FIIs net buy Rs 740 cr in cash market on March 30 (prov)

By Varinder Bansal, Research Analyst at CNBC-TV18

The market ended strong for the seventh consecutive session on Wednesday. FIIs were net buyers of Rs 740 crore while DIIs net sellers of Rs 615 crore in cash market on March 30, as per provisional data available on NSE. FIIs have net bought Rs 724 crore in F&O market.

FIIs in F&O

FIIs were net buyers of Rs 767 crore in Index Futures and net buyers of Rs 889 crore in Index Options. However, They were net sellers of Rs 292 crore in Stock Futures on March 30.

Market-wide rollover was at 63% as against 58% in last series. Nifty rollovers stood at 59% versus 49% last series.

Telecom, power and FMCG showed strong rollovers. However, auto sector witnessed weak rollover.

Nifty Open Interest PCR was up at 1.67 versus 1.63 on Wednesday. Nifty 5800 Put added 23 lakh (60%) shares in Open Interest. However, Nifty April 6000 Call added 3.39 lakh (24%) shares in Open Interest.

Total Futures' open interest (OI) was up by Rs 1355 crore while total Options' OI up by Rs 2458 crore on March 30. Total stock futures shed 1.54 crore shares in OI.

Nifty futures added 14 lakh shares in OI and ended at premium of 11.75 points as against premium at 15 points. Total Put added 33.46 lakh shares while call added 5.34 lakh shares in open interest.

Highest OI outstanding was seen at 5400 put, 5900 call, 5300 put and 5700 put.

Nifty 5900 call added 26 lakh (49%) shares in Open Interest. Nifty April 5700 put added 7 lakh (49%) shares in Open Interest and -Nifty 5900 put added 3.88 lakh (61%) shares in Open Interest.

Nifty April 5600 put added 3.24 lakh (15%) shares in Open Interest, Nifty April 5800 put added 3.10 lakh (44%) shares in Open Interest and Nifty April 5900 put added 1.96 lakh (98%) shares in Open Interest.

Nifty 5700 call shed 13 lakh (23%) shares in Open Interest, Nifty 5600 call shed 8.41 lakh (31%) shares in Open Interest and Nifty 5800 call shed 7.68 lakh (11%) shares in Open Interest.

Nifty 5500 put shed 5.18 lakh (7%) shares in Open Interest, Nifty 5400 put shed 4.34 lakh (5%) shares in Open Interest and Nifty 5600 put shed 3.94 lakh (6%) shares in Open Interest.

India VIX was up by 3.86% at 22.04.

Bombay Rayon Fashions Limited, Deccan Chronicle Holdings Limited, IFCI, Kingfisher, Suzlon and Videocon are in F&O curb.