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  • Fii Stats 16 Nov 2016

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    On 16-Nov-2016, the total buy volume of index futures was 44873 contracts worth Rs. 2894.45 crores while the sell volume was 43259 contracts worth Rs. 2800.18 crores. The open interest in index futures at the end of the day was 195942 contracts worth Rs. 12610.66 crores. Similar trading activity levels are reported for index options, stock futures, and stock options.

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    On 16-Nov-2016, the total buy volume of index futures was 44873 contracts worth Rs. 2894.45 crores while the sell volume was 43259 contracts worth Rs. 2800.18 crores. The open interest in index futures at the end of the day was 195942 contracts worth Rs. 12610.66 crores. Similar trading activity levels are reported for index options, stock futures, and stock options.

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    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
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    7 views1 page

    Fii Stats 16 Nov 2016

    Uploaded by

    pawan
    On 16-Nov-2016, the total buy volume of index futures was 44873 contracts worth Rs. 2894.45 crores while the sell volume was 43259 contracts worth Rs. 2800.18 crores. The open interest in index futures at the end of the day was 195942 contracts worth Rs. 12610.66 crores. Similar trading activity levels are reported for index options, stock futures, and stock options.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
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    FII DERIVATIVES STATISTICS FOR 16-Nov-2016

    BUY

    SELL

    OPEN INTEREST AT
    THE END OF THE
    DAY

    No. of
    Amt in
    No. of
    Amt in
    No. of
    Amt in
    contracts Crores
    contracts Crores
    contracts Crores
    INDEX FUTURES
    44873
    2894.45
    43259
    2800.18 195942
    12610.66
    INDEX OPTIONS 1025714
    69086.72 1026629
    69217.70 1287365
    80495.99
    STOCK FUTURES 143846
    9217.76 128444
    8199.11 894518
    53681.10
    STOCK OPTIONS
    103327
    7022.94 103981
    7091.87 125825
    8068.78

    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)

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