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Nifty Rollover Analysis

* The rollover for Nifty Futures advances as 25% positions got rolled over to the November series as on D-3 days prior to expiry.

* The current rollovers are lower compare with its three months average of 34% respectively observed at the same point prior to expiry.

* The rollover cost for long rollovers closed at 23 bps.

* The total open interest in Nifty Futures across all contracts stands at 15.15Mn shares.

* The Market wide October expiry rollover is at 30% on D-3 as compared to 36% on same day of previous expiry.

Banknifty Rollover Analysis

* The BankNifty October expiry is lower at 29% on D-3 compared with 33% on same day of previous expiry.

*. BankNifty Futures OI stands at 2.14mn shares as against the OI of 2.41mn shares on D-3 of the last series.

*. The rollover cost for long rollovers closed at 43 bps.

* The current rollovers in BankNifty is lower as compare with its three months average of 33% respectively observed at the same point prior to expiry.

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