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  • Fii Stats 26 Aug 2011

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    Manik Tyagi
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    The document provides derivatives statistics for various Indian stock and index futures and options contracts for August 26, 2011. It details the open interest, number of contracts, and amounts in crores for index futures, index options, stock futures, and stock options at the end of the day. Notes explain how the values for options and futures contracts are calculated based on strike price, traded price, underlying close price, and daily settlement price.

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    The document provides derivatives statistics for various Indian stock and index futures and options contracts for August 26, 2011. It details the open interest, number of contracts, and amounts in crores for index futures, index options, stock futures, and stock options at the end of the day. Notes explain how the values for options and futures contracts are calculated based on strike price, traded price, underlying close price, and daily settlement price.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    20 views1 page

    Fii Stats 26 Aug 2011

    Uploaded by

    Manik Tyagi
    The document provides derivatives statistics for various Indian stock and index futures and options contracts for August 26, 2011. It details the open interest, number of contracts, and amounts in crores for index futures, index options, stock futures, and stock options at the end of the day. Notes explain how the values for options and futures contracts are calculated based on strike price, traded price, underlying close price, and daily settlement price.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    FII DERIVATIVES STATISTICS FOR 26-Aug-2011

    INDEX FUTURES INDEX OPTIONS STOCK FUTURES STOCK OPTIONS

    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 137981 3307.91 114056 2713.68 524799 12368.59 505942 11849.04 434594 10525.57 1753838 41628.42 67116 1588.97 73218 1715.27 1106225 25195.22 12094 261.22 13340 286.00 12992 280.90

    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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