Help how to calculate open interest

A

abdur

New Member
#1
#1
please help me any sinior member of this forum about the contradict of open interest published by SEBI in web site. I attach a excel file about the matter with some data. please modify the same and blance the increase or decrise of open interest and send it to my email: [email protected]
 
K

keval_doshi

Member
#2
#2
Do u have idea how they calculate oi for fiis?

So far my knowledge they calculate on gross basis that meane if one fii sell a contract to other buyer fii then there ill be creation of 2 oi contract now go ahead and try to calculte. I will give details i have after todays market.
 
A

abdur

New Member
#3
#3
keval_doshi said:
Do u have idea how they calculate oi for fiis?

So far my knowledge they calculate on gross basis that meane if one fii sell a contract to other buyer fii then there ill be creation of 2 oi contract now go ahead and try to calculte. I will give details i have after todays market.
Click to expand...
I know that but I cant understand how oi increase more than net buy/sell contact. Example one day total buy cont 70000 & total sell cont 85000, then net sell cont 15000 which may be added but open interest increase 34000. My question is from where the rest number come? if you say 34000 are the mixed number of fresh (buy+sell) cont then how can I understand from that figure either sell position is increasing or the buy position are increasing? and how much? please me to calculate
thanks
Abdur
 
K

keval_doshi

Member
#4
#4
you are absolutely on right trek. it is how fii derivative figures are published
there are lot of fiis working in derivatives some are buying some are selling to hedge their portfolios, some sell or buy to leverage options. so you are to be more wise to understand that kind of statistics. i am traking that since last 5yrs .now i can make they sell nifty when some level break to hedge their option writings . i think u can understand very well what i want to explain
 
A

abdur

New Member
#5
#5
keval_doshi said:
you are absolutely on right trek. it is how fii derivative figures are published
there are lot of fiis working in derivatives some are buying some are selling to hedge their portfolios, some sell or buy to leverage options. so you are to be more wise to understand that kind of statistics. i am traking that since last 5yrs .now i can make they sell nifty when some level break to hedge their option writings . i think u can understand very well what i want to explain
Click to expand...
yes sir I can understand but please give me an example with brif to tally with my thinking.
Thanking you
Abdur
 
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