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Equity News
Jul 22 2008 8:17AM
RPT-India stock futures move to premium on buying

(Repeats story issued on Monday)

MUMBAI, July 21 (Reuters) - Indian stock futures saw short-covering and fresh buying on Monday ahead of a confidence vote in Parliament that would decide the fate of the government.

If the federal government failed to win the confidence motion on Tuesday, it could trigger snap elections this year.

Nifty July futures <NIFc1> ended 2.1 percent higher at 4,165.10 points, while the benchmark spot index <.NSEI> closed at 4,159.50 points, up 1.6 percent. Premium to the spot was 5.6 points, compared to a discount of 14.6 points on Friday.

"Implied volatility (IV) is up. Whenever there is uncertainty, IV is bound to go up," Ravi Sharma, analyst at Prabhudas Lilladher said.

"People expect market to be volatile tomorrow and maybe in the coming days, that's why IVs are high."

The total market IV is about 55-56 percent, Sharma said.

"People essentially want to not take a view now and wait for a day when things are clear on the government. Perhaps they would play it safe rather than take any view," said Karun Mutha, Head of Derivatives of IL&FS Investsmart.

Banking stocks, in particular, saw a long build-up including Indian Bank and Yes Bank, which Mutha attributed to "prices having corrected significantly,".

Analysts see resistance at 4,250-4,300 for the Nifty and support at 4,100.

TOP FIVE CONTRACTS BASED ON OPEN INTEREST

----------------------------------------------------------------------

COMPANY NAME RICS

OPEN INT

----------------------------------------------------------------------

Reliance Petroleum Ltd <RPETnsc1>

41518225

IFCI Ltd <IFCInsc1>

40956300

Ispat Industries Ltd <ISPTnsc1>

36947450

NTPC Ltd <NTPCnsc1>

33031375

Tata Teleservices (Maharashtra) Ltd <TTMLnsc1>

28988300

----------------------------------------------------------------------

TOP PERCENTAGE INCREASE IN OPEN INTEREST

----------------------------------------------------------------------

COMPANY NAME RICS

%AGE CHG

----------------------------------------------------------------------

Indian Bank <INBAnsc1>

111.87%

IBN18 Broadcast Ltd <IDFCnsc1>

30.14%

Nagarjuna Construction Co Ltd <NGCNnsc1>

27.89%

Jammu & Kashmir Bank Ltd <JKBKnsc1>

15.38%

Yes Bank <YESBnsc1>

15.27%

----------------------------------------------------------------------

TOP PERCENTAGE DECREASE IN OPEN INTEREST

----------------------------------------------------------------------

COMPANY RICS

%AGE CHG

----------------------------------------------------------------------

CNXIT JUL08 <CITc1>

23.04%

Lupin Ltd <LUPNnsc1>

22.94%

ITC Ltd <ITCnsc1>

18.33%

Wipro Ltd <WIPRnsc1>

12.33%

Cummins India Ltd <CUMMnsc1>

12.32%

---------------------------------------------------------------------- (Reporting by Jasudha Kirpalani, Editing by Harish Nambiar) (([email protected]; +91 22 6636 9028; Reuters Messaging: [email protected] ))

Keywords: MARKETS INDIA/DERIVATIVES

  Source:   

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