FII – Index Derivatives Expiry Statistics – 25-09-2014 Expiry Series
We have ended the September Expiry series with the S&P CNX Nifty Index closing at 7911.85 – A loss of 42.50 points (0.54%) on Expiry on Expiry Basis. Nifty Futures September contract closed at 7902.25 while the October Contract closed at 7971.80. The statistics of the Institutions, whether Domestic or Foreign, provide a better view of their commitment towards the Index. As the DIIs are not that much involved in trading of Index Future Derivatives, we keep a close look at the Index Derivatives statistics of FIIs on a Daily basis. You can have a look at the FII Daily Index Derivatives Statistics by following this link – Daily FII – Index Derivative Statistics and can also have a look at the FII – Index Derivatives Expiry Statistics for Previous Expiry Series.
Now, lets have a look at the FII – Index Derivatives Expiry Statistics – 25-09-2014 Expiry Series
The FIIs carried forward 216388 Longs from September 2014 Expiry in Index Futures against 238845 Longs from August 2014 Expiry. The FIIs carried forward 69918 Shorts from September 2014 Expiry in Index Futures against 41850 Shorts from August 2014 Expiry. Their Net Outstanding Open Interest in Index Futures stands at 146470 from September 2014 Expiry against 196995 from August 2014 Expiry. The Net Outstanding seems like shorts being added.
On the Index Options front :
The FIIs carried forward 406024 Longs from September 2014 Expiry in Index Call Option against 395550 Longs from August 2014 Expiry. The FIIs carried forward 321072 Shorts from September 2014 Expiry in Index Call Option against 286002 Shorts from August 2014 Expiry. Their Net Outstanding Open Interest in Index Call Option stands at 84952 from September 2014 Expiry against 109548 from August 2014 Expiry. That is a huge addition in Call shorts with a nominal addition of Call Longs
The FIIs carried forward 416788 Longs from September 2014 Expiry in Index Put Option against 271539 Longs from August 2014 Expiry. The FIIs carried forward 134403 Shorts from September 2014 Expiry in Index Put Option against 142724 Shorts from August 2014 Expiry. Their Net Outstanding Open Interest in Index Put Option stands at 282385 from September 2014 Expiry against 128815 from August 2014 Expiry. That seems to be a huge addition of Put Longs and negligible addition in Put Shorts with the Net Outstanding increasing to a great extent.
We have observed many times that the FIIs do buy the Options rather than just writing (selling) them and the up move is many times the result of the Call Longs and down move is many times due to Put Longs.
Disclaimer :
All the charts are compiled on the basis of the data available on the website of the National Stock Exchange. Utmost care is taken for data entries & updating of the charts and we are not liable for any errors or omissions caused due to software and/or human error. Trading in Index Derivatives involves huge risk and should be done after consulting your personal financial adviser/consultant. The above charts are just a graphic presentation of the data and is not a recommendation to buy/sell or trade in any of the derivatives. The usage of the charts is subject to terms of use of this site and is not a recommendation of any sort but is just for education/information purpose only.
