Ads 468x60px

Saturday, February 26, 2011

FII DERIVATIVES STATISTICS FOR 25-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 122813 99629 420634
INDEX OPTIONS 403102 348901 1617381
STOCK FUTURES 77824 72581 1067338
STOCK OPTIONS 14909 13779 19012
TOTAL F&O      
FII NET SELL 561.46 CR DII NET BUYUY 555.29    
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.