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Monday, May 2, 2011

FII DERIVATIVES STATISTICS FOR 02-May-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 53181 1525.18 85510 2443.56 565941 16178.73
INDEX OPTIONS 207885 5985.54 210457 6016.16 1403913 40019.57
STOCK FUTURES 44469 1218.43 56067 1470.51 1209148 30416.57
STOCK OPTIONS 6651 177.59 6970 185.78 9478 250.95


8906.75
10116.01
86865.82





















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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