| 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
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