18-Aug: FII''s net sell (-Rs2,604cr) in derv. Net sell indx fut: (-Rs385cr), indx opt: (-Rs1,142crs), stk fut: (-Rs664cr) & stk opt: (-Rs112cr). Net sell directional futures: (-Rs1,050crs).
18-Aug: Participant wise Activity
A) FII Index Fut: * Contracts: Net Sell (-6,025cts) = Fresh Short (-8,570cts) & Fresh Long +2,545cts. * Value: Net Sell (-Rs385crs) = Fresh Short (-Rs617crs) & Fresh Long +Rs232crs.
B) FII Index Call Options: * Contracts: Net Sell (-4,101cts) = Fresh Short (-5,163cts) & Fresh Long +1,062cts.
C) FII Index Put Options: * Contracts: Net Sell (-12,109cts) = Fresh Short (-5,253cts) & Long Closure (-6,856cts).
D) DII Index Fut: * Contracts: Net Buy +4,215cts = Short Closure +15cts & Fresh Longs +4,200cts.
E) Prop Index Fut: * Contracts: Net Buy +798cts = Fresh Short (-3,001cts) & Fresh Long +3,799cts.
F) Clients Index Fut: * Contracts: Net Buy +1,012cts = Short Closure +6,685cts & Long Closure (-5,673cts).
G) FII Stk Fut: * Value: Net Sell (-Rs664crs) = Fresh Short (-Rs411crs) & Long Closure (-Rs253crs).. Jsk
18-Aug: Nifty Fut OI (shrs) 27m shrs vs 26.8m shrs. Volumes 10.7m shrs vs 9.1m shrs. Nifty NMF & MMF Basis @ +17pts & +44pts. ForeAug & Sep: 5pts & 9.8pts). F&O Vol: Rs4,60,987cr vs Rs11,47,153cr.
18-Aug: Nifty Options Update: PCR: 1.14 vs 1.21. Net Change: CE''s +2.1m shrs (73.1m shrs) vs PE''s (-3m shrs) (83.1m shrs). Major OI Changes: Aug-17 9900PE +743k shrs (+22%), Aug-17 9800CE +561k (+22%), Aug-17 10000CE +535k shrs (+10%), Aug-17 11000CE +181k (+16%), Aug-17 9850CE +174k (+70%), Aug-17 10150CE +134k (+20%) & Sep-17 9800CE +105k (+46%). Max OI: 9500PE (5.2m shrs), 9800PE (5.9m shr), 10000CE (5.9m shrs) & 10200CE (4.9m shrs). Option Equilibrium: 9850 (9900).
18-Aug: FII''s net sell (-Rs2,604cr) in derv. Net sell indx fut: (-Rs385cr), indx opt: (-Rs1,142crs), stk fut: (-Rs664cr) & stk opt: (-Rs112cr). Net sell directional futures: (-Rs1,050crs).
18-Aug: Participant wise Activity
A) FII Index Fut:
* Contracts: Net Sell (-6,025cts) = Fresh Short (-8,570cts) & Fresh Long +2,545cts.
* Value: Net Sell (-Rs385crs) = Fresh Short (-Rs617crs) & Fresh Long +Rs232crs.
B) FII Index Call Options:
* Contracts: Net Sell (-4,101cts) = Fresh Short (-5,163cts) & Fresh Long +1,062cts.
C) FII Index Put Options:
* Contracts: Net Sell (-12,109cts) = Fresh Short (-5,253cts) & Long Closure (-6,856cts).
D) DII Index Fut:
* Contracts: Net Buy +4,215cts = Short Closure +15cts & Fresh Longs +4,200cts.
E) Prop Index Fut:
* Contracts: Net Buy +798cts = Fresh Short (-3,001cts) & Fresh Long +3,799cts.
F) Clients Index Fut:
* Contracts: Net Buy +1,012cts = Short Closure +6,685cts & Long Closure (-5,673cts).
G) FII Stk Fut:
* Value: Net Sell (-Rs664crs) = Fresh Short (-Rs411crs) & Long Closure (-Rs253crs).. Jsk