NSE F&O Cues

Wednesday, August 27th, 2008 | FNO with

    Market wide rollover was at 45% Vs 44% seen on D-2 of last series. Nifty rollover was of 42.5% Vs 48% seen on D-2 of last series. Nifty Futures rolled 1.6 crore shares Vs 1.98 crore shares last expiry. Nifty Futures rolled Rs 6973 crore Vs Rs 8283 crore last expiry. Stock Futures rolled 55-crore shares Vs 46 crore shares last expiry. Futures OI was up Rs 1440 crore while Options OI was up Rs 748 crore. Cement and textile continued to see strong rollovers, telecom & chemicals remain laggards. Nifty Futures added 13.5 lakh shares in OI, premium at 12.7 points Vs 2 points a day ago. Nifty OI Put-Call ratio was unchanged at 1.07. Nifty Puts added 6.8 lakh while Calls added 7 lakh shares in OI. Nifty Sep 4400 Call added 2.5 lakh shares in OI; Nifty Sep 4600 Call added 2.2 lakh shares in OI; Nifty Sep 4200 Put added 1.86 lakh shares in Oil; Nifty Sep 4300 Put added 1.1 lakh shares in OI.

On August 26, net buy by the FIIs in Nifty Futures were Rs 8.2 crore and OI was up by 18,244 contracts, net buy in Nifty Options were Rs 22 crore and OI was up by 22,020 contracts and net sell in Stock Futures were Rs 24.5 crore and OI was up by 13,603 contracts.


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