· Sep Series witnessed Total Rollovers of 78% (6m-avg 81%), Nifty rollovers of 60% (6m-avg 61%) whereas SGX Nifty rollovers stood at 74% (6m-avg 69%).
· Total Open Interest at the start of Oct’12 expiry is INR 1070.5b (Highest since Dec’10) as against INR 930.6b at the start of Sep’12 expiry.
· Hotel (93%) and Textile (92%) sectors witnessed highest rollovers whereas Oil&Gas (73%) and Auto (81%) witnessed the lowest rollovers.
· Cement (84%) and Pharma (85%) witnessed the rise in rollovers as against 3m-avg rollovers whereas Logistics (77%) and Realty (79%) witnessed drop in rollovers as against 3m-avg rollovers.
· Stocks which have witnessed rise in Near Month OI over the last 3 expiries include Sunpharma, Cipla whereas stocks which have witnessed drop in Near Month OI over the last 3 expiries include Axisbank, Hcltech.
· Stocks witnessing drop in Near Month OI series after rising for the last 3 series include Sbin, Hindunilvr, Bhartiartl whereas stocks with rise in Near Month OI after falling for the last 3 months is Maruti, Acc.
· Petronet (82% vs. 3m-avg 67%) and Suntv (90% vs. 3m-avg 73%) witnessed the rise in rollovers whereas Idea (74% vs. 3m-avg 88%)and Techm (68% vs 3m-avg 84%) witnessed drop in rollovers.
· Stocks which have witnessed rise in Rollovers over the last 3 expiries include Tatasteel , Igl whereas stocks which have witnessed drop in Rollovers over the last 3 expiries include Tcs and Powergrid.
· Stocks witnessing drop in Rollovers in Sep series after rising for the last 3 series include Mcdowell-N and Dabur whereas stocks with rise in Rollovers in Sep series after falling for the last 3 are Ster and Jppower.
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