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Why are covalently closed circular plasmid DNAs naturally found in an underwound state ?

Is it because this makes it easier for the DNA replication machinery to access and unwind DNA ? Or is it because underwound state is energetically more favourable than an overwound state ?

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DNA is not always negatively supercoiled naturally. It is important to keep in mind that different regions of topologically constrained DNA can have different supercoiling values. For example, the action of unwinding DNA for transcription or replication introduces positive supercoils ahead of the polymerase and negative supercoils behind it.

Additionally, supercoiling is present in DNA normally. Supercoiling is the result of more or less twist in a DNA helix, which is most stable when it has ~10.5 bp/turn (for B-DNA). Supercoiling allows under- or overwound DNA to return to its most stable twist. Negative supercoiling is the result of underwound DNA. Underwound DNA is not thremodynamically favourable and will actually lower the melting point of DNA (the point where strand separation occurs). This can be compensated by introducing supercoils but it is also important for processes such transcription, which require ssDNA. Negative supercoils and ssDNA can be thought of as interchangeable. Negative supercoils are also used to package DNA around histones in eukaryotes and archaea. On the other hand, positive supercoiling is the result of overwound DNA (also not thermodynamically favourable) and will increase the melting point of DNA. Positive supercoiling is often found in thermophiles which live at higher temperatures and need to prevent their DNA from melting excessively. It has also been suggested that positive supercoiling can play a role in regulation of gene expression (by inhibiting promoter melting). Organisms like to keep an approximately constant amount of supercoiling in their DNA for the above reasons; this is called the superhelical density and is characteristic of different classes of organisms.

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