FII DERIVATIVES STATISTICS FOR 08-Sep-2017

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 15328 1267.99 14020 1148.73 201272 15236.80
INDEX OPTIONS 385964 31974.72 383430 31491.84 926076 71410.79
STOCK FUTURES 78811 5771.46 78991 5832.93 780857 54810.90
STOCK OPTIONS 65755 5176.71 66449 5220.85 64941 4765.38

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)