Tata Motors, Tata Steel, Reliance Industries, Satyam Computer and State Bank of India were the most active futures contracts. Close to 80 per cent of the total open positions rolled over.
The cumulative FII positions as a percentage of the total gross market position in the derivatives segment as on Tuesday, however, fell to 17.90 per cent.
Nifty December futures traded at a premium towards close on the back of substantial buying interest. December Nifty futures rose 35.20 points to close at 1606.25 while the NSE S&P CNX Nifty closed at 1598.35.
Nifty added around three lakh shares in the futures segment. There was hardly any change in the implied volatility in the Nifty.
