Report of Nse Mar2013 PDF

India Index Services and Products Limited (IISL)
A Joint Venture of NSE and CRISIL
IISL MARKET UPDATE MARCH 2013

The benchmark index of the Indian capital market CNX Nifty (Nifty 50) closed at 5682.55 points on March 28, 2013 representing a
decrease of 10.50 points (-0.18 %), as compared to the closing value of 5693.05 points on February 28, 2013. During the month of
March 2013, CNX Nifty touched a high of 5971.20 points on March 11, 2013. The free float market capitalization of CNX Nifty
increased from Rs. 18,14,313.01 crores on February 28, 2013 to Rs. 18,22,965.40 crores on March 28, 2013, i.e. an increase of
Rs.8652.39 crores (0.48 %).
Market Statistics: :
Indices
Index Closing value on

28-Mar-13
CNX Nifty
CNX Nifty Junior
CNX 100
CNX Bank
CNX IT
CNX Midcap
CNX 500
5682.55
11222.80
5578.90
11361.85
7219.05
7401.60
4438.35
28-Feb-13
5693.05
11457.75
5605.05
11487.35
7106.65
7540.35
4477.50
28-Mar-13
Change
(%)
-0.18
-2.05
-0.47
-1.09
1.58
-1.84
-0.87
High
Low
5971.20
11932.85
5872.50
12241.30
7420.45
7886.95
4682.70
5604.85
10973.50
5498.60
11048.40
7062.60
7247.20
4370.15
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

Overall Indian Equity Market Performance:
Returns and Volatility of select Indices during March 2013
Indices
Average
Daily Return
Volatility of
Daily
Returns
CNX NIFTY
-0.03
0.81
CNX NIFTY JUNIOR
-0.15
1.03
CNX 100
-0.05
0.84
CNX BANK INDEX
-0.07
1.35
CNX 500 Equity Index
-0.07
0.86
0.08
0.79
-0.15
1.04
CNX IT INDEX
CNX Midcap Index
Mumbai 400 051.

Top 10 on Cash Market Segment March 2013
State Bank of India

ICICI Bank Ltd.
Infosys Ltd.
Tata Motors Ltd.
United Spirits Ltd.
Larsen & Toubro Ltd.
DLF Ltd.
Reliance Industries Ltd.
Axis Bank Ltd.
1763419
2073423
1151040
2356419
1217101
1632816
2019545
1628104
1190027
41024609
75742672
20026320
192404425
27551072
35392952
193826885
60416573
34305893
(Rs. in Mn.)
88530
80718
58119
55635
52556
51430
50618
49623
46120
Avg. Daily
Turnover
(Rs. Mn.)
4659
4248
3059
2928
2766
2707
2664
2612
2427
HDFC Bank Ltd.
1405011
72692943
45613
2401
Scrips
No. of Trades
Total - Top 10
Total - Universe
Turnover
Traded Qty
% in Total
Turnover
4.26
3.88
2.80
2.68
2.53
2.47
2.44
2.39
2.22
2.19
16436905
753384344
578962
30472
27.86
110994882
12780400359
2078193
109587
100.00
FII Equity Investment:

FIIs were net buyers during the month of March 2013 with net inflow of Rs. 91.24 billion (USD 1675.48 million) as compared to net
inflow of Rs. 244.39 billion (USD 4575.26 million) during the previous (February 2013) month.
FII Investment
March -13
February -13
Change
Rs. Million
Rs. Million
Gross Purchases
667666
788883
Gross Sales
576427
544491
5.87%
91243
244393
-62.67%
1675.48
4575.26
-63.38%
Net Investment
Net Investment
(US million $)
-15.37%
Source: SEBI website www.sebi.gov.in
Mutual Fund Equity Investment:

Mutual Funds were net sellers during the month of March 2013 with net outflow of Rs. -16.13 billion as compared to net outflow of Rs.
-8.47 billion in the previous (February 2013) month.
Mutual Fund
Investment
March -13
February -13
Rs. Million
Rs. Million
Change (%)
Gross Purchases
78761
102861
-23.43%
Gross Sales
94895
111342
-14.77%
-16136
-8479
90.31%
Net Investment
Source: SEBI website - www.sebi.gov.in
Mumbai 400 051.

Derivatives Index & Stock:

Total turnover in the derivatives segment for the month of February 2013 stood at Rs 2,575,097.44 Crores as against 3,127,445.84Crores
in March 2013. Total F&O Turnover as a percentage of Cash Market turnover stood at 1471.06%.
Turnover in Crores
March '
February'
2013
2013
Derivative Segment
CNX Nifty Index Futures
Change
(%)
153,635.07
137,618.40
11.64
143.51
101.45
41.46
49,542.97
41,089.22
20.57
324,331.67
361,294.29
-10.23
2,261,917.69
1,750,570.74
29.21
Bank Nifty Options
154,693.60
88,770.52
74.26
Individual Stock Options
181,723.70
194,775.20
-6.70
3,127,445.84
2,575,097.44
21.45
1,471.06
1,136.20
29.47
CNX IT Futures
Bank Nifty futures
Individual Stock Futures
CNX Nifty Index 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
Q4
Average
(Rs. Mn.)
13.72
GS Nifty BeES
CNX Nifty
4822.10
36822
19
587.88
569.41
IIFL Nifty ETF
CNX Nifty
157.06
3886
19
38.89
575.72
Kotak Nifty ETF
CNX Nifty
481.55
1098
19
52.57
583.83
QNIFTY - Quantum ETF
CNX Nifty
22.55
61
15
0.48
585.19
Religare Nifty ETF
CNX Nifty
19.32
50
15
0.48
568.33
CNX Nifty Shariah
7.10
103
15
0.20
127.13
ETF
Underlying Index
Last Price
Total No.
of Trades
No. of
Days
Traded
Turnover
(Rs. Mn.)
28-Mar-13
343
19
3.33
57.54
Valuation of units
GS Junior BeES
Nifty Junior
881.15
5822
19
84.78
M100
CNX Midcap
1409.65
1325
19
8.56
7.57
GS Infra BeES
CNX Infrastructure Index
45.20
407
19
1.52
220.98
GS Bank BeES
CNX Bank
514.62
2633
19
41.14
1136.16
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
1/100 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
110.82
352
19
1.58
1189.65
1/10 of underlying
GS Shariah BeES
CNX 100
11.65
31
0.19
54.44
GS PSU Bank BeEs
CNX PSU Bank
113.74
756
19
2.18
319.55
Kotak PSU
CNX PSU Bank
111.65
560
19
3.52
308.55
113.07
R*Shares CNX 100 Fund
th
R*Shares CNX 100 Fund launched on 28 March 2013
Mumbai 400 051.

International ETF launched on CNX Nifty:
ETF
Launched
Issuer
AUM in USD
as on 28 Mar
2012
Exchanges where the ETF is listed
USD. Mn.
db X-trackers CNX Nifty

ETF
Jul-07
Deutsche Bank AG
231.22
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
46.70
London Stock Exchange
iShares India Nifty 50

Index Fund
Nov-09
Black Rock
Institutional Trust
Company
442.02
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
36.77
Tokyo Stock Exchange
CNX Nifty Futures Index

fund
Oct-09
Nikko Asset
Management
8.03
Tokyo Stock Exchange
XIE Shares India (CNX

Nifty) ETF
Feb-12
Enhanced
Investment
Products Ltd.
15.41
Hong Kong Stock Exchange
Mumbai 400 051.

Index Funds:
Average AUM during

Mar 2013
NAV * as on
Inception
Date
Underlying Index
Birla Sun Life Index Fund
17-Sep-02
CNX Nifty
269.06
28-Mar-13
55.49
Canara Robeco Nifty Index
17-Sep-04
CNX Nifty
42.86
30.03
Franklin India Index Fund
13-Jul-00
CNX Nifty
2972.68
44.65
HDFC Index Fund
10-Jul-02
CNX Nifty
679.95
49.04
ICICI Prudential Index Fund
25-Feb-02
CNX Nifty
965.01
52.97
IDBI Nifty Fund
25-Jun-10
CNX Nifty
1390.31
10.72
IDFC Nifty Fund
12-Apr-10
CNX Nifty
100.92
11.14
LIC NOMURA MF Index Fund-Nifty
28-Nov-02
CNX Nifty
353.72
31.61
Principal Index Fund
30-Jun-99
CNX Nifty
211.06
38.94
28-Sep-10
CNX Nifty
572.61
9.40
04-Feb-02
CNX Nifty
468.68
48.46
Tata Index Fund Nifty
24-Feb-03
CNX Nifty
64.13
34.95
Taurus Nifty Index Fund
19-Jun-10
CNX Nifty
8.00
10.62
UTI - Nifty Index Fund
25-Feb-00
CNX Nifty
1698.45
35.37
ICICI Prudential Nifty Junior Index Fund
25-Jun-10
CNX Nifty Junior
67.20
9.90
IDBI Nifty Junior Index Fund
20-Sep-10
CNX Nifty Junior
415.47
8.96
Goldman Sachs CNX 500 Fund
17-Nov-08
CNX 500
688.85
18.76
IIFL Dividend Opportunities Index Fund
06-Jun-12
CNX Dividend Opportunities
273.48
10.56
Name of the Fund
Reliance Index Fund Nifty Plan

SBI Nifty Index 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.
Mumbai 400 051.

International Indices:
Index Closing Values

Major Indices
31-Mar-13
28-Feb-13
Change (%)
CNX Nifty
5,682.55
5,693.05
-0.18
NASDAQ Composite
3,267.52
3,160.19
3.40
14,578.54
14,054.49
3.73
S&P 500 US
1,569.19
1,514.68
3.60
FTSE 100
6,411.70
6,360.80
0.80
Dow Jones Indl Average
DAX
7,795.31
7,741.70
0.69
Hang Seng
22,299.63
23,020.27
-3.13
Nikkei 225
12,397.91
11,559.36
7.25
Overall Sectoral Performance:

Best performing CNX Industry sectors (Top 5):
Index Name
PAINTS
FINANCE - HOUSING
FOOD AND FOOD PROCESSING
CHEMICALS - SPECIALITY
CHEMICALS - INORGANIC
% Change
13.03
8.25
8.05
5.49
4.44
Mumbai 400 051.

Individual stock performance CNX Nifty:

The benchmark index of the Indian capital market CNX Nifty (Nifty 50) closed at 5682.55 points on March 28, 2013 representing a
decrease of 10.50 points (-0.18 %), as compared to the closing value of 5693.05 points on February 28, 2013. During the month of
March 2013, CNX Nifty touched a high of 5971.20 points on March 11, 2013. The free float market capitalization of CNX Nifty
increased from Rs. 18,14,313.01 crores on February 28, 2013 to Rs. 18,22,965.40 crores on March 28, 2013, i.e. an increase of
Rs.8652.39 crores (0.48 %).
During the month of March 2013, Ranbaxy Laboratories Ltd. was the biggest gainer in CNX Nifty constituent list delivering a positive
return of 15.99%, Reliance Infrastructure Ltd. was the biggest loser, delivering returns of -22.57 %, 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
4673810270
2893670200
4111233830
18987650480
4895200000
7230842480
19101774990
1605842714
63163644000
3397341672
849182375
12684774000
917710010
1389862760
3086212720
4750200290
399375000
1914583068
2162071008
11532346500
15147276290
2871180830
7887414150
934833818
4438167118
3727036640
1230771962
894991780
3069903780
1444550300
82454644000
42777450600
3391786830
46297253530
2115034265
FF MCAP^
March 28
2013 (Rs.
Crores)
Weightage
(%)
Beta
R2
10817
13272
22267
40968
24166
11365
34905
13984
9761
16105
19270
19524
8540
22332
14295
17874
20923
127499
114456
14715
11782
47935
120536
17753
139310
169317
13321
7832
24574
73901
14950
39500
16949
29261
55100
9552
14978
6767
0.59
0.73
1.22
2.25
1.33
0.62
1.91
0.77
0.54
0.88
1.06
1.07
0.47
1.23
0.78
0.98
1.15
6.99
6.28
0.81
0.65
2.63
6.61
0.97
7.64
9.29
0.73
0.43
1.35
4.05
0.82
2.17
0.93
1.61
3.02
0.52
0.82
0.37
0.78
0.94
0.65
1.52
0.63
1.49
0.77
1.50
0.67
0.70
0.53
0.58
1.68
0.19
0.71
0.90
0.78
0.94
0.97
0.73
1.63
0.41
1.68
1.79
0.77
0.63
1.71
2.19
0.98
1.56
0.17
0.85
0.90
0.63
0.92
1.47
0.66
0.63
0.18
0.17
0.15
0.46
0.12
0.38
0.10
0.33
0.10
0.12
0.09
0.14
0.33
0.02
0.13
0.32
0.18
0.32
0.44
0.16
0.43
0.06
0.67
0.45
0.11
0.14
0.37
0.43
0.30
0.52
0.01
0.26
0.16
0.16
0.22
0.37
0.18
0.10
Volatility
(%)
Monthly
Return
1.83
2.29
1.40
1.18
1.93
2.09
2.55
1.56
1.83
1.64
1.38
1.67
3.26
0.81
2.16
1.09
1.51
1.66
1.47
1.79
2.38
1.73
2.14
2.73
0.84
0.95
2.50
3.19
1.40
1.99
0.80
1.41
2.10
1.08
1.55
1.58
1.42
1.42
-8.91
-9.06
15.10
-3.23
-8.79
-2.91
-9.65
-12.01
1.55
-8.56
5.53
-0.23
-15.38
0.63
-4.30
-4.82
9.90
9.05
0.00
-7.52
-7.38
5.39
0.46
-3.82
-0.61
4.97
-0.33
-5.90
-1.00
-0.12
7.45
-1.42
-5.40
-5.93
-0.65
-9.18
1.44
15.99
Mumbai 400 051.
Avg. Impact
Cost March
2013
0.06
0.07
0.06
0.06
0.07
0.06
0.06
0.06
0.07
0.05
0.07
0.05
0.06
0.05
0.06
0.07
0.06
0.06
0.06
0.07
0.07
0.05
0.06
0.07
0.05
0.05
0.07
0.07
0.07
0.06
0.05
0.05
0.06
0.05
0.07
0.07
0.05
0.06

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
710989492
1035581955
5416312302
2373072360
9712145450
1957220996
2741697580
4925637110
Total
126856
4392
53434
6064
4933
30801
47586
15629
20858
80309
18951
22798
1822968
6.96
0.24
2.93
0.33
0.27
1.69
2.61
0.86
1.14
4.41
1.04
1.25
100.00
0.95
2.19
1.52
1.67
1.06
0.44
1.58
1.16
1.46
0.48
0.40
0.66
0.34
0.52
0.48
0.43
0.28
0.09
0.31
0.29
0.50
0.06
0.06
0.12
1.26
3.18
1.59
2.18
2.99
0.84
1.95
1.89
1.78
0.97
1.17
1.24
-5.03
-22.57
-0.39
0.42
8.79
2.09
-6.40
2.22
-8.39
3.87
0.05
4.98
* Beta & R2 are calculated for the period 01-Apr-2012 to 28-Mar-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-Mar-2013 to 28-Mar-2013
* Last day of trading was 28-Mar-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
Mumbai 400 051.
0.06
0.07
0.04
0.08
0.07
0.04
0.06
0.07
0.06
0.05
0.08
0.06
0.06

Individual stock performance CNX Nifty Junior

The CNX Nifty Junior closed at 11222.80 points on March 28, 2013 representing a decrease of 234.95 points (-2.05%) as compared to
11457.57 points on February 28, 2013. During the month of February 2013, the CNX Nifty Junior touched a high of 11932.85 points as
on March 11, 2013. The free float market capitalization of CNX Nifty Junior decreased from Rs. 3,25,445.13 Crores on February 28,
2013, to Rs. 3,18,787.03 Crores on March 28, 2013 i.e. a decrease of Rs. -6658.11 Crores (-2.05%).
During the month of March 2013 GMR Infrastructure Ltd. was the biggest gainer in CNX Nifty Junior constituent list delivering positive
returns of 22.38%, Torrent Power Ltd. was the biggest loser, delivering negative returns of -15.53%, during the same month.
Sr.
No
Security Symbol
Equity Capital
(Rs.)
FF MCAP^
March 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
39
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
RELCAPITAL
1135319240
1099810083
4006788200
695625795
2660676634
1112935100
5737803700
465588632
1000000000
313989000
4430000000
135992817
1299827940
1282983072
554400000
1742935011
265468580
850000000
1712115340
847030170
270844153
3892434782
340326031
420555380
3386272500
12783771110
33135050650
807472787
5223709400
2231172000
1009326000
1307949680
2101247090
420276640
7500000440
13200150110
10320134405
9874590000
2456328000
5283.70
4921.79
6253.37
6396.01
2849.76
5598.26
5651.05
2793.72
1943.12
8129.87
5491.91
8273.92
4944.89
3508.50
6777.79
7480.15
6271.83
5942.34
8229.28
9214.75
6478.88
2384.52
8362.21
10038.66
4721.50
2755.60
9128.56
2701.10
16888.60
6868.43
6774.45
17350.02
2874.69
4237.36
4065.00
6269.41
3668.15
6834.08
3522.59
Weightage
(%)
1.66
1.54
1.96
2.01
0.89
1.76
1.77
0.88
0.61
2.55
1.72
2.60
1.55
1.10
2.13
2.35
1.97
1.86
2.58
2.89
2.03
0.75
2.62
3.15
1.48
0.86
2.86
0.85
5.30
2.15
2.13
5.44
0.90
1.33
1.28
1.97
1.15
2.14
1.10
Beta
1.20
1.76
0.94
0.35
1.07
0.41
1.40
0.93
0.70
0.34
1.45
0.20
0.31
1.35
0.55
0.50
0.56
0.45
0.78
0.06
0.10
2.07
0.21
0.07
0.51
1.53
0.57
1.09
1.08
1.63
1.39
0.88
0.33
0.67
0.47
1.57
2.20
1.72
2.29
R2
0.31
0.26
0.12
0.03
0.21
0.06
0.30
0.19
0.12
0.07
0.30
0.01
0.04
0.24
0.08
0.09
0.08
0.04
0.22
0.00
0.00
0.30
0.01
0.00
0.05
0.48
0.06
0.26
0.34
0.35
0.41
0.04
0.03
0.12
0.05
0.29
0.38
0.34
0.54
Volatility
(%)
Monthly
Return
1.50
3.07
3.03
1.75
2.08
0.86
2.50
2.44
1.41
1.15
2.75
1.64
1.11
2.02
1.49
1.69
1.64
1.46
1.13
0.58
1.47
3.07
2.37
1.27
1.71
1.66
1.63
1.89
1.82
3.51
2.46
2.32
1.69
1.83
1.62
3.01
3.65
3.31
2.80
-2.88
-6.24
0.04
1.45
-1.80
-4.48
-4.76
-3.20
0.11
2.53
-7.59
-2.40
-0.72
3.36
4.62
8.35
-2.23
3.48
-2.55
4.47
-7.72
22.38
7.32
5.96
-1.57
-8.75
-3.15
-0.83
-1.77
-9.05
-3.23
3.21
3.39
-8.95
-3.63
-10.30
-9.42
-8.65
-13.31
Mumbai 400 051.
Avg.
Impact
Cost
March
2013
0.11
0.12
0.11
0.11
0.12
0.14
0.09
0.12
0.07
0.10
0.08
0.08
0.19
0.10
0.11
0.08
0.10
0.10
0.10
0.10
0.08
0.14
0.12
0.14
0.08
0.08
0.07
0.13
0.08
0.08
0.07
0.06
0.12
0.09
0.09
0.09
0.10
0.10
0.08

40
41
42
43
44
45
46
47
48
49
50
RPOWER
SAIL
SRTRANSFIN
TATACHEM
TECHM
TITAN
TORNTPOWER
UNIONBANK
UNIPHOS
YESBANK
ZEEL
28051264660
41305252890
2268549360
2547562780
1279643380
887786160
4724483080
5505490350
915122164
3580727390
953957720
Total
4312.88
3664.41
11691.22
5648.28
7115.88
10686.20
2294.22
4907.57
3821.16
11395.78
11369.60
318787.03
1.35
1.15
3.67
1.77
2.23
3.35
0.72
1.54
1.20
3.57
3.57
100.00
2.10
1.35
0.79
0.54
0.58
0.78
0.51
1.46
0.81
1.28
0.59
0.50
0.35
0.15
0.11
0.07
0.10
0.04
0.24
0.11
0.36
0.06
2.60
1.91
1.84
0.98
1.66
2.68
1.72
2.57
2.05
1.67
2.20
-14.46
-11.78
-0.17
-1.73
0.80
-1.72
-15.53
2.73
1.38
-9.13
-3.46
* Beta & R2 are calculated for the period 01-Apr-2012 to 28-Mar-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-Mar-2013 to 28-Mar-2013
* Last day of trading was 28-Mar-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
Mumbai 400 051.
0.09
0.08
0.12
0.08
0.07
0.08
0.19
0.09
0.08
0.07
0.10
0.09

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India Index Services and Products Limited (IISL)

A Joint Venture of NSE and CRISIL

IISL MARKET UPDATE MARCH 2013

Index Closing value on

IISL Index News:

India Index Services and Products Limited (IISL)

Overall Indian Equity Market Performance:

Returns and Volatility of select Indices during March 2013

CNX NIFTY JUNIOR

CNX BANK INDEX

CNX 500 Equity Index

India Index Services and Products Limited (IISL)

Top 10 on Cash Market Segment March 2013

State Bank of India

HDFC Bank Ltd.

FII Equity Investment:

Source: SEBI website www.sebi.gov.in

Mutual Fund Equity Investment:

India Index Services and Products Limited (IISL)

Derivatives Index & Stock:

Bank Nifty Options

Individual Stock Options

Total F & O Turnover

Exchange Traded Funds (ETFs):

Birla Sun Life Nifty ETF

IIFL Nifty ETF

Kotak Nifty ETF

QNIFTY - Quantum ETF

Religare Nifty ETF

CNX Nifty Shariah

CNX Infrastructure Index

GS PSU Bank BeEs

CNX PSU Bank

CNX PSU Bank

R*Shares CNX 100 Fund

R*Shares CNX 100 Fund launched on 28 March 2013

India Index Services and Products Limited (IISL)

International ETF launched on CNX Nifty:

Exchanges where the ETF is listed

db X-trackers CNX Nifty

iShares CNX Nifty India

London Stock Exchange

iShares India Nifty 50

NEXT FUNDS CNX

Tokyo Stock Exchange

CNX Nifty Futures Index

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Hong Kong Stock Exchange

India Index Services and Products Limited (IISL)

Average AUM during

Birla Sun Life Index Fund

Canara Robeco Nifty Index

Franklin India Index Fund

HDFC Index Fund

ICICI Prudential Index Fund

IDBI Nifty Fund

IDFC Nifty Fund

LIC NOMURA MF Index Fund-Nifty

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Tata Index Fund Nifty

Taurus Nifty Index Fund

UTI - Nifty Index Fund