Turnover at Rs 10,198 cr

DERIVATIVES REPORT

Turnover in the futures and options segment on the NSE was Rs 10,198 crore, with a total of 3.27 lakh contracts traded. The total market-wide outstanding open interest position was 26.98 crore shares. The open interest position in index futures was 1.25 crore shares, with a turnover of Rs 3418 crore. Open interest in stock futures was 17.61 crore shares, with a turnover of Rs 5710 crore.

In the futures segment, the most active contracts were those of Reliance Industries, Tata Steel, Tata Motors, Satyam and Infosys. The outstanding open interest in Tata Steel was 1.13 crore shares at the end of the week's trading, while open interest in Tata Motors was 72 lakh shares.

In options calls, the most active contracts were those of Tata Steel at strike prices of Rs 290 and Rs 280, Reliance at a strike of Rs 500 and Tata Motors at strikes of Rs 420 and Rs 410.

In options puts, the most active contracts were those of Reliance at a strike price of Rs 500, Tata Steel at strikes of Rs 280 and Rs 290, Satyam at a strike of Rs 370 and Tata Motors at a strike of Rs 420.

The Nifty September futures ended at 1721.25, marginally at a discount to the spot Nifty which closed at 1722.50. The October futures closed at 1715.15 while the November futures ended at 1710.10 at the end of the week's trading.