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
Total Nifty/Banknifty OI and daily OI changes
Latest participantwise derivative ownership in %
FII Index Future exposure vs Nifty – 2017
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