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Monday, March 21, 2011

FII DERIVATIVES STATISTICS FOR 21-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 65267 1762.57 68909 1859.80 446768 12015.67
INDEX OPTIONS 227884 6115.16 259723 6985.07 1942975 52117.83
STOCK FUTURES 59230 1532.01 61159 1557.92 1134289 27327.71
STOCK OPTIONS 8999 235.16 8945 232.83 44764 1158.26
       
FII SELL IN F&O 990.73CR FII SELL IN INDEX FUTURES 97.23CR
       
FII NET SELL 97.02CR   DII NET BUY 47.98CR  
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  

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SELL NIFTY BELOW 5405 AND GO LONG ABOVE 5430

IF HOLDS ON CLOSING BASIS

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PART BOOKED @5385=120 POINTS OR 6000 RS.

CLOSED THE POSITION ON 22ND MARCH @5405=100 POINTS OR 5000 RS.

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