India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

IISL MARKET UPDATE FEBRUARY 2013

The benchmark index of the Indian capital market CNX Nifty (Nifty 50) closed at 5693.05 points on February 28, 2013 representing a
decrease of 341.70 points (-5.66 %), as compared to the closing value of 6034.75 points on January 31, 2013. During the month of
February 2013, CNX Nifty touched a high of 6052.95 points on February 01, 2013. The free float market capitalization of CNX Nifty
decreased from Rs. 19,15,431.00 crores on January 31, 2013 to Rs. 18,14,313.01 crores on February 28, 2013, i.e. a decrease of
Rs.10118.82 crores (-5.28 %).

Market Statistics: :
Indices

Index Closing value on

28-Feb-13

CNX Nifty
CNX Nifty Junior
CNX 100
CNX Bank
CNX IT
CNX Midcap
CNX 500

5693.05
11457.75
5605.05
11487.35
7106.65
7540.35
4477.50

31-Jan-13
6034.75
12270.55
5950.95
12708.60
6778.00
8363.70
4795.30

28-Feb-13
Change
(%)
-5.66
-6.62
-5.81
-9.61
4.85
-9.84
-6.63

High

Low

6052.95
12393.50
5973.70
12743.20
7172.05
8416.40
4814.50

5671.90
11425.35
5587.60
11401.20
6720.05
7517.00
4464.70

IISL Index News:

Guidelines for determining Investible Weight Factor (IWF) for all IISL indices using free float market capitalization method.

For all other IISL Press Releases please visit below mentioned link.

http://www.nseindia.com/products/content/equities/indices/invest_w_fac.htm
http://www.nseindia.com/content/indices/ind_pressreleases.htm

For more information on IISL Indices, please visit below mentioned link.
http://www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Overall Indian Equity Market Performance:

Indian Equity Market Feb 2013

6400

6200

Index Values

6000

5800

5600

5400

CNX NIFTY

CNX NIFTY JUNIOR

CNX 100

CNX 500

CNX Midcap Index

CNX BANK INDEX

CNX IT INDEX
5200

Returns and Volatility of select Indices during February 2013

Indices

Average
Daily
Return

Volatility of Daily
Returns

CNX NIFTY

-0.26

0.67

CNX NIFTY JUNIOR

-0.35

0.89

CNX 100

-0.27

0.69

CNX BANK INDEX

-0.46

1.04

CNX 500 Equity Index

-0.32

0.72

0.26

0.73

-0.51

0.98

CNX IT INDEX
CNX Midcap Index

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Top 10 on Cash Market Segment February 2013

State Bank of India

ICICI Bank Ltd.
United Spirits Ltd.
DLF Ltd.
Infosys Ltd.
Tata Motors Ltd.
Axis Bank Ltd.
I T C Ltd.
Reliance Industries Ltd.

1843174
1631078
1371187
1937408
1033216
2118290
1293291
1660513
1601570

43044501
52683584
30123030
196173053
18221663
173106255
34381179
159823578
54713547

(Rs. in Mn.)
97020
59011
56454
53179
51529
50811
49741
47816
46951

Avg. Daily
Turnover
(Rs. Mn.)
4851
2951
2823
2659
2576
2541
2487
2391
2348

HDFC Bank Ltd.

Total - Top 10

1364625

59806136

39179

1959

1.74

15854352

822076526

551692

27585

24.50

Total - Universe

116241182

13872390182

2252209

112627

100

Scrips

No. of Trades

Turnover

Traded Qty

% in Total
Turnover
4.31
2.62
2.51
2.36
2.29
2.26
2.21
2.12
2.08

FII Equity Investment:

FIIs were net buyers during the month of February 2013 with net inflow of Rs. 244.39 billion (USD 4575.26 million) as compared to
net inflow of Rs. 220.59 billion (USD 4059.32 million) during the previous (January 2013) month.
FII Investment

February -13

January-13

Change

Rs. Million

Rs. Million

Gross Purchases

788883

778588

1.32%

Gross Sales

544491

557998

-2.42%

Net Investment
Net Investment
(US million $)

244393

220592

10.79%

4575.26

4059.32

12.71%

Source: SEBI website www.sebi.gov.in

Mutual Fund Equity Investment:

Mutual Funds were net sellers during the month of February 2013 with net outflow of Rs. -47.13 billion as compared to net outflow of
Rs. -8.47 billion in the previous (January 2013) month.
Mutual Fund
Investment

February -13

January-13

Rs. Million

Rs. Million

Change (%)

Gross Purchases

102861

114234

-9.96%

Gross Sales

111342

161366

-31.00%

-8479

-47134

-82.01%

Net Investment
Source: SEBI website - www.sebi.gov.in

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Derivatives Index & Stock:

Total turnover in the derivatives segment for the month of January 2013 stood at Rs 2,950,975.16 Crores as against 2,575,097.44 Crores
in February 2013. Total F&O Turnover as a percentage of Cash Market turnover stood at 1136.20%.

Turnover in Crores
Derivative Segment

Februrary' 2013

CNX Nifty Index Futures

January' 2013

Change (%)

137,618.40

134,981.67

1.95

101.45

142.61

-28.87

41,089.22

51,191.20

-19.73

Individual Stock Futures

361,294.29

495,365.62

-27.07

CNX Nifty Index options

1,750,570.74

1,857,196.49

-5.74

88,770.52

108,445.87

-18.14

194,775.20

298,596.91

-34.77

2,575,097.44

2,950,975.16

-12.74

1,136.20

998.92

13.74

CNX IT Futures
Bank Nifty futures

Bank Nifty Options

Individual Stock Options
Total F & O Turnover
Total F&O Turnover as % of Cash Market
turnover

Exchange Traded Funds (ETFs):

Birla Sun Life Nifty ETF

CNX Nifty

Corpus
Q3
Average
(Rs. Mn.)
13.72

136

17

0.38

57.58

GS Nifty BeES

CNX Nifty

5405.55

31907

20

513.70

577.31

IIFL Nifty ETF

CNX Nifty

187.15

3151

20

27.97

576.27

Kotak Nifty ETF

CNX Nifty

432.74

1426

20

64.34

584.52

QNIFTY - Quantum ETF

CNX Nifty

21.98

59

13

0.36

585.78

Religare Nifty ETF

CNX Nifty

21.36

34

13

0.49

569.37

CNX Nifty Shariah

7.93

105

17

0.35

127.52

GS PSU Bank BeEs

CNX PSU Bank

108.56

883

20

3.18

329.01

Kotak PSU

CNX PSU Bank

114.58

546

20

2.60

317.67

CNX Nifty Junior

891.19

4632

20

43.88

115.51

CNX Midcap

1844.28

2586

20

29.32

7.71

ETF

Underlying Index

Total No.
of Trades

No. of
Days
Traded

Last Price
Turnover
(Rs. Mn.)

28-Feb-13

Valuation of units

GS Infra BeES

CNX Infrastructure Index

47.09

562

20

6.01

229.74

GS Bank BeES

CNX Bank

713.32

1809

20

32.53

1166.37

1/100 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/10 of underlying
1/100 of underlying
1/1000 of underlying
1/10 of underlying
1/10 of underlying

RELBANK

CNX Bank

116.81

381

18

2.26

1202.31

1/10 of underlying

GS Shariah BeES

GS Junior BeES
M100

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

International ETF launched on CNX Nifty:

ETF

Launched

Issuer

AUM in USD
as on 31 Dec
2012

Exchanges where the ETF is listed

USD. Mn.

db X-trackers CNX Nifty

ETF

Jul-07

Deutsche Bank AG

279.03

Deutsche Brse
London Stock Exchange
Euronext Paris
Singapore Stock Exchange
Swiss Exchange
Stuttgart Stock Exchange
Hong Kong Stock Exchange
Borsa Italiana
Stockholm Stock Exchange

iShares CNX Nifty India

Swap ETF

Sep-10

Black Rock
Institutional Trust
Company

48.27

London Stock Exchange

iShares India Nifty 50

Index Fund

Nov-09

Black Rock
Institutional Trust
Company

358.39

NASDAQ
Cross-Listed in Toronto Stock Exchange,
Bolsa de Santiago and Chilean Electronic
Exchange and Bolsa Mexicana de
Valores.

NEXT FUNDS CNX

Nifty Linked ETF

Nov-09

Nomura Asset
Management

42.42

Tokyo Stock Exchange

CNX Nifty Futures Index

fund

Oct-09

Nikko Asset
Management

10.34

Tokyo Stock Exchange

XIE Shares India (CNX

Nifty) ETF

Feb-12

Enhanced
Investment
Products Ltd.

15.89

Hong Kong Stock Exchange

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Index Funds:

Average AUM during

Dec 2012

NAV * as on

Inception
Date

Underlying Index

Birla Sun Life Index Fund

17-Sep-02

CNX Nifty

285.35

28-Feb-13
55.55

Canara Robeco Nifty Index

17-Sep-04

CNX Nifty

43.37

30.08

Franklin India Index Fund

13-Jul-00

CNX Nifty

2758.33

44.76

HDFC Index Fund

10-Jul-02

CNX Nifty

705.05

49.10

ICICI Prudential Index Fund

25-Feb-02

CNX Nifty

927.73

53.10

IDBI Nifty Fund

25-Jun-10

CNX Nifty

1536.83

10.74

IDFC Nifty Fund

12-Apr-10

CNX Nifty

120.48

11.16

LIC NOMURA MF Index Fund-Nifty

28-Nov-02

CNX Nifty

353.95

31.69

Principal Index Fund

30-Jun-99

CNX Nifty

148.84

38.82

Reliance Index Fund Nifty Plan

28-Sep-10

CNX Nifty

737.35

9.41

SBI Magnum Index Fund

04-Feb-02

CNX Nifty

409.31

48.65

Tata Index Fund Nifty

24-Feb-03

CNX Nifty

70.64

35.01

Taurus Nifty Index Fund

19-Jun-10

CNX Nifty

8.35

10.64

UTI - Nifty Index Fund

25-Feb-00

CNX Nifty

1740.60

35.45

ICICI Prudential Nifty Junior Index Fund

25-Jun-10

CNX Nifty Junior

71.38

10.10

IDBI CNX Nifty Junior Index Fund

20-Sep-10

CNX Nifty Junior

473.43

8.96

Goldman Sachs CNX 500 Fund

17-Nov-08

CNX 500

715.98

18.93

IIFL Dividend Opportunities Index Fund

06-Jun-12

CNX Dividend Opportunities

239.30

10.78

Name of the Fund

Rs. Mn.

* NAV for Growth option only.

Source: AMFI Website www.amfiindia.com

**Please note that upto September 2010, AUM was uploaded on AMFI Website on monthly basis. The AUM for each
quarter (90 days average) will be computed and uploaded on AMFI Website on the first working day of the following
month of every quarter, effective from quarter ending December 31, 2010.

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

International Indices:

Index Closing Values

Major Indices

28-Feb-13

31-Jan-13

Change (%)

CNX Nifty

5,693.05

6,034.75

-5.66

NASDAQ Composite

3,160.19

3,142.13

0.57

14,054.49

13,860.58

1.40

Dow Jones Indl Average

S&P 500 US

1,514.68

1,498.11

1.11

FTSE 100

6,360.80

6,276.90

1.34

DAX

7,741.70

7,776.05

-0.44

Hang Seng

23,020.27

23,729.53

-2.99

Nikkei 225

11,559.36

11,138.66

3.78

Overall Sectoral Performance:

Best performing CNX Industry sectors (Top 5):
Index Name
COMPUTERS - SOFTWARE
TRAVEL AND TRANSPORT
FOOD AND FOOD PROCESSING
CHEMICALS - SPECIALITY
PAINTS

% Change
4.70
4.00
-0.28
-0.88
-2.96

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Individual stock performance CNX Nifty:

The benchmark index of the Indian capital market CNX Nifty (Nifty 50) closed at 5693.05 points on February 28, 2013 representing a
decrease of 341.70 points (-5.66 %), as compared to the closing value of 6034.75 points on January 31, 2013. During the month of
February 2013, CNX Nifty touched a high of 6052.95 points on February 01, 2013. The free float market capitalization of CNX Nifty
decreased from Rs. 19,15,431.00 crores on January 31, 2013 to Rs. 18,14,313.01 crores on February 28, 2013, i.e. a decrease of
Rs.10118.82 crores (-5.28 %).

During the month of February 2013, Tata Consultancy Services Ltd. was the biggest gainer in CNX Nifty constituent list delivering a
positive return of 12.86 %, Siemens Ltd. was the biggest loser, delivering returns of -23.18 %, during the same month.

Sr.
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38

Security Symbol

ACC
AMBUJACEM
ASIANPAINT
AXISBANK
BAJAJ-AUTO
BANKBARODA
BHARTIARTL
BHEL
BPCL
CAIRN
CIPLA
COALINDIA
DLF
DRREDDY
GAIL
GRASIM
HCLTECH
HDFC
HDFCBANK
HEROMOTOCO
HINDALCO
HINDUNILVR
ICICIBANK
IDFC
INFY
ITC
JINDALSTEL
JPASSOCIAT
KOTAKBANK
LT
LUPIN
M&M
MARUTI
NTPC
ONGC
PNB
POWERGRID
RANBAXY

Equity
Capital (Rs.)
1877452660
3084368872
959197790
4669935780
2893670200
4111233830
18987650480
4895200000
7230842480
19101073890
1605842714
63163644000
3397341672
849169975
12684774000
917550170
1389123640
3082936170
4744537650
399375000
1914583068
2161961418
11531316610
15144256360
2871180830
7882061180
934833818
4309757498
3723824960
1229847806
894930852
3069903780
1444550300
82454644000
42777450600
3391786830
46297253530
2115034265

FF MCAP^
February
28 2013 (Rs.
Crores)
11875
14594
19346
42301
26495
11705
38632
15892
9612
17611
18260
19568
10092
22192
14938
18777
19028
116789
114320
15912
12721
45479
119972
18454
140161
161191
13365
8081
24801
73932
13912
40069
17917
19287
55462
10518
14766
5834

Weightage
(%)
0.65
0.80
1.07
2.33
1.46
0.65
2.13
0.88
0.53
0.97
1.01
1.08
0.56
1.22
0.82
1.03
1.05
6.44
6.30
0.88
0.70
2.51
6.61
1.02
7.73
8.88
0.74
0.45
1.37
4.07
0.77
2.21
0.99
1.06
3.06
0.58
0.81
0.32

Beta

R2

0.75
0.94
0.60
1.58
0.68
1.44
0.86
1.56
0.62
0.73
0.56
0.54
1.66
0.18
0.77
0.85
0.71
0.91
0.95
0.68
1.53
0.39
1.69
1.79
0.75
0.57
1.67
2.09
1.02
1.55
0.24
0.77
0.77
0.69
0.87
1.47
0.67
0.75

0.20
0.20
0.14
0.52
0.17
0.41
0.15
0.38
0.10
0.14
0.11
0.14
0.37
0.02
0.17
0.31
0.17
0.35
0.47
0.17
0.43
0.06
0.72
0.50
0.12
0.13
0.38
0.42
0.33
0.55
0.02
0.23
0.14
0.20
0.21
0.39
0.21
0.14

Volatility
(%)

Monthly
Return

Avg. Impact
Cost February
2013

1.54
2.02
1.10
1.68
1.59
2.15
2.15
1.69
1.80
1.11
1.79
1.36
2.52
1.25
1.16
0.96
1.62
1.48
1.06
0.96
1.76
1.34
1.54
2.31
1.03
0.74
1.56
2.69
0.98
1.54
1.20
1.33
1.65
1.13
1.95
1.57
1.87
2.33

-3.82
-6.06
-5.09
-10.70
-2.67
-19.83
-4.92
-11.70
-9.38
-7.84
-11.60
-12.32
-0.09
-8.37
-2.83
-1.66
5.15
-3.67
-2.75
-8.49
-14.89
-6.52
-12.66
-12.02
4.21
-4.18
-16.97
-20.01
-3.05
-11.29
-3.20
-1.75
-14.37
-3.95
-7.73
-13.34
-5.35
-15.50

0.05
0.06
0.06
0.05
0.06
0.06
0.07
0.06
0.07
0.04
0.06
0.05
0.06
0.04
0.06
0.06
0.05
0.06
0.05
0.05
0.06
0.05
0.06
0.05
0.03
0.05
0.06
0.06
0.06
0.04
0.05
0.06
0.05
0.04
0.07
0.05
0.05
0.05

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

39
40
41
42
43
44
45
46
47
48
49
50

RELIANCE
RELINFRA
SBIN
SESAGOA
SIEMENS
SUNPHARMA
TATAMOTORS
TATAPOWER
TATASTEEL
TCS
ULTRACEMCO
WIPRO

32288152290
2629900000
6710452740
869101423
704066266
1035581955
5415695852
2373072360
9712145450
1957220996
2741657030
4925287010
Total

133577
5672
53644
6039
4490
30169
50833
15288
22768
77315
18942
21714
1814312

7.36
0.31
2.96
0.33
0.25
1.66
2.80
0.84
1.25
4.26
1.04
1.20
100.00

1.04
2.01
1.52
1.66
0.94
0.49
1.47
1.18
1.50
0.52
0.44
0.53

0.41
0.50
0.51
0.46
0.30
0.10
0.31
0.33
0.51
0.08
0.08
0.09

1.46
2.65
1.63
1.73
1.29
1.33
2.23
1.32
1.78
0.99
1.62
1.27

-8.21
-18.72
-14.65
-16.99
-23.18
11.72
-3.51
-6.63
-15.66
12.86
-1.81
1.18

* Beta & R2 are calculated for the period 01-Mar-2012 to 28-Feb-2013

* Beta measures the degree to which any portfolio of stocks is affected as compared to the effect
on the market as a whole.
* The coefficient of determination (R2) measures the strength of relationship between two variables
the return on a security versus that of the market.
* Volatility is the Std. deviation of the daily returns for the period 01-Feb-2013 to 28-Feb-2013
* Last day of trading was 28-Feb-2013
* Impact Cost for CNX Nifty is for a portfolio of Rs. 50 Lakhs
* Impact Cost for CNX Nifty is the weightage average impact cost

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

0.06
0.06
0.04
0.08
0.05
0.04
0.06
0.06
0.05
0.04
0.07
0.05
0.05

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Individual stock performance CNX Nifty Junior

The CNX Nifty Junior closed at 11457.57 points on February 28, 2013 representing a decrease of 812.80 points (-6.62%) as compared to
12270.55 points on January 31, 2013. During the month of February 2013, the CNX Nifty Junior touched a high of 12393.50 points as
on February 04, 2013. The free float market capitalization of CNX Nifty Junior decreased from Rs. 3,41,415.31 Crores on January 31,
2013, to Rs. 3,25,445.13 Crores on February 28, 2013 i.e. a decrease of Rs. -15970.18 Crores (-4.68%).

During the month of February 2013 Container Corporation of India Ltd. was the biggest gainer in CNX Nifty Junior constituent list
delivering positive returns of 11.05%, Reliance Communications Ltd. was the biggest loser, delivering negative returns of -26.18%,
during the same month.

Sr.
No

Security Symbol

Equity
Capital (Rs.)

FF MCAP^
February
28 2013 (Rs.
Crores)

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38

ABIRLANUVO
ADANIENT
ADANIPORTS
APOLLOHOSP
ASHOKLEY
BAJAJHLDNG
BANKINDIA
BHARATFORG
BIOCON
BOSCHLTD
CANBK
COLPAL
CONCOR
CROMPGREAV
CUMMINSIND
DABUR
DIVISLAB
EXIDEIND
FEDERALBNK
GLAXO
GLENMARK
GMRINFRA
GODREJCP
GSKCONS
HINDPETRO
IDBI
IDEA
INDHOTEL
INDUSINDBK
JSWSTEEL
LICHSGFIN
MCDOWELL-N
MPHASIS
OFSS
PETRONET
PFC
RCOM
RECLTD

1135318420
1099810083
4006788200
695625795
2660676634
1112935100
5737803700
465588632
1000000000
313989000
4430000000
135992817
1299827940
1282983072
554400000
1742935011
265468580
850000000
1712115340
847030170
270796953
3892434782
340326031
420555380
3386272500
12783696610
33128254780
807472787
5221628900
2231172000
1009326000
1307949680
2101118370
420130870
7500000440
13200125140
10320134405
9874590000

5440
5249
6251
6305
2902
5861
5934
2886
1941
7929
5943
8477
4981
3394
6478
6904
6415
5743
8445
8821
7020
1948
7792
9474
4797
3020
9423
2724
17186
7552
7000
16811
2780
4652
4218
6989
4050
7482

Weightage
(%)
1.67
1.61
1.92
1.94
0.89
1.80
1.82
0.89
0.60
2.44
1.83
2.60
1.53
1.04
1.99
2.12
1.97
1.76
2.59
2.71
2.16
0.60
2.39
2.91
1.47
0.93
2.90
0.84
5.28
2.32
2.15
5.17
0.85
1.43
1.30
2.15
1.24
2.30

Beta

1.15
1.91
1.04
0.39
1.12
0.36
1.70
0.86
0.92
0.39
1.64
0.34
0.30
1.52
0.63
0.46
0.57
0.53
0.87
0.13
0.36
2.16
0.10
0.19
0.61
1.66
0.63
1.27
1.15
1.82
1.19
1.67
0.55
0.71
0.51
1.80
2.26
1.97

R2

0.35
0.36
0.18
0.04
0.28
0.06
0.54
0.21
0.23
0.10
0.47
0.05
0.04
0.34
0.13
0.11
0.12
0.07
0.31
0.01
0.03
0.39
0.00
0.01
0.08
0.61
0.09
0.41
0.45
0.53
0.39
0.15
0.08
0.17
0.07
0.45
0.52
0.52

Volatility
(%)

Monthly
Return

1.79
2.76
2.17
1.34
1.72
0.85
2.06
1.95
1.60
0.58
2.06
1.01
1.34
1.85
1.47
0.93
1.35
1.70
0.83
0.67
1.35
2.79
1.90
1.17
2.07
1.83
1.62
1.86
1.23
1.86
2.32
1.72
2.06
1.72
1.86
2.11
3.58
2.20

-11.56
-13.76
-7.90
2.28
-9.00
-1.48
-9.92
-6.88
-2.24
-5.38
-13.61
-5.77
11.05
-15.15
-2.62
-4.75
-3.83
1.87
-2.43
3.03
-0.17
-6.37
1.83
5.10
-11.84
-18.26
4.12
-12.62
-5.46
-16.23
-17.44
1.98
1.56
-11.95
-7.35
-4.57
-26.18
-5.49

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

Avg.
Impact
Cost
February
2013
0.09
0.10
0.11
0.08
0.11
0.16
0.08
0.09
0.07
0.08
0.07
0.08
0.15
0.09
0.10
0.07
0.09
0.08
0.07
0.14
0.06
0.15
0.10
0.13
0.09
0.08
0.07
0.10
0.09
0.07
0.07
0.05
0.11
0.09
0.07
0.07
0.09
0.09

India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

39
40
41
42
43
44
45
46
47
48
49
50

RELCAPITAL
RPOWER
SAIL
SRTRANSFIN
TATACHEM
TECHM
TITAN
TORNTPOWER
UNIONBANK
UNIPHOS
YESBANK
ZEEL

2456328000
28051264660
41305252890
2268549360
2547562780
1278973130
887786160
4724483080
5505490350
915122164
3580727390
953957720
Total

4063
5042
4154
11711
5748
7055
10874
2716
4777
3769
12541
11777
325445

1.25
1.55
1.28
3.60
1.77
2.17
3.34
0.83
1.47
1.16
3.85
3.62
100.00

2.19
1.93
1.37
0.94
0.65
0.46
0.99
0.76
1.75
0.84
1.36
0.78

0.57
0.49
0.40
0.25
0.20
0.05
0.21
0.13
0.43
0.14
0.43
0.12

2.66
2.24
1.93
2.05
1.47
1.57
1.75
1.44
2.21
2.39
1.93
1.30

-24.08
-22.06
-18.13
-11.92
-8.55
5.22
-6.60
-2.82
-16.80
-13.00
-9.60
-5.26

* Beta & R2 are calculated for the period 01-Mar-2012 to 28-Feb-2013

* Beta measures the degree to which any portfolio of stocks is affected as compared to the effect
on the market as a whole.
* The coefficient of determination (R2) measures the strength of relationship between two variables
the return on a security versus that of the market.
* Volatility is the Std. deviation of the daily returns for the period 01-Feb-2013 to 28-Feb-2013
* Last day of trading was 28-Feb-2013
* Impact Cost for CNX Nifty Junior is for a portfolio of Rs. 25 Lakhs
* Impact Cost for CNX Nifty Junior is the weightage average impact cost

India Index Services and Products Ltd. (IISL) Exchange Plaza, Plot No C/1, G Block, Bandra-Kurla Complex, Bandra (E),
Mumbai 400 051.
Tel: +91 22 26598385 / 86. Fax: +91 22 26598384. Email: iisl@nse.co.in, URL: www.nseindia.com/content/indices/ind_introduction.htm

0.06
0.09
0.08
0.09
0.09
0.06
0.09
0.15
0.08
0.10
0.05
0.09
0.09