Monthly Nifty Rollover Analysis October 2022 By Asit C Mehta Investment
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
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