FII FnO Data Analysis for Feb Series

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Below is my Interpretation of FII OI data Sheet for 25-Jan-11.



1. FII  sold  887  Contracts in NF worth 14.64  Cores in Index Futures with Open Interest decreasing  by 273257 contracts.
2. Yesterday was Expiry and FII have rollovered there longs to next series with Huge Decrease in OI worth 273257 contracts.
3. The February series started off with an open interest of Rs27,499 crore in stock futures, Rs12,914 crore in Nifty futures, Rs45,111 crore in index options and Rs2,078 crore in stock options.

4. NF total Feb OI is at  2.33 cores with 36 Lakh addition in  OI,Jan series saw a decrease of 39 lakhs in OI so as such 36 lakhs got rollovered and 3 lakhs got liquidated.

5. Rollovers provide good visibility of Next series Now look at Feb series rollover of NF. Today Feb Series OI is 2.33 Cores. On 20 Jan it was 1.2 Cores so in 5 trading session an addition of 1.1 Cores.
Now lets do some data analysis
On 20 Jan Nifty closed at NF Feb 5077 ....

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