FII DERIVATIVES STATISTICS FOR 29-NOV-2013

BUY SELL No. of Amt in No. of Amt in contracts Crores contracts Crores INDEX FUTURES 67070 2062.26 49245 1516.69 INDEX OPTIONS 350777 10630.10 302866 9289.54 STOCK FUTURES 56975 1517.83 57487 1535.66 STOCK OPTIONS 13004 351.58 12420 335.38

OPEN INTEREST AT THE END OF THE DAY No. of Amt in contracts Crores 413475 12753.92 1379563 42540.53 1054916 29107.43 13139 360.41

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)