Stock futures add 4 cr shares in OI

CNBC-TV18's Head-Markets Research, Anuj Singhal: Stock futures added 4 crore shares in Open Interest, which was highest single-day build-up since January 2008. FIIs were net sellers worth Rs 367 crore in Nifty futures. Nifty futures added 32.5 lakh shares in Open Interest and ended at 28-point premium.

Nifty Open Interest PCR increased at 1.44 versus 1.31. Nifty 4500, 4900 Puts added 8 lakh shares each in Open Interest. Nifty 5000 Call added 4.5 lakh shares in Open Interest.

Suzlon was up 12.7%. The cost of carry, CoC was down with futures Open Interest down 9%. NSE delivery volumes stood at 42 lakh (35%).

Arbitrage positions were seen in the following stocks. Ispat went up 5.5%. The CoC was down and futures Open Interest up 10%.  Oswal Chemicals was up 13.7%. The CoC was down and Futures Open Interest up 8%.   

Essar Oil was up 5.3%. The CoC was up with futures Open Interest up 35%. Fresh long positions were seen. Voltas was up 4% with CoC up. Futures Open Interest up 30%.

F&O HIGHLIGHTS

• Stock futures add 4 cr shares in Open Int, highest single-day build-up since Jan 2008
• FIIs net sell Rs 367 cr in Nifty futures
• Nifty futures add 32.5 lakh shares in Open Int; at 28-point premium
• Nifty Open Int PCR at 1.44 vs 1.31       
• Nifty 4500, 4900 Puts add 8 lakh shares each in Open Int
• Nifty 5000 Call adds 4.5 lakh shares in Open Int

Suzlon

• Stock up 12.7%;
• CoC down
• Futures Open Int down 9%
• NSE del vol at 42 lakh (35%)

Ispat

• Stock up 5.5%; CoC down
• Futures Open Int up 10%
• Arbitrage positions seen

Oswal Chemical

• Stock up 13.7%;
• CoC down
• Futures Open Int up 8%
• Arbitrage positions seen

Essar Oil

• Stock up 5.3%
• CoC up
• Futures Open Int up 35%
• Fresh long positions seen

Voltas

• Stock up 4%
• CoC up
• Futures Open Int up 30%
• Fresh long positions seen