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NSE F&O Cues: Marketwide rollover at 61%, Nifty rollover at 60%; Futures OI up Rs 3,301 Cr; Options OI up Rs 867 Cr; RPL added 97 lakh shares in OI

Thursday, October 25, 2007

Marketwide rollover was at 61% while Nifty rollover was at 60%. Futures OI was up Rs 3,301 crore while Options OI was up Rs 867 crore. Nifty Nov Futures added 73 lakh shares in OI, Nifty Oct Futures shed 33 lakh shares in OI. Nifty Oct Futures was at 18-point discount while Nov Futures was at 40-point discount. Nifty OI Put-Call ratio was flat at 1.17. Nifty Puts added 8.5 lakh shares in OI while Nifty Calls added 7.6 lakh shares in OI.

Nifty 5300 Put added 2.26 lakh shares in OI; Nifty 5000 Put added 1.9 lakh shares in OI; Nifty 5900 Call added 2.79 lakh shares in OI; Nifty 5500 Call added 2.04 lakh shares in OI and Stock Futures added 2 crore shares in OI.

FIIs IN F&O
On Oct 24, net sell by the FIIs in Nifty Futures were Rs 100 crore and the OI was up 1.08 lakh contracts. There are huge hedging positions ahead of SEBI's final decision. Net buy by the FIIs in Nifty Options were Rs 249 crore and net sell in Stock Futures were Rs 361 crore.

Expiry day stats:
OI (Rs Cr) Oct Sep
Total Futures 28,363 26,950
Index Futures 9,079 8,983
Stock Futures 19,283 17,967

Expiry day stats:
OI (Cr Shrs) Oct Sep
Total Futures 68.5 61
Index Futures 1.65 1.79
Stock Futures 66.85 59.2

Rollover stats:

Oct Sep
RNRL 56% 60%
RPL 65% 70%
IFCI 67% 66%
TTML 60% 73%
GMR 54% 55%
Power Grid 72% NA
Nagarjuna Fert 46% 68%
Ashok Leyland 52% 78%
IDBI 64% 67%
SAIL 49% 59%
Petronet LNG 55% 68%
NTPC 62% 70%

NSE F&O Cues:

Total OI Change Lakh Shares
RPL 97
IFCI 39
Arvind Mills 30
NTPC 27
RNRL 26
JP Hydro 17
Reliance Comm 15
ITC 14
HUL 13
Cairn 11
Power Grid 11
Ambuja Cements 10
TTML -70
IDBI -63
Punj Lloyd -10
MRPL -8

Posted by FR at 9:50 AM  

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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.