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F&O Cues: Mktwide rollover at 84%; Nifty Futures at 34 pt discount

Friday, October 26, 2007

Initial Open Int

(Rs Cr) Nov Oct
Total F&O 69,558 67,613
Stock Fut 43,555 39,586
Nifty Fut 16,867 16,578
Nifty Opt 8,030 10,482

FIIs in F&O on Oct 25 net sold Rs 87 crore in Nifty Futures. The marketwide rollover was in-line with last expiry at 84%. The Nifty rollover was in-line with last expiry at 71%. The Nifty Futures was at 34 point discount vs premium of 8 points at start of Oct series. There was a huge surge in rollover of momentum stocks. Stock Futures added 7 crore shares in net Open Interest.

Nov Stock Futures alone added 47 crore shares in OI. Nifty Open Int Put-Call ratio was at 1.14. Nifty 5500 Put added 8.5 lakh shares in Open Interest. Nifty 5700 Call added 5 lakh shares in Open Interest.

Rollovers Oct Sep
RNRL 82% 85%
RPL 85% 88%
TTML 84% 90%
IFCI 93% 88%
SAIL 81% 76%
NTPC 80% 81%
IDBI 88% 83%
Nag Fert 91% 85%
Hindalco 82% 85%
Idea 73% 85%
Total OI Chg Lk Shrs
IFCI 147
RPL 52
GMR Infra 44
JP Hydro 28
Ashok Ley 24
Triveni 19
Arvind -26
Idea -22
Hindalco -13

Posted by FR at 9:33 AM  


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