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
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