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Tuesday, April 5, 2011

FII DERIVATIVES STATISTICS FOR 05-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 51645 1526.75 72368 2139.85 572232 16973.18
INDEX OPTIONS 168272 4905.33 151922 4423.02 1441285 42371.94
STOCK FUTURES 37731 988.82 59575 1564.21 1155594 30580.67
STOCK OPTIONS 7606 215.80 7392 211.68 15347 428.29
       
FII SELL IN F&O 702.06 CR FII NET SELL IN INDEX FUTURES 613.10 CR
       
FII NET BUY 723.29 CR DII NET SELL   528.98 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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