FII DERIVATIVES STATISTICS FOR 12-Oct-2015

INDEX FUTURES
INDEX OPTIONS
STOCK FUTURES
STOCK OPTIONS

BUY
SELL
No. of
Amt in
No. of
Amt in
contracts Crores
contracts Crores
70535 1765.068
35460 1022.401
364549 9469.055
414983 10356.62
95862 2433.425
90776 2498.913
102139 2704.491
108521 2864.75

OPEN INTEREST AT
THE END OF THE
DAY
No. of
Amt in
contracts
Crores
1023802 23151.61
2212580 69205.77
1797010 47200.06
119361 3216.424

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)