FII DERIVATIVES STATISTICS FOR 28-Oct-2015

INDEX FUTURES
INDEX OPTIONS
STOCK FUTURES
STOCK OPTIONS

BUY
SELL
No. of
Amt in
No. of
Amt in
contracts Crores
contracts Crores
187170 7035.704
302109 8316.767
627950 18192.7
621205 17406.8
476401 16813.68
512236 18128.66
75576 2175.852
79833 2267.379

OPEN INTEREST AT
THE END OF THE
DAY
No. of
Amt in
contracts
Crores
760221 26725.85
2179801 74159.68
1293125 52069.3
144233 3923.585

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)