CNBC-TV18's Head-Markets Research, Anuj Singhal: FIIs were net buyers worth Rs 1530 crore in Nifty futures, net buyers of Rs 382 crore in Stock futures. Nifty March futures shed 59 lakh while April futures add 43 lakh shares in Open Interest.

Nifty March ended at 8-point premium and April at 13-point premium. Nifty Open Interest PCR increased at 0.97 versus 0.86. Nifty 4800 Put added 4.4 lakh shares in Open Interest. Nifty 4700 Put added 2.6 lakh shares in Open Interest. Stock futures shed 45 lakh shares in Open Interest.

JP Associate was up 16.5% with rollover at 43%. Total OI was up 7% with roll cost up. Long roll, fresh longs were seen.

ICICI Bank was up 9.5%. Rollover cost was down. Futures Open Interest was down 10%. NSE del volume low at 19 lakh (39%).

F&O HIGHLIGHTS

• FIIs net buy Rs 1530 cr in Nifty futures, net buy Rs 382 cr in Stock futures
• Nifty Mar futures shed 59 lakh; Apr futures add 43 lakh shares in Open Int
• Nifty Mar at 8-point premium, Apr at 13-point premium                              
• Nifty Open Int PCR at 0.97 vs 0.86       
• Nifty 4800 Put adds 4.4 lakh shares in Open Int
• Nifty 4700 Put adds 2.6 lakh shares in Open Int
• Stock futures shed 45 lakh shares in Open Int

CUES FROM OPTIONS

Strike                                      OI Chg (lakh shares)               Premium (Rs)

Nifty 4800 Put                       4.4                                                 35

Nifty 4700 Put                       2.6                                                 16

Nifty 4800 Call                      Unchanged                                 120

NSE F&O CUES

Rollover                                 %

Marketwide                           38

Nifty                                        41

RPL                                        42

IFCI                                         40

PowerGrid                             28

TTML                                      43

JP Associate

• Stock up 16.5%;
• rollover at 43%;
• Total OI up 7%;
• roll cost up
• Long roll, fresh longs seen

 ICICI Bank

• Stock up 9.5%; roll cost down
• Futures Open Int down 10%
• NSE del vol low at 19 lakh (39%)