Participant Wise Open Interest — FII, DII, Client & Pro Positions

Daily NSE F&O positioning — values and Δ changes in contracts.

Future Index NET — Δ vs previous session

Who's positioned how on 25 Jun 2026

Historical

Client

-3,107

Bearish

DII

+2,924

Bullish

FII

+5,244

Bullish

Pro

-5,061

Bearish

Participant-wise OI · Chart View

Currently: Index Futures (Net)

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Detailed positioning · 25 Jun 2026

Long, short and net contracts by client cohort. Δ Change is vs the previous trading session.

Download Data:
Quick Legend:Client: Retail (individual) investorsDII: Domestic Funds & InstitutionsFII: Foreign Institutional Investors (Smart Money)Pro: Proprietary Desks (professional brokers)
ParticipantsClientDIIFII ★ProTotal
OIChangeOIChangeOIChangeOIChangeOIChange

Participant wise open Interest:

This page shows the data for each participant with trend wherein each participant has a different colored line. Based on the intensity of net long and net short positions respectively, traders evaluate whether the participants are bullish or bearish on the market direction.

All traders are classified into four categories

1) Client
2) DII
3) FII
4) Pro

Client - Retail trades and HNI (High Networth Individuals) are covered under this category
DII - Domestic Institutional Investors (Banks, Insurance companies, Mutual fund houses)
FII - Foreign Institutional Investors (an investor or investment fund registered in a country outside of the one in which it is investing. Ex: Hedge Funds, Insurance companies, Pension funds, sovereign wealth fund (SWF) etc)
Pro - Proprietary trading (also "prop trading") occurs when a trader trades stocks, bonds, currencies, commodities, their derivatives, or other financial instruments with the firm's own money, aka the nostro account, contrary to depositors' money, in order to make a profit for itself (Source: Wikipedia)

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FAQs About Participant Wise OI

Participant-wise OI is daily NSE-published data showing the open positions held by four categories of market participants in index and stock futures and options: Foreign Institutional Investors (FII/FPI), Domestic Institutional Investors (DII), Proprietary traders (Pro), and Clients (retail). It reveals which segment is net long or net short and where positioning is changing.
Institutional positioning tends to lead market moves. When FIIs build sustained net long positions in index futures, equity markets historically rise. When they build net shorts, markets typically correct. Participant data also reveals option writing — when DIIs and Pros write puts heavily, markets often hold support; heavy call writing signals resistance.
NSE publishes participant-wise OI data once daily, after market close (typically by 7:00 PM IST). NiftyTrader automatically pulls and displays this data each evening. Intraday positioning is not disclosed by NSE.
The terms are now used interchangeably. SEBI consolidated the categories of Foreign Institutional Investors and Foreign Portfolio Investors into a single "FPI" category in 2014, but market commentary still often uses "FII." Both refer to overseas investors registered with SEBI to trade Indian markets.
Look at three things: (1) net long-short — total long contracts minus total short contracts, (2) day-on-day change — was today's reading more long or more short than yesterday, and (3) trend over 5–10 sessions — is the position drifting more long or more short. Sustained directional shifts matter more than single-day moves.
It's a leading indicator on multi-week timeframes, not a precise day-trading signal. Markets can fall while FII shorts decrease, and rise while FII longs decrease — institutions don't always get it right. Treat it as one input among several, especially useful for confirming or contradicting trends seen elsewhere.
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