Beruflich Dokumente
Kultur Dokumente
Market Statistics:
Index Closing value on
Indices
S&P CNX Nifty
CNX Nifty Junior
CNX 100
CNX Bank
31-Jan-11
31-Dec-10
31-Jan
Change (%)
High
Low
5505.90
6134.50
-10.25
6181.05
5416.65
10915.65
12232.05
-10.76
12352.40
10604.15
5411.55
6034.75
-10.33
6080.20
5316.35
10641.85
11791.45
-9.75
11912.15
10373.80
CNX IT
6971.25
7491.10
-6.94
7591.90
6884.90
CNX Midcap
7922.50
8857.20
-10.55
8978.45
7723.55
4424.60
4940.95
-10.45
4988.25
4342.80
Guidelines for determining Investible Weight Factor (IWF) for all IISL indices using free float market capitalization method.
http://www.nseindia.com/content/indices/ind_pressreleases.htm
For all other IISL Press Releases please visit below mentioned link.
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
Indices
S&P CNX NIFTY
S&P CNX 500 Equity
Index
CNX NIFTY JUNIOR
CNX Midcap Index
CNX IT INDEX
CNX BANK INDEX
CNX 100
Average Daily
Return
-0.51
Volatility of
Daily Returns
1.12
-0.52
-0.53
-0.52
-0.33
-0.47
-0.51
1.09
1.15
1.09
1.45
1.84
1.10
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
Scrips
No. of
Trades
2547585
2060867
2452810
2128690
987204
1546681
1460513
1042180
793275
1190068
16209873
118209450
Traded Qty
Turnover
(Rs. in Mn.)
Avg. Daily
Turnover
(Rs. Mn.)
57972081
99452527
102274186
119192391
22841828
60772907
37524673
42493203
22167865
188326507
753018168
12969888354
152223.03
104097.10
102479.04
77811.47
75305.43
73107.60
65080.34
54797.41
47484.64
44182.51
796568.57
2662122.80
7611.15
5204.85
5123.95
3890.57
3765.27
3655.38
3254.02
2739.87
2374.23
2209.13
39828.43
134267.29
% in
Total
Turnover
5.72
3.91
3.85
2.92
2.83
2.75
2.44
2.06
1.78
1.66
29.92
100.00
FII Investment
Jan-11
Dec-10
Change
Rs. Million
Rs. Million
Gross Purchases
572866
649267
-11.77%
Gross Sales
620995
628767
-1.24%
Net Investment
-48132
20496
-334.84%
-1053.55
450.22
-3.340078184
Net Investment
(US million $)
Mutual Fund
Investment
Jan-11
Dec-10
Rs. Million
Rs. Million
Change (%)
Gross Purchases
123325
136414
-9.60%
Gross Sales
117416
122648
-4.27%
5908
13769
-57.09%
Net Investment
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
Turnover in millions
Derivative Segment
Change
(%)
Jan-11
Dec-10
3248347.44
2675730.34
21.400404
CNX IT Futures
2322.65
1954.77
18.819538
460511.10
439073.36
4.8824954
4111490.72
4326442.34
-4.9683228
19587195.70
15164650.93
29.163512
34138.85
24366.64
40.104851
836848.04
823912.08
1.5700654
28418338.87
23571089.54
20.564384
1063.04
797.17
33.351442
Underlying
Index
Corpus Q4
Average(Rs.
Mn.)
Nifty BeES
Nifty
UTI Sunder
QNIFTY - Quantum
ETF
Last
Price
30-Dec10
Total No.
of Trades
No. of
Days
Traded
Turnover
(Rs. Mn.)
5108.78
35873
20
1292.71
619.5308
Nifty
7.53
206
16
0.91
650.2989
Nifty
14.25
155
20
0.88
618.3072
Junior BeES
Junior Nifty
1871.20
6417
20
197.44
122.2286
Bank BeES
CNX Bank
448.61
2900
20
74.07
1184.8703
81.52
904
20
11.21
453.9088
CNX Bank
145.50
465
20
1.90
1206.6168
Kotak PSU
735.74
730
20
6.30
468.8561
Shariah BeEs
9.71
92
17
0.52
138.3655
Nifty
174.75
405
20
9.65
617.6736
ETF
Valuation of
units
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/100 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
1/10 of
underlying
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
17-Sep-02
Average AUM
during Dec 2010
Rs. Mn.
371.04
17-Sep-04
55.51
32.33
13-Jul-00
26-Feb-01
1388.18
28.56
48.19
46.79
10-Jul-02
529.98
53.16
25-Feb-02
887.68
56.98
12-Apr-10
06-Feb-04
66.62
95.28
11.68
30.57
04-Mar-05
134.96
19.53
28-Nov-02
686.17
33.85
30-Jun-99
29-Jan-05
171.79
416.07
41.83
14.74
16-Jan-02
208.85
52.25
24-Feb-03
87.65
36.53
25-Feb-00
2142.53
38.21
Inception
Date
Average AUM
during Dec 2010
Rs. Mn.
NAV * as on
31 Dec 2010
17-Nov-08
1032.03
20.95
Inception
Date
NAV * as on
31 Dec 2010
60.95
**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
International Indices:
Major Indices
S&P CNX Nifty
NASDAQ
Composite
Dow Jones Indl
Average
S&P 500 US
FTSE 100
DAX
Hang Seng
Nikkei 225
5,505.90
6,134.50
-10.25
2,700.08
2,652.87
1.78
11,891.93
1,286.12
5,862.90
7,077.48
23,447.34
10,237.92
11,577.51
1,257.64
5,899.90
6,914.19
23,035.45
10,228.92
2.72
2.26
-0.63
2.36
1.79
0.09
Index Name
%
Change
-0.01
-1.90
-3.99
-4.63
-5.12
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
During the month of January 2011, HCL Technologies Ltd. was the biggest gainer in S&P CNX Nifty constituent list delivering a
positive return of 8.06 %, DLF Ltd. was the biggest loser, delivering negative returns of 24.26%, 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
Equity
Capital (Rs.)
FF
MCAP^
Jan 31
2011 (Rs.
Crores)
ACC
AMBUJACEM
AXISBANK
BAJAJ-AUTO
BHEL
BPCL
BHARTIARTL
CAIRN
CIPLA
DLF
DRREDDY
GAIL
HCLTECH
HDFCBANK
HEROHONDA
HINDALCO
HINDUNILVR
HDFC
ITC
ICICIBANK
INFOSYSTCH
IDFC
JPASSOCIAT
JINDALSTEL
KOTAKBANK
LT
M&M
MARUTI
NTPC
ONGC
POWERGRID
PNB
RANBAXY
RELCAPITAL
RCOM
RELIANCE
RELINFRA
RPOWER
187745266
1528678886
409900520
289367020
489520000
361542124
3797530096
1900352248
802921357
1697492340
169227307
1268477400
683673884
463773053
199687500
1914344315
2182119802
1464363840
7705947280
1151062260
574129693
1460765398
2126433182
933943010
735269814
607805009
596587075
288910060
8245464400
2138872530
4629725353
315302500
421040693
245632800
2064026881
3288935102
244870262
2805082606
10017
10342
31820
16851
35055
7921
38923
14175
16854
8120
20425
21154
11677
72650
15584
29861
28390
81498
85916
117593
150282
15644
9560
25753
13528
87479
31566
16574
24163
39721
13669
14696
8290
5915
8172
155660
9921
7419
Weightage
(%)
0.61
0.63
1.94
1.03
2.14
0.48
2.37
0.86
1.03
0.49
1.24
1.29
0.71
4.43
0.95
1.82
1.73
4.97
5.24
7.17
9.16
0.95
0.58
1.57
0.82
5.33
1.92
1.01
1.47
2.42
0.83
0.90
0.51
0.36
0.50
9.49
0.60
0.45
Beta
0.43
0.80
1.59
0.52
1.05
0.52
0.58
0.96
0.69
1.33
0.57
0.77
0.67
1.67
0.92
1.57
0.41
1.52
0.66
1.40
0.94
1.15
1.17
1.12
1.48
0.64
1.50
0.84
0.77
0.49
0.49
1.14
0.97
1.31
0.60
0.74
0.39
0.61
R2
0.26
0.38
0.75
0.27
0.63
0.29
0.39
0.72
0.51
0.59
0.40
0.43
0.43
0.85
0.57
0.65
0.28
0.76
0.48
0.68
0.59
0.73
0.57
0.75
0.80
0.54
0.76
0.60
0.67
0.31
0.63
0.77
0.63
0.64
0.34
0.58
0.17
0.36
Volatility
(%)
Monthly
Return
Avg.
Impact
Cost Jan
2011
1.87
2.37
2.42
2.20
1.89
2.04
1.69
1.52
1.54
2.59
1.61
2.04
1.80
2.24
1.84
2.75
1.68
2.26
1.56
2.34
1.80
1.79
2.33
1.70
2.11
1.35
2.24
1.60
1.30
1.83
0.89
1.67
1.75
2.33
2.00
1.46
2.69
1.96
-7.70
-11.75
-9.17
-15.61
-5.34
-7.11
-11.23
-2.20
-10.83
-24.26
-2.77
-8.56
8.06
-14.36
-17.79
-6.68
-13.41
-13.71
-6.98
-10.77
-9.85
-19.14
-23.40
-7.68
-15.72
-17.14
-9.42
-12.15
-4.74
-8.90
-1.78
-9.67
-9.40
-23.27
-17.27
-12.91
-17.97
-15.03
0.08
0.10
0.08
0.07
0.05
0.08
0.08
0.07
0.09
0.08
0.07
0.08
0.08
0.08
0.07
0.08
0.08
0.09
0.08
0.09
0.07
0.09
0.08
0.09
0.11
0.06
0.08
0.07
0.07
0.06
0.05
0.10
0.08
0.08
0.09
0.07
0.08
0.08
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
39
40
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48
49
50
SESAGOA
SIEMENS
SBIN
SAIL
STER
SUNPHARMA
SUZLON
TCS
TATAMOTORS
TATAPOWER
TATASTEEL
WIPRO
859702559
337160200
634998115
4130400545
3361567444
1035581955
1777365647
1957220996
536824244
237307236
902389017
2453568274
Total
12411
12905
68119
9424
26016
16565
3675
58979
38780
20116
38977
22113
1640919
0.76
0.79
4.15
0.57
1.59
1.01
0.22
3.59
2.36
1.23
2.38
1.35
0.89
0.81
1.27
1.11
1.84
1.12
2.25
1.03
1.29
0.14
1.03
0.43
0.44
0.22
0.69
0.51
0.68
0.70
0.70
0.58
0.63
0.15
0.69
0.28
2.29
4.11
2.10
2.47
3.07
1.82
3.63
2.01
2.34
1.03
1.70
1.73
-4.12
2.92
-6.37
-14.39
-14.72
-9.53
-8.86
0.13
-12.34
-9.58
-9.14
-9.31
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
0.07
0.08
0.05
0.07
0.09
0.10
0.09
0.08
0.07
0.09
0.05
0.07
0.07
During the month of January 2011, Mphasis Ltd..was the biggest gainer in CNX Nifty Junior constituent list delivering positive returns
of 0.27%, Housing Development and Infrastructure Ltd. was the biggest loser, delivering negative returns of 32.73%, 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
ADANIENT
ABIRLANUVO
ANDHRABANK
ASHOKLEY
ASIANPAINT
BANKBARODA
BANKINDIA
BEL
BHARATFORG
BIOCON
CANBK
COLPAL
CONCOR
CORPBANK
CROMPGREAV
CUMMINSIND
EXIDEIND
FEDERALBNK
GMRINFRA
GLAXO
GLENMARK
GRASIM
HINDPETRO
HDIL
IDBI
IFCI
IBREALEST
INDHOTEL
IOB
JSWSTEEL
LICHSGFIN
LUPIN
MRPL
MPHASIS
MUNDRAPORT
OFSS
PATNI
PFC
Equity Capital
(Rs.)
FF
MCAP^
Jan 31
2011 (Rs.
Crores)
Weightage
(%)
1155415465
1135096630
4850000000
1330338317
959197790
3642664000
5251755000
800000000
465588632
1000000000
4100000000
135992817
1299827940
1434400000
1282983072
396000000
850000000
1712115340
3892434782
847030170
270172103
916950160
3386272500
4150039860
9844328930
7378373310
803581478
723472787
5448000000
2231172000
949326000
891804100
17525987770
2099109450
4006788200
419466385
262777662
11477667000
14135
4169
3282
3844
11864
14631
8193
3382
4621
2428
6632
5491
5784
1510
10556
7108
5894
6236
4507
9547
4287
15584
5945
3061
4864
3589
3719
4535
2748
11115
5417
9963
1349
4938
6337
3756
2253
2877
4.69
1.38
1.09
1.27
3.93
4.85
2.72
1.12
1.53
0.81
2.20
1.82
1.92
0.50
3.50
2.36
1.95
2.07
1.49
3.16
1.42
5.17
1.97
1.01
1.61
1.19
1.23
1.50
0.91
3.69
1.80
3.30
0.45
1.64
2.10
1.25
0.75
0.95
Beta
1.59
0.66
0.98
2.00
0.47
0.74
0.82
0.39
0.96
0.92
1.92
0.19
0.41
0.46
0.86
0.40
0.57
1.12
0.93
-0.18
0.98
0.66
0.52
1.78
1.43
1.66
1.43
0.79
1.21
2.44
2.15
1.28
0.96
0.80
0.88
0.58
0.25
0.81
R2
0.66
0.51
0.45
0.80
0.44
0.41
0.37
0.34
0.66
0.71
0.66
0.19
0.41
0.27
0.44
0.38
0.23
0.64
0.56
-0.18
0.42
0.51
0.29
0.62
0.72
0.80
0.77
0.45
0.65
0.83
0.59
0.68
0.63
0.57
0.44
0.44
0.23
0.48
Volatility
(%)
Monthly
Return
Avg.
Impact
Cost Jan.
2011
2.82
1.53
2.57
2.92
1.23
2.11
2.61
1.36
1.72
1.52
3.43
1.17
1.16
2.05
2.29
1.22
2.96
2.04
1.96
1.11
2.78
1.52
2.08
3.38
2.33
2.44
2.18
2.08
2.19
3.45
4.29
2.20
1.78
1.64
2.37
1.52
1.25
1.97
-13.19
-10.84
-7.18
-7.89
-10.46
-3.03
-2.77
-1.09
-9.64
-16.95
-8.69
-5.27
-4.86
-9.56
-10.13
-6.78
-23.07
-8.32
-14.16
-2.26
-15.18
-2.62
-8.31
-32.73
-14.12
-21.10
-13.64
-6.94
-11.26
-23.07
-7.96
-12.55
-8.11
0.27
-2.43
-2.12
-1.73
-20.98
0.13
0.12
0.10
0.11
0.12
0.11
0.10
0.13
0.12
0.09
0.10
0.13
0.24
0.15
0.12
0.13
0.13
0.13
0.11
0.18
0.12
0.11
0.10
0.11
0.09
0.09
0.10
0.10
0.12
0.09
0.09
0.09
0.12
0.10
0.12
0.12
0.07
0.10
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
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46
47
48
49
50
PUNJLLOYD
RECLTD
SRTRANSFIN
SYNDIBANK
TATACHEM
TECHM
TORNTPOWER
ULTRACEMCO
UNIONBANK
UNIPHOS
MCDOWELL-N
YESBANK
664191490
9874590000
2261606680
5219682820
2547562780
1257789660
4724483080
2740330480
5051179000
923608548
1255943290
3466231550
Total
1971
7988
9102
1865
6133
2225
3809
9868
7431
4538
10307
6242
301628
0.65
2.65
3.02
0.62
2.03
0.74
1.26
3.27
2.46
1.50
3.42
2.07
1.64
1.13
0.51
1.55
1.06
0.90
0.49
0.56
1.34
1.10
1.15
2.00
0.84
0.49
0.32
0.65
0.65
0.57
0.47
0.36
0.70
0.64
0.61
0.76
2.29
2.68
1.89
2.80
1.91
1.87
1.21
1.82
2.24
2.00
2.21
3.08
-15.60
-18.54
-12.07
-16.78
-10.93
-7.32
-18.54
-7.51
-4.90
-21.31
-15.16
-15.89
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
0.10
0.09
0.11
0.11
0.11
0.11
0.16
0.17
0.10
0.10
0.11
0.09
0.11