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Nifty May 2011 futures closed at 5,580.85, at a premium of 36.10 points over spot closing of 5,544.75, while Nifty June 2011 futures were at 5,594.00 at a premium of 49.25 points over spot closing. The near month May 2011 derivatives contract expires on Thursday, May 26, 2011. Nifty May futures saw addition of 2.34% or 0.62 million (mn) units, taking the total outstanding open interest (OI) to 27.26 mn units.

From the most active underlying, SBI's May 2011 futures closed at a discount of 16.05 points at 2640.95 compared with spot closing of 2657.00. The number of contracts traded was 26,144.

ICICI Bank May 2011 futures were at a premium of 5.10 point at 1081.25 compared with spot closing of 1076.15. The number of contracts traded was 28,536.

Tata Motors Tata Steel May 2011 futures were at a discount of 1.35 points at 1213.50 compared with spot closing of 1214.85. The number of contracts traded was 22,518.

Tata Steel May 2011 futures were at a premium of 2.50 points at 597.40 compared with spot closing of 594.90. The number of contracts traded was 16,976.

RIL May 2011 futures were at a premium of 4.80 points at 955.35 compared with spot closing of 950.55. The number of contracts traded was 20,284.

Nifty May 5600 call shed 11.31 lakh shares in OI; down 15.62% and 5700 call shed 4.59 lakh shares in OI, down 6.51%. On the put side nifty May 5500 put added 8.29 lakh shares in OI, up 14.20% and 5400 put added 4.93 lakh in OI, up 6.71%. The put-call ratio of stock option increased from 0.33 to 0.36 while put-call ratio of index option increased from 0.88 to 0.89. On the whole the put call ratio was at 0.87.

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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.

F & O HIGHLIGHTS

Nifty May 2011 futures closed at 5,547.95, at a discount of 3.50 points over spot closing of 5,551.45, while Nifty June 2011 futures were at 5,562.75 at a premium of 11.30 points over spot closing. The near month May 2011 derivatives contract expires on Thursday, May 26, 2011. Nifty May futures saw addition of 0.21% or 0.05 million (mn) units, taking the total outstanding open interest (OI) to 27.80 mn units.

From the most active underlying, ICICI Bank May 2011 futures closed at a premium of 0.85 points at 1080.25 compared with spot closing of 1079.40. The number of contracts traded was 30,421.

SBI's May 2011 futures were at a premium of 3.80 point at 2651.70 compared with spot closing of 2647.90. The number of contracts traded was 21,492.

Tata Motors May 2011 futures were at a discount of 6.05 points at 1190.00 compared with spot closing of 1196.05. The number of contracts traded was 24,053.

Infosys May 2011 futures were at a discount of 17.00 points at 2865.45 compared with spot closing of 2882.45. The number of contracts traded was 11,278.

Axis Bank May 2011 futures were at a premium of 1.30 points at 1258.50 compared with spot closing of 1257.20. The number of contracts traded was 12,647.

Nifty Option Open Interest Distribution
Nifty May 5600 call shed 2.59 lakh shares in OI, down 4.68% and 5700 call added 4.05 lakh shares in OI, up 6.56%. On the put side nifty May 5500 put added 7.68 lakh shares in OI, up 18.74% and 5400 put added 6.18 lakh in OI, up 11.98%. The put-call ratio of stock option remains same at 0.34 while put-call ratio of index option increased from 0.79 to 0.80. On the whole the put call ratio was at 0.78.

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F & O HIGHLIGHTS
Nifty May 2011 futures closed at 5,536.00, at a discount of 1.15 points over spot closing of 5,537.15, while Nifty June 2011 futures were at 5,547.00 at a premium of 9.85 points over spot closing. The near month May 2011 derivatives contract expires on Thursday, May 26, 2011. Nifty May futures saw addition of 5.47% or 1.45 million (mn) units, taking the total outstanding open interest (OI) to 28.00 mn units.
From the most active underlying, SBI's May 2011 futures closed at a premium of 8.30 points at 2624.70 compared with spot closing of 2616.40. The number of contracts traded was 29,022.
ICICI Bank May 2011 futures were at a premium of 1.05 point at 1057.20 compared with spot closing of 1056.15. The number of contracts traded was 26072.
Tata Motors May 2011 futures were at a premium of 0.45 points at 1159.70 compared with spot closing of 1159.25. The number of contracts traded was 18,095.
Axis Bank May 2011 futures were at a premium of 5.00 points at 1240.00 compared with spot closing of 1235.00. The number of contracts traded was 14,863.
Tata Steel May 2011 futures were at a premium of 2.15 points at 591.40 compared with spot closing of 589.25. The number of contracts traded was 14,652.



Nifty Option Open Interest Distribution
Nifty May 5600 call added 13.37 lakh shares in OI, up 36.70% and 5700 call added 12.10 lakh shares in OI, up 20.56%. On the put side nifty May 5500 put added 6.44 lakh shares in OI, up 14.29% and 5400 put added 5.54 lakh in OI, up 13.38%. The put-call ratio of stock option increased from 0.32 to 0.34 while put-call ratio of index option increased from 0.75 to 0.83. On the whole the put call ratio was at 0.81.

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F & O HIGHLIGHTS
Nifty April 2011 futures closed at 5,902.10, at a premium of 16.40 over spot closing of 5,885.70, while Nifty May 2011 futures were at 5,921.00 at a premium of 35.30 points over spot closing. The near month April 2011 derivatives contract expires on Thursday, April 28, 2011. Nifty April futures saw an addition of 4.62% or 1.24 million (mn) units, taking the total outstanding open interest (OI) to 28.15
mn units.

From the most active underlying, SBI's April 2011 futures closed at a premium of 4.10 points at 2815.00 compared with spot closing of 2810.90. The number of contracts traded was 20,804.

Tata Motors April 2011 futures were at a discount of 10.05 points at 1270.95 compared with spot closing of 1281.00. The number of contracts traded was 13,562.

ICICI Bank April 2011 futures were at a premium of 5.60 points at 1107.00 compared with spot closing of 1101.40. The number of contracts traded was 14,686.

Tata Steel April 2011 futures were at a premium of 0.55 points at 639.55 compared with spot closing of 639.00. The number of contracts traded was 12,096.

Unitech April 2011 futures were at a discount of 0.15 points at 47.60 compared with spot closing of 47.75. The number of contracts traded was 17,623.