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Friday, May 20, 2011

FII DERIVATIVES STATISTICS FOR 20-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 106754 2921.86 104117 2855.38 790268 21629.12
INDEX OPTIONS 345490 9499.28 334401 9138.04 1777246 48749.53
STOCK FUTURES 127655 3132.12 108569 2680.19 1274580 30799.81
STOCK OPTIONS 9510 237.07 9936 248.49 26848 673.93


15790.33
14922.10
FII BUY IN F&O
868.23 FII BUY IN INDEX FUTURES 66.48


FII NET SELL
181 DII NET BUY 
368
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)

1 comment:

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