NIFTY Analytics Report - 2026-06-12 15:23:01 IST

Spot → Futures	Forward / Roll
06-16	4	13.1	5.0%	7	0.04%	2.0%
06-23	11	22.0	3.1%	7	0.14%	7.2%
06-30	18	54.7	4.7%	7	0.11%	5.5%
07-07	25	79.6	4.9%	7	-0.32%	-16.5%
07-14	32	4.7	0.2%	14	0.62%	16.1%
07-28	46	151.2	5.1%	28	0.44%	5.6%
08-25	74	254.2	5.3%	35	0.66%	6.8%
09-29	109	410.8	5.8%	91	1.84%	7.2%
12-29	200	844.8	6.4%	91	1.99%	7.6%
03-30	291	1315.0	6.8%	—	—	—

Spot → Futures

Forward / Roll

Exp

DTE

Basis

Carry

→Days

Roll

Fwd

06-16

13.1

5.0%

0.04%

2.0%

06-23

22.0

3.1%

0.14%

7.2%

06-30

54.7

4.7%

0.11%

5.5%

07-07

79.6

4.9%

-0.32%

-16.5%

07-14

4.7

0.2%

0.62%

16.1%

07-28

151.2

5.1%

0.44%

5.6%

08-25

254.2

5.3%

0.66%

6.8%

09-29

109

410.8

5.8%

1.84%

7.2%

12-29

200

844.8

6.4%

1.99%

7.6%

03-30

291

1315.0

6.8%

—

Feature Availability

Feature	Status	Description
Forward Matrix JSON	✓	Always available
Quote Cards HTML	✓	ATM quote cards table
Event Window Tool	✗	Custom implied moves
Sliding Windows	✗	Not shipped yet
Smile Density Plots	✗	FULL mode only
Chain Snapshots	✗	FULL mode only
Carry Data	✓	Carry curve analysis

Data Counts

Metric	Count
Usable Expiries	10
Excluded Expiries	0
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	11

Export Files

File	Description
run_diagnostics.json	Full diagnostics with issues and metrics
quote_cards.html	HTML table of all ATM quotes

Useful jq Queries

# Get all issues
cat exports/run_diagnostics.json | jq '.issues'

# Count issues by severity
cat exports/run_diagnostics.json | jq '.issues | group_by(.severity) | map({severity: .[0].severity, count: length})'

# Get structure summary
cat exports/run_diagnostics.json | jq '.structure_summary'

# Get NEG intervals
cat exports/run_diagnostics.json | jq '.structure_summary.neg_interval_count'

Debug artifacts only available in FULL mode.

📈 Term Structure VT

🔲 Forward Matrix VT

📊 Carry Analysis

Feature Availability

Data Counts

Export Files

Useful jq Queries