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Thursday, March 31, 2011

FII DERIVATIVES STATISTICS FOR 30-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 184175 5355.39 158059 4586.60 667431 19428.99
INDEX OPTIONS 341144 9827.64 310602 8938.89 2045563 58998.13
STOCK FUTURES 254964 6682.70 264573 6975.15 1255824 32521.17
STOCK OPTIONS 5519 164.34 6659 196.01 41353 1139.29
TOTAL BUY 22030.08 SELL 20696.65 O I 112087.59
FII BUY IN F&O 1333.43  CR   FII BUY IN INDEX FUTURES 768.79 CR
             
FII NET BUY 739.61 CR   DII NET SELL 615.34 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 10:32 AM
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