FII Statistics – Details on Derivatives FII Statistics for 29 Oct

By | October 29, 2012 12:04 am

Cabinet Reshuffle done with young guns inducted , PM ruling out possibility of  early election will be a sentiment booster for Capital Markets. RBI policy on Tuesday will Keep nifty volatile till Tuesday 11 PM. 

1. FII sold 12946 Contracts of Index Future,worth 353 cores with net OI decreasing by 5158 contracts.

2. As Nifty Future was down by 48 points and  Open Interest in Index Futures decreased by 5158, so FII have liquidated longs which were rollovered from October series.

3. NS closed at 5664 after making a high of 5691  and low of 5642.Nifty spot again was unable to break 5725 and 5638 so still trading within the range of 5635-5725.

4. Resistance for Nifty has come up to 5697 and 5725 which needs to be watched closely ,Support now exists at 5651 and 5635 .Trend is Sell on Rise  till 5725 is not broken on closing basis.

5. Nifty  Future November  Open Interest is at 1.79 cores with liquidation of  0.72 lakh in OI,long liquidation in NF. I expect big move in NF tomorrow based on OI data . 1.5 cores Rollovers in NF  happened in range of  5693-5757 NF so this range become a crucial range for November series.

6. Total F&O turnover was  at 0.90 lakh  Cores  with total contract traded at 2.00 lakh,  PCR at 0.91 and VIX  at  14.21.

7.  5900 CE  is having highest Open Interest of 37 Lakhs with addition  of 6.5 lakhs in OI ,5800 CE added 6.5 lakhs in OI with net OI at 34 Lakhs5400-6000 CE added 25.8 lakhs in OI

8. 5600 PE is having highest Open Interest of 40 lakhs so 5600 is strong base for Nifty from start of November series. Surprise addition was of 11 lakhs in 5400 PE, which was bought by FII premium being rs 16 and FII were net buyers in Options and we know they are carrying  longs so 5400 PE was bought as a hedge for longs.5400-6000 PE added 21.6 lakhs in OI

9. FII  sold 198 cores and DII  sold 89.9 cores in cash segment

10. Nifty Futures Trend Deciding level is 5691(For Intraday Traders), Trend Changer at 5722 NF(For Positional Traders). (Above this Level Bulls will rule Nifty/Below this levels Bears have upper hand).

Buy above 5670 Tgt 5697,5712,5725

Sell below 5635 Tgt 5620,5600 and 5585 (Nifty Spot Levels)

Disclaimer: These are my personal views and trade taken on these observation should be traded with strict Sl

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