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Thursday, May 12, 2011

FII DERIVATIVES STATISTICS FOR 12-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 51539 1419.67 102666 2827.04 742494 20336.39
INDEX OPTIONS 230345 6337.85 230796 6380.28 1760139 48281.09
STOCK FUTURES 43725 1138.89 45306 1170.66 1238451 29993.13
STOCK OPTIONS 8196 208.09 7320 187.34 20747 519.06


9104.51
10565.32
99129.67
FII SELL IN F&O
1460.81 FII SELL IN INDEX FUTURES 1407.37


FII NET SELL 
420.03 DII NET BUY
312.44
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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