FII DERIVATIVES STATISTICS FOR 16-Sep-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	114395	2897.61	110599	2809.24	635371	16032.57
INDEX OPTIONS	620363	15638.26	610851	15326.74	2349734	59722.44
STOCK FUTURES	100609	2531.62	89943	2265.66	1184664	29578.43
STOCK OPTIONS	24042	567.45	23327	553.07	70827	1751.03
		21634.93		20954.71		107084.46
FII BUY IN F&O	680.22		FII BUY IN INDEX FUTURES			88.37
FII NET BUY	395.16 CR		DII NET BUY			39.33CR
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)

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)