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Tuesday, March 1, 2011

FII DERIVATIVES STATISTICS FOR 01-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 127002 3471.40 68108 1864.98 423161 11711.26
INDEX OPTIONS 393053 10595.06 346674 9293.58 1723621 47591.32
STOCK FUTURES 72236 1876.31 56457 1485.16 1088709 26955.04
STOCK OPTIONS 13548 348.12 13503 357.05 24381 635.93
       
FII BUY IN FUTURES    
     
FII NET BUT 418.51CR DII NET BUY 95.64CR
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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