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Thursday, March 3, 2011

FII DERIVATIVES STATISTICS FOR 03-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 87532 2421.11 80500 2220.93 416063 11521.86
INDEX OPTIONS 484808 13171.19 430587 11725.58 1746086 48332.99
STOCK FUTURES 61211 1580.67 79966 2111.96 1093804 27097.37
STOCK OPTIONS 17162 463.97 15278 412.52 26751 698.21
       
FII BUY IN F&O    
     
FII NET BUY 229.02   DII NET BUY 95.52  
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    

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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

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LAST TRADE

PART BOOKED @5385=120 POINTS OR 6000 RS.

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

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PCR INDEX OPTIONS-- 1.13(BEARISH)

INDIA VIX --22.26

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