FII FnO update- 10th Feb 2014

Cash Market : FII’s again sold 455 Cr in the cash market on Friday .DII’s bought 295 CR today making it the 5th session in a row they have been buyers. In the past ten sessions they have bought equity in 8 and the two session they have reduced have been 17 cr and 70 cr only.

Index Futures : In futures the FII’s closed 3537 contracts which were shorted. Now they are net short by 23961 contracts added from 31st Jan. The Long liquidation however continued in the longs some of them hold. They reduced 1998 long contracts again today. Till today’s close in this FEB series they have reduced 32914 longs and added 23961 short contracts.

Index Options : 6066 contracts in long calls were bought today before the close. 10549 calls were shorted. They reduced 4185 long puts into the close and added 11452 short put contracts. This option behavior is now a pointer to limited upside and downsides.

Stock Futures : FII’s reduced 1517 long stock futures and closed 3164 stock futures shorts today. They remain net long in stock futures.

The charts for open Interest are updated by RM everyday in the evening. You will find it on the Home page under “Data that we watch”.