NSE Daily Data: FII, Nifty Future, FII Stock Future, Market Put Call Ratio.

tomjerry,

FII data always put me in a puzzle, that how analyzing this can help taking decisions in trading? i love to play with data, lots of info can be calculate by these figures like what is change in their long OI, and short OI; how much FII's have nifty and others futures approx but always get confuse to take decision based on them.

how you use them? whenever get time, put some light on it.

thanks

I am still learning these complex data interpretation. However you can check this post for some idea: http://www.traderji.com/derivatives...uture-market-put-call-ratio-2.html#post668159

Additionally FIIs daily cash equity figures are also requires to track!

Date: 25-04-2012

plz post the link for FII's daily cash equity detailed report link. could not able to find at nse site.

thanks


have read that post you mentioned and procedure for these conclusions.

most of days that formula fits good. but somedays it will not.

to clear my point, take today's FII data (by chance today is someday).

today (25th), total OI addition is 77488, which too much more than diff/extra sell figure i.e. 13686.

so, today, FII's not only add fresh SHORTS but also add fresh LONGS. IMO more LONGS compare to SHORTS.

[1] SEBI link for Equity and Derivatives: http://www.sebi.gov.in/sebiweb/investment/statistics.jsp?s=fii

click "Latest" or "Current Month" or as required.

[2] Moneycontrol link for Equity and Debt as per SEBI: http://www.moneycontrol.com/india/stockmarket/foreigninstitutionalinvestors/13/10/activity/FII

[3] Moneycontrol link for Provisional FII & DII: http://www.moneycontrol.com/stocks/marketstats/fii_dii_activity/index.php

Conclusion of data which you pointed out is difficult to guess for me. It may be fresh long or fresh short. Check following picture for similar data on 27-03 (70,131 OI up and buy-sell= -20,515) but Nifty was down on 28 & 29:



Many times you will find that there is huge difference between net OI change vs. net buy-sell difference.

[Other two calculation of FII Nifty+ OI is under test in my excel file which are also not pointing out anything as of now, but I hope it will give some more hints/clarity in next 1 to 3 months. I am not publishing this data since it is under test!]

thanks for links. i was asking for something in details as we have for FO's.

if possible share what you are trying to achieve by other two calculation, may be somebody (including me ) can help so testing will take less time.

accidentally, wrote wrong in following post, i meant they have added both long and short and IMO more shorts than longs as they have sold more. about direction cant say, if your historical data says so, then it may possible. may be they are trying to keep index at some price where their options writings will be safe.

I am manually maintaining FO data but I don't know any source of Cash Equity data. It looks easy to me to have a look on given websites for FII net buy or sell position so I am not putting it in my file.

Rest points we will discus after market close.

Well, lets assume that what you are saying is correct but I am not able to understand that "Why FII should add longs if they have to take the market down?" for example: check July 26 & 27 data.

I thought about many options to understand that matter but could not found anything. You & other interest members can try to solve this puzzle! Check two sheets in excel file "FII & Market Main" (A to AO columns) & "Study", for 2012 data and 2011 limited data respectively. Use "Unfreeze Pan" in Excel file if required (its easy, google it). Column AD and AO are under test FII Nifty+ OI.

traderji fii.xlsx - 403 KB

will reply about file after analyzing.

just to give a dimension to my thinking, can you tell me (if time permits, in short or yes/no)
-what are your assumptions about FII's? what they are?
-do you believe FII's every position end up in profit?

IMO this FII OI doesn't represent same mindset institutions, there should be many different institutions who are taking positions and may be analyzing/betting differently. that's why there is so difference in figures. some buying, some selling, and some doing both.

these types of institutions have good funds, so they can take positions differently to influence market flow. and nowadays retail investors percentage is less to influence the flow, institutions have more percentage and more power. To influence the index FII can buy/sell in equity cash segment.

FIIs = total 181 countries foreign investors, mix of individual and institutional. Some FIIs purpose is to earn only 1% per month in India.

FIIs every position does not end up in profit but they try to end up in profit at any cost by bending/twisting Nifty as badly as they can

Well there is not single account with FII, they are many with multiple accounts and some have different mindset, but, to close nifty at one level, they must maintain unity! FIIs are not only Investor, they are trader also, so they keep buying, selling or many other strategy e.g. sell Nifty future and buy Nifty 50 stocks!

I think, Domestic Indian Mutual Funds or Institutions never participate in F&O. In last 5 years I have never heard that Retail Investors had Influenced the market even for only one day!

FIIs have super computers which can manipulate market with small fund too! Even you can do it if you have 10k CR.