-2,50,093▼ 14,255 d
10.9% long — heavily net shortParticipant dataNSE · End-of-day
Participant Wise Open Interest
FII, DII, Client and Pro futures and options positions, with daily changes and historical open interest.
Latest report07 Sep 2026
Index futures position mix
ContractsWhat share of each group’s open positions is long?
FII10.9% long
DII57.5% long
Client84.1% long
Pro62.5% long
Long OIShort OI
Long ÷ (long + short). All index futures combined.FII long–short ratio 0.12 : 1
Latest session
Participant wise open interest today — 07 Sep 2026
Index futures positioning from the NSE participant-wise OI report (contracts). Positive net = net long. Use the analytics below for instrument-level detail, date ranges, z-scores and export.
+11,053▼ 316 d
57.5% long — net long+2,18,910▲ 9,068 d
84.1% long — heavily net long+20,130▲ 5,503 d
62.5% long — net long10.9% long89.1% short
FII index futures long percentage · 07 Sep 2026heavily net short
| Participant | Index futures position (contracts) | Daily chg (net) | Long % | ||
|---|---|---|---|---|---|
| Long | Short | Net | |||
| FII | 34,987 | 2,85,080 | -2,50,093 | -14,255 | 10.9% |
| DII | 42,493 | 31,440 | 11,053 | -316 | 57.5% |
| Client (retail + others) | 2,69,796 | 50,886 | 2,18,910 | +9,068 | 84.1% |
| Pro (proprietary) | 50,324 | 30,194 | 20,130 | +5,503 | 62.5% |
| Total (all participants) | 3,97,600 | 3,97,600 | 0 | +0 | 50.0% |
Source: NSE participant-wise open interest report · Index futures, values in contracts · Published end-of-day (F&O participant data lags cash market by one trading day)
Participant wise OI — historical data (net index futures position, contracts)
| Date | Net index futures position (contracts) | |||
|---|---|---|---|---|
| FII | DII | Client | Pro | |
| 07 Sep 2026Latest | -2,50,093 | 11,053 | 2,18,910 | 20,130 |
| 04 Sep 2026 | -2,35,838 | 11,369 | 2,09,842 | 14,627 |
| 03 Sep 2026 | -2,35,102 | 13,287 | 2,05,996 | 15,819 |
| 02 Sep 2026 | -2,29,163 | 13,267 | 2,00,070 | 15,826 |
| 01 Sep 2026 | -2,22,032 | 20,477 | 1,87,130 | 14,425 |
| 31 Aug 2026 | -2,09,315 | 20,288 | 1,78,219 | 10,808 |
| 28 Aug 2026 | -2,02,633 | 20,213 | 1,76,959 | 5,461 |
| 27 Aug 2026 | -1,97,792 | 19,513 | 1,74,158 | 4,121 |
| 26 Aug 2026 | -1,86,060 | 17,589 | 1,60,283 | 8,188 |
| 25 Aug 2026 | -1,84,227 | 17,342 | 1,57,636 | 9,249 |
| 24 Aug 2026 | -2,19,383 | 25,020 | 1,81,156 | 13,207 |
| 21 Aug 2026 | -2,09,855 | 28,115 | 1,71,016 | 10,724 |
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Reading framework
How to read participant wise open interest
Interpret position changes, not just position size: a participant can remain net short while aggressively covering. Direction comes from the combination of current stance, daily change, OI expansion and historical extremity.
Start with FII futures
Use index-futures net position and its daily change as the primary institutional directional read.
Compare the client side
FII-client opposition identifies divergence, but it needs persistence and price confirmation.
Check historical context
Z-score and percentile distinguish ordinary positioning from crowded or statistically extreme exposure.
Demand confirmation
Combine positioning with price structure, volatility and risk limits before acting.
Long addition: long OI risesShort addition: short OI risesShort reduction: short OI fallsLong reduction: long OI falls
Participant data is end-of-day analytical information, not a standalone trading recommendation.
UNDERSTAND THE REPORT
Positions, explained.
Know what the numbers measure before comparing them.
Open interest vs trading volume
Open interest counts outstanding contracts at the report date. Trading volume counts contracts traded during a session. Net position is long OI minus short OI; daily net change compares two reports.
FII long–short ratio vs long percentage
The long–short ratio is long contracts ÷ short contracts. Long percentage is long ÷ (long + short) × 100. For example, 40 long and 60 short contracts give a ratio of 0.67 and a long share of 40%. A zero short position makes the ratio undefined.
Client and Pro are different categories
Client includes retail and other client accounts; it is not a pure retail measure. Pro represents proprietary positions. Aggregate futures and options positions can include hedges, spreads and arbitrage, so net OI alone does not establish market direction.
Source and reporting limits
NSE publishes participant-wise OI in its end-of-day derivatives reports. The summary here aggregates index futures rather than isolating NIFTY or BANKNIFTY. Report availability and ingestion delays can affect the latest displayed date.
View NSE source reportsParticipant wise open interest — frequently asked questions
01What is participant wise open interest?
Participant wise open interest is the daily NSE report that splits total futures and options open interest across four participant categories — FIIs, DIIs, clients and proprietary trading accounts — showing long contracts, short contracts and the net position each category holds in index futures, stock futures and index/stock options.
02Who are the four participants in NSE F&O data?
FII covers foreign institutional investors and FPIs; DII covers domestic institutions such as mutual funds and insurers; Client covers retail and every category other than FII, DII and proprietary; Pro covers brokers trading their own capital.
03How do you read participant wise OI data?
Start from each category's net position (long minus short) in index futures, then read the daily change in that net position alongside whether total OI expanded or contracted. Compare the changes in long and short contracts separately: a rise in net can come from more longs, fewer shorts, or both. Aggregated positions can include hedges and spreads. Historical percentiles and z-scores separate ordinary positioning from crowded extremes.
04What is the FII long short ratio and how is it calculated?
The FII long short ratio is long contracts divided by short contracts. The long percentage shown on this page is different: long divided by (long + short), multiplied by 100. For example, 40 long and 60 short contracts give a ratio of 0.67 and a long percentage of 40%. Neither is a standalone trading signal.
05Where can I get historical participant wise OI data?
NSE publishes the participant-wise OI report as a daily CSV in its derivatives reports section. This page charts the same dataset with selectable lookback windows, per-participant filters, date-range analysis, z-scores and CSV export from the data table view.
Market participant-wise positioning
Participant wise open interest is the daily NSE report that splits F&O positioning across foreign institutions, domestic institutions, clients and proprietary trading accounts. The latest session's index futures long, short and net positions are rendered directly on the page, with the full interactive charts and tables below covering every instrument class, lookback window and date range.
Compare gross long and short positions, contract type and changes across matching dates. Each category contains different strategies and hedges, so net positioning does not reveal a unified directional view. An institutional-client disagreement has no inherent win rate; examine the historical sample before making a claim about subsequent returns.
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