Ads 468x60px

Monday, April 18, 2011

FII DERIVATIVES STATISTICS FOR 15-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 61558 1804.13 94820 2774.23 591164 17242.36  
INDEX OPTIONS 308186 8924.25 282316 8236.46 1608161 46634.09  
STOCK FUTURES 52402 1496.14 69880 2070.56 1236646 32463.18  
STOCK OPTIONS 16076 474.37 15567 460.69 22944 630.05  
         
               
FII SELL IN F&O   843.05 CR FII SELL IN INDEX FUTURES 970.10 CR
FII NET SELL   253.43 CR DII NET SELL   360.87 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 4:08 PM
Labels:

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)

Popular Posts

NIFTY STOP AND REVERSE TRADING STRATEGY

NIFTY SAR(STOP AND REVERSE) FOR THE NEXT DAY IS POSTED ON DAILY BASIS ON FACEBOOK GROUP NIFTYHOLIC.

ALL VALUES ARE FOR SPOT NIFTY, TRADE THE FUTURES ACCORDINGLY

SAMPLE SAR

NIFTY SAR FOR 23RD MARCH 2011

SAR FOR 23RD MARCH,

SELL NIFTY BELOW 5405 AND GO LONG ABOVE 5430

IF HOLDS ON CLOSING BASIS

...

LAST TRADE

PART BOOKED @5385=120 POINTS OR 6000 RS.

CLOSED THE POSITION ON 22ND MARCH @5405=100 POINTS OR 5000 RS.

TOTAL PROFIT IN LAST TRADE WITH 2 LOTS=11000/-

AS ON 22ND MARCH

NIFTY RANGE FOR THE MARCH SERIES 5214.38 -- 5613.32

PCR INDEX OPTIONS-- 1.13(BEARISH)

INDIA VIX --22.26

SMR(smart Money Ratio)=16.73053(Bearish)


DISCLAIMER

Any action you choose to take in the markets is totally your own responsibility. Buzzingnifty™ will not be liable for any, direct or indirect, consequential or incidental damages or loss arising out of the use of this information. The services are based on technical analysis. They are neither an offer to sell nor solicitation to buy any of the securities mentioned herein. The writers may or may not be trading in the securities mentioned.