After April settlement FIIs are holding 52% of long and 9% of short Open Interest in Index Futures. The figure was 50% long and 30% short Open Interest yesterday. This indicates that FII short rollovers have been relatively low.
Daily changes in FII Open Interest
Daily changes in Index Future OI of all participants
Total Nifty/Banknifty OI and daily OI changes
Latest participantwise derivative ownership in %
FII Index Future exposure vs Nifty – 2017
Sharp reduction in FII short positions can be clearly seen