Tuesday, September 14, 2010

FIIs were net buyers in index futures worth 1625 crore Rs

FIIs were net buyers in   index futures worth 1625 crore Rs
Net sellers in  Index options worth 3300 crore Rs and stock futures wort 670 crores Rs 
and net buyers in stock options worth 7 crores Rs...In options what they have sold today will  find out seeing the options trades ...



FII were Net buyers in stocks worth 1651.00 crores Rs


FII trading activity on NSE and BSE on Capital Market Segment
The following is combined FII trading data across NSE and BSE collated on the basis of trades executed by FIIs on 14-Sep-2010.
FII trading activity on NSE and BSE in Capital Market Segment(In Rs. Crores)
CategoryDateBuy ValueSell ValueNet Value
FII14-Sep-20104102.022450.61651.42
Archives
Domestic Institutional Investors trading activity on NSE and BSE on Capital Market Segment
The following is combined Domestic Institutional Investors trading data across NSE and BSE collated on the basis of trades executed by Banks, DFIs, Insurance, MFs and New Pension System on 14-Sep-2010.
DII trading activity on NSE and BSE in Capital Market Segment(In Rs. Crores)
CategoryDateBuy ValueSell ValueNet Value
DII14-Sep-20101233.862358.16-1124.3
Archives

5800

NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010PE5800.0050
Price Information
Open Price75.00
High Price96.30
Low Price65.15
Last Price69.20
Prev Close82.45
Close Price70.20
Change from prev close-13.25
% Change from prev close-
VWAP76.08
Underlying Value5795.55
Number of contracts traded265355
Turnover in Rs. Lakhs779623.60
Open Interest4627000
Change in Open Interest1066000
% Change29.94
Order Book
Buy QtyBuy PriceSell PriceSell Qty
40069.1069.3550
10068.9069.40300
70068.7069.4550
5068.6569.502600
50068.5069.551000
468850Total Buy QtyTotal Sell Qty419750

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-
calls
NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010CE5800.0050
Price Information
Open Price50.00
High Price118.10
Low Price45.15
Last Price84.00
Prev Close49.55
Close Price81.00
Change from prev close34.45
% Change from prev close-
VWAP82.11
Underlying Value5795.55
Number of contracts traded527103
Turnover in Rs. Lakhs1550238.91
Open Interest5342500
Change in Open Interest-1487550
% Change-21.78
Order Book
Buy QtyBuy PriceSell PriceSell Qty
5084.5085.003500
195084.3085.40200
270084.2085.5050
150084.0585.6050
160084.0085.75200
461800Total Buy QtyTotal Sell Qty275800

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-
5700 PUTS
NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010PE5700.0050
Price Information
Open Price49.40
High Price60.00
Low Price38.90
Last Price40.60
Prev Close47.15
Close Price41.35
Change from prev close-6.55
% Change from prev close-
VWAP45.67
Underlying Value5795.55
Number of contracts traded364017
Turnover in Rs. Lakhs1045760.78
Open Interest6599650
Change in Open Interest662050
% Change11.15
Order Book
Buy QtyBuy PriceSell PriceSell Qty
275040.1540.20200
110040.1040.30100
330040.0540.55500
275040.0040.60100
100039.8040.75200
427800Total Buy QtyTotal Sell Qty492000

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-
Calls
NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010CE5700.0050
Price Information
Open Price109.00
High Price190.65
Low Price104.10
Last Price154.95
Prev Close109.95
Close Price151.00
Change from prev close45.00
% Change from prev close-
VWAP148.21
Underlying Value5795.55
Number of contracts traded255636
Turnover in Rs. Lakhs747506.51
Open Interest7303350
Change in Open Interest-1833400
% Change-20.07
Order Book
Buy QtyBuy PriceSell PriceSell Qty
100155.90155.95400
100154.20156.001150
1250154.05156.2050
800154.00156.60750
500153.60156.703000
203800Total Buy QtyTotal Sell Qty122150

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-







5600 Puts

NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010PE5600.0050
Price Information
Open Price26.00
High Price35.20
Low Price20.00
Last Price24.00
Prev Close26.25
Close Price24.40
Change from prev close-2.25
% Change from prev close-
VWAP25.30
Underlying Value5795.55
Number of contracts traded249872
Turnover in Rs. Lakhs702802.48
Open Interest8111750
Change in Open Interest-461950
% Change-5.39
Order Book
Buy QtyBuy PriceSell PriceSell Qty
5023.9023.95200
250023.7524.006500
20023.6524.10400
45023.5524.15350
35023.5024.25200
255500Total Buy QtyTotal Sell Qty485600

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-
Calls
NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010CE5600.0050
Price Information
Open Price182.00
High Price268.00
Low Price181.30
Last Price236.50
Prev Close186.30
Close Price234.40
Change from prev close50.20
% Change from prev close-
VWAP228.33
Underlying Value5795.55
Number of contracts traded107205
Turnover in Rs. Lakhs312413.06
Open Interest5245400
Change in Open Interest-2058450
% Change-28.18
Order Book
Buy QtyBuy PriceSell PriceSell Qty
2050239.50240.952450
50236.30241.0050
5000236.20241.5050
100236.10241.55500
600235.60242.00100
91450Total Buy QtyTotal Sell Qty74600

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-
5500 puts
NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010PE5500.0050
Price Information
Open Price15.00
High Price21.05
Low Price11.65
Last Price15.45
Prev Close15.35
Close Price16.00
Change from prev close0.10
% Change from prev close-
VWAP15.18
Underlying Value5795.55
Number of contracts traded157894
Turnover in Rs. Lakhs435406.92
Open Interest10239100
Change in Open Interest-631050
% Change-5.81
Order Book
Buy QtyBuy PriceSell PriceSell Qty
550015.1515.5014650
55015.1015.60350
200015.0515.65450
175015.0015.702300
5014.8515.7550
146450Total Buy QtyTotal Sell Qty388150

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-
calls
NIFTY
 
As on 14-SEP-2010 15:30:41 Hours IST
Instrument TypeUnderlyingExpiry DateOption TypeStrike PriceMarket Lot
OPTIDXNIFTY 30SEP2010CE5500.0050
Price Information
Open Price275.00
High Price358.00
Low Price269.65
Last Price328.00
Prev Close274.95
Close Price324.00
Change from prev close53.05
% Change from prev close-
VWAP314.43
Underlying Value5795.55
Number of contracts traded29698
Turnover in Rs. Lakhs86338.47
Open Interest4300200
Change in Open Interest-663050
% Change-13.36
Order Book
Buy QtyBuy PriceSell PriceSell Qty
50328.00330.00150
200326.10331.501000
100326.00331.55500
200325.50331.70400
200325.10333.00150
107550Total Buy QtyTotal Sell Qty19150

Other Information
Settlement Price-
Daily Volatility0.90
Annualised Volatility17.20
Client Wise Position Limits35682607
Market Wide Position Limits-

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