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Wednesday, March 9, 2011

FII DERIVATIVES STATISTICS FOR 09-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 48962 1349.51 45539 1256.00 412552 11427.21
INDEX OPTIONS 199866 5462.91 214446 5837.77 1783062 49310.05
STOCK FUTURES 40773 1021.61 37699 989.65 1096564 27200.52
STOCK OPTIONS 11015 283.62 12980 333.81 39058 1028.60
       
FII SELL IN F&O 299.58CR    
     
FII NET BUY 131.17CR DII NET BUY 112.99CR  
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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