F&O – Open Interest Report for 1st July 2016

Our markets gapped up for the third consecutive day today.  The intriguing fact is, since the low we made on June 24th, we never tested the previous day lows and we have been continuously making higher highs.

Foreign institutional investors (FIIs) sold 188 crores in cash segment and Domestic institutional investors (DIIs) bought 907 crores

FNO segment

In FNO segment, FIIs bot 4,062 Contracts of Index Futs, bot 3,742 Contracts of Index Calls, bot 10,296 Contracts of Index Puts

Nifty Put Call Ratio (PCR) is at 1.04. Nifty PE Ratio is 22.86