NSE derivatives · participant OI
FII DII Data Today: Participant-Wise Open Interest
FIIs hold 9.5% of their index futures positions long, with a net position of -2,77,628 contracts.
Data as of 21 Oct 2026 EOD, NSE F&O bhavcopy
- FII index futures long %
- 9.5%
- Long ÷ (long + short)
- FII net index futures
- -2,77,628
- +2,302 vs previous session
- FII net index calls
- -3,41,527
- Long − short
- FII net index puts
- +5,97,220
- Long − short
Participant-wise OI, 21 Oct 2026
| Participant | Index fut long | Index fut short | Index fut net | Long % | Call long | Call short | Put long | Put short |
|---|---|---|---|---|---|---|---|---|
| FII / FPI | 32,598 | 3,10,226 | -2,77,628 | 9.5% | 7,66,911 | 11,08,438 | 11,59,707 | 5,62,487 |
| DII | 51,508 | 13,537 | +37,971 | 79.2% | 9,318 | 1,870 | 1,13,541 | 280 |
| Proprietary | 45,380 | 29,654 | +15,726 | 60.5% | 12,30,713 | 12,86,552 | 9,33,635 | 8,17,686 |
| Client (retail & HNI) | 2,76,578 | 52,647 | +2,23,931 | 84.0% | 37,47,441 | 33,57,523 | 23,46,543 | 31,72,974 |
FII index futures long-short ratio, last 20 sessions
FII long %, 20 sessions
Dashed line: 50% (flat)
| Date | Long | Short | Net | Net change | Long % |
|---|---|---|---|---|---|
| 21 Oct 2026 | 32,598 | 3,10,226 | -2,77,628 | +2,302 | 9.5% |
| 19 Oct 2026 | 36,661 | 3,16,591 | -2,79,930 | -6,931 | 10.4% |
| 16 Oct 2026 | 39,966 | 3,12,965 | -2,72,999 | +6,828 | 11.3% |
| 15 Oct 2026 | 38,549 | 3,18,376 | -2,79,827 | +16,870 | 10.8% |
| 14 Oct 2026 | 34,282 | 3,30,979 | -2,96,697 | -7,202 | 9.4% |
| 13 Oct 2026 | 35,416 | 3,24,911 | -2,89,495 | +6,365 | 9.8% |
| 12 Oct 2026 | 32,268 | 3,28,128 | -2,95,860 | -1,872 | 8.9% |
| 9 Oct 2026 | 34,943 | 3,28,931 | -2,93,988 | +13,121 | 9.6% |
| 8 Oct 2026 | 31,583 | 3,38,692 | -3,07,109 | -8,824 | 8.5% |
| 7 Oct 2026 | 33,426 | 3,31,711 | -2,98,285 | -4,560 | 9.2% |
| 6 Oct 2026 | 30,285 | 3,24,010 | -2,93,725 | +8,666 | 8.6% |
| 5 Oct 2026 | 29,117 | 3,31,508 | -3,02,391 | +7,783 | 8.1% |
| 1 Oct 2026 | 29,605 | 3,39,779 | -3,10,174 | -27,304 | 8.0% |
| 30 Sept 2026 | 29,394 | 3,12,264 | -2,82,870 | -15,563 | 8.6% |
| 29 Sept 2026 | 27,879 | 2,95,186 | -2,67,307 | +52,362 | 8.6% |
| 28 Sept 2026 | 51,567 | 3,71,236 | -3,19,669 | -7,668 | 12.2% |
| 25 Sept 2026 | 46,305 | 3,58,306 | -3,12,001 | -2,179 | 11.4% |
| 24 Sept 2026 | 43,743 | 3,53,565 | -3,09,822 | -11,209 | 11.0% |
| 23 Sept 2026 | 40,611 | 3,39,224 | -2,98,613 | +4,295 | 10.7% |
| 22 Sept 2026 | 40,257 | 3,43,165 | -3,02,908 | — | 10.5% |
How to read FII and DII derivatives data
FII index futures are the most watched line: foreign investors use them to hedge or express a view on the whole market, so a falling long ratio has often preceded weakness in Nifty and Bank Nifty. Extremes matter more than single-day changes.
Index options need care: a large short call position is a bearish-to-neutral view, while a large short put position is bullish-to-neutral. Compare long and short columns rather than looking at one side.
Clients are frequently on the other side of FIIs. When the FII long ratio and client positioning sit at opposite extremes, positioning is crowded. Cross-check with the Nifty max pain and Nifty gamma exposure pages for strike-level context.
Frequently asked questions
- What is participant-wise open interest?
- NSE publishes, after every session, how many open derivative contracts are held long and short by four groups: FIIs (foreign portfolio investors), DIIs (domestic institutions), Pro (brokers trading their own book) and Clients (everyone else, including retail and HNI traders).
- What is the FII long-short ratio?
- It is FII index futures long contracts as a percentage of their total long plus short index futures contracts. Above 50% means FIIs are net long index futures; readings below about 25% have historically marked very bearish positioning.
- Is this the same as FII cash market buying and selling?
- No. This page covers derivatives open interest. FII cash-market flows (provisional buy and sell values in ₹ crore) are a different dataset and can point in a different direction on the same day.
- Why do clients often hold the opposite position to FIIs?
- Derivatives are zero-sum: every long has a short. When FIIs build shorts in index futures, someone else, frequently the client category, holds the matching longs.
- When is the data updated?
- NSE releases participant-wise OI in the evening after market close. TradeLens picks it up with the end-of-day run, usually by 19:00 IST.
Positioning data, not investment advice. Trading in derivatives involves substantial risk of loss.