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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 |
TTML | 36 |
RNRL | 31 |
JP Hydro | 28 |
Ashok Ley | 24 |
Triveni | 19 |
Arvind | -26 |
Idea | -22 |
Hindalco | -13 |
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Investment in equity shares has its own risks. Sincere efforts have been made to present the right investment perspective.The information contained herein is based on analysis and up on sources that we consider reliable. I, however, do not vouch for the accuracy or the completeness thereof. This material is for personal information and I am not responsible for any loss incurred based upon it.& take no responsibility whatsoever for any financial profits or loss which may arise from the recommendations given in this blog.