MOSt Rollover Report
Date:
Friday, June 28, 2013
Below average June Rollovers for Nifty at 44%, Stock futures at 75%.
Nifty Rollovers
Exchange
NSE
SGX
Nifty OI Vs Index
NSE OI
SGX OI
Nifty
Rollovers(%)
44%
83%
3M Avg.
54%
77%
Roll Spread (3MA)
9bps (34bps)
8bps (38bps)
Open Interest
12.8mn
27.3mn
OI Ch.
-31%
-16%
Nifty futures saw additions on the short side post midmonth breach of 5900 with
reasonable proportions.
60
40
20
0
6500
6000
5500
5000
4500
However record low rollovers leads to one of the lowest opening participation for
Nifty on NSE.
In the last week of expiry we did see some shifts from NSE to SGX and we had higher
rollovers but proved inadequate for additons EoE.
At this juncture Nifty futures open interest turns phenomenally low after a fall, which
the evidences suggest is an indication for a possible reversal. With heavily built 5600
& 5500 Puts, The outlook turns bullish till 5500 holds.
Stock Rollovers
Sector Rollovers Vs. 3M Avg.
Notble Sectors EoE
Telecom:
Long additions in Idea and Rcom, while Bharti saw long unwinding.
Oil & Gas:
Refiners added longs, while rest of the sector saw unwinding.
IT:
Longs TechM & HCLTech, while the rest of the sector remains light after Short
Covering last expiry.
PSU Financials:
Short Rollovers continue in the sector but excessive price damage
has refrained fresh additions in some smaller banks.
Metals & Realty:
Short rollovers with fresh Shorts in June Expiry, keeps outlook
negative, but significant price damage may lead to short covering rally.
15.0
5.0
-5.0
-15.0
-25.0
EoE Price(%)
EoE OI (%)

MOSt Rollover Report
Date:
Friday, June 28, 2013
Stock Rollovers
Observations :
Stock futures rollovers stood at 75% against 3M
average of 79%. The drop in the pace of rollovers did
lead to reduction of over 2% in EoE Open Interest.
With 60% of the stocks seeing unwinding, the
directional quotient seems to be missing on an
aggregate basis from stock futures.
The stocks, which have seen additions EOE have seen
relatively more damage than the unwinding
participants, raising the possibility of sharp movement.
Individual Stock Rollovers
Name
ABIRLANUVO
ACC
ADANIENT
ADANIPORTS
ADANIPOWER
ALBK
AMBUJACEM
ANDHRABANK
APOLLOTYRE
ARVIND
ASHOKLEY
ASIANPAINT
AUROPHARMA
AXISBANK
BAJAJ-AUTO
BANKBARODA
BANKINDIA
BATAINDIA
BHARATFORG
BHARTIARTL
BHEL
BIOCON
BPCL
CAIRN
CANBK
CENTURYTEX
Roll
80.3
54.2
57.2
55.6
84.7
84.6
56.2
88.4
80.8
84.3
84.4
40.3
88.2
62.0
63.5
69.4
81.3
78.7
95.4
58.1
81.9
82.1
67.8
68.4
82.0
89.0
3M
Name
89.8
57.3
82.0
70.9
80.8
79.6
58.0
77.6
75.6
78.8
79.7
56.3
85.9
65.5
75.9
66.7
76.9
93.8
90.8
61.9
79.2
79.0
78.8
82.9
72.2
89.6
CESC
CHAMBLFERT
CIPLA
COALINDIA
COLPAL
CROMPGREAV
DABUR
DENABANK
DISHTV
DIVISLAB
DLF
DRREDDY
EXIDEIND
FEDERALBNK
FINANTECH
GAIL
GMRINFRA
GODREJIND
GRASIM
GSPL
HAVELLS
HCLTECH
HDFC
HDFCBANK
HDIL
HEROMOTOCO
Roll
67.6
80.8
71.3
61.8
81.3
88.2
74.5
82.9
65.8
67.4
75.6
47.4
80.9
56.8
83.3
50.1
88.4
69.6
65.4
87.8
69.7
71.0
49.6
49.4
78.0
74.2
3M
Name
77.7
84.3
80.6
60.0
75.9
88.1
75.8
81.3
75.6
75.4
72.3
62.3
65.5
78.3
81.6
63.2
85.6
73.2
73.6
81.8
57.5
70.3
57.7
56.5
75.9
75.6
HEXAWARE
HINDALCO
HINDPETRO
HINDUNILVR
HINDZINC
IBREALEST
ICICIBANK
IDBI
IDEA
IDFC
IFCI
IGL
INDHOTEL
INDIACEM
INDUSINDBK
INFY
IOB
IOC
IRB
ITC
JINDALSTEL
JISLJALEQS
JPASSOCIAT
JPPOWER
JSWENERGY
JSWSTEEL
Roll
84.9
76.3
71.2
49.3
87.6
81.5
57.0
62.7
53.7
72.6
77.0
86.6
84.6
82.8
66.6
57.4
79.8
83.7
94.8
42.7
78.0
86.9
74.2
83.0
86.0
83.6
3M
81.6
83.0
88.4
65.1
80.4
84.0
58.1
84.4
80.8
74.1
86.4
77.1
91.7
83.5
67.0
61.7
81.0
80.0
91.1
57.9
78.2
88.0
79.9
79.1
77.8
78.9

MOSt Rollover Report
Date:
Friday, June 28, 2013
Stock Rollovers
Individual Stock Rollovers
Name
Roll
3M
Name
JUBLFOOD
KOTAKBANK
KTKBANK
LICHSGFIN
LT
LUPIN
M&M
MARUTI
MCDOWELL-N
MCLEODRUSS
MRF
NHPC
NMDC
NTPC
OFSS
ONGC
OPTOCIRCUI
ORIENTBANK
FRL
PETRONET
PFC
PNB
POWERGRID
PTC
PUNJLLOYD
87.8
71.7
80.7
91.4
54.4
59.8
56.4
75.8
92.1
82.2
74.3
80.2
77.7
59.3
81.1
45.8
57.4
81.8
79.9
81.7
88.8
78.0
53.6
75.7
86.8
79.4
71.1
89.2
89.6
69.9
63.7
66.5
76.1
91.5
95.7
77.1
79.6
80.0
67.0
88.9
62.6
71.9
78.1
82.1
78.1
82.7
85.0
62.8
82.5
77.4
RANBAXY
RAYMOND
RCOM
RECLTD
RELCAPITAL
RELIANCE
RELINFRA
RENUKA
RPOWER
SAIL
SBIN
SESAGOA
SIEMENS
SINTEX
SRTRANSFIN
STER
SUNPHARMA
SUNTV
SYNDIBANK
TATACHEM
TATACOMM
TATAGLOBAL
TATAMOTORS
TATAMTRDVR
TATAPOWER
Roll
75.1
93.7
73.2
87.1
80.2
55.6
81.6
74.4
84.9
81.8
76.8
75.0
84.8
84.7
74.0
88.8
66.7
78.3
80.5
83.7
88.5
73.6
64.0
85.4
50.0
3M
79.4
86.3
75.7
79.6
81.2
67.4
82.1
86.7
87.7
72.7
72.6
73.8
71.6
85.5
84.3
88.0
71.7
81.0
80.9
81.3
89.3
84.4
71.1
76.3
61.4
Name
TATASTEEL
TCS
TECHM
TITAN
UCOBANK
ULTRACEMCO
UNIONBANK
UNIPHOS
UNITECH
VIJAYABANK
VOLTAS
WIPRO
YESBANK
ZEEL
Roll
75.5
79.1
80.7
87.9
85.7
56.1
79.3
93.6
82.5
73.8
75.9
82.4
87.7
85.7
3M
72.1
72.2
78.2
78.3
85.3
66.7
69.0
83.0
80.6
84.1
79.0
67.7
85.7
79.3
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