| FII DERIVATIVES STATISTICS FOR 11-Jun-2009 |
| |
BUY |
SELL |
EXCERCISED |
ASSIGNED |
OPEN INTEREST AT THE END OF THE DAY |
| |
No. of contracts |
Amt in Crores |
No. of contracts |
Amt in Crores |
No. of contracts |
Amt in Crores |
No. of contracts |
Amt in Crores |
No. of contracts |
Amt in Crores |
| INDEX FUTURES |
31654 |
736.46 |
54660 |
1317.81 |
0 |
0.00 |
0 |
0.00 |
619827 |
14528.88 |
| INDEX OPTIONS |
94491 |
2178.34 |
109959 |
2526.04 |
0 |
0.00 |
0 |
0.00 |
1159303 |
26954.27 |
| STOCK FUTURES |
22277 |
1283.70 |
20422 |
1127.43 |
0 |
0.00 |
0 |
0.00 |
421615 |
22149.65 |
| STOCK OPTIONS |
91 |
3.68 |
687 |
28.99 |
0 |
0.00 |
81 |
1.94 |
11054 |
538.66 |
| Notes: |
| Both buy and sell positions have been considered |
| Options Value (Buy/Sell/Exercised/Assigned) = 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) |