Ads 468x60px

Wednesday, February 23, 2011

FII DERIVATIVES STATISTICS FOR 23-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 230060 6292.27 243924 6674.53 616761 16756.26
INDEX OPTIONS 291461 7924.51 245961 6688.48 2229314 60605.23
STOCK FUTURES 336001 8388.44 338255 8564.74 1227519 29933.08
STOCK OPTIONS 11271 310.68 10162 281.43 27731 740.75
             
FII NET  SELL 554.6CR   DII NET BUYBUY   352.82 CRR  
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)

No comments:

Post a Comment

Popular Posts

NIFTY STOP AND REVERSE TRADING STRATEGY

NIFTY SAR(STOP AND REVERSE) FOR THE NEXT DAY IS POSTED ON DAILY BASIS ON FACEBOOK GROUP NIFTYHOLIC.

ALL VALUES ARE FOR SPOT NIFTY, TRADE THE FUTURES ACCORDINGLY

SAMPLE SAR

NIFTY SAR FOR 23RD MARCH 2011

SAR FOR 23RD MARCH,

SELL NIFTY BELOW 5405 AND GO LONG ABOVE 5430

IF HOLDS ON CLOSING BASIS

...

LAST TRADE

PART BOOKED @5385=120 POINTS OR 6000 RS.

CLOSED THE POSITION ON 22ND MARCH @5405=100 POINTS OR 5000 RS.

TOTAL PROFIT IN LAST TRADE WITH 2 LOTS=11000/-

AS ON 22ND MARCH

NIFTY RANGE FOR THE MARCH SERIES 5214.38 -- 5613.32

PCR INDEX OPTIONS-- 1.13(BEARISH)

INDIA VIX --22.26

SMR(smart Money Ratio)=16.73053(Bearish)


DISCLAIMER

Any action you choose to take in the markets is totally your own responsibility. Buzzingnifty™ will not be liable for any, direct or indirect, consequential or incidental damages or loss arising out of the use of this information. The services are based on technical analysis. They are neither an offer to sell nor solicitation to buy any of the securities mentioned herein. The writers may or may not be trading in the securities mentioned.