FII DERIVATIVES STATISTICS FOR 15-Mar-2019

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 79997 6345.34 56155 3983.72 329822 26460.09
INDEX OPTIONS 2210016 147198.98 2230564 148732.73 998755 77502.57
STOCK FUTURES 220195 14207.92 260416 16682.99 1443988 91236.08
STOCK OPTIONS 136062 8956.96 136640 9002.26 134029 8455.76

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)