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Tuesday, April 19, 2011

FII DERIVATIVES STATISTICS FOR 19-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 52595 1512.38 72035 2068.88 572830 16498.14
INDEX OPTIONS 287408 8242.48 277483 7979.19 1712456 48958.33
STOCK FUTURES 67333 1869.44 74062 2081.54 1253640 32496.41
STOCK OPTIONS 10213 279.08 10992 300.62 23240 629.66
       
FII SELL IN F&O   526.83 CR FII SELL IN INDEX FUTURES 556.50 CR
         
FII NET SELL   5690.65 CR DII NET BUY 208.33 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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