FII Derivative Data Analysis before the June RBI Policy

By | July 30, 2012 7:49 pm

Ahead of its interest rate decision tomorrow, the RBI paints a picture of a stagflationary economy in its quarterly report. “The near-term outlook on inflation continues to be marked by a number of upside risks, despite the significant slowdown in growth … fiscal and monetary space to stimulate … remain limited.” Inflation worries are likely to keep the RBI on hold for now.

We have RBI meet,US Fed Meet and ECB meet all lined up from 31July and 1 August. Equities have been rallying and EU markets are up by 8% after Darchi comment “Will do enough to save Euro“,He has promised now its time to deliver any variation from the same will be a Selling opportunity. US markets have closed above 13000 on more QE 3. Be the part of rally till it lasts or stay on sidelines but do not go against the trend.

1. FII  bought 2419 Contracts of NF ,but the net figure was sell of 28 cores which is surprising so either its a data compilation error or something else which as of now i am unable to understand, Readers views are invited with net OI increasing by 43719 contracts.

2. As Nifty Future was up by93 points and OI has increased by 43719 contracts  means FII had taken longs in NF. Rollover data gives the range of NF as 5210-5070 NF and today we have closed above the range which is bullish sign.

3. NS closed at 5200 which is above  200 DMA@5104 and 50 DMA@5112 and that happened on lower volumes, and with a 30 point gap.Today NS successfully filled the gap of 5167-5205. In Morning post i talked about understanding mass psychology and today was live example how market deceives in disciplined traders

4. Resistance for Nifty has come up to 5219  which needs to be watched closely ,Support now exists at 5179-5155 . Mother of all resistance is 5259.Tomorrow is Monthly closing and Bulls will try to close NS above 5217.

5. Nifty August OI is at 2.20 cores with an addition of 9.3 Lakh in OI,fresh longs added by HNI and Retailers and Huge short covering also witnessed.

6. Total F&O turnover was 0.80 lakh  Cores  with total contract traded at 2.6 lakh. So this rise was technical in nature and still we need a follow up action for the rise to continue. Nifty has moved from 5033 till 5207 a rise of 174 points in 2 days.

7.  5400 CE saw an huge addition  of 9 lakhs and total OI stands at 55 lakhs and immediate higher end of August series.5200 CE with total OI of 39 lakhs is immediate resistance.Total OI from 4900-5500 CE added 7 lakhs in Open Interest.

8. On Put side 5000 PE saw an addition  of 2 lakhs,immediate support of Nifty.4900-5500 PE added total of 26 lakhs in OI.5200 PE added 10 lakh in OI suggesting market participants are seeing one more rally above 5200 tomorrow.

9.FII  bought 928 cores and DII sold 233  cores in cash segment.INR closed at 55.7  Live INR rate @ http://inrliverate.blogspot.in/).

10. Nifty Futures Trend Deciding level is 5150, Trend Changer at 5163 NF (Above this Level Bulls will rule Nifty/Below this levels Bears have upper hand).

Buy above 5207 Tgt 5219,5228 and 5259

Sell below 5179 Tgt 5151,5130 and 5100 (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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FII Derivative Data Analysis for July 2012 Expiry

2 thoughts on “FII Derivative Data Analysis before the June RBI Policy

  1. Bulsl Bears

    Bramesh Bhai,

    Trend Deciding level or FII SAR (as oldies know) has not changed , rather it dropped even though we have changed a huge net buy figure from FII’s.
    Can ‘it’ be the reason for FII drop in amount of 28 crores. I am going by the assumption that the buying figure may be short covering and instead,they have added shorts at higher levels.

    What do you say boss ?

    Reply

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