FII Index Derivatives – Daily Open Interest Data – 22-03-2016
The Foreign Institutional Investors (FII) are the most active participants on the NSE in trading the Futures and Options segment along with the Client (Retail ) participants who are almost equally active in trading that segment. The institutions have the capital power to create positions in the underlying asset and can hold it from few days to weeks to months to years as well when they can assess a probability of higher profits in holding the positions. The markets are speculative for them as well and they need to protect ( hedge ) their positions well against any unforeseen wild moves in their trading/investment asset. The charts below track the FII activity in the Index Derivative ( Futures and Options ) segment and provides us a very important clue of what the smart money is doing.
The above charts are the graphic presentation of FII Index Derivatives – Outstanding Open Interest Data and the total volume traded by them in respective Futures or options.
First Chart – Total Outstanding Index Future Longs, Total Index Future Shorts, Nifty Current expire Future Close price & Total Volume Traded by FIIs.
Second Chart – Index Future Longs minus Index Future Shorts (Net Outstanding Open Interest In Index Futures) & Long Volume plus Short Volume.
Third Chart – Total Index Call Longs, Total Index Call Shorts & Total Volume Traded by FIIs.
Fourth Chart – Total Index Call Longs minus Total Index Call Shorts ( Net Outstanding Open Interest In Call Option) & Long Volume plus Short Volume.
Fifth Chart – Total Index Put Longs, Total Index Put Shorts & Total Volume Traded by FIIs.
Sixth Chart – Total Index Put Longs minus Total Index Put Shorts (Total Outstanding Open Interest In Put Option) & Long Volume plus Short Volume.
Seventh Chart – Nett Outstanding Open Interest In Index Futures, Index Call Option, Index Put Option & Nifty Futures current expiry Close price.