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FII & DII trading activity on NSE, BSE and MCX-SX |
rk_a2003
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Post: #406  Posted: Fri Aug 01, 2014 9:50 pm Post subject: |
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| Yes, Apka,after 100+ points fall long unwinding is obvious. The bounce up I am visualizing is based from the data available,it may not necessarily sustain. We will look in to that matter on Monday EOD. |
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apka
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| Post: #407 Posted: Fri Aug 01, 2014 10:02 pm Post subject: |
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| rk_a2003 wrote: | | Yes, Apka,after 100+ points fall long unwinding is obvious. The bounce up I am visualizing is based from the data available,it may not necessarily sustain. We will look in to that matter on Monday EOD. |
Ok.. It's obvious but I didn't know you checked the FNO data, so mentioned as you curiously pointed why the brisk fall... sorry to be adding extra info to your thread.
Anyway, I just think it's a waste of a fall if new shorts didn't build ... the OI is so low that it's going to mean continuation of the same range  |
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rk_a2003
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| Post: #408 Posted: Sat Aug 02, 2014 5:35 am Post subject: |
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| apka wrote: | | rk_a2003 wrote: | | Yes, Apka,after 100+ points fall long unwinding is obvious. The bounce up I am visualizing is based from the data available,it may not necessarily sustain. We will look in to that matter on Monday EOD. |
Ok.. It's obvious but I didn't know you checked the FNO data, so mentioned as you curiously pointed why the brisk fall... sorry to be adding extra info to your thread.
Anyway, I just think it's a waste of a fall if new shorts didn't build ... the OI is so low that it's going to mean continuation of the same range |
Don't be sorry, Apka you may add any related information. It's a democratic discourse and a collective effort of poor individual traders to fight out gigantic market makers. Every thread belongs to every one as long as they post some thing relevant.
I strongly believe that your additions are quite relevant.I mean no disregard for your additions......no way. I should be sorry in case my comments conveyed any such thing to you.
But let me clear one thing. My comments in every day posts are only based on inflows in to the cash market from institutes. I don't consider/mix up any thing else in to this, irrespective of the fact whether I looked in to OI build up/shedding, PE CE volume concentrations, good or bad results etc...etc.... or not.
I think it's working better in that way.....Keeping it simple do work very well in some aspects.
As of now this approach is working really well for this thread. |
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apka
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| Post: #409 Posted: Sat Aug 02, 2014 8:51 am Post subject: |
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| I agree. It's making a difference. |
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Ruchirgupta2000
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| Post: #410 Posted: Sun Aug 03, 2014 9:01 pm Post subject: Analysis of correlation between FII money and banks |
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Hi guys,
just was trying to play with excel and get some alerts and insights of the FII data. Got that Bank Nifty had more than 90% correlation with FII inflow. I digged deeper and found that ICICI bank had the hightest correlation of 93%.
1. 10 out of 35 banks had negative correlation with FII inflows.
2. positive correlation with 12 banks making the bank nifty Index except federal bank.
Hope you guys find it helpful.. your suggestions and invited as I am going to expand it to other Indexes as well. |
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vinay28
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| Post: #411 Posted: Mon Aug 04, 2014 9:53 am Post subject: |
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| rk_a2003 wrote: | 01-08-2014
FII : -1072.96 Cumulative -1072.96 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 1074.7 Cumulative 1074.70( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7602.60 (-118.70) -1.54%
As expected markets went down, the strange thing is DII's almost matched the selling figure of FII's with their buying. Then how come this brisk down move? That too in the afternoon. Weak global cues could be the one reason.
How ever we can say that the cash market inflows are not as bad as index fall. Thus we may see some sort of recovery on Monday on EOD basis. |
FII bought in index option, stock future but sold in index future (Net buy 2566.23 Crore) and the average price per contract comes to around 7619.37. FII’s Index future open contract as on date is 166918 Longs to 80813 Shorts. |
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Ruchirgupta2000
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| Post: #412 Posted: Mon Aug 04, 2014 1:21 pm Post subject: |
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| vinay28 wrote: | | rk_a2003 wrote: | 01-08-2014
FII : -1072.96 Cumulative -1072.96 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 1074.7 Cumulative 1074.70( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7602.60 (-118.70) -1.54%
As expected markets went down, the strange thing is DII's almost matched the selling figure of FII's with their buying. Then how come this brisk down move? That too in the afternoon. Weak global cues could be the one reason.
How ever we can say that the cash market inflows are not as bad as index fall. Thus we may see some sort of recovery on Monday on EOD basis. |
FII bought in index option, stock future but sold in index future (Net buy 2566.23 Crore) and the average price per contract comes to around 7619.37. FII’s Index future open contract as on date is 166918 Longs to 80813 Shorts. |
Also the Magnitude of FII buying and Selling is 3 times.
FII Buy- 4694
DII Buy- 2441
FII Sell- 5767
DII Sell - 1366
This can also be the reason. |
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rk_a2003
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| Post: #413 Posted: Mon Aug 04, 2014 7:09 pm Post subject: |
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04-08-2014
FII : 372.56 Cumulative -700.40 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : -250.80 Cumulative 823.90( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7683.65 (81.05) 1.07%
We read some sort of recovery which turned out in to a good recovery. Sorry, no apparent hints available for tomorrow. |
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rk_a2003
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| Post: #414 Posted: Tue Aug 05, 2014 7:53 pm Post subject: |
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05-08-2014
FII : 52.85 Cumulative -647.55 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 62.22 Cumulative 886.12( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7746.55 (62.90) 0.82%
The intentions of Institutes is clear they neither letting the index go down nor pushing it up decisively above resistance. The situation might not be ripe for them to take an initiative either way.
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Ruchirgupta2000
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| Post: #415 Posted: Wed Aug 06, 2014 10:09 am Post subject: |
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| rk_a2003 wrote: | 05-08-2014
FII : 52.85 Cumulative -647.55 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 62.22 Cumulative 886.12( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7746.55 (62.90) 0.82%
The intentions of Institutes is clear they neither letting the index go down nor pushing it up decisively above resistance. The situation might not be ripe for them to take an initiative either way.
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FIIs have exhausted thier limits to buy in banks as there is a specific % cap in every stock and since in the past coz of high FII limits stocks tumbled too much during downturn thier caps have been lowered.
You may recall that yesterday Nifty was at a point was +66 while banknifty was 40-50 points plus.
FIIs also want to buy in industrials but have exhausted thier buying limits. I have seen in my excel sheet that thier is high correlation between FII fund flows and Bank Nifty. |
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rk_a2003
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| Post: #416 Posted: Wed Aug 06, 2014 10:53 am Post subject: |
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| Ruchirgupta2000 wrote: | | rk_a2003 wrote: | 05-08-2014
FII : 52.85 Cumulative -647.55 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 62.22 Cumulative 886.12( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7746.55 (62.90) 0.82%
The intentions of Institutes is clear they neither letting the index go down nor pushing it up decisively above resistance. The situation might not be ripe for them to take an initiative either way.
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FIIs have exhausted thier limits to buy in banks as there is a specific % cap in every stock and since in the past coz of high FII limits stocks tumbled too much during downturn thier caps have been lowered.
You may recall that yesterday Nifty was at a point was +66 while banknifty was 40-50 points plus.
FIIs also want to buy in industrials but have exhausted thier buying limits. I have seen in my excel sheet that thier is high correlation between FII fund flows and Bank Nifty. |
That could be one of the reasons but may not be decisive. Possible rise in US interest rates earlier than expected. Signs of economic recovery in china sooner than expected could be the main reasons for the FII's wait & watch stance. If these two situations turned out in to non reality then Indian index may fly high despite the caps in FII buying limits ,also they may influence Modi Govt to rise the caps too.
If they turned in to reality then ...  . Till that time we may see range bound movements. |
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Ruchirgupta2000
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| Post: #417 Posted: Wed Aug 06, 2014 11:10 am Post subject: |
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| rk_a2003 wrote: | | Ruchirgupta2000 wrote: | | rk_a2003 wrote: | 05-08-2014
FII : 52.85 Cumulative -647.55 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 62.22 Cumulative 886.12( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7746.55 (62.90) 0.82%
The intentions of Institutes is clear they neither letting the index go down nor pushing it up decisively above resistance. The situation might not be ripe for them to take an initiative either way.
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FIIs have exhausted thier limits to buy in banks as there is a specific % cap in every stock and since in the past coz of high FII limits stocks tumbled too much during downturn thier caps have been lowered.
You may recall that yesterday Nifty was at a point was +66 while banknifty was 40-50 points plus.
FIIs also want to buy in industrials but have exhausted thier buying limits. I have seen in my excel sheet that thier is high correlation between FII fund flows and Bank Nifty. |
That could be one of the reasons but may not be decisive. Possible rise in US interest rates earlier than expected. Signs of economic recovery in china sooner than expected could be the main reasons for the FII's wait & watch stance. If these two situations turned out in to non reality then Indian index may fly high despite the caps in FII buying limits ,also they may influence Modi Govt to rise the caps too.
If they turned in to reality then ... . Till that time we may see range bound movements. |
Ok RK.. I am now going to serach the investment activity in US and China markets and may be I can get some hints from there. I read in economic times that chinese index increased 8% against Nifty (+.50%) in month of July.. that shows some fund flow towards China. |
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Ruchirgupta2000
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| Post: #418 Posted: Wed Aug 06, 2014 4:09 pm Post subject: |
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THis is an example of recent FII CAP reached in Southindian bank. News on 25th July 2104.
"No further purchases of equity shares will be permitted on behalf of foreign investors (FIIs) in South Indian Bank Limited. FIIs are required to execute purchase trades through the inter-FII segment of the stock exchanges. " |
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rk_a2003
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Joined: 21 Jan 2010
Posts: 2734
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| Post: #419 Posted: Wed Aug 06, 2014 7:31 pm Post subject: |
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06-08-2014
FII : 283.87 Cumulative -363.68 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 32.59 Cumulative 918.71( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7672.05 (-74.50) -0.96%
This is called +ve divergence in technical analysis. Inflows are +ve, index went -ve. In all likely hood for tomorrow index direction will be upside. |
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Ruchirgupta2000
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Joined: 12 Jun 2014
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| Post: #420 Posted: Wed Aug 06, 2014 8:38 pm Post subject: |
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| rk_a2003 wrote: | 06-08-2014
FII : 283.87 Cumulative -363.68 (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)
DII : 32.59 Cumulative 918.71( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)
Nifty 7672.05 (-74.50) -0.96%
This is called +ve divergence in technical analysis. Inflows are +ve, index went -ve. In all likely hood for tomorrow index direction will be upside. |
Clever old and experienced FIIs in Indian markets are dumping thier stocks to FIIs that are new in Indian markets. Thier is a economic times article on this.
The quantum of buying is still very low and in Net august is still negative in terms of FII investments with 4 days of trading.
even though thier flow is positive for today only IT index and Nifty Dividend index is positive that too marginally. |
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