Participantwise OI – 28th DEC 2017

Posted on Posted in Blog
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.

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 Participantwise OI – Series changes

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Daily changes in FII Open Interest  

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 Daily changes in Client Open Interest  

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 Daily changes in Prop’s Open Interest  

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 Daily changes in Index Future OI of all participants 

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 Total Nifty/Banknifty OI and daily OI changes 

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Latest participantwise derivative ownership in % 

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FII Index Future exposure vs Nifty – 2017 

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