Ads 468x60px

Wednesday, May 11, 2011

FII DERIVATIVES STATISTICS FOR 11-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 41856 1162.06 41119 1140.31 677957 18849.70
INDEX OPTIONS 121017 3330.26 125237 3472.75 1705282 47449.18
STOCK FUTURES 40218 1053.44 30580 797.85 1233736 30299.47
STOCK OPTIONS 8213 218.47 8158 215.28 21467 545.07


5764.24
5626.19
97143.42
FII BUY IN F&O
138.05 FII BUY IN INDEX FUTURES 21.75


FII NET BUY
125.07 DII NET BUY
89.12
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)

No comments:

Post a Comment

Popular Posts

NIFTY STOP AND REVERSE TRADING STRATEGY

NIFTY SAR(STOP AND REVERSE) FOR THE NEXT DAY IS POSTED ON DAILY BASIS ON FACEBOOK GROUP NIFTYHOLIC.

ALL VALUES ARE FOR SPOT NIFTY, TRADE THE FUTURES ACCORDINGLY

SAMPLE SAR

NIFTY SAR FOR 23RD MARCH 2011

SAR FOR 23RD MARCH,

SELL NIFTY BELOW 5405 AND GO LONG ABOVE 5430

IF HOLDS ON CLOSING BASIS

...

LAST TRADE

PART BOOKED @5385=120 POINTS OR 6000 RS.

CLOSED THE POSITION ON 22ND MARCH @5405=100 POINTS OR 5000 RS.

TOTAL PROFIT IN LAST TRADE WITH 2 LOTS=11000/-

AS ON 22ND MARCH

NIFTY RANGE FOR THE MARCH SERIES 5214.38 -- 5613.32

PCR INDEX OPTIONS-- 1.13(BEARISH)

INDIA VIX --22.26

SMR(smart Money Ratio)=16.73053(Bearish)


DISCLAIMER

Any action you choose to take in the markets is totally your own responsibility. Buzzingnifty™ will not be liable for any, direct or indirect, consequential or incidental damages or loss arising out of the use of this information. The services are based on technical analysis. They are neither an offer to sell nor solicitation to buy any of the securities mentioned herein. The writers may or may not be trading in the securities mentioned.