FII / DII Activity
Who's buying and who's selling — daily provisional cash-market flows for Foreign (FII/FPI) and Domestic (DII) institutions, plus participant-wise open interest in the F&O segment.
💵 Cash market — provisional net
| Participant | Bought | Sold | Net |
|---|---|---|---|
| DII | ₹15,337.18 cr | ₹12,843.77 cr | +₹2,493.41 cr |
| FII/FPI | ₹12,332.64 cr | ₹11,150.98 cr | +₹1,181.66 cr |
NSE provisional figures, 24-Aug-2026 · updates live in your browser
📊 Participant-wise open interest
Net positioning by participant in index & stock derivatives (no. of contracts). The index-futures long/short balance is the most-watched directional tell — FIIs net-long is bullish, net-short is bearish.
| Participant | Long | Short | Net |
|---|---|---|---|
| Client | 2,36,736 | 55,580 | +1,81,156 |
| DII | 44,784 | 19,764 | +25,020 |
| FII | 27,079 | 2,46,462 | -2,19,383 |
| Pro | 51,987 | 38,780 | +13,207 |
| TOTAL | 3,60,586 | 3,60,586 | 0 |
NSE participant-wise OI, Aug 24, 2026 · updates live in your browser
Figures are NSE's end-of-day provisional data and may be revised. Cash flows are in ₹ crore. For education only — not investment advice.
What institutional flows do and don't tell you
Two separate datasets sit on this page and they answer different questions. Conflating them is the most common mistake made with this data, and the less-quoted of the two is the more useful.
The cash figures are a headline, and a lagging one
The provisional cash-market numbers say what foreign and domestic institutions bought and sold in the equity segment yesterday. They are the figures quoted in every market wrap, and they have three real limitations: they are provisional and get revised, they arrive after the close so they describe a session that has already finished, and they say nothing about the derivatives positioning of the same participants.
Read as a trend they are worth something. Sustained foreign selling across weeks is a genuine pattern with a cause behind it — usually the rupee, US rates, or global risk appetite rather than any view on Indian companies. Read as a single day's number, they are among the most over-interpreted figures in Indian markets.
Participant-wise open interest is the better dataset
The second table is the one to spend time on. It reports net positioning by participant category in index and stock derivatives, and the FII index-futures long/short balance is a direct statement of institutional directional positioning rather than an inference from cash buying.
It is the most-watched line in this report for good reason: an institution that is buying in the cash market while short index futures is hedged, not bullish, and only this table can tell the two apart. FIIs heavily net-long index futures is a positioning fact worth knowing; the same participants net-short is the reading that most often precedes a weak stretch.
The counterweight
Domestic institutions have grown into a genuine offset to foreign flows over the last decade, largely on the back of steady monthly SIP inflows into equity funds. That flow arrives regardless of the market's direction, which is why heavy foreign selling now moves the index less than the same figure would have a decade ago.
The interesting sessions are the ones where the two sides diverge sharply — one selling heavily into the other's buying. That is a disagreement between two well-informed groups, and it is more informative than either number alone.
How not to use it
As an intraday signal, it is useless: the data is published after the close of the session it describes. As a same-day trading input it is worse than useless, because by the time you read it the market has already traded on the flows it records. Its value is as context accumulated over weeks.