F & O HIGHLIGHTS
Nifty May 2011 futures closed at 5,549.00, at a premium of 7.75 points over spot closing of 5,541.25, while Nifty June 2011 futures were at 5,558.00 at a premium of 16.75 points over spot closing. The near month May 2011 derivatives contract expires on Thursday, May 26, 2011. Nifty May futures saw addition of 4.86% or 1.22 million (mn) units, taking the total outstanding open interest (OI) to 26.52 mn units.
From the most active underlying, Tata Motors May 2011 futures closed at a discount of 7.50 points at 1179.50 compared with spot closing of 1187.00. The number of contracts traded was 18,345.
ICICI Bank May 2011 futures were at a discount of 0.60 point at 1077.00 compared with spot closing of 1077.60. The number of contracts traded was 16,884.
SBI's May 2011 futures were at a premium of 5.80 points at 2632.95 compared with spot closing of 2627.15. The number of contracts traded was 13,414.
Infosys May 2011 futures were at a discount of 5.65 points at 2870.00 compared with spot closing of 2875.65. The number of contracts traded was 11,215.
HUL May 2011 futures were at a discount of 1.50 points at 296.30 compared with spot closing of 297.80. The number of contracts traded was 11,926.
Nifty May 5600 call added 13.79 lakh shares in OI, up 26.77% and 5700 call added 6.83 lakh shares in OI, up 11.09%. On the put side nifty May 5500 put shed 2.99 lakh shares in OI, down 5.20% and 5400 put added 4.77 lakh in OI, up 8.19%. The put-call ratio of stock option increased from 0.33 to 0.34 while put-call ratio of index option increased from 0.81 to 0.92. On the whole the put call ratio was at 0.89.
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