Strota/FII Positioning

FII Index-Futures Positioning

As of 2026-10-08 · NSE participant-wise open interest

-82.9% Heavy Short
What this means. The net-long ratio is the share of FII index-futures positioning that is long versus short — something retail can't read off a price chart. Heavy short positioning has historically preceded short-covering rallies — a crowded, often contrarian, bearish read. It's a positioning signal, not a forecast.

The trend — net-long ratio, last 90 sessions

0% +0% -85%

2026-06-02 → 2026-10-08. Above 0% = net long, below = net short. Source: NSE F&O participant-wise OI.

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FII / DII cash flows

DateFII net (₹ Cr)DII net (₹ Cr)
2026-10-08 -12,944 +10,703
2026-10-07 -6,121 +4,597
2026-10-06 -2,961 +5,089
2026-10-05 -4,699 +5,182
2026-10-01 -9,484 +10,042
2026-09-30 -10,148 +11,272
2026-09-29 -5,353 +5,189
2026-09-28 -5,353 +5,189
2026-09-25 -3,694 +2,838
2026-09-24 -5,027 +4,301

How to read this

Every session, NSE publishes the participant-wise open-interest report — how many index- and stock-futures contracts each category (FII, DII, Pro, retail Client) holds long and short. The FII net-long ratio here is (FII long index-futures − short) ÷ (long + short) × 100: +100% is fully long, −100% fully short, 0% balanced.

It's followed because FIIs are the largest directional players in NSE index futures, and their positioning is a cleaner read on institutional conviction than price alone. Extremes can be contrarian — very heavy shorts often precede short-covering rallies; crowded longs have historically mean-reverted. It is positioning information, not investment advice.

FAQ

Are FIIs net long or short right now?
As of 2026-10-08, FIIs are Heavy Short on NSE index futures, a net-long ratio of -82.9%.

How often does this update?
Daily, after NSE publishes the participant-OI report (~7 PM IST). The chart covers the last 90 sessions.