fii_stats_30-Aug-2011

							                 FII DERIVATIVES STATISTICS FOR 30-Aug-2011


                                                                 OPEN INTEREST AT
                                                                  THE END OF THE
                      BUY               SELL                              DAY
              No. of    Amt in   No. of    Amt in               No. of       Amt in
              contracts Crores   contracts Crores               contracts    Crores
INDEX FUTURES   118859 2939.63       97966 2424.62                   507868 12631.94
INDEX OPTIONS   417707 10242.38    349188 8553.71                  1902213 47558.63
STOCK FUTURES    85872 2091.86       65393 1627.85                 1113090 26940.28
STOCK OPTIONS    12918    296.94     12580   287.25                    20850   510.54




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)