iCharts Discussions

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

22-09-2014

FII sold in Cash (Net sell 186.41 Crore)

FII also sold in index option, stock future but bought in index future (Net sell 381.70 Crore)

DII bought in Cash (Net buy 31.49 Crore)

FIIs' average price per contract comes to around 8172.02. FII’s Index future open contract as on date is 229116 Longs to 118400 Shorts, net long 110716 contracts i.e. addition of 4K long contracts.

rk_a2003 · Black Belt Joined: 21 Jan 2010 Posts: 2734

23-09-2014

FII : -1185.17 Cumulative 4555.45 (2681.47 Aug) (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)

DII : 325.7 Cumulative -3711.59 (2281.43 Aug) ( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)

Nifty 8017.55 (-128.75) -1.58%

The selling is likely to continue.

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

welgro · Brown Belt Joined: 24 Sep 2012 Posts: 1784

Rollover : is a close estimate of how many future positions are actually being carried over to the next month series, (but no one actually knows the actual figure, it is just a notional assumption).

The formula we use is :

Rollover% = 100 * (OI_Next(2) + OI_Far(3) )/ (OI_future of all 1+2+3 months combined)

Rollover% : 50.65 %

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

FIIs sold 336 cr in index fut and 440 cr in stock fut and bought 1446cr in index options and sold 136cr in stock options

rk_a2003 · Black Belt Joined: 21 Jan 2010 Posts: 2734

24-09-2014

FII : -793.65 Cumulative 3761.80 (2681.47 Aug) (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)

DII : -15.29 Cumulative -3726.88 (2281.43 Aug) ( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)

Nifty 8002.40 (-15.15) -0.19%

Some part of the yesterdays downfall can be attributed to coal block judgement.The sharp recovery from kneejerk reaction from S.C judgement is worth noting.Though FII's and DII's sold for 800+,Index managed a flat close can be attributed to index management.

We may conclude that tomorrow we should not see any down fall in n ormal circumstances.

On the first day of this exiry NS closed at 8027 .After a stale mate of +3700(FII's) and -3700(DII's) it stands at 8002. Laughing

welgro · Brown Belt Joined: 24 Sep 2012 Posts: 1784

Rollover : 61.71 %

rk_a2003 · Black Belt Joined: 21 Jan 2010 Posts: 2734

25-09-2014

FII : -851.24 Cumulative 2909.76 (2681.47 Aug) (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)

DII : 818.62 Cumulative -2908.26 (2281.43 Aug) ( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)

Nifty 7911.85 (-90.55) -1.13%

Again went horribly wrong though fund flows are in equilibrium.Index management at expiry day serving best intrests of institutes.

Fund flows are at stale mate for the month with +2900 and -2900 still NS closed -130 points compared to last month expiry close.

No apparent clues for tomorrow .We may anticipate some recovery in the absence of expiry day.

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

Oct futures

from 3:08 pm to 3:23 pm on 25/9 expiry day, huge short covering was seen. actually 20% of the volume for the day was traded within this 15 min period.

And to add credence to it, FII's have long liquidated 35382 contracts and short covered a whopping 83228 contracts, a difference of 47846 contracts.

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

FII bought in index future, index option but sold in stock future (Net buy 912.25 Crore) and their average price per contract comes to around 7940.11. FII’s Index future open contract as on date is 216388 Longs to 69918 Shorts, net long 146470 contracts.

rk_a2003 · Black Belt Joined: 21 Jan 2010 Posts: 2734

26-09-2014

FII : -1133.64 Cumulative -1133.64 (2909.76 Sept) (2681.47 Aug) (8998.61 July) (9030.76 June) (12916.38 May) (7474.31 April) ( 23662 March) (-185 Feb) (111 Jan) (13489 Dec)

DII : 1335.33 Cumulative 1335.33 (-2908.26 Sept) (2281.43 Aug) ( -3579.94 July) (-3793.45 June) ( -5692.9 May) (-6346.33 April) (-12166March) (88 Feb) (-2429 Jan) (-7041 Dec)

Nifty 7968.65 (57) 0.72%

(Next week I will not be able to update.)

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

PS Trader · White Belt Joined: 22 Sep 2013 Posts: 101

Category Date Buy Value Sell Value Net Value
FII 30-Sep-2014 4506.77 4992.7 -485.93
DII 30-Sep-2014 1855.78 1654.54 201.24

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

29/09/14

FII bought in Cash (Net buy 150.10 Crore)

FII also bought in index future, index option but sold in stock future (Net buy 502.78 Crore)

DII bought in Cash (Net buy 234.52 Crore)

FIIs' average price per contract comes to around 7964.30. FII’s Index future open contract as on date is 204870 Longs to 61351 Shorts, net long 143519 contracts.

vinay28 · Black Belt Joined: 24 Dec 2010 Posts: 11748

30/09/14

FII sold in Cash (Net sell 485.93 Crore)

FII bought in index future, index option and in stock future (Net buy 2070.43 Crore)

DII bought in Cash (Net buy 201.24 Crore)

FIIs' average price per contract comes to around 7965.76. FII’s Index future open contract as on date is 213404 Longs to 64091 Shorts, net long 149313 contracts i.e. 6K more long