Sunday, March 30, 2008

data analysis for march 31

****nifty---
nifty future premium increased to 28 points so cost of carry increased. open interest increased by 32 lacs today.( today's trade dominated by new long adition).
high-low made at 4999-4806.
****sumarry of FII index fut. data--
FII sold 818 cr index fut. on 27th march.(total buy 5298 cr in march series). there open interest decreased to 7.32 lacs contracts.( long unwinding by fii on 27th march).
open interest of FII in index future was at 9.97 lacs contracts after the end of feb. series.they net buy 5298 cr index fut in march series. now there open int is at 7.32 lacs contracts only. so massive short covering by them in last series. (on 17th march there open int. was at 11.2 lacs contracts.)
***options----28 march
nifty call options added 17 lakh and put options added 33 lakh in open interest. thus open interest put-call ratio increased to 1.44 from 1.31
********fund flow***27 MARCH
-FII net buy 430cr in cash (total sell of 191 cr in march series).
-mut fund SELL 52 cr (total sell of 1272 cr in march series).