Strota/FII Positioning

FII Index-Futures Positioning

As of 2026-08-20 · NSE participant-wise open interest

-81.3% Heavy Short

↗ FIIs distributing index-futures longs for 6 straight sessions.

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%

2026-04-13 → 2026-08-20. 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)
2026-08-20 -583 +3,538
2026-08-19 +408 +3,974
2026-08-18 +1,652 +2,579
2026-08-17 -2,535 +5,101
2026-08-14 +508 +356
2026-08-13 -511 +4,353
2026-08-12 -1,002 +5,842
2026-08-11 +259 +25
2026-08-10 +1,975 -1,290
2026-08-07 +480 +236

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 2026-08-20, FIIs are Heavy Short on NSE index futures, a net-long ratio of -81.3%.

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