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Thursday, February 24, 2011

FII DERIVATIVES STATISTICS FOR 24-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 297567 7953.46 316364 8450.08 471918 12435.71
INDEX OPTIONS 441458 11766.68 593313 15840.62 1455894 38309.67
STOCK FUTURES 298310 7103.75 308167 7389.33 1056455 24853.80
STOCK OPTIONS 9571 261.33 8332 229.03 9918 249.81
     
FII NET SELL 2702.22 CR DII NET BUY 1029.92  
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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