FII derivatives statistics as on 17-Aug-2011 - NSE.xls by shenreng9qgrg132

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									                 FII DERIVATIVES STATISTICS FOR 17-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   106743 2627.00     110980 2766.78                    582196 14670.63
INDEX OPTIONS   511817 12840.24    518327 13080.88                 1918303 48496.52
STOCK FUTURES    94971 2346.44       87736 2156.08                 1209107 29297.02
STOCK OPTIONS    17030    397.56     16502   384.44                    24740   573.95




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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