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Thursday, April 7, 2011

FII DERIVATIVES STATISTICS FOR 07-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 27895 823.00 37036 1092.09 578288 17065.30  
INDEX OPTIONS 115190 3335.21 102345 2994.07 1446293 42351.37  
STOCK FUTURES 33894 922.07 46864 1281.05 1174651 31250.88  
STOCK OPTIONS 5912 165.64 6643 184.72 16820 469.12  
         
FII SELL IN F&O   306.01 CR FII SELL IN INDEX OPTIONS 269.09 CR
           
FII NET BUY   220.59 CR   DII NET SELL 212.16 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  
   
Posted by Unknown at 7:11 PM
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