FII FnO Data Analysis before Fed Event


  • FII’s sold 1.3 K contract of Index Future worth 50 cores ,16.7 K Long contract were squared off by FII’s and 15.3 K  short contracts  were squared of by FII’s. Net Open Interest decreased  by 32.1 K contract, so today’s rise in market was used by FII’s to exit both long  and shorts in  Index futures  Five Fed Scenarios & The Market Impact
  • Nifty closed above its gann trendline resistance as shown below gunner chart,will be see follow up move till  7948/8050 on Upside, In case of failed breakout we can see downmove till 7700/7650. Five Fed Scenarios & The Market Impact

Nifty Gunner

  • Nifty September Future Open Interest Volume is at 2.15 core with liquidation of 6.8 Lakh with  decrease in CoC suggesting long position have booked profit today. Rollover stand at 65 % and avg cost of rollover @ 7998.
  • Total Future & Option trading volume was   at 2.01 Lakh core with total contract traded at 4.4  lakh . PCR @1.04
  • 8000  CE  OI at 43.5  lakh , wall of resistance @ 8000 .7700/8200 CE added 4.4  lakh in OI so bears continue adding  and  holding 115 Lakh.  FII sold 1.4K CE longs and 39.9 K CE were shorted  by them.Retail bought 40 K CE contracts.
  • 7500 PE OI@ 48.5  lakhs  strong base @ 7500.  7600/8100 PE  added 13.1 lakh so bulls  added aggressively before the Fed event . FII bought 1.4 K PE longs and 66.9 K PE were shorted by them.Retail bought 143 K PE contracts and 40.1 K contracts were shorted by them.

Buy above 7924 Tgt 7950,7984 and 8050 (Nifty Spot Levels)

Sell below 7880 Tgt 7830,7800 and 7750 (Nifty Spot Levels)

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  1. niranjan said:

    I think fii covered 40k shorted calls.. not fii shorted 40k calls

    September 17, 2015
  2. Bramesh said:

    its typo error its failed breakout

    September 17, 2015
  3. Vivek said:

    What does “filed breakout” means?

    September 17, 2015

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