MIME-Version: 1.0 X-Document-Type: Workbook Content-Type: multipart/related; boundary="----=_NextPart_01CBD298.D51360B0" This document is a Single File Web Page, also known as a Web Archive file. If you are seeing this message, your browser or editor doesn't support Web Archive files. Please download a browser that supports Web Archive, such as Windows® Internet Explorer®. ------=_NextPart_01CBD298.D51360B0 Content-Location: file:///C:/264332F9/sSecuritywisetradingcapacity.htm Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii" <body> <p>This page uses frames, but your browser doesn't support them.</p> </body> ------=_NextPart_01CBD298.D51360B0 Content-Location: file:///C:/264332F9/sSecuritywisetradingcapacity_files/stylesheet.css Content-Transfer-Encoding: quoted-printable Content-Type: text/css; charset="us-ascii" tr {mso-height-source:auto;} col {mso-width-source:auto;} br {mso-data-placement:same-cell;} .style43 {mso-number-format:"_\(* \#\,\#\#0\.00_\)\;_\(* \\\(\#\,\#\#0\.00\\\)\;_\(= * \0022-\0022??_\)\;_\(\@_\)"; mso-style-name:Comma; mso-style-id:3;} .style0 {mso-number-format:General; text-align:general; vertical-align:bottom; white-space:nowrap; mso-rotate:0; mso-background-source:auto; mso-pattern:auto; color:black; font-size:11.0pt; font-weight:400; font-style:normal; text-decoration:none; font-family:Calibri, sans-serif; mso-font-charset:0; border:none; mso-protection:locked visible; mso-style-name:Normal; mso-style-id:0;} td {mso-style-parent:style0; padding-top:1px; padding-right:1px; padding-left:1px; mso-ignore:padding; color:black; font-size:11.0pt; font-weight:400; font-style:normal; text-decoration:none; font-family:Calibri, sans-serif; mso-font-charset:0; mso-number-format:General; text-align:general; vertical-align:bottom; border:none; mso-background-source:auto; mso-pattern:auto; mso-protection:locked visible; white-space:nowrap; mso-rotate:0;} .xl65 {mso-style-parent:style43; mso-number-format:"_\(* \#\,\#\#0_\)\;_\(* \\\(\#\,\#\#0\\\)\;_\(* \0022-\= 0022??_\)\;_\(\@_\)";} .xl66 {mso-style-parent:style43; font-weight:700; mso-number-format:"_\(* \#\,\#\#0_\)\;_\(* \\\(\#\,\#\#0\\\)\;_\(* \0022-\= 0022??_\)\;_\(\@_\)";} .xl67 {mso-style-parent:style43; font-weight:700; mso-number-format:"_\(* \#\,\#\#0_\)\;_\(* \\\(\#\,\#\#0\\\)\;_\(* \0022-\= 0022??_\)\;_\(\@_\)"; border-top:1.0pt solid windowtext; border-right:none; border-bottom:1.0pt solid windowtext; border-left:1.0pt solid windowtext;} .xl68 {mso-style-parent:style43; font-weight:700; mso-number-format:"_\(* \#\,\#\#0_\)\;_\(* \\\(\#\,\#\#0\\\)\;_\(* \0022-\= 0022??_\)\;_\(\@_\)"; border-top:1.0pt solid windowtext; border-right:none; border-bottom:1.0pt solid windowtext; border-left:none;} .xl69 {mso-style-parent:style43; font-weight:700; mso-number-format:"_\(* \#\,\#\#0_\)\;_\(* \\\(\#\,\#\#0\\\)\;_\(* \0022-\= 0022??_\)\;_\(\@_\)"; border-top:1.0pt solid windowtext; border-right:1.0pt solid windowtext; border-bottom:1.0pt solid windowtext; border-left:none;} .xl70 {mso-style-parent:style43; mso-number-format:"_\(* \#\,\#\#0\.00_\)\;_\(* \\\(\#\,\#\#0\.00\\\)\;_\(*= \0022-\0022??_\)\;_\(\@_\)";} .xl71 {mso-style-parent:style43; font-weight:700; mso-number-format:"_\(* \#\,\#\#0_\)\;_\(* \\\(\#\,\#\#0\\\)\;_\(* \0022-\= 0022??_\)\;_\(\@_\)"; background:yellow; mso-pattern:black none;} .xl72 {mso-style-parent:style43; mso-number-format:"_\(* \#\,\#\#0_\)\;_\(* \\\(\#\,\#\#0\\\)\;_\(* \0022-\= 0022??_\)\;_\(\@_\)"; background:yellow; mso-pattern:black none;} ------=_NextPart_01CBD298.D51360B0 Content-Location: file:///C:/264332F9/sSecuritywisetradingcapacity_files/tabstrip.htm Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Capacity cal= c

Sheet2

------=_NextPart_01CBD298.D51360B0 Content-Location: file:///C:/264332F9/sSecuritywisetradingcapacity_files/sheet001.htm Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Instruments that can be traded

Nifty Index future

Educomp stock fut

Tatasteel Stk fut

BankNifty Idx fut

SBI Stk fut

Reliance

Suzlon

Infosys

Tatamotors

SESAGOA

LT

RELINFRA

ABAN

DLF

ICICIBANK

TCS

JSWSTEEL

SAIL

BHEL

BHARTIARTL

HEROHONDA

HDFC

PNB

RCOM

ACC

Approx NSEI Daily Average Volume = in number of units

*

&nbs= p; 20,000,000

&nbs= p; 750,000

&nbs= p; 9,932,000

&nbs= p; 1,050,000

&nbs= p; 4,488,000

&nbs= p; 4,500,000

21,000,000

&nbs= p; 1,950,000

11,900,000

10,500,000

&nbs= p; 900,000

= ; 2,208,000

= ; 2,400,000

11,200,000

&nbs= p; 5,600,000

&nbs= p; 4,000,000

= ; 2,884,000

= ; 5,400,000

&nbs= p; 600,000

&nbs= p; 5,000,000

&nbs= p; 700,000

&nbs= p; 450,000

450,000

= ; 4,550,000

&nbs= p; 676,800

% of avg vol that can be traded

&nbs= p; &= nbsp; 3

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

&nbs= p; 2

&nbs= p; &= nbsp; 2

&nbs= p; &= nbsp; 2

Tradable volume

&nbs= p; 600,000

&nbs= p; 15,000

&nbs= p; 198,640

&nbs= p; 21,000

&nbs= p; 89,760

&nbs= p; 90,000

&nbs= p; 420,000

&nbs= p; 39,000

&nbs= p; 238,000

&nbs= p; 210,000

&nbs= p; 18,000

&nbs= p; 44,160

&nbs= p; 48,000

&nbs= p; 224,000

&nbs= p; 112,000

&nbs= p; 80,000

&nbs= p; 57,680

&nbs= p; 108,000

&nbs= p; 12,000

&nbs= p; 100,000

&nbs= p; 14,000

&nbs= p; 9,000

&nbs= p; 9,000

&nbs= p; 91,000

&nbs= p; 13,536

Current price

*

&nbs= p; &= nbsp; 5,350

&nbs= p; &= nbsp; 750

&nbs= p; &= nbsp; 625

&nbs= p; 9,500

&nbs= p; 2,100

&nbs= p; 1,100

&nbs= p; &= nbsp; 75

&nbs= p; 2,600

&nbs= p; &= nbsp; 750

&nbs= p; &= nbsp; 460

&nbs= p; 1,650

&nbs= p; 1,100

&nbs= p; 1,240

&nbs= p; 330

&nbs= p; 940

&nbs= p; 820

&nbs= p; 1,260

&nbs= p; 235

&nbs= p; 2,550

&nbs= p; 300

&nbs= p; 1,950

&nbs= p; 2,760

&nbs= p; 1,000

&nbs= p; 170

&nbs= p; 940

Capacity Value in INR

3,210,000,000

&nbs= p; 11,250,000

= ; 124,150,000

199,500,000

188,496,000

99,000,000

31,500,000

101,400,000

178,500,000

96,600,000

29,700,000

48,576,000

59,520,000

73,920,000

105,280,000

65,600,000

72,676,800

25,380,000

30,600,000

30,000,000

&nbs= p; 27,300,000

24,840,000

9,000,000

15,470,000

12,723,840

Approx % margin requirement

*

&nbs= p; &= nbsp; 15

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 20

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; 25

&nbs= p; 25

&nbs= p; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; 25

&nbs= p; 25

&nbs= p; 25

&nbs= p; &= nbsp; 25

&nbs= p; &= nbsp; 25

&nbs= p; 25

&nbs= p; 25

&nbs= p; 25

&nbs= p; 25

Capital Required for capacity

&nbs= p; 481,500,000

&nbs= p; 2,812,500

31,037,500

39,900,000

47,124,000

24,750,000

7,875,000

= ; 25,350,000

44,625,000

24,150,000

= ; 7,425,000

12,144,000

14,880,000

18,480,000

26,320,000

16,400,000

18,169,200

= ; 6,345,000

= ; 7,650,000

&nbs= p; 7,500,000

&nbs= p; 6,825,000

= ; 6,210,000

2,250,000

= ; 3,867,500

= ; 3,180,960

INR/USD rate

= ; 45

USD Capital Required for capacity=

&nbs= p; 10,700,000

&nbs= p; 62,500

&nbs= p; 689,722

&nbs= p; 886,667

&nbs= p; 1,047,200

&nbs= p; 550,000

&nbs= p; 175,000

&nbs= p; 563,333

&nbs= p; 991,667

&nbs= p; 536,667

&nbs= p; 165,000

&nbs= p; 269,867

&nbs= p; 330,667

&nbs= p; 410,667

&nbs= p; 584,889

&nbs= p; 364,444

&nbs= p; 403,760

&nbs= p; 141,000

&nbs= p; 170,000

&nbs= p; 166,667

&nbs= p; 151,667

&nbs= p; 138,000

&nbs= p; 50,000

&nbs= p; 85,944

&nbs= p; 70,688

Possible % Allocation

&nbs= p; &= nbsp; 54.30

&nbs= p; &= nbsp; 0.32

&nbs= p; 3.50

&nbs= p; 4.50

&nbs= p; 5.31

&nbs= p; 2.79

&nbs= p; 0.89

&nbs= p; 2.86

&nbs= p; 5.03

&nbs= p; 2.72

&nbs= p; 0.84

&nbs= p; 1.37

&nbs= p; 1.68

&nbs= p; 2.08

&nbs= p; 2.97

&nbs= p; 1.85

&nbs= p; 2.05

&nbs= p; 0.72

&nbs= p; 0.86

&nbs= p; 0.85

&nbs= p; &= nbsp; 0.77

&nbs= p; 0.70

&nbs= p; 0.25

&nbs= p; 0.44

&nbs= p; 0.36

Total USD maximum trading capacit= y

&nbs= p; 19,706,015

&nbs= p; 11,250,000

I don't trade the scrips beyond t= his line but these represent good trading potential

Objective of deploying USD 50M wi= ll not be a problem

others potential scrips are

Average volume in nifty is consis= tent, that's why we can trade 3% or more of total market volume

Mah&Ma= h

JindalStlP= ow

Securities traded by us

REL

Index futures

Approximate % allocation

SterliteIn= ds

NIFTY

&nbs= p; &= nbsp; 40

MphasiS

BANKNIFTY

&nbs= p; &= nbsp; 25

HDFC Bank<= span style=3D'mso-spacerun:yes'>

Stock Futures

&nbs= p; &= nbsp; 25

ABAN

DLF

EDUCOMP

LT

RCOM

RELCAPITAL

RELIANCE

RELINFRA

RENUKA

SBIN

suzlon

TATAMOTORS

TATASTEEL

UNITECH

Cash

&nbs= p; &= nbsp; 10

ACC

APTECHT

GAIL

INDIABULLS

POLARIS

RELCAPITAL

RELINFRA

RENUKA

ROLTA

SAIL

TATAMOTORS

TATASTEEL

UNITECH

ZEEL

------=_NextPart_01CBD298.D51360B0 Content-Location: file:///C:/264332F9/sSecuritywisetradingcapacity_files/sheet002.htm Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

------=_NextPart_01CBD298.D51360B0 Content-Location: file:///C:/264332F9/sSecuritywisetradingcapacity_files/filelist.xml Content-Transfer-Encoding: quoted-printable Content-Type: text/xml; charset="utf-8" ------=_NextPart_01CBD298.D51360B0--