October 06, 2008

life in financial markets: equity derivatives open interest position on the NSE

I did an analysis from data taken from 3 October 2008 trading data file of National Stock Exchange's equity derivatives segment to see what was going on. Here is a summary (click on the image for a clear view):

* – as on 3 October; based on Open Interest outstanding multiplied by (a) settlement price for futures and (b) (settlement price+strike price) for options

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