FII DERIVATIVES STATISTICS FOR 02-Jul-2018

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 24976 2191.75 29501 2541.59 226100 18203.48
INDEX OPTIONS 566541 52001.04 561531 51681.50 606000 50309.89
STOCK FUTURES 178968 11364.81 172416 10905.77 1146085 78999.20
STOCK OPTIONS 74479 4913.61 74730 4897.24 44627 3024.13

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)