India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

IISL MARKET UPDATE SEPTEMBER 2012

The benchmark index of the Indian capital market S&P CNX Nifty (Nifty 50) closed at 5703.30 points on September 28, 2012
representing a increase of 444.80 points (8.46 %), as compared to the closing value of 5258.50 points on August 31, 2012. During the
month of September 2012, S&P CNX Nifty touched a high of 5735.15 points on September 28, 2012. The free float market
capitalization of S&P CNX Nifty increased from Rs. 16,45,120.44 crores on August 31, 2012 to Rs. 18,01,491.33 crores on September
28, 2012, i.e. a increase of Rs.156370.89 crores (9.51 %).

Market Statistics: :
Indices

Index Closing value on

28-Sep-12

S&P CNX Nifty

CNX Nifty Junior
CNX 100
CNX Bank
CNX IT
CNX Midcap
S&P CNX 500

5703.30
11042.75
5583.75
11456.80
6313.80
7840.55
4504.35

31-Aug-12
5258.50
9892.15
5126.30
9990.50
6072.35
7065.85
4129.90

28-Sep-12
Change
(%)
8.46
11.63
8.92
14.68
3.98
10.96
9.07

High
5735.15
11073.75
5611.60
11536.85
6643.80
7875.05
4524.40

Low
5215.70
9851.55
5092.05
9814.05
6031.95
7065.10
4110.80

IISL Index News:

Guidelines for determining Investible Weight Factor (IWF) for all IISL indices using free float market capitalization method.
http://www.nseindia.com/products/content/equities/indices/invest_w_fac.htm

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

For more information on IISL Indices, please visit below mentioned link.

http://www.nseindia.com/content/indices/ind_pressreleases.htm
http://www.nseindia.com/content/indices/ind_introduction.htm

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India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Overall Indian Equity Market Performance:

Returns and Volatility of select Indices during September 2012

Indices

Average Daily
Return

Volatility of
Daily Returns

S&P CNX NIFTY

0.42

0.94

CNX NIFTY JUNIOR

0.56

0.65

CNX 100

0.44

0.86

CNX BANK INDEX

0.71

1.54

S&P CNX 500 Equity Index

0.44

0.78

CNX IT INDEX

0.19

1.10

CNX Midcap Index

0.52

0.67

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India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Top 10 Turnover Statistics on Cash Market Segment September 2012

Scrips

No. of Trades
2211480
2595551
1847404
885179
2038175
1524770
2153003
870130
1168494

State Bank of India

United Spirits Ltd.
ICICI Bank Ltd.
Cairn India Ltd.
Axis Bank Ltd.
Reliance Industries Ltd.
Tata Motors Ltd.
Infosys Ltd.
Larsen & Toubro Ltd.
Housing Development Finance Corporation Ltd.
Total - Top 10
Total - Universe

Traded Qty
51994103
94485767
78899973
234309503
63866260
75589654
207335990
18675519
30759812

Turnover
(Rs. in Mn.)
106667
99928
78948
76832
66130
62625
54144
47582
45865

Avg. Daily
Turnover
(Rs. Mn.)
5,333
4,996
3,947
3,842
3,307
3,131
2,707
2,379
2,293

% in Total
Turnover
4.48
4.19
3.31
3.22
2.77
2.63
2.27
2.00
1.92

1200989

60069655

45435

2,272

1.91

16495175

915986236

684156

34208

28.70

116278330

14282999139

2383524

119189

100

FII Equity Investment:

FIIs were net buyers during the month of September 2012 with net inflow of Rs. 192.62 billion (USD 3560.57 million) as compared to
net inflow of Rs. 108.04 billion (USD 1945.35 million) during the previous (August 2012) month.
FII Investment

September-12

August-12

Change

Rs. Million

Rs. Million

Gross Purchases

667525

481365

38.67%

Gross Sales

474912

373325

27.21%

Net Investment
Net Investment
(US million $)

192615

108039

78.28%

3560.57

1945.35

83.03%

Source: SEBI website www.sebi.gov.in

Mutual Fund Equity Investment:

Mutual Funds were net sellers during the month of September 2012 with net outflow of Rs. -31.98 billion as compared to net outflow of
Rs-16.31 billion in the previous (August 2012) month.
Mutual Fund
Investment

September-12

August-12

Rs. Million

Rs. Million

Change (%)

Gross Purchases

104272

96707

7.82%

Gross Sales

136259

113018

20.56%

Net Investment

-31987

-16310

96.12%

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

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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 Aug 2012 stood at Rs 2,432,168.60 Crores as against 2,591,948.50 Crores in
September 2012. Total F&O Turnover as a percentage of Cash Market turnover stood at 1079.13%.

Turnover in Crores
Derivative Segment

Change
(%)

September ' 2012

August ' 2012

151,127.65

148,456.61

1.80

109.03

52.4

108.07

48,673.41

43,236.07

12.58

349,877.40

315,698.94

10.83

1,809,747.53

1,731,940.36

4.49

59,510.51

39,634.74

50.15

164,569.06

143,841.49

14.41

2,591,948.50

2,432,168.60

6.57

1,079.13

1,187.15

S&P CNX Nifty Index Futures

CNX IT Futures
Bank Nifty futures
Individual Stock Futures
S&P CNX Nifty Index options
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

S&P CNX Nifty

Corpus
Q2
Average
(Rs. Mn.)
30.43

253

15

0.64

57.66

1/100 of underlying

GS Nifty BeES

S&P CNX Nifty

5716.47

30345

20

904.12

578.04

1/10 of underlying

IIFL Nifty ETF

S&P CNX Nifty

198.70

5268

20

108.03

576.47

1/10 of underlying

Kotak Nifty ETF

S&P CNX Nifty

626.38

596

19

58.62

585.39

1/10 of underlying

QNIFTY - Quantum ETF

S&P CNX Nifty

19.29

80

16

1.57

586.46

1/10 of underlying

Religare Nifty ETF

S&P CNX Nifty

25.55

123

17

0.87

575.83

1/10 of underlying
1/10 of underlying

ETF

Underlying Index

Total No.
of Trades

No. of
Days
Traded

Last Price
Turnover
(Rs. Mn.)

28-Sep-12

Valuation of units

S&P CNX Nifty Shariah

8.61

101

18

0.43

125.24

GS PSU Bank BeEs

CNX PSU Bank

87.21

1147

20

7.82

354.58

1/10 of underlying

Kotak PSU

CNX PSU Bank

109.47

809

20

5.28

362.45

1/10 of underlying

GS S&P Shariah BeES

GS Junior BeES
M100

CNX Nifty Junior

839.41

4905

20

77.61

111.48

1/100 of underlying

CNX Midcap

1540.94

2139

20

24.90

8.03

1/1000 of underlying

GS Infra BeES

CNX Infrastructure Index

38.08

426

20

2.92

252.96

1/10 of underlying

GS Bank BeES

CNX Bank

610.36

3951

20

112.13

1165.94

1/10 of underlying

RELBANK

CNX Bank

116.51

289

18

2.43

1201.09

1/10 of underlying

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India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

International ETF launched on S&P CNX Nifty:

AUM in USD
as on 28 Sep
2012
ETF

Launched

Issuer

USD. Mn.

Exchanges where the ETF is listed

db X-trackers S&P CNX

Nifty ETF

Jul-07

Deutsche Bank AG

291.61

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 S&P CNX Nifty

India Swap ETF

Sep-10

Black Rock
Institutional Trust
Company

48.52

London Stock Exchange

Nov-09

Black Rock
Institutional Trust
Company

298.51

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

Lyxor ETF India

Sep-07

Lyxor
International Asset
Management (a
wholly owned
subsidiary of
Socit Gnrale)

NEXT FUNDS S&P

CNX Nifty Linked ETF

Nov-09

S&P CNX Nifty Futures

Index fund
XIE Shares India (S&P
CNX Nifty) ETF

iShares S&P India Nifty

50 Index Fund

29.42

Singapore Stock Exchange

London Stock Exchange

Nomura Asset
Management

43.43

Tokyo Stock Exchange

Oct-09

Nikko Asset
Management

12.29

Tokyo Stock Exchange

Feb-12

Enhanced
Investment
Products Ltd.

19.92

Hong Kong Stock Exchange

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India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Index Funds:

Average AUM during

Sep 2012

NAV * as on

Rs. Mn.

28-Sep-12

Inception
Date

Underlying Index

Birla Sun Life Index Fund

17-Sep-02

S&P CNX Nifty

253.39

55.98

Canara Robeco Nifty Index

17-Sep-04

S&P CNX Nifty

42.81

30.28

Franklin India Index Fund

13-Jul-00

S&P CNX Nifty

2472.46

45.00

HDFC Index Fund

10-Jul-02

S&P CNX Nifty

815.61

49.30

ICICI Prudential Index Fund

25-Feb-02

S&P CNX Nifty

904.14

53.38

IDBI Nifty Fund

25-Jun-10

S&P CNX Nifty

1522.77

10.78

IDFC Nifty Fund

12-Apr-10

S&P CNX Nifty

120.19

11.16

LIC NOMURA MF Index Fund-Nifty

28-Nov-02

S&P CNX Nifty

312.47

31.84

Principal Index Fund

30-Jun-99

S&P CNX Nifty

168.26

38.88

Reliance Index Fund Nifty Plan

28-Sep-10

S&P CNX Nifty

700.33

9.44

SBI Magnum Index Fund

04-Feb-02

S&P CNX Nifty

363.18

48.80

Tata Index Fund Nifty

24-Feb-03

S&P CNX Nifty

82.32

34.23

Taurus Nifty Index Fund

19-Jun-10

S&P CNX Nifty

10.29

10.72

UTI - Nifty Index Fund

25-Feb-00

S&P CNX Nifty

1687.60

35.61

ICICI Prudential Nifty Junior Index Fund

25-Jun-10

CNX Nifty Junior

68.09

9.76

IDBI CNX Nifty Junior Index Fund

20-Sep-10

CNX Nifty Junior

456.81

8.66

Goldman Sachs S&P CNX 500 Fund

17-Nov-08

S&P CNX 500

733.18

19.12

IIFL Dividend Opportunities Index Fund

06-Jun-12

CNX Dividend Opportunities

215.35

10.95

Name of the Fund

* 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.

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India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

International Indices:

Index Closing Values

Major Indices

28-Sep-12

S&P CNX Nifty

NASDAQ Composite
Dow Jones Indl Average

5703.30

31-Aug-12

Change
(%)

5258.50

8.46

3116.23

3066.96

1.61

13437.13

13090.84

2.65

S&P 500 US

1440.67

1406.58

2.42

FTSE 100

5742.10

5711.50

0.54

DAX

7216.15

6970.79

3.52

Hang Seng

20840.38

19482.57

6.97

Nikkei 225

8870.16

8839.91

0.34

Overall Sectoral Performance:

Best performing S&P CNX Industry sectors (Top 5):
Index Name

CONSTRUCTION
MEDIA & ENTERTAINMENT
PACKAGING
ENGINEERING
TRADING

% Change

22.68
20.78
19.93
18.32
16.92

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India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

Individual stock performance S&P CNX Nifty:

The benchmark index of the Indian capital market S&P CNX Nifty (Nifty 50) closed at 5703.30 points on September 28, 2012
representing a increase of 444.80 points (8.46 %), as compared to the closing value of 5258.50 points on August 31, 2012. During the
month of September 2012, S&P CNX Nifty touched a high of 5735.15 points on September 28, 2012. The free float market
capitalization of S&P CNX Nifty increased from Rs. 16,45,120.44 crores on August 31, 2012 to Rs. 18,01,491.33 crores on September
28, 2012, i.e. a increase of Rs.156370.89 crores (9.51 %).

During the month of September 2012, Jaiprakash Associates Ltd. was the biggest gainer in S&P CNX Nifty constituent list delivering a
positive return of 27.42 %, Ranbaxy Laboratories Ltd. was the biggest loser, delivering returns of -3.98 %, 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
3079938872
959197790
4144422760
2893670200
4111233830
18987650480
4895200000
7230842480
19087293440
1605842714
63163644000
3397134518
849039565
12684774000
917406560
1388061768
3076775700
4719419210
399375000
1914579068
2161886533
11527275010
15133197120
2871155755
7846813020
934833818
4252866364
3716050845
1227621266
894035026
3069903780
1444550300
82454644000
42777450600
3391786830
46297253530
2111324745

FF MCAP^
September
28 2012 (Rs.
Crores)
13718
15326
17818
29520
24560
13424
31759
19510
9011
14452
19288
22673
8482
20799
17192
21047
15132
119133
114230
17943
15525
56058
122051
19027
122222
147814
16384
9318
24287
86112
14143
39579
17867
21485
49694
11181
17059
8129

Weightage
(%)
0.76
0.85
0.99
1.64
1.36
0.75
1.76
1.08
0.50
0.80
1.07
1.26
0.47
1.15
0.95
1.17
0.84
6.61
6.34
1.00
0.86
3.11
6.77
1.06
6.78
8.21
0.91
0.52
1.35
4.78
0.79
2.20
0.99
1.19
2.76
0.62
0.95
0.45

Beta
0.80
0.80
0.35
1.56
0.65
1.00
0.85
1.34
0.48
0.86
0.36
0.65
1.67
0.32
0.62
0.70
0.87
0.90
0.95
0.65
1.60
0.34
1.61
1.59
0.89
0.52
1.46
1.96
1.16
1.32
0.92
0.72
0.78
0.68
1.06
0.65
0.56
1.22

0.35
0.24
0.10
0.59
0.17
0.36
0.23
0.42
0.07
0.22
0.09
0.17
0.51
0.06
0.20
0.31
0.24
0.48
0.53
0.19
0.49
0.07
0.72
0.54
0.28
0.14
0.44
0.51
0.47
0.55
0.01
0.35
0.16
0.32
0.28
0.36
0.30
0.11

Volatility
(%)

Monthly
Return

1.35
1.71
1.00
3.02
1.18
2.41
2.05
3.33
1.38
1.97
1.70
1.54
2.63
1.50
1.56
1.26
1.27
1.46
0.98
1.39
2.44
1.43
2.33
2.60
1.44
1.75
3.59
2.66
1.39
2.17
1.78
1.37
1.44
1.33
1.34
2.45
1.41
1.54

12.35
9.01
8.08
14.54
13.16
26.26
7.12
15.80
4.14
-2.65
0.97
2.13
19.58
-1.90
7.80
10.85
6.07
5.32
5.68
6.65
16.23
5.97
17.36
15.22
7.34
1.77
21.30
27.42
13.00
18.91
0.48
13.31
18.13
0.03
1.79
24.20
0.88
-3.98

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Avg. Impact
Cost
September
2012
0.06
0.06
0.07
0.06
0.07
0.06
0.06
0.06
0.06
0.05
0.05
0.06
0.06
0.05
0.07
0.07
0.06
0.06
0.07
0.05
0.07
0.05
0.07
0.07
0.05
0.05
0.07
0.08
0.08
0.06
0.07
0.07
0.05
0.06
0.08
0.06
0.07
0.06

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

32374182590
2629900000
6710448380
869101423
680590050
1035581955
5415462482
2373072360
9712144500
1957220996
2740952350
4923662606
Total

138350
7277
57761
6677
6032
26136
47297
17321
26728
65998
19234
19729
1801491

7.68
0.40
3.21
0.37
0.33
1.45
2.63
0.96
1.48
3.66
1.07
1.10

1.67
1.48
1.33
1.36
0.95
1.79
0.45
1.61
1.08
1.43
0.74
0.67

0.54
0.46
0.50
0.44
0.38
0.13
0.46
0.34
0.55
0.16
0.18
0.17

1.99
3.02
2.15
2.96
1.47
1.10
2.33
1.45
2.33
1.69
1.41
1.63

9.24
21.05
21.95
-0.15
4.57
4.06
14.19
7.49
10.93
-3.56
16.17
5.09

* Beta & R2 are calculated for the period 01-Oct-2011 to 28-Sep-2012

* 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-Sep-2012 to 28-Sep-2012
* Last day of trading was 28-Sep-2012
* Impact Cost for S&P CNX Nifty is for a portfolio of Rs. 50 Lakhs
* Impact Cost for S&P 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
0.07
0.04
0.07
0.07
0.07
0.05
0.07
0.05
0.06
0.07
0.06
0.06

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 11042.75 points on September 28, 2012 representing a decrease of 1150.60 points (11.63%) as
compared to 9892.15 points on August 31, 2012. During the month of September 2012, the CNX Nifty Junior touched a high of
11073.75 points as on September 28, 2012. The free float market capitalization of CNX Nifty Junior increased from Rs. 2,85,739.70
Crores on August 31, 2012, to Rs. 3,03,452.46 Crores on September 28, 2012 i.e. a increase of Rs. 17712.76 Crores (-1.38%).

During the month of September 2012 GMR Infrastructure Ltd. was the biggest gainer in CNX Nifty Junior constituent list delivering
positive returns of 36.26%, Glaxosmithkline Pharmaceuticals Ltd. was the biggest loser, delivering negative returns of -5.66%, during
the same month.

Sr.
No

Security Symbol

Equity
Capital (Rs.)

FF MCAP^
September
28 2012 (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

1135254410
1099810083
4006788200
695625795
2660676634
1112935100
5737803700
465588632
1000000000
313989000
4430000000
135992817
1299827940
1282983072
554400000
1742921211
265468580
850000000
1712115340
847030170
270692303
3892434782
340326031
420555380
3386272500
12783681060
33104691560
807472787
4694003330
2231172000
1009326000
1307949680
2101042170
419970645
7500000440
13200068830
10320134405
9874590000

4862
4434
5748
5710
3143
4876
5807
4122
1945
7901
6170
8043
4586
4717
6863
6990
6876
7037
7652
8278
5896
2758
7085
7175
5097
3435
6816
3395
12415
7930
8488
11066
2954
4965
4739
6554
4298
7155

Weightage
(%)
1.60
1.46
1.89
1.88
1.04
1.61
1.91
1.36
0.64
2.60
2.03
2.65
1.51
1.55
2.26
2.30
2.27
2.32
2.52
2.73
1.94
0.91
2.33
2.36
1.68
1.13
2.25
1.12
4.09
2.61
2.80
3.65
0.97
1.64
1.56
2.16
1.42
2.36

Beta

0.96
1.83
0.97
0.42
1.13
0.42
1.63
1.08
0.83
0.37
1.61
0.20
0.36
1.49
0.74
0.33
0.41
0.66
1.15
0.19
0.25
1.99
0.16
0.13
0.53
1.57
0.72
1.08
1.29
1.96
1.09
1.46
0.66
0.62
0.53
1.79
1.78
1.91

R2

0.33
0.37
0.19
0.04
0.32
0.11
0.55
0.39
0.24
0.13
0.56
0.03
0.07
0.37
0.20
0.08
0.11
0.15
0.50
0.04
0.02
0.42
0.01
0.01
0.09
0.62
0.15
0.38
0.52
0.55
0.41
0.20
0.14
0.13
0.11
0.48
0.51
0.55

Volatility
(%)

Monthly
Return

2.44
2.88
1.81
1.45
1.92
1.47
2.42
2.00
1.62
0.89
2.95
1.03
0.96
2.64
2.11
1.27
1.50
1.79
1.87
1.59
1.69
4.08
1.10
1.52
1.91
1.72
1.32
1.59
1.43
1.98
1.97
4.09
1.59
1.17
1.48
3.34
3.05
3.08

20.59
29.11
12.09
16.35
16.99
3.76
21.90
9.54
4.63
2.59
35.63
-0.02
2.06
16.87
9.84
4.45
-5.03
14.49
9.96
-5.66
-4.54
36.26
-3.37
1.53
3.37
19.18
14.27
14.07
12.24
9.12
17.37
25.48
4.63
1.14
3.78
17.87
34.44
15.66

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
September
2012
0.08
0.09
0.10
0.13
0.13
0.15
0.09
0.08
0.08
0.10
0.07
0.08
0.18
0.10
0.11
0.07
0.10
0.10
0.09
0.11
0.08
0.14
0.12
0.12
0.08
0.08
0.08
0.10
0.10
0.07
0.08
0.07
0.12
0.09
0.08
0.08
0.11
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
2263540680
2547562780
1276149210
887786160
4724483080
5505490350
915122164
3553626990
955116027
Total

4860
5393
5006
7547
5635
3624
10884
2973
4679
4357
10039
10473
303452

1.60
1.78
1.65
2.49
1.86
1.19
3.59
0.98
1.54
1.44
3.31
3.45

1.93
1.59
1.36
0.96
0.65
0.71
1.08
0.67
1.53
0.80
1.58
0.70

0.52
0.42
0.40
0.26
0.28
0.17
0.28
0.15
0.45
0.17
0.56
0.17

2.78
2.19
2.69
1.26
1.03
1.29
1.30
3.67
2.70
1.57
2.14
2.36

34.91
28.87
9.27
-2.41
5.23
21.72
18.52
18.58
32.60
10.08
16.21
19.52

* Beta & R2 are calculated for the period 01-Oct-2011 to 28-Sep-2012

* 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-Sep-2012 to 28-Sep-2012
* Last day of trading was 28-Sep-2012
* 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
0.08
0.05
0.09
0.14
0.10
0.10
0.06
0.10
0.09