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FII DERIVATIVES STATISTICS FOR index futures
DATE BUY SELL OPEN INTEREST AT EOD
contracts Amt in Cr contracts Amt in Cr contracts Amt in Cr
28 apr'2011 162873 4741.07 156202 4549.62 504841 14668.12
27 apr'2011 218846 6430.41 232015 6815.26 725214 21218.67
26 apr'2011 335864 9819.22 345267 10083.44 635737 18752.81
25 apr'2011 117544 3474.75 116452 3442.05 581186 17124.87
21 apr'2011 68188 2016.16 61357 1811.80 565004 16687.25
Somehow the data series simply doesnt add up....
like on 25th, before start of day they carried 565,004 contracts valued at 16,687 cr. Intraday they bot 117,544 contracts and sold 116,452 contracts, means a net buy of 1,092 contracts but their open interest shows a jump of 16182 (581186 - 565004) contracts....
the figures never add up in any of the days... any explanation why...?