Marketwide rollover seen at 58%

CNBC-TV18's Head-Markets Research, Anuj Singhal has given F&O highlights: Marketwide rollover seen at 58% vs 68% seen on penultimate day of last series. Nifty rollover were at 52% vs 69% seen on penultimate day of last series. Nifty March futures shed 41 lakh shares, and April futures add 48 lakh shares in Open Interest. Nifty March at 12-point premium, April at 24-point premium. Nifty March 4800 Put adds 1.8 lakh shares in Open Interest. Nifty April 4800 Put adds 1.6 lakh shares in Open Interest.

GMR Infra was up 4% with roll cost down. Futures Open Interest down 8%. NSE del volumes low at 32%.

YES Bank was up 13% with CoC surges. Futures Open Interest up 45%. Fresh long positions were seen.

F&O HIGHLIGHTS

• Marketwide rollover at 58% vs 68% seen on penultimate day of last series
• Nifty rollover at 52% vs 69% seen on penultimate day of last series
• Nifty Mar futures shed 41 lakh shares,
• Apr futures add 48 lakh shares in Open Int
• Nifty Mar at 12-point premium,
• Apr at 24-point premium              
• Nifty Mar 4800 Put adds 1.8 lakh shares in Open Int
• Nifty Apr 4800 Put adds 1.6 lakh shares in Open Int

NSE F&O CUES

Expiry day stats                    Marseries                     Febseries                   

Total Open Int                    Rs 67,844 cr                     Rs82,112cr                              

Current mth Open Int          Rs 38,820 cr                     Rs36,850cr                              

Next mth Open Int              Rs 29,024 cr                     Rs 45,262 cr                              

NSE F&O CUES

• Next month futures OI
• Total: 58 cr shares vs 84 cr shares
• Nifty: 2 cr shares vs 3.1 cr shares
• Stocks: 56 cr shares vs 81 cr shares

NSE F&O CUES

Low Rollover                        %

SAIL                                   37

Maruti                                 31

Bharti                                 34

ITC                                     35

GMR Infra

• Stock up 4%; roll cost down
• Futures Open Int down 8%
• NSE del vol low at 32%

YES Bank

• Stock up 13%; CoC surges
• Futures Open Int up 45%
• Fresh long positions seen