FII Statistics – Details on Derivatives FII Statistics for Oct 2012 Expiry

By | October 25, 2012

1. FII bought 810  Contracts of Index Future,worth 87.97  cores with net OI increasing by 17458 contracts.

2. As Nifty Future was down by 30 points and  Open Interest in Index Futures increased by 17458,so  FII covered longs and  initiated fresh shorts  in Nifty Future and Bank Nifty.October Series has been a non event series in terms of Nifty performance as per Tuesday close nifty was up 42 points in 17 trading sessions of October series.

3. NS closed at 5691 after making a high of 5721  and low of 5681.Nifty spot again was unable to break 5725 and 5638 so still trading within the range of 5635-5725. It has been 10 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. Now the Bollinger band on Daily charts has squeezed so a fast move is round the corner,most probably in November series.

4. Resistance for Nifty has come up to 5725 and 5741 which needs to be watched closely ,Support now exists at 5690 and 5676 .Trend is Sell on Rise  till 5725 is not broken on closing basis.

5. Nifty  Future October  Open Interest is at 1.39 cores with liquidation of  57 Lakh in OI,long liquidation in NF.Rollovers have started in NF and 63 lakhs got rollovered from October Series.

6. Total F&O turnover was  at 1.60 lakh  Cores  with total contract traded at 2.83 lakh,  PCR at 0.95 and VIX  at  13.71.

7.  5800 CE  is having highest Open Interest of 1.08 Core with liquidation  of 8.6 ,5700 CE sheded 7.5 lakhs in OI after Bulls were unable to close nifty above  5700.So fight will be at 5700 CE and PE tomorrow.

8. 5600 PE is having highest Open Interest of 73 lakhs so 5600 is strong base for Nifty. 5700 PE shedded  13 lakhsnow intresting battle lies at 5700 CE and PE combined premium of both comes at Rs 44. Best case for Operators and Big money will be to keep Nifty oscillating between 5680-5720 so that whole premium can be eaten before 3 PM than give a one sided move.

9. FII  bought 252 cores and DII  sold 299 cores in cash segment,INR closed at at 53.67 Live INR rate @ http://inrliverate.blogspot.in/).FII sold 367 cores in Stock Futures.

10. Nifty Futures Trend Deciding level is 5722(For Intraday Traders), Trend Changer at 5719 NF(For Positional Traders). (Above this Level Bulls will rule Nifty/Below this levels Bears have upper hand).

Buy above 5725 Tgt 5740,5752,5775 and 5800

Sell below 5690 Tgt 5676,5658 and 5635 (Nifty Spot Levels)

Expiry Upper Range:5731

Expiry Low Range:5650

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

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