00 | ######## | 1,887,200 | 17,880.00 | 18,016.00 | -68.00 | -79.75 | 0.96 | -0.44 | 43.50 | Short Builtup | |
| BANKNIFTY | 2016/07/11 | 2016/07/28 | 2,016 | Jul | Mon | 18,275.00 | 18,497.00 | 18,252.30 | 18,478.70 | 18,484.90 | 18,478.70 | 64,562.00 | ######## | 2,082,960 | 195,760.00 | 18,390.00 | 374.00 | 419.20 | 10.37 | 2.32 | 88.70 | Long Builtup | |
| BANKNIFTY | 2016/07/12 | 2016/07/28 | 2,016 | Jul | Tue | 18,540.00 | 18,712.45 | 18,509.80 | 18,696.65 | 18,693.80 | 18,696.65 | 61,914.00 | ######## | 2,225,040 | 142,080.00 | 18,667.00 | 277.00 | 217.95 | 6.82 | 1.18 | 29.65 | Long Builtup | |
| BANKNIFTY | 2016/07/13 | 2016/07/28 | 2,016 | Jul | Wed | 18,695.30 | 18,728.30 | 18,582.00 | 18,650.35 | 18,642.50 | 18,650.35 | 57,609.00 | ######## | 2,221,240 | -3,800.00 | 18,618.00 | -49.00 | -46.30 | -0.17 | -0.25 | 32.35 | Long Unwinding | |
| BANKNIFTY | 2016/07/14 | 2016/07/28 | 2,016 | Jul | Thu | 18,630.10 | 18,921.95 | 18,598.15 | 18,903.10 | 18,890.00 | 18,903.10 | 76,519.00 | ######## | 2,353,160 | 131,920.00 | 18,863.00 | 245.00 | 252.75 | 5.94 | 1.36 | 40.10 | Long Builtup | |
| BANKNIFTY | 2016/07/15 | 2016/07/28 | 2,016 | Jul | Fri | 18,910.00 | 19,045.10 | 18,813.00 | 18,974.35 | 18,980.00 | 18,974.35 | 71,465.00 | ######## | 2,395,160 | 42,000.00 | 18,953.00 | 90.00 | 71.25 | 1.78 | 0.38 | 21.35 | Long Builtup | |
| BANKNIFTY | 2016/07/18 | 2016/07/28 | 2,016 | Jul | Mon | 19,025.00 | 19,176.00 | 18,921.05 | 18,959.00 | 18,925.00 | 18,959.00 | 68,852.00 | ######## | 2,380,640 | -14,520.00 | 18,923.00 | -30.00 | -15.35 | -0.61 | -0.08 | 36.00 | Long Unwinding | |
| BANKNIFTY | 2016/07/19 | 2016/07/28 | 2,016 | Jul | Tue | 18,969.90 | 19,075.05 | 18,855.00 | 18,961.65 | 18,977.85 | 18,961.65 | 76,772.00 | ######## | 2,325,600 | -55,040.00 | 18,905.00 | -18.00 | 2.65 | -2.31 | 0.01 | 56.65 | Short Covering | |
| BANKNIFTY | 2016/07/20 | 2016/07/28 | 2,016 | Jul | Wed | 18,911.25 | 19,070.00 | 18,911.25 | 19,031.70 | 19,034.00 | 19,031.70 | 48,643.00 | ######## | 2,324,480 | -1,120.00 | 18,968.00 | 63.00 | 70.05 | -0.05 | 0.37 | 63.70 | Short Covering | |
| BANKNIFTY | 2016/07/21 | 2016/07/28 | 2,016 | Jul | Thu | 19,025.00 | 19,063.95 | 18,690.00 | 18,722.10 | 18,704.90 | 18,722.10 | 86,565.00 | ######## | 2,114,680 | -209,800.00 | 18,674.00 | -294.00 | -309.60 | -9.03 | -1.63 | 48.10 | Long Unwinding | |
| BANKNIFTY | 2016/07/22 | 2016/07/28 | 2,016 | Jul | Fri | 18,724.95 | 18,776.95 | 18,580.20 | 18,734.95 | 18,755.00 | 18,734.95 | 69,936.00 | ######## | 1,937,240 | -177,440.00 | 18,690.00 | 16.00 | 12.85 | -8.39 | 0.07 | 44.95 | Short Covering | |
| BANKNIFTY | 2016/07/25 | 2016/07/28 | 2,016 | Jul | Mon | 18,659.85 | 19,080.00 | 18,606.95 | 19,012.55 | 18,995.20 | 19,012.55 | 88,380.00 | ######## | 1,784,360 | -152,880.00 | 18,989.00 | 299.00 | 277.60 | -7.89 | 1.48 | 23.55 | Short Covering | |
| BANKNIFTY | 2016/07/26 | 2016/07/28 | 2,016 | Jul | Tue | 18,955.00 | 19,065.55 | 18,820.00 | 18,864.10 | 18,859.95 | 18,864.10 | 64,577.00 | ######## | 1,544,320 | -240,040.00 | 18,860.00 | -129.00 | -148.45 | -13.40 | -0.78 | 4.10 | Long Unwinding | |
| BANKNIFTY | 2016/07/27 | 2016/07/28 | 2,016 | Jul | Wed | 18,880.00 | 19,129.60 | 18,866.05 | 19,025.30 | 19,018.05 | 19,025.30 | 92,496.00 | ######## | 1,305,000 | -239,320.00 | 19,021.00 | 161.00 | 161.20 | -15.50 | 0.85 | 4.30 | Short Covering | |
| BANKNIFTY | 2016/07/28 | 2016/07/28 | EXPIRY DAY | 2,016 | Jul | Thu | 19,084.75 | 19,139.00 | 18,995.10 | 19,074.65 | 19,075.50 | 19,076.55 | 78,683.00 | ######## | 749,960 | -555,040.00 | 19,076.00 | 55.00 | 49.35 | -42.50 | 0.26 | -1.35 | Short Covering |
| BANKNIFTY | 2016/07/29 | 2016/08/25 | 2,016 | Aug | Fri | 19,199.50 | 19,199.50 | 19,000.20 | 19,049.40 | 19,055.00 | 19,049.40 | 48,502.00 | ######## | 1,727,880 | 19,520.00 | 18,953.00 | -123.00 | -25.25 | 130.40 | -0.13 | 96.40 | Short Builtup | |
| BANKNIFTY | 2016/08/01 | 2016/08/25 | 2,016 | Aug | Mon | 19,045.00 | 19,180.00 | 18,718.30 | 18,846.40 | 18,862.95 | 18,846.40 | 88,061.00 | ######## | 1,889,720 | 161,840.00 | 18,740.00 | -213.00 | -203.00 | 9.37 | -1.07 | 106.40 | Short Builtup | |
| BANKNIFTY | 2016/08/02 | 2016/08/25 | 2,016 | Aug | Tue | 18,898.50 | 18,962.05 | 18,755.25 | 18,822.50 | 18,845.00 | 18,822.50 | 55,661.00 | ######## | 1,908,400 | 18,680.00 | 18,708.00 | -32.00 | -23.90 | 0.99 | -0.13 | 114.50 | Short Builtup | |
| BANKNIFTY | 2016/08/03 | 2016/08/25 | 2,016 | Aug | Wed | 18,795.00 | 18,890.00 | 18,632.20 | 18,693.20 | 18,702.00 | 18,693.20 | 73,051.00 | ######## | 1,953,840 | 45,440.00 | 18,602.00 | -106.00 | -129.30 | 2.38 | -0.69 | 91.20 | Short Builtup | |
| BANKNIFTY | 2016/08/04 | 2016/08/25 | 2,016 | Aug | Thu | 18,812.20 | 18,812.20 | 18,526.70 | 18,704.60 | 18,755.00 | 18,704.60 | 87,028.00 | ######## | 1,763,720 | -190,120.00 | 18,571.00 | -31.00 | 11.40 | -9.73 | 0.06 | 133.60 | Short Covering | |
| BANKNIFTY | 2016/08/05 | 2016/08/25 | 2,016 | Aug | Fri | 18,775.00 | 19,040.00 | 18,355.00 | 19,011.35 | 19,001.80 | 19,011.35 | 68,631.00 | ######## | 1,843,040 | 79,320.00 | 18,925.00 | 354.00 | 306.75 | 4.50 | 1.64 | 86.35 | Long Builtup | |
| BANKNIFTY | 2016/08/08 | 2016/08/25 | 2,016 | Aug | Mon | 19,060.00 | 19,104.25 | 18,974.15 | 19,012.60 | 18,999.95 | 19,012.60 | 41,933.00 | ######## | 1,839,440 | -3,600.00 | 18,939.00 | 14.00 | 1.25 | -0.20 | 0.01 | 73.60 | Short Covering | |
| BANKNIFTY | 2016/08/09 | 2016/08/25 | 2,016 | Aug | Tue | 19,000.00 | 19,079.00 | 18,900.45 | 19,007.10 | 19,004.00 | 19,007.10 | 65,794.00 | ######## | 1,954,720 | 115,280.00 | 18,933.00 | -6.00 | -5.50 | 6.27 | -0.03 | 74.10 | Short Builtup | |
| BANKNIFTY | 2016/08/10 | 2016/08/25 | 2,016 | Aug | Wed | 19,020.00 | 19,029.60 | 18,680.00 | 18,716.90 | 18,696.00 | 18,716.90 | 74,220.00 | ######## | 1,894,600 | -60,120.00 | 18,647.00 | -286.00 | -290.20 | -3.08 | -1.53 | 69.90 | Long Unwinding | |
| BANKNIFTY | 2016/08/11 | 2016/08/25 | 2,016 | Aug | Thu | 18,612.00 | 18,769.75 | 18,593.00 | 18,720.25 | 18,752.25 | 18,720.25 | 67,565.00 | ######## | 1,710,320 | -184,280.00 | 18,640.00 | -7.00 | 3.35 | -9.73 | 0.02 | 80.25 | Short Covering | |
| BANKNIFTY | 2016/08/12 | 2016/08/25 | 2,016 | Aug | Fri | 18,776.30 | 19,024.90 | 18,728.05 | 18,984.45 | 18,969.00 | 18,984.45 | 74,865.00 | ######## | 1,822,560 | 112,240.00 | 18,963.00 | 323.00 | 264.20 | 6.56 | 1.41 | 21.45 | Long Builtup | |
| BANKNIFTY | 2016/08/16 | 2016/08/25 | 2,016 | Aug | Tue | 18,982.00 | 19,094.95 | 18,841.85 | 19,037.25 | 19,023.10 | 19,037.25 | 70,434.00 | ######## | 1,902,440 | 79,880.00 | 19,002.00 | 39.00 | 52.80 | 4.38 | 0.28 | 35.25 | Long Builtup | |
| BANKNIFTY | 2016/08/17 | 2016/08/25 | 2,016 | Aug | Wed | 19,012.50 | 19,169.00 | 18,970.00 | 19,062.90 | 19,059.90 | 19,062.90 | 73,502.00 | ######## | 2,044,360 | 141,920.00 | 19,041.00 | 39.00 | 25.65 | 7.46 | 0.13 | 21.90 | Long Builtup | |
| BANKNIFTY | 2016/08/18 | 2016/08/25 | 2,016 | Aug | Thu | 19,100.00 | 19,388.40 | 19,081.80 | 19,361.35 | 19,331.30 | 19,361.35 | 92,615.00 | ######## | 2,217,400 | 173,040.00 | 19,352.00 | 311.00 | 298.45 | 8.46 | 1.57 | 9.35 | Long Builtup | |
| BANKNIFTY | 2016/08/19 | 2016/08/25 | 2,016 | Aug | Fri | 19,387.95 | 19,461.50 | 19,323.75 | 19,413.05 | 19,427.00 | 19,413.05 | 60,081.00 | ######## | 2,194,760 | -22,640.00 | 19,414.00 | 62.00 | 51.70 | -1.02 | 0.27 | -0.95 | Short Covering | |
| BANKNIFTY | 2016/08/22 | 2016/08/25 | 2,016 | Aug | Mon | 19,451.10 | 19,496.10 | 19,252.15 | 19,340.40 | 19,350.15 | 19,340.40 | 73,358.00 | ######## | 1,913,960 | -280,800.00 | 19,330.00 | -84.00 | -72.65 | -12.70 | -0.37 | 10.40 | Long Unwinding | |
| BANKNIFTY | 2016/08/23 | 2016/08/25 | 2,016 | Aug | Tue | 19,322.00 | 19,405.45 | 19,245.00 | 19,372.35 | 19,394.00 | 19,372.35 | 60,447.00 | ######## | 1,810,120 | -103,840.00 | 19,341.00 | 11.00 | 31.95 | -5.43 | 0.17 | 31.35 | Short Covering | |
| BANKNIFTY | 2016/08/24 | 2016/08/25 | 2,016 | Aug | Wed | 19,359.55 | 19,409.80 | 19,281.00 | 19,376.00 | 19,368.00 | 19,376.00 | 59,154.00 | ######## | 1,456,240 | -353,880.00 | 19,355.00 | 14.00 | 3.65 | -19.50 | 0.02 | 21.00 | Short Covering | |
| BANKNIFTY | 2016/08/25 | 2016/08/25 | EXPIRY DAY | 2,016 | Aug | Thu | 19,364.70 | 19,438.00 | 19,291.05 | 19,306.45 | 19,303.05 | 19,304.25 | 74,318.00 | ######## | 743,680 | -712,560.00 | 19,304.00 | -51.00 | -69.55 | -48.90 | -0.36 | 2.45 | Long Unwinding |
| BANKNIFTY | 2016/08/26 | 2016/09/29 | 2,016 | Sep | Fri | 19,409.95 | 19,475.90 | 19,226.30 | 19,317.55 | 19,315.00 | 19,317.55 | 83,433.00 | ######## | 2,058,520 | 68,320.00 | 19,195.00 | -109.00 | 11.10 | 176.80 | 0.06 | 122.55 | Long Builtup | |
| BANKNIFTY | 2016/08/29 | 2016/09/29 | 2,016 | Sep | Mon | 19,315.00 | 19,431.90 | 19,182.75 | 19,314.45 | 19,327.40 | 19,314.45 | 73,813.00 | ######## | 2,213,360 | 154,840.00 | 19,217.00 | 22.00 | -3.10 | 7.52 | -0.02 | 97.45 | Short Builtup | |
| BANKNIFTY | 2016/08/30 | 2016/09/29 | 2,016 | Sep | Tue | 19,405.00 | 19,655.10 | 19,370.15 | 19,638.80 | 19,636.10 | 19,638.80 | 81,844.00 | ######## | 2,613,840 | 400,480.00 | 19,531.00 | 314.00 | 324.35 | 18.09 | 1.68 | 107.80 | Long Builtup | |
| BANKNIFTY | 2016/08/31 | 2016/09/29 | 2,016 | Sep | Wed | 19,672.50 | 19,925.00 | 19,653.65 | 19,859.95 | 19,856.70 | 19,859.95 | 91,389.00 | ######## | 2,825,760 | 211,920.00 | 19,787.00 | 256.00 | 221.15 | 8.11 | 1.13 | 72.95 | Long Builtup | |
| BANKNIFTY | 2016/09/01 | 2016/09/29 | 2,016 | Sep | Thu | 19,879.85 | 19,994.85 | 19,790.75 | 19,839.50 | 19,874.95 | 19,839.50 | 80,087.00 | ######## | 2,905,320 | 79,560.00 | 19,788.00 | 1.00 | -20.45 | 2.82 | -0.10 | 51.50 | Short Builtup | |
| BANKNIFTY | 2016/09/02 | 2016/09/29 | 2,016 | Sep | Fri | 19,905.00 | 19,999.95 | 19,852.50 | 19,971.75 | 19,996.05 | 19,971.75 | 57,153.00 | ######## | 2,903,080 | -2,240.00 | 19,883.00 | 95.00 | 132.25 | -0.08 | 0.67 | 88.75 | Short Covering | |
| BANKNIFTY | 2016/09/06 | 2016/09/29 | 2,016 | Sep | Tue | 20,140.00 | 20,531.30 | 20,082.05 | 20,496.55 | 20,510.60 | 20,496.55 | 87,483.00 | ######## | 2,956,920 | 53,840.00 | 20,426.00 | 543.00 | 524.80 | 1.85 | 2.63 | 70.55 | Long Builtup | |
| BANKNIFTY | 2016/09/07 | 2016/09/29 | 2,016 | Sep | Wed | 20,570.00 | 20,649.45 | 20,452.30 | 20,507.90 | 20,535.00 | 20,507.90 | 86,195.00 | ######## | 2,904,080 | -52,840.00 | 20,406.00 | -20.00 | 11.35 | -1.79 | 0.06 | 101.90 | Short Covering | |
| BANKNIFTY | 2016/09/08 | 2016/09/29 | 2,016 | Sep | Thu | 20,531.40 | 20,568.50 | 20,421.90 | 20,514.10 | 20,506.05 | 20,514.10 | 62,799.00 | ######## | 2,893,880 | -10,200.00 | 20,417.00 | 11.00 | 6.20 | -0.35 | 0.03 | 97.10 | Short Covering | |
| BANKNIFTY | 2016/09/09 | 2016/09/29 | 2,016 | Sep | Fri | 20,375.55 | 20,459.95 | 20,236.60 | 20,350.40 | 20,349.00 | 20,350.40 | 81,621.00 | ######## | 2,732,280 | -161,600.00 | 20,245.00 | -172.00 | -163.70 | -5.58 | -0.80 | 105.40 | Long Unwinding | |
| BANKNIFTY | 2016/09/12 | 2016/09/29 | 2,016 | Sep | Mon | 20,001.25 | 20,001.25 | 19,760.00 | 19,895.00 | 19,911.00 | 19,895.00 | 87,937.00 | ######## | 2,318,440 | -413,840.00 | 19,790.00 | -455.00 | -455.40 | -15.10 | -2.24 | 105.00 | Long Unwinding | |
| BANKNIFTY | 2016/09/14 | 2016/09/29 | 2,016 | Sep | Wed | 19,900.00 | 20,044.80 | 19,851.10 | 20,014.20 | 20,037.00 | 20,014.20 | 68,040.00 | ######## | 2,295,480 | -22,960.00 | 19,909.00 | 119.00 | 119.20 | -0.99 | 0.60 | 105.20 | Short Covering | |
| BANKNIFTY | 2016/09/15 | 2016/09/29 | 2,016 | Sep | Thu | 20,030.10 | 20,075.00 | 19,816.00 | 19,938.20 | 19,953.00 | 19,938.20 | 77,251.00 | ######## | 2,256,120 | -39,360.00 | 19,837.00 | -72.00 | -76.00 | -1.71 | -0.38 | 101.20 | Long Unwinding | |
| BANKNIFTY | 2016/09/16 | 2016/09/29 | 2,016 | Sep | Fri | 20,030.50 | 20,317.40 | 19,874.75 | 19,944.95 | 19,970.00 | 19,944.95 | 118,735.00 | ######## | 2,205,240 | -50,880.00 | 19,855.00 | 18.00 | 6.75 | -2.26 | 0.03 | 89.95 | Short Covering | |
| BANKNIFTY | 2016/09/19 | 2016/09/29 | 2,016 | Sep | Mon | 20,001.75 | 20,090.35 | 19,922.00 | 19,986.60 | 19,993.00 | 19,986.60 | 52,311.00 | ######## | 2,181,440 | -23,800.00 | 19,906.00 | 51.00 | 41.65 | -1.08 | 0.21 | 80.60 | Short Covering | |
| BANKNIFTY | 2016/09/20 | 2016/09/29 | 2,016 | Sep | Tue | 20,035.10 | 20,035.10 | 19,860.15 | 19,921.80 | 19,917.00 | 19,921.80 | 43,182.00 | ######## | 2,136,240 | -45,200.00 | 19,852.00 | -54.00 | -64.80 | -2.07 | -0.32 | 69.80 | Long Unwinding | |
| BANKNIFTY | 2016/09/21 | 2016/09/29 | 2,016 | Sep | Wed | 19,965.05 | 20,010.00 | 19,828.00 | 19,901.15 | 19,910.00 | 19,901.15 | 59,372.00 | ######## | 2,154,880 | 18,640.00 | 19,828.00 | -24.00 | -20.65 | 0.87 | -0.10 | 73.15 | Short Builtup | |
| BANKNIFTY | 2016/09/22 | 2016/09/29 | 2,016 | Sep | Thu | 20,225.30 | 20,349.00 | 20,040.60 | 20,162.10 | 20,145.05 | 20,162.10 | 104,676.00 | ######## | 2,127,480 | -27,400.00 | 20,109.00 | 281.00 | 260.95 | -1.27 | 1.31 | 53.10 | Short Covering | |
| BANKNIFTY | 2016/09/23 | 2016/09/29 | 2,016 | Sep | Fri | 20,188.80 | 20,195.00 | 19,915.00 | 19,948.50 | 19,928.85 | 19,948.50 | 62,230.00 | ######## | 2,236,240 | 108,760.00 | 19,901.00 | -208.00 | -213.60 | 5.11 | -1.06 | 47.50 | Short Builtup | |
| BANKNIFTY | 2016/09/26 | 2016/09/29 | 2,016 | Sep | Mon | 19,811.00 | 19,849.65 | 19,623.40 | 19,644.90 | 19,645.00 | 19,644.90 | 74,172.00 | ######## | 1,941,080 | -295,160.00 | 19,591.00 | -310.00 | -303.60 | -13.20 | -1.52 | 53.90 | Long Unwinding | |
| BANKNIFTY | 2016/09/27 | 2016/09/29 | 2,016 | Sep | Tue | 19,711.10 | 19,740.00 | 19,511.00 | 19,558.90 | 19,588.00 | 19,558.90 | 85,765.00 | ######## | 1,791,160 | -149,920.00 | 19,518.00 | -73.00 | -86.00 | -7.72 | -0.44 | 40.90 | Long Unwinding | |
| BANKNIFTY | 2016/09/28 | 2016/09/29 | 2,016 | Sep | Wed | 19,557.45 | 19,740.00 | 19,534.00 | 19,691.70 | 19,698.70 | 19,691.70 | 81,628.00 | ######## | 1,217,800 | -573,360.00 | 19,653.00 | 135.00 | 132.80 | -32.00 | 0.68 | 38.70 | Short Covering | |
| BANKNIFTY | 2016/09/29 | 2016/09/29 | EXPIRY DAY | 2,016 | Sep | Thu | 19,790.50 | 19,840.00 | 19,042.50 | 19,159.05 | 19,182.00 | 19,183.65 | 163,619.00 | ######## | 1,019,360 | -198,440.00 | 19,183.00 | -470.00 | -532.65 | -16.20 | -2.70 | -23.95 | Long Unwinding |
| BANKNIFTY | 2016/09/30 | 2016/10/27 | 2,016 | Oct | Fri | 19,271.75 | 19,447.00 | 19,100.00 | 19,402.75 | 19,437.00 | 19,402.75 | 89,478.00 | ######## | 1,950,040 | 72,040.00 | 19,285.00 | 102.00 | 243.70 | 91.30 | 1.27 | 117.75 | Long Builtup | |
| BANKNIFTY | 2016/10/03 | 2016/10/27 | 2,016 | Oct | Mon | 19,511.15 | 19,707.50 | 19,450.30 | 19,685.35 | 19,706.00 | 19,685.35 | 74,466.00 | ######## | 1,909,480 | -40,560.00 | 19,589.00 | 304.00 | 282.60 | -2.08 | 1.46 | 96.35 | Short Covering | |
| BANKNIFTY | 2016/10/04 | 2016/10/27 | 2,016 | Oct | Tue | 19,735.10 | 19,850.00 | 19,617.60 | 19,784.80 | 19,808.95 | 19,784.80 | 90,586.00 | ######## | 1,933,600 | 24,120.00 | 19,672.00 | 83.00 | 99.45 | 1.26 | 0.51 | 112.80 | Long Builtup | |
| BANKNIFTY | 2016/10/05 | 2016/10/27 | 2,016 | Oct | Wed | 19,884.65 | 19,904.90 | 19,582.50 | 19,621.50 | 19,600.15 | 19,621.50 | 82,089.00 | ######## | 1,960,240 | 26,640.00 | 19,536.00 | -136.00 | -163.30 | 1.38 | -0.83 | 85.50 | Short Builtup | |
| BANKNIFTY | 2016/10/06 | 2016/10/27 | 2,016 | Oct | Thu | 19,605.50 | 19,675.00 | 19,406.75 | 19,483.30 | 19,502.00 | 19,483.30 | 86,426.00 | ######## | 2,058,480 | 98,240.00 | 19,395.00 | -141.00 | -138.20 | 5.01 | -0.70 | 88.30 | Short Builtup | |
| BANKNIFTY | 2016/10/07 | 2016/10/27 | 2,016 | Oct | Fri | 19,490.00 | 19,545.00 | 19,407.05 | 19,487.45 | 19,493.95 | 19,487.45 | 57,692.00 | ######## | 2,064,960 | 6,480.00 | 19,400.00 | 5.00 | 4.15 | 0.31 | 0.02 | 87.45 | Long Builtup | |
| BANKNIFTY | 2016/10/10 | 2016/10/27 | 2,016 | Oct | Mon | 19,575.45 | 19,617.40 | 19,425.00 | 19,464.50 | 19,488.55 | 19,464.50 | 43,600.00 | ######## | 2,137,000 | 72,040.00 | 19,378.00 | -22.00 | -22.95 | 3.49 | -0.12 | 86.50 | Short Builtup | |
| BANKNIFTY | 2016/10/13 | 2016/10/27 | 2,016 | Oct | Thu | 19,386.00 | 19,399.60 | 18,872.00 | 19,017.40 | 19,022.10 | 19,017.40 | 107,080.00 | ######## | 2,397,880 | 260,880.00 | 18,954.00 | -424.00 | -447.10 | 12.21 | -2.30 | 63.40 | Short Builtup | |
| BANKNIFTY | 2016/10/14 | 2016/10/27 | 2,016 | Oct | Fri | 19,060.05 | 19,113.35 | 18,983.10 | 19,086.20 | 19,089.60 | 19,086.20 | 52,005.00 | ######## | 2,348,760 | -49,120.00 | 19,020.00 | 66.00 | 68.80 | -2.05 | 0.36 | 66.20 | Short Covering | |
| BANKNIFTY | 2016/10/17 | 2016/10/27 | 2,016 | Oct | Mon | 19,180.00 | 19,268.50 | 19,015.00 | 19,087.75 | 19,105.00 | 19,087.75 | 89,112.00 | ######## | 2,148,120 | -200,640.00 | 19,070.00 | 50.00 | 1.55 | -8.54 | 0.01 | 17.75 | Short Covering | |
| BANKNIFTY | 2016/10/18 | 2016/10/27 | 2,016 | Oct | Tue | 19,238.70 | 19,552.45 | 19,176.00 | 19,523.65 | 19,510.00 | 19,523.65 | 102,749.00 | ######## | 1,957,160 | -190,960.00 | 19,495.00 | 425.00 | 435.90 | -8.89 | 2.28 | 28.65 | Short Covering | |
| BANKNIFTY | 2016/10/19 | 2016/10/27 | 2,016 | Oct | Wed | 19,570.00 | 19,570.10 | 19,352.00 | 19,452.05 | 19,447.45 | 19,452.05 | 65,243.00 | ######## | 1,893,520 | -63,640.00 | 19,412.00 | -83.00 | -71.60 | -3.25 | -0.37 | 40.05 | Long Unwinding | |
| BANKNIFTY | 2016/10/20 | 2016/10/27 | 2,016 | Oct | Thu | 19,503.30 | 19,734.00 | 19,501.05 | 19,669.20 | 19,676.05 | 19,669.20 | 92,049.00 | ######## | 1,896,080 | 2,560.00 | 19,658.00 | 246.00 | 217.15 | 0.14 | 1.12 | 11.20 | Long Builtup | |
| BANKNIFTY | 2016/10/21 | 2016/10/27 | 2,016 | Oct | Fri | 19,651.10 | 19,753.00 | 19,521.20 | 19,723.25 | 19,730.00 | 19,723.25 | 58,319.00 | ######## | 1,842,480 | -53,600.00 | 19,710.00 | 52.00 | 54.05 | -2.83 | 0.27 | 13.25 | Short Covering | |
| BANKNIFTY | 2016/10/24 | 2016/10/27 | 2,016 | Oct | Mon | 19,770.05 | 19,899.00 | 19,752.40 | 19,820.70 | 19,829.00 | 19,820.70 | 58,024.00 | ######## | 1,822,040 | -20,440.00 | 19,807.00 | 97.00 | 97.45 | -1.11 | 0.49 | 13.70 | Short Covering | |
| BANKNIFTY | 2016/10/25 | 2016/10/27 | 2,016 | Oct | Tue | 19,880.00 | 19,905.25 | 19,710.05 | 19,844.85 | 19,851.25 | 19,844.85 | 63,103.00 | ######## | 1,700,320 | -121,720.00 | 19,834.00 | 27.00 | 24.15 | -6.68 | 0.12 | 10.85 | Short Covering | |
| BANKNIFTY | 2016/10/26 | 2016/10/27 | 2,016 | Oct | Wed | 19,615.55 | 19,674.30 | 19,432.20 | 19,488.65 | 19,499.90 | 19,488.65 | 86,380.00 | ######## | 1,196,000 | -504,320.00 | 19,483.00 | -351.00 | -356.20 | -29.60 | -1.79 | 5.65 | Long Unwinding | |
| BANKNIFTY | 2016/10/27 | 2016/10/27 | EXPIRY DAY | 2,016 | Oct | Thu | 19,450.00 | 19,543.10 | 19,245.15 | 19,497.95 | 19,514.00 | 19,514.60 | 90,653.00 | ######## | 769,320 | -426,680.00 | 19,514.00 | 31.00 | 9.30 | -35.60 | 0.05 | -16.05 | Short Covering |
| BANKNIFTY | 2016/10/28 | 2016/11/24 | 2,016 | Nov | Fri | 19,635.00 | 19,690.70 | 19,459.45 | 19,623.50 | 19,650.00 | 19,623.50 | 71,062.00 | ######## | 1,535,560 | -24,160.00 | 19,555.00 | 41.00 | 125.55 | 99.60 | 0.64 | 68.50 | Short Covering | |
| BANKNIFTY | 2016/10/30 | 2016/11/24 | 2,016 | Nov | Sun | 19,690.00 | 19,695.00 | 19,517.45 | 19,552.60 | 19,521.05 | 19,552.60 | 9,359.00 | 73,281.87 | 1,569,960 | 34,400.00 | 19,523.00 | -32.00 | -70.90 | 2.24 | -0.36 | 29.60 | Short Builtup | |
| BANKNIFTY | 2016/11/01 | 2016/11/24 | 2,016 | Nov | Tue | 19,589.45 | 19,650.00 | 19,478.00 | 19,525.10 | 19,528.90 | 19,525.10 | 50,740.00 | ######## | 1,734,960 | 165,000.00 | 19,458.00 | -65.00 | -27.50 | 10.51 | -0.14 | 67.10 | Short Builtup | |
| BANKNIFTY | 2016/11/02 | 2016/11/24 | 2,016 | Nov | Wed | 19,299.00 | 19,389.90 | 19,222.35 | 19,299.65 | 19,322.00 | 19,299.65 | 71,246.00 | ######## | 1,926,920 | 191,960.00 | 19,227.00 | -231.00 | -225.45 | 11.06 | -1.15 | 72.65 | Short Builtup | |
| BANKNIFTY | 2016/11/03 | 2016/11/24 | 2,016 | Nov | Thu | 19,275.00 | 19,379.30 | 19,193.60 | 19,266.25 | 19,250.05 | 19,266.25 | 70,471.00 | ######## | 1,911,320 | -15,600.00 | 19,178.00 | -49.00 | -33.40 | -0.81 | -0.17 | 88.25 | Long Unwinding | |
| BANKNIFTY | 2016/11/04 | 2016/11/24 | 2,016 | Nov | Fri | 19,225.25 | 19,285.00 | 19,041.25 | 19,131.95 | 19,145.05 | 19,131.95 | 75,247.00 | ######## | 1,948,400 | 37,080.00 | 19,058.00 | -120.00 | -134.30 | 1.94 | -0.70 | 73.95 | Short Builtup | |
| BANKNIFTY | 2016/11/07 | 2016/11/24 | 2,016 | Nov | Mon | 19,400.00 | 19,435.80 | 19,285.75 | 19,395.20 | 19,374.20 | 19,395.20 | 58,515.00 | ######## | 1,794,160 | -154,240.00 | 19,356.00 | 298.00 | 263.25 | -7.92 | 1.38 | 39.20 | Short Covering | |
| BANKNIFTY | 2016/11/08 | 2016/11/24 | 2,016 | Nov | Tue | 19,513.30 | 19,619.95 | 19,375.00 | 19,561.30 | 19,575.00 | 19,561.30 | 61,999.00 | ######## | 1,685,760 | -108,400.00 | 19,500.00 | 144.00 | 166.10 | -6.04 | 0.86 | 61.30 | Short Covering | |
| BANKNIFTY | 2016/11/09 | 2016/11/24 | 2,016 | Nov | Wed | 18,325.00 | 19,632.00 | 18,200.00 | 19,583.50 | 19,623.90 | 19,583.50 | 195,876.00 | ######## | 1,887,280 | 201,520.00 | 19,518.00 | 18.00 | 22.20 | 11.95 | 0.11 | 65.50 | Long Builtup | |
| BANKNIFTY | 2016/11/10 | 2016/11/24 | 2,016 | Nov | Thu | 19,860.00 | 20,315.00 | 19,816.25 | 20,261.90 | 20,275.00 | 20,261.90 | 143,301.00 | ######## | 1,951,280 | 64,000.00 | 20,200.00 | 682.00 | 678.40 | 3.39 | 3.46 | 61.90 | Long Builtup | |
| BANKNIFTY | 2016/11/11 | 2016/11/24 | 2,016 | Nov | Fri | 20,149.70 | 20,332.00 | 19,777.00 | 19,820.25 | 19,866.00 | 19,820.25 | 114,031.00 | ######## | 1,959,840 | 8,560.00 | 19,738.00 | -462.00 | -441.65 | 0.44 | -2.18 | 82.25 | Short Builtup | |
| BANKNIFTY | 2016/11/15 | 2016/11/24 | 2,016 | Nov | Tue | 19,840.00 | 19,898.85 | 19,306.10 | 19,359.45 | 19,370.10 | 19,359.45 | 124,470.00 | ######## | 2,247,160 | 287,320.00 | 19,289.00 | -449.00 | -460.80 | 14.66 | -2.32 | 70.45 | Short Builtup | |
| BANKNIFTY | 2016/11/16 | 2016/11/24 | 2,016 | Nov | Wed | 19,550.00 | 19,649.00 | 19,120.60 | 19,141.65 | 19,140.00 | 19,141.65 | 94,743.00 | ######## | 2,418,000 | 170,840.00 | 19,108.00 | -181.00 | -217.80 | 7.60 | -1.13 | 33.65 | Short Builtup | |
| BANKNIFTY | 2016/11/17 | 2016/11/24 | 2,016 | Nov | Thu | 19,117.35 | 19,366.00 | 19,035.05 | 19,140.05 | 19,213.00 | 19,140.05 | 99,660.00 | ######## | 2,412,840 | -5,160.00 | 19,087.00 | -21.00 | -1.60 | -0.21 | -0.01 | 53.05 | Long Unwinding | |
| BANKNIFTY | 2016/11/18 | 2016/11/24 | 2,016 | Nov | Fri | 19,213.25 | 19,259.30 | 18,925.55 | 18,993.25 | 18,980.00 | 18,993.25 | 77,581.00 | ######## | 2,543,040 | 130,200.00 | 18,959.00 | -128.00 | -146.80 | 5.40 | -0.77 | 34.25 | Short Builtup | |
| BANKNIFTY | 2016/11/21 | 2016/11/24 | 2,016 | Nov | Mon | 19,085.00 | 19,096.85 | 18,341.40 | 18,470.85 | 18,492.00 | 18,470.85 | 131,576.00 | ######## | 2,560,080 | 17,040.00 | 18,446.00 | -513.00 | -522.40 | 0.67 | -2.75 | 24.85 | Short Builtup | |
| BANKNIFTY | 2016/11/22 | 2016/11/24 | 2,016 | Nov | Tue | 18,620.15 | 18,651.00 | 18,351.75 | 18,572.15 | 18,600.00 | 18,572.15 | 100,210.00 | ######## | 2,436,240 | -123,840.00 | 18,548.00 | 102.00 | 101.30 | -4.84 | 0.55 | 24.15 | Short Covering | |
| BANKNIFTY | 2016/11/23 | 2016/11/24 | 2,016 | Nov | Wed | 18,649.90 | 18,650.00 | 18,471.00 | 18,530.80 | 18,508.00 | 18,530.80 | 79,307.00 | ######## | 2,043,400 | -392,840.00 | 18,540.00 | -8.00 | -41.35 | -16.10 | -0.22 | -9.20 | Long Unwinding | |
| BANKNIFTY | 2016/11/24 | 2016/11/24 | EXPIRY DAY | 2,016 | Nov | Thu | 18,460.00 | 18,466.80 | 18,229.60 | 18,263.95 | 18,253.05 | 18,256.10 | 109,639.00 | ######## | 1,330,360 | -713,040.00 | 18,256.00 | -284.00 | -266.85 | -34.80 | -1.44 | 7.95 | Long Unwinding |
| BANKNIFTY | 2016/11/25 | 2016/12/29 | 2,016 | Dec | Fri | 18,311.00 | 18,620.00 | 18,311.00 | 18,582.20 | 18,553.05 | 18,582.20 | 75,434.00 | ######## | 1,993,120 | -95,360.00 | 18,507.00 | 251.00 | 318.25 | 49.82 | 1.74 | 75.20 | Short Covering | |
| BANKNIFTY | 2016/11/28 | 2016/12/29 | 2,016 | Dec | Mon | 18,390.00 | 18,541.50 | 18,251.00 | 18,373.45 | 18,370.05 | 18,373.45 | 88,215.00 | ######## | 1,989,560 | -3,560.00 | 18,301.00 | -206.00 | -208.75 | -0.18 | -1.12 | 72.45 | Long Unwinding | |
| BANKNIFTY | 2016/11/29 | 2016/12/29 | 2,016 | Dec | Tue | 18,359.80 | 18,504.15 | 18,253.25 | 18,291.80 | 18,314.15 | 18,291.80 | 71,186.00 | ######## | 2,145,680 | 156,120.00 | 18,223.00 | -78.00 | -81.65 | 7.85 | -0.44 | 68.80 | Short Builtup | |
| BANKNIFTY | 2016/11/30 | 2016/12/29 | 2,016 | Dec | Wed | 18,350.45 | 18,744.00 | 18,318.45 | 18,700.95 | 18,682.00 | 18,700.95 | 106,076.00 | ######## | 1,908,240 | -237,440.00 | 18,627.00 | 404.00 | 409.15 | -11.00 | 2.24 | 73.95 | Short Covering | |
| BANKNIFTY | 2016/12/01 | 2016/12/29 | 2,016 | Dec | Thu | 18,718.45 | 18,761.90 | 18,448.10 | 18,484.65 | 18,478.00 | 18,484.65 | 85,969.00 | ######## | 1,961,120 | 52,880.00 | 18,428.00 | -199.00 | -216.30 | 2.77 | -1.16 | 56.65 | Short Builtup | |
| BANKNIFTY | 2016/12/02 | 2016/12/29 | 2,016 | Dec | Fri | 18,378.00 | 18,560.00 | 18,221.10 | 18,331.25 | 18,335.00 | 18,331.25 | 111,761.00 | ######## | 2,033,520 | 72,400.00 | 18,247.00 | -181.00 | -153.40 | 3.69 | -0.83 | 84.25 | Short Builtup | |
| BANKNIFTY | 2016/12/05 | 2016/12/29 | 2,016 | Dec | Mon | 18,319.90 | 18,498.00 | 18,246.10 | 18,470.30 | 18,481.00 | 18,470.30 | 73,247.00 | ######## | 2,049,120 | 15,600.00 | 18,408.00 | 161.00 | 139.05 | 0.77 | 0.76 | 62.30 | Long Builtup | |
| BANKNIFTY | 2016/12/06 | 2016/12/29 | 2,016 | Dec | Tue | 18,516.75 | 18,567.50 | 18,416.25 | 18,475.20 | 18,478.45 | 18,475.20 | 57,807.00 | ######## | 2,040,920 | -8,200.00 | 18,420.00 | 12.00 | 4.90 | -0.40 | 0.03 | 55.20 | Short Covering | |
| BANKNIFTY | 2016/12/07 | 2016/12/29 | 2,016 | Dec | Wed | 18,560.00 | 18,645.00 | 17,980.00 | 18,261.00 | 18,285.00 | 18,261.00 | 117,381.00 | ######## | 2,243,000 | 202,080.00 | 18,234.00 | -186.00 | -214.20 | 9.90 | -1.16 | 27.00 | Short Builtup | |
| BANKNIFTY | 2016/12/08 | 2016/12/29 | 2,016 | Dec | Thu | 18,377.00 | 18,608.00 | 18,358.25 | 18,558.55 | 18,535.00 | 18,558.55 | 86,119.00 | ######## | 1,943,400 | -299,600.00 | 18,515.00 | 281.00 | 297.55 | -13.30 | 1.63 | 43.55 | Short Covering | |
| BANKNIFTY | 2016/12/09 | 2016/12/29 | 2,016 | Dec | Fri | 18,592.00 | 18,770.00 | 18,457.80 | 18,722.65 | 18,720.00 | 18,722.65 | 89,545.00 | ######## | 2,129,800 | 186,400.00 | 18,695.00 | 180.00 | 164.10 | 9.59 | 0.88 | 27.65 | Long Builtup | |
| BANKNIFTY | 2016/12/12 | 2016/12/29 | 2,016 | Dec | Mon | 18,649.70 | 18,654.95 | 18,388.45 | 18,422.75 | 18,425.00 | 18,422.75 | 66,472.00 | ######## | 2,142,960 | 13,160.00 | 18,392.00 | -303.00 | -299.90 | 0.62 | -1.60 | 30.75 | Short Builtup | |
| BANKNIFTY | 2016/12/13 | 2016/12/29 | 2,016 | Dec | Tue | 18,405.00 | 18,514.60 | 18,320.00 | 18,490.70 | 18,490.00 | 18,490.70 | 60,836.00 | ######## | 2,083,800 | -59,160.00 | 18,466.00 | 74.00 | 67.95 | -2.76 | 0.37 | 24.70 | Short Covering | |
| BANKNIFTY | 2016/12/14 | 2016/12/29 | 2,016 | Dec | Wed | 18,490.05 | 18,496.80 | 18,350.00 | 18,378.50 | 18,402.75 | 18,378.50 | 58,524.00 | ######## | 2,117,560 | 33,760.00 | 18,341.00 | -125.00 | -112.20 | 1.62 | -0.61 | 37.50 | Short Builtup | |
| BANKNIFTY | 2016/12/15 | 2016/12/29 | 2,016 | Dec | Thu | 18,189.80 | 18,557.25 | 18,160.60 | 18,430.65 | 18,454.20 | 18,430.65 | 122,652.00 | ######## | 2,080,120 | -37,440.00 | 18,401.00 | 60.00 | 52.15 | -1.77 | 0.28 | 29.65 | Short Covering | |
| BANKNIFTY | 2016/12/16 | 2016/12/29 | 2,016 | Dec | Fri | 18,455.00 | 18,455.00 | 18,286.30 | 18,337.25 | 18,336.80 | 18,337.25 | 57,755.00 | ######## | 2,127,000 | 46,880.00 | 18,312.00 | -89.00 | -93.40 | 2.25 | -0.51 | 25.25 | Short Builtup | |
| BANKNIFTY | 2016/12/19 | 2016/12/29 | 2,016 | Dec | Mon | 18,299.45 | 18,360.00 | 18,251.00 | 18,298.95 | 18,297.50 | 18,298.95 | 42,950.00 | ######## | 2,226,280 | 99,280.00 | 18,257.00 | -55.00 | -38.30 | 4.67 | -0.21 | 41.95 | Short Builtup | |
| BANKNIFTY | 2016/12/20 | 2016/12/29 | 2,016 | Dec | Tue | 18,275.05 | 18,313.20 | 18,045.65 | 18,111.90 | 18,131.00 | 18,111.90 | 81,936.00 | ######## | 2,530,160 | 303,880.00 | 18,069.00 | -188.00 | -187.05 | 13.65 | -1.02 | 42.90 | Short Builtup | |
| BANKNIFTY | 2016/12/21 | 2016/12/29 | 2,016 | Dec | Wed | 18,162.30 | 18,206.95 | 18,088.30 | 18,108.60 | 18,095.00 | 18,108.60 | 50,931.00 | ######## | 2,410,120 | -120,040.00 | 18,084.00 | 15.00 | -3.30 | -4.74 | -0.02 | 24.60 | Long Unwinding | |
| BANKNIFTY | 2016/12/22 | 2016/12/29 | 2,016 | Dec | Thu | 18,038.80 | 18,064.30 | 17,873.45 | 17,934.65 | 17,946.00 | 17,934.65 | 79,711.00 | ######## | 2,449,760 | 39,640.00 | 17,891.00 | -193.00 | -173.95 | 1.64 | -0.96 | 43.65 | Short Builtup | |
| BANKNIFTY | 2016/12/23 | 2016/12/29 | 2,016 | Dec | Fri | 17,889.00 | 17,988.00 | 17,847.05 | 17,907.35 | 17,918.90 | 17,907.35 | 61,736.00 | ######## | 2,208,760 | -241,000.00 | 17,884.00 | -7.00 | -27.30 | -9.84 | -0.15 | 23.35 | Long Unwinding | |
| BANKNIFTY | 2016/12/26 | 2016/12/29 | 2,016 | Dec | Mon | 17,825.25 | 17,849.80 | 17,617.00 | 17,673.20 | 17,678.05 | 17,673.20 | 57,563.00 | ######## | 2,162,320 | -46,440.00 | 17,655.00 | -229.00 | -234.15 | -2.10 | -1.31 | 18.20 | Long Unwinding | |
| BANKNIFTY | 2016/12/27 | 2016/12/29 | 2,016 | Dec | Tue | 17,694.00 | 17,915.00 | 17,631.40 | 17,879.25 | 17,875.00 | 17,879.25 | 70,222.00 | ######## | 1,733,960 | -428,360.00 | 17,879.00 | 224.00 | 206.05 | -19.80 | 1.17 | 0.25 | Short Covering | |
| BANKNIFTY | 2016/12/28 | 2016/12/29 | 2,016 | Dec | Wed | 17,925.00 | 18,058.95 | 17,830.00 | 17,864.40 | 17,866.00 | 17,864.40 | 91,180.00 | ######## | 1,401,800 | -332,160.00 | 17,876.00 | -3.00 | -14.85 | -19.10 | -0.08 | -11.60 | Long Unwinding | |
| BANKNIFTY | 2016/12/29 | 2016/12/29 | EXPIRY DAY | 2,016 | Dec | Thu | 17,870.00 | 18,049.30 | 17,815.20 | 18,018.10 | 18,035.75 | 18,033.15 | 81,093.00 | ######## | 922,960 | -478,840.00 | 18,033.00 | 157.00 | 153.70 | -34.10 | 0.86 | -14.90 | Short Covering |
| BANKNIFTY | 2016/12/30 | 2017/01/25 | 2,017 | Jan | Fri | 18,060.00 | 18,285.00 | 18,043.95 | 18,195.55 | 18,180.00 | 18,195.55 | 65,090.00 | ######## | 2,035,880 | 102,160.00 | 18,177.00 | 144.00 | 177.45 | 120.50 | 0.98 | 18.55 | Long Builtup | |
| BANKNIFTY | 2017/01/02 | 2017/01/25 | 2,017 | Jan | Mon | 18,210.05 | 18,261.20 | 17,886.70 | 18,034.30 | 18,031.00 | 18,034.30 | 90,862.00 | ######## | 2,269,880 | 234,000.00 | 17,969.00 | -208.00 | -161.25 | 11.49 | -0.89 | 65.30 | Short Builtup | |
| BANKNIFTY | 2017/01/03 | 2017/01/25 | 2,017 | Jan | Tue | 18,050.50 | 18,158.00 | 17,855.50 | 18,060.95 | 18,071.15 | 18,060.95 | 102,583.00 | ######## | 2,061,640 | -208,240.00 | 18,035.00 | 66.00 | 26.65 | -9.17 | 0.15 | 25.95 | Short Covering | |
| BANKNIFTY | 2017/01/04 | 2017/01/25 | 2,017 | Jan | Wed | 18,150.00 | 18,150.00 | 17,923.50 | 17,941.85 | 17,951.65 | 17,941.85 | 77,415.00 | ######## | 2,323,560 | 261,920.00 | 17,891.00 | -144.00 | -119.10 | 12.70 | -0.66 | 50.85 | Short Builtup | |
| BANKNIFTY | 2017/01/05 | 2017/01/25 | 2,017 | Jan | Thu | 18,050.00 | 18,190.00 | 18,019.10 | 18,137.50 | 18,144.00 | 18,137.50 | 88,954.00 | ######## | 2,084,520 | -239,040.00 | 18,115.00 | 224.00 | 195.65 | -10.20 | 1.09 | 22.50 | Short Covering | |
| BANKNIFTY | 2017/01/06 | 2017/01/25 | 2,017 | Jan | Fri | 18,178.00 | 18,365.50 | 18,161.25 | 18,308.00 | 18,317.05 | 18,308.00 | 76,035.00 | ######## | 1,914,920 | -169,600.00 | 18,264.00 | 149.00 | 170.50 | -8.14 | 0.94 | 44.00 | Short Covering | |
| BANKNIFTY | 2017/01/09 | 2017/01/25 | 2,017 | Jan | Mon | 18,343.00 | 18,393.00 | 18,265.00 | 18,329.45 | 18,320.75 | 18,329.45 | 43,860.00 | ######## | 1,907,720 | -7,200.00 | 18,286.00 | 22.00 | 21.45 | -0.38 | 0.12 | 43.45 | Short Covering | |
| BANKNIFTY | 2017/01/10 | 2017/01/25 | 2,017 | Jan | Tue | 18,380.00 | 18,458.00 | 18,318.75 | 18,430.70 | 18,457.45 | 18,430.70 | 52,519.00 | ######## | 1,981,200 | 73,480.00 | 18,409.00 | 123.00 | 101.25 | 3.85 | 0.55 | 21.70 | Long Builtup | |
| BANKNIFTY | 2017/01/11 | 2017/01/25 | 2,017 | Jan | Wed | 18,525.00 | 18,904.90 | 18,520.00 | 18,839.55 | 18,829.50 | 18,839.55 | 117,645.00 | ######## | 2,188,480 | 207,280.00 | 18,830.00 | 421.00 | 408.85 | 10.46 | 2.22 | 9.55 | Long Builtup | |
| BANKNIFTY | 2017/01/12 | 2017/01/25 | 2,017 | Jan | Thu | 18,865.05 | 18,974.80 | 18,828.80 | 18,901.30 | 18,899.05 | 18,901.30 | 76,668.00 | ######## | 2,251,560 | 63,080.00 | 18,873.00 | 43.00 | 61.75 | 2.88 | 0.33 | 28.30 | Long Builtup | |
| BANKNIFTY | 2017/01/13 | 2017/01/25 | 2,017 | Jan | Fri | 18,955.00 | 18,979.25 | 18,801.75 | 18,945.60 | 18,969.95 | 18,945.60 | 64,798.00 | ######## | 2,459,600 | 208,040.00 | 18,912.00 | 39.00 | 44.30 | 9.24 | 0.23 | 33.60 | Long Builtup | |
| BANKNIFTY | 2017/01/16 | 2017/01/25 | 2,017 | Jan | Mon | 18,950.15 | 19,168.15 | 18,895.55 | 19,138.50 | 19,145.15 | 19,138.50 | 75,404.00 | ######## | 2,637,040 | 177,440.00 | 19,096.00 | 184.00 | 192.90 | 7.21 | 1.02 | 42.50 | Long Builtup | |
| BANKNIFTY | 2017/01/17 | 2017/01/25 | 2,017 | Jan | Tue | 19,132.20 | 19,216.75 | 19,025.55 | 19,103.90 | 19,076.90 | 19,103.90 | 71,857.00 | ######## | 2,624,680 | -12,360.00 | 19,067.00 | -29.00 | -34.60 | -0.47 | -0.18 | 36.90 | Long Unwinding | |
| BANKNIFTY | 2017/01/18 | 2017/01/25 | 2,017 | Jan | Wed |