Cash Market: FII’s again bought 399 CR in the cash market today on falling equity prices.DII’s went the other way again and sold 292 CR in the cash market.
Index Futures: FII’s went long in 3456 long index contracts and some of them shorted 10296 index Futures. Now they have shorted 42946 index F contracts from 31st Jan. The Net change in the OI breakup for the current series is only 7435 contracts over last month. Surely a long way to go still.
Index Options: 3670 contracts in long calls were added today. 8928 new calls were shorted today. They added 15089 long puts into the close and also covered 2643 short put contracts. Quite clearly a negative approach to the index.
*Nifty fut OI +11.31lk shs(+6.5%); Prem 4 vs 16
*BkNifty OI +0.07lk shs(+0.4%)
*IndiaVix @ 17.80 (+2.1%); IVs @ 17.0% vs 16.2%
*Nifty Feb Opt OI Chg:in lks
*Highest OI @ 6000PE:94.96 & 6200CE:66.41
Cash Vol: 10889 vs 11824, -8%
F&O Vol: 139756 vs 103805, +35%