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F&O total turnover stood at Rs 61341.80 crore on July 05

06 Jul 2011 Evaluate

Future & Option (F&O) total turnover stood at Rs 61341.80 crore on July 05, and the total numbers of contract traded on the day were 2178708.

Of the total turnover, Index Futures contributed Rs 7358.83 crore, Stock Futures Rs 11849.22 crore, and Index Options Rs 39233.29 crore while, the contribution of the Stock Options was of Rs 2900.46 crore.

For the day the total F&O PutCall ratio stood at 1.08 while Index Options PutCall ratio was 1.16 and that of Stock Options was 0.38.

The top five scrips with highest PCR on OI were Sun Pharma 3.67, Shriram Transport Finance 3.00, Jain Irrigation Systems 2.50, Siemens 1.56 and Sun TV 1.36.

Among most active underlying, SBI witnessed an addition of 8.03% of Open Interest (OI) in the July month futures contract followed by Reliance that witnessed an addition of 10.69% of Open Interest (OI) in the near month contract. Finally the Tata Steel witnessed an addition of 1.37% of OI in the July month futures.