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FII Deravative Statistics

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Digvijay Girase
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21 views

FII Deravative Statistics

Uploaded by

Digvijay Girase
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLS, PDF, TXT or read online on Scribd
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FII DERIVATIVES STATISTICS FOR 18-Feb-2021

BUY BUY SELL SELL


No. of contracts Amt in Crores No. of contracts Amt in Crores
INDEX FUTURES 40886 4137.30 41908 4155.50
INDEX OPTIONS 8283413 807052.52 8250928 803484.00
STOCK FUTURES 198285 18372.06 210164 19567.37
STOCK OPTIONS 196416 18334.36 195347 18254.47

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)
OPEN INTEREST AT THE END OF THE DAY
No. of contracts Amt in Crores Net Contra Net Amt
128537 13862.68 -1022 -18.2
776000 84367.08 32485 3568.52
1234621 108011.72 -11879 -1195.31
209082 18709.44 1069 79.89

settlement price of futures contracts)

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