Nifty rollover analysis - March 2013 - Asit C. Mehta Investment Intermediates

The rollovers for Nifty Futures advances as 37% positions got rolled over to the April series as on D-2 days prior to expiry.

The current rollovers are below with its 3 month avg of 44% respectively observed at the same point prior to expiry.

The rollover cost for Long rollovers advances to 69 bps for the day.

The total open interest in Nifty Futures across all contracts advances to 20.86 Mn shares.

Source : Equity Bulls

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