FII Derivative Trade for 27-Mar-2012

FII Derivatives Trade for 27-Mar-2012
Segment	Contracts Buy	Buy Amount (Cr)	Contracts Sell	Sell Amount (Cr)	OI at EOD	Amount of EOD OI (Cr)
INDEX FUTURES	223748	5827.30	244263	6383.15	748512	19589.54
INDEX OPTIONS	878642	22870.96	910731	23673.17	2032657	53282.76
STOCK FUTURES	259976	7596.13	235879	6923.11	1051463	29721.49
STOCK OPTIONS	19410	521.66	17017	467.54	52336	1433.54
Cash Trading of FII and DII
Category	Buy Value	Sell Value	Net Value
FII	3009.32	2966.33	42.99
DII	1039.42	1329.47	-290.05
Position Change in FII Open Interest
Segment	Net Contract	Net Amount	Change in OI	Change in Long Contracts	Change in Short Contracts
INDEX FUTURES	-20515	-555.85	70131	24808	45323
INDEX OPTIONS	-32089	-802.209	-34349	-33219	-1130
STOCK FUTURES	24097	673.02	-28727	-2315	-26412
STOCK OPTIONS	2393	54.12	-283	1055	-1338
Average Buy Price of Index Fut:		5208.81
Average Sell Price of Index Fut:		5226.46
Average Price of EOD OI:		5234.26

FIIs cumulative positions for Mar'12 Series in Index Fut

Long Positions: 70063 contracts

Short Positions: 220257 contracts

FII Derivative Trade for 26-Mar-2012

FII Derivatives Trade for 26-Mar-2012

Segment	Contracts Buy	Buy Amount (Cr)	Contracts Sell	Sell Amount (Cr)	OI at EOD	Amount of EOD OI
INDEX FUTURES	119030	3101.51	174939	4536.1	678381	17560.7
INDEX OPTIONS	875895	22681.7	848661	22047.7	2067006	53575.6
STOCK FUTURES	183554	5129.1	189887	5288.84	1080190	30181.7
STOCK OPTIONS	22820	610.19	22356	602.55	52619	1443.85

Cash Trading of FII and DII

Category	Buy Value	Sell Value	Net Value
FII	3998.36	4133.65	-135.29
DII	775.03	975.97	-200.94

Position Change in FII Open Interest

Segment	Net Contract	Net Amount	Change in OI	Change in Long Contracts	Change in Short Contracts
INDEX FUTURES	-55909	-1434.59	43783	-6063	49846
INDEX OPTIONS	27234	634.08	83670	55452	28218
STOCK FUTURES	-6333	-159.74	9849	1758	8091
STOCK OPTIONS	464	7.64001	-2040	-788	-1252

Average Buy Price of Index Fut: 5211.31

Average Sell Price of Index Fut: 5185.92

Average Price of EOD OI: 5177.24

Cumulative Positions of FII for Mar'12 Series in Index Fut as on date
Long Positions: 45255 contracts*
Short Positions: 174934 contracts*


*-Total positions accumulated covering current and future series

Short covering may come from FII above 5177 NF

Nifty FNO - Cumulative FII Positions

*Positions mentioned for Mar'12 series as on date 23-Mar-2012

	Index Futures
	Added throughout Series		Covered on Expiry Day
Expiry	Long Contracts	Short Contracts	Long Contracts	Short Contracts
2011-04-28	60166	188287	-106851	-113522
2011-05-26	57335	327626	-174130	-191180
2011-06-30	182746	-53303	-100181	-138782
2011-07-28	46815	112998	-97587	-80384
2011-08-25	117094	173264	-115351	-108941
2011-09-29	128197	195894	-148279	-129035
2011-10-25	110430	-22141	34530	-61601
2011-11-24	64957	241054	-191559	-179488
2011-12-29	60297	-3574	-82893	-78371
2012-01-25	242014	94683	-137072	-136185
2012-02-23	170345	166998	-169460	-174436
2012-03-29	51318	125088
	Index Options
	Added throughout Series		Covered on Expiry Day
Expiry	Long Contracts	Short Contracts	Long Contracts	Short Contracts
2011-04-28	439440	82071	-265170	-283729
2011-05-26	471954	147899	-317393	-301025
2011-06-30	634154	98765	-495474	-517502
2011-07-28	513513	149935	-262192	-273051
2011-08-25	702131	387974	-321763	-374947
2011-09-29	647404	236294	-474598	-523015
2011-10-25	596235	172195	-428779	-494531
2011-11-24	639277	384257	-290487	-298175
2011-12-29	123387	171125	-501156	-519440
2012-01-25	439840	277839	-290864	-323632
2012-02-23	586055	269621	-318953	-310082
2012-03-29	473782	270798

FII Derivative Trade for 23-Mar-2012

	BUY		SELL		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
Index Futures	128748	3382.38	142976	3773.43	634598	16701.97
Index Options	993581	25926.70	905102	23755.96	1983336	52339.02
Stock Futures	132399	3819.98	126549	3609.84	1070341	30569.54
Stock Options	30326	838.25	28222	793.07	54659	1527.81

Intraday Contract change details

	Change in Long Position	Change in Short Position	Intraday New Position	Intraday Covered Position
Index Futures	10377	24605	153353	118371
Index Options	105110	16631	1010212	888471
Stock Futures	6336	486	132885	126063
Stock Options	574	-1530	28796	29752