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Saturday, March 12, 2011

FII DERIVATIVES STATISTICS FOR 11-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 67067 1828.43 70759 1930.14 416771 11370.01
INDEX OPTIONS 291638 7834.34 252383 6859.27 1869350 50896.41
STOCK FUTURES 33464 866.32 45333 1184.51 1115596 27236.87
STOCK OPTIONS 10692 284.37 11132 295.39 40040 1043.66
       
FII BUY IN F&O FII SELL IN INDEX FUT  
 
FII NET SELL 243.58 CR DII NET BUY 112.24CR  
 
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  
Posted by Unknown at 11:13 AM
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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)

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