Nifty October 2011 futures closed at 4,867.60 at a premium of 18.10 points over spot closing of 4,849.50, while Nifty November 2011 futures were at 4,879.00 at a premium of 29.50 points over spot closing. The near month October 2011 derivatives contract expires on Thursday, October 25, 2011. Nifty October futures saw addition of 11.51% or 2.26 million (mn) units, taking the total outstanding open interest (OI) to 21.90 mn units.
From the most active contract by contract value, SBI’s October 2011 futures were at a discount of 2.25 point at 1861.05 compared with spot closing of 1863.30. The number of contracts traded was 20,438.
L&T October 2011 futures were at a premium of 4.55 point at 1324.65 compared with spot closing of 1320.10. The number of contracts traded was 12,113.
RIL October 2011 futures were at a premium of 4.25 point at 790.70 compared with spot closing of 786.45. The number of contracts traded was 18,164.
ICICI Bank October 2011 futures were at a premium of 1.30 point at 839.60 compared with spot closing of 838.30. The number of contracts traded was 16,233.
Infosys October 2011 futures were at a discount of 4.80 point at 2473.00 compared with spot closing of 2477.80. The number of contracts traded was 9,534.