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Wednesday, August 10, 2011

FII DERIVATIVES STATISTICS FOR 10-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 189253 4837.91 130679 3309.08 560833 14451.60
INDEX OPTIONS 473054 12074.69 461338 11831.52 1899800 49026.59
STOCK FUTURES 74048 1930.11 66996 1714.09 1193012 30044.53
STOCK OPTIONS 51 1.60 280 6.66 22320 549.48


18844.31
16861.34

FII BUY IN F&O
1982 CR FII BUY IN INDEX FUTURES 1528CR







FII NET BUY
152 CR DII NET BUY
290 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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