FII Derivative Data Analysis for 28 March trade

By | March 27, 2012 8:44 pm

Let me explain what exactly is GAAR

GAAR (General Anti-Avoidance Rules) is a taxation regulation that will make investors pay tax who otherwise legally avoid it.Under GAAR, the revenue authorities will get to tax transactions or arrangements which were conducted or set up just to get tax benefits.So routing transactions through tax havens like Mauritius for achieving the tax benefit will not be allowed.

Why FII are worried ?

FII invest in india using P-notes  P-notes are financial instruments used by investors or hedge funds that are not registered with Sebi to invest in Indian securities. The investor does not have to fulfill KYC (Know Your Client) norms here and gets to invest whatever amount he wants by keeping his own identity hidden.

There is confusion in the market whether the gains from these instruments will also be taxed. Now, with the finance ministry’s statement, there could be temporary relief, but FIIs might not be wholly convinced. 

So basically till FM leave P note out of purview of GAAR FII will be happy as they do not have to reassess there taxation strategy and move funds from Mauritius to Singapore.

This was the reason for the Volatility which we are seeing from past 2 days in market and will continue to next 2 days also.

Below is my Interpretation of FII OI data Sheet for 27-Mar-12.

1. FII  sold 20515  Contracts of NF worth 555 cores OI also increasing  by 70131  contracts.

2. As Nifty Futures was up  by 60  points and OI has increased by 70131  contracts means  institutions have covered shorts in NF as net OI has risen.

3. Nifty  for the 3 day was unable to move above 50 SMA@5295. Again saving grace comes that Bulls are protecting 200 SMA@5153 Till Nifty is trading above this level bulls still have a chance for Pullback.

4. Nifty March  OI has decreased   by 25  lakh .Total OI stands at 1.90 cores  contracts. Short covering was seen in NF.

5. The bounce we were seeing in NF from 5190 odd levels and selling pressure from 5295 NF  was due to Rollover pressure coupled with short covering. March Nifty was bought and April NF were sold into.

6. Roll Over have started with April NF adding 36 lakhs in OI basically meaning shorts are getting rollovered from March to April. April NF OI is 1.36 cores . 11 lakh fresh shorts were added in April Series . Yesterday we told to keep an eye of 5225 on April NF today low was 5234.

7. Almost 72 Lakh NF got rolloverd in range of 5224-5370 range and we are assuming mostly these are shorts so accept a good move on break of 5224 on downside and 5370 on upside.

8.Total F&O turnover was  2.13  Lakh  Cores  with total contract traded at 573096.Now this signify morning selling was absorbed by strong hands which led to pullback in afternoon after some clarity on GAAR.

9. In equity FII bought 42 cores and  DII  sold 290  cores. FII sitting on sidelines till more details emerge on GAAR.

10. 5400 CE is having highest OI of  65  Lakhs but it saw an unwinding of 3 lakhs. 5400 has becomes the ceiling of the market.

11. 5100 PE having highest OI of 89  lakhs .  5200 PE  OI is at 62 lakhs. 5200 PE still looks like will protect the bulls.

12. FII Average traded price in futures comes at 5418 which basically means they did lot of day trading today also they have carried shorts for tomorrow. after huge short covering today still this value suggest some shorts were carried forward.

13. Nifty Futures Trend Deciding level is 5234, Trend Changer at 5356 NF (Above this Level Bulls will rule Nifty/Below this levels Bears have upperhand). Not breaking 5177 was the first sign we will have pullback today,Always keep an Eye on Trend deciding level

 Buy above 5257 Tgt 5278,5300 and 5327

Sell below 5235 Tgt 5208,5181 and 5153

Let me go by Disclaimer these are my personal views and trade taken on these observation should be traded with strict Sl

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4 thoughts on “FII Derivative Data Analysis for 28 March trade

  1. Anshuman

    Dear Bramesh

    As usual excellent analysis. One query though –> Isn’t yesterday FII action of selling in index futures but OI increasing and NF also increasing similar to 21st March where the index went up by 80 points but FII had sold and the next day it crashed by 140 points. So my point is doesnt it mean that FII are loading up on shorts as the index moves up and then close them on next day. Probably todays market action would give the real story. Or perhaps this is on account of rollover of positions to the next series. Hope you could shed some light on that.

    Anshuman.

    Reply

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