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  • Fii Stats 16 Dec 2015

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    Uma Arunachalam
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    On 16-Dec-2015, index futures saw 28,333 contracts bought for Rs. 1,596.79 crores and 26,450 contracts sold for Rs. 1,505.03 crores, leaving open interest of 267,797 contracts worth Rs. 15,040.17 crores at end of day. Index options saw 370,569 contracts bought for Rs. 21,165.58 crores and 358,935 contracts sold for Rs. 20,386.61 crores, leaving open interest of 1,393,924 contracts worth Rs. 80,222.15 crores. Stock futures and options also saw significant buy and sell volumes.

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    FII derivative statistics for 16th Dec 2015

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    On 16-Dec-2015, index futures saw 28,333 contracts bought for Rs. 1,596.79 crores and 26,450 contracts sold for Rs. 1,505.03 crores, leaving open interest of 267,797 contracts worth Rs. 15,040.17 crores at end of day. Index options saw 370,569 contracts bought for Rs. 21,165.58 crores and 358,935 contracts sold for Rs. 20,386.61 crores, leaving open interest of 1,393,924 contracts worth Rs. 80,222.15 crores. Stock futures and options also saw significant buy and sell volumes.

    Copyright:

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

    Fii Stats 16 Dec 2015

    Uploaded by

    Uma Arunachalam
    On 16-Dec-2015, index futures saw 28,333 contracts bought for Rs. 1,596.79 crores and 26,450 contracts sold for Rs. 1,505.03 crores, leaving open interest of 267,797 contracts worth Rs. 15,040.17 crores at end of day. Index options saw 370,569 contracts bought for Rs. 21,165.58 crores and 358,935 contracts sold for Rs. 20,386.61 crores, leaving open interest of 1,393,924 contracts worth Rs. 80,222.15 crores. Stock futures and options also saw significant buy and sell volumes.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
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    of 1

    FII DERIVATIVES STATISTICS FOR 16-Dec-2015

    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
    28333
    1596.79
    26450
    1505.03 267797
    15040.17
    INDEX OPTIONS
    370569
    21165.58 358935
    20386.61 1393924
    80222.15
    STOCK FUTURES
    67209
    3298.28
    55827
    2761.66 1037161
    50555.67
    STOCK OPTIONS
    40515
    1984.58
    43460
    2131.78
    75850
    3665.08

    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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