Ads 468x60px

Tuesday, March 8, 2011

FII DERIVATIVES STATISTICS FOR 08-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 64676 1784.44 49548 1366.26 404505 11193.62
INDEX OPTIONS 212923 5797.27 230606 6262.68 1804972 49823.86
STOCK FUTURES 32638 865.26 36357 926.50 1099272 27153.39
STOCK OPTIONS 9387 242.93 10095 261.80 35607 931.84
       
FII SELL IN F&O   CR    
     
FII NET BUY   237.07CR   DII NET SELL 140.46CR
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.