FII Statistics – Details on Derivatives FII Statistics for 19 Oct

By | October 18, 2012 7:51 pm

1. FII bought 2056 Contracts of Index Future,worth 35.7 cores with net OI increasing by  23632 contracts.

2. As Nifty Future was up by 67 points and  Open Interest in Index Futures increased by 23632,so  FII again took  longs  in longs of Nifty Future and Bank Nifty and covered shorts.

3. NS closed at 5717 after making a high of 5723  and low of 5651 .Nifty spot was unable to break 5725 and 5638 so still trading within the range of 5625-5725. It has been 8 days of consolidation in this range and has been a very frustrating range to traders. Best is to stay on sidelines till this range breakout/breakdown gets resolved.

4. Resistance for Nifty has come up to 5725 and 5741 which needs to be watched closely ,Support now exists at 5686 and 5671 .Trend is Sell on Rise  till 5725 is not broken on closing basis.

5. Nifty  Future October  Open Interest is at 2.42 cores with addition of  5  Lakh in OI,long addition in NF.

6. Total F&O turnover was  at 1.77 lakh  Cores  with total contract traded at 2.68lakh, Cash market volumes were higher as comapred to tomorrow so this can be the case of distribution as nifty shooted up on Rumor of rate cut so hold longs with strict sl  PCR at 0.99 and VIX  at 14.76,VIX has collapsed which shows confidence of Bulls to take market higher.

7.  5800 CE  is having highest Open Interest of 95 lakh with unwinding of 22 lakhs in OI as Premium jumped from  Rs 9 To Rs 19 ,5700 CE unwounded  15 lakhs in OI after Bulls were able to close nifty above  5700 .5400-6000 CE  unwounded 38 lakhs in Open Interest.

8. 5600 PE is having highest Open Interest of 87 lakhs with addition of 8.6 lakhs in OI so 5600 is still the strong base for Nifty. 5500 PE saw a huge liquidation of 17 lakhs after yesterday addition of 20 lakhs suggesting put buyers were caught on wrong side as premium is down from Rs 22 to Rs 9 .5400-6000 PE  added 9.5  lakhs in Open Interest,Bears again were not able to push nifty beyond 5618 and Bulls capitalized on the opportunity. But still we are trading in range of 5635-5725

9. FII  sold 68 cores and DII  sold 184 cores in cash segment,INR closed at at 53.41 Live INR rate @ http://inrliverate.blogspot.in/).FII bought 45 cores in Stock Futures.

10. Nifty Futures Trend Deciding level is 5705(For Intraday Traders), Trend Changer at 5723 NF(For Positional Traders). (Above this Level Bulls will rule Nifty/Below this levels Bears have upper hand).

Buy above 5725 Tgt 5743,5775 and 5800

Sell below 5697 Tgt 5671,5651 and 5635 (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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