For updates visit

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

Posted by FR at 9:33 AM  

0 comments:

Post a Comment

IMPORTANT DISCLAIMER

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.