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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 5,547.95, 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 April 2011 futures closed at 5,874.00, at a premium of 22.35 over spot closing of 5,851.65, while Nifty May 2011 futures were at 5,894.60 at a premium of 42.95 points over spot closing. The near month April 2011 derivatives contract expires on Thursday, April 28, 2011. Nifty April futures saw an addition of 6.29% or 1.52 million (mn) units, taking the total outstanding open interest (OI) to 25.84 mn units.

From the most active underlying, SBI's April 2011 futures closed at a premium of 12.90 points at 2808.50 compared with spot closing of 2795.60. The number of contracts traded was 32,837.

Infosys April 2011 futures were at a premium of 10.50 points at 2913.50 compared with spot closing of 2903.00. The number of contracts traded was 23,141.

Tata Motors April 2011 futures were at a discount of 4.85 points at 1245.15 compared with spot closing of 1250.00. The number of contracts traded was 21,332.

Tata Steel April 2011 futures were at a premium of 2.30 points at 628.80 compared with spot closing of 626.50. The number of contracts traded was 18,683.

TCS April 2011 futures were at a premium of 3.20 points at 1224.95 compared with spot closing of 1221.75. The number of contracts traded was 18,566. .

Nifty April 5900 call shed 5.69 lakh shares in OI; down 7.79% and 6000 call shed 4.30 lakh shares in OI, down 4.63%. On the put side nifty April 5800 put added 21.33 lakh shares in OI, up 43.39% and 5700 put added 7.97 lakh in OI, up 12.88%. The put-call ratio of stock option decreased from 0.36to 0.34 while put-call ratio of index option decreased from 0.94 to 0.93. On the whole the put call ratio was at 0.89.

Nifty March 2011 futures closed at 5,508.40 at a premium of 14.00 over spot closing of 5,494.40, while Nifty April 2011 futures were at 5,528.40 at a premium of 34.00 points over spot closing. The near month March 2011 derivatives contract expire on Thursday, March 31, 2011. Nifty March futures saw an addition of 8.21% or 1.79 million (mn) units, taking the total outstanding open interest (OI) to 23.72 mn units.

From the most active underlying, Tata Steel March 2011 futures closed at a premium of 3.20 points at 599.75 compared with spot closing of 596.55. The number of contracts traded was 23,512.
SBI's March 2011 futures were at a premium of 13.95 points at 2602.85 compared with spot closing of 2588.90. The number of contracts traded was 20,436.

Tata Motors March 2011 futures were at a discount of 10.30 points at 1156.00 compared with spot closing of 1166.30. The number of contracts traded was 16,978. Reliance Capital March 2011 futures were at a premium of 3.90 points at 529.90 compared with spot closing of 526.00. The number of contracts traded was 17,920. Hindalco March 2011 futures were at a discount of 0.10 points at 209.50 compared with spot closing of 209.60. The number of contracts traded was 10,044.