Live institutional flows

FII / DII Activity

Who's really moving the Indian market. Daily cash-market net buy/sell for foreign & domestic institutions, plus F&O participant positioning and the closely-watched FII index-futures long/short ratio.

 

Cash market — provisional

Net buy/sell in the equity cash segment on the last trading day. Positive = net buying (inflow), negative = net selling (outflow).
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Net flow trend

Builds each market day
FII net DII net ₹ crore
DateFII BuyFII SellFII Net DII BuyDII SellDII Net

FII derivatives positioning

Open-interest stance from NSE's participant-wise F&O report. The index-futures long/short ratio is a widely-watched directional gauge for foreign institutions.
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FII index-futures long/short ratio

Long contracts ÷ short contracts held by FIIs in index futures. Below 1 = net short (cautious / bearish tilt).
Short —Long —
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FII net positions

Net open interest (long − short), in contracts, on the last report day.

Participant-wise open interest

Net = long − short · contracts
Participant Index FutStock Fut Index Opt*Stock Opt* Total LongTotal Short Long share†
* Index/Stock Opt shows net directional option bias = (call longs + put shorts) − (call shorts + put longs). A positive figure leans bullish, negative leans bearish. Futures columns are net contracts (long − short).
† Long share = total long ÷ (total long + total short) across all F&O contracts. Above 50% the book leans long, below 50% it leans short; the bar measures the distance from an even 50/50 book. Each mini-bar in the four net columns is scaled to the largest absolute value in ITS OWN column, so bars compare participants within a column, never across columns.

FII / DII activity — common questions

What is FII / DII activity?

FII stands for Foreign Institutional Investors and DII stands for Domestic Institutional Investors — the large professional investors whose buying and selling moves Indian markets. FII/DII activity is the net value each group bought or sold in the cash market on a given day. A net-positive figure means the group was a net buyer; a net-negative figure means it was a net seller.

What does the FII index-futures long/short ratio mean?

It is the number of long (buy) index-futures contracts held by FIIs divided by the number of short (sell) contracts. A ratio above 1 means FIIs hold more longs than shorts and are positioned net long; a ratio below 1 means they hold more shorts and are positioned net short. It is a quick read of how foreign institutions are positioned in index derivatives.

Where does this FII / DII data come from?

The figures are provisional disclosures sourced from the NSE — the cash-market provisional numbers and the participant-wise F&O reports. Index levels come from public market data. Provisional cash numbers can be revised later by the exchange.

How often is the FII / DII data updated?

It is refreshed every market day, after the exchange publishes its end-of-day provisional figures. Weekends and market holidays show the last available trading day. This is a research dashboard, not investment advice.