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Futures Wear Down

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BUSINESS STANDARD
Last Updated : Jan 28 2013 | 12:58 AM IST

Derivatives witnessed an erosion in values with Nifty July futures shedding 6.80 points at 1036 as against S&P CNX Nifty's loss of 5.40 points at 1035.90 in the cash market.

With just five trading days to expiry, there was a decline in open interest position at 5,307 contracts.

However, some positions were shifted to the August contract which closed at 1041 points with an open interest in 1,621 contracts and a volume of 497.

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All the three futures contracts finished lower but at a premium to the underlying. The implied cost of carry turned negative for the near-month contract quashing any hopes of a short-term revival.

Among index options Nifty call and put options were both busy on Friday underscoring the indecisive nature of the market. Nifty July puts at 1040 and 1030 were the top traded calls. July calls at 1040 and 1050 were also active. The put/call ratio in Nifty options declined to 0.57 from 0.79.

Among stock futures & options, Satyam Computer continued to be the top traded stock futures. But it ended at a par with the underlying share.

Sentiment in the two refinery stocks, BPCL and HPCL, was reversed after the divestment minister Arun Shourie said the selloff in these companies will be conducted after the monsoon session of the Parliament.

BPCL futures lost Rs 10 to close at Rs 300. HPCL, too, followed suit to close lower at Rs 294. Satyam was the most active option contract. The Satyam July call at 240 logged 570 contracts and was the top traded stock option. Larsen & Toubro calls at 170 and 180 were also actively traded.

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First Published: Jul 20 2002 | 12:00 AM IST

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