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Tuesday, June 1, 2010

Why is the Nifty Future quoting at a discount ?

Why is the Nifty Future quoting at a discount ?

The Nifty futures closed with a discount of 22 points in comparison with the underlying, the S&P CNX Nifty. Why is the future quoting at a great discount even when it has been rallying for the past four days ! This is the month of June in which many Nifty constituents pay their dividends. Equities of many Nifty companies are quoting at a premium to their futures because of the embedded dividends. For example, ICICI Bank and TCS are two such heavy weights whose futures are quoting at a discount. Therefore, the discount of the Nifty future is because of the dividend eligibility of the equities and is a seasonal phenomenon seen every year in the May - June period.

Regards,
Team Market View Investments.
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