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Wednesday, March 23, 2011

FII DERIVATIVES STATISTICS FOR 23-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 73578 2016.42 60515 1657.92 472927 13003.70  
INDEX OPTIONS 193807 5248.67 177353 4781.61 1904095 52174.56  
STOCK FUTURES 88669 2272.62 93269 2391.32 1172172 28871.86  
STOCK OPTIONS 7016 184.77 7444 192.98 44536 1181.66  
         
FII BUY IN F&O 698.64CR FII BUY IN INDEX FUTURES 358.49 CR
         
FII NET BUY 312.1CR   DII NET BUY 1111.68 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 7:29 PM
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