FII DERIVATIVES STATISTICS FOR 31-Mar-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	232778	6810.41	187259	5472.77	476761	13965.95
INDEX OPTIONS	464340	13424.27	414274	11964.14	1253343	36355.01
STOCK FUTURES	208063	5429.97	222849	5893.43	1117718	28783.75
STOCK OPTIONS	5052	143.20	6605	186.67	4942	143.82
FII BUY IN F&O	2290.83CR		FII BUY IN INDEX FUTURE			1337.64 CR
FII NET BUY	3324.59 CR		DII NET SELL			1716.85 CR
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)

FII DERIVATIVES STATISTICS FOR 30-Mar-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	184175	5355.39	158059	4586.60	667431	19428.99
INDEX OPTIONS	341144	9827.64	310602	8938.89	2045563	58998.13
STOCK FUTURES	254964	6682.70	264573	6975.15	1255824	32521.17
STOCK OPTIONS	5519	164.34	6659	196.01	41353	1139.29
TOTAL	BUY	22030.08	SELL	20696.65	O I	112087.59
FII BUY IN F&O	1333.43  CR		FII BUY IN INDEX FUTURES			768.79 CR
FII NET BUY	739.61 CR		DII NET SELL			615.34 CR
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)

NIFTY FIBONACCI RESISTANCE

Nifty has retraced 68.2% @5797, of the fall from 6181 to 5177.A close above 5797 will only add more strength to the bull, with expiry day arriving, current upmove should not end without adding more pains to the bears camp.

FIBONACCI RETRACEMENT AND CHANNEL TOP

NIFTY GARTLEY

In the second chart is shown the prices taking a pause at the bottom of the price range of the Gartley pattern.A good news for the bears is that the pattern will be completed on Wednesday but not before taking every single bear out of trade.

FII DERIVATIVES STATISTICS FOR 29-Mar-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	209056	6029.44	205798	5931.00	661725	19070.83
INDEX OPTIONS	315627	8963.89	290757	8235.78	2031639	58071.56
STOCK FUTURES	257844	6575.36	261817	6683.22	1257293	32250.68
STOCK OPTIONS	7957	225.62	7841	219.57	43073	1186.26
FII BUY IN F&O	724.74CR		FII BUY IN INDEX FUTURE			98.44 CR
FII NET BUY	1291.54CR		DII NET SELL		474.17CR
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)

ICHIMOKU Price above komu(Cloud)

The bulls are gaining strength by the day, conquering every resistance with ease, Yesterday the close was near 200DMA, this has not even been tested today.

PRICE ABOVE KOMU &200DMA

In Ichimoku  pattern this is for the first time since the fall from Jan that the prices have moved above the komu, the level for komu till 26th April is 5690, treat it as the pivot for the coming month.

FII DERIVATIVES STATISTICS FOR 28-Mar-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	232388	6631.17	202803	5783.19	599219	17109.47
INDEX OPTIONS	371255	10461.51	367729	10358.54	1998615	56736.19
STOCK FUTURES	266031	6900.31	269577	6980.84	1262508	32122.74
STOCK OPTIONS	10849	298.76	9509	266.72	46073	1261.41
FII BUY IN F&O	902.45 CR		FII BUY IN INDEX FUTURES			847.98 CR
FII NET BUY	890.01 CR		DII NET SELL		286.52 CR
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)

NIFTY WEEKEND ANALYSIS for week ended 26th March. 2011

Nifty started the week on a positive note and continued to rise through out the week and closed at 5654 as compared to previous weekly close at 5376.95. A good gain of nearly 280 points for the week and expiry near the corner could take the bears for more ride and more pains for the put writers, who have had two very good expiry as nifty closed at the low on the expiry day.

Let us see the alignment of some of the key technical Indicators

 Elliot Wave Count:
wave 1 down: 6312-5762=560 points
wave 2 up : 5762-6152= 405 points
wave 3 down: 6152- 5177= 975 points
wave 4 up : ????????                     
      possibilities are23.6% @ 5177 to 5414= 237 points (achieved)
                            38.2%@ 5177 to 5562= 385 points(achieved)
                            50% @ 5177 to 5681= 504 points??? is 4 up over?????
Is it Flat Correction or a five wave Triangle, and e wave of 4 ended on friday ????  4^th still on or is it over???. will have to see the price actions as it unfolds during the week(Other EW possibilities also exist, to avoid any confusion to the readers posting only what looks like the most obvious count)
Wave 5 to follow

BUZZINGNIFTY: POSSIBLE 5 WAVE TRIANGLE IN 4TH WAVE

 Ichimoku: Gave a weak buy signal on 4^th March with the nifty around 5420 level then a sell signal during the week and almost turned up again in buy mode on friday. For the first time since the fall from Jan the price action have moved in the cloud, will gain more strength when the nifty would start trading above the cloud.

BUZZINGNIFTY: ICHIMOKU- KOMU

 

BollingerBand: On daily charts the nifty has finally broken the range and trading above the upper-band, ideally this is a good time to go shorts but since the monthly and weekly are near the mid band nifty could still continue the journey north even in overbought conditions in daily charts

 

BUZZINGNIFTY: DAILY BOLLINGER BAND

BUZZINGNIFTY: WEEKLY BOLLINGER BAND

 In the weekly chart the prices rose from the bottom of the bollinger band, first resistance would be the mid point of the band currently at 5690, which is also the target for 4th wave up.

BUZZINGNIFTY: MONTHLY BOLLINGER BAND

 Since the recovery from the 2008 global meltdown price action in Nifty has never been below the  monthly mid-band of the bollinger band, indicating that we are still in bulls market, after touching the midpoint of the band last month, and consolidation followed and on Friday the close was at months high point, the upper boundary of the band is currently around 6100 odd level.

 

DEATH CROSS( 50DMA Crossing  below 200DMA)

The DEATH CROSS was Formed in Nifty on 4th March 2011, It is considered highly Bearish, The Last Time when we saw this formation Nifty slipped from 4800 levels to 2300 odd Levels, as the name itself indicates highest degree of Bearishness there is a lot to cheer in the bears camp at the moment. The only hope for the bulls is that the 200 DMA is still rising.( Ideally both moving averages should be moving down in this formation.)

End of the week and nifty decided to move past 50DMA, the next test of the strength of the bulls would be 200dma roughly around 5697 level.

Recently  there was a similar cross in S&P Index in US, but the Price movement proved otherwise,

BUZZINGNIFTY: NIFTY DEATH CROSS

  BULLS/ BEAR POWER

This is one indicator which i,ve recently added to the study, this simply indicates the power of the BULL/ BEAR as compared to the price action.

BUZZINGNIFTY: BULL/BEAR POWER

As can be seen in the Chart that the bears power has been reducing, whereas the bull-power indicator has seen a sudden rise and given a breakout from the range, indicating the bulls are not only gaining the control over bears but also able to move the prices above the range.


BEARISH FLAG
In one of the previous post we saw a triangle formation and a bearish flag in Nifty, although the triangle has given a breakout, the possibility of flag still remains.

BUZZINGNIFTY: RESISTANCE LINE

 

 

A fail to cross the resistance line would not only make the triangle break a false move, but will also see Nifty slipping to sub 5000 level , the possible target of the flag is roughly 950 points.


A cluster of resistances for nifty on the way up, a close above 5700 will give bulls more strength, making  this a good point to go shorts with small stop-loss, above this we might well be moving to newer highs.

NIFTY CONTINUATION OF PATTERNS--FOLLOWUP POST 2

NIFTY CONTINUATION OF PATTERNS

 The first post regarding continuation of patterns in Nifty first posted on 16th Feb 2011, at that time AB up was under formation.
Subsequent post on 26th Feb indicated BC was near over and larger CD could start.
As the price action in the last week indicates making of CD leg of the formation, will have to watch if the move really is on the way up to complete the formation.
Below is the detailed analysis of the earlier formations and the possible targets for the current formation



Down Trend 1( Start of continuation Patterns)
BAT PATTERN(BEARISH)
fall 6284 to 5966 = 318 points in 5 days
rise 5966 to 6151= 186 points or 58.5% in 3 days
fall 6151 to 5937= 214 points or 115% in 4 days
rise 5937 to 6338= 410 points or 195%in 5 days
PATTERN COMPLETED
resulting in a bigger fall to 5690 in 15 days

Down Trend 2(Larger Pattern)
GARTLEY( BEARISH)

fall 6338 to 5690 = 648 points in 15days

rise 5690 to 6069= 379 points or 58.5% in 6 days

fall 6069 to 5721=348 points or 90% in 5 days

rise 5721 to 6181= 460 points or 135%in 16 days
PATTERN COMPLETED 
 resulting in a bigger fall to 5177 in 15 days

Down Trend 3(Largest in the making)
POSSIBLE FORMATION

BAT / ALTERNATE BAT/ CRAB PATTERN(ALL BEARISH)
fall 6181 to 5177  = 1004 points in 37 days

rise 5177 to 5599= 422 points in 7 days

fall 5599 to 5232= 367 points in 7 days


IF THE NIFTY GETS SUPPORT FROM HERE THEN POSSIBLE TARGETS

BAT PATTERN


a).rise 5232 to 5965= 733 points in 35-40 days
b)..rise 5232 to 6310= 1078 points in 35-40 days


ALTERNATE BAT PATTERN


a).rise 5232 to 6065= 833 points in 35-40 days
b)..rise 5232 to 6191= 959 points in 35-40 days


CRAB PATTERN


a).rise 5232 to 6383= 1151 points in 35-40 days
b)..rise 5232 to 6799= 1567 points in 35-40 days








In reference to the post read:
BUZZING NIFTY: FOLLOWUP POST NIFTY CONTINUATION OF PATTERNS
BUZZING NIFTY: NIFTY CONTINUATION OF PATTERNS

FII DERIVATIVES STATISTICS FOR 25-Mar-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	225181	6335.41	114872	3233.38	499162	14187.83
INDEX OPTIONS	309844	8691.98	297625	8275.24	1977299	55901.31
STOCK FUTURES	176882	4660.01	187402	4889.09	1241354	31469.44
STOCK OPTIONS	9360	264.39	9277	261.54	43017	1170.78
FII BUY IN F&O	3292.54 CR		FII BUY IN INDEX FUTURES			3102.03 CR
FII NET BUY	1446.18 CR		DII NET SELL		313.77 CR
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)

NIFTY FUTURES NEAR RESISTANCE LINE

NIFTY FUTURE CHART

Nifty futures near the resistance line, also 50SMA at is @5635, a cross above these resistances and nifty futures will keep moving higher .

NIFTY TRIANGLE BREAKOUT

TRIANGLE BREAK

The triangle formed in daily charts gave a breakout.
Technical target for the breakout is 250-700 points from the breakout point ,roughly 5510,
In the recent times the triangles have been giving false break before resuming the trend, also a close above previous highs of 5599 & 5608 might see nifty flying to 5750-65 levels.

FII DERIVATIVES STATISTICS FOR 24-Mar-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	125655	3479.28	100853	2793.34	478087	13264.04
INDEX OPTIONS	176261	4818.27	126318	3466.29	1933364	53384.24
STOCK FUTURES	135731	3363.45	139189	3460.14	1200212	29793.85
STOCK OPTIONS	7714	191.72	7200	184.33	43338	1153.56
FII BUY IN F&O	1948.62CR		FII BUY IN INDEX FUTURE			685.94CR
FII NET BUY	307.82CR		DII NET BUY		378.12CR
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)

NIFTY CHANNEL BREAK &TRIANGLE --UPDATE

NIFTY CHANNEL BREAKOUT IN HOURLY CHART

In the above chart nifty broke the channel in hourly time frame, as long as nifty trades above this channel the bull are safe, Watch out the false breakout, also the prices are approaching the 50DMA, which could act as resistance, once crossed the Bulls will get more strength.




                                      NIFTY TRIANGLE IN DAILY CHARTS--- UPDATE

As nifty is approaching the Apex of the triangle the range is shrinking, today the prices reached near the top of the band, watch out the breakout. If fail to cross the upper band and nifty fall back to channel boundry in hourly charts , nifty may start moving towards the lower band of the triangle.

FII DERIVATIVES STATISTICS FOR 23-Mar-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	73578	2016.42	60515	1657.92	472927	13003.70
INDEX OPTIONS	193807	5248.67	177353	4781.61	1904095	52174.56
STOCK FUTURES	88669	2272.62	93269	2391.32	1172172	28871.86
STOCK OPTIONS	7016	184.77	7444	192.98	44536	1181.66
FII BUY IN F&O	698.64CR		FII BUY IN INDEX FUTURES			358.49 CR
FII NET BUY	312.1CR		DII NET BUY		1111.68 CR
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)

ICHIMOKU KINKO HYO BEARISH CROSS

ICHIMOKU KINKO HYO
Gave a sell signal today with the cross of Tenkan-Sen moving below Kijun-Sen, Since the cross is below Komu the degree of bearishness is high.
Also since the fall from 6339 its for the first time the prices are coming near the komu currently @5478,the bulls will gain more strength once the Nifty starts trading in the cloud.

FII DERIVATIVES STATISTICS FOR 22-Mar-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	109610	2975.71	48236	1311.23	457826	12435.62
INDEX OPTIONS	186705	5003.86	224205	6003.33	1896201	51328.27
STOCK FUTURES	70223	1771.13	66422	1643.67	1149098	27947.57
STOCK OPTIONS	7367	193.48	6703	173.63	44870	1177.38
FII BUY IN F&O	812.34 CR		FII BUY IN INDEX FUTURES			1664.48CR
FII NET BUY	236.29 CR		DII NET BUY		96.04 CR
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)

NIFTY SECTORIAL INDEX ANALYSIS

Nifty closed today on a flattish note, although intraday the moment was around 70 odd points in nifty futures, the premium in nifty futures suggest the BULLS are not ready to give up the fight.

As already discussed about the TRIANGLE formation in Nifty, mostly a similar pattern is visible in almost all the sectors, with a couple of sectors/ index moving ahead of nifty.

                                                                           NIFTY

TRIANGLE FORMATION IN NIFTY

The triangle in nifty is not breached, as price moves indicate there would be no major changes in the prices and nifty may continue to trade within the triangle for some more time.


                                                                   BANK NIFTY

BANK NIFTY TRIANGLE

In the above chart it can be seen that the Nifty is trading near the lower band of the Triangle, The Bank Chart  is however trading near the UpperBand of the Triangle and the close today was positive with banking index closing at 10723.60 or 7.70 points up from Fridays close. The last rally in nifty was mostly lead by Bank Nifty , will this continue this time around ??? Watch closely the banking index for early signs of recovery in the Nifty

                                                                      IT INDEX

IT INDEX

The IT Index has a different story and the trend line is violated and the index closed 47.80 points down from the Fridays close. Will this drag Nifty down???? Watch out the price action as it unfolds in the coming days.

                                                                                 PSE INDEX

PSE INDEX

Like IT Index the PSE index is also favouring the Bears and dragging the nifty Down.



                                                                  PSU BANK INDEX

Although the overall Banking Index is trading near the top band of the Triangle, the PSU banking index touched the Bottom of the triangle and managed to close near the lower band.

                                                                   MIDCAP INDEX

The MIDCAP INDEX seems like favouring the Bulls, although it closed in RED today but the close was above the upper band of the triange, today also it tested the upper band like it did on Friday but managed to close above the Triangles upper band.Keep a watch , if it comes back in the triangle then the breakout would be false and the momentum might move in the favour of the Bears.


                                                                 DEFTY INDEX

Defty which is the major indicator of the FIIs trading activity was also the only other index apart from BANK Index which managed to close in Green 1.55 points up. Defty is trading Near the lower band of the triangle.

All other INDEX are in line with Nifty, the advice is to go with the trend in Nifty and if the triangle breaks only then take good positions , else stay out or trade light.

FII DERIVATIVES STATISTICS FOR 21-Mar-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	65267	1762.57	68909	1859.80	446768	12015.67
INDEX OPTIONS	227884	6115.16	259723	6985.07	1942975	52117.83
STOCK FUTURES	59230	1532.01	61159	1557.92	1134289	27327.71
STOCK OPTIONS	8999	235.16	8945	232.83	44764	1158.26
FII SELL IN F&O	990.73CR		FII SELL IN INDEX FUTURES			97.23CR
FII NET SELL	97.02CR		DII NET BUY		47.98CR
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

NIFTY WEEKEND ANALYSIS for week ended 19th March. 2011

Nifty ended yet another week on a negative note, eating up all the gains for the week,
On 7^th Feb the closing price of Nifty was 5376.95and on 18^th March nifty closed at 5373.70. Practically nifty has gone nowhere. The High during the period was 5608 and the Low Being 5177, the mid point of which is 5392.5. All in All a bad period for the day traders, with Stop-loss taken on both the sides.

Let us see the alignment of some of the key technical Indicators

 Elliot Wave Count:
wave 1 down: 6312-5762=560 points
wave 2 up : 5762-6152= 405 points
wave 3 down: 6152- 5177= 975 points
wave 4 up : ????????                      
      possibilities are23.6% @ 5177 to 5414= 237 points (achieved)
                            38.2%@ 5177 to 5562= 385 points(achieved)
                            50% @ 5177 to 5681= 504 points??? is 4 up over?????
Is it Flat Correction or a Triangle????  4^th still on or is it over???. will have to see the price actions as it unfolds during the week(Other EW possibilities also exist, to avoid any confusion to the readers posting only what looks like the most obvious count)
Wave 5 to follow

POSSIBLE ELLIOT WAVE FORMATION

 Ichimoku: Gave a weak buy signal on 4^th March with the nifty around 5420 level. Tenkan Sen crossed Kijun Sen indicating buy Signal, Komu has not been tested since 11^th Jan 2011, for the current week the Komu border is around 5445 which could act as resistance to the already generated buy signal, once the prices trade in the Komu cloud bulls will get strength.

ICHIMOKU KINKO HYO

BollingerBand: On daily charts a lot of action of the past fortnight has been around the Midpoint of the Bollinger Band, Indicating Indecision, Nifty closed Higher/ Lower then the Mid Band(20SMA) 5 times each during this period. Fridays fall brought it well below this Level.

 

NIFTY BOLLINGER BAND

 DEATH CROSS( 50DMA Crossing  below 200DMA)

The DEATH CROSS was Formed in Nifty on 4th March 2011, It is considered highly Bearish, The Last Time when we saw this formation Nifty slipped from 4800 levels to 2300 odd Levels, as the name itself indicates highest degree of Bearishness there is a lot to cheer in the bears camp at the moment. The only hope for the bulls is that the 200 DMA is still rising.( Ideally both moving averages should be moving down in this formation.)

DEATH CROSS

 DOLLAR INDEX: There is a steep falling wedge in formation in the DOLLAR INDEX, which is a reversal pattern, sooner or later the prices will start moving north which will definitely not be a good sign for the bulls.


RISING CRUDE PRICES: A lot of struggle is going on in the Oil Rich nations to break the Dictator Rules in the respective country, no sooner the matter is resolved there is another outbreak in the other country, keeping constant pressure on the Prices, India being a Net importer of the Oil will only have more pressure if there is major revolt or any interference from other countries, to uproot the Dictators off Power.

Tsunami Hit JAPANESE Economy: God have mercy on poor people of Japan who are facing the Wrath of the Gods, the leak of radiation is only raising the problems for the economy, the impact both in terms of Health and Economy will definitely hurt more.





 Also Read this as a port of the post
http://buzzingnifty.blogspot.com/2011/03/nifty-triangle-bearish-flag-formation.html

BUZZING NIFTY: NIFTY TRIANGLE & BEARISH FLAG FORMATION

BUZZING NIFTY: NIFTY TRIANGLE & BEARISH FLAG FORMATION

FII DERIVATIVES STATISTICS FOR 18-Mar-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	79027	2140.67	98089	2650.69	454580	12237.59
INDEX OPTIONS	233745	6264.42	251466	6772.75	1923232	51674.09
STOCK FUTURES	42882	1111.24	54439	1383.85	1130294	27281.47
STOCK OPTIONS	13152	356.03	13675	371.16	43704	1141.56
FII SELL IN F&O	1306.09CR		FII SELL IN INDEX FUTURE			510.02CR
FII NET SELL	523.51CR		DII NET BUY		296.3CR
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)