NSE participant wise open interest snapshot comparing positions of Client, DII, FII and Pro traders

NSE Participant Wise Open Interest Today: FII, DII, Pro & Client OI Data

Month:
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Figures are open interest in number of contracts. Change = change from the previous trading day. NET = Long minus Short. Source: NSE participant wise open interest report, updated every trading day after market close. Pick a month and date to see earlier sessions, or tap the download button for a CSV.

NSE Participant Wise Open Interest Today: What the Table Shows

NSE participant wise open interest today table with FII, DII, Pro and Client long and short positions

NSE participant wise open interest shows how many long and short derivative contracts each type of trader holds at the end of the day: Clients (retail), DIIs, FIIs and Pro (proprietary) traders. The table above covers index futures, index calls and puts, stock futures, and stock calls and puts, with the daily change and the net position for each group.

Cash market numbers tell you what already happened in a session. Participant wise OI tells you what positions the big players are carrying into the next session and the coming expiry. For the cash side, see the FII DII cash market daily summary.

The Four Market Participants in NSE OI Data

  1. Client (retail): Individual traders and HNIs. Often used as a contrarian signal when their positions become one-sided.
  2. DII: Mutual funds, insurers and banks. They mostly use derivatives to hedge large stock portfolios, which is why DIIs usually show big short positions in stock futures.
  3. FII: Foreign institutional investors. Their index futures positioning is the most watched number in this report. Track it over time with the FII long short ratio.
  4. Pro: Brokers trading their own money. They are active option writers and often hold the other side of retail trades.

How to Read Participant Wise OI Data

  • Long and Short rows: Total open contracts on each side. The Change column shows what was added or cut that day.
  • NET row: Long minus Short. A rising NET in index futures means a group is turning more bullish.
  • Sentiments row: Shows Bullish when the day’s NET change is positive and Bearish when it is negative.
  • Index options: Large call or put writing by Pro and FII traders points to levels they expect to hold. See the FII options data tracker for the daily call and put trend.

Example from 23 Oct 2026: FIIs held 36,986 long and 3,17,169 short index futures contracts, so only about 10% of their index futures were long. They added 2,283 longs and 2,166 shorts that day, a net change of just +117, so their heavy short bias barely moved. Clients, on the other hand, held 2,77,991 long against 62,683 short, the opposite side of the trade. This kind of gap between FIIs and retail is one of the main things traders watch in this report.

Common Mistakes When Reading NSE OI Data

  • Reading DII stock futures shorts as bearish bets, when they are mostly hedges against stock holdings.
  • Judging from one day. Use the date picker to compare at least 5 sessions.
  • Ignoring expiry and rollover days, when OI changes look unusually large.
  • Using OI without cash market flows. Check FII DII F&O data today and cash data together.

This Table vs. Raw NSE Reports

FeatureNSE WebsiteFIIAndDIIData.com Table
FormatRaw CSV file each dayFormatted web table
Daily changeCompare two files yourselfChange column for every group
Net and sentimentManual calculationNET row and Bullish / Bearish badge
Past datesSeparate download per dayPick any date from the list
DownloadYesYes, CSV for the selected date

Data Source, Timing and Accuracy

  • Source: NSE participant wise open interest report, cross-checked with independent data providers before publishing.
  • Timing: NSE releases this report in the evening after market close. This page is updated the same night on trading days.
  • Type: End-of-day data, not live intraday positions.

About the Creator

This table and website were built by Sunny Kumar, a web developer from Muzaffarpur, Bihar, and founder of the finance blog BiharMint.com. He launched FIIAndDIIData.com to make institutional market data simple for retail traders.

Participant Wise Open Interest: Frequently Asked Questions

What is NSE participant wise open interest?

It is a daily NSE report that shows how many long and short derivative contracts Clients, DIIs, FIIs and Pro traders hold in index and stock futures and options at the end of the trading day.

What time is participant wise OI data released?

NSE publishes it in the evening after market close on trading days. This page is updated the same night.

Why do FIIs hold more short index futures than long?

FIIs often short index futures to hedge their large cash market holdings in Indian stocks. A big short position is not always a pure bearish bet, so watch the daily change and the trend.

Why do DIIs show large short positions in stock futures?

DIIs such as mutual funds hold large stock portfolios and use stock futures to hedge them. These shorts usually balance their cash holdings rather than signal a bearish view.

Can I download participant wise OI data?

Yes. Select a date in the table and tap the download button to save that day’s data as a CSV file.

Key Takeaways for Traders

Check NSE participant wise open interest every evening, focus on FII index futures and the NET rows, and compare several sessions before forming a view. Combine it with cash market flows and your own price analysis.

Disclaimer: This page is for educational purposes only and is not investment advice. Please consult a SEBI-registered advisor before making investment decisions.

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