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Tuesday, March 22, 2011

FII DERIVATIVES STATISTICS FOR 22-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 109610 2975.71 48236 1311.23 457826 12435.62  
INDEX OPTIONS 186705 5003.86 224205 6003.33 1896201 51328.27  
STOCK FUTURES 70223 1771.13 66422 1643.67 1149098 27947.57  
STOCK OPTIONS 7367 193.48 6703 173.63 44870 1177.38  
         
FII BUY IN F&O 812.34 CR FII BUY IN INDEX FUTURES 1664.48CR
         
FII NET BUY 236.29 CR DII NET BUY 96.04 CR  
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 7:24 PM
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