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FII & DII trading activity on NSE, BSE and MCX-SX |
rk_a2003
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Joined: 21 Jan 2010
Posts: 2734
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Post: #526  Posted: Tue Oct 07, 2014 5:22 pm Post subject: |
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01-10-2014
FII's -63.24
DII's 155.69 |
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vinay28
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Joined: 24 Dec 2010
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| Post: #527 Posted: Tue Oct 07, 2014 9:12 pm Post subject: |
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07-10-2014
FII sold in Cash (Net sell 332.84 Crore)
FII also sold in stock future but bought in index future, index option (Net sell 123.02 Crore)
DII bought in Cash (Net buy 327.65 Crore)
the average price per contract of FIIs comes to around 7857.60. FII’s Index future open contract as on date is 223610 Longs to 68598 Shorts, net long 155012 contracts, which means long contracts have increased. Also, NF closed above their average price and means lower levels are likely tmrw upto a level close to theirs. However, pl note that S4 level is 7859.38. |
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apka
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| Post: #528 Posted: Tue Oct 07, 2014 9:31 pm Post subject: |
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| I don't understand if FII net bought in index futures, then how has OI increased after today's 100 point fall. The DIIs ahve shorted? It indicates addition of shorts, of about 6 lakh shares. |
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vinay28
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| Post: #529 Posted: Tue Oct 07, 2014 9:38 pm Post subject: |
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| apka wrote: | | I don't understand if FII net bought in index futures, then how has OI increased after today's 100 point fall. The DIIs ahve shorted? It indicates addition of shorts, of about 6 lakh shares. |
u may be right but you should check pattern of intraday volume vis-à-vis price change and not whole day's range. |
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vinay28
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| Post: #530 Posted: Wed Oct 08, 2014 8:12 pm Post subject: |
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08-10-2014
FII sold in Cash (Net sell 1440.99 Crore)
FII sold in index future, stock future but bought in index option (Net sell 831.43 Crore)
DII bought in Cash (Net buy 663.09 Crore)
the average price per contract of FIIs comes to around 7869.97. FII’s Index future open contract as on date is 214324 Longs to 64266 Shorts, net long 150058 contracts i.e. 5k contracts less.
Looks like most cash and fut sale is in IT. Good index management.
What is not mentioned since yesterday is that FIIs are also selling in debt market and long only are buying slowly in cash. that's why INR is stable. |
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vinay28
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| Post: #531 Posted: Wed Oct 15, 2014 11:34 am Post subject: |
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14-10-2014
FII sold in Cash (Net sell 694.67 Crore)
FII also bought in index option, stock future but sold in index future (Net buy 169.11 Crore)
DII bought in Cash (Net buy 495.52 Crore)
the average price per contract of FIIs comes to around 7895.55. FII’s Index future open contract as on date is 175165 Longs to 76554 Shorts, net long 98611 down by 7734 contracts since 10th and by 52K since 8th. |
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Neotrader
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| Post: #532 Posted: Wed Oct 15, 2014 7:55 pm Post subject: |
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| vinay28 ....can u tell FIIs index future sell figure. |
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vinay28
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| Post: #533 Posted: Fri Oct 17, 2014 7:55 am Post subject: |
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16-10-2014
FII sold huge in Cash (Net sell 1128.37 Crore)
FII bought in index option, stock future but sold in index future (Net buy 371.14 Crore)
DII bought in Cash (Net buy 664.45 Crore)
the average price per contract of FIIs comes to around 7779.30. FII’s Index future open contract as on date is 153067 Longs to 72883 Shorts, net long 80184 down by 18427 contracts, which means they sold almost 50% longs in just a few days. |
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AjitS
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Joined: 21 Aug 2013
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| Post: #534 Posted: Sat Oct 18, 2014 12:18 pm Post subject: |
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| vinay28 wrote: | 16-10-2014
FII sold huge in Cash (Net sell 1128.37 Crore)
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Vinay,
This kind of information from you is very useful. Thanks.
I have a query: What is the total value of FII Holding? I have no clue. A 100 BILLION USD is equivalent to 6 lakh crore. SO, FII holding must be a few lakh crores. Out of that, if they sell 1000-odd crore, can that be huge? The point is, just like the smart investors, who would book profits from time to time, there is nothing wrong if FII's too do same. Making sense?
Also, The cash figures (FII/DII sale / purchase) are across all segments of shares, right? So, we have no clue how much of that was non-index based shares? Right?
Your thoughts please! |
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vinay28
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| Post: #535 Posted: Sat Oct 18, 2014 1:05 pm Post subject: |
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| AjitS wrote: | | vinay28 wrote: | 16-10-2014
FII sold huge in Cash (Net sell 1128.37 Crore)
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Vinay,
This kind of information from you is very useful. Thanks.
I have a query: What is the total value of FII Holding? I have no clue. A 100 BILLION USD is equivalent to 6 lakh crore. SO, FII holding must be a few lakh crores. Out of that, if they sell 1000-odd crore, can that be huge? The point is, just like the smart investors, who would book profits from time to time, there is nothing wrong if FII's too do same. Making sense?
Also, The cash figures (FII/DII sale / purchase) are across all segments of shares, right? So, we have no clue how much of that was non-index based shares? Right?
Your thoughts please! |
Ajit, first of all credit to this thread goes to rk who started it. I only add some more info. But you are right. Even in 2008, FIIs sold only about 5B$ and still had 35B$ worth of investment (figures are not exact). However, the picture has dramatically changed since 2004-2008 rally. Now we have hundreds of FIIs from all continents. In addition, they "play" differently e.g. some are long only fund who buy for 5-10 years while others are ETFs. Then there are others in debt, currency, etc. What's more, some "play" in all sectors e.g. when they sell in equity, they buy $ and make money both ways.
In addition, when some FIIs are selling, other are buying too as they didn't have those shares or didn't have enough i.e. FIIs "roll" amongst themselves too.
There are basically 2 problems when it comes to equities e.g. (a) there is a limit on FII holding in each company and (2) limitations on gross total of what FIIs can really hold in all firms. e.g. if FIIs were to reach their holding limit in all the listed shares, it will take only 70-80B$ more. That shows our market is not large enough. And, since majority of money in our market is FIIs', retail participation being relatively non-existent, market movement is violent when they sell. By one estimate if nifty goes up by 1000 due to 10B$ buying then it falls by 1000 by 2B$ of selling. This shows how immature our market is.
But they are here to stay unless India becomes bankrupt. When they started investing in India in late nineties, their goal was gross 35% gain in 5 years. They actually made far more and became greedy. Since 2007 till 2013 they were in loss in real dollar terms and hence they are not going to leave us so easily. |
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AjitS
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| Post: #536 Posted: Sat Oct 18, 2014 9:43 pm Post subject: |
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Thanks Vinay.
| vinay28 wrote: |
.... By one estimate if nifty goes up by 1000 due to 10B$ buying then it falls by 1000 by 2B$ of selling. This shows how immature our market is.
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Exactly - that's what I thought too.
| vinay28 wrote: |
.... they were in loss in real dollar terms and hence they are not going to leave us so easily.
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So everyone in the market behaves same way - Put more money when in loss and Take it out when in profit! GREAT!!  |
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vinay28
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Posts: 11748
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| Post: #537 Posted: Mon Oct 20, 2014 8:51 am Post subject: |
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17-10-2014
FII sold huge in Cash (Net sell 1430.03 Crore)
FII also bought in index future, index option but sold in stock future (Net buy 1404.40 Crore)
DII bought in Cash (Net buy 737.31 Crore)
the average price per contract of FIIs comes to around 7844.72. FII’s Index future open contract as on date is 180547 Longs to 74046 Shorts, net long 106501 up by 26317 contracts. |
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vinay28
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Posts: 11748
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| Post: #538 Posted: Mon Oct 20, 2014 9:36 pm Post subject: |
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20-10-2014
FII bought huge in Cash (Net buy 1040.08 Crore)
FII bought in index future, stock future but sold in index option (Net buy 1845.72 Crore)
DII sold in Cash (Net sell 166.11 Crore)
the average price per contract comes to around 7937.26. FII’s Index future open contract as on date is 221024 Longs to 77961 Shorts, net long 143063 up by 36562 contracts. |
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vinay28
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Posts: 11748
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| Post: #539 Posted: Wed Oct 22, 2014 7:52 am Post subject: |
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21-10-2014
FII bought in Cash (Net buy 32.40 Crore)
FII also bought in index future, index option but sold in stock future (Net buy 1364.64 Crore)
DII bought in Cash (Net buy 68.94 Crore)
the average price per contract of FIIs comes to around 7994.94. FII’s Index future open contract as on date is 240191 Longs to 87075 Shorts, net long 153116 up by 10053 contracts. NF closed below their average and hence care advised in longs. |
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vinay28
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Posts: 11748
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| Post: #540 Posted: Mon Oct 27, 2014 9:33 pm Post subject: |
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27-10-2014
FII bought in Cash (Net buy 49.14 Crore)
FII also bought in index future, index option but sold in stock future (Net buy 1071.20 Crore)
DII bought in Cash (Net buy 9.55 Crore)
the average price per contract of FIIs comes to around 8053.78. FII’s Index future open contract as on date is 288546 Longs to 99916 Shorts, net long 188630 up by 16829 contracts. |
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