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Thursday, March 10, 2011

FII DERIVATIVES STATISTICS FOR 10-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 25291 694.16 45412 1241.37 424023 11662.68
INDEX OPTIONS 174897 4760.31 170778 4640.79 1802311 49512.29
STOCK FUTURES 33041 869.84 37108 998.60 1103523 27248.24
STOCK OPTIONS 7568 204.86 8686 242.48 39998 1056.94
       
FII SELL IN F&O TODAY   FII SELL IN INDEX FUT
     
FII NET SELL 97.19CR   DII NET BUY 108.98 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)

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