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Tuesday, March 15, 2011

FII DERIVATIVES STATISTICS FOR 15-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 111263 3024.54 171312 4638.87 456168 12414.95  
INDEX OPTIONS 355687 9542.99 304066 8185.19 1890514 51511.92  
STOCK FUTURES 42506 1132.03 47920 1248.20 1130347 27440.50  
STOCK OPTIONS 7031 191.21 8553 228.73 41255 1080.59  
         
FII NET SELL IN F&O FII NET SELL IN INDEX FUTURES 1614.33 CR
       
FII NET BUY 148.28 CR DII NET BUY 567.1CR  
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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