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Tuesday, May 10, 2011

FII DERIVATIVES STATISTICS FOR 10-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 74634 2076.57 50748 1410.76 683716 18948.09
INDEX OPTIONS 188846 5246.97 187578 5170.93 1690710 46842.53
STOCK FUTURES 46056 1198.64 39725 1045.39 1235250 30125.38
STOCK OPTIONS 6841 180.95 6437 167.48 19754 488.55


8703.12
7794.56
96404.54
FII BUY IN F&O
908.56 FII BUY IN INDEX FUTURES 665.80







FII NET BUY
25.02 DII NET BUY
130.86
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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