Wednesday, July 28, 2010

Options/futures data for 28th Jul (EOD)


Nifty Futures:
July: 1.38Cr OI down 31% (62L shares cut from OI)
Aug: 2.1Cr OI up 40% (60L shares added to OI)

Total OI on D-1 in June expiry (June+July): 4.1Cr vs now 3.5Cr (July+Aug)

Banknifty Futures:
July: 9.2L OI down 34% (4.8L shares cut from OI)
Aug: 20.7L OI up 43% (6.3L shares added to OI)

Total BN OI on D-1 June expiry: 24.5L vs now 29.2L (July+Aug)

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