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Thursday, March 17, 2011

FII DERIVATIVES STATISTICS FOR 16-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 79236 2189.21 53730 1482.26 437066 12065.87  
INDEX OPTIONS 183831 5029.38 181775 4923.80 1893350 52172.22  
STOCK FUTURES 45388 1187.24 34343 898.98 1136812 28051.99  
STOCK OPTIONS 8654 234.02 8174 224.17 40777 1087.11  
         
FII BUY IN F&O 1110.65CR FII BUY IN INDEX FUTURE 706.95CR
         
FII NET SELL 134.52CR DII NET BUY   326.72CR
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)
Posted by Unknown at 5:42 PM
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