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Wednesday, May 11, 2011

FII DERIVATIVES STATISTICS FOR 11-May-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 41856 1162.06 41119 1140.31 677957 18849.70
INDEX OPTIONS 121017 3330.26 125237 3472.75 1705282 47449.18
STOCK FUTURES 40218 1053.44 30580 797.85 1233736 30299.47
STOCK OPTIONS 8213 218.47 8158 215.28 21467 545.07
5764.24
5626.19
97143.42
FII BUY IN F&O
138.05 FII BUY IN INDEX FUTURES 21.75
FII NET BUY
125.07 DII NET BUY
89.12
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)
Posted by Unknown at 7:49 PM
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