IGI Logo

Nifty Rollover Analysis

The rollover for Nifty Futures advances as 50% positions got rolled over to the November series as on D-1 days prior to expiry.

The current rollover is lower as compare with its three months average of 62% respectively observed at the same point prior to expiry

The rollover cost for long rollovers closed at 19 bps

The total open interest in Nifty Futures across all contracts stands at 14.70Mn shares.

The Market wide October expiry rollover is at 76% on D-1 as compared to 76% on same day of previous expiry

Banknifty Rollover Analysis

The BankNifty October expiry rollover is lower at 57% on D-1 compared with 62% on same day of previous expiry.

BankNifty Futures OI stands at 2.36mn shares as against the OI of 2.75mn shares on D-1 of the last series

The rollover cost for long rollovers closed at 41 bps.

The rollover cost for long rollovers closed at 41 bps

The current rollover in BankNifty is in line as compare with its three months average of 57% respectively observed at the same point prior to expiry

To Read Complete Report & Disclaimer Click Here

Please refer disclaimer at www.investmentz.com/disclaimer
SEBI Registration number is INZ000186336

Views express by all participants are for information & academic purpose only. Kindly read disclaimer before referring below views. Click Here For Disclaimer