Nifty futures rollover at 62%

CNBC-TV18's Head-Markets Research, Anuj Singhal - Marketwide rollover was seen at 61% versus 58% on D-1 of last expiry. Nifty futures rollover was at 62% versus 52% seen on D-1 of last expiry. Nifty April ended at 8-point premium while May at 17-point premium.

Nifty Open Interest PCR was up marginally at 1.36 versus 1.35. Nifty May 5000 Put added 4.6 lakh shares in Open Interest. Nifty May 5200 Call added 3.8 lakh shares in Open Interest. Nifty April 5000 Call shed 3.1 lakh shares in Open Interest.     

Arvind Mills was up 15.5%. The cost of carry, CoC was up with futures Open Interest up 42%. Massive long build-up was seen.

SAIL was down over 5%. The Futures Open Interest went up 4%. NSE delivery volume was seen at 79 lakh shares (42%).

IDEA was down 5%. The CoC was down while futures Open Interest up 12%. NSE delivery volumes seen at 77 lakh (53%).

Hotel Leela went up 10%. The CoC was up with futures Open Interest up 25%. Fresh long positions were seen.

NSE F&O CUES

Expiry day stats                    Apr series                                   Mar series                                                   

Total Open Int                       Rs 73,902 cr                               Rs 67,844 cr                                                              

Current mth Open Int          Rs 35,496 cr                               Rs 38,820 cr                                                              

Next mth Open Int               Rs 38,406 cr                               Rs 29,024 cr              

F&O HIGHLIGHTS

• Marketwide rollover at 61% vs 58% seen on D-1 of last expiry
• Nifty futures rollover at 62% vs 52% seen on D-1 of last expiry
• Nifty Apr at 8-point premium, May at 17-point premium
• Nifty Open Int PCR at 1.36 vs 1.35       
• Nifty May 5000 Put adds 4.6 lakh shares in Open Int
• Nifty May 5200 Call adds 3.8 lakh shares in Open Int
• Nifty Apr 5000 Call sheds 3.1 lakh shares in Open Int

Arvind Mills

• Stock up 15.5%;
• CoC up
• Futures Open Int up 42%
• Massive long build-up seen                                               

SAIL

• Stock down over 5%
• Futures Open Int up 4%
• NSE del vol at 79 lakh (42%)

IDEA

• Stock down 5%;
• CoC down
• Futures Open Int up 12%
• NSE del vol at 77 lakh (53%)

Hotel Leela

• Stock up 10%;
• CoC up
• Futures Open Int up 25%
• Fresh long positions seen