FII Derivative Data Analysis for 26 March trade

By | March 26, 2012

Below is my Interpretation of FII OI data Sheet for 23-Mar-12.

1. FII  sold 14228  Contracts of NF worth 391 cores OI also decreasing  by 34982 contracts.

2. As Nifty Futures was up by 45  points and OI has increased by 34982  contracts means  institutions have added  Nifty Future shorts. Swift fall from 5327 NF shorts were added at higher levels.

3. Nifty  50SMA@5277,Nifty just closed at it keeping bulls and bears in state of confusion in further trend of market. Nifty has been in range bound direction in whole March month with volatile moves.

4.Average Traded Price of FII comes at 5497 which signify FII have done lot of day treading and carried shorts for Monday. If Monday they cover these shorts we can see a rally in market. Key level to watch is 5320 NS and 5337  NF.

5. Nifty March  OI has decreased   by 16.58   lakh .Total OI stands at 2.27 cores  contracts. 2 lakh contracts were short covered and reaming were rollovered to April Series.

6. Roll Over have started with April NF adding 14.5 lakhs in OI basically meaning shorts are getting rollovered from March to April. April NF OI is 78 Lakhs. Except volatile moves from tomorrow as major rollover should start from tomorrow by institutions.

7. Equity volumes were sub duded today  coming to 6688 lakh.

8.Total F&O turnover was  1.69  Lakh  Cores  with total contract traded at 463368 .Nifty just rose 45 points but we saw a decent volumes means bulls still have stand. Also Bulls were able to protect 5220 NF showing they are making the base strong near sub 5200 levels

9. In equity FII bought  9 cores surprisingly  DII bought 186  cores. DII are buying the dip which came in today in morning hours.NAV and Window dressing game has started by DII> lets see will they continue further as Nifty is already up 14% for 1 Quarter of the year.

10. 5500 CE is having highest OI of  68  Lakhs . Fresh addition of 6 lakh  was  seen in 5300 and 5200CE.

11. 5200 PE having highest OI of 80  lakhs with fresh addition  of  12 lakh. Now base of 5200 seems to be in trouble on Thursday , is back as a strong base. As discussed on Thursday analysis i told bounce back should come from 5200 levels and same got materialized on Friday.

12. Feb series saw almost 1.8 cores NF rollover is range of 5500-5600 and as i discussed in my previous post High for this series being 5564 NF.Hence bears have denominated in this series till now. But on other hand bulls were able to protect 200 DMA on Nifty which signify buyers do exist at lower levels. So till 5171 on NS and 5205 NF is protected bias remains bullish. Break of 5205 NF expect a volatile and impulsive down move.Plan your trade accordingly.

13. Nifty Futures Trend Deciding level is 5263, Trend Changer at 5370 NF (Above this Level Bulls will rule Nifty/Below this levels Bears have upperhand).

 

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 26 March trade

  1. Bramesh Post author

    Dear Sir,

    The Data All contracts traded by FII in a trading session irrespective of lot size ie50,25 and 20.

    FII data is inclusive of all expiry ie. whatever series thay have traded data is consolidated.

    The above explanation should answer your 3 question also

    Rgds,
    Bramesh

  2. sameer

    Sir

    Regarding your analysis i would request u to kindly clarify the following purely for acedemic purposes

    1 the data for index futures and options includes only NIFTY futures and options and not any other indices like banknifty, etc

    2 whether the said data is inclusive of all expiries or only the current month expiry

    3 similarily the OI at EOD includes all expiries or only current month expiry

    Would request for ur kind reply
    thanks
    sameer

  3. Bramesh Post author

    Dear Sir,

    These are levels generate from calculation done by using derivatives data. 5497 ATP means FII carried shorts and same effect can be seen in market today with nifty correcting 50 points in matter of 15 mins.

    Rgds,
    Bramesh

  4. Abhishek

    Hello Br.

    One clearity i would like to know from you. When you say avg. traded price for FII comes 5497 (Point 4) , how and where to get this data ? Also we don’t see this level touced in our terminal then how come this avg. price ?

    Please suggest.

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