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Saturday, May 7, 2011

FII DERIVATIVES STATISTICS FOR 06-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 99046 2734.24 66489 1838.48 700823 19468.97
INDEX OPTIONS 266506 7368.98 247099 6855.40 1657303 46002.50
STOCK FUTURES 75799 1985.21 47406 1210.94 1233457 30133.21
STOCK OPTIONS 8984 229.29 9026 232.11 17206 418.78
 
12317.72
10136.93
96023.45
FII BUY IN F&O
2180.78 FII BUY IN INDEX FUTURE 895.76
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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