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Tuesday, February 22, 2011

FII DERIVATIVES STATISTICS FOR 22-Feb-2011

  BUY SELL OPEN INTEREST AT THE END OF THE DAY
  No. of contracts Amt in Crores No. of contracts Amt in Crores No. of contracts Amt in Crores
INDEX FUTURES 230413 271564 634799 17368.00
INDEX OPTIONS 453673 481427 2211768 60481.73
STOCK FUTURES 283966 286279 1230197 30166.34
STOCK OPTIONS 17818 17638 26426 710.88
   
 
   
     
FII NET SELL -386.26   DII NET BUY 413.99  
Notes:  
   
Both buy and sell positions have been considered  
Options Value (Buy/Sell) = Strike price * Qty  
Futures Value (Buy/Sell) = Traded Price * Qty  
 
Value & Open Interest at the end of day:  
Options Value (End of day) = Underlying Close Price * Qty  
Futures Value (End of day) = Closing Futures Price * Qty  
(closing price is the daily settlement price of futures contracts)

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