At the beginning of new Series FIIs are holding 31% of long Open Interest and 13% of short Open Interest in Index Futures. Client’s exposure is more then double with 54% ownership of long Index Futures and 65% ownership of short Index Futures.
Nifty Futures saw heavy rollovers to next series but rollovers in Banknifty were subdued.
Participantwise OI – Series changes
Daily changes in FII Open Interest
Daily changes in Client Open Interest
Daily changes in Prop’s Open Interest
Daily changes in Index Future OI of all participants