FII FnO Data Analysis going into RBI event

By | December 1, 2014

FII

  • FII’s sold 14.3 K contract of Index Future worth 303 cores, 6.9 K Long contract were squared off by FII’s and 7.4 K short contracts  were added by FII’s. Net Open Interest increased  by 534 contract ,so FII’s squared off long in Index Futures, added shorts in index future.
  • Nifty saw a pullback of 78 points ,so keep an eye of this pullback if it extends more than 100 points as discussed in previous post  correction will resume , else again march to new highs will be seen.

nifty daily

  • Nifty Future December Open Interest Volume is at 2.19 core with liquidation of 2.6 lakh in OI suggesting long liquidation.
  • Total Future & Option trading volume was   at 1.35 lakh core with total contract traded at 3.2 lakh. PCR @1.05, PCR suggesting trending moves ahead.
  • 8500  CE  OI at 44.1 lakh when NF is trading well above 8500 suggesting CE writers are holding on to positions and if NF moves above 8670 unwinding will start happening. 8800/8900 CE saw addition of 8.3 lakh   suggesting speculative buying before RBI event.FII bought 19.7 K CE and 14.1 K CE were shorted by them.
  • 8500 PE OI@ 46.5 lakhs so strong base @ 8500  . 8600 PE added 2.4 lakh in OI so base building happening @8600 and will become base in next few days.FII bought 21.2 K PE and 27.1 K PE were shorted by them.
  • FII’s sold 12  cores in Equity and DII sold 555 cores in cash segment.INR closed at 62.1

 

Buy above 8574 Tgt 8604,8623 and 8652 (Nifty Spot Levels)

Sell below 8545 Tgt 8526,8496 and 8448(Nifty Spot Levels)

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3 thoughts on “FII FnO Data Analysis going into RBI event

  1. Tagore

    Hi Bramesh,

    In your report you mentioned that Nifty pulled back 78 points. From which level does that number was applied? Please help me out in understand.

    Thanks & Regards,
    Tagore

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