Volumes surge

Derivatives Report

 Among stock futures, Telco, Tata Steel, SBI, Reliance Industries and Satyam Computer were the top traded contracts.

 Open interest fell across the board in futures. However, HLL added seven lakh shares in open positions.

 S&P CNX Nifty futures traded near their spot price during the day. The Nifty shed around 2.50 lakh shares in open interest positions in the futures segment.

 In stock options, the top twenty contracts contributed to around 35% of the total traded volume. Tisco was the most active option contracts on individual securities traded today with 4038 contracts and Satyam Computer was the next most active options contracts with 2698 contracts being traded.

 The implied volatilities were at all-time high.