FII DERIVATIVES STATISTICS FOR 03-Apr-2017

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 22449 1597.29 23679 1696.91 319408 22822.13
INDEX OPTIONS 297729 22295.98 276148 20739.68 739835 51851.18
STOCK FUTURES 89126 6376.55 86672 6220.01 1188530 80940.29
STOCK OPTIONS 55813 4149.66 52955 3890.09 40024 3031.77

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)