FII DERIVATIVES STATISTICS FOR 01-Jan-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
8197
467.28
9517
541.81 249867
14641.29
INDEX OPTIONS
69340
4020.08
59142
3453.75 617233
36719.62
STOCK FUTURES
29210
1556.15
33070
1775.05 978828
49484.03
STOCK OPTIONS
16372
905.29
14926
832.05
12847
668.55

467.28
4020.08
1556.15
905.29

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)

-541.81
-3453.75
-1775.05
-832.05

-74.53
566.33
-218.90
73.24
346.14