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Friday, March 25, 2011

FII DERIVATIVES STATISTICS FOR 25-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 225181 6335.41 114872 3233.38 499162 14187.83  
INDEX OPTIONS 309844 8691.98 297625 8275.24 1977299 55901.31  
STOCK FUTURES 176882 4660.01 187402 4889.09 1241354 31469.44  
STOCK OPTIONS 9360 264.39 9277 261.54 43017 1170.78  
         
               
FII BUY IN F&O 3292.54 CR FII BUY IN INDEX FUTURES 3102.03 CR
FII NET BUY 1446.18 CR DII NET SELL 313.77 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 7:19 PM
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