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FII Derivatives Statistics - Jan 27, 2014

This document shows statistics on futures and options contracts traded by Foreign Institutional Investors in India on January 27, 2014. It includes the number of contracts and total amount (in crores of rupees) for index futures, index options, stock futures and stock options. It also provides notes on how the value of options and futures contracts are calculated.

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Sanjeev Palisery
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71 views1 page

FII Derivatives Statistics - Jan 27, 2014

This document shows statistics on futures and options contracts traded by Foreign Institutional Investors in India on January 27, 2014. It includes the number of contracts and total amount (in crores of rupees) for index futures, index options, stock futures and stock options. It also provides notes on how the value of options and futures contracts are calculated.

Uploaded by

Sanjeev Palisery
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd

No.

of
contracts
Amt in
Crores
No. of
contracts
Amt in
Crores
No. of
contracts
Amt in
Crores
INDEX FUTURES 173581 5314.91 191559 5882.74 525546 15940.11
INDEX OPTIONS 623947 18780.73 568301 17132.39 1434882 43613.74
STOCK FUTURES 384996 11878.95 402508 12458.13 1126542 34054.91
STOCK OPTIONS 53496 1582.85 53644 1597.13 108856 3438.79
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)
FII DERIVATIVES STATISTICS FOR 27-JAN-2014
BUY
OPEN INTEREST AT
THE END OF THE
DAY SELL

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