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Friday, March 18, 2011

FII DERIVATIVES STATISTICS FOR 18-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 79027 2140.67 98089 2650.69 454580 12237.59  
INDEX OPTIONS 233745 6264.42 251466 6772.75 1923232 51674.09  
STOCK FUTURES 42882 1111.24 54439 1383.85 1130294 27281.47  
STOCK OPTIONS 13152 356.03 13675 371.16 43704 1141.56  
         
FII SELL IN F&O 1306.09CR FII SELL IN INDEX FUTURE 510.02CR
         
FII NET SELL 523.51CR DII NET BUY 296.3CR    
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 7:23 PM
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