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Friday, March 25, 2011

FII DERIVATIVES STATISTICS FOR 24-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 125655 3479.28 100853 2793.34 478087 13264.04  
INDEX OPTIONS 176261 4818.27 126318 3466.29 1933364 53384.24  
STOCK FUTURES 135731 3363.45 139189 3460.14 1200212 29793.85  
STOCK OPTIONS 7714 191.72 7200 184.33 43338 1153.56  
         
               
FII BUY IN F&O 1948.62CR FII BUY IN INDEX FUTURE 685.94CR
FII NET BUY 307.82CR DII NET BUY 378.12CR    
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 10:36 AM
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