homemarket Newsstocks NewsFebruary F&O series begins with 75% rollover from January series

February F&O series begins with 75% rollover from January series

Dalal Street began the February futures & options (series) on Friday. The Nifty50 ended the January F&O series with a loss of 93.8 points or 0.5 percent.

By Mangalam Maloo  Jan 28, 2022 3:35:35 PM IST (Updated)


Dalal Street began the February futures & options (F&O) series on Friday, a day after the Nifty50 index ended the January series with a loss of 93.8 points or half a percent. The 50-scrip index moved within a range of 1,514 points in the monthly series gone by. The 30-scrip index Sensex lost 517.4 points — or 0.9 percent — during this period.
Rollovers
The Nifty's January-February rollovers are at 74.6 percent as against a three-month average of 81.3 percent.
MonthRollovers (%)OI at start of series (crore shares)FII long exposure in index futures (%)
February751.0333
January790.9666
December831.0570
November821.0454
October751.1757
Key triggers for February F&O series
  • Feb 1: Union Budget
  • Feb 9: RBI policy
  • FII flows, Fed speak, inflation data
  • Remainder of Q3 earnings
  • 2 stocks enter F&O trading
  • Voting in state elections
  • COVID-related announcements​
  • Foreign institutional investors' longs are at 33 percent at the beginning of the February series -- the lowest start to a series since March 2020. Here's how the 50-scrip index has fared in the December series in the past: