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Old 28-04-2009, 10:35 PM
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Default Query on "% of Deliverable Quantity to Traded Quantity"

Can anybody tell what is the exact method NSE uses to calculate the Deliverable Quantity ?

(1) one obvious way-

Deliverable quantity= Total number of Shares which were bought but not squared on a particular day.

OR

(2) Deliverable quantity=total number of shares which were sold but not squared

As,

Total no. of shares bought= shares bought & squared + shares bought but not squared(SB_NS) (1)

Total no. of shares sold=shares sold and squared+shares sold but
not squared(SS_NS) (2)

(1) and (2) should be equal but SB_NS & SS_NS need not be equal.

edit: "% of Deliverable Quantity to Traded Quantity" indicates conviction in a move, thats why I want to clear my understanding.
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Old 29-04-2009, 03:19 PM
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Originally Posted by mahesh View Post
Can anybody tell what is the exact method NSE uses to calculate the Deliverable Quantity ?

(1) one obvious way-

Deliverable quantity= Total number of Shares which were bought but not squared on a particular day.

OR

(2) Deliverable quantity=total number of shares which were sold but not squared

As,

Total no. of shares bought= shares bought & squared + shares bought but not squared(SB_NS) (1)

Total no. of shares sold=shares sold and squared+shares sold but
not squared(SS_NS) (2)

(1) and (2) should be equal but SB_NS & SS_NS need not be equal.

edit: "% of Deliverable Quantity to Traded Quantity" indicates conviction in a move, thats why I want to clear my understanding.


Total Traded quantity must be the number of shares sold.
or
Total Traded quantity must be the number of shares bought.

Both these quantities have to be Equal.

Of these trades there would be people who sold and did not Square their positions and there would be people who bought and did not Sell their purchase. The quantiy involved in of these Trades would be Equal again.
i.e.
Qty. Bought and remains unsold = Qty. Sold and remains unsquared.

This is the Deliverable quantity and NSE calculates the percentage of this vis a vis Total traded quantity.

Last edited by rkkarnani; 29-04-2009 at 03:22 PM.
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Old 29-04-2009, 04:29 PM
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Its as simple as u do for your account , u check no of shares bought and sold in your account to get the delivery quantity for yourself ..

sub broker do like this they calculate delivery from per client and jobbing per client to get actual no of shares they for delivery .

same is done by NSE they have brokers as there client they will calculate no of share as jobbing and delivery from each broker .
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Old 29-04-2009, 08:52 PM
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Thanks Robin & karananiJi for your replies.

@ karananaji:

Suppose 100 shares traded for a scrip A.

out of 100 buyers= 70 squared + 30 shall seek delivery or BTST.

out of 100 sellers=60 squared +40 shall give delivery
(out of 40,some may default and may face auction)

so what shall be deliverable quantity?

PS: Excuse my ignorance and bear with me.
IF Even a bit of data is not understood I cant grasp the whole concept.
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Old 29-04-2009, 09:35 PM
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ok the basic is for every buyer there is a seller and vise versa.

suppose I sold YOU 100 shares (thus you bought 100 shares). this will be reflected in the exchange as 100 shares traded.

now at the end of the day i squared off 50 shares. so I entered into another transaction (say with Mr. A) where I bought 50 shares and Mr. A sold me 50 shares.

thus the net delivery position will be

you will receive 100 shares (you only bought 100 sh)

I have to deliver 50 shares (I sold 100 shares but covered 50 thus my net is 50)

Mr. A has to deliver 50 shares. (he sold 50 shares)

If I or Mr. A fails to deliver all or part of our obligation then that part will go for auction and you will receive the benefit arising out of the auction.

hope it clarifies.
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Old 29-04-2009, 10:08 PM
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Originally Posted by mahesh View Post
Thanks Robin & karananiJi for your replies.

@ karananaji:

Suppose 100 shares traded for a scrip A.

out of 100 buyers= 70 squared + 30 shall seek delivery or BTST.

out of 100 sellers=60 squared +40 shall give delivery
(out of 40,some may default and may face auction)

so what shall be deliverable quantity?

PS: Excuse my ignorance and bear with me.
IF Even a bit of data is not understood I cant grasp the whole concept.

Mahesh, Do not agree on your ignorence part!!!

Anyway trying to write as I have understood the thing. Praying that am able to put my thoughts in words. So here I go........


It is better if we talk in terms of No.of Shares , becoz no. of buyers or sellers have no bering on what we wish to find out.
So assuming every buyer bought just one share so :

100 shares were bought, we do not today know how many shalll give delivery, it may be all 100 or less, we cannot say NOW that only 40 shall give delivery. The qty. of 100 shares which remains unsettled EOD is the deliverable quantity.
Similarly whether 30 persons seek BTST also has no bearing on the Traded and Deliverable qty. EOD today. Today we do not know this figure, rather it would be correct to say that the NSE data does not and cannot reflect this BTST or defaulters.

Trying to give an example :
Say today :
If 1000 share were bought so naturally 1000 shares were sold also.

A Sells 100 shares Buys 50 shares, has Delverable qty. = -50
B Sells 500 shares Buys None has Deliverable qty.= -500
C Buys 100 shares and he will do BTST has Receivable qty = + 100
D Buys 500 shares and sells None , has Receivable qty. = + 500
A Again Buys 50 shares and Sells none has receivableqty. = +50
B Buys 100 shares and retains the same has Receivable qty.= +100
(B had earlier sold 500 but to clarify showing it separately.
The receivable qty. is due for this transaction, in Net B has
to deliver 400 )
D Buys 200 shares and Sells 100 eod , has Receivable qty. = +100
E Sells 300 shares and squares none , has deliverable qty. = -300

Quantity with (-) sign are Deliverable and (+) are receivable. The Deliverable and Receivable quantities must match.
The Total sold and Bought quantities also must match.

To find out the Total traded qty.it will be easier to understand if we add the bought and sold quantity and divided it by 2.

A= -100 + 100 Balance = 0 Total Buy/Sell 200
B= -500 + 100 Balance = -400 Total Buy/Sell 600
C= +100 Balance = 100 Total Buy/Sell 100
D= +700 - 100 Balance =600 Total Buy/Sell = 800
E= -300 Balance = -300 Total Buy/Sell =300

Total Buy/Sell is 2000 (1000 buy and 1000 Sell)
Total Deliverable qty : B has to deliver 400, E has to Deliver 300
Total Receivale qty. : C has to receive 100 , D has to receive 600

So we have a traded qty. of 1000 and Deliverable qty. of 700, i.e 70%
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Old 30-04-2009, 04:32 AM
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one vendor buy some grains from bulk seller, he then sell some fraction for other customer and sell it back remaining unsold one to bulk seller at end of day, here the quantity that customer didnt re-sell back to bulk seller is deliverable % and total grains brought against total grains sell between vendor-bulk seller is total traded quantity.
In stock market model, bulk grain seller is 'promoter', vendor is 'institution' , and to whom vendor sell his grains are retail traders.
so on long term, tracking free float of stock is also helpful, some times in exaggerating bear environment free float gets sucked up by promoters seeing attractive low prices,avoid hostile take over so on...and such times volume study gets tweaked.
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Old 30-04-2009, 12:28 PM
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@ karananiji: Thanks a lot for the illustrative example.

I was studying "% of Deliverable Quantity to Traded Quantity" to gauge the effect of smart money flowing in/out in a particular scrip by learning Is there any delivery based buying/selling?

Absence of the aforesaid, indicates a sharp move was technical(due to imbalances in derivatives and arbitrageurs causing ripple effect into spot).

Everything came to halt with that confusion.

thanking u again for your painstaking and elaborate example.
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Old 17-07-2010, 03:08 PM
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@ All

Is there a place/source where I can get the Nett "% of Deliverable Quantity to Traded Quantity" of NSE....

I mean total for nse scrips and not individual scrip wise...

Historical data if anyone has would be of tremendous help...

Thanks In advance...

Cheers
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Old 17-07-2010, 06:44 PM
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Originally Posted by mbh View Post
@ All

Is there a place/source where I can get the Nett "% of Deliverable Quantity to Traded Quantity" of NSE....

I mean total for nse scrips and not individual scrip wise...

Historical data if anyone has would be of tremendous help...

Thanks In advance...

Cheers

Check Here
http://nseindia.com/archives/equitie...O_15072010.DAT
Replace the date for historical data. Open it in the excel sheet and do
a sum total to get Total quantity of the day for all security.
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