Friday, January 28, 2011

Rollover Analysis of February 2011 - Nifty

Rollover Analysis

Highlights

Nifty Futures started the current series with 2.00 crore shares in open interest.

The February series started the month with an open interest of Rs32,360 crore in stock futures, Rs11,209 crore in Nifty futures, Rs51,493 in index option and Rs1,961 crore in stock options.

The Nifty's current month rollover stands at 66.67 % vs last month?s rollover at 61.20%.

Market wide rollover was 83.65 % vs 84.56% last month.

The strongest rollover was seen in hotel, sugar, textiles and media sector stocks.

Trading, technology and FMCG stocks witnessed a poor rollover to the next series.

The highest price change on the positive side was recorded in Bombay Rayon Fashion, Jindal Saw, TV-18 and HCL Technologies.

IVRCL Infra, Bajaj Hindustan, LITL and Exide Industries were among the top price losers.

Rollover Stats

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