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Tuesday, August 9, 2011

FII DERIVATIVES STATISTICS FOR 09-Aug-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 196967 4870.99 204108 5039.52 562423 14269.80
INDEX OPTIONS 869582 21571.97 782488 19593.86 1897268 48123.55
STOCK FUTURES 114530 3013.23 86574 2294.36 1187974 29345.65
STOCK OPTIONS 21508 526.89 20418 504.35 22043 529.22
FII BUY IN F&O 2551
FII SELL IN INDEX FUTURES 168.52







FII NET SELL 2104 CR
DII NET BUY 
1412 CR







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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