Marketwide rollover seen at 79%

CNBC-TV18's Head-Markets Research, Anuj Singhal: Marketwide rollover was seen at 79% vs 84% last time. Nifty rollover was at 63% versus 75% last time. Nifty futures ended at 35-point premium versus 30-point discount at beginning of March series.

Nifty futures added 58 lakh shares in net Open Interest. Nifty Open Interest PCR declined at 1.31 versus 1.55 at the beginning of March series. Nifty 4500 Put added 11.6 lakh shares in Open Interest. Nifty 4800 Put added 8.4 lakh shares in Open Interest. Nifty 4800 Call added 7 lakh shares in Open Interest.

Hindalco was up 7% in cash market. Rollover was at 87%. Futures added 5 lakh shares in net OI.  

REC went up 4.7%. It has seen strong rollover of 90% and holding above its issue price.

NSE F&O CUES

Initial open

Int                                                  April                                          Mar

Total F&O                              Rs 42,245 cr                               Rs 58,289 cr                                                                              

Stock futures                        Rs 20,219 cr                               Rs 30,566cr                                                                               

Nifty futures                           Rs 14,307 cr                               Rs 20,232 cr                                                                              

Nifty options                          Rs 7,370 cr                                 Rs 7,133 cr                                                                                                                                                                                                                

F&O HIGHLIGHTS

• Marketwide rollover at 79% vs 84% last time
• Nifty rollover at 63% vs 75% last time
• Nifty futures at 35-point premium vs 30-point discount at beginning of Mar series
• Nifty futures add 58 lakh shares in net Open Int
• Nifty Open Int PCR at 1.31 vs 1.55 at the beginning of Mar series
• Nifty 4500 Put adds 11.6 lakh shares in Open Int
• Nifty 4800 Put adds 8.4 lakh shares in Open Int
• Nifty 4800 Call adds 7 lakh shares in Open Int 

NSE F&O CUES

Rollovers                               %                           

RPL                                        82

NTPC                                     73

IFCI                                         83

SAIL                                        61

Power Grid                            77

Unitech                                  56

NSE F&O CUES

Initial Open Int                      Cr shares

RPL                                        3.92

IFCI                                         3.74

TTML                                      3.4

Ispat                                       2.5

NTPC                                     2.3

Power Grid                            2.1

Hindalco

• Stock up 7%; rollover at 87%
• Fut add 5 lakh shrs in net OI
• Futures Open Int at 2 cr shares

REC

• Stock up 4.7%; roll cost up
• Sees strong rollover of 90%
• Holding above issue price