Docstoc

FII Derivatives Statistics - NSE

Document Sample
FII Derivatives Statistics - NSE Powered By Docstoc
					                 FII DERIVATIVES STATISTICS FOR 08-Jan-2010


                                                               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    20921 561.76     32430     858.25                 464889 12502.63
INDEX OPTIONS    70180 1800.54    65641 1676.66                  1059025 27782.77
STOCK FUTURES    22632 830.69     36583 1430.20                    779537 26543.77
STOCK OPTIONS        59    1.75       155      4.91                  11386   347.20



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)

				
DOCUMENT INFO
Shared By:
Categories:
Tags:
Stats:
views:5
posted:7/24/2011
language:English
pages:1