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Friday, April 1, 2011

FII DERIVATIVES STATISTICS FOR 01-Apr-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 52976 1552.05 57265 1675.20 501238 14686.39  
INDEX OPTIONS 250258 7179.55 211379 6031.15 1342514 38909.66  
STOCK FUTURES 34612 919.10 59586 1566.61 1135364 29543.20  
STOCK OPTIONS 5422 138.95 5975 164.58 11149 301.68  
         
FII BUY IN F&O 352.11 CR FII SELL IN INDEX FUTURES 123.15 CR
         
FII NET BUY 415.28 CR DII NET SELL   412.63 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 7:10 PM
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