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Tuesday, August 16, 2011

FII DERIVATIVES STATISTICS FOR 16-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 123513 3084.33 91309 2285.02 589421 14796.44
INDEX OPTIONS 399721 10069.17 460478 11712.83 1916785 48262.49
STOCK FUTURES 94425 2346.34 73842 1832.18 1205102 29174.56
STOCK OPTIONS 16983 406.45 16105 383.94 23728 549.18


15906.29
16213.96
92782.67
FII SELL IN F&O 307.67
FII BUY IN INDEX FUTURES 799.31
FII NET SELL 261 CR
DII NET BUY
251 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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