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Thursday, April 14, 2011

FII DERIVATIVES STATISTICS FOR 13-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 84020 2469.98 86982 2547.26 585130 17369.73
INDEX OPTIONS 226394 6617.13 219970 6409.43 1607231 47296.74
STOCK FUTURES 53579 1508.77 91117 2564.66 1229908 32653.84
STOCK OPTIONS 11259 318.42 11932 337.05 19773 556.92


10914.29
11858.40
97877.23
FII SELL IN F&O 944.11
FII SELL IN INDEX FUTURES 77.29 CR




FII NET BUY  25.6 CR
DII NET SELL
4.8 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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