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Tuesday, April 12, 2011

FII DERIVATIVES STATISTICS FOR 11-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 46132 1342.55 113238 3293.51 560908 16273.84  
INDEX OPTIONS 150579 4325.45 101167 2933.59 1562799 45008.21  
STOCK FUTURES 35425 969.68 51489 1405.76 1197906 31134.57  
STOCK OPTIONS 7837 219.61 7393 209.52 17188 472.77  
         
FII SELL IN F&O 985.08 CR FII SELL IN INDEX FUTURES 1950.96 CR
           
FII NET SELL 691.22 CR DII NET BUY   263.81 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 12:20 PM
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