Thanks, now need someone expert on Excel to help.
I was wondering what would be the results if our trades were based on only 3 EMA i.e
1. two consecutive upmove by 3 EMA generates a buy
2. Reverse when 2 consecutive downmoves my 3 EMA ...
will be interesting to see some results...
Cheers
SH
Hello
Trades as per only ema3, 2 ups => Buy, 2 downs => short,
394 trades, for 1965 points, win/loss is 154/240, cost not taken into account, so over all -ve results.
for comparison only the e3/e15 cross gives 217 trades for 5425 points,
Code:
Ticker Trade Date Price Ex. date Ex. Price % chg Profit % Profit Contracts Position value Cum. Profit # bars Profit/bar MAE MFE Scale In/Out
NIFTY-I Long 06/20/2000 1523 06/27/2000 1465 -3.81% -58.00 -3.81% 1 1523.00 -58.00 6 -9.67 -5.19% 0.00% 0/0
NIFTY-I Short 06/27/2000 1465 06/30/2000 1487 1.50% -22.00 -1.50% 1 1465.00 -80.00 4 -5.50 -2.38% 0.68% 0/0
NIFTY-I Long 06/30/2000 1487 07/17/2000 1513.5 1.78% 26.50 1.78% 1 1487.00 -53.50 8 3.31 -0.47% 5.18% 0/0
NIFTY-I Short 07/17/2000 1513.5 08/10/2000 1367 -9.68% 146.50 9.68% 1 1513.50 93.00 12 12.21 0.00% 15.43% 0/0
NIFTY-I Long 08/10/2000 1367 08/14/2000 1325 -3.07% -42.00 -3.07% 1 1367.00 51.00 3 -14.00 -3.80% 0.21% 0/0
NIFTY-I Short 08/14/2000 1325 08/18/2000 1353 2.11% -28.00 -2.11% 1 1325.00 23.00 4 -7.00 -3.32% 1.51% 0/0
NIFTY-I Long 08/18/2000 1353 08/30/2000 1372 1.40% 19.00 1.40% 1 1353.00 42.00 9 2.11 -2.07% 3.10% 0/0
NIFTY-I Short 08/30/2000 1372 09/11/2000 1458 6.27% -86.00 -6.27% 1 1372.00 -44.00 3 -28.67 -6.27% 0.13% 0/0
NIFTY-I Long 09/11/2000 1458 09/19/2000 1340 -8.09% -118.00 -8.09% 1 1458.00 -162.00 7 -16.86 -8.09% 1.51% 0/0
NIFTY-I Short 09/19/2000 1340 10/04/2000 1290.05 -3.73% 49.95 3.73% 1 1340.00 -112.05 11 4.54 -2.46% 7.09% 0/0
NIFTY-I Long 10/04/2000 1290.05 10/09/2000 1288 -0.16% -2.05 -0.16% 1 1290.05 -114.10 4 -0.51 -1.32% 2.71% 0/0
NIFTY-I Short 10/09/2000 1288 10/26/2000 1195 -7.22% 93.00 7.22% 1 1288.00 -21.10 14 6.64 0.00% 16.30% 0/0
NIFTY-I Long 10/26/2000 1195 11/14/2000 1219 2.01% 24.00 2.01% 1 1195.00 2.90 14 1.71 -2.91% 7.11% 0/0
NIFTY-I Short 11/14/2000 1219 11/16/2000 1266 3.86% -47.00 -3.86% 1 1219.00 -44.10 3 -15.67 -4.43% 0.12% 0/0
NIFTY-I Long 11/16/2000 1266 11/20/2000 1237 -2.29% -29.00 -2.29% 1 1266.00 -73.10 3 -9.67 -3.48% 0.00% 0/0
NIFTY-I Short 11/20/2000 1237 11/28/2000 1251.6 1.18% -14.60 -1.18% 1 1237.00 -87.70 7 -2.09 -1.58% 1.78% 0/0
NIFTY-I Long 11/28/2000 1251.6 12/19/2000 1320 5.47% 68.40 5.47% 1 1251.60 -19.30 16 4.28 -5.64% 9.13% 0/0
NIFTY-I Short 12/19/2000 1320 01/01/2001 1266 -4.09% 54.00 4.09% 1 1320.00 34.70 9 6.00 -0.45% 8.33% 0/0
NIFTY-I Long 01/01/2001 1266 01/12/2001 1290 1.90% 24.00 1.90% 1 1266.00 58.70 10 2.40 -2.05% 5.39% 0/0
NIFTY-I Short 01/12/2001 1290 01/18/2001 1302 0.93% -12.00 -0.93% 1 1290.00 46.70 5 -2.40 -1.71% 0.84% 0/0
NIFTY-I Long 01/18/2001 1302 02/15/2001 1399.1 7.46% 97.10 7.46% 1 1302.00 143.80 20 4.85 -0.31% 9.02% 0/0
NIFTY-I Short 02/15/2001 1399.1 03/02/2001 1372.1 -1.93% 27.00 1.93% 1 1399.10 170.80 12 2.25 -1.85% 7.58% 0/0
NIFTY-I Long 03/02/2001 1372.1 03/07/2001 1302.05 -5.11% -70.05 -5.11% 1 1372.10 100.75 3 -23.35 -7.66% 1.45% 0/0
NIFTY-I Short 03/07/2001 1302.05 03/29/2001 1190 -8.61% 112.05 8.61% 1 1302.05 212.80 17 6.59 -0.99% 19.28% 0/0
NIFTY-I Long 03/29/2001 1190 04/03/2001 1118 -6.05% -72.00 -6.05% 1 1190.00 140.80 4 -18.00 -7.47% 0.84% 0/0
NIFTY-I Short 04/03/2001 1118 04/19/2001 1104 -1.25% 14.00 1.25% 1 1118.00 154.80 11 1.27 -1.83% 9.92% 0/0
NIFTY-I Long 04/19/2001 1104 04/30/2001 1109.9 0.53% 5.90 0.53% 1 1104.00 160.70 8 0.74 -1.63% 4.98% 0/0
NIFTY-I Short 04/30/2001 1109.9 05/08/2001 1130 1.81% -20.10 -1.81% 1 1109.90 140.60 6 -3.35 -2.63% 0.89% 0/0
NIFTY-I Long 05/08/2001 1130 05/14/2001 1120.05 -0.88% -9.95 -0.88% 1 1130.00 130.65 5 -1.99 -0.97% 1.67% 0/0
NIFTY-I Short 05/14/2001 1120.05 05/18/2001 1152 2.85% -31.95 -2.85% 1 1120.05 98.70 5 -6.39 -3.21% 1.79% 0/0
NIFTY-I Long 05/18/2001 1152 06/01/2001 1152 0.00% 0.00 0.00% 1 1152.00 98.70 11 0.00 -1.19% 3.56% 0/0
NIFTY-I Short 06/01/2001 1152 06/12/2001 1125 -2.34% 27.00 2.34% 1 1152.00 125.70 8 3.38 -0.15% 4.42% 0/0
NIFTY-I Long 06/12/2001 1125 06/18/2001 1088 -3.29% -37.00 -3.29% 1 1125.00 88.70 5 -7.40 -3.29% 0.49% 0/0
NIFTY-I Short 06/18/2001 1088 06/28/2001 1100 1.10% -12.00 -1.10% 1 1088.00 76.70 9 -1.33 -1.10% 2.29% 0/0
NIFTY-I Long 06/28/2001 1100 07/05/2001 1075 -2.27% -25.00 -2.27% 1 1100.00 51.70 6 -4.17 -3.18% 1.55% 0/0
NIFTY-I Short 07/05/2001 1075 07/12/2001 1084 0.84% -9.00 -0.84% 1 1075.00 42.70 6 -1.50 -0.84% 1.76% 0/0
NIFTY-I Long 07/12/2001 1084 07/20/2001 1093.9 0.91% 9.90 0.91% 1 1084.00 52.60 7 1.41 -0.09% 2.86% 0/0
NIFTY-I Short 07/20/2001 1093.9 08/01/2001 1072 -2.00% 21.90 2.00% 1 1093.90 74.50 9 2.43 0.00% 3.69% 0/0
NIFTY-I Long 08/01/2001 1072 08/09/2001 1062 -0.93% -10.00 -0.93% 1 1072.00 64.50 7 -1.43 -1.21% 0.47% 0/0
NIFTY-I Short 08/09/2001 1062 08/17/2001 1078 1.51% -16.00 -1.51% 1 1062.00 48.50 6 -2.67 -1.67% 0.18% 0/0
NIFTY-I Long 08/17/2001 1078 08/21/2001 1068.1 -0.92% -9.90 -0.92% 1 1078.00 38.60 3 -3.30 -1.20% 0.13% 0/0
NIFTY-I Short 08/21/2001 1068.1 08/27/2001 1072.25 0.39% -4.15 -0.39% 1 1068.10 34.45 4 -1.04 -0.39% 0.19% 0/0
NIFTY-I Long 08/27/2001 1072.25 08/30/2001 1067.9 -0.41% -4.35 -0.41% 1 1072.25 30.10 4 -1.09 -0.41% 0.30% 0/0
NIFTY-I Short 08/30/2001 1067.9 09/28/2001 896.4 -16.06% 171.50 16.06% 1 1067.90 201.60 22 7.80 -0.26% 20.29% 0/0
NIFTY-I Long 09/28/2001 896.4 10/31/2001 948.15 5.77% 51.75 5.77% 1 896.40 253.35 22 2.35 -1.61% 10.89% 0/0
NIFTY-I Short 10/31/2001 948.15 11/05/2001 978 3.15% -29.85 -3.15% 1 948.15 223.50 4 -7.46 -5.16% 0.28% 0/0
NIFTY-I Long 11/05/2001 978 12/03/2001 1055 7.87% 77.00 7.87% 1 978.00 300.50 19 4.05 -0.71% 11.94% 0/0
NIFTY-I Short 12/03/2001 1055 12/06/2001 1114.5 5.64% -59.50 -5.64% 1 1055.00 241.00 4 -14.88 -5.64% 0.14% 0/0
NIFTY-I Long 12/06/2001 1114.5 12/18/2001 1088 -2.38% -26.50 -2.38% 1 1114.50 214.50 8 -3.31 -4.34% 0.85% 0/0
NIFTY-I Short 12/18/2001 1088 01/01/2002 1062 -2.39% 26.00 2.39% 1 1088.00 240.50 10 2.60 -0.65% 6.57% 0/0
NIFTY-I Long 01/01/2002 1062 01/11/2002 1089 2.54% 27.00 2.54% 1 1062.00 267.50 9 3.00 -1.51% 5.15% 0/0
NIFTY-I Short 01/11/2002 1089 02/04/2002 1085 -0.37% 4.00 0.37% 1 1089.00 271.50 17 0.24 -2.66% 2.55% 0/0
NIFTY-I Long 02/04/2002 1085 02/06/2002 1080 -0.46% -5.00 -0.46% 1 1085.00 266.50 3 -1.67 -1.33% 0.00% 0/0
NIFTY-I Short 02/06/2002 1080 02/08/2002 1109 2.69% -29.00 -2.69% 1 1080.00 237.50 3 -9.67 -4.25% 0.37% 0/0
NIFTY-I Long 02/08/2002 1109 02/21/2002 1147.6 3.48% 38.60 3.48% 1 1109.00 276.10 10 3.86 -0.36% 4.95% 0/0
NIFTY-I Short 02/21/2002 1147.6 02/26/2002 1159 0.99% -11.40 -0.99% 1 1147.60 264.70 4 -2.85 -1.03% 0.78% 0/0
NIFTY-I Long 02/26/2002 1159 03/13/2002 1147.1 -1.03% -11.90 -1.03% 1 1159.00 252.80 12 -0.99 -2.58% 3.62% 0/0
NIFTY-I Short 03/13/2002 1147.1 03/19/2002 1170 2.00% -22.90 -2.00% 1 1147.10 229.90 5 -4.58 -2.87% 0.00% 0/0
NIFTY-I Long 03/19/2002 1170 03/21/2002 1160.15 -0.84% -9.85 -0.84% 1 1170.00 220.05 3 -3.28 -1.24% 0.09% 0/0
NIFTY-I Short 03/21/2002 1160.15 04/03/2002 1134 -2.25% 26.15 2.25% 1 1160.15 246.20 8 3.27 0.00% 2.77% 0/0
NIFTY-I Long 04/03/2002 1134 04/10/2002 1134 0.00% 0.00 0.00% 1 1134.00 246.20 6 0.00 -0.70% 1.14% 0/0
NIFTY-I Short 04/10/2002 1134 04/12/2002 1140.55 0.58% -6.55 -0.58% 1 1134.00 239.65 3 -2.18 -1.39% 0.35% 0/0
NIFTY-I Long 04/12/2002 1140.55 04/17/2002 1129.1 -1.00% -11.45 -1.00% 1 1140.55 228.20 4 -2.86 -1.36% 1.26% 0/0
NIFTY-I Short 04/17/2002 1129.1 05/03/2002 1097.95 -2.76% 31.15 2.76% 1 1129.10 259.35 12 2.60 -0.79% 3.99% 0/0
NIFTY-I Long 05/03/2002 1097.95 05/16/2002 1108 0.92% 10.05 0.92% 1 1097.95 269.40 10 1.00 -0.29% 3.82% 0/0
NIFTY-I Short 05/16/2002 1108 05/28/2002 1052.05 -5.05% 55.95 5.05% 1 1108.00 325.35 9 6.22 -0.35% 7.13% 0/0
NIFTY-I Long 05/28/2002 1052.05 05/30/2002 1041 -1.05% -11.05 -1.05% 1 1052.05 314.30 3 -3.68 -2.03% 0.19% 0/0
NIFTY-I Short 05/30/2002 1041 06/05/2002 1053.5 1.20% -12.50 -1.20% 1 1041.00 301.80 5 -2.50 -1.20% 1.31% 0/0
NIFTY-I Long 06/05/2002 1053.5 06/20/2002 1058.65 0.49% 5.15 0.49% 1 1053.50 306.95 12 0.43 -0.70% 3.99% 0/0
NIFTY-I Short 06/20/2002 1058.65 07/02/2002 1071 1.17% -12.35 -1.17% 1 1058.65 294.60 9 -1.37 -1.45% 1.28% 0/0
NIFTY-I Long 07/02/2002 1071 07/12/2002 1061 -0.93% -10.00 -0.93% 1 1071.00 284.60 9 -1.11 -1.07% 1.20% 0/0
NIFTY-I Short 07/12/2002 1061 08/07/2002 973.2 -8.28% 87.80 8.28% 1 1061.00 372.40 18 4.88 -0.46% 10.83% 0/0
NIFTY-I Long 08/07/2002 973.2 08/29/2002 982 0.90% 8.80 0.90% 1 973.20 381.20 16 0.55 -2.37% 2.81% 0/0
NIFTY-I Short 08/29/2002 982 09/03/2002 1008.9 2.74% -26.90 -2.74% 1 982.00 354.30 4 -6.72 -3.77% 0.15% 0/0
NIFTY-I Long 09/03/2002 1008.9 09/11/2002 987.6 -2.11% -21.30 -2.11% 1 1008.90 333.00 6 -3.55 -2.96% 0.06% 0/0
NIFTY-I Short 09/11/2002 987.6 09/13/2002 993 0.55% -5.40 -0.55% 1 987.60 327.60 3 -1.80 -0.79% 0.05% 0/0
NIFTY-I Long 09/13/2002 993 09/17/2002 982.5 -1.06% -10.50 -1.06% 1 993.00 317.10 3 -3.50 -1.50% 0.00% 0/0
NIFTY-I Short 09/17/2002 982.5 09/27/2002 971 -1.17% 11.50 1.17% 1 982.50 328.60 9 1.28 -0.85% 2.54% 0/0
NIFTY-I Long 09/27/2002 971 10/03/2002 956.05 -1.54% -14.95 -1.54% 1 971.00 313.65 4 -3.74 -2.11% 0.61% 0/0
NIFTY-I Short 10/03/2002 956.05 10/09/2002 965.9 1.03% -9.85 -1.03% 1 956.05 303.80 5 -1.97 -1.03% 1.10% 0/0
NIFTY-I Long 10/09/2002 965.9 10/22/2002 970.95 0.52% 5.05 0.52% 1 965.90 308.85 9 0.56 -1.95% 1.46% 0/0
NIFTY-I Short 10/22/2002 970.95 10/31/2002 939.75 -3.21% 31.20 3.21% 1 970.95 340.05 8 3.90 -0.06% 4.73% 0/0
NIFTY-I Long 10/31/2002 939.75 11/12/2002 953.8 1.50% 14.05 1.50% 1 939.75 354.10 8 1.76 -0.02% 3.22% 0/0
NIFTY-I Short 11/12/2002 953.8 11/14/2002 962.1 0.87% -8.30 -0.87% 1 953.80 345.80 3 -2.77 -1.07% 0.28% 0/0
NIFTY-I Long 11/14/2002 962.1 12/18/2002 1072 11.42% 109.90 11.42% 1 962.10 455.70 24 4.58 -0.21% 13.81% 0/0
NIFTY-I Short 12/18/2002 1072 12/23/2002 1077.5 0.51% -5.50 -0.51% 1 1072.00 450.20 4 -1.38 -0.92% 0.52% 0/0
NIFTY-I Long 12/23/2002 1077.5 01/01/2003 1092.5 1.39% 15.00 1.39% 1 1077.50 465.20 7 2.14 -0.73% 2.35% 0/0
NIFTY-I Short 01/01/2003 1092.5 01/10/2003 1104 1.05% -11.50 -1.05% 1 1092.50 453.70 8 -1.44 -1.33% 1.28% 0/0
NIFTY-I Long 01/10/2003 1104 01/14/2003 1079 -2.26% -25.00 -2.26% 1 1104.00 428.70 3 -8.33 -2.50% 0.45% 0/0
NIFTY-I Short 01/14/2003 1079 01/17/2003 1086.1 0.66% -7.10 -0.66% 1 1079.00 421.60 4 -1.77 -1.02% 0.09% 0/0
NIFTY-I Long 01/17/2003 1086.1 01/22/2003 1078.9 -0.66% -7.20 -0.66% 1 1086.10 414.40 4 -1.80 -1.07% 0.45% 0/0
NIFTY-I Short 01/22/2003 1078.9 02/04/2003 1059 -1.84% 19.90 1.84% 1 1078.90 434.30 10 1.99 -0.47% 4.30% 0/0
NIFTY-I Long 02/04/2003 1059 02/12/2003 1050 -0.85% -9.00 -0.85% 1 1059.00 425.30 7 -1.29 -1.50% 0.70% 0/0
NIFTY-I Short 02/12/2003 1050 02/19/2003 1065.95 1.52% -15.95 -1.52% 1 1050.00 409.35 5 -3.19 -1.61% 1.08% 0/0
NIFTY-I Long 02/19/2003 1065.95 02/27/2003 1048.2 -1.67% -17.75 -1.67% 1 1065.95 391.60 7 -2.54 -1.67% 1.02% 0/0
NIFTY-I Short 02/27/2003 1048.2 03/04/2003 1061.1 1.23% -12.90 -1.23% 1 1048.20 378.70 4 -3.22 -2.55% 0.16% 0/0
NIFTY-I Long 03/04/2003 1061.1 03/06/2003 1046.5 -1.38% -14.60 -1.38% 1 1061.10 364.10 3 -4.87 -2.25% 0.11% 0/0
NIFTY-I Short 03/06/2003 1046.5 03/21/2003 1022.9 -2.26% 23.60 2.26% 1 1046.50 387.70 10 2.36 -0.05% 5.81% 0/0
NIFTY-I Long 03/21/2003 1022.9 03/26/2003 1014 -0.87% -8.90 -0.87% 1 1022.90 378.80 5 -1.78 -2.23% 1.52% 0/0
NIFTY-I Short 03/26/2003 1014 04/04/2003 1008 -0.59% 6.00 0.59% 1 1014.00 384.80 8 0.75 -0.64% 3.85% 0/0
NIFTY-I Long 04/04/2003 1008 04/10/2003 1005 -0.30% -3.00 -0.30% 1 1008.00 381.80 5 -0.60 -0.58% 2.25% 0/0
NIFTY-I Short 04/10/2003 1005 05/06/2003 945 -5.97% 60.00 5.97% 1 1005.00 441.80 16 3.75 0.00% 8.36% 0/0
NIFTY-I Long 05/06/2003 945 05/12/2003 936.5 -0.90% -8.50 -0.90% 1 945.00 433.30 5 -1.70 -1.37% 0.78% 0/0
NIFTY-I Short 05/12/2003 936.5 05/15/2003 951.9 1.64% -15.40 -1.64% 1 936.50 417.90 4 -3.85 -1.81% 0.47% 0/0
NIFTY-I Long 05/15/2003 951.9 05/23/2003 965 1.38% 13.10 1.38% 1 951.90 431.00 7 1.87 -0.06% 2.74% 0/0
NIFTY-I Short 05/23/2003 965 05/27/2003 985.1 2.08% -20.10 -2.08% 1 965.00 410.90 3 -6.70 -2.20% 0.21% 0/0
NIFTY-I Long 05/27/2003 985.1 07/21/2003 1146.5 16.38% 161.40 16.38% 1 985.10 572.30 40 4.03 -1.42% 19.61% 0/0
NIFTY-I Short 07/21/2003 1146.5 07/28/2003 1166.9 1.78% -20.40 -1.78% 1 1146.50 551.90 6 -3.40 -1.78% 3.49% 0/0
NIFTY-I Long 07/28/2003 1166.9 08/07/2003 1168.5 0.14% 1.60 0.14% 1 1166.90 553.50 9 0.18 -1.23% 3.39% 0/0
NIFTY-I Short 08/07/2003 1168.5 08/11/2003 1205 3.12% -36.50 -3.12% 1 1168.50 517.00 3 -12.17 -4.36% 0.51% 0/0
NIFTY-I Long 08/11/2003 1205 09/16/2003 1334.15 10.72% 129.15 10.72% 1 1205.00 646.15 26 4.97 -0.17% 18.91% 0/0
NIFTY-I Short 09/16/2003 1334.15 09/25/2003 1363.35 2.19% -29.20 -2.19% 1 1334.15 616.95 8 -3.65 -3.66% 3.75% 0/0
NIFTY-I Long 09/25/2003 1363.35 10/22/2003 1518.85 11.41% 155.50 11.41% 1 1363.35 772.45 19 8.18 -0.54% 15.44% 0/0
NIFTY-I Short 10/22/2003 1518.85 10/27/2003 1526.9 0.53% -8.05 -0.53% 1 1518.85 764.40 5 -1.61 -0.73% 4.04% 0/0
NIFTY-I Long 10/27/2003 1526.9 10/29/2003 1491.9 -2.29% -35.00 -2.29% 1 1526.90 729.40 3 -11.67 -3.73% 0.07% 0/0
NIFTY-I Short 10/29/2003 1491.9 10/31/2003 1528.7 2.47% -36.80 -2.47% 1 1491.90 692.60 3 -12.27 -2.47% 0.92% 0/0
NIFTY-I Long 10/31/2003 1528.7 11/15/2003 1551.15 1.47% 22.45 1.47% 1 1528.70 715.05 12 1.87 -0.37% 6.61% 0/0
NIFTY-I Short 11/15/2003 1551.15 11/28/2003 1601.5 3.25% -50.35 -3.25% 1 1551.15 664.70 10 -5.03 -3.25% 2.36% 0/0
NIFTY-I Long 11/28/2003 1601.5 12/09/2003 1658 3.53% 56.50 3.53% 1 1601.50 721.20 8 7.06 -0.22% 5.32% 0/0
NIFTY-I Short 12/09/2003 1658 12/11/2003 1689 1.87% -31.00 -1.87% 1 1658.00 690.20 3 -10.33 -2.32% 0.00% 0/0
NIFTY-I Long 12/11/2003 1689 01/08/2004 1934.4 14.53% 245.40 14.53% 1 1689.00 935.60 20 12.27 -0.83% 16.62% 0/0
NIFTY-I Short 01/08/2004 1934.4 01/12/2004 1978 2.25% -43.60 -2.25% 1 1934.40 892.00 3 -14.53 -4.88% 0.12% 0/0
NIFTY-I Long 01/12/2004 1978 01/19/2004 1915 -3.19% -63.00 -3.19% 1 1978.00 829.00 6 -10.50 -3.78% 1.18% 0/0
NIFTY-I Short 01/19/2004 1915 01/28/2004 1903 -0.63% 12.00 0.63% 1 1915.00 841.00 7 1.71 -2.35% 7.45% 0/0
NIFTY-I Long 01/28/2004 1903 01/30/2004 1860 -2.26% -43.00 -2.26% 1 1903.00 798.00 3 -14.33 -3.68% 1.16% 0/0
NIFTY-I Short 01/30/2004 1860 02/10/2004 1887 1.45% -27.00 -1.45% 1 1860.00 771.00 7 -3.86 -1.50% 5.26% 0/0
NIFTY-I Long 02/10/2004 1887 02/23/2004 1856.6 -1.61% -30.40 -1.61% 1 1887.00 740.60 10 -3.04 -2.80% 2.67% 0/0
NIFTY-I Short 02/23/2004 1856.6 03/03/2004 1852.7 -0.21% 3.90 0.21% 1 1856.60 744.50 7 0.56 -0.66% 4.91% 0/0
NIFTY-I Long 03/03/2004 1852.7 03/11/2004 1831.5 -1.14% -21.20 -1.14% 1 1852.70 723.30 7 -3.03 -1.60% 2.11% 0/0
NIFTY-I Short 03/11/2004 1831.5 03/29/2004 1750.25 -4.44% 81.25 4.44% 1 1831.50 804.55 13 6.25 -0.23% 8.53% 0/0
NIFTY-I Long 03/29/2004 1750.25 04/21/2004 1833.3 4.75% 83.05 4.75% 1 1750.25 887.60 17 4.89 -0.95% 8.04% 0/0
NIFTY-I Short 04/21/2004 1833.3 04/23/2004 1892 3.20% -58.70 -3.20% 1 1833.30 828.90 3 -19.57 -3.35% 0.25% 0/0
NIFTY-I Long 04/23/2004 1892 04/29/2004 1811.1 -4.28% -80.90 -4.28% 1 1892.00 748.00 4 -20.23 -4.97% 0.68% 0/0
NIFTY-I Short 04/29/2004 1811.1 05/06/2004 1806.5 -0.25% 4.60 0.25% 1 1811.10 752.60 6 0.77 -0.28% 4.39% 0/0
NIFTY-I Long 05/06/2004 1806.5 05/11/2004 1741.1 -3.62% -65.40 -3.62% 1 1806.50 687.20 4 -16.35 -3.90% 1.21% 0/0
NIFTY-I Short 05/11/2004 1741.1 05/25/2004 1589 -8.74% 152.10 8.74% 1 1741.10 839.30 11 13.83 0.00% 27.70% 0/0
NIFTY-I Long 05/25/2004 1589 05/31/2004 1473 -7.30% -116.00 -7.30% 1 1589.00 723.30 5 -23.20 -7.30% 2.45% 0/0
NIFTY-I Short 05/31/2004 1473 06/08/2004 1529.4 3.83% -56.40 -3.83% 1 1473.00 666.90 7 -8.06 -4.87% 2.49% 0/0
NIFTY-I Long 06/08/2004 1529.4 06/15/2004 1464 -4.28% -65.40 -4.28% 1 1529.40 601.50 6 -10.90 -4.44% 0.95% 0/0
NIFTY-I Short 06/15/2004 1464 06/30/2004 1504 2.73% -40.00 -2.73% 1 1464.00 561.50 12 -3.33 -3.59% 1.64% 0/0
NIFTY-I Long 06/30/2004 1504 07/15/2004 1506.15 0.14% 2.15 0.14% 1 1504.00 563.65 12 0.18 -3.39% 4.52% 0/0
NIFTY-I Short 07/15/2004 1506.15 07/19/2004 1550 2.91% -43.85 -2.91% 1 1506.15 519.80 3 -14.62 -3.02% 0.21% 0/0
NIFTY-I Long 07/19/2004 1550 07/29/2004 1595.25 2.92% 45.25 2.92% 1 1550.00 565.05 9 5.03 -0.55% 4.55% 0/0
NIFTY-I Short 07/29/2004 1595.25 08/02/2004 1625.7 1.91% -30.45 -1.91% 1 1595.25 534.60 3 -10.15 -2.12% 0.35% 0/0
NIFTY-I Long 08/02/2004 1625.7 08/13/2004 1603.9 -1.34% -21.80 -1.34% 1 1625.70 512.80 10 -2.18 -1.78% 2.08% 0/0
NIFTY-I Short 08/13/2004 1603.9 08/26/2004 1604 0.01% -0.10 -0.01% 1 1603.90 512.70 10 -0.01 -0.75% 1.90% 0/0
NIFTY-I Long 08/26/2004 1604 09/27/2004 1718.15 7.12% 114.15 7.12% 1 1604.00 626.85 23 4.96 -0.87% 9.69% 0/0
NIFTY-I Short 09/27/2004 1718.15 10/01/2004 1742 1.39% -23.85 -1.39% 1 1718.15 603.00 5 -4.77 -1.68% 1.29% 0/0
NIFTY-I Long 10/01/2004 1742 10/14/2004 1780 2.18% 38.00 2.18% 1 1742.00 641.00 10 3.80 -0.79% 4.88% 0/0
NIFTY-I Short 10/14/2004 1780 10/28/2004 1795 0.84% -15.00 -0.84% 1 1780.00 626.00 10 -1.50 -2.13% 1.61% 0/0
NIFTY-I Long 10/28/2004 1795 11/23/2004 1881.7 4.83% 86.70 4.83% 1 1795.00 712.70 18 4.82 -1.05% 5.74% 0/0
NIFTY-I Short 11/23/2004 1881.7 11/25/2004 1907.1 1.35% -25.40 -1.35% 1 1881.70 687.30 3 -8.47 -1.45% 0.03% 0/0
NIFTY-I Long 11/25/2004 1907.1 01/07/2005 1996.15 4.67% 89.05 4.67% 1 1907.10 776.35 31 2.87 -0.57% 11.27% 0/0
NIFTY-I Short 01/07/2005 1996.15 01/28/2005 1962 -1.71% 34.15 1.71% 1 1996.15 810.50 14 2.44 -1.53% 5.20% 0/0
NIFTY-I Long 01/28/2005 1962 02/09/2005 2067 5.35% 105.00 5.35% 1 1962.00 915.50 9 11.67 -0.05% 7.04% 0/0
NIFTY-I Short 02/09/2005 2067 02/15/2005 2099.4 1.57% -32.40 -1.57% 1 2067.00 883.10 5 -6.48 -2.55% 0.56% 0/0
NIFTY-I Long 02/15/2005 2099.4 02/18/2005 2067 -1.54% -32.40 -1.54% 1 2099.40 850.70 4 -8.10 -2.35% 0.36% 0/0
NIFTY-I Short 02/18/2005 2067 03/04/2005 2134 3.24% -67.00 -3.24% 1 2067.00 783.70 11 -6.09 -3.26% 1.57% 0/0
NIFTY-I Long 03/04/2005 2134 03/15/2005 2138.1 0.19% 4.10 0.19% 1 2134.00 787.80 8 0.51 -0.37% 1.75% 0/0
NIFTY-I Short 03/15/2005 2138.1 04/04/2005 2059.95 -3.66% 78.15 3.66% 1 2138.10 865.95 14 5.58 -0.04% 7.67% 0/0
NIFTY-I Long 04/04/2005 2059.95 04/11/2005 2015 -2.18% -44.95 -2.18% 1 2059.95 821.00 6 -7.49 -2.18% 0.19% 0/0
NIFTY-I Short 04/11/2005 2015 04/15/2005 2000 -0.74% 15.00 0.74% 1 2015.00 836.00 4 3.75 -0.83% 1.08% 0/0
NIFTY-I Long 04/15/2005 2000 04/19/2005 1919.4 -4.03% -80.60 -4.03% 1 2000.00 755.40 3 -26.87 -4.97% 0.00% 0/0
NIFTY-I Short 04/19/2005 1919.4 04/22/2005 1960 2.12% -40.60 -2.12% 1 1919.40 714.80 4 -10.15 -2.12% 1.90% 0/0
NIFTY-I Long 04/22/2005 1960 05/03/2005 1909 -2.60% -51.00 -2.60% 1 1960.00 663.80 8 -6.38 -4.23% 0.24% 0/0
NIFTY-I Short 05/03/2005 1909 05/06/2005 1946.2 1.95% -37.20 -1.95% 1 1909.00 626.60 4 -9.30 -2.65% 0.52% 0/0
NIFTY-I Long 05/06/2005 1946.2 05/19/2005 1982 1.84% 35.80 1.84% 1 1946.20 662.40 10 3.58 -0.22% 3.38% 0/0
NIFTY-I Short 05/19/2005 1982 05/23/2005 1988.15 0.31% -6.15 -0.31% 1 1982.00 656.25 3 -2.05 -0.55% 0.91% 0/0
NIFTY-I Long 05/23/2005 1988.15 05/31/2005 2039 2.56% 50.85 2.56% 1 1988.15 707.10 7 7.26 -0.31% 4.39% 0/0
NIFTY-I Short 05/31/2005 2039 06/02/2005 2066 1.32% -27.00 -1.32% 1 2039.00 680.10 3 -9.00 -1.81% 0.14% 0/0
NIFTY-I Long 06/02/2005 2066 06/13/2005 2078 0.58% 12.00 0.58% 1 2066.00 692.10 9 1.33 -1.54% 1.60% 0/0
NIFTY-I Short 06/13/2005 2078 06/15/2005 2099 1.01% -21.00 -1.01% 1 2078.00 671.10 3 -7.00 -1.01% 0.90% 0/0
NIFTY-I Long 06/15/2005 2099 07/11/2005 2197.95 4.71% 98.95 4.71% 1 2099.00 770.05 19 5.21 -0.57% 6.18% 0/0
NIFTY-I Short 07/11/2005 2197.95 07/13/2005 2212 0.64% -14.05 -0.64% 1 2197.95 756.00 3 -4.68 -1.32% 0.87% 0/0
NIFTY-I Long 07/13/2005 2212 07/15/2005 2175.1 -1.67% -36.90 -1.67% 1 2212.00 719.10 3 -12.30 -2.05% 0.53% 0/0
NIFTY-I Short 07/15/2005 2175.1 07/19/2005 2232.9 2.66% -57.80 -2.66% 1 2175.10 661.30 3 -19.27 -5.14% 0.44% 0/0
NIFTY-I Long 07/19/2005 2232.9 08/10/2005 2316 3.72% 83.10 3.72% 1 2232.90 744.40 16 5.19 -0.71% 5.96% 0/0
NIFTY-I Short 08/10/2005 2316 08/12/2005 2383 2.89% -67.00 -2.89% 1 2316.00 677.40 3 -22.33 -3.14% 0.17% 0/0
NIFTY-I Long 08/12/2005 2383 08/24/2005 2325.1 -2.43% -57.90 -2.43% 1 2383.00 619.50 8 -7.24 -2.51% 1.55% 0/0
NIFTY-I Short 08/24/2005 2325.1 09/01/2005 2392 2.88% -66.90 -2.88% 1 2325.10 552.60 7 -9.56 -2.88% 1.63% 0/0
NIFTY-I Long 09/01/2005 2392 09/26/2005 2490 4.10% 98.00 4.10% 1 2392.00 650.60 17 5.76 -0.88% 7.40% 0/0
NIFTY-I Short 09/26/2005 2490 09/28/2005 2578 3.53% -88.00 -3.53% 1 2490.00 562.60 3 -29.33 -4.20% 0.30% 0/0
NIFTY-I Long 09/28/2005 2578 10/10/2005 2570 -0.31% -8.00 -0.31% 1 2578.00 554.60 9 -0.89 -1.65% 3.44% 0/0
NIFTY-I Short 10/10/2005 2570 11/02/2005 2370 -7.78% 200.00 7.78% 1 2570.00 754.60 17 11.76 -0.81% 10.89% 0/0
NIFTY-I Long 11/02/2005 2370 12/07/2005 2661 12.28% 291.00 12.28% 1 2370.00 1045.60 24 12.13 -0.55% 15.47% 0/0
NIFTY-I Short 12/07/2005 2661 12/09/2005 2700 1.47% -39.00 -1.47% 1 2661.00 1006.60 3 -13.00 -1.61% 0.29% 0/0
NIFTY-I Long 12/09/2005 2700 12/27/2005 2734 1.26% 34.00 1.26% 1 2700.00 1040.60 13 2.62 -1.04% 5.44% 0/0
NIFTY-I Short 12/27/2005 2734 12/29/2005 2801.35 2.46% -67.35 -2.46% 1 2734.00 973.25 3 -22.45 -3.39% 0.21% 0/0
NIFTY-I Long 12/29/2005 2801.35 01/13/2006 2825.05 0.85% 23.70 0.85% 1 2801.35 996.95 11 2.15 -0.19% 3.88% 0/0
NIFTY-I Short 01/13/2006 2825.05 01/23/2006 2883.5 2.07% -58.45 -2.07% 1 2825.05 938.50 7 -8.35 -2.86% 2.19% 0/0
NIFTY-I Long 01/23/2006 2883.5 02/03/2006 2946.65 2.19% 63.15 2.19% 1 2883.50 1001.65 9 7.02 -0.75% 4.26% 0/0
NIFTY-I Short 02/03/2006 2946.65 02/08/2006 2997.2 1.72% -50.55 -1.72% 1 2946.65 951.10 4 -12.64 -2.23% 1.40% 0/0
NIFTY-I Long 02/08/2006 2997.2 02/20/2006 2968.4 -0.96% -28.80 -0.96% 1 2997.20 922.30 8 -3.60 -1.00% 1.26% 0/0
NIFTY-I Short 02/20/2006 2968.4 02/22/2006 3037 2.31% -68.60 -2.31% 1 2968.40 853.70 3 -22.87 -2.61% 0.44% 0/0
NIFTY-I Long 02/22/2006 3037 03/10/2006 3131 3.10% 94.00 3.10% 1 3037.00 947.70 13 7.23 -0.70% 5.00% 0/0
NIFTY-I Short 03/10/2006 3131 03/14/2006 3128 -0.10% 3.00 0.10% 1 3131.00 950.70 3 1.00 -2.14% 0.17% 0/0
NIFTY-I Long 03/14/2006 3128 04/17/2006 3376.8 7.95% 248.80 7.95% 1 3128.00 1199.50 21 11.85 0.00% 13.33% 0/0
NIFTY-I Short 04/17/2006 3376.8 04/19/2006 3542.2 4.90% -165.40 -4.90% 1 3376.80 1034.10 3 -55.13 -4.90% 0.62% 0/0
NIFTY-I Long 04/19/2006 3542.2 04/26/2006 3465.9 -2.15% -76.30 -2.15% 1 3542.20 957.80 6 -12.72 -2.49% 1.54% 0/0
NIFTY-I Short 04/26/2006 3465.9 05/03/2006 3596 3.75% -130.10 -3.75% 1 3465.90 827.70 6 -21.68 -4.17% 2.28% 0/0
NIFTY-I Long 05/03/2006 3596 05/15/2006 3638 1.17% 42.00 1.17% 1 3596.00 869.70 9 4.67 -0.92% 4.62% 0/0
NIFTY-I Short 05/15/2006 3638 05/29/2006 3197 -12.12% 441.00 12.12% 1 3638.00 1310.70 11 40.09 -0.30% 20.23% 0/0
NIFTY-I Long 05/29/2006 3197 06/01/2006 3058.4 -4.34% -138.60 -4.34% 1 3197.00 1172.10 4 -34.65 -9.04% 0.87% 0/0
NIFTY-I Short 06/01/2006 3058.4 06/19/2006 2855.55 -6.63% 202.85 6.63% 1 3058.40 1374.95 13 15.60 -1.19% 15.81% 0/0
NIFTY-I Long 06/19/2006 2855.55 07/10/2006 3029 6.07% 173.45 6.07% 1 2855.55 1548.40 17 10.20 -2.11% 14.09% 0/0
NIFTY-I Short 07/10/2006 3029 07/14/2006 3099 2.31% -70.00 -2.31% 1 3029.00 1478.40 5 -14.00 -5.25% 0.00% 0/0
NIFTY-I Long 07/14/2006 3099 07/18/2006 3007.4 -2.96% -91.60 -2.96% 1 3099.00 1386.80 3 -30.53 -4.12% 0.35% 0/0
NIFTY-I Short 07/18/2006 3007.4 07/26/2006 3031.2 0.79% -23.80 -0.79% 1 3007.40 1363.00 7 -3.40 -1.40% 4.51% 0/0
NIFTY-I Long 07/26/2006 3031.2 09/13/2006 3410 12.50% 378.80 12.50% 1 3031.20 1741.80 35 10.82 -0.36% 15.13% 0/0
NIFTY-I Short 09/13/2006 3410 09/15/2006 3499.5 2.62% -89.50 -2.62% 1 3410.00 1652.30 3 -29.83 -2.62% 0.09% 0/0
NIFTY-I Long 09/15/2006 3499.5 10/05/2006 3538.4 1.11% 38.90 1.11% 1 3499.50 1691.20 14 2.78 -2.48% 3.04% 0/0
NIFTY-I Short 10/05/2006 3538.4 10/09/2006 3554 0.44% -15.60 -0.44% 1 3538.40 1675.60 3 -5.20 -1.37% 0.00% 0/0
NIFTY-I Long 10/09/2006 3554 10/21/2006 3704.7 4.24% 150.70 4.24% 1 3554.00 1826.30 11 13.70 -0.53% 6.22% 0/0
NIFTY-I Short 10/21/2006 3704.7 10/30/2006 3731.35 0.72% -26.65 -0.72% 1 3704.70 1799.65 5 -5.33 -1.36% 1.44% 0/0
NIFTY-I Long 10/30/2006 3731.35 11/09/2006 3794.4 1.69% 63.05 1.69% 1 3731.35 1862.70 9 7.01 -0.17% 2.90% 0/0
NIFTY-I Short 11/09/2006 3794.4 11/13/2006 3843 1.28% -48.60 -1.28% 1 3794.40 1814.10 3 -16.20 -1.45% 0.59% 0/0
NIFTY-I Long 11/13/2006 3843 11/30/2006 3950 2.78% 107.00 2.78% 1 3843.00 1921.10 14 7.64 -1.04% 3.57% 0/0
NIFTY-I Short 11/30/2006 3950 12/04/2006 4014.3 1.63% -64.30 -1.63% 1 3950.00 1856.80 3 -21.43 -1.63% 0.56% 0/0
NIFTY-I Long 12/04/2006 4014.3 12/12/2006 3825.65 -4.70% -188.65 -4.70% 1 4014.30 1668.15 7 -26.95 -5.31% 0.41% 0/0
NIFTY-I Short 12/12/2006 3825.65 12/18/2006 3850 0.64% -24.35 -0.64% 1 3825.65 1643.80 5 -4.87 -1.80% 4.44% 0/0
NIFTY-I Long 12/18/2006 3850 12/21/2006 3790 -1.56% -60.00 -1.56% 1 3850.00 1583.80 4 -15.00 -2.23% 2.29% 0/0
NIFTY-I Short 12/21/2006 3790 12/27/2006 3957 4.41% -167.00 -4.41% 1 3790.00 1416.80 4 -41.75 -4.41% 1.09% 0/0
NIFTY-I Long 12/27/2006 3957 01/08/2007 3954 -0.08% -3.00 -0.08% 1 3957.00 1413.80 8 -0.38 -0.12% 1.84% 0/0
NIFTY-I Short 01/08/2007 3954 01/15/2007 4076 3.09% -122.00 -3.09% 1 3954.00 1291.80 6 -20.33 -3.09% 3.57% 0/0
NIFTY-I Long 01/15/2007 4076 02/01/2007 4075 -0.02% -1.00 -0.02% 1 4076.00 1290.80 12 -0.08 -0.60% 1.86% 0/0
NIFTY-I Short 02/01/2007 4075 02/05/2007 4170 2.33% -95.00 -2.33% 1 4075.00 1195.80 3 -31.67 -2.91% 0.10% 0/0
NIFTY-I Long 02/05/2007 4170 02/13/2007 4040 -3.12% -130.00 -3.12% 1 4170.00 1065.80 7 -18.57 -3.22% 1.68% 0/0
NIFTY-I Short 02/13/2007 4040 02/20/2007 4179 3.44% -139.00 -3.44% 1 4040.00 926.80 5 -27.80 -3.55% 1.63% 0/0
NIFTY-I Long 02/20/2007 4179 02/22/2007 4100 -1.89% -79.00 -1.89% 1 4179.00 847.80 3 -26.33 -1.99% 0.00% 0/0
NIFTY-I Short 02/22/2007 4100 03/12/2007 3695 -9.88% 405.00 9.88% 1 4100.00 1252.80 13 31.15 -0.80% 14.27% 0/0
NIFTY-I Long 03/12/2007 3695 03/16/2007 3640 -1.49% -55.00 -1.49% 1 3695.00 1197.80 5 -11.00 -2.95% 2.14% 0/0
NIFTY-I Short 03/16/2007 3640 03/21/2007 3695 1.51% -55.00 -1.51% 1 3640.00 1142.80 4 -13.75 -2.06% 2.69% 0/0
NIFTY-I Long 03/21/2007 3695 03/30/2007 3809 3.09% 114.00 3.09% 1 3695.00 1256.80 7 16.29 -0.78% 5.67% 0/0
NIFTY-I Short 03/30/2007 3809 04/09/2007 3745 -1.68% 64.00 1.68% 1 3809.00 1320.80 6 10.67 -0.16% 5.87% 0/0
NIFTY-I Long 04/09/2007 3745 05/03/2007 4124.9 10.14% 379.90 10.14% 1 3745.00 1700.70 17 22.35 -0.19% 12.63% 0/0
NIFTY-I Short 05/03/2007 4124.9 05/15/2007 4135 0.24% -10.10 -0.24% 1 4124.90 1690.60 9 -1.12 -1.51% 3.27% 0/0
NIFTY-I Long 05/15/2007 4135 05/25/2007 4150 0.36% 15.00 0.36% 1 4135.00 1705.60 9 1.67 -0.82% 3.60% 0/0
NIFTY-I Short 05/25/2007 4150 05/29/2007 4260 2.65% -110.00 -2.65% 1 4150.00 1595.60 3 -36.67 -3.52% 0.00% 0/0
NIFTY-I Long 05/29/2007 4260 06/08/2007 4125.4 -3.16% -134.60 -3.16% 1 4260.00 1461.00 9 -14.96 -3.16% 1.27% 0/0
NIFTY-I Short 06/08/2007 4125.4 06/18/2007 4165 0.96% -39.60 -0.96% 1 4125.40 1421.40 7 -5.66 -1.61% 1.07% 0/0
NIFTY-I Long 06/18/2007 4165 07/31/2007 4420 6.12% 255.00 6.12% 1 4165.00 1676.40 32 7.97 -1.28% 11.31% 0/0
NIFTY-I Short 07/31/2007 4420 08/16/2007 4163.3 -5.81% 256.70 5.81% 1 4420.00 1933.10 12 21.39 -2.22% 5.81% 0/0
NIFTY-I Long 08/16/2007 4163.3 08/20/2007 4220 1.36% 56.70 1.36% 1 4163.30 1989.80 3 18.90 -5.05% 1.36% 0/0
NIFTY-I Short 08/20/2007 4220 08/28/2007 4295 1.78% -75.00 -1.78% 1 4220.00 1914.80 7 -10.71 -2.08% 4.71% 0/0
NIFTY-I Long 08/28/2007 4295 10/19/2007 5300 23.40% 1005.00 23.40% 1 4295.00 2919.80 38 26.45 -1.51% 33.81% 0/0
NIFTY-I Short 10/19/2007 5300 10/25/2007 5475 3.30% -175.00 -3.30% 1 5300.00 2744.80 5 -35.00 -5.09% 4.30% 0/0
NIFTY-I Long 10/25/2007 5475 11/07/2007 5885 7.49% 410.00 7.49% 1 5475.00 3154.80 10 41.00 -0.14% 9.68% 0/0
NIFTY-I Short 11/07/2007 5885 11/15/2007 5945 1.02% -60.00 -1.02% 1 5885.00 3094.80 7 -8.57 -1.55% 7.22% 0/0
NIFTY-I Long 11/15/2007 5945 11/22/2007 5568 -6.34% -377.00 -6.34% 1 5945.00 2717.80 6 -62.83 -7.30% 0.71% 0/0
NIFTY-I Short 11/22/2007 5568 11/27/2007 5725 2.82% -157.00 -2.82% 1 5568.00 2560.80 4 -39.25 -4.02% 3.11% 0/0
NIFTY-I Long 11/27/2007 5725 11/30/2007 5701.05 -0.42% -23.95 -0.42% 1 5725.00 2536.85 4 -5.99 -1.99% 0.57% 0/0
NIFTY-I Short 11/30/2007 5701.05 12/04/2007 5886 3.24% -184.95 -3.24% 1 5701.05 2351.90 3 -61.65 -3.38% 0.32% 0/0
NIFTY-I Long 12/04/2007 5886 12/17/2007 6020 2.28% 134.00 2.28% 1 5886.00 2485.90 10 13.40 -0.48% 5.36% 0/0
NIFTY-I Short 12/17/2007 6020 12/27/2007 6099 1.31% -79.00 -1.31% 1 6020.00 2406.90 7 -11.29 -1.36% 5.54% 0/0
NIFTY-I Long 12/27/2007 6099 01/14/2008 6205.35 1.74% 106.35 1.74% 1 6099.00 2513.25 13 8.18 -0.85% 3.89% 0/0
NIFTY-I Short 01/14/2008 6205.35 01/29/2008 5340 -13.95% 865.35 13.95% 1 6205.35 3378.60 12 72.11 -0.64% 28.77% 0/0
NIFTY-I Long 01/29/2008 5340 02/01/2008 5121.85 -4.09% -218.15 -4.09% 1 5340.00 3160.45 4 -54.54 -5.02% 0.99% 0/0
NIFTY-I Short 02/01/2008 5121.85 02/05/2008 5432 6.06% -310.15 -6.06% 1 5121.85 2850.30 3 -103.38 -8.44% 1.21% 0/0
NIFTY-I Long 02/05/2008 5432 02/08/2008 5124 -5.67% -308.00 -5.67% 1 5432.00 2542.30 4 -77.00 -6.42% 1.43% 0/0
NIFTY-I Short 02/08/2008 5124 02/15/2008 5144.8 0.41% -20.80 -0.41% 1 5124.00 2521.50 6 -3.47 -1.57% 7.37% 0/0
NIFTY-I Long 02/15/2008 5144.8 02/22/2008 5137.7 -0.14% -7.10 -0.14% 1 5144.80 2514.40 6 -1.18 -1.36% 4.33% 0/0
NIFTY-I Short 02/22/2008 5137.7 02/27/2008 5350 4.13% -212.30 -4.13% 1 5137.70 2302.10 4 -53.08 -4.13% 1.88% 0/0
NIFTY-I Long 02/27/2008 5350 03/04/2008 4923.9 -7.96% -426.10 -7.96% 1 5350.00 1876.00 5 -85.22 -8.83% 1.87% 0/0
NIFTY-I Short 03/04/2008 4923.9 03/13/2008 4725 -4.04% 198.90 4.04% 1 4923.90 2074.90 7 28.41 -1.48% 6.65% 0/0
NIFTY-I Long 03/13/2008 4725 03/19/2008 4694 -0.66% -31.00 -0.66% 1 4725.00 2043.90 5 -6.20 -5.27% 0.72% 0/0
NIFTY-I Short 03/19/2008 4694 03/26/2008 4904 4.47% -210.00 -4.47% 1 4694.00 1833.90 4 -52.50 -4.50% 3.05% 0/0
NIFTY-I Long 03/26/2008 4904 04/02/2008 4931 0.55% 27.00 0.55% 1 4904.00 1860.90 6 4.50 -5.77% 1.96% 0/0
NIFTY-I Short 04/02/2008 4931 04/16/2008 4905.05 -0.53% 25.95 0.53% 1 4931.00 1886.85 10 2.59 -0.68% 6.08% 0/0
NIFTY-I Long 04/16/2008 4905.05 05/07/2008 5141 4.81% 235.95 4.81% 1 4905.05 2122.80 14 16.85 -0.61% 7.48% 0/0
NIFTY-I Short 05/07/2008 5141 05/16/2008 5142.1 0.02% -1.10 -0.02% 1 5141.00 2121.70 8 -0.14 -0.66% 4.24% 0/0
NIFTY-I Long 05/16/2008 5142.1 05/26/2008 4916.65 -4.38% -225.45 -4.38% 1 5142.10 1896.25 6 -37.58 -4.38% 0.51% 0/0
NIFTY-I Short 05/26/2008 4916.65 06/18/2008 4651 -5.40% 265.65 5.40% 1 4916.65 2161.90 18 14.76 -0.86% 11.89% 0/0
NIFTY-I Long 06/18/2008 4651 06/20/2008 4512 -2.99% -139.00 -2.99% 1 4651.00 2022.90 3 -46.33 -3.99% 0.15% 0/0
NIFTY-I Short 06/20/2008 4512 07/08/2008 3869 -14.25% 643.00 14.25% 1 4512.00 2665.90 13 49.46 -0.11% 15.56% 0/0
NIFTY-I Long 07/08/2008 3869 07/15/2008 3915 1.19% 46.00 1.19% 1 3869.00 2711.90 6 7.67 -0.72% 8.35% 0/0
NIFTY-I Short 07/15/2008 3915 07/21/2008 4134 5.59% -219.00 -5.59% 1 3915.00 2492.90 5 -43.80 -5.59% 3.93% 0/0
NIFTY-I Long 07/21/2008 4134 07/29/2008 4289 3.75% 155.00 3.75% 1 4134.00 2647.90 7 22.14 -1.64% 9.77% 0/0
NIFTY-I Short 07/29/2008 4289 08/01/2008 4270 -0.44% 19.00 0.44% 1 4289.00 2666.90 4 4.75 -1.35% 2.96% 0/0
NIFTY-I Long 08/01/2008 4270 08/14/2008 4511.25 5.65% 241.25 5.65% 1 4270.00 2908.15 10 24.13 -0.42% 8.99% 0/0
NIFTY-I Short 08/14/2008 4511.25 09/02/2008 4350 -3.57% 161.25 3.57% 1 4511.25 3069.40 13 12.40 -0.28% 6.72% 0/0
NIFTY-I Long 09/02/2008 4350 09/12/2008 4345.1 -0.11% -4.90 -0.11% 1 4350.00 3064.50 8 -0.61 -1.46% 4.92% 0/0
NIFTY-I Short 09/12/2008 4345.1 09/23/2008 4157.9 -4.31% 187.20 4.31% 1 4345.10 3251.70 8 23.40 0.00% 12.27% 0/0
NIFTY-I Long 09/23/2008 4157.9 09/29/2008 3989.8 -4.04% -168.10 -4.04% 1 4157.90 3083.60 5 -33.62 -4.28% 2.07% 0/0
NIFTY-I Short 09/29/2008 3989.8 10/15/2008 3451.15 -13.50% 538.65 13.50% 1 3989.80 3622.25 11 48.97 -0.67% 19.39% 0/0
NIFTY-I Long 10/15/2008 3451.15 10/17/2008 3311 -4.06% -140.15 -4.06% 1 3451.15 3482.10 3 -46.72 -10.14% 1.12% 0/0
NIFTY-I Short 10/17/2008 3311 10/31/2008 2825.55 -14.66% 485.45 14.66% 1 3311.00 3967.55 10 48.54 -1.27% 32.71% 0/0
NIFTY-I Long 10/31/2008 2825.55 11/07/2008 2883.3 2.04% 57.75 2.04% 1 2825.55 4025.30 6 9.63 -1.79% 16.75% 0/0
NIFTY-I Short 11/07/2008 2883.3 11/11/2008 3142.7 9.00% -259.40 -9.00% 1 2883.30 3765.90 3 -86.47 -10.22% 0.00% 0/0
NIFTY-I Long 11/11/2008 3142.7 11/14/2008 2895 -7.88% -247.70 -7.88% 1 3142.70 3518.20 3 -82.57 -11.38% 0.20% 0/0
NIFTY-I Short 11/14/2008 2895 11/25/2008 2808.5 -2.99% 86.50 2.99% 1 2895.00 3604.70 8 10.81 -1.33% 13.81% 0/0
NIFTY-I Long 11/25/2008 2808.5 12/03/2008 2679 -4.61% -129.50 -4.61% 1 2808.50 3475.20 6 -21.58 -8.67% 1.26% 0/0
NIFTY-I Short 12/03/2008 2679 12/11/2008 2952.5 10.21% -273.50 -10.21% 1 2679.00 3201.70 6 -45.58 -10.21% 2.89% 0/0
NIFTY-I Long 12/11/2008 2952.5 12/24/2008 2961.15 0.29% 8.65 0.29% 1 2952.50 3210.35 10 0.87 -5.13% 5.61% 0/0
NIFTY-I Short 12/24/2008 2961.15 12/31/2008 3000 1.31% -38.85 -1.31% 1 2961.15 3171.50 5 -7.77 -1.72% 4.86% 0/0
NIFTY-I Long 12/31/2008 3000 01/12/2009 2850 -5.00% -150.00 -5.00% 1 3000.00 3021.50 8 -18.75 -6.53% 4.93% 0/0
NIFTY-I Short 01/12/2009 2850 01/20/2009 2780 -2.46% 70.00 2.46% 1 2850.00 3091.50 7 10.00 -0.28% 6.06% 0/0
NIFTY-I Long 01/20/2009 2780 01/22/2009 2707 -2.63% -73.00 -2.63% 1 2780.00 3018.50 3 -24.33 -4.01% 0.36% 0/0
NIFTY-I Short 01/22/2009 2707 01/29/2009 2871 6.06% -164.00 -6.06% 1 2707.00 2854.50 5 -32.80 -6.06% 2.64% 0/0
NIFTY-I Long 01/29/2009 2871 02/04/2009 2795 -2.65% -76.00 -2.65% 1 2871.00 2778.50 5 -15.20 -4.97% 0.17% 0/0
NIFTY-I Short 02/04/2009 2795 02/10/2009 2906 3.97% -111.00 -3.97% 1 2795.00 2667.50 5 -22.20 -4.40% 2.29% 0/0
NIFTY-I Long 02/10/2009 2906 02/18/2009 2729.9 -6.06% -176.10 -6.06% 1 2906.00 2491.40 7 -25.16 -6.06% 2.34% 0/0
NIFTY-I Short 02/18/2009 2729.9 02/27/2009 2758.7 1.05% -28.80 -1.05% 1 2729.90 2462.60 7 -4.11 -6.79% 2.01% 0/0
NIFTY-I Long 02/27/2009 2758.7 03/03/2009 2638.1 -4.37% -120.60 -4.37% 1 2758.70 2342.00 3 -40.20 -4.87% 0.00% 0/0
NIFTY-I Short 03/03/2009 2638.1 03/16/2009 2712.5 2.82% -74.40 -2.82% 1 2638.10 2267.60 8 -9.30 -3.18% 4.28% 0/0
NIFTY-I Long 03/16/2009 2712.5 04/01/2009 3014.9 11.15% 302.40 11.15% 1 2712.50 2570.00 13 23.26 -0.56% 15.76% 0/0
NIFTY-I Short 04/01/2009 3014.9 04/06/2009 3281.15 8.83% -266.25 -8.83% 1 3014.90 2303.75 3 -88.75 -8.83% 2.12% 0/0
NIFTY-I Long 04/06/2009 3281.15 04/20/2009 3399.7 3.61% 118.55 3.61% 1 3281.15 2422.30 8 14.82 -3.77% 7.10% 0/0
NIFTY-I Short 04/20/2009 3399.7 04/27/2009 3427.8 0.83% -28.10 -0.83% 1 3399.70 2394.20 6 -4.68 -2.79% 3.29% 0/0
NIFTY-I Long 04/27/2009 3427.8 05/12/2009 3541.1 3.31% 113.30 3.31% 1 3427.80 2507.50 10 11.33 -2.49% 8.78% 0/0
NIFTY-I Short 05/12/2009 3541.1 05/19/2009 4614 30.30% -1072.90 -30.30% 1 3541.10 1434.60 6 -178.82 -30.30% 0.11% 0/0
NIFTY-I Long 05/19/2009 4614 06/16/2009 4440 -3.77% -174.00 -3.77% 1 4614.00 1260.60 21 -8.29 -11.36% 1.94% 0/0
NIFTY-I Short 06/16/2009 4440 06/30/2009 4440 0.00% 0.00 0.00% 1 4440.00 1260.60 11 0.00 -2.45% 6.42% 0/0
NIFTY-I Long 06/30/2009 4440 07/08/2009 4135.4 -6.86% -304.60 -6.86% 1 4440.00 956.00 7 -43.51 -7.18% 0.96% 0/0
NIFTY-I Short 07/08/2009 4135.4 07/16/2009 4285 3.62% -149.60 -3.62% 1 4135.40 806.40 7 -21.37 -3.62% 5.55% 0/0
NIFTY-I Long 07/16/2009 4285 08/10/2009 4541.3 5.98% 256.30 5.98% 1 4285.00 1062.70 18 14.24 -2.12% 10.40% 0/0
NIFTY-I Short 08/10/2009 4541.3 08/17/2009 4499.9 -0.91% 41.40 0.91% 1 4541.30 1104.10 6 6.90 -1.82% 4.19% 0/0
NIFTY-I Long 08/17/2009 4499.9 08/19/2009 4452.1 -1.06% -47.80 -1.06% 1 4499.90 1056.30 3 -15.93 -3.15% 0.07% 0/0
NIFTY-I Short 08/19/2009 4452.1 08/24/2009 4599.7 3.32% -147.60 -3.32% 1 4452.10 908.70 4 -36.90 -3.32% 2.50% 0/0
NIFTY-I Long 08/24/2009 4599.7 09/02/2009 4585.1 -0.32% -14.60 -0.32% 1 4599.70 894.10 8 -1.82 -0.39% 3.35% 0/0
NIFTY-I Short 09/02/2009 4585.1 09/08/2009 4820.6 5.14% -235.50 -5.14% 1 4585.10 658.60 5 -47.10 -5.14% 0.30% 0/0
NIFTY-I Long 09/08/2009 4820.6 10/09/2009 5020 4.14% 199.40 4.14% 1 4820.60 858.00 21 9.50 -0.84% 5.58% 0/0
NIFTY-I Short 10/09/2009 5020 10/15/2009 5144.65 2.48% -124.65 -2.48% 1 5020.00 733.35 4 -31.16 -2.48% 1.93% 0/0
NIFTY-I Long 10/15/2009 5144.65 10/22/2009 5053 -1.78% -91.65 -1.78% 1 5144.65 641.70 6 -15.27 -1.78% 0.46% 0/0
NIFTY-I Short 10/22/2009 5053 11/06/2009 4814.95 -4.71% 238.05 4.71% 1 5053.00 879.75 11 21.64 -0.30% 10.32% 0/0
NIFTY-I Long 11/06/2009 4814.95 11/30/2009 5003.05 3.91% 188.10 3.91% 1 4814.95 1067.85 17 11.06 -1.25% 6.75% 0/0
NIFTY-I Short 11/30/2009 5003.05 12/02/2009 5147.7 2.89% -144.65 -2.89% 1 5003.05 923.20 3 -48.22 -2.89% 0.26% 0/0
NIFTY-I Long 12/02/2009 5147.7 12/15/2009 5111.25 -0.71% -36.45 -0.71% 1 5147.70 886.75 10 -3.64 -1.88% 0.85% 0/0
NIFTY-I Short 12/15/2009 5111.25 12/24/2009 5159.95 0.95% -48.70 -0.95% 1 5111.25 838.05 8 -6.09 -0.99% 3.41% 0/0
NIFTY-I Long 12/24/2009 5159.95 01/11/2010 5275 2.23% 115.05 2.23% 1 5159.95 953.10 10 11.51 -0.46% 2.78% 0/0
NIFTY-I Short 01/11/2010 5275 01/15/2010 5268 -0.13% 7.00 0.13% 1 5275.00 960.10 5 1.40 -0.38% 1.87% 0/0
NIFTY-I Long 01/15/2010 5268 01/21/2010 5192.65 -1.43% -75.35 -1.43% 1 5268.00 884.75 5 -15.07 -1.43% 0.42% 0/0
NIFTY-I Short 01/21/2010 5192.65 02/18/2010 4903.5 -5.57% 289.15 5.57% 1 5192.65 1173.90 20 14.46 -0.28% 10.12% 0/0
NIFTY-I Long 02/18/2010 4903.5 02/23/2010 4832.3 -1.45% -71.20 -1.45% 1 4903.50 1102.70 4 -17.80 -2.16% 0.28% 0/0
NIFTY-I Short 02/23/2010 4832.3 03/03/2010 5032.3 4.14% -200.00 -4.14% 1 4832.30 902.70 6 -33.33 -4.19% 0.05% 0/0
NIFTY-I Long 03/03/2010 5032.3 03/25/2010 5214.95 3.63% 182.65 3.63% 1 5032.30 1085.35 16 11.42 -0.15% 4.96% 0/0
NIFTY-I Short 03/25/2010 5214.95 03/29/2010 5291.5 1.47% -76.55 -1.47% 1 5214.95 1008.80 3 -25.52 -1.82% 0.21% 0/0
NIFTY-I Long 03/29/2010 5291.5 04/01/2010 5286.1 -0.10% -5.40 -0.10% 1 5291.50 1003.40 4 -1.35 -0.88% 0.99% 0/0
NIFTY-I Short 04/01/2010 5286.1 04/06/2010 5376 1.70% -89.90 -1.70% 1 5286.10 913.50 3 -29.97 -1.70% 0.19% 0/0
NIFTY-I Long 04/06/2010 5376 04/15/2010 5372.25 -0.07% -3.75 -0.07% 1 5376.00 909.75 7 -0.54 -1.60% 0.41% 0/0
NIFTY-I Short 04/15/2010 5372.25 04/23/2010 5269 -1.92% 103.25 1.92% 1 5372.25 1013.00 7 14.75 -0.10% 3.91% 0/0
NIFTY-I Long 04/23/2010 5269 04/30/2010 5263.8 -0.10% -5.20 -0.10% 1 5269.00 1007.80 6 -0.87 -1.35% 1.48% 0/0
NIFTY-I Short 04/30/2010 5263.8 05/14/2010 5163.2 -1.91% 100.60 1.91% 1 5263.80 1108.40 11 9.15 -0.50% 5.47% 0/0
NIFTY-I Long 05/14/2010 5163.2 05/18/2010 5055.55 -2.08% -107.65 -2.08% 1 5163.20 1000.75 3 -35.88 -3.89% 0.75% 0/0
NIFTY-I Short 05/18/2010 5055.55 05/28/2010 5025 -0.60% 30.55 0.60% 1 5055.55 1031.30 9 3.39 -1.03% 5.32% 0/0
NIFTY-I Long 05/28/2010 5025 06/09/2010 5053.1 0.56% 28.10 0.56% 1 5025.00 1059.40 9 3.12 -1.82% 2.19% 0/0
NIFTY-I Short 06/09/2010 5053.1 06/14/2010 5138.25 1.69% -85.15 -1.69% 1 5053.10 974.25 4 -21.29 -1.69% 1.98% 0/0
NIFTY-I Long 06/14/2010 5138.25 06/28/2010 5295 3.05% 156.75 3.05% 1 5138.25 1131.00 11 14.25 0.00% 4.66% 0/0
NIFTY-I Short 06/28/2010 5295 07/12/2010 5369 1.40% -74.00 -1.40% 1 5295.00 1057.00 11 -6.73 -1.40% 1.32% 0/0
NIFTY-I Long 07/12/2010 5369 07/21/2010 5382 0.24% 13.00 0.24% 1 5369.00 1070.00 8 1.63 -0.35% 1.58% 0/0
NIFTY-I Short 07/21/2010 5382 07/23/2010 5475.2 1.73% -93.20 -1.73% 1 5382.00 976.80 3 -31.07 -1.73% 0.13% 0/0
NIFTY-I Long 07/23/2010 5475.2 07/30/2010 5394.8 -1.47% -80.40 -1.47% 1 5475.20 896.40 6 -13.40 -1.69% 0.01% 0/0
NIFTY-I Short 07/30/2010 5394.8 08/04/2010 5442 0.87% -47.20 -0.87% 1 5394.80 849.20 4 -11.80 -0.98% 0.48% 0/0
NIFTY-I Long 08/04/2010 5442 08/12/2010 5371.7 -1.29% -70.30 -1.29% 1 5442.00 778.90 7 -10.04 -1.29% 0.87% 0/0
NIFTY-I Short 08/12/2010 5371.7 08/20/2010 5515 2.67% -143.30 -2.67% 1 5371.70 635.60 7 -20.47 -3.02% 0.15% 0/0
NIFTY-I Long 08/20/2010 5515 08/26/2010 5470.25 -0.81% -44.75 -0.81% 1 5515.00 590.85 5 -8.95 -0.98% 0.51% 0/0
NIFTY-I Short 08/26/2010 5470.25 09/03/2010 5500.05 0.54% -29.80 -0.54% 1 5470.25 561.05 7 -4.26 -0.72% 2.09% 0/0
NIFTY-I Long 09/03/2010 5500.05 10/11/2010 6182 12.40% 681.95 12.40% 1 5500.05 1243.00 26 26.23 -0.53% 13.60% 0/0
NIFTY-I Short 10/11/2010 6182 11/02/2010 6156 -0.42% 26.00 0.42% 1 6182.00 1269.00 17 1.53 -2.20% 3.49% 0/0
NIFTY-I Long 11/02/2010 6156 11/12/2010 6207.35 0.83% 51.35 0.83% 1 6156.00 1320.35 9 5.71 -0.45% 3.14% 0/0
NIFTY-I Short 11/12/2010 6207.35 12/01/2010 5890 -5.11% 317.35 5.11% 1 6207.35 1637.70 13 24.41 -0.54% 7.74% 0/0
NIFTY-I Long 12/01/2010 5890 12/10/2010 5765 -2.12% -125.00 -2.12% 1 5890.00 1512.70 8 -15.63 -2.26% 3.46% 0/0
NIFTY-I Short 12/10/2010 5765 12/14/2010 5931.45 2.89% -166.45 -2.89% 1 5765.00 1346.25 3 -55.48 -3.82% 0.29% 0/0
NIFTY-I Long 12/14/2010 5931.45 01/07/2011 6064.75 2.25% 133.30 2.25% 1 5931.45 1479.55 18 7.41 -1.15% 4.69% 0/0
NIFTY-I Short 01/07/2011 6064.75 02/15/2011 5456 -10.04% 608.75 10.04% 1 6064.75 2088.30 27 22.55 -0.12% 14.67% 0/0
NIFTY-I Long 02/15/2011 5456 02/24/2011 5418.55 -0.69% -37.45 -0.69% 1 5456.00 2050.85 8 -4.68 -1.07% 2.44% 0/0
NIFTY-I Short 02/24/2011 5418.55 03/03/2011 5506 1.61% -87.45 -1.61% 1 5418.55 1963.40 5 -17.49 -2.52% 3.43% 0/0
NIFTY-I Long 03/03/2011 5506 03/14/2011 5455.6 -0.92% -50.40 -0.92% 1 5506.00 1913.00 8 -6.30 -1.92% 1.92% 0/0
NIFTY-I Short 03/14/2011 5455.6 03/24/2011 5516 1.11% -60.40 -1.11% 1 5455.60 1852.60 9 -6.71 -1.95% 1.80% 0/0
NIFTY-I Long 03/24/2011 5516 04/11/2011 5836.9 5.82% 320.90 5.82% 1 5516.00 2173.50 13 24.68 -0.11% 8.77% 0/0
NIFTY-I Short 04/11/2011 5836.9 04/25/2011 5890 0.91% -53.10 -0.91% 1 5836.90 2120.40 8 -6.64 -1.90% 2.29% 0/0
NIFTY-I Long 04/25/2011 5890 04/29/2011 5789.8 -1.70% -100.20 -1.70% 1 5890.00 2020.20 5 -20.04 -8.43% 0.59% 0/0
NIFTY-I Short 04/29/2011 5789.8 05/10/2011 5557 -4.02% 232.80 4.02% 1 5789.80 2253.00 8 29.10 -0.58% 5.98% 0/0
NIFTY-I Long 05/10/2011 5557 05/18/2011 5459.85 -1.75% -97.15 -1.75% 1 5557.00 2155.85 7 -13.88 -2.42% 1.18% 0/0
NIFTY-I Short 05/18/2011 5459.85 05/30/2011 5497 0.68% -37.15 -0.68% 1 5459.85 2118.70 9 -4.13 -1.15% 2.40% 0/0
NIFTY-I Long 05/30/2011 5497 06/07/2011 5510.15 0.24% 13.15 0.24% 1 5497.00 2131.85 7 1.88 -1.02% 2.03% 0/0
NIFTY-I Short 06/07/2011 5510.15 06/27/2011 5444.4 -1.19% 65.75 1.19% 1 5510.15 2197.60 15 4.38 -1.23% 5.95% 0/0
NIFTY-I Long 06/27/2011 5444.4 07/12/2011 5587.3 2.62% 142.90 2.62% 1 5444.40 2340.50 12 11.91 0.00% 5.80% 0/0
NIFTY-I Short 07/12/2011 5587.3 07/15/2011 5606 0.33% -18.70 -0.33% 1 5587.30 2321.80 4 -4.67 -1.43% 1.52% 0/0
NIFTY-I Long 07/15/2011 5606 07/19/2011 5662.1 1.00% 56.10 1.00% 1 5606.00 2377.90 3 18.70 -0.82% 1.00% 0/0
NIFTY-I Short 07/19/2011 5662.1 07/26/2011 5700 0.67% -37.90 -0.67% 1 5662.10 2340.00 6 -6.32 -0.84% 2.29% 0/0
NIFTY-I Long 07/26/2011 5700 07/28/2011 5500 -3.51% -200.00 -3.51% 1 5700.00 2140.00 3 -66.67 -3.51% 0.16% 0/0
NIFTY-I Short 07/28/2011 5500 09/02/2011 5040 -8.36% 460.00 8.36% 1 5500.00 2600.00 24 19.17 -1.04% 14.22% 0/0
NIFTY-I Long 09/02/2011 5040 09/13/2011 4972 -1.35% -68.00 -1.35% 1 5040.00 2532.00 8 -8.50 -2.76% 2.66% 0/0
NIFTY-I Short 09/13/2011 4972 09/16/2011 5124.7 3.07% -152.70 -3.07% 1 4972.00 2379.30 4 -38.17 -3.07% 1.37% 0/0
NIFTY-I Long 09/16/2011 5124.7 09/26/2011 4869.8 -4.97% -254.90 -4.97% 1 5124.70 2124.40 6 -42.48 -5.97% 0.84% 0/0
NIFTY-I Short 09/26/2011 4869.8 09/29/2011 4925.05 1.13% -55.25 -1.13% 1 4869.80 2069.15 4 -13.81 -2.57% 2.33% 0/0
NIFTY-I Long 09/29/2011 4925.05 10/04/2011 4823 -2.07% -102.05 -2.07% 1 4925.05 1967.10 4 -25.51 -2.28% 2.26% 0/0
NIFTY-I Short 10/04/2011 4823 10/11/2011 5028.9 4.27% -205.90 -4.27% 1 4823.00 1761.20 5 -41.18 -4.27% 2.02% 0/0
NIFTY-I Long 10/11/2011 5028.9 10/24/2011 5130.1 2.01% 101.20 2.01% 1 5028.90 1862.40 10 10.12 -1.17% 2.65% 0/0
NIFTY-I Short 10/24/2011 5130.1 10/26/2011 5241.15 2.16% -111.05 -2.16% 1 5130.10 1751.35 3 -37.02 -2.16% 0.85% 0/0
NIFTY-I Long 10/26/2011 5241.15 11/03/2011 5258.5 0.33% 17.35 0.33% 1 5241.15 1768.70 6 2.89 -0.27% 3.08% 0/0
NIFTY-I Short 11/03/2011 5258.5 11/08/2011 5316.9 1.11% -58.40 -1.11% 1 5258.50 1710.30 3 -19.47 -1.82% 0.71% 0/0
NIFTY-I Long 11/08/2011 5316.9 11/14/2011 5243.5 -1.38% -73.40 -1.38% 1 5316.90 1636.90 4 -18.35 -2.93% 0.32% 0/0
NIFTY-I Open Short 11/14/2011 5243.5 11/18/2011 4914.6 -6.27% 328.90 6.27% 1 5243.50 1965.80 6 54.82 -0.10% 7.60% 0/0