FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 1 of 27

ABIRLANUVOABIRLANUVOABIRLANUVOACCACCACCADANIENTADANIENTADANIENTADANIPORTSADANIPORTSADANIPORTSADANIPOWERADANIPOWERADANIPOWERALBKALBKALBK

123456789101112131415161718

7.50 7.51 7.52 7.62 7.64 7.50 10.55 10.55 10.55 9.26 9.28 9.26 11.50 11.53 11.51 9.52 9.53 9.53

250250250250250250500500500100010001000800080008000200020002000

12.50 12.51 12.52 12.62 12.64 12.50 15.55 15.55 15.55 14.26 14.28 14.26 16.50 16.53 16.51 14.52 14.53 14.53

32602.50 32875.00 33092.50 31592.50 31857.50 32070.00 37765.00 38080.00 38335.00 32280.00 32550.00 32770.00 53200.00 53680.00 54000.00 20980.00 21160.00 21300.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

21723.13 21889.38 22011.88 20730.63 20853.75 21370.00 17897.50 18041.25 18167.50 17435.00 17540.00 17687.50 23140.00 23280.00 23460.00 11015.00 11105.00 11180.00

54325.63 54764.38 55104.38 52323.13 52711.25 53440.00 55662.50 56121.25 56502.50 49715.00 50090.00 50457.50 76340.00 76960.00 77460.00 31995.00 32265.00 32480.00

1737.85 1751.15 1760.95 1658.45 1668.30 1709.60 715.90 721.65 726.70 348.70 350.80 353.75 57.85 58.20 58.65 110.15 111.05 111.80

1.04 1.09 1.12 1.15 1.73 1.82

5251849331622749525517512971798702238107

83425096125023910004398000143520004476000

10503686186632475499050410350258114359740544762154

142425016342507260500103910007104000012236000

13.56

8.76

13.20

10.04

49.47

27.34

1668750192250047820008796000287120008952000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 2 of 27

AMBUJACEMAMBUJACEMAMBUJACEMAMTEKAUTOAMTEKAUTOAMTEKAUTOANDHRABANKANDHRABANKANDHRABANKAPOLLOHOSPAPOLLOHOSPAPOLLOHOSPAPOLLOTYREAPOLLOTYREAPOLLOTYREARVINDARVINDARVIND

192021222324252627282930313233343536

7.62 7.64 7.52 9.32 9.33 9.33 8.45 8.45 8.46 7.62 7.63 7.63 11.33 11.35 11.31 8.78 8.78 8.76

100010001000200020002000400040004000250250250200020002000100010001000

12.62 12.64 12.52 14.55 14.56 14.56 13.45 13.45 13.46 12.62 12.63 12.63 16.33 16.35 16.31 13.78 13.78 13.76

20390.00 20560.00 20700.00 29260.00 29500.00 29700.00 29040.00 29320.00 29480.00 25005.00 25215.00 25382.50 40940.00 41280.00 41560.00 27040.00 27260.00 27450.00

5.00 5.00 5.00 5.23 5.23 5.23 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

13372.50 13455.00 13765.00 16427.43 16532.03 16641.86 17190.00 17350.00 17420.00 16401.25 16518.13 16628.13 18060.00 18185.00 18380.00 15395.00 15517.50 15670.00

33762.50 34015.00 34465.00 45687.43 46032.03 46341.86 46230.00 46670.00 46900.00 41406.25 41733.13 42010.63 59000.00 59465.00 59940.00 42435.00 42777.50 43120.00

267.45 269.10 275.30 157.05 158.05 159.10 85.95 86.75 87.10 1312.10 1321.45 1330.25 180.60 181.85 183.80 307.90 310.35 313.40

1.12 1.27 1.16 1.07 1.11 1.30

73835021124052235000090297628476701460201

603000028760005488000114175056940002920000

1476700552248105547000000180595235695340529204027

6404000836800020696000524000172900007347000

4.34

37.22

44.03

2.90

30.36

25.16

12060000449600094000002283750113900005840000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 3 of 27

ASHOKLEYASHOKLEYASHOKLEYASIANPAINTASIANPAINTASIANPAINTAUROPHARMAAUROPHARMAAUROPHARMAAXISBANKAXISBANKAXISBANKBAJAJ-AUTOBAJAJ-AUTOBAJAJ-AUTOBANKBARODABANKBARODABANKBARODA

373839404142434445464748495051525354

10.53 10.55 10.49 7.51 7.52 7.52 9.01 9.00 9.04 7.51 7.52 7.52 7.50 7.51 7.51 9.90 9.92 9.89

800080008000500500500250250250500500500125125125125012501250

15.53 15.55 15.49 12.51 12.52 12.52 14.01 14.00 14.04 12.51 12.52 12.52 12.50 12.51 12.51 14.90 14.92 14.89

56480.00 56960.00 57360.00 30535.00 30790.00 30995.00 23430.00 23625.00 23782.50 21450.00 21630.00 21770.00 20313.75 20482.50 20620.00 22562.50 22750.00 22912.50

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

26820.00 27000.00 27340.00 20340.00 20468.75 20615.00 13001.88 13121.88 13147.50 14276.25 14372.50 14475.00 13541.88 13642.50 13730.94 11393.75 11471.88 11584.38

83300.00 83960.00 84700.00 50875.00 51258.75 51610.00 36431.88 36746.88 36930.00 35726.25 36002.50 36245.00 33855.63 34125.00 34350.94 33956.25 34221.88 34496.88

67.05 67.50 68.35 813.60 818.75 824.60 1040.15 1049.75 1051.80 571.05 574.90 579.00 2166.70 2182.80 2196.95 182.30 183.55 185.35

1.49 1.11 1.06 1.05 1.02 1.10

13889840452818113388891608234414457389392190

228240001748500120200025505006271257765000

277796819905636312677778732164688528914768187843804

8364000068770001155300032358000207075027501250

30.11

7.59

43.14

10.06

7.16

14.64

45656000349750024042505101000125425015531250

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 4 of 27

BANKINDIABANKINDIABANKINDIABANKNIFTYBANKNIFTYBANKNIFTYBATAINDIABATAINDIABATAINDIABHARATFORGBHARATFORGBHARATFORGBHARTIARTLBHARTIARTLBHARTIARTLBHELBHELBHEL

555657585960616263646566676869707172

10.63 10.66 10.63 5.00 5.00 5.00 7.51 7.53 7.51 8.40 8.42 8.41 7.53 7.52 7.51 9.07 9.23 8.99

100010001000252525250250250250250250500500500100010001000

15.63 15.66 15.63 8.00 8.00 8.00 12.51 12.53 12.51 13.40 13.42 13.41 12.53 12.52 12.51 14.07 14.23 13.99

25210.00 25420.00 25590.00 24028.50 24228.75 24390.25 23140.00 23332.50 23487.50 26437.50 26657.50 26835.00 13425.00 13535.00 13625.00 24520.00 24720.00 24880.00

5.00 5.00 5.00 3.00 3.00 3.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

11852.50 11925.00 12035.00 14416.24 14533.54 14626.28 15411.88 15499.38 15645.00 15738.75 15825.63 15950.00 8916.25 8997.50 9072.50 13510.00 13387.50 13837.50

37062.50 37345.00 37625.00 38444.74 38762.29 39016.53 38551.88 38831.88 39132.50 42176.25 42483.13 42785.00 22341.25 22532.50 22697.50 38030.00 38107.50 38717.50

237.05 238.50 240.70 19221.65 19378.05 19501.70 1232.95 1239.95 1251.60 1259.10 1266.05 1276.00 356.65 359.90 362.90 270.20 267.75 276.75

1.27 1.02 1.05 1.03 1.12 1.11

21389557483533023101239671138418139041480

4277000 -

604500145000040135005141000

42779100 -

604620224793439276836271180829600

15686000135300040720001293800033198000

36.67

-

22.38

16.42

4.67

18.36

8555000 -

12090002900000802750010282000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 5 of 27

BIOCONBIOCONBIOCONBOSCHLTDBOSCHLTDBOSCHLTDBPCLBPCLBPCLCAIRNCAIRNCAIRNCANBKCANBKCANBKCENTURYTEXCENTURYTEXCENTURYTEX

737475767778798081828384858687888990

7.52 7.53 7.53 9.70 9.82 9.51 7.51 7.51 7.51 7.54 7.55 7.52 8.76 8.79 8.77 8.36 8.37 8.34

500500500125125125500500500100010001000100010001000500500500

12.52 12.53 12.53 14.70 14.82 14.51 12.51 12.51 12.51 12.54 12.55 12.52 13.76 13.79 13.77 13.36 13.37 13.34

16000.00 16130.00 16240.00 317968.75 320620.00 322757.50 28110.00 28345.00 28535.00 18980.00 19130.00 19260.00 36020.00 36320.00 36560.00 21340.00 21520.00 21665.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

10642.50 10717.50 10788.75 163872.19 163249.38 169770.00 18710.00 18882.50 19008.75 12590.00 12675.00 12797.50 20565.00 20657.50 20845.00 12768.75 12855.00 12986.25

26642.50 26847.50 27028.75 481840.94 483869.38 492527.50 46820.00 47227.50 47543.75 31570.00 31805.00 32057.50 56585.00 56977.50 57405.00 34108.75 34375.00 34651.25

425.70 428.70 431.55 26219.55 26119.90 27163.20 748.40 755.30 760.35 251.80 253.50 255.95 411.30 413.15 416.90 510.75 514.20 519.45

1.17 1.04 1.07 1.19 1.22 1.17

77951590494325884175211961430000553123

1559000628752003000644100028600001106000

155903101809896651768251504239362860000011062468

4539500179500269850012150000100910008924500

29.12

9.92 4.14 8.08

35.28

80.67

311800012587540060001288300057200002212000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 6 of 27

CESCCESCCESCCIPLACIPLACIPLACNXINFRACNXINFRACNXINFRACNXITCNXITCNXITCNXPSECNXPSECNXPSECOALINDIACOALINDIACOALINDIA

919293949596979899100101102103104105106107108

12.33 12.31 12.31 7.51 7.55 7.50 5.00 5.00 5.00 5.01 5.00 5.00 5.00 5.00 5.00 7.91 7.93 7.51

500500500500500500100100100252525757575100010001000

17.33 17.31 17.31 12.51 12.55 12.50 8.00 8.00 8.00 8.01 8.00 8.00 8.00 8.00 8.00 12.91 12.93 12.51

37200.00 37510.00 37760.00 25285.00 25495.00 25665.00 16742.00 16882.00 16994.00 15796.50 15928.25 16034.50 13785.00 13899.75 13992.00 29880.00 30130.00 30330.00

5.00 5.00 5.00 5.00 5.00 5.00 3.00 3.00 3.00 3.00 3.00 3.00 3.00 3.00 3.00 5.00 5.00 5.00

15083.75 15237.50 15340.00 16841.25 16875.00 17108.75 10042.05 10127.85 10195.35 9465.64 9555.75 9619.46 8268.98 8339.63 8395.20 18887.50 18997.50 20190.00

52283.75 52747.50 53100.00 42126.25 42370.00 42773.75 26784.05 27009.85 27189.35 25262.14 25484.00 25653.96 22053.98 22239.38 22387.20 48767.50 49127.50 50520.00

603.35 609.50 613.60 673.65 675.00 684.35 3347.35 3375.95 3398.45 12620.85 12741.00 12825.95 3675.10 3706.50 3731.20 377.75 379.95 403.80

1.16 1.04 1.02 1.02 1.03 1.32

66931249351280

16160

6536742

13385002155500 - - -

4156000

1338624498702574 - - -

130734854

2535000655350016706000

18.94

6.64 - - -

12.78

26770004311500 - - -

8313000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 7 of 27

COLPALCOLPALCOLPALCROMPGREAVCROMPGREAVCROMPGREAVDABURDABURDABURDISHTVDISHTVDISHTVDIVISLABDIVISLABDIVISLAB

109110111112113114115116117118119120121122123

7.50 7.53 7.50 8.00 8.01 8.01 7.55 7.59 7.53 9.06 9.07 9.07 7.50 7.51 7.51

125125125100010001000100010001000400040004000125125125

12.50 12.53 12.50 13.00 13.01 13.01 12.55 12.59 12.53 14.06 14.07 14.07 12.50 12.51 12.51

18131.25 18282.50 18403.75 14530.00 14650.00 14750.00 20090.00 20250.00 20390.00 30280.00 30520.00 30720.00 16061.25 16195.00 16303.75

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

12080.31 12145.63 12266.25 9085.00 9150.00 9210.00 13310.00 13337.50 13545.00 16710.00 16820.00 16930.00 10704.06 10777.50 10849.38

30211.56 30428.13 30670.00 23615.00 23800.00 23960.00 33400.00 33587.50 33935.00 46990.00 47340.00 47650.00 26765.31 26972.50 27153.13

1932.85 1943.30 1962.60 181.70 183.00 184.20 266.20 266.75 270.90 83.55 84.10 84.65 1712.65 1724.40 1735.90

1.03 1.10 1.13 1.20 1.05

666364410316255935882930948636036

799750791300058530006300000860875

13327296820632451118717685861897712720734

49387515043000288900025548000444875

3.71

18.33

2.58

43.58

3.50

15995001582600011707000117200001721750

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 8 of 27

DJIADJIADJIADJIADJIADJIADLFDLFDLFDRREDDYDRREDDYDRREDDYEICHERMOTEICHERMOTEICHERMOTENGINERSINENGINERSINENGINERSIN

124125126127128129130131132133134135136137138139140141

5.04 5.00 5.00 5.00 5.00 5.00 9.08 9.10 9.06 7.50 7.51 7.50 8.84 8.79 8.79 7.58 7.51 7.51

252525252525200020002000125125125125125125100010001000

8.04 8.00 8.00 8.00 8.00 8.00 15.67 15.69 15.65 12.50 12.51 12.50 13.84 13.79 13.79 12.58 12.51 12.51

22886.50 23039.00 23192.50 23386.00 23896.25 24417.75 28440.00 28680.00 28880.00 30937.50 31195.00 31403.75 174781.25 176238.75 177413.75 15650.00 15780.00 15880.00

3.00 3.00 3.00 3.00 3.00 3.00 6.59 6.59 6.59 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

13633.13 13820.63 13914.38 14028.75 14336.25 14649.38 20633.29 20758.50 21002.33 20623.13 20772.81 20930.00 98852.81 100254.06 100922.19 10322.50 10505.00 10575.00

36519.63 36859.63 37106.88 37414.75 38232.50 39067.13 49073.29 49438.50 49882.33 51560.63 51967.81 52333.75 273634.06 276492.81 278335.94 25972.50 26285.00 26455.00

18177.50 18427.50 18552.50 18705.00 19115.00 19532.50 156.55 157.50 159.35 3299.70 3323.65 3348.80 15816.45 16040.65 16147.55 206.45 210.10 211.50

1.08 1.28 1.03 1.02 1.45

2467

44712429729191220171032093

-

8828000463875921252309000

-

8942484919458387244035020641860

2818400012901252490004204000

-

31.52

6.63

10.20

20.37

-

176560009277501842504128000

20/03/201517/04/201515/05/201519/06/201518/09/201518/12/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 9 of 27

EXIDEINDEXIDEINDEXIDEINDFEDERALBNKFEDERALBNKFEDERALBNKFTSE100FTSE100FTSE100FTSE100FTSE100FTSE100GAILGAILGAILGLENMARKGLENMARKGLENMARK

142143144145146147148149150151152153154155156157158159

7.67 7.68 7.67 7.54 7.54 7.54 5.00 5.00 5.00 5.00 5.00 5.00 7.57 7.57 7.52 7.51 7.53 7.53

200020002000200020002000505050505050500500500500500500

12.67 12.68 12.67 12.54 12.54 12.54 8.00 8.00 8.00 8.00 8.00 8.00 12.57 12.57 12.52 12.51 12.53 12.53

27860.00 28080.00 28280.00 21600.00 21780.00 21920.00 17465.00 17581.50 17698.50 17846.50 18236.00 18634.00 15395.00 15520.00 15625.00 29525.00 29770.00 29970.00

5.00 5.00 5.00 5.00 5.00 5.00 3.00 3.00 3.00 3.00 3.00 3.00 5.00 5.00 5.00 5.00 5.00 5.00

18160.00 18290.00 18430.00 14330.00 14435.00 14530.00 10476.00 10546.50 10617.00 10705.50 10939.50 11178.00 10168.75 10245.00 10387.50 19650.00 19775.00 19907.50

46020.00 46370.00 46710.00 35930.00 36215.00 36450.00 27941.00 28128.00 28315.50 28552.00 29175.50 29812.00 25563.75 25765.00 26012.50 49175.00 49545.00 49877.50

181.60 182.90 184.30 143.30 144.35 145.30 6984.00 7031.00 7078.00 7137.00 7293.00 7452.00 406.75 409.80 415.50 786.00 791.00 796.30

1.10 1.40 1.07 1.23 1.02

45904538390088165

53604261402375

806200010574000 -

35460002085500

91809066167801768 -

10720853628047506

76820001388800066750002422500

8.37 8.28 -

6.23 8.64

1612400021148000 -

70920004171500

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201520/03/201517/04/201515/05/201519/06/201518/09/201518/12/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 10 of 27

GMRINFRAGMRINFRAGMRINFRAGODREJINDGODREJINDGODREJINDGRASIMGRASIMGRASIMHAVELLSHAVELLSHAVELLSHCLTECHHCLTECHHCLTECHHDFCHDFCHDFC

160161162163164165166167168169170171172173174175176177

13.77 13.73 13.77 7.51 7.51 7.51 7.52 7.52 7.50 7.53 7.56 7.50 7.52 7.55 7.50 7.50 7.52 7.51

900090009000100110011001125125125100010001000125125125250250250

18.77 18.73 18.77 12.51 12.51 12.51 12.52 12.52 12.50 12.53 12.56 12.50 12.52 12.55 12.50 12.50 12.52 12.51

24480.00 24660.00 24840.00 25055.03 25265.24 25435.41 35341.25 35635.00 35873.75 20690.00 20860.00 21000.00 19090.00 19248.75 19377.50 25462.50 25675.00 25845.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

8887.50 8977.50 9022.50 16679.16 16824.31 16934.42 23498.13 23683.44 23913.13 13747.50 13800.00 13992.50 12690.63 12747.50 12910.31 16966.25 17074.38 17206.25

33367.50 33637.50 33862.50 41734.19 42089.55 42369.83 58839.38 59318.44 59786.88 34437.50 34660.00 34992.50 31780.63 31996.25 32287.81 42428.75 42749.38 43051.25

19.75 19.95 20.05 333.25 336.15 338.35 3759.70 3789.35 3826.10 274.95 276.00 279.85 2030.50 2039.60 2065.65 1357.30 1365.95 1376.50

5.06 1.20 1.04 1.09 1.03 1.03

153381508428845543092391458270910415720603

30672000168568438612547820008371251188000

30676301716857692110861824782916754182095314412073

202392000195195019550003706000270437510483750

65.98

11.58

17.63

7.75 4.99 3.33

613440003371368772375956500016742502376000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 11 of 27

HDFCBANKHDFCBANKHDFCBANKHDILHDILHDILHEROMOTOCOHEROMOTOCOHEROMOTOCOHEXAWAREHEXAWAREHEXAWAREHINDALCOHINDALCOHINDALCOHINDPETROHINDPETROHINDPETRO

178179180181182183184185186187188189190191192193194195

7.52 7.50 7.56 16.78 16.90 16.76 7.50 7.51 7.55 8.13 8.12 8.12 7.57 7.58 7.56 9.07 9.03 9.03

250250250400040004000125125125200020002000200020002000500500500

12.52 12.50 12.56 22.32 22.44 22.30 12.50 12.51 12.55 13.13 13.12 13.12 12.57 12.58 12.56 14.07 14.03 14.03

20060.00 20227.50 20362.50 80600.00 81280.00 81840.00 25158.75 25368.75 25537.50 44400.00 44780.00 45080.00 23620.00 23820.00 23980.00 27540.00 27770.00 27955.00

5.00 5.00 5.00 5.54 5.54 5.54 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

13340.00 13482.50 13459.38 26614.16 26647.40 27057.36 16771.88 16880.63 16906.25 27295.00 27580.00 27765.00 15605.00 15710.00 15850.00 15187.50 15371.25 15473.75

33400.00 33710.00 33821.88 107214.16 107927.40 108897.36 41930.63 42249.38 42443.75 71695.00 72360.00 72845.00 39225.00 39530.00 39830.00 42727.50 43141.25 43428.75

1067.20 1078.60 1076.75 120.10 120.25 122.10 2683.50 2700.90 2705.00 272.95 275.80 277.65 156.05 157.10 158.50 607.50 614.85 618.95

1.03 1.67 1.04 1.10 1.28 1.15

1467186826748711199750856967113938421655505

139225053480005233752214000107360002279500

29343737353497435239950031713934322787685533110100

452230002254400031877507798000350600006530000

15.41

42.14

13.29

45.50

15.39

19.72

27845001069600010468753426000214740004559500

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 12 of 27

HINDUNILVRHINDUNILVRHINDUNILVRHINDZINCHINDZINCHINDZINCIBREALESTIBREALESTIBREALESTIBULHSGFINIBULHSGFINIBULHSGFINICICIBANKICICIBANKICICIBANKIDBIIDBIIDBI

196197198199200201202203204205206207208209210211212213

7.51 7.51 7.51 7.62 7.63 7.63 12.43 12.47 12.44 7.51 7.52 7.52 7.51 7.52 7.57 9.70 9.74 9.72

500500500200020002000400040004000500500500125012501250400040004000

12.51 12.51 12.51 12.62 12.63 12.63 17.43 17.47 17.44 12.51 12.52 12.52 12.51 12.52 12.57 14.70 14.74 14.72

33510.00 33790.00 34015.00 27260.00 27480.00 27660.00 41520.00 41880.00 42160.00 23975.00 24170.00 24335.00 31675.00 31937.50 32150.00 29440.00 29680.00 29880.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

22323.75 22487.50 22657.50 17890.00 18000.00 18120.00 16700.00 16790.00 16950.00 15972.50 16075.00 16182.50 21075.00 21231.25 21225.00 15180.00 15240.00 15370.00

55833.75 56277.50 56672.50 45150.00 45480.00 45780.00 58220.00 58670.00 59110.00 39947.50 40245.00 40517.50 52750.00 53168.75 53375.00 44620.00 44920.00 45250.00

892.95 899.50 906.30 178.90 180.00 181.20 83.50 83.95 84.75 638.90 643.00 647.30 337.20 339.70 339.60 75.90 76.20 76.85

1.12 1.12 1.20 1.10 1.19 1.32

70852881482164626414942558495410747413769389

160800085700005988000254750041575007536000

141705769296432938528298835116991782149483175387796

810300062000004233200024620008444375035444000

5.72 2.09

80.13

4.81

10.28

47.02

321650017142000105640005095500831625015076000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 13 of 27

IDEAIDEAIDEAIDFCIDFCIDFCIFCIIFCIIFCIIGLIGLIGLINDIACEMINDIACEMINDIACEMINDIAVIXINDIAVIXINDIAVIX

214215216217218219220221222223224225226227228229230231

7.58 7.61 7.52 7.50 7.52 7.51 10.24 10.28 10.02 7.56 7.51 7.51 14.13 14.21 14.06 15.40 0.00 0.00

20002000200020002000200080008000800050050050020002000200075000

12.58 12.61 12.52 12.50 12.52 12.51 15.24 15.28 15.02 12.56 12.51 12.51 19.13 19.21 19.06 20.40 5.00 5.00

23420.00 23620.00 23780.00 26040.00 26260.00 26440.00 32240.00 32560.00 32800.00 16605.00 16745.00 16855.00 28420.00 28660.00 28860.00 225652.50 0.00 0.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

15455.00 15510.00 15810.00 17350.00 17460.00 17595.00 15740.00 15840.00 16360.00 10988.75 11148.75 11222.50 10055.00 10085.00 10260.00 73275.00 0.00 0.00

38875.00 39130.00 39590.00 43390.00 43720.00 44035.00 47980.00 48400.00 49160.00 27593.75 27893.75 28077.50 38475.00 38745.00 39120.00 298927.50 0.00 0.00

154.55 155.10 158.10 173.50 174.60 175.95 39.35 39.60 40.90 439.55 445.95 448.90 100.55 100.85 102.60 1954.00 1938.00 1937.25

1.29 1.15 2.54 1.14 1.99 3.02

182953941591004173903727700002164057450

968600087180001477600015400004650000 -

3659078913182008331478074471540001643281145 -

16974000678000006206400065400018442000

4.64

21.31

41.99

4.25

42.61

-

19372000174360002956000030800008656000 -

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201503/03/201510/03/201517/03/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 14 of 27

INDUSINDBKINDUSINDBKINDUSINDBKINFYINFYINFYIOBIOBIOBIOCIOCIOCIRBIRBIRBITCITCITC

232233234235236237238239240241242243244245246247248249

7.52 7.51 7.51 7.51 7.52 7.50 11.13 11.14 11.15 7.51 7.51 7.51 8.11 8.11 8.11 7.52 7.53 7.51

500500500250250250400040004000100010001000100010001000100010001000

12.52 12.51 12.51 12.51 12.52 12.50 16.13 16.14 16.15 12.51 12.51 12.51 13.11 13.11 13.11 12.52 12.53 12.51

32655.00 32925.00 33145.00 42772.50 43130.00 43417.50 21800.00 21960.00 22120.00 25230.00 25440.00 25610.00 20890.00 21060.00 21200.00 29780.00 30020.00 30220.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

21712.50 21920.00 22080.00 28489.38 28666.25 28933.13 9790.00 9860.00 9920.00 16787.50 16930.00 17042.50 12882.50 12982.50 13077.50 19802.50 19927.50 20110.00

54367.50 54845.00 55225.00 71261.88 71796.25 72350.63 31590.00 31820.00 32040.00 42017.50 42370.00 42652.50 33772.50 34042.50 34277.50 49582.50 49947.50 50330.00

868.50 876.80 883.20 2279.15 2293.30 2314.65 48.95 49.30 49.60 335.75 338.60 340.85 257.65 259.65 261.55 396.05 398.55 402.20

1.04 1.05 2.04 1.19 1.16 1.26

3839261817466124213747629869129246379754723

17235007002508784000431900025840004070000

7678523416349323948427493152597384258492611595094479

76295009260000165800005440000875800036973000

9.94 5.66

34.24

3.56

33.88

2.32

344700014005009684000863800051690008140000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 15 of 27

JINDALSTELJINDALSTELJINDALSTELJISLJALEQSJISLJALEQSJISLJALEQSJPASSOCIATJPASSOCIATJPASSOCIATJPPOWERJPPOWERJPPOWERJSWENERGYJSWENERGYJSWENERGYJSWSTEELJSWSTEELJSWSTEEL

250251252253254255256257258259260261262263264265266267

19.22 19.24 19.21 10.15 10.16 10.18 12.33 12.29 12.34 11.24 11.18 11.22 10.02 10.04 10.03 7.83 7.84 7.84

100010001000400040004000800080008000150001500015000400040004000250250250

24.89 24.91 24.88 15.15 15.16 15.18 18.73 18.69 18.74 16.24 16.18 16.22 15.02 15.04 15.03 12.83 12.84 12.84

37480.00 37790.00 38040.00 29440.00 29680.00 29880.00 25840.00 26000.00 26160.00 21150.00 21300.00 21450.00 48000.00 48400.00 48720.00 19907.50 20072.50 20207.50

5.67 5.67 5.67 5.00 5.00 5.00 6.40 6.40 6.40 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

11059.34 11138.72 11229.44 14500.00 14610.00 14670.00 13414.40 13542.40 13568.00 9412.50 9525.00 9562.50 23950.00 24110.00 24290.00 12718.13 12796.25 12893.13

48539.34 48928.72 49269.44 43940.00 44290.00 44550.00 39254.40 39542.40 39728.00 30562.50 30825.00 31012.50 71950.00 72510.00 73010.00 32625.63 32868.75 33100.63

195.05 196.45 198.05 72.50 73.05 73.35 26.20 26.45 26.50 12.55 12.70 12.75 119.75 120.55 121.45 1017.45 1023.70 1031.45

1.03 1.38 3.82 7.97 1.67 1.08

35588173150443147283591069354841001411460321

71170007172000294560004149000082000001534500

71176359630088742945671912138709698200283029206426

325690004406400014366400083355000183720006783250

45.76

69.93

48.77

38.97

22.40

23.23

14235000126000005891200042765000164000003069000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 16 of 27

JUBLFOODJUBLFOODJUBLFOODJUSTDIALJUSTDIALJUSTDIALKOTAKBANKKOTAKBANKKOTAKBANKKTKBANKKTKBANKKTKBANKL&TFHL&TFHL&TFHLICHSGFINLICHSGFINLICHSGFIN

268269270271272273274275276277278279280281282283284285

8.55 8.59 8.56 9.33 9.27 9.27 7.51 7.52 7.50 7.95 7.96 7.97 7.61 7.63 7.62 7.53 7.55 7.51

250250250125125125250250250200020002000400040004000100010001000

13.55 13.59 13.56 14.33 14.27 14.27 12.51 12.52 12.50 12.95 12.96 12.97 12.61 12.63 12.62 12.53 12.55 12.51

35692.50 35990.00 36230.00 16013.75 16147.50 16255.00 25260.00 25470.00 25640.00 21200.00 21360.00 21520.00 20600.00 20760.00 20920.00 37450.00 37760.00 38010.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

20871.88 20944.38 21173.75 8580.31 8713.75 8771.56 16811.25 16933.75 17083.13 13330.00 13420.00 13505.00 13530.00 13610.00 13720.00 24875.00 25012.50 25297.50

56564.38 56934.38 57403.75 24594.06 24861.25 25026.56 42071.25 42403.75 42723.13 34530.00 34780.00 35025.00 34130.00 34370.00 34640.00 62325.00 62772.50 63307.50

1669.75 1675.55 1693.90 1372.85 1394.20 1403.45 1344.90 1354.70 1366.65 133.30 134.20 135.05 67.65 68.05 68.60 497.50 500.25 505.95

0.00 1.09 1.04 1.50 1.48 1.21

3353574724434615623188444343045312985189

6705009448751134250376800086080003134000

6707152944886092312473376888608609063959703780

21585006168755651750202800005497600011605000

32.18

6.53 6.12

53.81

63.86

19.44

1341250188975022687507536000172160006269000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 17 of 27

LTLTLTLUPINLUPINLUPINM&MM&MM&MM&MFINM&MFINM&MFINMARUTIMARUTIMARUTIMCLEODRUSSMCLEODRUSSMCLEODRUSS

286287288289290291292293294295296297298299300301302303

8.05 8.07 8.08 7.53 7.53 7.50 7.51 7.53 7.50 7.53 7.51 7.50 7.51 7.53 7.50 8.00 8.02 8.02

250250250250250250250250250100010001000125125125100010001000

13.05 13.07 13.08 12.53 12.53 12.50 12.51 12.53 12.50 12.53 12.51 12.50 12.51 12.53 12.50 13.00 13.02 13.02

35672.50 35970.00 36210.00 32805.00 33077.50 33300.00 24175.00 24375.00 24537.50 18670.00 18830.00 18950.00 34016.25 34300.00 34528.75 18670.00 18830.00 18950.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

22166.25 22295.63 22415.63 21795.63 21959.38 22187.50 16096.88 16193.13 16351.88 12405.00 12542.50 12625.00 22647.50 22786.25 23013.75 11665.00 11742.50 11820.00

57838.75 58265.63 58625.63 54600.63 55036.88 55487.50 40271.88 40568.13 40889.38 31075.00 31372.50 31575.00 56663.75 57086.25 57542.50 30335.00 30572.50 30770.00

1773.30 1783.65 1793.25 1743.65 1756.75 1775.00 1287.75 1295.45 1308.15 248.10 250.85 252.50 3623.60 3645.80 3682.20 233.30 234.85 236.40

1.02 1.03 1.09 1.21 1.02 1.29

79632102396095427564527275881322916594111

882000946000118550054550004112502376000

1592642084792191685512912545517642645832411882230

11160000507000042517501076500034817502867000

7.01

10.58

4.97

19.73

13.16

24.13

176400018922502371250109100008225002376000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 18 of 27

MINDTREEMINDTREEMINDTREEMOTHERSUMIMOTHERSUMIMOTHERSUMIMRFMRFMRFNFTYMCAP50NFTYMCAP50NFTYMCAP50NHPCNHPCNHPCNIFTYNIFTYNIFTY

304305306307308309310311312313314315316317318319320321

7.50 7.51 7.51 7.50 7.51 7.51 8.03 8.05 8.03 5.00 5.00 5.00 7.51 7.55 7.54 5.00 5.01 5.02

250250250500500500125125125757575

100001000010000252525

12.50 12.51 12.51 12.50 12.51 12.51 13.03 13.05 13.03 8.00 8.00 8.00 12.51 12.55 12.54 8.00 8.01 8.02

27330.00 27557.50 27740.00 17310.00 17455.00 17570.00 415992.50 419461.25 422257.50 12988.50 13097.25 13184.25 16100.00 16300.00 16400.00 11113.25 11206.00 11280.75

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 3.00 3.00 3.00 5.00 5.00 5.00 3.00 3.00 3.00

18213.13 18345.63 18468.13 11532.50 11625.00 11705.00 259170.63 260520.94 263062.50 7789.39 7855.99 7908.41 10725.00 10800.00 10875.00 6667.46 6710.93 6746.55

45543.13 45903.13 46208.13 28842.50 29080.00 29275.00 675163.13 679982.19 685320.00 20777.89 20953.24 21092.66 26825.00 27100.00 27275.00 17780.71 17916.93 18027.30

1457.05 1467.65 1477.45 461.30 465.00 468.20 41467.30 41683.35 42090.00 3461.95 3491.55 3514.85 21.45 21.60 21.75

8889.95 8947.90 8995.40

1.03 1.08 1.02 1.04 4.66 1.01

7211953034430308650

1554458716256595

1135250332500037375 -

31080000 -

1442390060688611617311 -

310891754 -

167000404450068750

50560000

1.16 6.66

11.14

-

16.26

-

2270750665000074875 -

62170000 -

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 19 of 27

NMDCNMDCNMDCNTPCNTPCNTPCOFSSOFSSOFSSONGCONGCONGCORIENTBANKORIENTBANKORIENTBANKPETRONETPETRONETPETRONET

322323324325326327328329330331332333334335336337338339

7.51 7.50 7.50 7.50 7.61 7.64 7.50 7.51 7.51 7.56 7.57 7.50 11.21 11.18 11.18 7.59 7.61 7.53

200020002000200020002000125125125500500500100010001000200020002000

12.51 12.50 12.50 12.50 12.61 12.64 12.50 12.51 12.51 12.56 12.57 12.50 16.21 16.18 16.18 12.59 12.61 12.53

21600.00 21780.00 21920.00 23020.00 23200.00 23360.00 30786.25 31042.50 31250.00 12265.00 12365.00 12450.00 27120.00 27350.00 27530.00 27860.00 28100.00 28280.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

14380.00 14515.00 14610.00 15340.00 15245.00 15290.00 20520.31 20680.31 20818.13 8107.50 8168.75 8295.00 12095.00 12232.50 12312.50 18360.00 18460.00 18770.00

35980.00 36295.00 36530.00 38360.00 38445.00 38650.00 51306.56 51722.81 52068.13 20372.50 20533.75 20745.00 39215.00 39582.50 39842.50 46220.00 46560.00 47050.00

143.80 145.15 146.10 153.40 152.45 152.90 3283.25 3308.85 3330.90 324.30 326.75 331.80 241.90 244.65 246.25 183.60 184.60 187.70

1.39 1.30 1.04 1.23 1.24 1.09

7927697206484942153372657729712253973750000

1060000010442000430625426900024500007500000

15855394041296988443067565315459572450794075000008

146020004640000076500

3352250054340003884000

9.21

11.24

1.78 6.31

22.17

5.18

21200000208840008612508538000490100015000000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 20 of 27

PFCPFCPFCPNBPNBPNBPOWERGRIDPOWERGRIDPOWERGRIDPTCPTCPTCRANBAXYRANBAXYRANBAXYRCOMRCOMRCOM

340341342343344345346347348349350351352353354355356357

9.32 9.33 9.05 8.45 8.42 8.45 7.58 7.59 7.53 8.16 8.17 8.17 7.53 7.58 7.51 9.62 9.61 9.61

100010001000125012501250200020002000400040004000500500500200020002000

14.32 14.33 14.05 13.45 13.42 13.45 12.58 12.59 12.53 13.16 13.17 13.17 12.53 12.58 12.51 14.62 14.61 14.61

26730.00 26960.00 27140.00 17662.50 17800.00 17925.00 23820.00 24020.00 24180.00 29080.00 29320.00 29520.00 25990.00 26210.00 26385.00 13520.00 13620.00 13720.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

14345.00 14442.50 15000.00 10453.13 10571.88 10609.38 15710.00 15820.00 16050.00 17820.00 17950.00 18070.00 17267.50 17287.50 17563.75 7030.00 7085.00 7135.00

41075.00 41402.50 42140.00 28115.63 28371.88 28534.38 39530.00 39840.00 40230.00 46900.00 47270.00 47590.00 43257.50 43497.50 43948.75 20550.00 20705.00 20855.00

286.90 288.85 300.00 167.25 169.15 169.75 157.10 158.20 160.50 89.10 89.75 90.35 690.70 691.50 702.55 70.30 70.85 71.35

1.05 1.20 1.27 1.12 1.16 1.42

3590851744509022027544248008315628989973607

50250007908750101340005004000213450018844000

718170231489018074405508904960166431257969199472157

70980003896000023872000124640001398400055058000

9.88

26.16

5.42

25.13

44.74

27.60

1005100015817500202700009920000426950037688000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 21 of 27

RECLTDRECLTDRECLTDRELCAPITALRELCAPITALRELCAPITALRELIANCERELIANCERELIANCERELINFRARELINFRARELINFRARPOWERRPOWERRPOWER

358359360361362363364365366367368369370371372

8.32 8.34 8.30 8.38 8.39 8.39 7.50 7.50 7.56 9.91 9.93 9.91 8.28 8.30 8.30

100010001000500500500250250250500500500400040004000

13.32 13.34 13.30 13.38 13.39 13.39 12.50 12.50 12.56 14.91 14.93 14.91 13.28 13.30 13.30

27950.00 28180.00 28370.00 19475.00 19635.00 19770.00 16175.00 16310.00 16420.00 23600.00 23800.00 23955.00 21400.00 21560.00 21720.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

16792.50 16902.50 17082.50 11620.00 11698.75 11782.50 10778.75 10871.88 10863.75 11912.50 11985.00 12086.25 12920.00 12990.00 13090.00

44742.50 45082.50 45452.50 31095.00 31333.75 31552.50 26953.75 27181.88 27283.75 35512.50 35785.00 36041.25 34320.00 34550.00 34810.00

335.85 338.05 341.65 464.80 467.95 471.30 862.30 869.75 869.10 476.50 479.40 483.45 64.60 64.95 65.45

1.19 1.08 1.04 1.05 1.55

339290711203881664102613103237011337

450300022405001638750262050014020000

678581562240776733282053426206464140226743

81730001245200039892750818300079416000

12.04

55.57

11.99

31.23

56.63

900600044815003277750524100028044000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 22 of 27

S&P500S&P500S&P500S&P500S&P500S&P500SAILSAILSAILSBINSBINSBINSIEMENSSIEMENSSIEMENSSKSMICROSKSMICROSKSMICRO

373374375376377378379380381382383384385386387388389390

5.03 5.00 5.00 5.00 5.00 5.00 9.12 9.29 8.98 8.44 8.46 8.53 9.13 9.18 9.12 7.53 7.52 7.52

250250250250250250400040004000125012501250250250250100010001000

8.03 8.00 8.00 8.00 8.00 8.00 14.12 14.29 13.98 13.44 13.46 13.53 14.13 14.18 14.12 12.53 12.52 12.52

26525.00 26702.50 26880.00 27105.00 27697.50 28300.00 25440.00 25640.00 25800.00 31787.50 32050.00 32262.50 30465.00 30720.00 30925.00 31490.00 31760.00 31970.00

3.00 3.00 3.00 3.00 3.00 3.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

15813.75 16016.25 16123.13 16258.13 16612.50 16974.38 13940.00 13800.00 14370.00 18837.50 18953.13 18918.75 16693.13 16730.00 16955.00 20922.50 21117.50 21257.50

42338.75 42718.75 43003.13 43363.13 44310.00 45274.38 39380.00 39440.00 40170.00 50625.00 51003.13 51181.25 47158.13 47450.00 47880.00 52412.50 52877.50 53227.50

2108.50 2135.50 2149.75 2167.75 2215.00 2263.25 69.70 69.00 71.85 301.40 303.25 302.70 1335.45 1338.40 1356.40 418.45 422.35 425.15

1.09 1.43 1.33 1.05 1.19

37125

10323247293269788902991144038

-

19440000485500014392502288000

-

2064649415865395661780599422880772

454080009758000019225007832000

-

21.99

16.64

10.80

34.23

-

38884000971000028785004576000

20/03/201517/04/201515/05/201519/06/201518/09/201518/12/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 23 of 27

SRTRANSFINSRTRANSFINSRTRANSFINSSLTSSLTSSLTSTARSTARSTARSUNPHARMASUNPHARMASUNPHARMASUNTVSUNTVSUNTVSYNDIBANKSYNDIBANKSYNDIBANK

391392393394395396397398399400401402403404405406407408

8.27 8.27 8.27 10.47 10.50 10.47 10.00 10.01 10.01 7.51 7.55 7.51 10.26 10.29 10.27 10.77 10.77 10.77

250250250100010001000500500500250250250100010001000200020002000

13.27 13.27 13.27 15.47 15.50 15.47 15.00 15.01 15.01 12.51 12.55 12.51 15.26 15.29 15.27 15.77 15.77 15.77

24067.50 24267.50 24430.00 22890.00 23080.00 23240.00 45890.00 46275.00 46580.00 16605.00 16742.50 16855.00 44170.00 44540.00 44840.00 25820.00 26040.00 26200.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

14550.00 14680.63 14778.75 10935.00 10987.50 11095.00 22943.75 23106.25 23261.25 11056.88 11089.38 11223.75 21522.50 21645.00 21825.00 11990.00 12090.00 12160.00

38617.50 38948.13 39208.75 33825.00 34067.50 34335.00 68833.75 69381.25 69841.25 27661.88 27831.88 28078.75 65692.50 66185.00 66665.00 37810.00 38130.00 38360.00

1164.00 1174.45 1182.30 218.70 219.75 221.90 917.75 924.25 930.45 884.55 887.15 897.90 430.45 432.90 436.50 119.90 120.90 121.60

1.03 1.37 1.09 1.02 1.16 1.67

1677795978582443081475281759852112036642

13130007427000861500163425019700004268000

3355591419571649986162831505635021970423240732856

10417502330600027820001461125098200013782000

3.10

11.91

32.29

9.70 4.98

33.84

2626000148550001723000326875039400008146000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index future contracts.The Trading member position limits in equity index option contract shall be higher of Rs 500 Crores or 15 % of the total open interest, calculated on real time basis, in market in equity index option contracts.At the client level, the participant needs to disclose his exposure to NSE in case he crosses 15 % of the open interest , calculated on real time basis, in that underlying index.* Futures Position Limit TM /MF/FII is limit levied on TM/MF/FII 's future positions scrip wise. Overall Position Limit TM /MF/FII is limit levied on TM/MF/FII 's overall positions scrip wise. ( futures + options).

Expiry

CIN No: CIN - U74992MH2006PLC163337 Website: http://www.ilfsdp.com

Page 24 of 27

TATACHEMTATACHEMTATACHEMTATACOMMTATACOMMTATACOMMTATAGLOBALTATAGLOBALTATAGLOBALTATAMOTORSTATAMOTORSTATAMOTORSTATAMTRDVRTATAMTRDVRTATAMTRDVRTATAPOWERTATAPOWERTATAPOWER

409410411412413414415416417418419420421422423424425426

7.52 7.51 7.51 7.52 7.53 7.54 7.52 7.52 7.52 7.51 7.52 7.52 8.99 8.96 8.96 9.66 9.69 9.64

100010001000100010001000200020002000500500500100010001000400040004000

12.52 12.51 12.51 12.52 12.53 12.54 12.52 12.52 12.52 12.51 12.52 12.52 13.99 13.96 13.96 14.66 14.69 14.64

34720.00 35010.00 35250.00 30280.00 30530.00 30740.00 23620.00 23820.00 23980.00 21750.00 21935.00 22080.00 32380.00 32650.00 32870.00 33880.00 34160.00 34400.00

5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00 5.00

23075.00 23305.00 23460.00 20127.50 20267.50 20390.00 15700.00 15840.00 15945.00 14487.50 14585.00 14690.00 18017.50 18217.50 18337.50 17530.00 17630.00 17840.00

57795.00 58315.00 58710.00 50407.50 50797.50 51130.00 39320.00 39660.00 39925.00 36237.50 36520.00 36770.00 50397.50 50867.50 51207.50 51410.00 51790.00 52240.00

461.50 466.10 469.20 402.55 405.35 407.80 157.00 158.40 159.45 579.50 583.40 587.60 360.35 364.35 366.75 87.65 88.15 89.20

1.08 1.24 1.27 1.04 1.11 1.14

1758304712667384509212154823479488318066417

3284000142500076900002563000412100016572000

35166084142533577690185424309647395897671361328341

4281000575600036182000199095001556600031828000

12.17

40.38

47.05

8.19

16.23

8.81

65690002850000153800005126500824200033148000

26/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/201526/03/201530/04/201528/05/2015

FEB-27-15 11:12 PM

As on Date : 28-FEB-15

Sr No. ScripLotSize

SPAN *Margin %

SPAN

Amount(A)Exposure Margin%

Exposure

Mrgn Amt(B)Total%

Total Amount

Margin Details & Position Limits

Rate

SpreadMarginN Month

*The SPAN margin % has been rounded off to the second decimal point.This report gives the SPAN and second line of defense requirement at the beginning of the day. The Margin requirements are subject to change intraday by NSE.

PositionLimit

Client-wise

PDEOD = Previous Day's End-Of-Day

STOCK

FUTURE LimitTM/FII's-wise

OVER ALLLimit

TM/FII's-wise

PDEODOpen-IntQty

PDEODOpen-Int(%)

No securities under ban for trade dated 28-FEB-2015.

PositionLimit

Market Wide

* Client-wise position limit, Future & over all TM-wise Position Limit, MWPL, Open Interest and Open interest % are consolidated for all contracts of that particular scrip.The Trading member position limits in equity index future contract shall be higher of Rs 500 Crores or 15 % of the tota