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Saturday, April 9, 2011

FII DERIVATIVES STATISTICS FOR 08-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 45634 1339.95 72760 2128.33 573998 16799.41  
INDEX OPTIONS 182931 5269.96 139139 4039.38 1503663 43707.83  
STOCK FUTURES 42385 1112.16 61366 1672.69 1181580 31038.03  
STOCK OPTIONS 8583 242.48 8581 240.42 16818 465.85  
         
FII SELL IN F&O 116.28 CR FII SELL IN INDEX FUTURES 788.37 CR
         
FII NET BUY 384.85CR DII NET SELL 128.4 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 10:54 AM
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