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Thursday, April 21, 2011

FII DERIVATIVES STATISTICS FOR 20-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 100460 2924.23 70881 2065.85 567595 16666.12
INDEX OPTIONS 276427 8018.47 247942 7165.17 1739977 50706.83
STOCK FUTURES 120141 3159.19 123470 3280.65 1273359 33657.70
STOCK OPTIONS 13064 360.71 12865 351.61 23967 667.60


14462.60
12863.28
101698.25
FII BUY IN F&O
1599.32 CR FII BUY IN INDEX OPTIONS 858.38 CR

FII NET BUY
193 CR DII NET SELL
23.27 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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