22 Sep 2018 | 11:47 AM
Research Report
Monthly

Equity Research Report: Rollover Report - September 2018

Nifty futures has rolled around 68% vs 74% with respect to last month, the open interest for the new September contract is more compared to last month by 29lkh. Fresh long buildup in index can trigger follow-up buying. The range for Nifty might be at 11550-11900 and Banknifty at 27000-28600 for first fortnight of September series.
31 Aug 2018 | 02:23 PM

Banknifty futures rolled at around 66% vs 78% compared to last month. The open interest of Banknifty futures in this series is lower by around 6.4lkh, due to long unwinding seen during expiry.

Strategy
1. Buy Nifty September 11700 CE@150 and Sell 2*11900 CE@60 each, spread at 30, stoploss 0, target 100.
2. Sell BankNifty 27 September 28500 CE@250-270, stoploss at 326, target 100.
3. Buy Nifty fut @11720 and Sell Banknifty fut @28170, spread value at 2.47lkh, stoploss at 2.35lkh, target 2.65lkh.
4. Spread value = ((28170 *40)-(11720*75))= 2.47lkh.