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Monday, March 28, 2011

FII DERIVATIVES STATISTICS FOR 28-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 232388 6631.17 202803 5783.19 599219 17109.47
INDEX OPTIONS 371255 10461.51 367729 10358.54 1998615 56736.19
STOCK FUTURES 266031 6900.31 269577 6980.84 1262508 32122.74
STOCK OPTIONS 10849 298.76 9509 266.72 46073 1261.41
       
FII BUY IN F&O 902.45 CR FII BUY IN INDEX FUTURES 847.98 CR
FII NET BUY 890.01 CR DII NET SELL 286.52 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)

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SAMPLE SAR

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SAR FOR 23RD MARCH,

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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