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Markets in backwardation.

Asia Africa Intelligence Wire

| August 17, 2003 | COPYRIGHT 2003 Financial Times Ltd. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)Copyright

(From Business Line)

Byline: C. Raja Rajeshwari, fno@thehindu.co.in

There is nine trading days for the August contracts to expire. With open interest increasing, implied volatility (IV) is bound to rise in the week ahead.

MARKETS were in backwardation for most part of the week. Near month contracts of stocks such as ACC, BHEL, HPCL, M&M, SCI and Tata Motors quoted at higher price than far month - October contracts.

Continuous backwardation reflects bullish sentiments although the increasing option volatility causes concern. There are nine trading days for the August contracts to expire. With open interest increasing, implied volatility…

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