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Wednesday, August 24, 2011

FII DERIVATIVES STATISTICS FOR 24-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 326367 8004.62 313533 7666.01 687176 16634.50
INDEX OPTIONS 335908 8197.87 272271 6788.08 2165646 52925.23
STOCK FUTURES 327321 7832.24 317086 7665.29 1272775 30315.16
STOCK OPTIONS 3723 83.94 2608 60.34 26428 598.58


24118.67
22179.72

FII SELL IN F&O 1938.95
FII SELL IN INDEX FUTURES 338.61







FII NET SELL 883 CR
DII NET BUY
561 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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