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  • Fii Stats 12 Dec 2012

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    Arvind Sanu Misra
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    The document provides derivatives statistics for 12-Dec-2012, including the number of contracts and amounts (in crores) for buying and selling of index futures, index options, stock futures, and stock options. It also lists the open interest at the end of the day for each category by number of contracts and amount. The total net amount was -538.58 crores.

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    The document provides derivatives statistics for 12-Dec-2012, including the number of contracts and amounts (in crores) for buying and selling of index futures, index options, stock futures, and stock options. It also lists the open interest at the end of the day for each category by number of contracts and amount. The total net amount was -538.58 crores.

    Copyright:

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

    Fii Stats 12 Dec 2012

    Uploaded by

    Arvind Sanu Misra
    The document provides derivatives statistics for 12-Dec-2012, including the number of contracts and amounts (in crores) for buying and selling of index futures, index options, stock futures, and stock options. It also lists the open interest at the end of the day for each category by number of contracts and amount. The total net amount was -538.58 crores.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    of 1

    FII DERIVATIVES STATISTICS FOR 12-Dec-2012

    INDEX FUTURES
    INDEX OPTIONS
    STOCK FUTURES
    STOCK OPTIONS

    BUY
    SELL
    No. of
    No. of
    Amt in
    contracts Amt in Crores contracts Crores
    23843
    709.62
    26447
    785.62
    505848
    14984.44
    511444
    15094.76
    39164
    1157.62
    51586
    1506.02
    36846
    1061.70
    37000
    1065.56

    OPEN INTEREST AT
    THE END OF THE
    DAY
    No. of
    Amt in
    contracts
    Crores
    407180 11913.77
    1540495 45408.63
    1137182 32927.54
    73319 2018.70

    709.62
    14984.44
    1157.62
    1061.70

    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)

    -785.62
    -15094.76
    -1506.02
    -1065.56

    -76.00
    -110.32
    -348.40
    -3.86
    -538.58

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