Derivative Strategy On Future And Options Daily Report By Mansukh 7th-April-2011

Derivative Margin Report
F & O HIGHLIGHTS
Nifty April 2011 futures closed at 5,912.00, at a premium of 20.25 over spot closing of 5,891.75, while Nifty May 2011 futures were at 5,931.50 at a premium of 39.75 points over spot closing. The near month April 2011 derivatives contract expires on Thursday, April 28, 2011. Nifty April futures saw an addition of 3.90% or 1.05 million (mn) units, taking the total outstanding open interest (OI) to 27.95 mn units.

From the most active underlying, SBI's April 2011 futures closed at a premium of 6.60 points at 2793.00 compared with spot closing of 2786.40. The number of contracts traded was 25,131.

Tata Motors April 2011 futures were at a discount of 18.60 points at 1278.50 compared with spot closing of 1297.10. The number of contracts traded was 22,539.Titan April 2011 futures were at a premium of 27.00 points at 4053.00 compared with spot closing of 4026.00. The number of contracts traded was 10,167. 

DLF April 2011 futures were at a premium of 1.40 points at 271.60 compared with spot closing of 270.20. The number of contracts traded was 16,777. Tata Steel April 2011 futures were at a premium of 1.25 points at 635.75 compared with spot closing of 634.50. The number of contracts traded was 14,016. 

Open Interest Gainer & Open Interest Loser

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