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IndexMethodology

CNX 100

The CNX 100 tracks the behavior of combined portfolio of two indices viz. CNX Nifty and CNX Nifty Junior. It is a diversified 100stock index. The maintenance of the CNX Nifty and the CNX Nifty Junior are synchronized so that the two indices will always bedisjoint sets; i.e. a stock will never appear in both indices at the same time

CNX 100 is computed using free float market capitalization method wherein the level of the index reflects total free float marketvalue of all the stocks in the index relative to a particular base market capitalization value. CNX 100 Index can be used for a varietyof purposes such as benchmarking fund portfolios, launching of index funds, ETF’s and structured products.

Index Variants: CNX 100 Total Returns Index.

Eligibility Criteria for Selection ofConstituent Stocks

Index Governance:

A professional team at IISL managesCNX 100 Index. There is a three-tiergovernance structure comprising theBoard of Directors of IISL, the IndexPolicy Committee, and the IndexMaintenance Sub-Committee.

CNX 100 index would comprise of thesecurities which are constituents of CNX Niftyand CNX Nifty Junior. In other words, thisindex is a combination of the CNX Nifty andCNX Nifty Junior. Any changes i.e. inclusionand exclusion of securities in CNX Nifty andCNX Nifty Junior would be automaticallymirrored in this index.

Bloomberg:

Thomson Reuters:

CNX100 Index

.CNX100

Index Re-Balancing:

Index is re-balanced on semi – annual basis.The cut-off date is January 31 and July 31 ofeach year, i.e. For semi-annual review ofindices, average data for six months ending thecut-off data is considered. Four weeks priornotice is given to market from the date ofchange.

CNX 100December 31, 2013

Portfolio CharacteristicsStatistics

Returns (%)

QTD YTD 1 Year 5 YearsSince

Inception

QTD, YTD and 1 year returns are not annualized

1 Year 5 YearsSince

Inception

10.74 6.46 6.46 17.31 18.08

Sector Representation

Sector Weight(%)

FINANCIAL SERVICES 25.55

IT 15.77

ENERGY 13.30

CONSUMER GOODS 12.91

AUTOMOBILE 8.15

PHARMA 6.19

METALS 5.16

CONSTRUCTION 4.13

TELECOM 2.51

CEMENT & CEMENT PRODUCTS 2.43

INDUSTRIAL MANUFACTURING 1.43

SERVICES 1.11

MEDIA & ENTERTAINMENT 0.62

HEALTHCARE SERVICES 0.29

FERTILISERS & PESTICIDES 0.25

CHEMICALS 0.20

Top 10 constituents by weightage

Company’s NameWeight

(%)

I T C Ltd. 7.24

Infosys Ltd. 6.87

Reliance Industries Ltd. 6.00

ICICI Bank Ltd. 5.17

Housing Development Finance Corporation Ltd. 5.05

HDFC Bank Ltd. 5.03

Tata Consultancy Services Ltd. 4.52

Larsen & Toubro Ltd. 3.56

Tata Motors Ltd. 2.76

Oil & Natural Gas Corporation Ltd. 2.09

Methodology:

No. of Constituents:

Launch Date:

Base Date:

Base Value:

Calculation Frequency:

Index Rebalancing:

Index PE:

Free Float Market Capitalization

100

December 01, 2005

January 01, 2003

1000

Real-time Daily

Semi-Annually

18.22

Std. Deviation

Beta (Nifty)

Correlation (Nifty)

1.110.98

1.00

1.38

0.98

1.00

1.61

0.99

1.00

Disclaimer: All information contained herewith is provided for reference purpose only. IISL ensures accuracy and reliability of the above information to the best of itsendeavors. However, IISL makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and disclaim anyand all liability whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the information provided herein. Theinformation contained in this document is not intended to provide any professional advice.