nse fact book 2012
TRANSCRIPT
Fact Book2012
NATIONAL STOCK EXCHANGE OF INDIA LIMITED
Fact Book
Copyright © 2012 by National Stock Exchange of India Ltd. (NSE)Exchange Plaza, Bandra Kurla ComplexBandra (East), Mumbai 400 051 INDIA
All rights reserved. No part of this publication may be produced, stored in a retrieval system or transmitted in any form by any means, electronic, mechanical, photocopying, recording or otherwise without the written permission of NSE, except as stated below. Single photocopies of single chapters may be made for private study or research provided that the source
NSE does not guarantee the accuracy of the data included in this publication and accepts no responsibility whatsoever for any consequence of their use.
i
C O N T E N T S
1. National Stock Exchange of India Ltd
1-1 Trading Value of Different Market Segments ................................................................ 3
1-2 Market Capitalisation of different market segments ...................................................... 3
1-3 Records reached in different Market Segments (data from inception to March 31, 2012) .......... 3
1-4 Board of Directors of NSEIL .................................................................................... 4
1-5 Executive Committees of different market segment ...................................................... 5
2. Membership
2-1 Eligibility Criteria for Membership ........................................................................... 9
2-2 Growth and Distribution of Members .......................................................................13
3. Listing of Securities
3-1 Listing Criteria for Companies on the CM Segment of NSE ..............................................17
3-2 Listing fees in the CM segment ..............................................................................18
3-3 Companies Listed, Permitted to Trade, Available for Trading on the CM Segment ..................19
3-4 Shareholding Pattern at the end of March 2012 for companies listed at NSE .........................20
3-5 Pledged shares data as of March 2012 ......................................................................21
3-6 Eligibility Criteria for Securities on WDM Segment .......................................................21
3-7 Securities Available for Trading on WDM Segment ........................................................22
3-8 Funds Mobilisation on the Exchange ........................................................................22
3-9 Initial Public Offerings (IPOs) of Equity Shares during 2011-12 .........................................23
3-10 Resource Mobilisation through public issue of NCDs during 2011-12 ...................................24
3-11 Rights Issues during 2011-12 ..................................................................................24
3-12 Preferential Allotments by NSE Listed Companies during 2011-12 .....................................25
3-13 Amount raised through QIP during 2011-12 ................................................................30
3-14 Companies Delisted during 2011-12 .........................................................................30
4. Capital Market Segment
4-1 Business Growth of CM Segment .............................................................................33
4-2 Frequency Distribution of Companies traded ..............................................................35
4-3 Trading Frequency of Companies in Cash Segment during 2011-12 ....................................35
4-4 Advances/Declines in Cash Segment of NSE during 2011-12 (No. of Securities) .....................36
4-5 City-wise Turnover in the CM segment ......................................................................36
4-6 Internet Trading Value in the CM segment in comparison with total trading volumes at NSE ......37
Contd...
ii
4-7 Details of Asset Management Companies Listed on NSE as of March 2012 ............................37
4-8 NSE CM transaction charges ..................................................................................38
4-9 The existing rates of Securities Transaction Tax (STT) for CM segment ...............................38
4-10 Percentage Share of Top ‘N’ Securities/Member in Turnover ...........................................39
4-11 ‘50’ Most Active Securities during 2011-12 in Terms of Trading Value .................................40
4-12 Top ‘50’ Companies by Market Capitalisation as on March 31, 2012 ...................................41
4-13 NSE’s 10 Most Active Trading days during the year 2011-2012 ..........................................43
4-14 Individual Securities Single day Trading Records-2011-12 ...............................................43
4-15 Composition of S&P CNX Nifty Index as on March 30, 2012 ..............................................43
4-16 Composition of CNX Nifty Junior Index as on March 31, 2012 ...........................................45
4-17 Industry-wise Weightages of S&P CNX NIFTY Securities as on 30th March, 2012 .....................47
4-18 S&P CNX NIFTY Index ..........................................................................................47
4-19 CNX NIFTY Junior Index .......................................................................................49
4-20 Performance of NSE Indices during the year 2011-12 ....................................................50
4-21 Mutual Funds/ETFs: No of Trades and Trading Value .....................................................50
4-22 Settlement Statistics for CM Segment ......................................................................51
5. Wholesale Debt Market segment
5-1 Business Growth of WDM Segment ...........................................................................55
5-2 Security-wise Distribution of WDM Trades ..................................................................57
5-3 Participant wise Distribution of WDM Turnover ............................................................59
5-4 Share of Top ‘N’ Securities/Trading Members/Participants in Turnover in WDM Segment ..........61
5-5 Market Capitalisation of WDM Securities ...................................................................62
5-6 FIMMDA NSE MIBID/MIBOR Rates 2011-12 ...................................................................64
5-7 1-day Value-at-Risk (99%) for Government of India Securities Traded as on March 30, 2012 ......64
5-8 Corporate Bond Trades at NSE (2011-12) ...................................................................65
6. Equity Futures & Options segment
6-1 Business Growth of Futures & Options Market Segment .................................................69
6-2 Benchmark Indices Contracts & Trading Volume in F&O Segment of NSE (2011-12) .................71
6-3 Internet Trading in the F&O Segment of the Exchange ..................................................71
6-4 Records Achieved in the F&O Segment: 2011-12 ..........................................................71
6-5 Participant wise Trading Value in the F&O Segment (2011-12) .........................................72
6-6 Number of members in different turnover brackets in Futures and Options segment ..............73
Contd...
Contd...
iii
6-7 Number of members in different turnover brackets in Futures and Options Segment ..............74
6-8 Segment wise Contribution of Top ‘N’ Members to turnover on Futures and Options segment ....75
6-9 Top 20 Futures contracts according to number of contracts 2011-12 ..................................76
6-10 Top 20 Option contracts according to number of contracts traded 2011-12 ..........................76
6-11 Number of trades in the Futures & Options Segment ....................................................77
6-12 Settlement Statistics in F&O Segment ......................................................................78
7. Currency Derivatives Segment
7-1 Business Growth of Currency Derivatives Segment at NSE ...............................................81
7-2 Records Achieved in the Currency Futures & Options ....................................................82
7-3 Top 5 Currency Futures & Options Contracts on the basis of Turnover for the F.Y 2011-2012 .....82
7-4 Settlement Statistics of Currency Derivatives Segment at NSE .........................................82
7-5 Business Growth of Interest Rate Futures ..................................................................83
7-6 Records Achieved in the Interest Rate Futures ............................................................84
7-7 Top 5 IRD Contracts on the basis of Turnover for the F.Y. 2011-2012 ...................................84
7-8 Settlement Statistics in Interest Rate Futures Segment at NSE ........................................84
8. Investor Services, Arbitration
8-1 Receipt and Disposal of Investor Grievance ................................................................87
8-2 Status Report of Arbitration Matters ........................................................................87
Contd...
iv
National Stock Exchange of India 1
2
3
1National Stock Exchange of India
Table 1-1: Trading Value of Different market segments(` Crores)
Segment/Year 2006-07 2007-08 2008-09 2009-10 2010-11 2011-12
Capital Market 1,945,287 3,551,038 2,752,023 4,138,024 3,577,412 2,810,893
Equity Futures & Options 7,356,242 13,090,478 11,010,482 17,663,665 29,248,221 31,349,732
Wholesale Debt Market 219,106 282,317 335,952 563,816 559,447 633,179
Currency F&O * -- -- 162,272 1,782,608 3,449,788 4,674,990
Interest Rate Futures ** -- -- -- 2,975 62 3,959
Total 9,520,635 16,923,833 14,260,729 24,151,088 36,834,929 39,472,753
* Trading in Currency Futures commenced on August 28, 2008** Trading in Interest Rate Futures commenced on August 31,2009
Table 1-2: Market Capitalisation of different market segments(` Crores)
Segment/Year Mar-07 Mar-08 Mar-09 Mar-10 Mar-11 Mar-12
CM 3,367,350 4,858,122 2,896,194 6,009,173 6,702,616 6,096,518
WDM 1,784,801 2,123,346 2,848,315 3,165,929 3,594,877 4,272,736
Total 5,152,151 6,981,468 5,744,510 9,175,102 10,297,493 10,369,254
Table 1-3: Records reached in different market segments(data from inception to March 31, 2012)
Parameter Date Magnitude
Capital Market Segment
Record Number of trades 19-May-09 11,260,392
Traded Quantity 19-May-09 19,225.95 Lakh
Turnover 19-May-09 40,151.91 Crores
Market Capitalisation 5-Nov-10 75,60,607.49 Crores
Futures & Options Segment
No. of trades 24-Feb-11 3,029,676
Number of contracts traded 24-Feb-11 10,497,798
Turnover 24-Feb-11 277,277.49 Crores
Currency Derivatives Segment
No. of trades 24-Mar-11 90,563
Number of contracts traded 24-Mar-11 5,601,637
Turnover 24-Mar-11 25532.16 Crores
Contd...
4
Parameter Date Magnitude
Wholesale Debt Market Segment
No. of trades 25-Aug-03 2,074
Turnover 13911.57 Crores
Table 1-4: Board of Directors of NSE*
1 Dr. Vijay L KelkarFormer Chairman, Finance Commission, IndiaFormer Union Finance Secretary and Advisor to theFinance Minister
Chairman
2 Mr. Ravi NarainNational Stock Exchange of India Limited
Managing Director
3 Ms. Chitra RamkrishnaNational Stock Exchange of India Limited
Joint Managing Director
4 Mr. M. V SubbiahFormer Chairman Murugappa Group of Companies
Director
5 Mrs Pratima UmarjiFormer Principal Secretary (Legislation) Maharashtra State Government
Director
6 Mrs. Ranjana KumarFormer Vigilance Commissioner, Central Vigilance Commission, Former Chairperson, National Bank for Agriculture and Rural Development (NABARD) and Indian Bank
Director
7 Mr. A. P. KurianFormer ChairmanAssociation of Mutual Funds in India
Director
8 Dr. Rajiv B. LallManaging Director & CEOIDFC Limited
Director
9 Mr. S. B. MainakExecutive Director(Investment-Operations)Life Insurance Corporation of India
Director
10 Mr. Y. H. MalegamChairman EmeritusM/s. S.B. Billimoria & Co.Chartered Accountants
Director
11 Mr. S. B. MathurSecretary General, Life Insurance Council & Former Chairman,Life Insurance Corporation of India
Director
12 Dr. KRS MurthyProfessor & Former DirectorIndian Institute of Management, Bangalore
Director
13 Mrs. Shymala GopinathFormer Deputy Governor, Reserve Bank of India
Director
Contd...
Contd...
5
14 Dr. V. A. SastryDirector, MUSA Software Engineering Pvt. Ltd.Former Director, Infosys Technologies Ltd.
Director
15 Mr. Deepak M SatwalekarFormer Managing Director & CEOHDFC Standard Life Insurance Company Ltd.
Director
* As on June 04, 2012
Table 1-5: Executive Committees of different market segments *
I CM & WDM SEGMENTS
1 Mr. Ravi Narain Managing Director & CEO, National Stock Exchange of India Limited
Chairman
2 Mr. D. C. Anjaria Director, International Financial Solutions Pvt. Ltd.
Public Representative
3 Mr. Kantheti Pratap Managing DirectorZen Securities Limited
Trading Member
4 Mr. Vimal Bhandari MD & CEO, Indostar Capital Finance Pvt. Ltd. Public Representative
5 Dr. Mukesh Kansal Chairman & Managing DirectorTrustline Securities Limited
Trading Member
6 Mr. Y. H. Malegam Chairman Emeritus, M/s. S.B.Billimoria & Co., Chartered Accountants
Public Representative
7 Mr. Gagan Rai Managing Director & CEO, National Securities Depository Limited
Other Nominees
8 Ms. Chitra Ramkrishna Joint Managing Director, National Stock Exchange of India Limited
Other Nominees
9 Mr. Anubhav Bhatter Managing DirectorBMA Weath Creators Limited
Trading Member
10 Mr. Shankar Vailaya Director-Operations, M/s Sharekhan Ltd. Trading Member
11 Mr. P. M. Venkatasubramanian Former Managing Director, GIC Other Nominees
II F&O MARKET SEGMENT
1 Mr. Ravi Narain Managing Director, National Stock Exchange of India Limited
Chairman
2 Mr. D.C.Anjaria Director, International Finance Solutions Pvt. Ltd.
Public Representative
3 Prof. V. Ravi Anshuman Professor, Indian Institute of Management, Bangalore
Public Representative
4 Mr. Motilal Oswal Promoter, Motilal Securities Limited Trading Member
5 Mr. Hemant Majethia Chief Executive OfficerVentura Securities Limited
Trading Member
6 Mr. M. Raghavendra Former General Manager, General Insurance Corporation of India
Other Nominees
7 Mr. A.V. Rajwade Independent Forex & Treasury Management Consultant
Public Representative
Contd...
Contd...
6
8 Ms. Chitra Ramkrishna Joint Managing Director, National Stock Exchange of India Limited
Other Nominees
9 Mr. Shailesh Haribhakti Executive Chairman and Managing PartnerBDO Haribhakti Chartered Accountants
Public Representative
III CD SEGMENT
1 Mr. Ravi Narain Managing Director & CEO, National Stock Exchange of India Limited
Chairman
2 Mr. Pawan Bajaj General Manager-Treasury, Bank of India Trading Member
3 Mr. M. G.Bhide Former Chairman, Bank of India Public Representative
4 Mr. Conrad D’souza Senior General Manager, Treasury, Housing Development Finance Corporation Limited
Public Representative
5 Mr. N.S. Venkatesh Chief General ManagerIDBI Bank Limited
Trading Member
6 Ms. Chitra Ramkrishna Joint Managing Director, National Stock Exchange of India Limited
Other Nominees
7 Mr. Suresh Senapaty Chief Financial Officer & Director,Wipro Limited
Public Representative
* As on June 04, 2012
Contd...
Membership 2
8
9
2
Cont
d...
MembershipTa
ble
2-1:
Eli
gibi
lity
Cri
teri
a fo
r M
embe
rshi
p
CORP
ORA
TES
(Am
ount
in `
lakh
)
CMCM
and
F&
OW
DM
CM a
nd W
DM
CM
,WD
M a
nd F
&O
Min
imum
Pai
d-up
cap
ital
3030
3030
30N
et W
orth
10
010
0 (M
embe
rshi
p in
CM
se
gmen
t an
d Tr
adin
g/Tr
adin
g an
d se
lf
clea
ring
mem
bers
hip
in F
&O
seg
men
t)
300
(Mem
bers
hip
in C
M
segm
ent
and
Trad
ing
and
Clea
ring
mem
bers
hip
in
F&O
seg
men
t)
200
200
200(
Mem
bers
hip
in W
DM
se
gmen
t,
CM s
egm
ent
and
Trad
ing/
Trad
ing
and
Self
Cl
eari
ng m
embe
rshi
p in
F&
O
segm
ent)
300(
Mem
bers
hip
in W
DM
se
gmen
t,CM
seg
men
t an
dTr
adin
g an
d Cl
eari
ng
mem
bers
hip
in F
&O
seg
men
t)In
tere
st F
ree
Secu
rity
D
epos
it (
IFSD
) w
ith
NSE
IL85
110
5013
516
0
Inte
rest
Fre
e Se
curi
ty
Dep
osit
(IF
SD)
wit
h N
SCCL
1515
*N
IL15
15 *
Colla
tera
l Sec
urit
y D
epos
it
(CSD
) w
ith
NSC
CL25
25**
NIL
2525
**
Annu
al S
ubsc
ript
ion
11
NIL
11
Adva
nce
Min
imum
Tr
ansa
ctio
n Ch
arge
s fo
r Fu
ture
s Se
gmen
t
NIL
1N
ILN
IL1
Educ
atio
nTw
o di
rect
ors
shou
ld b
e H
SC.
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
cert
ifi ca
tion
te
st f
or C
apit
al
Mar
ket
- Ca
pita
l M
arke
t M
odul
e of
N
CFM
.
Two
dire
ctor
s sh
ould
be
HSC
. D
eale
rs s
houl
d al
so h
ave
pass
ed S
EBI a
ppro
ved
cert
ifi ca
tion
tes
t fo
r Ca
pita
l Mar
ket
&
Der
ivat
ives
.
Two
dire
ctor
s sh
ould
be
HSC
. D
eale
rs s
houl
d al
so h
ave
pass
ed
FIM
MD
A-N
SE
Deb
t M
arke
t (B
asic
Mod
ule)
of
NCF
M.
Two
dire
ctor
s sh
ould
be
HSC
. De
aler
s sh
ould
als
o ha
ve
pass
ed
FIM
MDA
-NSE
Deb
t M
arke
t (B
asic
Mod
ule)
of
NCF
M &
SEB
I app
rove
d ce
rtifi
cati
on t
est
for
Capi
tal M
arke
t -
Capi
tal
Mar
ket
Mod
ule
of N
CFM
.
Two
dire
ctor
s sh
ould
be
HSC
. D
eale
rs s
houl
d al
so h
ave
pass
ed
FIM
MD
A-N
SE D
ebt
Mar
ket
(Bas
ic M
odul
e) o
f N
CFM
and
SE
BI a
ppro
ved
cert
ifi ca
tion
te
st f
or C
apit
al M
arke
t &
D
eriv
ativ
es.
Expe
rien
ce--
----
----
----
-Tw
o ye
ar's
expe
rien
ce in
sec
urit
ies
mar
ket-
----
----
----
----
----
--O
ther
elig
ibili
ty c
rite
ria
The
appl
ican
t m
ust
be e
ngag
ed s
olel
y in
the
bus
ines
s of
sec
urit
ies
and
mus
t no
t be
eng
aged
in a
ny f
und-
base
d ac
tivi
ty.
The
Dir
ecto
rs/S
hare
hold
ers
of t
he a
pplic
ant
com
pany
sho
uld
not
be d
efau
lter
s on
any
sto
ck e
xcha
nge
and
shou
ld n
ot b
e de
barr
ed b
y SE
BI f
or b
eing
ass
ocia
ted
wit
h ca
pita
l mar
ket
as in
term
edia
ries
.N
et w
orth
req
uire
men
t fo
r Pr
ofes
sion
al C
lear
ing
mem
bers
in F
&O
seg
men
t is
3
00 la
khs.
Fur
ther
a P
rofe
ssio
nal C
lear
ing
mem
ber
need
s to
bri
ng In
tere
st F
ree
Secu
rity
Dep
osit
(I
FSD
) of
` 2
5 la
khs
wit
h N
SCCL
and
Col
late
ral S
ecur
ity
Dep
osit
(CS
D)
of `
25
lakh
s w
ith
NSC
CL a
s de
posi
ts.
*Add
itio
nal I
nter
est
Free
Sec
urit
y De
posi
t (I
FSD)
of `
25 la
khs
wit
h NS
CCL
is r
equi
red
for
Trad
ing
and
Clea
ring
Mem
ber
(TM
-CM
) an
d fo
r Tr
adin
g an
d Se
lf c
lear
ing
Mem
ber
(TM
/SCM
).**
Add
itio
nal C
olla
tera
l Sec
urit
y De
posi
t (C
SD)
of `
25
laks
h w
ith
NSC
CL is
req
uire
d fo
r Tr
adin
g an
d Cl
eari
ng M
embe
r (T
M-C
M)
and
for
Trad
ing
and
Self
cle
arin
g M
embe
r (T
M/S
CM).
In a
ddit
ion,
a m
embe
r cl
eari
ng f
or o
ther
s is
req
uire
d to
bri
ng in
IFSD
of
` 2
lakh
and
CSD
of
` 8
lakh
per
tra
ding
mem
ber
he u
nder
take
s to
cle
ar in
the
F&
O s
egm
ent.
10
Cont
d...
Cont
d...
Requ
irem
ents
for
Pro
fess
iona
l Cle
arin
g M
embe
rhip
(All
valu
es in
` la
kh)
Part
icul
ars
CM S
egm
ent
F&O
Seg
men
tCM
and
F&
O S
egm
ent
Net
Wor
th
300
300
300
Inte
rest
Fre
e Se
curi
ty D
epos
it (
IFSD
) *
2525
40Co
llate
ral S
ecur
ity
Dep
osit
(CS
D)
2525
50An
nual
Sub
scri
ptio
n2.
5N
il2.
5*
The
Prof
essi
onal
Cle
arin
g M
embe
r (P
CM)
is r
equi
red
to b
ring
in IF
SD o
f `
2 la
kh a
nd C
SD o
f `
8 la
kh p
er t
radi
ng m
embe
r w
hose
tra
des
he u
nder
take
s to
cle
ar
in t
he F
&O
seg
men
t an
d IF
SD o
f `
6 la
kh a
nd C
SD o
f `
17.5
lakh
(`
9 la
kh a
nd `
25
lakh
res
pect
ivel
y fo
r co
rpor
ate
Mem
bers
) pe
r tr
adin
g m
embe
r in
the
CM
se
gmen
t.
IND
IVID
UA
LS/P
ART
NER
SHIP
FIR
MS
(Am
ount
in `
lakh
)Pa
rtic
ular
sCM
CM
and
F&
O
WD
MCM
and
WD
M
CM,W
DM
and
F&
ON
et W
orth
75
75 (
Mem
bers
hip
in C
M
segm
ent
and
Trad
ing
mem
bers
hip
in F
&O
se
gmen
t)
100
(Mem
bers
hip
in C
M
segm
ent
and
Trad
ing
and
Self
cle
arin
g m
embe
rshi
p in
F&
O
segm
ent)
300
(Mem
bers
hip
in C
M
segm
ent
and
Trad
ing
and
Clea
ring
mem
bers
hip
in
F&O
seg
men
t)
200
200
200
(Mem
bers
hip
in
WD
M s
egm
ent,
CM
se
gmen
t an
d Tr
adin
g/Tr
adin
g an
d Se
lf C
lear
ing
mem
bers
hip
in F
&O
se
gmen
t)
300
(Mem
bers
hip
in W
DM
se
gmen
t,CM
seg
men
t an
d Tr
adin
g an
d cl
eari
ng
mem
bers
hip
in F
&O
se
gmen
t)
Inte
rest
Fre
e Se
curi
ty
Dep
osit
(IF
SD)
wit
h N
SEIL
26.5
51.5
5076
.510
1.5
Inte
rest
Fre
e Se
curi
ty
Dep
osit
(IF
SD)
wit
h N
SCCL
66
*N
IL6
6*
Colla
tera
l Sec
urit
y D
epos
it (
CSD
) w
ith
NSC
CL
17.5
17.5
**
NIL
17.5
17.5
**
Annu
al S
ubsc
ript
ion
0.5
0.5
NIL
0.5
0.5
11
Cont
d...
Cont
d... Pa
rtic
ular
sCM
CM
and
F&
O
WD
MCM
and
WD
M
CM,W
DM
and
F&
OAd
vanc
e M
inim
um
Tran
sact
ion
Char
ges
for
Futu
res
Segm
ent
NIL
1N
ILN
IL1
Educ
atio
nPr
opri
etor
/ T
wo
Part
ners
sho
uld
be H
SC.
Dea
lers
sho
uld
also
hav
e pa
ssed
SEB
I app
rove
d ce
rtifi
cati
on t
est
for
Capi
tal M
arke
t -
Capi
tal
Mar
ket
Mod
ule
of N
CFM
.
Prop
riet
or /
Tw
o Pa
rtne
rs s
houl
d be
HSC
.D
eale
rs s
houl
d al
so h
ave
pass
ed S
EBI a
ppro
ved
cert
ifi ca
tion
tes
t fo
r Ca
pita
l Mar
ket
&
Der
ivat
ives
.
Prop
riet
or /
Tw
o Pa
rtne
rs s
houl
d be
HSC
.D
eale
rs s
houl
d al
so h
ave
pass
ed F
IMM
DA-
NSE
Deb
t M
arke
t (B
asic
Mod
ule)
of
NCF
M.
Prop
riet
or /
Tw
o Pa
rtne
rs s
houl
d be
HSC
.D
eale
rs s
houl
d al
so h
ave
pass
ed
FIM
MD
A-N
SE D
ebt
Mar
ket
(Bas
ic M
odul
e) o
f N
CFM
& S
EBI a
ppro
ved
cert
ifi ca
tion
tes
t fo
r Ca
pita
l Mar
ket-
Cap
ital
M
arke
t M
odul
e of
NCF
M.
Prop
riet
or /
Tw
o Pa
rtne
rs s
houl
d be
HSC
. D
eale
rs s
houl
d al
so h
ave
pass
ed
FIM
MD
A-N
SE D
ebt
Mar
ket
(Bas
ic M
odul
e) o
f N
CFM
& S
EBI a
ppro
ved
cert
ifi ca
tion
tes
t fo
r Ca
pita
l Mar
ket
&
Der
ivat
ives
.Ex
peri
ence
----
----
----
---T
wo
year
's ex
peri
ence
in s
ecur
itie
s m
arke
t---
----
----
----
----
----
Oth
er e
ligib
ility
cri
teri
aTh
e ap
plic
ant
shou
ld n
ot b
e en
gage
d in
any
fun
d ba
sed
acti
vity
. Th
e Pr
opri
etor
/Par
tner
s sh
ould
not
be
defa
ulte
rs o
n an
y st
ock
exch
ange
and
sho
ld n
ot b
e de
barr
ed b
y SE
BI f
or b
eing
ass
ocia
ted
wit
h ca
pita
l mar
ket
as in
term
edia
ries
Fur
ther
, Pa
rtne
rshi
p fi r
ms
shou
ld n
ot b
e en
gage
d in
any
bus
ines
s ot
her
than
Sec
urit
ies.
*Add
itio
nal I
nter
est
Free
Sec
urit
y D
epos
it (
IFSD
) of
` 2
5 la
khs
wit
h N
SCCL
is r
equi
red
for
Trad
ing
and
Clea
ring
Mem
ber
(TM
-CM
) an
d fo
r Tr
adin
g an
d Se
lf c
lear
ing
Mem
ber
(TM
/SCM
).**
Add
itio
nal C
olla
tera
l Sec
urit
y D
epos
it (
CSD
) of
` 2
5 la
ksh
wit
h N
SCCL
is r
equi
red
for
Trad
ing
and
Clea
ring
Mem
ber
(TM
-CM
) an
d fo
r Tr
adin
g an
d Se
lf c
lear
ing
Mem
ber
(TM
/SCM
).In
add
itio
n, a
mem
ber
clea
ring
for
oth
ers
is r
equi
red
to b
ring
in IF
SD o
f `
2 la
kh a
nd C
SD o
f `
8 la
kh p
er t
radi
ng m
embe
r he
und
erta
kes
to c
lear
in t
he F
&O
seg
men
t.
CURR
ENCY
DER
IVAT
IVES
- Co
rpor
ates
, In
divi
dual
s an
d Fi
rms
(Am
ount
in `
lakh
)
Part
icul
ars
NSE
Mem
bers
New
App
lican
ts
Trad
ing
Mem
bers
hip
Trad
ing
Cum
Se
lf C
lear
ing
Mem
bers
hip
Trad
ing
Cum
Cl
eari
ng
Mem
bers
hip
Trad
ing
Mem
bers
hip
Trad
ing
cum
Se
lf C
lear
ing
Mem
bers
hip
Trad
ing
cum
Cl
eari
ng
Mem
bers
hip
Prof
essi
onal
Cl
eari
ng
Mem
bers
hip
Net
wor
th10
050
010
0010
050
010
0010
00
Cash
to
NSE
IL2
22
22
2 -
Non
-cas
h to
NSE
IL8
88
1318
18-
Cash
to
NSC
CL
-25
25 -
2525
25
Non
cas
h to
NSC
CL
-25
25 -
2525
25
12
Educ
atio
nPr
opri
etor
/Tw
o Pa
rtne
rs/T
wo
dire
ctor
s sh
ould
be
HSC
.
Prop
riet
or/T
wo
Part
ners
/Tw
o di
rect
ors
shou
ld
be H
SC.
Prop
riet
or/T
wo
Part
ners
/Tw
o di
rect
ors
shou
ld
be H
SC.
Prop
riet
or/T
wo
Part
ners
/Tw
o di
rect
ors
shou
ld
be H
SC.
Prop
riet
or/T
wo
Part
ners
/Tw
o di
rect
ors
shou
ld
be H
SC.
Prop
riet
or/T
wo
Part
ners
/Tw
o di
rect
ors
shou
ld
be H
SC.
Prop
riet
or/T
wo
Part
ners
/Tw
o di
rect
ors
shou
ld
be H
SC.
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
Nat
iona
l In
stit
ute
of
Secu
riti
es
Mar
kets
(N
ISM
) Se
ries
I –
Cur
renc
y D
eriv
ativ
es
Cert
ifi ca
tion
Ex
amin
atio
n
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
Nat
iona
l In
stit
ute
of
Secu
riti
es
Mar
kets
(N
ISM
) Se
ries
I –
Cur
renc
y D
eriv
ativ
es
Cert
ifi ca
tion
Ex
amin
atio
n
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
Nat
iona
l In
stit
ute
of
Secu
riti
es
Mar
kets
(N
ISM
) Se
ries
I –
Cur
renc
y D
eriv
ativ
es
Cert
ifi ca
tion
Ex
amin
atio
n
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
Nat
iona
l In
stit
ute
of
Secu
riti
es
Mar
kets
(N
ISM
) Se
ries
I –
Cur
renc
y D
eriv
ativ
es
Cert
ifi ca
tion
Ex
amin
atio
n
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
Nat
iona
l In
stit
ute
of
Secu
riti
es
Mar
kets
(N
ISM
) Se
ries
I –
Cur
renc
y D
eriv
ativ
es
Cert
ifi ca
tion
Ex
amin
atio
n
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
Nat
iona
l In
stit
ute
of
Secu
riti
es
Mar
kets
(N
ISM
) Se
ries
I –
Cur
renc
y D
eriv
ativ
es
Cert
ifi ca
tion
Ex
amin
atio
n
Dea
lers
sho
uld
also
hav
e pa
ssed
SE
BI a
ppro
ved
Nat
iona
l In
stit
ute
of
Secu
riti
es
Mar
kets
(N
ISM
) Se
ries
I –
Cur
renc
y D
eriv
ativ
es
Cert
ifi ca
tion
Ex
amin
atio
n
Expe
rien
ce--
----
----
----
-Tw
o ye
ar's
expe
rien
ce in
sec
urit
ies
mar
ket-
----
----
----
----
----
--
Oth
er e
ligib
ility
cri
teri
aPr
opri
etor
/Par
tner
s/D
irec
tors
/Sha
reho
ldre
s sh
ould
not
be
defa
ulte
rs o
n an
y st
ock
exch
ange
and
mus
t no
t be
deb
arre
d by
SEB
I for
be
ing
asso
ciat
ed w
ith
capi
tal m
arke
t as
inte
rmed
iari
es.
The
app
lican
t m
ust
be e
ngag
ed s
olel
y in
the
bus
ines
s of
sec
urit
ies
and
mus
t no
t be
eng
aged
in a
ny f
und-
base
d ac
tivi
ty.*
* In
add
itio
n to
the
indi
vidu
als,
cor
pora
tes
and
part
ners
hip
fi rm
s, B
anks
whi
ch a
re a
utho
rize
d by
the
Res
erve
Ban
k of
Indi
a un
der
sect
ion
10 o
f th
e Fo
reig
n Ex
chan
ge M
anag
emen
t Ac
t,
1999
as
‘AD
Cat
egor
y- I
bank
’ ar
e pe
rmit
ted
to b
ecom
e tr
adin
g an
d cl
eari
ng m
embe
rs o
f th
e cu
rren
cy d
eriv
ativ
es m
arke
t of
the
rec
ogni
zed
stoc
k ex
chan
ges,
on
thei
r ow
n ac
coun
t an
d on
beh
alf
of
thei
r cl
ient
s, s
ubje
ct t
o m
inim
um p
rude
ntia
l req
uire
men
ts o
f m
inim
um n
et w
orth
of
` 50
0 cr
ores
, m
inim
um C
RAR
of 1
0 pe
r ce
nt,
net
NPA
not
exc
eedi
ng 3
per
cen
t an
d ne
t pr
ofi t
sho
uld
have
bee
n m
ade
for
the
last
3 y
ears
.Th
e AD
Cat
egor
y-I
bank
s w
hich
ful
fi ll
the
prud
enti
al
requ
irem
ents
are
req
uire
d to
lay
dow
n de
taile
d gu
idel
ines
wit
h th
e ap
prov
al o
f th
eir
Boar
ds f
or t
radi
ng a
nd c
lear
ing
of c
urre
ncy
deri
vati
ves
cont
ract
s an
d m
anag
emen
t of
ris
ks.
AD C
ateg
ory-
I ba
nks
whi
ch d
o no
t m
eet
the
abov
e m
inim
um p
rude
ntia
l re
quir
emen
ts a
nd A
D C
ateg
otry
- I
bank
s w
hich
are
Urb
an C
o-op
erat
ive
bank
s or
Sta
te C
o-op
erat
ive
bank
s ca
n pa
rtic
ipat
e in
the
cur
renc
y de
riva
tive
s m
arke
t on
ly a
s cl
ient
s, s
ubje
ct t
o ap
prov
al t
here
fore
fro
m t
he r
espe
ctiv
e re
gula
tory
Dep
artm
ents
of
the
Res
erve
Ban
k.In
cas
e th
e m
embe
r is
opt
ing
for
mem
bers
hip
of a
ny o
ther
seg
men
t(s)
in
com
bina
tion
wit
h th
e m
embe
rshi
p of
Cur
renc
y D
eriv
ativ
es s
egm
ent,
the
app
licab
le n
et w
orth
will
be
the
min
imum
net
wor
th r
equi
red
for
the
othe
r se
gmen
t(s)
or
the
min
imum
net
wor
th r
equi
red
for
Curr
ency
Der
ivat
ives
Seg
men
t, w
hich
ever
is h
ighe
r.Th
e el
igib
ility
con
diti
on f
or a
pplic
ants
pla
nnin
g to
app
ly f
or n
ew m
embe
rshi
p of
the
Exc
hang
e is
tha
t ei
ther
the
pro
prie
tor/
one
desi
gnat
ed d
irec
tor/
part
ner
or t
he C
ompl
ianc
e O
ffi c
er o
f th
e ap
plic
ant
enti
ty s
houl
d be
suc
cess
fully
cer
tifi e
d ei
ther
in S
ecur
itie
s M
arke
t (B
asic
) M
odul
e or
Com
plia
nce
Offi
cer
s (B
roke
rs)
Mod
ule
or t
he r
elev
ant
mod
ule
pert
aini
ng t
o th
e se
gmen
ts
whe
rein
mem
bers
hip
of t
he E
xcha
nge
had
been
sou
ght.
Cont
d...
13
Table 2-2: Growth and Distribution of Members
Month/Year(end of period)
CM WDM CDS CM/WDM/F&O/CDS
TOTAL
Mar-11 99 3 56 1,215 1,373
Apr-11 99 3 56 1,218 1,376
May-11 100 3 56 1,223 1,382
Jun-11 100 3 57 1,226 1,386
Jul-11 101 3 58 1,224 1,386
Aug-11 101 3 58 1,225 1,387
Sep-11 101 3 59 1,223 1,386
Oct-11 100 3 60 1,230 1,393
Nov-11 102 3 60 1,234 1,399
Dec-11 101 3 59 1,232 1,395
Jan-12 98 4 59 1,231 1,392
Feb-12 96 4 59 1,232 1,391
Mar-12 99 4 61 1,238 1,402
14
Listing of Securities 3
16
17
3Listing of Securities
Table 3-1: Listing Criteria for Companies on the CM Segment of NSE
Criteria Initial Public Offerings (IPOs) Companies listed on other exchanges
Paid-up Equity Capital (PUEC)/Market Capitalisation (MC) /Net Worth
PUEC ≥ ` 10 cr. and MC ≥ ` 25 cr. PUEC ≥ ` 10 cr. and MC ≥ ` 25 cr. OR PUEC ≥ ` 25 cr. ORMC ≥ ` 50 cr. OR The company shall have a net worth of not less than ` 50 crores in each of the preceding three financial years.
Company/Promoter's Track Record
Atleast 3 years track record of eithera) the applicant seeking listing ORb) the promoters/promoting company
incorporated in or outside India ORc) Partnership firm and subsequently
converted into Company not in existence as a Company for three years) and approaches the Exchange for listing. The Company subsequently formed would be considered for listing only on fulfillment of conditions stipulated by SEBI in this regard.
Atleast three years track record of eithera) the applicant seeking listing; ORb) the promoters/promoting company,
incorporated in or outside India.
Dividend Record / Net worth / Distributable Profits
-- Dividend paid in at least 2 out of the last 3 financial years immediately preceding the year in which the application has been made OR The networth of the applicants atleast ` 50 crores OR The applicant has distributable profits in at least two out of the last three financial years.
Listing Listed on any other stock exchange for at least last three years OR listed on the exchange having nationwide trading terminals for at least one year.
Other Requirements
(a) No disciplinary action by other stock exchanges/regulatory authority in past 3 yrs.
(b) Satisfactory redressal mechanism for investor grievances,
(c) distribution of shareholding(d) details of litigation record in past 3
years.(e) Track record of Directors of the
Company
(a) No disciplinary action by other stock exchanges/regulatory authority in past 3 yrs.
(b) Satisfactory redressal mechanism for investor grievances,
(c) distribution of shareholding and(d) details of llitigation record in past 3 years(e) Track record of Directors of the Company(f) Change in control of a Company/
Utilisation of funds raised from public
Note: 1. (a) In case of IPOs, Paid up Equity Capital means post issue paid up equity capital. (b) In case of Existing companies listed on other exchanges, the existing paid up equity capital as well as the paid up
equity capital after the proposed issue for which listing is sought shall be taken into account.” 2. (a) In case of IPOs, market capitalisation is the product of the issue price and the post-issue number of equity shares. (b) In case of case of Existing companies listed on other stock exchanges the market capitalisation shall be calculated by
18
using a 12 month moving average of the market capitalisation over a period of six months immediately preceding the date of application. For the purpose of calculating the market capitalisation over a 12 month period, the average of the weekly high and low of the closing prices of the shares as quoted on the National Stock Exchange during the last twelve months and if the shares are not traded on the National Stock Exchange such average price on any of the recognised Stock Exchanges where those shares are frequently traded shall be taken into account while determining market capitalisation after making necessary adjustments for Corporate Action such as Rights / Bonus Issue/Split.
3. In case of Existing companies listed on other stock exchanges, the requirement of `25 crores market capital shall not be applicable to listing of securities issued by Government Companies, Public Sector Undertakings, Financial Institutions, Nationalised Banks, Statutory Corporations and Banking Companies who are otherwise bound to adhere to all the relevant statutes, guidelines, circulars, clarifications etc. that may be issued by various regulatory authorities from time to time
4. Net worth means paid-up equity capital + reserves excluding revaluation reserve - miscellaneous expenses not written off - negative balance in profit and loss account to the extent not set off.
5. Promoters mean one or more persons with minimum 3 years of experience of each of them in the same line of business and shall be holding at least 20 % of the post issue equity share capital individually or severally.
6. In case a company approaches the Exchange for listing within six months of an IPO, the securities may be considered as eligible for listing if they were otherwise eligible for listing at the time of the IPO. If the company approaches the Exchange for listing after six months of an IPO, the norms for existing listed companies may be applied and market capitalisation be computed based on the period from the IPO to the time of listing.
Table 3-2: Listing fees in the CM segment
Particulars Amount (`)
Initial Listing fees 50,000
Annual Listing fees (on paid-up share, bond and/ or debenture and/or debt capital, etc.)
a) Upto ` 5 Crores 18,000
b) Above ` 5 Crores and upto ` 10 Crores 31,500
c) Above ` 10 Crores and upto ` 20 Crores 57,500
d) Above ` 20 Crores and upto ` 30 Crores 90,000
e) Above ` 30 Crores and upto ` 40 Crores 1,00,000
f) Above ` 40 Crores and upto ` 50 Crores 1,05,000
g) Above ` 50 Crores and upto ` 100 Crores 1,75,000
h) Above ` 100 Crores and upto ` 150 Crores 2,00,000
i) Above ` 150 Crores and upto ` 200 Crores 2,40,000
j) Above ` 200 Crores and upto ` 250 Crores 2,75,000
k) Above ` 250 Crores and upto ` 300 Crores 3,10,000
l) Above ` 300 Crores and upto ` 350 Crores 3,40,000
m) Above ` 350 Crores and upto ` 400 Crores 3,75,000
n) Above ` 400 Crores and upto ` 450 Crores 4,35,000
o) Above ` 450 Crores and upto ` 500 Crores 5,00,000
Companies which have a paid up share, bond and/or debenture and/or debt capital, etc of more than `500 crores will have to pay a minimum fees of `5,00,000/- and an additional listing fees of `3,400/- for every increase of `5 crores or part thereof in the paid up share, bond and/ debenture and/or debt capital etc.
Companies which have a paid up share, bond and/or debenture and/or debt capital, etc. of more than `1,000 crores will have to pay minimum fees of `8,50,000/- and an additional listing fees of `3,700/- for every increase of `5 crores or part thereof in the paid up share, bond and/or debenture and/or debt capital etc
19
Table 3-3: Companies Listed, Permitted to Trade,Available for Trading on the CM Segment
Month/Year No. of Companies Listed *
No. of Companies Permitted *
No. of Companies Available for Trading * @
Market Capitalisation
(` Cr) *Nov-94 - 300 300 292,637 Mar-95 135 543 678 363,350 Mar-96 422 847 1,269 401,459 Mar-97 550 934 1,484 419,367 Mar-98 612 745 1,357 481,503 Mar-99 648 609 1,254 491,175 Mar-00 720 479 1,152 1,020,426 Mar-01 785 320 1,029 657,847 Mar-02 793 197 890 636,861 Mar-03 818 107 788 537,133 Mar-04 909 18 787 1,120,976 Mar-05 970 1 839 1,585,585 Mar-06 1,069 -- 929 2,813,201 Mar-07 1,228 - 1,084 3,367,350 Mar-08 1,381 -- 1,236 4,858,122 Mar-09 1,432 -- 1,291 2,896,194 Mar-10 1,470 37 1,359 6,009,173 Apr-10 1,478 36 1,367 6,117,858 May-10 1,484 36 1,374 5,932,578 Jun-10 1,490 45 1,388 6,229,136 Jul-10 1,497 45 1,392 6,340,120 Aug-10 1,504 54 1,408 6,393,418 Sep-10 1,512 54 1,412 6,958,534 Oct-10 1,530 60 1,435 7,055,094 Nov-10 1,536 59 1,440 6,894,912 Dec-10 1,552 59 1,456 7,139,310 Jan-11 1,558 59 1,462 6,441,491 Feb-11 1,563 61 1,470 6,195,967 Mar-11 1,574 61 1,484 6,702,616 Apr-11 1,578 61 1,488 6,753,614 May-11 1,585 61 1,495 6,569,743 Jun-11 1,599 61 1,509 6,574,743 Jul-11 1,606 60 1,514 6,462,238 Aug-11 1,615 60 1,523 5,921,684 Sep-11 1,622 60 1,530 5,820,334 Oct-11 1,631 66 1,543 6,101,891 Nov-11 1,633 66 1,545 5,547,723 Dec-11 1,640 71 1,556 5,232,273 Jan-12 1,641 71 1,557 5,937,039 Feb-12 1,644 71 1,560 6,233,250 Mar-12 1,646 73 1,563 6,096,518
* At the end of the period.@ Excludes suspended companies.# S&P CNX Nifty Index commenced from November 3, 1995.## CNX Nifty Junior commenced from November 4, 1996.No. Of Compamies Traded excludes Mututal Funds and ETFsDemat turnover includes turnover of all securities which are available for trading in Demat modePlease note that the Exchange conducted a special live trading session on Sunday, May 16, 2010 on auspicious occasion of Akshaya Tritiya for trading in Gold Exchange Traded Fund securities only.Data for Column Nos. F to V has been compiled for all markets except Auction Market & Retail Debt Market.
20
Tabl
e 3-
4: S
hare
hold
ing
Patt
ern
at t
he e
nd o
f M
arch
201
2 fo
r co
mpa
nies
lis
ted
at N
SE
Sect
ors
PRO
MO
TERS
PUBL
ICSh
ares
he
ld b
y Cu
stod
ians
an
d ag
ains
t w
hich
D
epos
itor
y Re
ceip
ts
have
bee
n is
sued
INST
ITU
TIO
NA
LN
ON
-IN
STIT
UTI
ON
AL
Indi
an
Prom
oter
s Fo
reig
n Pr
omot
ers
Fina
ncia
l In
situ
tion
s/Ba
nks/
Cent
ral
Gov
ernm
ent/
Stat
e G
over
nmen
t/In
sura
nce
Com
pani
es
Fore
ign
Inst
itut
iona
l In
vest
ors
Mut
ual
Fund
s Ve
ntur
e Ca
pita
l Fu
nds
incl
udin
g Fo
reig
n Ve
ntur
e Ca
pita
l Fu
nds
Any
Oth
er B
odie
s Co
rpor
ate
- N
o.
Indi
vidu
als
Any
oth
er
Bank
s45
.24%
2.04
%9.
26%
15.9
0%2.
92%
0.07
%0.
14%
5.49
%15
.37%
1.79
%1.
79%
Engi
neer
ing
48.7
6%3.
31%
3.11
%5.
13%
5.00
%1.
13%
0.44
%8.
21%
20.0
3%4.
78%
0.09
%
Fina
nce
48.6
2%2.
48%
2.55
%8.
44%
1.62
%0.
02%
0.59
%8.
74%
21.8
1%4.
63%
0.51
%
FMCG
45.7
6%7.
48%
2.16
%9.
36%
2.49
%0.
24%
0.02
%9.
02%
18.6
3%3.
17%
0.04
%
Info
rmat
ion
Tech
nolo
gy33
.10%
10.2
0%1.
58%
7.30
%1.
92%
0.94
%0.
01%
10.2
5%28
.22%
5.35
%1.
14%
Infr
astr
uctu
re57
.61%
3.56
%5.
61%
5.93
%3.
84%
0.49
%0.
00%
6.34
%12
.81%
3.14
%0.
69%
Man
ufac
turi
ng48
.23%
6.46
%2.
70%
4.81
%2.
31%
0.06
%0.
14%
9.67
%21
.80%
3.12
%0.
69%
Med
ia &
Ent
erta
inm
ent
49.5
8%4.
50%
0.44
%5.
77%
2.41
%0.
00%
0.00
%10
.49%
19.5
5%4.
43%
1.61
%
Petr
oche
mic
als
45.4
3%10
.56%
2.96
%4.
51%
2.12
%0.
00%
0.12
%8.
86%
19.3
6%3.
89%
2.19
%
Phar
mac
euti
cals
44.7
1%8.
11%
2.17
%6.
18%
2.84
%0.
15%
0.38
%8.
85%
21.2
8%3.
63%
1.70
%
Serv
ices
45.4
5%13
.93%
3.27
%5.
44%
2.31
%0.
14%
0.00
%10
.22%
14.6
7%3.
92%
0.66
%
Tele
com
mun
icat
ion
47.8
6%4.
39%
5.62
%5.
72%
0.62
%0.
19%
0.00
%11
.72%
16.8
6%4.
97%
2.05
%
Mis
cella
neou
s50
.47%
3.41
%1.
42%
6.07
%1.
42%
0.12
%0.
11%
9.07
%20
.75%
5.27
%1.
10%
Gra
nd T
otal
46.8
7%6.
53%
2.75
%6.
00%
2.29
%0.
18%
0.16
%9.
37%
21.1
1%3.
70%
0.88
%
21
Table 3-5: Pledged shares data as of March 2012
SectorClassification
Indian Promoters
Foreign Promoters
Total Promoters Holding
%age of promoters ownership pledged
Banks 45.24 2.04 47.27 1.46
Engineering 48.76 3.31 52.07 8.84
Finance 48.62 2.48 51.10 5.02
FMCG 45.76 7.48 53.24 13.21
Information Technology 33.10 10.20 43.30 14.25
Infrastructure 57.61 3.56 61.17 17.46
Manufacturing 48.23 6.46 54.68 13.59
Media & Entertainment 49.58 4.50 54.08 15.64
Petrochemicals 50.47 3.41 53.88 11.27
Pharmaceuticals 45.43 10.56 55.98 13.84
Services 44.71 8.11 52.82 19.34
Telecommunication 45.45 13.93 59.38 19.30
Miscellaneous 47.86 4.39 52.25 9.85
Total 46.87 6.53 53.40 12.82
Table 3-6: Eligibility Criteria for Securities on WDM Segment
Issuer Eligibility Criteria for listing
Public Issue /Private Placement
Corporates (Public limited companies and Private limited companies)
● Paid-up capital of `10 crores; or● Market capitalisation of `25 crores (In case of unlisted companies Networth more than `25 crores)● Credit rating
Public Sector Undertaking, Statutory Corporation established/ constituted under Special Act of Parliament /State Legislature, Local bodies/authorities,
● Credit rating
Mutual Funds:Units of any SEBI registered Mutual Fund/scheme :● Investment objective to invest
predominantly in debt or● Scheme is traded in secondary
market as debt instrument
● Qualifi es for listing under SEBI’s Regulations
Infrastructure companies● Tax exemption and recognition
as infrastructure company under related statutes/regulations
● Qualifi es for listing under the respective Acts, Rules or Regulations under which the securities are issued.
● Credit rating
Contd...
22
Issuer Eligibility Criteria for listing
Public Issue /Private Placement
Financial Institutions u/s. 4A of Companies Act, 1956 including Industrial Development Corporations
Public Issue Private Placement
Qualifi es for listing under the respective Acts, Rules or Regulations under which the securities are issued.
Credit rating
Banks ● Scheduled banks ● Networth of `50 crores or
above● Qualifi es for listing under
the respective Acts, Rules or Regulations under which the securities are issued.
● Scheduled Banks● Networth of `50 crores or
above● Credit rating
Table 3-7: Securities Available for Trading on WDM Segment (as on March 31)
Securities 2010 2011 2012Number Amount Amount Number Amount Amount Number Amount Amount
(` cr) (US $ bn)
(` cr) (US $ bn)
(` cr) (US $ bn)
Government Securities
1,461 2,472,978 547.85 1,508 2,840,182 636.10 1,548 3,303,037 645.67
T-Bills 54 137,500 30.46 54 140,418 31.45 52 266,684 52.13
PSU Bonds 795 161,904 35.87 852 191,542 42.90 971 246,645 48.21
Institutional. Bonds
299 77,568 17.18 361 103,973 23.29 443 146,589 28.66
Bank Bonds 518 164,385 36.42 518 182,616 40.90 509 189,289 37.00
Corporate Bonds
992 133,428 29.56 1,166 169,337 37.93 1,605 201,459 39.38
Others 21 3,117 0.69 20 3,518 0.79 20 3,518 0.69
Total 4,140 3,150,880 698.02 4,479 3,631,587 813.35 5,148 4,357,221 851.74
Table 3-8: Funds Mobilisation on the Exchange
2010-11 2011-12Particulars No. of
IssuesAmount Amount No. of
IssuesAmount Amount
` crore US $ bn ` crore US $ bn
Equity Public Issues
IPOs 51 33,391 7.48 26 4,871 0.95
FPOs 4 13,044 2.92 1 4,578 0.89
IDR issue 1 2,486 0.56 0 - -
Contd...
Contd...
23
Contd...
2010-11 2011-12Particulars No. of
IssuesAmount Amount No. of
IssuesAmount Amount
` crore US $ bn ` crore US $ bn
Rights Issues 18 8,414 1.88 11 6,629 1.30
QIP 48 23,021 5.16 10 2,154 0.42
Preferential Allotment 279 29,042 6.50 184 22,886 4.47
Non-Convertible Debentures
Public Issue 7 8,882 1.99 9 25,383 4.96
Total 408 118,279 26.49 241 66,503 13.00
Table 3-9: Initial Public Offerings (IPOs) of Equity Shares during 2011-12
Sr. No.
Company Name Issue Size(` Crores)
Date of Listing
No. of securities
issued
Issue Price
1 Shilpi Cable Technologies Limited 55.87 8-Apr-11 8,098,762 69
2 Muthoot Finance Limited 901.25 6-May-11 51,500,000 175
3 Paramount Printpackaging Limited 45.83 6-May-11 13,094,175 35
4 Future Ventures India Limited 750.00 10-May-11 750,000,000 10
5 Servalakshmi Paper Limited 60.00 12-May-11 20,689,656 29
6 Innoventive Industries Limited 217.41 13-May-11 18,581,650 117
7 Sanghvi Forging and Engineering Limited 36.90 23-May-11 4,341,195 85
8 Aanjaneya Lifecare Limited 117.00 27-May-11 5,000,000 234
9 Timbor Home Limited 23.25 22-Jun-11 3,690,000 63
10 Rushil Decor Limited 40.63 7-Jul-11 5,643,750 72
11 Bharatiya Global Infomedia Limited 55.10 28-Jul-11 6,720,000 82
12 Inventure Growth & Securities Limited 81.90 4-Aug-2011 7,000,000 117
13 L&T Finance Holdings Limited 1,245.00 12-Aug-2011 237,705,361 52
14 Tree House Education & Accessories Limited 112.06 26-Aug-2011 8,432,189 135
15 Brooks Laboratories Limited 63.00 5-Sep-2011 6,300,000 100
16 TD Power Systems Limited 227.00 8-Sep-11 8,867,187 256
17 SRS Limited 203.00 16-Sep-11 35,000,000 58
18 Vaswani Industries Limited 49.00 20-Sep-11 10,000,000 49
19 PG Electroplast Limited 120.64 26-Sep-11 5,745,000 210
20 Prakash Constrowell Limited 60.00 4-Oct-11 4,347,826 138
21 Tijaria Polypipes Limited 60.00 14-Oct-11 10,000,407 60
22 Onelife Capital Advisors Limited 36.85 17-Oct-11 3,350,000 110
23 Flexituff International Limited 104.62 19-Oct-11 6,750,000 155
24 Taksheel Solutions Limited 82.50 19-Oct-11 5,500,000 150
25 M AND B Switchgears Limited 93.00 20-Oct-11 5,000,000 186
26 Indo Thai Securities Limited 29.60 2-Nov-11 4,000,000 74
24
Table 3-10: Resource Mobilisation through public issue of NCDs during 2011-12
S.No. Name of the Company Date Amount Mobilised (`crore)
Amount Mobilised(Us $ mn)
1 Housing & Urban Development Corporation Limited 20-Mar-12 4,684.72 915.76
2 National Highways Authority of India 8-Feb-12 10,000.00 1,954.79
3 Infrastructure Development Finance Company Limited 4-Jul-11 727.27 142.16
4 Infrastructure Development Finance Company Limited 28-Mar-12 702.59 137.34
5 India Infoline Investment Services Limited 24-Aug-11 750.00 146.61
6 Indian Railway Finance Corporation Limited 3-Feb-12 6,268.89 1,225.43
7 Muthoot Finance Limited 20-Sep-11 693.28 135.52
8 Shriram City Union Finance Limited 2-Sep-11 750.00 146.61
9 Shriram Transport Finance Company Limited 18-Jul-11 806.62 157.68
Total 25,383.37 4,961.91
Table 3-11: Rights Issues during 2011-12
S. No. Company Name Date of Listing
Amount Mobilised(` Crore)
Amount Mobilised(US $ mn)
1 Karur Vysya Bank Limited 5-Apr-11 456.94 89.32
2 The Karnataka Bank Limited 6-Apr-11 457.03 89.34
3 Arrow Textiles Limited 11-Apr-11 5.99 1.17
4 Central Bank of India 21-Apr-11 2,497.39 488.19
5 State Bank Of Bikaner And Jaipur 27-Apr-11 780.00 152.47
6 Karur Vysya Bank Limited17-Jun-11 436.86 85.40
27-Jun-11 7.33 1.43
7 Automotive Stampings and Assemblies Limited 25-Jul-11 29.46 5.76
8 JK Paper Limited 9-Sep-11 245.58 48.01
9 Bajaj Hindusthan Limited 3-Nov-11 1,479.75 289.26
10 Fame India Limited 6-Mar-12 89.28 17.45
11 Gayatri Projects Limited 29-Mar-12 143.75 28.10
Total 6,629.36 1,295.90
25
Table 3-12: Preferential Allotments by NSE Listed Companies during 2011-12
S.No. Company Name Amount Raised_____________ ` Crore
Amount Raised_____________ US $ mn
1 Allied Digital Services Limited 5.54 1.08
2 Aegis Logistics Limited 68.27 13.35
3 Allahabad Bank 670.00 130.97
4 Amtek Auto Limited 302.40 59.11
5 Andhra Bank 1,173.00 229.30
6 Ansal Housing and Construction Limited 7.00 1.37
7 Apar Industries Limited 80.00 15.64
8 Apollo Hospitals Enterprise Limited 119.21 23.30
9 Arihant Foundations & Housing Limited 9.97 1.95
10 B.A.G Films and Media Limited 13.60 2.66
11 Bank Of Baroda 2,461.00 481.07
12 Bank Of India 1,010.00 197.43
13 Bharati Shipyard Limited 10.96 2.14
14 Bharati Shipyard Limited 27.57 5.39
15 Bhartiya International Limited 3.44 0.67
16 Bhartiya International Limited 2.58 0.50
17 Birla Cotsyn (India) Limited 5.69 1.11
18 Bombay Dyeing & Mfg Company Limited 101.87 19.91
19 Bombay Dyeing & Mfg Company Limited 40.12 7.84
20 Bombay Rayon Fashions Limited 81.06 15.85
21 Bombay Rayon Fashions Limited 65.75 12.85
22 Burnpur Cement Limited 20.52 4.01
23 C & C Constructions Limited 50.00 9.77
24 Celestial Biolabs Limited 5.94 1.16
25 Clutch Auto Limited 6.25 1.22
26 Clutch Auto Limited 4.14 0.81
27 CORE Education & Technologies Limited 67.53 13.20
28 Corporation Bank 309.00 60.40
29 Crew B.O.S. Products Limited 0.38 0.07
30 Delta Corp Limited 108.78 21.26
31 Dena Bank 539.00 105.36
32 The Dhampur Sugar Mills Limited 2.74 0.54
33 Dhanus Technologies Limited 166.54 32.55
34 Dhanus Technologies Limited 133.46 26.09
35 Dharani Sugars & Chemicals Limited 15.82 3.09
36 Edserv Softsystems Limited 3.33 0.65
37 Edserv Softsystems Limited 35.00 6.84
Contd...
26
S.No. Company Name Amount Raised_____________ ` Crore
Amount Raised_____________ US $ mn
38 Educomp Solutions Limited 1.89 0.37
39 Eon Electric Limited 4.23 0.83
40 Eon Electric Limited 6.23 1.22
41 Everonn Education Limited 10.40 2.03
42 Everonn Education Limited 138.24 27.02
43 First Winner Industries Limited 50.00 9.77
44 GATI Limited 4.93 0.96
45 Gemini Communication Limited 12.16 2.38
46 Genus Power Infrastructures Limited 13.30 2.60
47 Global Offshore Services Limited 1.17 0.23
48 Global Offshore Services Limited 5.32 1.04
49 Global Offshore Services Limited 1.59 0.31
50 Glodyne Technoserve Limited 43.20 8.44
51 Godrej Consumer Products Limited 685.00 133.90
52 Gujarat Apollo Industries Limited 9.90 1.94
53 HCL Infosystems Limited 70.65 13.81
54 Housing Development and Infrastructure Limited 110.00 21.50
55 Himachal Futuristic Communications Limited 243.03 47.51
56 Indo Count Industries Limited 3.25 0.64
57 Infrastructure Development Finance Company Limited 840.00 164.20
58 Igarashi Motors India Limited 49.60 9.69
59 Indowind Energy Limited 7.64 1.49
60 Ind-Swift Laboratories Limited 5.00 0.98
61 Ind-Swift Laboratories Limited 2.68 0.52
62 Ind-Swift Laboratories Limited 13.08 2.56
63 Ind-Swift Laboratories Limited 13.20 2.58
64 Ind-Swift Laboratories Limited 16.00 3.13
65 Ind-Swift Limited 4.00 0.78
66 Ind-Swift Limited 5.11 1.00
67 ING Vysya Bank Limited 456.36 89.21
68 Indian Overseas Bank 1,054.00 206.03
69 Jayaswal Neco Industries Limited 279.84 54.70
70 JHS Svendgaard Laboratories Limited 24.44 4.78
71 JIK Industries Limited 27.27 5.33
72 JM Financial Limited* 0.24 0.05
73 Kalindee Rail Nirman (Engineers) Limited 2.26 0.44
74 Kavveri Telecom Products Limited 45.20 8.84
75 Kavveri Telecom Products Limited 31.64 6.18
Contd...
Contd...
27
S.No. Company Name Amount Raised_____________ ` Crore
Amount Raised_____________ US $ mn
76 Kavveri Telecom Products Limited 2.26 0.44
77 KEI Industries Limited 8.40 1.64
78 Kemrock Industries and Exports Limited 0.68 0.13
79 Kemrock Industries and Exports Limited 24.11 4.71
80 Kingfi sher Airlines Limited 1,495.10 292.26
81 Kingfi sher Airlines Limited 199.75 39.05
82 Karuturi Global Limited 7.50 1.47
83 Kamdhenu Ispat Limited 2.54 0.50
84 Kokuyo Camlin Limited 58.94 11.52
85 KPIT Cummins Infosystems Limited 112.50 21.99
86 K S Oils Limited 67.29 13.15
87 K S Oils Limited 89.71 17.54
88 Lloyds Steel Industries Limited 50.00 9.77
89 Magma Fincorp Limited 438.72 85.76
90 Magma Fincorp Limited 50.00 9.77
91 Bank of Maharashtra 352.00 68.81
92 Mahindra Forgings Limited 58.90 11.51
93 Man Industries (India) Limited 1.75 0.34
94 Max India Limited 521.93 102.03
95 Max India Limited 173.40 33.90
96 McDowell Holdings Limited 8.12 1.59
97 McDowell Holdings Limited 6.41 1.25
98 Micro Technologies (India) Limited 5.64 1.10
99 Minda Industries Limited 40.13 7.84
100 Motilal Oswal Financial Services Limited 9.20 1.80
101 Murli Industries Limited 12.40 2.42
102 Murli Industries Limited 26.29 5.14
103 National Steel And Agro Industries Limited 28.14 5.50
104 Nicco Corporation Limited 3.47 0.68
105 Nicco Corporation Limited 2.00 0.39
106 Nicco Corporation Limited 7.28 1.42
107 Nicco Corporation Limited 0.60 0.12
108 Nicco Corporation Limited 2.85 0.56
109 Omnitech Infosolutions Limited 0.02 0.00
110 Omnitech Infosolutions Limited 10.54 2.06
111 Oriental Bank Of Commerce 1,740.00 340.13
112 Paramount Communications Limited 1.13 0.22
113 Paramount Communications Limited 4.58 0.89
Contd...
Contd...
28
S.No. Company Name Amount Raised_____________ ` Crore
Amount Raised_____________ US $ mn
114 Patel Integrated Logistics Limited* 0.29 0.06
115 Phillips Carbon Black Limited 24.50 4.79
116 Pipavav Defence and Offshore Engineering Company Limited 177.80 34.76
117 Punjab National Bank 184.00 35.97
118 Pochiraju Industries Limited 2.02 0.39
119 Rainbow Papers Limited 24.40 4.77
120 Raj Rayon Industries Limited 1.51 0.30
121 REI Six Ten Retail Limited 27.00 5.28
122 Ramkrishna Forgings Limited 10.21 2.00
123 Ramkrishna Forgings Limited 8.28 1.62
124 Rohit Ferro-Tech Limited 150.00 29.32
125 Sri Adhikari Brothers Television Network Limited 6.98 1.36
126 Sri Adhikari Brothers Television Network Limited 6.98 1.36
127 Samtel Color Limited 10.46 2.04
128 Samtel Color Limited 5.23 1.02
129 Samtel Color Limited 46.42 9.07
130 Sarda Energy & Minerals Limited 92.05 17.99
131 Saregama India Limited 27.94 5.46
132 Sathavahana Ispat Limited 4.80 0.94
133 Sathavahana Ispat Limited 2.40 0.47
134 SEL Manufacturing Company Limited 18.30 3.58
135 Sezal Glass Limited 18.00 3.52
136 Sezal Glass Limited 11.00 2.15
137 Sical Logistics Limited 122.21 23.89
138 Simbhaoli Sugars Limited 4.00 0.78
139 Simbhaoli Sugars Limited 2.17 0.42
140 S. Kumars Nationwide Limited 80.18 15.67
141 Software Technology Group International Limited 1.49 0.29
142 Software Technology Group International Limited 1.24 0.24
143 Spanco Limited 50.92 9.95
144 Spentex Industries Limited 6.35 1.24
145 Spentex Industries Limited 3.31 0.65
146 Sree Rayalaseema Hi-Strength Hypo Limited 2.06 0.40
147 Sree Rayalaseema Hi-Strength Hypo Limited 2.41 0.47
148 Sterlite Technologies Limited 108.41 21.19
149 Sujana Tower Limited 30.25 5.91
150 Sujana Universal Industries Limited 15.00 2.93
Contd...
Contd...
29
S.No. Company Name Amount Raised_____________ ` Crore
Amount Raised_____________ US $ mn
151 Sujana Universal Industries Limited 18.75 3.67
152 Suryajyoti Spinning Mills Limited 5.67 1.11
153 Surya Pharmaceutical Limited 6.65 1.30
154 Surya Pharmaceutical Limited 7.00 1.37
155 Syndicate Bank 633.00 123.74
156 Tata Steel Limited 712.80 139.34
157 Tilaknagar Industries Limited 29.33 5.73
158 Tricom India Limited 12.09 2.36
159 Trigyn Technologies Limited 2.60 0.51
160 Trigyn Technologies Limited 2.72 0.53
161 Twilight Litaka Pharma Limited 3.44 0.67
162 Twilight Litaka Pharma Limited 13.76 2.69
163 Twilight Litaka Pharma Limited 4.30 0.84
164 Twilight Litaka Pharma Limited 8.60 1.68
165 UCO Bank 940.00 183.75
166 Union Bank of India 682.00 133.32
167 United Bank of India 308.00 60.21
168 Usher Agro Limited 5.74 1.12
169 Usher Agro Limited 8.61 1.68
170 Vakrangee Softwares Limited 8.05 1.57
171 Vakrangee Softwares Limited 8.54 1.67
172 Vardhman Polytex Limited 1.96 0.38
173 Vardhman Polytex Limited 12.24 2.39
174 Varun Industries Limited 30.24 5.91
175 Venus Remedies Limited 16.78 3.28
176 Vijaya Bank 368.00 71.94
177 Visu International Limited 0.88 0.17
178 Vivimed Labs Limited 13.27 2.59
179 Vivimed Labs Limited 59.85 11.70
180 Websol Energy System Limited 3.50 0.68
181 Windsor Machines Limited 0.27 0.05
182 Winsome Yarns Limited 19.31 3.77
183 XL Energy Limited 0.68 0.13
184 Zenith Birla (India) Limited 3.34 0.65
Total 22,886.26 4,473.77
*Note:- Above data includes two issues of re-issue for forfeited shares
Contd...
30
Table 3-13: Amount raised through QIP during 2011-12
Sr.No Name of the company Amount Raised(` cr)
Amount Raised( US $ mn)
1 Sumeet Industries Limited 55.34 10.82
2 ING Vysya Bank Limited 513.14 100.31
3 Excel Infoways Limited 25.70 5.02
4 Apollo Hospitals Enterprise Limited 330.00 64.51
5 Kavveri Telecom Products Limited 39.86 7.79
6 Natco Pharma Limited 67.50 13.19
7 Housing Development Finance Corporation Limited* 3.00 0.59
8 Housing Development Finance Corporation Limited* 0.15 0.03
9 Housing Development Finance Corporation Limited* 0.14 0.03
10 Dewan Housing Finance Corporation Limited 304.30 59.48
11 Development Credit Bank Limited 94.01 18.38
12 Housing Development Finance Corporation Limited* 0.08 0.02
13 Trent Limited 250.00 48.87
14 Housing Development Finance Corporation Limited* 0.22 0.04
15 Godrej Properties Limited** 470.74 92.02
Total 2,154.18 421.10 * Includes Equity Shares allotted on conversion of convertible securities issued on QIP basis** Includes one issue of Institutional Placement Programme (Issue Size - 470.74 crore)
Table 3-14: Companies Delisted during 2011-12
Compulsory / Voluntary Delisting Details
Name of the company Symbol Date of Delisting Details
Binani Cement Limited BINANICEM 30-May-11 Voluntary
UTV Software Communications Limited UTVSOF 16-Mar-12 Voluntary
Nirma Limited NIRMA 28-Mar-12 Voluntary
Capital Market Segment 4
32
33
4
Cont
d...
Capital Market SegmentTa
ble
4-1:
Busi
ness
Gro
wth
of
CM S
egm
ent
Mon
th &
Ye
arN
o. o
f Tr
adin
g D
ays
No.
of
com
-pa
nies
Trad
ed
No.
of
Trad
esTr
aded
Q
uant
ity
Trad
ing
Valu
eAv
erag
e D
aily
Tr
adin
g Va
lue
Turn
-ov
erRa
tio
Dem
atTr
aded
Q
uant
ity
Dem
at T
radi
ng V
alue
Mar
ket
Capi
talis
atio
n
(` la
kh)
(lak
h)(`
cr.
)(U
S $
bn)
(` c
r.)
(US
$ m
n.)
(%)
(lak
h)(`
cr.
) (U
S $
bn)
(` c
r.)
(US
$ bn
)
1994
-95
(Nov
.-M
ar.)
102
--3
1,39
11,
805
--17
--0.
500
0--
363
,350
--
1995
-96
246
--66
39,9
1267
,287
--27
6--
16.7
60
0--
401
,459
--
1996
-97
250
--26
413
5,56
129
4,50
3--
1,17
6--
70.2
32
6--
419
,367
--
1997
-98
244
--38
113
5,68
537
0,19
3--
1,52
0--
76.8
831
535
1--
481
,503
--
1998
-99
251
--54
616
5,32
741
4,47
498
1,65
138
984
.38
8,54
223
,818
6 4
91,1
75
116
1999
-200
025
4--
984
242,
704
839,
052
192
3,30
375
782
.23
153,
772
711,
706
163
1,02
0,42
623
4
2000
-01
251
1,20
1 1
,676
32
9,53
61,
339,
510
287
5,33
71,
144
203.
6230
7,22
21,
264,
337
271
657,
847
141
2001
-02
247
1,01
91,
753
278,
408
513,
167
105
2,07
842
680
.58
277,
717
512,
866
105
636,
861
131
2002
-03
251
899
2,39
836
4,06
661
7,98
913
02,
462
518
115.
0536
4,04
961
7,98
413
053
7133
113
2003
-04
254
804
3,78
071
3,30
01,
099,
534
253
4,32
999
898
.09
713,
300
1,09
9,53
425
31,
120,
976
258
2004
-05
253
856
4,51
079
7,68
51,
140,
072
261
4,50
61,
030
71.9
079
7,68
51,
140,
072
261
1,58
5,58
536
2
2005
-06
251
928
6,0
88
844
,486
1,5
69,5
58
352
6,2
53
1,40
255
.79
844
,486
1,
569,
558
352
2,81
3,20
163
1
2006
-07
249
1,1
14
7,8
46
855
,456
1,9
45,2
87
446
7,8
12
1,79
257
.77
855
,456
1,
945,
287
446
3,36
7,35
077
3
2007
-08
251
1,2
44 1
1,72
7 1,
498,
469
3,5
51,0
38
888
14,
148
3,5
40
73.0
9 1
,498
,469
3,
551,
038
888
4,8
58,1
22 1
,215
2008
-09
243
1,2
77 1
3,65
1 1,
426,
355
2,7
52,0
23
540
11,
325
2,2
23
95.0
2 1
,426
,355
2,
752,
023
540
2,8
96,1
94 5
68
2009
-201
0 2
44
1,3
70 1
6,81
6 2,
215,
530
4,1
38,0
23
917
16,
959
3,7
57
68.8
6 2
,215
,530
4,
138,
023
917
6,0
09,1
73 1
,331
Apr-
1020
1346
1,2
05
144
,060
2
76,5
66
62
13,
828
3,0
97
-- 1
44,0
60
276
,566
6
2 6,
117,
858
1,3
70
May
-10
2213
49 1
,249
1
39,8
12
284
,625
6
4 1
2,93
7 2
,898
--
139
,812
2
84,6
25
64
5,93
2,57
8 1
,329
Jun-
1022
1364
1,2
48
143
,616
2
86,1
09
64
13,
005
2,9
13
-- 1
43,6
16
286
,109
6
4 6,
229,
136
1,3
95
Jul-
1022
1373
1,2
19
139
,417
2
78,5
51
62
12,
661
2,8
36
-- 1
39,4
17
278
,551
6
2 6,
340,
120
1,4
20
34
Mon
th &
Ye
arN
o. o
f Tr
adin
g D
ays
No.
of
com
-pa
nies
Trad
ed
No.
of
Trad
esTr
aded
Q
uant
ity
Trad
ing
Valu
eAv
erag
e D
aily
Tr
adin
g Va
lue
Turn
-ov
erRa
tio
Dem
atTr
aded
Q
uant
ity
Dem
at T
radi
ng V
alue
Mar
ket
Capi
talis
atio
n
(` la
kh)
(lak
h)(`
cr.
)(U
S $
bn)
(` c
r.)
(US
$ m
n.)
(%)
(lak
h)(`
cr.
) (U
S $
bn)
(` c
r.)
(US
$ bn
)
Aug-
1022
1389
1,3
61
152
,467
3
11,9
94
70
14,
182
3,1
76
-- 1
52,4
67
311
,994
7
0 6,
393,
418
1,4
32
Sep-
1021
1395
1,3
69
173
,285
3
29,8
69
74
15,
708
3,5
18
-- 1
73,2
85
329
,869
7
4 6,
958,
534
1,5
58
Oct
-10
2114
15 1
,447
1
93,2
48
360
,472
8
1 1
7,16
5 3
,844
--
193
,248
3
60,4
72
81
7,05
5,09
4 1
,580
Nov
-10
2114
19 1
,413
1
88,2
17
363
,993
8
2 1
7,33
3 3
,882
--
188
,217
3
63,9
93
82
6,89
4,91
2 1
,544
Dec
-10
2214
32 1
,307
1
51,1
08
295
,685
6
6 1
3,44
0 3
,010
--
151
,108
2
95,6
85
66
7,13
9,31
0 1
,599
Jan-
1120
1440
1,1
84
130
,217
2
67,3
32
60
13,
367
2,9
94
-- 1
30,2
17
267
,332
6
0 6,
441,
491
1,4
43
Feb-
1120
1444
1,2
78
141
,168
2
66,5
04
60
13,
325
2,9
84
-- 1
41,1
68
266
,504
6
0 6,
195,
967
1,3
88
Mar
-11
2214
50 1
,227
1
27,9
00
255
,712
5
7 1
1,62
3 2
,603
--
127
,900
2
55,7
12
57
6,70
2,61
6 1
,501
2010
-11
255
1483
15,
507
1,82
4,51
5 3
,577
,410
8
01 1
4,02
9 3
,142
53
.37
1,8
24,5
15
3,57
7,41
0 8
01 6
,702
,616
1,5
01
Apr-
1118
1453
1,0
73
129
,429
2
28,3
48
45
12,
686
2,4
80
-- 1
29,4
29
228
,348
4
5 6,
753,
614
1,3
20
May
-11
2214
63 1
,151
1
15,8
57
233
,876
4
6 1
0,63
1 2
,078
--
115
,857
2
33,8
76
46
6,56
9,74
3 1
,284
Jun-
1122
1474
1,1
59
122
,299
2
22,4
57
43
10,
112
1,9
77
-- 1
22,2
99
222
,457
4
3 6,
574,
743
1,2
85
Jul-
1121
1478
1,1
58
122
,590
2
30,0
03
45
10,
953
2,1
41
-- 1
22,5
90
230
,003
4
5 6,
462,
238
1,2
63
Aug-
1121
1489
1,2
36
133
,110
2
35,2
53
46
11,
203
2,1
90
-- 1
33,1
10
235
,253
4
6 5,
921,
684
1,1
58
Sep-
1121
1495
1,2
26
132
,298
2
35,2
70
46
11,
203
2,1
90
-- 1
32,2
98
235
,270
4
6 5,
820,
334
1,1
38
Oct
-11
1915
10 1
,008
1
01,2
05
193
,293
3
8 1
0,17
3 1
,989
--
101
,205
1
93,2
93
38
6,10
1,89
1 1
,193
Nov
-11
2015
12 1
,114
1
23,8
04
206
,344
4
0 1
0,31
7 2
,017
--
123
,804
2
06,3
44
40
5,54
7,72
3 1
,084
Dec
-11
2115
20 1
,076
1
15,1
15
188
,886
3
7 8
,995
1
,758
--
115
,115
1
88,8
86
37
5,23
2,27
3 1
,023
Jan-
1222
1520
1,3
12
148
,303
2
36,8
72
46
10,
767
2,1
05
-- 1
48,3
03
236
,872
4
6 5,
937,
039
1,1
61
Feb-
1220
1523
1,5
35
207
,991
3
27,8
08
64
16,
390
3,2
04
-- 2
07,9
91
327
,808
6
4 6,
233,
250
1,2
18
Mar
-12
2215
33 1
,329
1
64,9
78
272
,482
5
3 1
2,38
6 2
,421
--
164
,978
2
72,4
82
53
6,09
6,51
8 1
,192
2011
-12
249
1551
14,
377
1,61
6,97
8 2
,810
,893
5
49 1
1,28
9 2
,207
46
.11
1,6
16,9
78
2,81
0,89
3 5
49 6
,096
,518
1
,192
Cont
d...
35
Table 4-2: Frequency Distribution of Companies traded
Trading Frequency(Range of
Days)
2009-10 2010-11 2011-12
No. of Companies
Traded
Percentage of Total
No. of Companies
Traded
Percentage of Total
No. of Companies
Traded
Percentage of Total
Above 100 1,301 92.9 1,444 93.7 1,530 94.0
91-100 15 1.1 7 0.5 5 0.3
81-90 3 0.2 5 0.3 8 0.5
71-80 9 0.6 7 0.5 7 0.4
61-70 2 0.1 11 0.7 5 0.3
51-60 23 1.6 5 0.3 6 0.4
41-50 6 0.4 6 0.4 3 0.2
31-40 6 0.4 8 0.5 3 0.2
21-30 9 0.6 8 0.5 8 0.5
11-20 14 1.0 11 0.7 8 0.5
1-10 13 0.9 29 1.9 44 2.7
Total 1,401 100.0 1,541 100.0 1,627 100.0
Table 4-3: Trading Frequency of Companies in Cash Segment during 2011-12
Month/ Year Companies Available for Trading*
No. of companies Traded Percent of Traded to Available for Trading
Apr-11 1,488 1,453 98.5
May-11 1,495 1,463 98.2
Jun-11 1,509 1,474 98.3
Jul-11 1,514 1,478 98.6
Aug-11 1,523 1,489 98.7
Sep-11 1,530 1,495 98.8
Oct-11 1,543 1,510 98.6
Nov-11 1,545 1,512 98.5
Dec-11 1,556 1,520 98.4
Jan-12 1,557 1,520 98.5
Feb-12 1,560 1,523 98.2
Mar-12 1,563 1,533 98.1
*At the end of the period Includes listed/permitted to trade companies but excludes suspended companies.
36
Table 4-4: Advances/Declines in Cash Segment of NSE during 2011-12(No. of Securities)
Month/Date NSE
Advances Declines Advance / Decline Ratio
Apr-11 1,355 129 10.5
May-11 242 1,245 0.2
Jun-11 550 946 0.6
Jul-11 872 637 1.4
Aug-11 175 1,339 0.1
Sep-11 544 980 0.6
Oct-11 405 1,125 0.4
Nov-11 390 1,152 0.3
Dec-11 140 1,405 0.1
Jan-12 1,195 359 3.3
Feb-12 1,403 151 9.3
Mar-12 452 1,106 0.4
Note: Advance/Decline is calculated based on the average price methodology.Stocks which have been traded in both months have been considered only
Table 4-5: City-wise Turnover of NSE in the CM segment (in %)
City 2005-06 2006-07 2007-08 2008-09 2009-10 2010-11 2011-12Ahmedabad 3.0 2.9 3.4 5.3 7.0 6.2 6.1
Bangalore 1.7 1.3 0.8 0.6 0.6 0.6 0.5
Baroda 0.8 0.9 0.8 0.7 0.6 0.5 0.4
Bhubaneshwar 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Chennai 2.8 2.2 1.9 2.0 1.7 1.6 1.4
Cochin 0.6 0.5 0.5 0.8 1.4 1.7 1.7
Coimbatore 0.4 0.3 0.2 0.3 0.3 0.3 0.2
Delhi 13.4 13.5 14.7 15.0 14.9 10.8 8.4
GUWAHATI 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Hyderabad 1.9 1.2 1.3 1.7 1.8 1.6 1.4
Indore 0.8 0.8 0.7 0.5 0.6 0.6 0.4
Jaipur 1.2 0.9 0.7 0.6 0.5 0.5 0.4
Kanpur 0.2 0.2 0.1 0.1 0.1 0.1 0.1
Kolkata/Howrah 11.4 10.6 11.0 9.2 8.3 7.5 8.6
Ludhiana 0.3 0.2 0.2 0.2 0.2 0.1 0.1
Mangalore 0.1 0.1 0.0 0.0 0.0 0.0 0.0
Mumbai / Thane 52.4 57.1 57.7 55.9 54.5 58.6 60.4
Patna 0.1 0.1 0.3 0.0 0.0 0.0 0.0
Pune 0.6 0.4 0.0 0.2 0.2 0.2 0.2
Rajkot 0.3 0.4 0.8 1.3 1.4 1.6 1.4
Others 8.1 6.5 5.0 5.7 5.9 7.5 8.2
Total 100 100 100 100 100 100 100
37
Table 4-6: Internet Trading Value in the CM segment in comparison withtotal trading volumes at NSE
Year EnabledMembers*
Registered Clients*
InternetTrading Volume
InternetTrading Volume
% of total trading volume
(` crore) (US $ bn)
2006-07 242 2,279,098 337,524 77.43 17.35
2007-08 305 4,405,134 668,399 167.23 18.82
2008-09 349 5,627,789 692,789 135.97 25.17
2009-10 363 5,143,705 921,380 204.12 11.13
2010-11 387 5,640,513 765,271 171.39 10.70
2011-12 428 6,148,447 597,430 116.78 10.63
Trading volumes are calculated as buy side + sell side turnover** Above data is based on statistics on Internet Based Trading uploaded by members.
Table 4-7: Details of Asset Management Companies Listed on NSE as of March 2012
No. Name of Asset Management Company1 Goldman Sachs Asset Management (India) Private Limited
2 Franklin Templeton Asset Management (India) Pvt. Ltd
3 Kotak Mahindra Asset Management Company Limited
4 Quantum Asset Management Co. Private Ltd
5 Reliance Capital Asset Management Limited
6 UTI Asset Management Co. Ltd.
7 IDFC Asset Management Company Private Limited
8 Religare Asset Management Co. Pvt. Ltd
9 SBI Funds Management Private Limited
10 Birla Sun Life Asset Management Company Limited
11 HDFC Asset Management Company Limited
12 Deutsche Asset Management (India) Private Limited
13 BNP Paribas Asset Management India Private Limited
14 Principal Pnb Asset Management Co. Pvt. Ltd.
15 Taurus Asset Management Company Limited
16 Sundaram Asset Management Company Limited
17 ICICI Prudential Asset Management Company Limited
18 JM Financial Asset Management Private Limited
19 Bharti AXA Investment Managers Private Limited
20 L&T Investment Management Limited
21 DSP BlackRock Investment Managers Private Limited
22 Canara Robeco Asset Management Company Limited
23 Axis Asset Management Company Limited
24 FIL Fund Management Private Limited
25 Motilal Oswal Asset Management Company Limited
Contd...
38
26 JP Morgan Asset Management India Private Limited
27 IDBI Asset Mangement Limited
28 AIG Global Asset Management Company India Private Limited
29 Baroda Pioneer Asset Management Company Limited
30 HSBC Asset Management Company India Private Limited
31 Pramerica Asset Managers Private Limited
32 Sahara Asset Management Company Private Limited
Table 4-8: NSE CM transaction charges*
Total Traded Value in a month Revised Transaction Charges (` per lakh of Traded Value)
Up to First ` 1250 cores ` 3.25 each side
More than ` 1250 crores up to ` 2500 crores (on incremental volume)
` 3.20 each side
More than ` 2500 crores up to ` 5000 crores (on incremental volume)
` 3.15 each side
More than ` 5000 crores up to ` 10000 crores (on incremental volume)
` 3.10 each side
More than ` 10000 crores up to ` 15000 crores(on incremental volume)
` 3.05 each side
Exceeding `15000 crores (on incremental volume)
` 3.00 each side
* not applicable to money market instruments, GOLD ETFs or Hangseng Bees
Table 4-9: The existing rates of Securities Transaction Tax (STT) for CM segment
Sr. No Taxable securities transaction Rate (%) Payable by
1 Purchase of an equity share in a company or a unit of an equity oriented fund, where –(a) the transaction of such purchase is entered into in a
recognised stock exchange; and(b) the contract for the purchase of such share or unit is
settled by the actual delivery or transfer of such share or unit.
0.1 Purchaser.
2 Sale of an equity share in a company or a unit of an equity oriented fund, where –(a) the transaction of such sale is entered into in a
recognised stock exchange; and(b) the contract for the sale of such share or unit is settled
by the actual delivery or transfer of such share or unit.
0.1 Seller.
3 Sale of an equity share in a company or a unit of an equity oriented fund, where –(a) the transaction of such sale is entered into in a
recognised stock exchange; and(b) the contract for the sale of such share or unit is settled
otherwise than by the actual delivery or transfer of such share or unit.
0.025 Seller.
Contd...
39
Table 4-10: Percentage Share of Top ‘N’ Securities/Member in Turnover
No. of Securities/Members
Year 5 10 25 50 100
Securities
1994-95 (Nov.-Mar.) 48.77 55.92 68.98 81.14 91.07
1995-96 82.98 86.60 90.89 93.54 95.87
1996-97 84.55 91.96 95.70 97.03 98.19
1997-98 72.98 85.17 92.41 95.76 97.90
1998-99 52.56 67.11 84.71 92.03 95.98
1999-00 39.56 59.22 82.31 88.69 93.66
2000-01 52.15 72.90 88.93 94.57 97.46
2001-02 44.43 62.92 82.24 91.56 95.91
2002-03 40.58 55.41 77.8 89.16 95.38
2003-04 31.04 44.87 64.32 79.44 91.03
2004-05 25.88 41.65 57.98 72.40 84.26
2005-06 22.15 31.35 46.39 59.22 73.12
2006-07 16.97 25.25 43.46 61.94 77.22
2007-08 16.29 26.78 45.46 61.47 77.29
2008-09 20.48 32.58 56.36 74.66 87.69
2009-10 15.43 26.15 46.80 64.24 78.20
2010-11 15.25 23.03 38.73 53.58 68.93
2011-12 17.17 27.14 44.28 59.79 75.74
Members
1994-95 (Nov.-Mar.) 18.19 26.60 44.37 61.71 81.12
1995-96 10.65 16.56 28.61 41.93 58.59
1996-97 5.94 10.08 19.67 30.57 45.95
1997-98 6.29 10.59 18.81 29.21 44.24
1998-99 7.73 11.96 20.77 31.66 47.02
1999-00 7.86 12.99 22.78 34.41 49.96
2000-01 7.78 12.76 23.00 33.86 48.79
2001-02 7.14 12.29 23.63 36.32 53.40
2002-03 10.26 16.41 29.07 42.49 59.15
2003-04 11.58 17.36 30.34 44.05 61.37
2004-05 13.52 20.20 34.97 49.01 65.09
2005-06 14.62 22.57 38.17 52.57 38.45
2006-07 14.72 24.27 42.61 56.71 71.22
2007-08 14.57 25.71 44.70 60.11 73.90
2008-09 13.56 23.62 43.55 61.21 75.42
2009-10 14.63 23.48 41.00 57.01 72.71
2010-11 14.35 23.83 42.85 58.61 73.04
2011-12 14.80 25.26 46.30 62.16 76.98
40
Table 4-11: ‘50’ Most Active Securities during 2011-12 in Terms of Trading Value
Rank Name of SecurityTrading Value
% Share in Total Trading Value
Market Capitalisation as on March 31, 2012
% Share in Total Market
Capitalisation(`cr) (US $ bn) (`cr) (US $ bn)
1 STATE BANK OF INDIA 134,785 26.35 4.80 133,118 26.02 2.18
2 ICICI BANK LTD. 99,161 19.38 3.53 102,586 20.05 1.68
3 RELIANCE INDUSTRIES LTD 89,881 17.57 3.20 245,801 48.05 4.03
4 INFOSYS LIMITED 87,761 17.16 3.12 164,588 32.17 2.70
5 LARSEN & TOUBRO LTD. 71,705 14.02 2.55 80,125 15.66 1.31
6 TATA MOTORS LIMITED 68,502 13.39 2.44 74,087 14.48 1.22
7 AXIS BANK LIMITED 58,091 11.36 2.07 47,324 9.25 0.78
8 HDFC LTD 52,899 10.34 1.88 99,334 19.42 1.63
9 TATA STEEL LIMITED 51,709 10.11 1.84 45,817 8.96 0.75
10 BHARTI AIRTEL LIMITED 49,341 9.65 1.76 128,319 25.08 2.10
11 TATA CONSULTANCY SERV LTD 45,002 8.80 1.60 228,760 44.72 3.75
12 HDFC BANK LTD 40,361 7.89 1.44 121,914 23.83 2.00
13 DLF LIMITED 38,322 7.49 1.36 34,263 6.70 0.56
14 ITC LTD 37,168 7.27 1.32 177,107 34.62 2.91
15 MAHINDRA & MAHINDRA LTD 35,300 6.90 1.26 42,991 8.40 0.71
16 BHEL 33,688 6.59 1.20 62,940 12.30 1.03
17 JSW STEEL LIMITED 33,665 6.58 1.20 16,097 3.15 0.26
18 COAL INDIA LTD 32,691 6.39 1.16 217,220 42.46 3.56
19 HINDALCO INDUSTRIES LTD 31,853 6.23 1.13 24,774 4.84 0.41
20 JAIPRAKASH ASSOCIATES LTD 27,517 5.38 0.98 17,373 3.40 0.28
21 OIL AND NATURAL GAS CORP. 26,147 5.11 0.93 229,587 44.88 3.77
22 HOUSING DEV & INFRA LTD 25,489 4.98 0.91 3,589 0.70 0.06
23 RELIANCE CAPITAL LTD 25,125 4.91 0.89 9,639 1.88 0.16
24 HERO MOTOCORP LIMITED 24,943 4.88 0.89 41,041 8.02 0.67
25 JUBILANT FOODWORKS LTD 24,867 4.86 0.88 7,651 1.50 0.13
26 TITAN INDUSTRIES LTD 24,162 4.72 0.86 20,290 3.97 0.33
27 JINDAL STEEL & POWER LTD 23,894 4.67 0.85 50,962 9.96 0.84
28 INFRA. DEV. FIN. CO. LTD 23,794 4.65 0.85 20,409 3.99 0.33
29 HINDUSTAN UNILEVER LTD. 21,718 4.25 0.77 88,620 17.32 1.45
30 RELIANCE INFRASTRUCTU LTD 21,621 4.23 0.77 15,449 3.02 0.25
31 YES BANK LIMITED 20,893 4.08 0.74 13,006 2.54 0.21
32 STERLITE INDS (IND) LTD 20,746 4.06 0.74 37,330 7.30 0.61
33 LIC HOUSING FINANCE LTD 20,438 4.00 0.73 12,500 2.44 0.21
34 SUZLON ENERGY LIMITED 19,004 3.71 0.68 4,488 0.88 0.07
35 RELIANCE COMMUNICATIONS L 18,820 3.68 0.67 17,348 3.39 0.28
36 CAIRN INDIA LIMITED 18,608 3.64 0.66 63,670 12.45 1.04
37 BAJAJ AUTO LIMITED 17,982 3.52 0.64 48,579 9.50 0.80
Contd...
41
Rank Name of SecurityTrading Value
% Share in Total Trading Value
Market Capitalisation as on March 31, 2012
% Share in Total Market
Capitalisation(`cr) (US $ bn) (`cr) (US $ bn)
38 UNITECH LTD 17,382 3.40 0.62 7,522 1.47 0.12
39 SESA GOA LTD 17,214 3.36 0.61 16,921 3.31 0.28
40 MARUTI SUZUKI INDIA LTD. 16,773 3.28 0.60 39,017 7.63 0.64
41 VIP INDUSTRIES LTD 15,965 3.12 0.57 1,411 0.28 0.02
42 POWER FIN CORP LTD. 15,602 3.05 0.56 24,359 4.76 0.40
43 WIPRO LTD 13,644 2.67 0.49 108,201 21.15 1.77
44 IDEA CELLULAR LIMITED 13,109 2.56 0.47 32,681 6.39 0.54
45 DR. REDDY'S LABORATORIES 12,995 2.54 0.46 29,920 5.85 0.49
46 DELTA CORP LIMITED 12,808 2.50 0.46 1,544 0.30 0.03
47 UNITED SPIRITS LIMITED 12,623 2.47 0.45 7,927 1.55 0.13
48 RURAL ELEC CORP. LTD. 12,344 2.41 0.44 20,282 3.96 0.33
49 EDUCOMP SOLUTIONS LTD 12,328 2.41 0.44 1,855 0.36 0.03
50 IFCI LTD 12,065 2.36 0.43 3,092 0.60 0.05
Total 1,682,505 328.89 59.86 3,043,426 594.92 49.92
Table 4-12: Top ‘50’ Companies by Market Capitalisation as on March 31, 2012
Rank Name of Security and Industry Market Capitalisation % Share
in Total Market
Capitalisation
Trading Volume During 2011-12
% Share in Total Trading Volume(` cr.) (US $ bn) (` cr.) (US $ bn)
1 RELIANCE INDUSTRIES LTD 245,801 48.05 4.03 89,881 17.57 3.20
2 OIL AND NATURAL GAS CORP. 229,587 44.88 3.77 26,147 5.11 0.93
3 TATA CONSULTANCY SERV LT 228,760 44.72 3.75 45,002 8.80 1.60
4 COAL INDIA LTD 217,220 42.46 3.56 32,691 6.39 1.16
5 ITC LTD 177,107 34.62 2.91 37,168 7.27 1.32
6 INFOSYS LIMITED 164,588 32.17 2.70 87,761 17.16 3.12
7 NTPC LTD 134,195 26.23 2.20 10,305 2.01 0.37
8 STATE BANK OF INDIA 133,118 26.02 2.18 134,785 26.35 4.80
9 BHARTI AIRTEL LIMITED 128,319 25.08 2.10 49,341 9.65 1.76
10 HDFC BANK LTD 121,914 23.83 2.00 40,361 7.89 1.44
11 WIPRO LTD 108,201 21.15 1.77 13,644 2.67 0.49
12 ICICI BANK LTD. 102,586 20.05 1.68 99,161 19.38 3.53
13 HDFC LTD 99,334 19.42 1.63 52,899 10.34 1.88
14 HINDUSTAN UNILEVER LTD. 88,620 17.32 1.45 21,718 4.25 0.77
15 LARSEN & TOUBRO LTD. 80,125 15.66 1.31 71,705 14.02 2.55
16 MMTC LIMITED 78,485 15.34 1.29 2,772 0.54 0.10
Contd...
Contd...
42
Rank Name of Security and Industry Market Capitalisation % Share
in Total Market
Capitalisation
Trading Volume During 2011-12
% Share in Total Trading Volume(` cr.) (US $ bn) (` cr.) (US $ bn)
17 TATA MOTORS LIMITED 74,087 14.48 1.22 68,502 13.39 2.44
18 NMDC LTD. 63,832 12.48 1.05 1,860 0.36 0.07
19 INDIAN OIL CORP LTD 63,782 12.47 1.05 3,992 0.78 0.14
20 CAIRN INDIA LIMITED 63,670 12.45 1.04 18,608 3.64 0.66
21 BHEL 62,940 12.30 1.03 33,688 6.59 1.20
22 SUN PHARMACEUTICALS IND. 59,023 11.54 0.97 11,351 2.22 0.40
23 HINDUSTAN ZINC LIMITED 55,922 10.93 0.92 3,127 0.61 0.11
24 JINDAL STEEL & POWER LTD 50,962 9.96 0.84 23,894 4.67 0.85
25 POWER GRID CORP. LTD. 50,070 9.79 0.82 9,077 1.77 0.32
26 BAJAJ AUTO LIMITED 48,579 9.50 0.80 17,982 3.52 0.64
27 GAIL (INDIA) LTD 47,726 9.33 0.78 10,997 2.15 0.39
28 AXIS BANK LIMITED 47,324 9.25 0.78 58,091 11.36 2.07
29 TATA STEEL LIMITED 45,817 8.96 0.75 51,709 10.11 1.84
30 NESTLE INDIA LIMITED 44,646 8.73 0.73 2,454 0.48 0.09
31 MAHINDRA & MAHINDRA LTD 42,991 8.40 0.71 35,300 6.90 1.26
32 ULTRATECH CEMENT LIMITED 41,508 8.11 0.68 4,495 0.88 0.16
33 HERO MOTOCORP LIMITED 41,041 8.02 0.67 24,943 4.88 0.89
34 KOTAK MAHINDRA BANK LTD 40,343 7.89 0.66 11,280 2.20 0.40
35 MARUTI SUZUKI INDIA LTD. 39,017 7.63 0.64 16,773 3.28 0.60
36 STEEL AUTHORITY OF INDIA 38,930 7.61 0.64 9,561 1.87 0.34
37 STERLITE INDS (IND) LTD 37,330 7.30 0.61 20,746 4.06 0.74
38 DLF LIMITED 34,263 6.70 0.56 38,322 7.49 1.36
39 ADANI ENTERPRISES LIMITED 33,528 6.55 0.55 10,795 2.11 0.38
40 HCL TECHNOLOGIES LTD 33,450 6.54 0.55 11,394 2.23 0.41
41 RELIANCE POWER LTD. 32,862 6.42 0.54 10,392 2.03 0.37
42 IDEA CELLULAR LIMITED 32,681 6.39 0.54 13,109 2.56 0.47
43 BANK OF BARODA 31,173 6.09 0.51 9,181 1.79 0.33
44 ASIAN PAINTS LIMITED 31,097 6.08 0.51 6,741 1.32 0.24
45 OIL INDIA LTD 30,640 5.99 0.50 2,392 0.47 0.09
46 DR. REDDY'S LABORATORIES 29,920 5.85 0.49 12,995 2.54 0.46
47 PUNJAB NATIONAL BANK 29,305 5.73 0.48 8,666 1.69 0.31
48 AMBUJA CEMENTS LTD 26,422 5.16 0.43 8,743 1.71 0.31
49 ADANI PORT & SEZ LTD 25,944 5.07 0.43 5,495 1.07 0.20
50 SIEMENS LTD 25,845 5.05 0.42 4,699 0.92 0.17
Total 3,794,630 741.77 62.24 1,396,695 273.02 49.69
Contd...
43
Table 4-13: NSE’s 10 Most Active Trading days during the year 2011-2012
Sr No. DateHighest Single Day Trading Value
(` cr.) (US $ bn)1 24-Feb-2012 23,570 4.61
2 17-Feb-2012 20,704 4.05
3 15-Feb-2012 18,737 3.66
4 2-Feb-2012 18,566 3.63
5 22-Feb-2012 18,502 3.62
6 23-Feb-2012 18,316 3.58
7 8-Feb-2012 17,128 3.35
8 16-Feb-2012 16,904 3.30
9 1-Feb-2012 16,815 3.29
10 16-Mar-2012 16,434 3.21
Table 4-14: Individual Securities Single day Trading Records-2011-12
Rank Symbol Name of Company DateTraded Value
(` cr.) (US $ bn)
1 HDFC HDFC LTD 24-Feb-12 10,438 2.04
2 INFY INFOSYS LIMITED 15-Apr-11 3,097 0.61
3 ICICIBANK ICICI BANK LTD. 30-Nov-11 2,285 0.45
4 ICICIBANK ICICI BANK LTD. 8-Feb-12 2,070 0.40
5 SBIN STATE BANK OF INDIA 17-May-11 1,983 0.39
6 SBIN STATE BANK OF INDIA 9-Nov-11 1,821 0.36
7 BHARTIARTL BHARTI AIRTEL LIMITED 30-Nov-11 1,802 0.35
8 INFY INFOSYS LIMITED 12-Jan-12 1,608 0.31
9 INFY INFOSYS LIMITED 18-Apr-11 1,504 0.29
10 SBIN STATE BANK OF INDIA 22-Feb-12 1,479 0.29
Note: Data has been compiled for all markets except Auction Market & Retail Debt Market
Table 4-15: Composition of S&P CNX Nifty Index as on March 30, 2012
Sl. No. Name of Security IssuedCapi-tal (`crore)
Free Float Market
Capitali-sation (`crore)
Weight-age
(Per-cent)
Beta R2 DailyVola-tility(Per-cent)
Month-ly
Return(Per-cent)
ImpactCost(Per-cent)
1 2 3 4 5 6 7 8 9 101 ACC Ltd. 187.7 12,686.0 0.8 0.8 0.4 1.5 4.1 0.08
2 Ambuja Cements Ltd. 306.9 12,985.0 0.8 0.8 0.3 2.0 7.1 0.09
3 Axis Bank Ltd. 412.9 29,555.0 1.8 1.5 0.6 2.3 (2.7) 0.07
4 Bajaj Auto Ltd. 289.4 22,529.0 1.4 0.7 0.3 1.5 (6.8) 0.09
5 Bharat Heavy Electricals Ltd. 489.5 20,316.0 1.2 1.2 0.4 2.5 (16.3) 0.08
Contd...
44
Sl. No. Name of Security IssuedCapi-tal (`crore)
Free Float Market
Capitali-sation (`crore)
Weight-age
(Per-cent)
Beta R2 DailyVola-tility(Per-cent)
Month-ly
Return(Per-cent)
ImpactCost(Per-cent)
6 Bharat Petroleum Corporation Ltd.
361.5 9,048.0 0.6 0.5 0.1 1.5 5.7 0.08
7 Bharti Airtel Ltd. 1,898.8 40,427.0 2.5 0.8 0.3 2.0 (3.5) 0.078 Cairn India Ltd. 1,906.8 12,202.0 0.8 0.9 0.3 2.5 (9.5) 0.089 Cipla Ltd. 160.6 15,482.0 1.0 0.5 0.2 1.6 (3.7) 0.0710 Coal India Ltd. 6,316.4 21,722.0 1.3 0.7 0.2 1.5 2.8 0.0711 DLF Ltd. 339.7 7,333.0 0.5 1.6 0.5 3.1 (10.9) 0.0812 Dr. Reddy's Laboratories Ltd. 84.8 22,258.0 1.4 0.5 0.2 0.9 7.4 0.0713 GAIL (India) Ltd. 1,268.5 16,901.0 1.0 0.6 0.2 1.9 0.4 0.0814 Grasim Industries Ltd. 91.7 16,527.0 1.0 0.7 0.3 1.2 (5.2) 0.0915 HCL Technologies Ltd. 138.4 11,981.0 0.7 1.1 0.4 1.4 (0.4) 0.1016 HDFC Bank Ltd . 469.0 93,629.0 5.7 1.0 0.6 1.5 0.5 0.1117 Hero MotoCorp Ltd. 39.9 19,613.0 1.2 0.5 0.1 1.4 5.6 0.0718 Hindalco Industries Ltd. 191.5 16,643.0 1.0 1.6 0.5 2.4 (13.1) 0.0919 Hindustan Unilever Ltd. 216.1 42,082.0 2.6 0.4 0.1 1.1 7.9 0.0720 Housing Development Finance
Corporation Ltd. 295.1 99,334.0 6.1 1.0 0.6 1.6 1.5 0.07
21 I T C Ltd. 780.6 122,289.0 7.5 0.5 0.2 1.3 9.3 0.0722 ICICI Bank Ltd. 1,152.4 102,586.0 6.3 1.5 0.7 2.6 (1.8) 0.0923 Infosys Ltd. 287.1 138,194.0 8.5 0.9 0.4 1.3 (0.6) 0.0724 Infrastructure Development
Finance Co. Ltd. 1,511.8 16,485.0 1.0 1.6 0.6 3.0 (4.5) 0.09
25 Jaiprakash Associates Ltd. 425.3 9,237.0 0.6 1.9 0.6 3.9 7.4 0.1026 Jindal Steel & Power Ltd. 93.5 21,109.0 1.3 1.3 0.5 3.1 (6.5) 0.1027 Kotak Mahindra Bank Ltd. 369.9 20,237.0 1.2 1.2 0.5 2.1 (0.4) 0.1128 Larsen & Toubro Ltd. 122.4 70,381.0 4.3 1.2 0.5 2.5 0.1 0.1029 Mahindra & Mahindra Ltd. 307.0 32,098.0 2.0 1.0 0.4 1.7 (1.4) 0.0830 Maruti Suzuki India Ltd. 144.5 17,866.0 1.1 0.7 0.2 1.8 7.6 0.0931 NTPC Ltd. 8,245.5 20,801.0 1.3 0.8 0.4 1.8 (10.1) 0.1132 Oil & Natural Gas Corporation
Ltd. 4,277.7 47,482.0 2.9 0.6 0.2 2.0 (8.5) 0.09
33 Power Grid Corporation of India Ltd.
4,629.7 15,311.0 0.9 0.6 0.3 1.3 (4.3) 0.08
34 Punjab National Bank 316.8 12,308.0 0.8 0.9 0.4 2.4 (3.0) 0.1035 Ranbaxy Laboratories Ltd. 211.0 7,196.0 0.4 0.6 0.2 2.4 9.5 0.0836 Reliance Communications Ltd. 1,032.0 5,575.0 0.3 1.7 0.4 2.7 (11.1) 0.1037 Reliance Industries Ltd. 3,274.7 126,650.0 7.8 1.3 0.6 2.0 (8.6) 0.0838 Reliance Infrastructure Ltd. 263.1 7,954.0 0.5 1.5 0.4 3.1 (1.1) 0.1039 Reliance Power Ltd. 2,805.1 6,434.0 0.4 1.3 0.4 3.3 (1.9) 0.1140 Sesa Goa Ltd. 86.9 7,593.0 0.5 1.3 0.4 2.6 (9.2) 0.0941 Siemens Ltd. 68.1 6,461.0 0.4 0.8 0.4 1.9 (4.6) 0.1242 State Bank of India 635.0 54,042.0 3.3 1.3 0.5 2.2 (6.7) 0.0743 Steel Authority of India Ltd. 4,130.5 5,522.0 0.3 1.5 0.5 2.8 (8.6) 0.09
Contd...
Contd...
45
Sl. No. Name of Security IssuedCapi-tal (`crore)
Free Float Market
Capitali-sation (`crore)
Weight-age
(Per-cent)
Beta R2 DailyVola-tility(Per-cent)
Month-ly
Return(Per-cent)
ImpactCost(Per-cent)
44 Sterlite Industries (India) Ltd. 336.2 15,591.0 1.0 1.6 0.6 2.6 (10.9) 0.10
45 Sun Pharmaceutical Industries Ltd.
103.6 21,416.0 1.3 0.5 0.2 2.0 3.6 0.09
46 Tata Consultancy Services Ltd. 195.7 59,299.0 3.6 0.9 0.4 1.8 (4.4) 0.08
47 Tata Motors Ltd. 538.3 48,124.0 3.0 1.5 0.5 1.9 1.6 0.07
48 Tata Power Co. Ltd. 237.3 16,336.0 1.0 0.9 0.3 2.2 (12.1) 0.10
49 Tata Steel Ltd. 971.2 31,739.0 1.9 1.4 0.6 2.9 (0.2) 0.07
50 Wipro Ltd. 491.7 22,487.0 1.4 0.8 0.4 1.1 1.8 0.08
TOTAL 1,632,058 100.0 0.08 * Beta & R2 are calculated for the period 01-April-2011to 30-Mar-2012* Beta measures the degree to which any portfolio of stocks is affected as compared to the effect on the market as a whole.
versus that of the market.* Volatility is the Std. deviation of the daily returns for the period 01-Mar-2012 to 30-Mar-2012* Last day of trading was 30-Mar-2012* Impact Cost for S&P CNX Nifty is for a portfolio of ` 50 Lakhs* Impact Cost for S&P CNX Nifty is the weightage average impact cost
Table 4-16: Composition of CNX Nifty Junior Index as on March 31, 2012
Sl.No.
Name of Secu-rity
IssuedCapital
(` crore)
Free Float Market Cap-italisation(` crore)
Weightage (Percent)
Beta R2 DailyVolatility (Percent)
MonthlyReturn
(Percent)
ImpactCost
(Percent)
1 ADANIENT 110.0 7,270 2.34% 1.58 0.32 3.51 -18.65 0.12
2 ADANIPORTS 400.7 5,839 1.88% 1.04 0.23 2.73 -12.88 0.16
3 ABIRLANUVO 113.5 5,115 1.65% 0.84 0.31 1.64 7.35 0.11
4 ANDHRABANK 559.6 2,800 0.90% 1.28 0.56 2.85 -8.98 0.12
5 ASHOKLEY 266.1 3,958 1.28% 0.96 0.25 1.96 7.24 0.11
6 ASIANPAINT 95.9 14,681 4.73% 0.39 0.11 1.77 2.25 0.10
7 BANKBARODA 391.5 13,397 4.32% 1.14 0.49 2.14 -1.03 0.10
8 BANKINDIA 546.5 6,767 2.18% 1.41 0.49 2.84 -2.58 0.13
9 BEL 80.0 2,945 0.95% 0.49 0.18 1.44 -5.75 0.10
10 BHARATFORG 46.6 4,317 1.39% 1.14 0.43 2.25 3.78 0.11
11 BIOCON 100.0 1,659 0.53% 0.88 0.30 2.15 -13.25 0.08
12 BOSCHLTD 31.4 7,446 2.40% 0.36 0.14 2.02 6.43 0.12
13 CANBK 443.0 6,804 2.19% 1.40 0.56 2.84 -6.87 0.11
14 COLPAL 13.6 7,452 2.40% 0.33 0.08 1.31 6.65 0.14
15 CONCOR 130.0 4,582 1.48% 0.41 0.08 1.87 -1.86 0.19
16 CROMPGREAV 128.3 5,166 1.66% 1.41 0.33 3.17 -3.12 0.13
17 CUMMINSIND 55.4 6,729 2.17% 0.68 0.24 1.63 6.32 0.15
Contd...
Contd...
46
Sl.No.
Name of Secu-rity
IssuedCapital
(` crore)
Free Float Market Cap-italisation(` crore)
Weightage (Percent)
Beta R2 DailyVolatility (Percent)
MonthlyReturn
(Percent)
ImpactCost
(Percent)
18 DABUR 174.2 5,814 1.87% 0.28 0.06 1.15 2.45 0.10
19 EXIDEIND 85.0 6,849 2.21% 0.67 0.16 1.61 10.40 0.12
20 FEDERALBNK 171.2 7,302 2.35% 1.18 0.49 1.77 5.17 0.16
21 GMRINFRA 389.2 3,453 1.11% 1.56 0.43 3.94 8.76 0.14
22 GLAXO 84.7 9,680 3.12% 0.21 0.06 1.20 11.65 0.12
23 GLENMARK 27.1 4,328 1.39% 0.44 0.07 1.56 0.23 0.11
24 HINDPETRO 338.6 5,026 1.62% 0.62 0.13 2.26 -3.19 0.11
25 HDIL 419.0 2,183 0.70% 2.34 0.56 4.48 -25.10 0.11
26 IDBI 984.6 3,595 1.16% 1.46 0.63 2.93 -3.15 0.10
27 IFCI 737.8 2,832 0.91% 1.87 0.49 3.12 -4.34 0.12
28 IDEA 3307.7 7,871 2.54% 0.60 0.12 1.26 4.55 0.09
29 INDHOTEL 75.9 3,213 1.04% 0.98 0.37 2.38 -8.15 0.14
30 IOB 618.7 1,992 0.64% 1.16 0.47 2.34 -7.55 0.12
31 INDUSINDBK 467.2 11,143 3.59% 1.35 0.55 2.21 3.01 0.14
32 JSWSTEEL 223.1 7,647 2.46% 1.82 0.50 3.66 -10.78 0.09
33 LICHSGFIN 94.9 7,933 2.56% 1.09 0.41 2.16 1.13 0.11
34 LUPIN 89.3 12,550 4.04% 0.43 0.11 0.99 10.12 0.12
35 MPHASIS 210.0 2,971 0.96% 0.94 0.22 2.80 -6.53 0.14
36 OFSS 42.0 4,314 1.39% 0.67 0.16 2.00 -0.96 0.12
37 PFC 1319.9 6,401 2.06% 1.68 0.47 3.42 -7.28 0.12
38 RELCAPITAL 245.6 4,420 1.42% 1.77 0.47 3.50 -2.88 0.08
39 RECLTD 987.5 6,734 2.17% 1.74 0.56 3.82 -4.78 0.14
40 SRTRANSFIN 226.2 7,778 2.51% 1.01 0.24 2.04 9.73 0.15
41 TATACHEM 254.8 6,087 1.96% 0.71 0.35 1.10 -4.36 0.11
42 TECHM 127.4 2,672 0.86% 0.89 0.26 2.64 20.02 0.11
43 TITAN 88.8 9,444 3.04% 1.03 0.27 2.71 0.07 0.11
44 TORNTPOWER 472.4 3,411 1.10% 0.66 0.20 1.44 -8.61 0.20
45 ULTRACEMCO 274.1 14,799 4.77% 0.66 0.28 1.34 7.69 0.10
46 UNIONBANK 524.3 5,308 1.71% 1.39 0.44 2.57 1.14 0.13
47 UNIPHOS 92.4 4,366 1.41% 0.87 0.22 2.42 -16.52 0.10
48 MCDOWELL-N 130.8 5,497 1.77% 1.25 0.26 3.47 5.84 0.10
49 YESBANK 352.7 8,980 2.89% 1.63 0.60 2.83 6.76 0.09
50 ZEEL 96.0 6,875 2.21% 0.64 0.17 2.57 -0.31 0.13
310,390 0.12
* Beta & R2 are calculated for the period 01-Apr-2011 to 30-Mar-2012* Beta measures the degree to which any portfolio of stocks is affected as compared to the effect on the market as a whole.
versus that of the market.* Volatility is the Std. deviation of the daily returns for the period 01-Mar-2012 to 30-Mar-2012* Last day of trading was 30-Mar-2012* Impact Cost for S&P CNX Nifty is for a portfolio of ` 50 Lakhs* Impact Cost for S&P CNX Nifty is the weightage average impact cost
Contd...
47
Table 4-17: Industry-wise Weightages of S&P CNX NIFTY Securities as on30th March, 2012
Sl. No. Industry Market Cap (` Cr.) Weightage
1 Banks 312,358 19.14
2 Computers - Software 231,961 14.21
3 135,698 8.31
4 Cigarettes 122,289 7.49
5 Finance - Housing 99,334 6.09
6 Automobiles - 4 Wheelers 98,088 6.01
7 Engineering 70,381 4.31
8 Power 66,836 4.10
9 Pharmaceuticals 66,352 4.07
10 Oil Exploration/Production 59,684 3.66
11 Steel And Steel Products 58,370 3.58
12 Telecommunication - Services 46,002 2.82
13 Cement And Cement Products 42,198 2.59
14 Automobiles - 2 And 3 Wheelers 42,142 2.58
15 42,082 2.58
16 Mining 29,315 1.80
17 Electrical Equipment 26,777 1.64
18 Gas 16,901 1.04
19 Aluminium 16,643 1.02
20 Construction 16,570 1.02
21 Financial Institution 16,485 1.01
22 Metals 15,591 0.96
Total Nifty 1,632,058 100.00
Table 4-18: S&P CNX NIFTY Index*
Month & Year Open High Low Close Volatility (%)
Price To Earning Ratio#
1995-96 (Nov.-Mar.) 1000.00 1067.49 813.12 985.30 1.62 --
1996-97 988.33 1203.11 775.43 968.30 1.67 --
1997-98 931.95 1297.10 929.05 1116.90 1.52 --
1998-99 1117.15 1247.15 800.10 1078.05 1.86 16.531999-2000 1082.55 1818.15 916.00 1528.45 1.93 24.602000-01 1528.70 1636.95 1098.75 1148.20 1.98 17.212001-02 1148.10 1207.00 849.95 1129.55 1.40 18.102002-03 1129.85 1153.30 920.10 978.20 0.99 13.362003-04 977.40 2014.65 920.00 1771.90 1.43 20.702004-05 1771.45 2183.45 1292.20 2035.65 1.61 14.602005-06 2035.90 3433.85 1896.30 3402.55 1.04 20.262006-07 3403.15 4245.30 2595.65 3821.55 1.77 18.40
Contd...
48
Month & Year Open High Low Close Volatility (%)
Price To Earning Ratio#
2007-08 3820.00 6357.100 3617.000 4734.500 2.02 20.632008-09 4735.65 5298.85 2252.75 3020.95 2.66 14.30Apr-09 3023.85 3517.25 2965.70 3473.95 2.18 16.53
May-09 3478.70 4509.40 3478.70 4448.95 4.15 20.82
Jun-09 4450.40 4693.20 4143.25 4291.10 1.92 19.97
Jul-09 4292.30 4669.75 3918.75 4636.45 2.22 20.68
Aug-09 4633.80 4743.75 4353.45 4662.10 1.78 20.94
Sep-09 4662.20 5087.60 4576.60 5083.95 0.92 22.90
Oct-09 5087.20 5181.95 4687.50 4711.70 1.08 20.45
Nov-09 4712.25 5138.00 4538.50 5032.70 1.58 22.37
Dec-09 5039.70 5221.85 4943.95 5201.05 1.05 23.17
Jan-10 5200.90 5310.85 4766.00 4882.05 1.03 21.00
Feb-10 4882.05 4992.00 4675.40 4922.30 1.18 20.92
Mar-10 4935.60 5329.55 4935.35 5249.10 0.70 22.33
2009-2010 3023.85 5329.55 2965.70 5249.10 1.88 22.33Apr-10 5249.20 5399.65 5160.90 5278.00 0.83 22.29
May-10 5278.40 5278.70 4786.45 5086.30 1.56 21.30
Jun-10 5086.25 5366.75 4961.05 5312.50 1.18 22.25
Jul-10 5312.05 5477.50 5225.60 5367.60 0.64 22.31
Aug-10 5369.55 5549.80 5348.90 5402.40 0.68 22.73
Sep-10 5403.05 6073.50 5403.05 6029.95 0.78 25.46
Oct-10 6030.30 6284.10 5937.10 6017.70 1.09 24.71
Nov-10 6092.30 6338.50 5690.35 5862.70 1.29 23.39
Dec-10 5871.00 6147.30 5721.15 6134.50 0.93 24.48
Jan-11 6177.45 6181.05 5416.65 5505.90 1.17 21.06
Feb-11 5537.30 5599.25 5177.70 5333.25 1.50 20.42
Mar-11 5382.00 5872.00 5348.20 5833.75 1.26 22.14
2010-11 5249.20 6338.500 4786.450 5833.75 1.12 22.14Apr-11 5835.00 5944.45 5693.25 5749.50 1.07 21.61
May-11 5766.90 5775.25 5328.70 5560.15 1.11 20.53
Jun-11 5561.05 5657.90 5195.90 5647.40 0.97 20.82
Jul-11 5705.75 5740.40 5453.95 5482.00 0.98 19.76
Aug-11 5527.50 5551.90 4720.00 5001.00 1.55 18.05
Sep-11 5109.80 5169.25 4758.85 4943.25 1.62 17.85
Oct-11 4874.40 5399.70 4728.30 5326.60 1.57 18.90
Nov-11 5278.60 5326.45 4639.10 4832.05 1.29 17.49
Dec-11 4970.85 5099.25 4531.15 4624.30 1.52 16.75
Jan-12 4640.20 5217.00 4588.05 5199.25 1.13 18.53
Feb-12 5198.15 5629.95 5159.00 5385.20 1.14 19.09
Mar-12 5366.00 5499.40 5135.95 5295.55 1.33 18.71
2011-12 5835.00 5944.450 4531.150 5295.55 1.29 18.71* S&P CNX Nifty commenced from November 3, 1995# At the end of the periodNote : Volatility is calculated as standard deviation of the Natural Log of returns for the respective month/year
Contd...
49
Table 4-19: CNX NIFTY Junior Index*
Month & Year Open High Low Close Volatility (%)
Price To Earning Ratio#
1996-97 (Nov.-Mar.) 1000.00 1208.87 907.02 1032.95 1.76 --1997-98 1028.30 1395.25 1016.65 1339.40 1.44 --1998-99 1339.75 2079.10 1177.20 2069.20 2.14 18.92
1999-2000 2099.75 5365.90 1631.90 3695.75 2.46 33.472000-01 3720.45 3771.80 1570.20 1601.80 2.75 9.692001-02 1601.40 1676.25 1038.75 1566.95 1.60 6.802002-03 1568.40 1690.35 1231.95 1259.55 1.23 11.682003-04 1260.75 3702.60 1259.75 3392.05 1.57 11.932004-05 3398.00 4705.25 2493.70 4275.15 1.83 13.822005-06 4275.35 6437.40 3998.80 6412.10 0.95 20.252006-07 6415.25 7566.65 4463.75 6878.05 2.05 18.482007-08 6675.85 13209.35 6559.55 7975.75 2.41 16.692008-09 7982.75 9541.00 3587.60 4336.45 2.80 8.69
Apr-09 4343.20 5466.40 4297.45 5281.80 2.55 10.46May-09 5380.05 7544.45 5380.05 7474.30 3.51 15.02Jun-09 7581.80 8169.25 7326.80 7794.70 2.52 15.36Jul-09 7791.90 8537.45 6931.70 8473.65 2.51 14.95Aug-09 8475.45 8697.40 7971.60 8542.40 1.86 15.00Sep-09 8580.40 9373.50 8360.50 9360.65 1.02 16.48Oct-09 9380.35 10094.90 9044.70 9162.40 1.44 14.21Nov-09 9144.65 10096.50 8865.50 9933.20 1.61 15.57Dec-09 9952.80 10456.75 9952.80 10382.70 0.96 16.28Jan-10 10372.40 10896.50 9646.60 9985.70 1.37 14.71Feb-10 9954.45 10287.25 9712.25 10099.95 1.20 14.75Mar-10 10137.45 10822.40 10137.45 10773.75 0.77 15.76
2009-2010 4343.20 10896.50 4297.45 10773.75 1.97 15.76Apr-10 10777.00 11129.85 10666.60 11082.10 0.75 15.52May-10 11066.20 11137.85 10152.00 10821.75 1.58 16.59Jun-10 10776.30 11374.85 10608.80 11304.45 0.93 17.24Jul-10 11245.15 11692.05 11183.65 11564.25 0.40 18.20Aug-10 11648.45 12186.95 11588.15 11797.60 0.68 18.26Sep-10 11825.80 12811.85 11825.80 12585.30 0.79 19.96Oct-10 12604.90 13328.10 12604.90 13030.00 0.93 19.88Nov-10 13111.35 13624.10 11371.40 12338.80 1.53 17.73Dec-10 12344.50 12846.15 11470.35 12232.05 1.35 17.59Jan-11 12253.15 12352.40 10604.15 10915.65 1.20 15.43Feb-11 10927.80 11133.95 10037.90 10448.85 1.74 14.66Mar-11 10484.95 11355.35 10484.95 11279.55 1.09 16.18
2010-11 10777.00 13624.10 10037.90 11279.55 1.14 16.18Apr-11 11319.20 11758.15 11259.70 11376.70 0.91 16.87May-11 11385.05 11475.40 10746.70 11444.15 1.06 15.96Jun-11 11448.10 11515.30 10642.20 11234.90 0.88 15.64Jul-11 11239.40 11550.00 10862.10 10910.20 0.98 15.03Aug-11 10972.20 11038.60 9572.55 9989.00 1.28 13.65Sep-11 10004.60 10417.15 9637.20 9822.20 1.36 13.43
Contd...
50
Oct-11 9815.45 10078.60 9355.80 10047.15 1.21 14.08Nov-11 10044.70 10216.45 8802.90 9089.95 1.25 14.67Dec-11 9094.50 9525.10 8258.50 8333.10 1.33 13.48Jan-12 8333.45 9848.65 8224.15 9812.55 1.19 15.82Feb-12 9813.35 10961.35 9768.90 10438.00 1.71 15.85Mar-12 10437.70 10694.40 10000.95 10450.20 1.49 15.87
2011-12 11319.20 11758.15 8224.15 10450.20 1.26 15.87* CNX Nifty Junior commenced from November 4, 1996# At the end of periodNote : Volatility is calculated as standard deviation of the Natural Log of returns for the respective month/year
Table 4-20: Performance of NSE Indices during the year 2011-12
Indices Record high Closingindex values (31-03-12)
Avg. Daily Volatility
(%)
Y-o-Y Returns
Value Date
S&P CNX Nifty 5944.45 06-04-2011 5295.55 1.29 -9.23CNX Nifty Junior 11758.15 08-04-2011 10450.20 1.26 -7.35CNX 100 5835.90 06-04-2011 5200.15 1.27 -8.96S&P CNX 500 4753.50 06-04-2011 4221.80 1.22 -8.75CNX Midcap 8451.05 08-04-2011 7711.40 1.20 -4.09Nifty Midcap 50 2657.10 08-04-2011 2301.00 1.49 -8.15CNX FMCG 11448.30 30-03-2012 11426.05 0.98 24.35CNX IT 7344.90 06-04-2011 6516.00 1.61 -8.84S&P CNX Finance* 4500.73 07-04-2011 3910.17 1.35 -8.88S&P CNX Petrochemicals* 10444.37 15-07-2011 9433.22 1.55 12.74S&P CNX Pharmaceuticals* 8307.71 14-07-2011 8257.05 0.81 7.22
* Closing Record High, Other - Record Intra-day HighNote :Volatility is calculated as standard deviation of the Natural Log of returns for the respective month/year
Table 4-21: Mutual Funds/ETFs: No of Trades and Trading Value
Month & Year Mutual Funds (MF's) Exchange traded funds (ETF's)No. of Trades
Trading Value No. ofTrades
Trading Value(` cr.) (US $ mn) (` cr.) (US $ mn)
Apr-11 117 1.01 0.20 172,836 748.81 146.38May-11 191 0.49 0.10 383,060 1,395.48 272.79Jun-11 239 2.53 0.49 209,518 755.81 147.75Jul-11 126 0.24 0.05 238,982 1,063.73 207.94Aug-11 102 3.45 0.67 584,055 2,805.87 548.49Sep-11 108 1.69 0.33 627,910 2,461.85 481.24Oct-11 287 4.00 0.78 531,398 1,962.44 383.61Nov-11 132 1.99 0.39 406,223 1,393.34 272.37Dec-11 102 0.22 0.04 456,453 1,476.03 288.53Jan-12 61 0.20 0.04 325,962 1,027.76 200.90Feb-12 49 1.98 0.39 262,191 834.54 163.13Mar-12 65 0.21 0.04 315,496 1,079.33 210.992011-12 1,579 17.99 3.52 4,514,084 17,005 3,324.11
Contd...
51
Tabl
e 4-
22:
Sett
lem
ent
Stat
isti
cs f
or C
M S
egm
ent
Mon
th/
Year
No.
of
Trad
es
(Lak
h)
Trad
ed
Qua
ntit
y(L
akh)
Del
iver
edQ
uant
ity
(Lak
h)
% o
f D
e-liv
ered
Qua
ntit
yto
Tra
ded
Qua
ntit
y
Turn
over
(`
cr.
)D
eliv
ered
Valu
e (`
Cr.)
% o
f D
eliv
-er
ed V
alue
to
Tot
al
Turn
over
Del
iver
edQ
uant
ity
in D
emat
M
ode
(Lak
h)
% o
f D
emat
Del
iver
edQ
uant
ity
to T
otal
D
eliv
ered
Qua
ntit
y
Del
iver
edVa
lue
in
Dem
atM
ode
(`cr
.)
Shor
tD
eliv
ery
(Auc
-ti
oned
quan
tity
)(L
akh)
% o
f Sh
ort
Del
iver
yto
Del
iver
-ab
le
Fund
s Pa
y-in
(`
Cr.)
Secu
riti
esPa
y-in
(`
Cr.)
2005
-06
6,00
081
8,43
822
6,34
627
.66
1,51
6,83
940
7,97
626
.90
226,
346
100.
0040
7,97
689
40.
3913
1,42
640
7,97
620
06-0
77,
857
850,
515
238,
571
28.0
51,
940,
094
543,
533
28.0
223
8,57
110
0.00
543,
533
769
0.32
173,
188
543,
533
2007
-08
11,6
451,
481,
229
366,
974
24.7
73,
519,
919
970,
618
27.
5836
6,97
410
0.00
970,
618
997
0.27
309,
543
970,
618
2008
-09
13,6
391,
418,
928
303,
299
21.
382,
749,
450
610,
498
22.
2030
3,29
910
0.00
610,
498
625
0.21
220,
704
610,
498
2009
-10
16,
788
2,20
5,87
8 4
73,9
52 2
1.49
4,12
9,21
4 9
16,4
60 2
2.19
473
,952
100
.00
916
,460
862
0.1
8 2
78,3
87 9
16,4
60Ap
r-10
1,1
97 1
40,7
23 3
8,89
3 2
7.64
273
,344
74,
642
27.
31 3
8,89
310
0.00
74,
642
69
0.18
19,
310
74,
744
May
-10
1,2
54 1
41,5
99 3
7,27
6 2
6.33
287
,931
76,
040
26.
41 3
7,27
610
0.00
76,
040
52
0.14
23,
541
76,
122
Jun-
10 1
,236
141
,008
34,
547
24.
50 2
82,7
48 7
0,71
0 2
5.01
34,
547
100.
00 7
0,71
0 6
00.
17 2
2,29
2 7
0,80
1Ju
l-10
1,2
24 1
40,1
28 3
8,65
4 2
7.58
276
,734
76,
665
27.
70 3
8,65
410
0.00
76,
665
60
0.15
20,
145
76,
753
Aug-
10 1
,361
153
,694
44,
245
28.
79 3
16,4
31 8
7,35
8 2
7.61
44,
245
100.
00 8
7,35
8 1
460.
33 2
1,67
5 8
7,52
1Se
p-10
1,2
95 1
56,9
09 4
4,89
8 2
8.61
302
,984
87,
348
28.
83 4
4,89
810
0.00
87,
348
88
0.20
27,
316
87,
471
Oct
-10
1,4
88 1
98,5
34 5
5,60
1 2
8.01
368
,748
105
,539
28.
62 5
5,60
110
0.00
105
,539
82
0.15
28,
479
105
,674
Nov
-10
1,4
11 1
88,7
45 5
3,87
0 2
8.54
370
,157
104
,841
28.
32 5
3,87
010
0.00
104
,841
109
0.20
35,
467
104
,996
Dec
-10
1,3
36 1
54,4
80 4
1,21
4 2
6.68
302
,626
82,
082
27.
12 4
1,21
410
0.00
82,
082
75
0.18
24,
744
82,
171
Jan-
11 1
,168
129
,068
36,
302
28.
13 2
64,5
48 7
4,02
8 2
7.98
36,
302
100.
00 7
4,02
8 5
60.
15 2
5,83
9 7
4,10
5Fe
b-11
1,2
62 1
40,0
67 3
8,08
1 2
7.19
265
,416
71,
110
26.
79 3
8,08
110
0.00
71,
110
54
0.14
22,
217
71,
191
Mar
-11
1,2
48 1
25,9
53 3
3,78
5 2
6.82
253
,528
67,
652
26.
68 3
3,78
510
0.00
67,
652
52
0.15
22,
329
67,
720
2010
-11
15,
480
1,81
0,91
0 4
97,3
67 2
7.47
3,56
5,19
5 9
78,0
15 2
7.43
497
,367
100
.00
978
,015
903
0.1
8 2
93,3
57 9
79,2
69Ap
r-11
1,0
72 1
29,5
30 3
8,19
4 2
9.49
230
,464
65,
790
28.
55 3
8,19
410
0.00
65,
790
109
0.28
20,
358
65,
874
May
-11
1,1
58 1
18,6
78 3
4,84
5 2
9.36
237
,410
68,
671
28.
93 3
4,84
510
0.00
68,
671
113
0.32
20,
526
68,
823
Jun-
11 1
,156
119
,392
32,
856
27.
52 2
20,1
79 6
2,50
4 2
8.39
32,
856
100.
00 6
2,50
4 4
30.
13 1
8,50
8 6
2,57
5Ju
l-11
1,1
47 1
19,1
03 3
4,82
7 2
9.24
226
,774
66,
031
29.
12 3
4,82
710
0.00
66,
031
47
0.13
19,
660
66,
105
Aug-
11 1
,252
135
,926
39,
968
29.
40 2
41,2
15 6
9,61
3 2
8.86
39,
968
100.
00 6
9,61
3 4
80.
12 2
2,19
9 6
9,67
4Se
p-11
1,1
60 1
25,3
96 3
2,84
7 2
6.19
220
,544
58,
741
26.
63 3
2,84
710
0.00
58,
741
44
0.13
22,
571
58,
806
Oct
-11
1,0
60 1
05,1
78 3
0,60
0 2
9.09
202
,460
56,
849
28.
08 3
0,60
010
0.00
56,
849
52
0.17
19,
270
56,
906
Nov
-11
1,1
17 1
22,4
68 3
5,98
9 2
9.39
204
,909
58,
432
28.
52 3
5,98
910
0.00
58,
432
55
0.15
18,
643
58,
486
Dec
-11
1,1
05 1
16,2
98 3
2,48
8 2
7.94
198
,607
54,
241
27.
31 3
2,48
810
0.00
54,
241
39
0.12
18,
070
54,
283
Jan-
12 1
,267
144
,164
37,
757
26.
19 2
26,5
26 6
0,61
2 2
6.76
37,
757
100.
00 6
0,61
2 6
30.
17 1
8,50
2 6
0,68
7Fe
b-12
1,5
22 2
02,8
02 5
2,02
3 2
5.65
320
,929
91,
625
28.
55 5
2,02
310
0.00
91,
625
53
0.10
31,
946
91,
699
Mar
-12
1,3
55 1
66,2
71 4
0,83
8 2
4.56
273
,871
71,
298
26.
03 4
0,83
810
0.00
71,
298
36
0.09
21,
501
71,
350
2011
-12
14,
372
1,60
5,20
5 4
43,2
32 2
7.61
2,80
3,88
9 7
84,4
07 2
7.98
443
,232
100
.00
784
,407
702
0.1
6 2
51,7
54 7
85,2
68
52
Wholesale Debt Market Segment 5
54
55
5
Cont
d...
Wholesale Debt Market SegmentTa
ble
5-1:
Bus
ines
s G
row
th o
f W
DM
Seg
men
t
Mon
th/Y
ear
All
Trad
esRe
tail
Trad
e N
o. o
f ac
tive
se
curi
ties
Num
ber
of T
rade
sTr
adin
g Vo
lum
eAv
erag
e D
aily
Tra
ding
Vo
lum
e A
vera
ge
Trad
e Si
ze
Num
ber
of T
rade
sTr
adin
g Vo
lum
eSh
are
in T
otal
Tr
adin
g Vo
lum
e (
` cr
.) (
US
$ m
n) (
` cr
.) (
US
$ m
n) (
` cr
.) (
` cr
.)(U
S $
mn)
(%)
1994
- 95
(Ju
n-M
ar)
183
1,02
1 6
,781
2,1
57 3
0 1
0 6
.64
168
319.
860.
4519
95-9
6 3
042,
991
11,
868
3,4
55 4
1 1
2 3
.97
1,11
520
760
.26
1.74
1996
-97
524
7,80
4 4
2,27
8 1
1,78
3 1
45 4
0 5
.42
1,06
120
156
.02
0.47
1997
-98
719
16,8
21 1
11,2
63 2
8,14
6 3
85 9
7 6
.61
1,39
028
973
.02
0.26
1998
-99
1,0
7116
,092
105
,469
24,
857
365
86
6.5
51,
522
308
72.5
40.
2919
99-0
0 1
,057
46,9
87 3
04,2
16 6
9,74
2 1
,035
237
6.4
793
621
849
.92
0.07
2000
-01
1,0
3864
,470
428
,582
91,
891
1,4
83 3
18 6
.65
498
131
28.0
90.
0320
01-0
2 9
7914
4,85
1 9
47,1
90 1
94,0
96 3
,277
672
6.5
437
811
022
.54
0.01
2002
-03
1,1
2316
7,77
81,
068,
701
224
,990
3,5
98 7
58 6
.37
1,25
230
063
.16
0.03
2003
-04
1,0
7818
9,51
81,
316,
096
303
,318
4,4
77 1
,032
6.9
41,
400
332
69.8
30.
0320
04-0
5 1
,151
124,
308
887
,294
202
,810
3,0
28 6
92 7
.14
1,27
841
093
.74
0.05
2005
-06
897
61,
891
475
,523
106
,596
1,7
55 3
93 7
.68
892
310
69.
49 0
.07
2006
-07
762
19,
575
219
,106
50,
265
898
206
11.
19 3
99 1
02 2
3.29
0.0
520
07-0
8 6
01 1
6,17
9 2
82,3
17 7
0,63
2 1
,138
285
17.
45 2
11 4
9 1
2.26
0.0
220
08-0
9 7
11 1
6,12
9 3
35,9
52 6
5,93
7 1
,412
277
20.
8325
764
12.5
60.
02Ap
r-09
313
2408
45,
653
10,
114
2,8
53 6
32 1
8.96
145.
401.
200.
01M
ay-0
927
020
89 4
0,26
6 8
,920
2,0
13 4
46 1
9.28
83.
600.
800.
01Ju
n-09
243
1948
44,
568
9,8
73 2
,026
449
22.
8826
7.50
1.66
0.02
Jul-
0927
225
82 5
1,22
2 1
1,34
7 2
,227
493
19.
8480
18.3
84.
070.
04Au
g-09
274
1583
38,
232
8,4
70 1
,912
423
24.
1586
22.9
65.
090.
06Se
p-09
275
2301
58,
674
12,
998
3,0
88 6
84 2
5.50
266
49.1
210
.88
0.08
Oct
-09
266
1875
43,
731
9,6
88 2
,302
510
23.
3228
445
.02
9.97
0.10
Nov
-09
279
2564
64,
999
14,
399
3,2
50 7
20 2
5.35
253
46.4
210
.28
0.07
Dec
-09
201
1735
37,
567
8,3
22 1
,789
396
21.
6538
259
.48
13.1
80.
16Ja
n-10
265
1957
57,
036
12,
635
2,8
52 6
32 2
9.14
433
81.5
418
.06
0.14
Feb-
1026
014
55 3
4,80
0 7
,709
1,8
32 4
06 2
3.92
195
39.2
88.
700.
11
56
Cont
d...
Mon
th/Y
ear
All
Trad
esRe
tail
Trad
e N
o. o
f ac
tive
se
curi
ties
Num
ber
of T
rade
sTr
adin
g Vo
lum
eAv
erag
e D
aily
Tra
ding
Vo
lum
e A
vera
ge
Trad
e Si
ze
Num
ber
of T
rade
sTr
adin
g Vo
lum
eSh
are
in T
otal
Tr
adin
g Vo
lum
e (
` cr
.) (
US
$ m
n) (
` cr
.) (
US
$ m
n) (
` cr
.) (
` cr
.)(U
S $
mn)
(%)
Mar
-10
320
1572
47,
068
10,
427
2,3
53 5
21 2
9.94
208
54.1
311
.99
0.11
2009
-201
011
4424
069
563
,816
124
,904
2,3
59 5
23 2
3.42
2235
433.
0095
.92
0.08
Apr-
1032
619
11 6
1,82
4 1
3,84
6 3
,254
729
32.
3550
10.1
02.
260.
02M
ay-1
032
425
55 7
3,25
1 1
6,40
6 3
,663
820
28.
6743
9.75
2.18
0.01
Jun-
1029
720
27 5
0,14
3 1
1,23
0 2
,279
510
24.
7412
024
.29
5.44
0.05
Jul-
1023
916
18 4
7,13
5 1
0,55
6 2
,142
480
29.
1373
14.3
83.
220.
03Au
g-10
259
1945
45,
108
10,
103
2,1
48 4
81 2
3.19
237
44.8
110
.04
0.10
Sep-
1027
820
94 4
5,18
6 1
0,12
0 2
,259
506
21.
5831
059
.55
13.3
40.
13O
ct-1
024
815
10 4
5,91
3 1
0,28
3 2
,186
490
30.
4112
331
.29
7.01
0.07
Nov
-10
225
1191
32,
444
7,2
66 1
,622
363
27.
2459
15.3
63.
440.
05D
ec-1
024
515
61 3
3,96
2 7
,606
1,5
44 3
46 2
1.76
355
87.8
819
.68
0.26
Jan-
1123
712
13 4
5,22
0 1
0,12
8 2
,261
506
37.
288
1.55
0.35
0.00
Feb-
1122
411
95 3
4,89
7 7
,816
1,8
37 4
11 2
9.20
133.
060.
690.
01M
ar-1
126
515
63 4
4,36
3 9
,936
2,0
17 4
52 2
8.38
63.
220.
720.
0120
10-1
111
1120
383
559
,447
125
,296
2,2
56 5
05 2
7.45
1397
305.
2468
.36
0.05
Apr-
1122
411
94 3
9,75
2 7
,771
2,4
84 4
86 3
3.29
9517
.82
3.48
0.04
May
-11
193
1136
36,
350
7,1
06 1
,731
338
32.
0093
23.4
54.
580.
06Ju
n-11
243
1791
50,
823
9,9
35 2
,310
452
28.
3819
140
.16
7.85
0.08
Jul-
1128
020
12 4
6,97
3 9
,182
2,2
37 4
37 2
3.35
145
46.6
89.
120.
10Au
g-11
258
2411
54,
826
10,
717
2,7
41 5
36 2
2.74
4012
.91
2.52
0.02
Sep-
1125
621
22 5
0,31
4 9
,835
2,5
16 4
92 2
3.71
104
21.0
34.
110.
04O
ct-1
123
516
43 3
6,28
2 7
,092
2,0
16 3
94 2
2.08
324
66.4
913
.00
0.18
Nov
-11
270
1567
43,
847
8,5
71 2
,192
429
27.
9832
7.83
1.53
0.02
Dec
-11
330
2971
89,
337
17,
463
4,2
54 8
32 3
0.07
146
24.3
94.
770.
03Ja
n-12
298
2999
75,
125
14,
685
3,5
77 6
99 2
5.05
299.
941.
940.
01Fe
b-12
295
1979
55,
793
10,
906
2,9
36 5
74 2
8.19
378.
321.
630.
01M
ar-1
229
916
22 5
3,75
7 1
0,50
8 2
,688
525
33.
1445
13.7
12.
680.
0320
11-1
211
4023
447
633
,179
123
,773
2,6
49 5
18 2
7.00
1281
292.
73 5
7.22
0.05
57
Tabl
e 5-
2: S
ecur
ity-
wis
e D
istr
ibut
ion
of W
DM
Tra
des
Mon
th &
Yea
rTu
rnov
er (
In `
Cr.
)Tu
rnov
er (
In %
)G
over
nmen
t Se
curi
ties
T-Bi
llsPS
U /
Inst
. Bo
nds
Oth
ers
Tota
l Tu
rnov
erG
over
n-m
ent
Secu
riti
es
T-Bi
llsPS
U/I
nst.
Bo
nds
Oth
ers
1994
-95
(Jun
e-M
arch
)3,
026
2,63
482
429
76,
781
44.6
338
.84
12.1
54.
38
1995
-96
7,72
92,
260
1,14
972
911
,868
65.1
319
.04
9.69
6.14
1996
-97
27,3
5210
,957
2,76
91,
199
42,2
7864
.70
25.9
26.
552.
84
1997
-98
84,7
1618
,870
4,05
03,
627
111,
263
76.1
416
.96
3.64
3.26
1998
-99
84,5
7610
,705
5,04
15,
147
105,
469
80.1
910
.15
4.78
4.88
1999
-00
282,
891
11,0
134,
867
5,44
530
4,21
692
.99
3.62
1.60
1.79
2000
-01
390,
952
23,1
437,
886
6,60
042
8,58
291
.22
5.40
1.84
1.54
2001
-02
902,
105
25,5
7410
,987
8,61
994
7,19
195
.24
2.70
1.16
0.91
2003
-03
1,00
0,51
832
,275
19,9
8515
,924
1,06
8,70
193
.62
3.02
1.87
1.49
2003
-04
1,21
8,70
555
,671
27,1
1214
,609
1,31
6,09
692
.60
4.23
2.06
1.11
2004
-05
724,
830
124,
842
17,8
3519
,787
887,
294
81.6
914
.07
2.01
2.23
2005
-06
345,
563
105,
233
12,1
7312
,554
475,
523
72.6
722
.13
2.56
2.64
2006
-07
153,
370
51,9
544,
418
9,36
521
9,10
670
.00
23.7
12.
024.
27
2007
-08
194,
347
66,0
629,
232
12,6
7628
2,31
768
.84
23.4
03.
274.
4920
08-0
923
4,28
856
,824
30,0
0814
,831
335,
952
69.7
416
.91
8.93
4.41
Apr-
0925
,184
6,97
19,
215
4,28
445
,653
55.1
615
.27
20.1
89.
38
May
-09
2478
66,
161
6,30
930
1040
,266
61.5
615
.30
15.6
77.
47
Jun-
0928
979
7,84
85,
282
2459
44,5
6865
.02
17.6
111
.85
5.52
Jul-
0933
,609
5,82
47,
798
3,99
251
,222
65.6
111
.37
15.2
27.
79
Aug-
0920
,086
5,97
97,
502
4,66
538
,232
52.5
415
.64
19.6
212
.20
Sep-
0938
,351
8,09
47,
857
4,37
258
,674
65.3
613
.79
13.3
97.
45
Oct
-09
23,8
168,
656
6,22
45,
036
43,7
3154
.46
19.7
914
.23
11.5
2
Nov
-09
42,0
527,
472
7,94
07,
534
64,9
9964
.70
11.5
012
.22
11.5
9
Dec
-09
2443
46,
324
4,55
822
5137
,567
65.0
416
.83
12.1
35.
99
Jan-
1031
,368
10,5
047,
001
8,16
357
,036
55.0
018
.42
12.2
714
.31
Feb-
1018
,063
6,99
06,
322
3,42
534
,800
51.9
020
.09
18.1
79.
84
Cont
d...
58
Cont
d...
Mon
th &
Yea
rTu
rnov
er (
In `
Cr.
)Tu
rnov
er (
In %
)G
over
nmen
t Se
curi
ties
T-Bi
llsPS
U /
Inst
. Bo
nds
Oth
ers
Tota
l Tu
rnov
erG
over
n-m
ent
Secu
riti
es
T-Bi
llsPS
U/I
nst.
Bo
nds
Oth
ers
Mar
-10
17,1
1012
,137
10,8
256,
995
47,0
6836
.35
25.7
923
.00
14.8
6
2009
-10
327,
837
92,9
6186
,833
56,1
8556
3,81
658
.15
16.4
915
.40
9.97
Apr-
1030
,531
11,6
3713
,516
6,14
061
,824
49.3
818
.82
21.8
69.
93
May
-10
41,2
579,
614
16,3
835,
998
73,2
5156
.32
13.1
222
.37
8.19
Jun-
1029
,727
7,12
19,
081
4,21
450
,143
59.2
914
.20
18.1
18.
40
Jul-
1025
,441
9,58
79,
817
2,29
047
,135
53.9
720
.34
20.8
34.
86
Aug-
1025
,227
7,39
58,
363
4,12
345
,108
55.9
316
.39
18.5
49.
14
Sep-
1026
,628
5,59
49,
368
3,59
645
,186
58.9
312
.38
20.7
37.
96
Oct
-10
27,4
756,
942
7,31
44,
181
45,9
1359
.84
15.1
215
.93
9.11
Nov
-10
15,0
817,
578
7,33
02,
456
32,4
4446
.48
23.3
622
.59
7.57
Dec
-10
19,2
856,
226
6,09
02,
360
33,9
6256
.79
18.3
317
.93
6.95
Jan-
1125
,209
10,2
306,
458
3,32
345
,220
55.7
522
.62
14.2
87.
35
Feb-
1115
,671
8,52
97,
961
2,73
534
,897
44.9
124
.44
22.8
17.
84
Mar
-11
23,3
028,
260
7,90
44,
897
44,3
6352
.53
18.6
217
.82
11.0
4
2010
-11
304,
836
98,7
1310
9,58
646
,312
559,
447
54.4
917
.64
19.5
98.
28Ap
r-11
18,2
519,
615
7,80
84,
078
39,7
5245
.91
24.1
919
.64
10.2
6
May
-11
16,6
2011
,525
5,35
12,
854
36,3
5045
.72
31.7
114
.72
7.85
Jun-
1123
,583
11,2
8110
,531
5,42
850
,823
46.4
022
.20
20.7
210
.68
Jul-
1118
,522
12,5
9910
,031
5,82
146
,973
39.4
326
.82
21.3
612
.39
Aug-
1136
,176
4,99
210
,016
3,64
254
,826
65.9
89.
1118
.27
6.64
Sep-
1131
,628
8,14
48,
099
2,44
450
,314
62.8
616
.19
16.1
04.
86
Oct
-11
17,8
565,
727
10,0
092,
690
36,2
8249
.21
15.7
927
.59
7.41
Nov
-11
18,1
7011
,125
11,5
233,
029
43,8
4741
.44
25.3
726
.28
6.91
Dec
-11
45,5
7426
,397
12,9
594,
407
89,3
3751
.01
29.5
514
.51
4.93
Jan-
1247
,262
13,7
3410
,319
3,81
075
,125
62.9
118
.28
13.7
45.
07
Feb-
1228
,648
8,56
312
,845
5,73
855
,793
51.3
515
.35
23.0
210
.28
Mar
-12
22,5
7815
,816
10,4
124,
950
53,7
5742
.00
29.4
219
.37
9.21
2011
-12
324,
867
139,
519
119,
903
48,8
9063
3,17
951
.31
22.0
318
.94
7.72
59
Tabl
e 5-
3: P
arti
cipa
nt w
ise
Dis
trib
utio
n of
WD
M T
urno
ver
Mon
th/Y
ear
Turn
over
(In
`Cr
.) T
urno
ver
(In
%)
Trad
ing
Mem
bers
FIs/
MFs
/ Co
rpo-
rate
s
Prim
ary
Dea
lers
Indi
an
Bank
sFo
reig
n Ba
nks
Tota
l Tu
rnov
erTr
adin
g M
embe
rsFI
s/M
Fs/
Corp
o-ra
tes
Prim
ary
Dea
lers
Indi
an
Bank
sFo
reig
n Ba
nks
1994
-95
(Jun
-Mar
) 3
,921
436
1 9
60 1
,463
6,7
8157
.82
6.43
0.02
14.1
621
.57
1995
-96
2,78
790
213
83,
569
4,47
311
,868
23.4
87.
601.
1630
.07
37.6
919
96-9
79,
703
1,61
12,
579
12,6
8815
,698
42,2
7822
.95
3.81
6.10
30.0
137
.13
1997
-98
21,9
754,
784
13,4
1845
,885
25,2
0111
1,26
319
.75
4.30
12.0
641
.24
22.6
519
98-9
916
,327
5,20
015
,441
44,4
2424
,079
105,
469
15.4
84.
9314
.64
42.1
222
.83
1999
-00
56,6
7512
,716
59,0
7912
9,96
145
,785
304,
216
18.6
34.
1819
.42
42.7
215
.05
2000
-01
99,6
0217
,915
94,8
8814
3,74
672
,430
428,
582
23.2
44.
1822
.14
33.5
416
.90
2001
-02
222,
779
39,4
0321
3,11
834
6,67
212
5,21
994
7,19
123
.52
4.16
22.5
036
.60
13.2
220
02-0
326
5,14
540
,290
235,
435
414,
336
113,
496
1,06
8,70
124
.81
3.77
22.0
338
.77
10.6
220
03-0
445
8,00
160
,014
224,
131
478,
533
95,4
171,
316,
096
34.8
04.
5617
.03
36.3
67.
2520
04-0
530
1,32
545
,607
164,
149
265,
212
111,
000
887,
294
33.9
65.
1418
.50
29.8
912
.51
2005
-06
152,
215
18,6
4110
4,09
213
3,47
967
,096
475,
523
32.0
13.
9221
.89
28.0
714
.11
2006
-07
67,6
605,
916
43,4
2757
,033
45,0
7021
9,10
630
.88
2.70
19.8
226
.03
20.5
720
07-0
810
7,70
46,
606
24,3
9267
,135
76,4
8028
2,31
738
.15
2.34
8.64
23.7
827
.09
2008
-09
150,
014
11,4
0822
,106
60,8
5191
,573
335,
952
44.6
53.
406.
5818
.11
27.2
6Ap
r-09
23,3
701,
360
2,77
67,
784
10,3
6345
,653
51.1
92.
986.
0817
.05
22.7
May
-09
19,1
021,
256
1,92
17,
655
10,3
3240
,266
47.4
43.
124.
7719
.01
25.6
6Ju
n-09
19,9
041,
319
2,36
28,
290
12,6
9344
,568
44.6
62.
965.
3018
.60
28.4
8Ju
l-09
21,8
561,
286
2,79
712
,734
12,5
4951
,222
42.6
72.
515.
4624
.86
24.5
0Au
g-09
18,4
4395
61,
870
8,60
68,
358
38,2
3248
.24
2.50
4.89
22.5
121
.86
Sep-
0923
839
1637
2464
1584
814
886
58,6
7440
.63
2.79
4.2
27.0
125
.37
Oct
-09
2386
410
6717
5470
0110
045
43,7
3154
.57
2.44
4.01
16.0
122
.97
Nov
-09
31,5
831,
820
3,38
013
,578
14,6
3864
,999
48.5
92.
85.
220
.89
22.5
2D
ec-0
920
,519
1,34
52,
006
8,45
65,
241
37,5
6754
.62
3.58
5.34
22.5
113
.95
Jan-
1031
,604
810
1,10
18,
932
14,5
9057
,036
55.4
11.
421.
9315
.66
25.5
8
Cont
d...
60
Mon
th/Y
ear
Turn
over
(In
`Cr
.) T
urno
ver
(In
%)
Trad
ing
Mem
bers
FIs/
MFs
/ Co
rpo-
rate
s
Prim
ary
Dea
lers
Indi
an
Bank
sFo
reig
n Ba
nks
Tota
l Tu
rnov
erTr
adin
g M
embe
rsFI
s/M
Fs/
Corp
o-ra
tes
Prim
ary
Dea
lers
Indi
an
Bank
sFo
reig
n Ba
nks
Feb-
1016
,881
797
1,21
57,
270
8,63
734
,800
48.5
12.
293.
4920
.89
24.8
2M
ar-1
026
,626
1,11
62,
452
5,73
311
,141
47,0
6856
.57
2.37
5.21
12.1
823
.67
2009
-10
277,
592
14,7
6926
,096
111,
886
133,
472
563,
816
49.2
32.
634.
6319
.84
23.6
7Ap
r-10
31,3
511,
552
3,12
210
,980
14,8
1961
,824
50.7
12.
515.
0517
.76
23.9
7M
ay-1
034
,186
2,26
32,
073
12,4
4522
,283
73,2
5146
.67
3.09
2.83
16.9
930
.42
Jun-
1023
,627
1,82
02,
221
8,82
013
,654
50,1
4347
.12
3.63
4.43
17.5
927
.23
Jul-
1023
,855
1,37
62,
371
8,36
211
,171
47,1
3550
.61
2.92
5.03
17.7
423
.7Au
g-10
23,0
461,
006
2,74
77,
091
11,2
1845
,108
51.0
92.
236.
0915
.72
24.8
7Se
p-10
22,4
711,
387
2,02
04,
604
14,7
0445
,186
49.7
33.
074.
4710
.19
32.5
4O
ct-1
026
,850
1,14
81,
488
2,76
913
,659
45,9
1358
.48
2.5
3.24
6.03
29.7
5N
ov-1
020
,034
441
1,43
12,
625
7,91
332
,444
61.7
51.
364.
418.
0924
.39
Dec
-10
21,6
0079
51,
386
2,78
57,
397
33,9
6263
.62.
344.
088.
221
.78
Jan-
1126
,345
755
1,34
33,
636
13,1
4145
,220
58.2
61.
672.
978.
0429
.06
Feb-
1121
,081
541
1,43
43,
382
8,45
934
,897
60.4
11.
554.
119.
6924
.24
Mar
-11
24,9
1933
31,
943
5,74
111
,428
44,3
6356
.17
0.75
4.38
12.9
425
.76
2010
-11
299,
366
13,4
1723
,579
73,2
3914
9,84
655
9,44
753
.51
2.41
4.21
13.0
926
.78
Apr-
1126
,471
374
1,89
63,
486
7,52
539
,752
66.5
90.
944.
778.
7718
.93
May
-11
22,7
6330
91,
810
4,26
47,
205
36,3
5062
.62
0.85
4.98
11.7
319
.82
Jun-
1127
,490
1,17
92,
927
8,06
111
,166
50,8
2354
.09
2.32
5.76
15.8
621
.97
Jul-
1127
,475
1,97
32,
269
6,23
89,
019
46,9
7358
.49
4.20
4.83
13.2
819
.20
Aug-
1126
,848
3,24
03,
575
7,95
513
,208
54,8
2648
.97
5.91
6.52
14.5
124
.09
Sep-
1124
,538
2,81
32,
169
8,88
611
,909
50,3
1448
.77
5.59
4.31
17.6
623
.67
Oct
-11
21,0
431,
223
1,20
14,
321
8,49
436
,282
58.0
03.
373.
3111
.91
23.4
1N
ov-1
126
,900
820
1,27
25,
757
9,09
843
,847
61.3
51.
872.
9013
.13
20.7
5D
ec-1
147
,375
4,10
93,
913
14,9
1019
,029
89,3
3753
.03
4.60
4.38
16.6
921
.30
Jan-
1236
,661
4,60
52,
479
12,6
7418
,706
75,1
2548
.80
6.13
3.30
16.8
724
.90
Feb-
1227
,450
4,27
41,
506
11,9
6210
,601
55,7
9349
.20
7.66
2.70
21.4
419
.00
Mar
-12
30,1
523,
591
1,36
08,
053
10,6
0153
,757
56.0
96.
682.
5314
.98
19.7
220
11-1
234
5,16
728
,509
26,3
7796
,566
136,
559
633,
179
54.5
14.
514.
1715
.25
21.5
7
Cont
d...
61
Table 5-4: Share of Top ‘N’ Securities/Trading Members/Participants in Turnover in WDM Segment.
YearIn Percent
Top 5 Top 10 Top 25 Top 50 Top 100Securities1994-95 42.84 61.05 80.46 89.81 97.161995-96 57.59 69.46 79.60 86.58 93.241996-97 32.93 48.02 65.65 78.32 90.171997-98 30.65 46.92 71.25 85.00 92.151998-99 26.81 41.89 64.30 78.24 86.661999-00 37.11 55.57 82.12 90.73 95.282000-01 42.20 58.30 80.73 89.97 95.132001-02 51.61 68.50 88.73 94.32 97.192002-03 43.10 65.15 86.91 92.74 96.132003-04 37.06 54.43 81.58 90.66 95.142004-05 43.70 57.51 71.72 80.59 89.552005-06 47.42 59.78 72.02 81.04 89.362006-07 40.90 51.29 65.82 77.15 86.912007-08 39.65 53.31 68.35 79.64 89.552008-09 31.31 43.05 60.42 72.45 83.872009-10 24.19 35.14 53.05 65.63 77.892010-11 26.65 38.63 51.69 61.49 74.222011-12 36.35 44.22 52.63 61.54 72.09Trading Members1994-95 51.99 73.05 95.37 100.00 -1995-96 44.36 68.58 96.10 100.00 -1996-97 30.02 51.27 91.57 99.96 100.001997-98 27.17 47.85 83.38 99.82 100.001998-99 29.87 50.45 86.55 99.98 100.001999-00 32.38 53.41 84.46 100.00 -2000-01 35.17 54.25 86.82 100.00 -2001-02 35.18 58.68 88.36 100.00 -2002-03 31.77 53.71 85.49 100.00 -2003-04 30.72 53.01 86.71 100.00 -2004-05 35.75 56.84 86.74 100.00 -2005-06 39.68 60.63 89.38 100.00 -2006-07 57.75 78.01 96.43 100.00 -2007-08 65.32 80.24 97.60 100.00 -2008-09 69.92 82.89 98.38 100.00 -2009-10 73.72 85.28 97.98 100.00 -2010-11 73.58 86.08 98.72 100.00 -2011-12 77.50 89.14 99.41 100.00 -Participants1994-95 18.37 27.38 38.40 42.20 -1995-96 29.66 47.15 70.49 76.32 76.581996-97 25.27 44.92 67.00 76.33 77.101997-98 23.60 38.96 65.59 77.96 80.221998-99 22.47 37.39 62.79 79.27 84.511999-00 15.54 27.87 52.51 74.76 81.322000-01 17.51 28.85 50.64 69.72 76.782001-02 17.49 29.25 50.19 69.16 76.492002-03 17.27 28.29 49.22 68.14 75.202003-04 16.66 25.96 44.25 59.87 65.172004-05 16.82 28.64 47.24 61.71 66.002005-06 17.50 30.53 53.61 65.84 67.972006-07 25.85 40.65 59.99 68.17 69.092007-08 28.36 40.64 55.58 61.77 61.842008-09 24.08 38.24 51.19 55.34 55.382009-10 23.40 36.87 47.64 50.77 -2010-11 23.52 35.89 44.63 46.51 -2011-12 20.60 33.77 44.64 45.50 -
62
Tabl
e 5-
5: M
arke
t Ca
pita
lisa
tion
of
WD
M S
ecur
itie
s
Mon
th/
Year
Gov
t.
Secu
riti
esPS
U b
onds
Stat
e lo
ans
T-bi
llsO
ther
sTo
tal
Tota
lG
ovt.
Se
curi
ties
PSU
bon
dsSt
ate
loan
sT-
bills
Oth
ers
(`cr
)(U
S$bn
)(i
nper
cent
)
Jun-
9460
,719
20,4
391,
833
18,4
7620
,052
121,
518
38.6
649
.97
16.8
21.
5115
.20
16.5
0
Mar
-95
86,1
7525
,675
5,86
717
,129
23,3
3415
8,18
150
.33
54.4
816
.23
3.71
10.8
314
.75
Mar
-96
125,
492
30,0
7413
,850
8,45
229
,915
207,
783
60.4
960
.40
14.4
76.
674.
0714
.40
Mar
-97
169,
830
36,2
1118
,891
13,4
6054
,380
292,
772
81.6
058
.01
12.3
76.
454.
6018
.57
Mar
-98
196,
290
35,3
2323
,989
17,4
9770
,091
343,
191
86.8
257
.20
10.2
96.
995.
1020
.42
Mar
-99
260,
002
34,9
9430
,516
11,2
9274
,666
411,
470
96.9
863
.19
8.50
7.42
2.74
18.1
5
Mar
-00
319,
865
39,3
5739
,477
15,3
4579
,989
494,
033
113.
2664
.75
7.97
7.99
3.11
16.1
9
Mar
-01
397,
228
36,3
6544
,624
17,7
2584
,894
580,
836
124.
5468
.39
6.26
7.68
3.05
14.6
2
Mar
-02
542,
601
39,9
4461
,385
23,8
4989
,016
756,
794
155.
7271
.70
5.28
8.11
3.15
11.7
6
Mar
-03
658,
002
38,3
8372
,094
34,9
1961
,084
864,
481
182.
0076
.12
4.44
8.34
4.04
7.06
Mar
-04
959,
302
56,8
3279
,340
32,6
9287
,698
1,21
5,86
428
0.22
78.9
04.
676.
532.
697.
21
Mar
-05
1,00
6,10
768
,398
223,
208
73,5
0290
,519
1,46
1,73
433
4.11
68.8
34.
6815
.27
5.03
6.19
Mar
-06
1,05
9,78
988
,716
241,
927
70,1
8610
6,95
61,
567,
574
351.
4067
.61
5.66
15.4
34.
486.
82
Mar
-07
1,18
2,27
889
,628
249,
847
115,
183
147,
865
1,78
4,80
140
9.45
66.2
45.
0214
.00
6.45
8.28
Mar
-08
1,39
2,21
996
,268
315,
661
111,
562
207,
636
2,12
3,34
653
1.23
65.5
74.
5314
.87
5.25
9.77
Mar
-09
1,84
9,97
112
9,49
942
2,36
214
7,61
729
8,86
72,
848,
315
559.
0464
.95
4.55
14.8
35.
1810
.49
Apr-
091,
959,
534
131,
993
423,
688
161,
591
311,
526
2,98
8,33
266
2.01
65.5
74.
4214
.18
5.41
10.4
2
May
-09
1,98
3,74
013
5,13
943
1,37
114
6,53
131
1,62
63,
008,
407
666.
4665
.94
4.49
14.3
44.
8710
.36
Jun-
092,
034,
163
136,
587
436,
946
145,
391
322,
819
3,07
5,90
568
1.41
66.1
34.
4414
.21
4.73
10.5
0
Jul-
092,
065,
255
138,
718
446,
610
139,
816
327,
377
3,11
7,77
669
0.69
66.2
44.
4514
.32
4.48
10.5
0
Aug-
091,
898,
003
144,
572
457,
731
137,
492
332,
661
2,97
0,45
965
8.05
63.9
04.
8715
.41
4.63
11.2
0
Sep-
091,
932,
681
145,
624
472,
392
137,
580
336,
139
3,02
4,41
767
0.01
63.9
04.
8115
.62
4.55
11.1
1
Oct
-09
1,96
1,34
915
1,36
448
6,36
313
3,61
534
0,04
23,
072,
733
680.
7163
.83
4.93
15.8
34.
3511
.07
Nov
-09
1,97
0,00
215
3,57
749
7,65
213
2,53
834
5,44
43,
099,
214
686.
5863
.56
4.96
16.0
64.
2811
.15
Dec
-09
1,97
9,33
915
5,92
750
9,72
213
4,38
835
0,37
23,
129,
747
693.
3463
.24
4.98
16.2
94.
2911
.19
Cont
d...
63
Cont
d...
Mon
th/
Year
Gov
t.
Secu
riti
esPS
U b
onds
Stat
e lo
ans
T-bi
llsO
ther
sTo
tal
Tota
lG
ovt.
Se
curi
ties
PSU
bon
dsSt
ate
loan
sT-
bills
Oth
ers
(`cr
)(U
S$bn
)(i
nper
cent
)
Jan-
101,
966,
140
161,
856
516,
934
133,
224
360,
024
3,13
8,17
769
5.21
62.6
55.
1616
.47
4.25
11.4
7
Feb-
101,
956,
862
163,
590
530,
091
133,
186
369,
630
3,15
3,36
069
8.57
62.0
65.
1916
.81
4.22
11.7
2
Mar
-10
1,95
0,43
616
2,97
953
6,99
613
5,69
637
9,82
33,
165,
929
701.
3661
.61
5.15
16.9
64.
2912
.00
Apr-
101,
995,
829
167,
302
541,
019
134,
479
384,
368
3,22
2,99
772
1.84
61.9
25.
1916
.79
4.17
11.9
3
May
-10
2,01
1,40
417
2,41
754
9,11
315
4,58
739
7,61
33,
285,
134
735.
7561
.23
5.25
16.7
24.
7112
.10
Jun-
102,
019,
550
178,
333
554,
731
129,
665
402,
536
3,28
4,81
473
5.68
61.4
85.
4316
.89
3.95
12.2
5
Jul-
102,
004,
452
182,
905
559,
810
114,
850
414,
717
3,27
6,73
473
3.87
61.1
75.
5817
.08
3.51
12.6
6
Aug-
102,
059,
461
182,
624
565,
817
120,
485
421,
803
3,35
0,19
075
0.32
61.4
75.
4516
.89
3.60
12.5
9
Sep-
102,
092,
803
182,
557
572,
476
116,
696
425,
451
3,38
9,98
375
9.23
61.7
35.
3916
.89
3.44
12.5
5
Oct
-10
2,12
6,72
918
2,11
158
2,94
912
6,16
643
3,04
93,
451,
003
772.
9061
.63
5.28
16.8
93.
6612
.55
Nov
-10
2,15
9,03
318
7,36
459
0,05
811
5,44
243
4,35
23,
486,
249
780.
7961
.93
5.37
16.9
33.
3112
.46
Dec
-10
2,18
6,98
919
0,17
859
5,86
512
3,77
243
7,95
83,
534,
761
791.
6661
.87
5.38
16.8
63.
5012
.39
Jan-
112,
180,
224
191,
878
602,
331
124,
573
444,
586
3,54
3,59
279
3.64
61.5
35.
4117
.00
3.52
12.5
5
Feb-
112,
183,
077
190,
984
613,
974
125,
027
450,
664
3,56
3,72
579
8.15
61.2
65.
3617
.23
3.51
12.6
5
Mar
-11
2,18
5,72
119
0,92
262
2,06
913
7,67
745
8,48
83,
594,
877
805.
1260
.80
5.31
17.3
03.
8312
.75
Apr-
112,
214,
424
194,
064
628,
453
159,
595
461,
501
3,65
8,03
871
5.07
60.5
45.
3117
.18
4.36
12.6
2
May
-11
2,22
4,50
819
4,94
063
1,89
518
8,57
646
6,62
13,
706,
540
724.
5560
.02
5.26
17.0
55.
0912
.59
Jun-
112,
250,
868
201,
024
640,
959
209,
588
469,
598
3,77
2,03
873
7.35
59.6
75.
3316
.99
5.56
12.4
5
Jul-
112,
239,
863
206,
755
651,
495
232,
757
473,
888
3,80
4,75
774
3.75
58.8
75.
4317
.12
6.12
12.4
6
Aug-
112,
297,
639
213,
991
663,
561
236,
368
477,
417
3,88
8,97
676
0.21
59.0
85.
5017
.06
6.08
12.2
8
Sep-
112,
305,
223
220,
583
674,
033
215,
321
480,
439
3,89
5,59
976
1.51
59.1
85.
6617
.30
5.53
12.3
3
Oct
-11
2,32
5,20
622
2,90
968
4,55
921
8,16
048
5,50
13,
936,
334
769.
4759
.07
5.66
17.3
95.
5412
.33
Nov
-11
2,36
1,71
022
5,67
469
5,63
021
9,23
849
3,17
03,
995,
422
781.
0259
.11
5.65
17.4
15.
4912
.34
Dec
-11
2,39
1,79
423
4,87
870
8,25
420
6,85
850
6,37
44,
048,
159
791.
3359
.08
5.80
17.5
05.
1112
.51
Jan-
122,
418,
327
238,
085
724,
228
226,
246
521,
888
4,12
8,77
480
7.09
58.5
75.
7717
.54
5.48
12.6
4
Feb-
122,
469,
341
239,
966
739,
241
253,
073
536,
506
4,23
8,12
982
8.46
58.2
65.
6617
.44
5.97
12.6
6
Mar
-12
2,47
2,17
924
4,16
575
7,28
125
9,27
153
9,84
14,
272,
736
835.
2357
.86
5.71
17.7
26.
0712
.63
64
Table 5-6: FIMMDA NSE MIBID/MIBOR Rates 2011-12
Month/Date
Overnight at 9:40 A.M
3 Day at 9:40 a.m. *
14 day at 11:30 a.m.
1 month rate 11:30 a.m.
3 month rate at 11:30 a.m.
MIBID MIBOR MIBID MIBOR MIBID MIBOR MIBID MIBOR MIBID MIBOR
Apr-11 6.82 6.89 6.82 6.89 7.31 7.67 7.79 8.24 8.68 9.06
May-11 7.34 7.40 7.40 7.45 7.87 8.18 8.51 8.90 9.31 9.70
Jun-11 7.70 7.75 7.70 7.75 8.32 8.64 8.75 9.07 9.15 9.43
Jul-11 7.97 8.04 7.96 8.03 8.35 8.66 8.78 9.05 9.16 9.41
Aug-11 8.01 8.06 7.97 8.02 8.34 8.67 8.71 9.05 9.12 9.50
Sep-11 8.27 8.32 8.27 8.33 8.73 9.01 8.96 9.24 9.23 9.51
Oct-11 8.53 8.58 8.53 8.58 8.65 8.98 8.99 9.27 9.3 9.57
Nov-11 8.56 8.60 8.62 8.67 8.79 9.06 9.05 9.31 9.34 9.63
Dec-11 8.91 8.99 8.91 8.97 9.50 9.69 9.53 9.80 9.55 9.84
Jan-12 9.00 9.08 9.11 9.19 9.25 9.45 9.43 9.68 9.62 9.91
Feb-12 8.96 9.02 8.72 8.76 9.25 9.53 9.68 9.97 9.99 10.28
Mar-12 11.37 11.99 14.02 14.96 10.48 10.90 10.90 11.32 10.71 11.09
* last 3 day rate for each month
Table 5-7: 1-day Value-at-Risk (99%) for Government of India Securities Traded as on March 30, 2012
Sec_type
Security Issue_Name
Normal Weighted Normal
Historical_Simulation
Weighted Historical_Simulation
EVT Clean Price (off NSE-ZCYC)
Accrued_Interest
GS CG2012 7.40% 0.1300 0.1620 0.1700 0.1610 0.1400 99.8860 3.0005
GS CG2013 7.27% 0.8800 1.2580 1.0860 1.3780 0.9660 98.1570 0.5452
GS CG2016 12.30% 1.0750 1.1010 1.2460 1.5210 1.0260 112.4650 3.0067
GS CG2018 7.83% 1.2080 0.7660 1.3550 0.8870 1.0570 95.7230 3.6757
GS CG2020 7.80% 1.3660 0.6200 1.4300 0.5850 1.1990 94.3320 3.1850
GS CG2021 7.80% 1.4720 0.6410 1.5280 0.6120 1.3140 93.8180 3.6617
GS CG2021 8.79% 1.4990 0.6390 1.6200 0.6320 1.3340 99.8410 3.4672
GS CG2024 9.15% 1.9660 0.8040 2.1560 0.6890 1.8080 102.2310 3.4567
GS CG2027 8.26% 2.6300 1.1890 3.1600 2.1520 2.4220 94.8170 1.3308
GS CG2041 8.83% 5.4220 4.5360 7.5500 3.8960 5.1780 98.5210 2.6490
TB 182D 80612 0.2380 0.3080 0.3000 0.3100 0.2590 98.3910 0
TB 182D 110512 0.1530 0.1920 0.1940 0.4640 0.1650 99.0320 0
TB 182D 170812 0.4140 0.5600 0.5310 0.5710 0.4550 96.8070 0
Contd...
65
Sec_type
Security Issue_Name
Normal Weighted Normal
Historical_Simulation
Weighted Historical_Simulation
EVT Clean Price (off NSE-ZCYC)
Accrued_Interest
TB 182D 280912 0.5000 0.6890 0.6380 0.7150 0.5550 95.8690 0
TB 364D 21112 0.5630 0.7840 0.7250 0.8240 0.6240 95.0920 0
TB 364D 51012 0.5130 0.7090 0.6560 0.7330 0.5710 95.7130 0
TB 364D 80313 0.7390 1.0540 0.9030 1.1260 0.8110 92.3470 0
TB 364D 110113 0.6690 0.9470 0.8150 2.2700 0.7320 93.5580 0
TB 364D 141212 0.6290 0.8860 0.7660 2.1680 0.6940 94.1690 0
TB 364D 150612 0.2580 0.3360 0.3250 0.8080 0.2820 98.2320 0
TB 364D 161112 0.5860 0.8200 0.7500 0.8520 0.6460 94.7830 0
TB 364D 190412 0.0770 0.0940 0.1000 0.0930 0.0830 99.5380 0
TB 364D 191012 0.5380 0.7470 0.6920 0.7810 0.6010 95.4020 0
TB 364D 220213 0.7230 1.0290 0.8910 1.0980 0.7910 92.6480 0
TB 364D 240812 0.4290 0.5830 0.5480 0.5930 0.4770 96.6510 0
TB 364D 280612 0.2940 0.3850 0.3750 0.9300 0.3220 97.9360 0
TB 364D 301112 0.6080 0.8540 0.7590 0.8860 0.6690 94.4760 0
TB 91D 60412 0.0280 0.0340 0.0370 0.0330 0.0300 99.8380 0
Note: 1-day VaR(99%) measure for GoI Securities that traded on NSE-WDM
Table 5-8: Corporate Bond trades at NSE (2011-12)
Month/Year No. of Trades Traded Value (` crore)
Apr-11 499 11,886
May-11 370 8,205
Jun-11 719 15,960
Jul-11 915 15,852
Aug-11 718 13,658
Sep-11 710 10,543
Oct-11 913 12,699
Nov-11 589 14,552
Dec-11 888 17,365
Jan-12 1,600 19,152
Feb-12 1,878 29,472
Mar-12 2,178 24,207
2011-12 11,977 193,550
Contd...
66
Equity Futures & Options Segment 6
68
69
6
Cont
d...
Equity Futures & Options SegmentTa
ble
6-1:
Bus
ines
s G
row
th o
f Fu
ture
s &
Opt
ions
Mar
ket
Segm
ent
Mont
h/Ye
arIn
dex
Futu
res
Stoc
k Fu
ture
s In
dex
Optio
nsCa
ll Pu
t St
ock
Optio
nsCa
ll Pu
tTo
tal
Aver
age
Daily
Trad
ing V
olum
e
Cont
ract
s Tr
aded
Trad
ing
Volu
me
No.
of
Cont
ract
s Tr
aded
Trad
ing
Valu
eNo
. of C
on-
tract
s Tr
aded
Notio
nal
Trad
ing
Volu
me
No. o
f Co
ntra
cts
Trad
ed
Notio
nal
Trad
ing
Volu
me
No. o
f Co
ntra
cts
Trad
ed
Not
iona
l Tr
adin
g Vo
lum
e
No. o
f Co
ntra
cts
Trad
ed
Notio
nal
Trad
ing
Volu
me
No. o
f Con
-tra
cts T
rade
dTr
adin
g Vol
ume
(No.
) (`
cr.)
(` cr
)(`
cr)
(` cr
)(`
cr)
(`cr
)(U
S $ b
n)(`
cr)
(US $
bn)
Jun-
00-
toMa
r-01
90,5
802,
365
--
--
--
--
--
90,5
802,
365
0.55
120.
00
2001
-02
1,02
5,58
821
,482
1,95
7,85
651
,516
113,
974
2,46
661
,926
1,30
076
8,15
918
,780
269,
370
6,38
34,
196,
873
101,
927
20.8
941
30.
01
2002
-03
2,12
6,76
343
,951
10,6
76,8
4328
6,53
226
9,67
45,
670
172,
567
3,57
72,
456,
501
69,6
441,
066,
561
30,4
8916
,768
,909
439,
864
92.6
01,
752
0.37
2003
-04
17,1
91,6
6855
4,46
232
,368
,842
1,30
5,94
91,
043,
894
31,8
0168
8,52
021
,022
4,24
8,14
916
8,17
41,
334,
922
49,0
3856
,886
,776
2,13
0,64
949
1.05
8,38
81.
93
2004
-05
21,6
35,4
4977
2,17
447
,043
,066
1,48
4,06
71,
870,
647
69,3
731,
422,
911
52,5
813,
946,
979
132,
066
1,09
8,13
336
,792
77,0
17,1
852,
547,
053
582.
1810
,067
2.30
2005
-06
58,5
37,8
861,
513,
791
79,5
86,8
522,
791,
721
6,41
3,46
716
8,63
26,
521,
649
169,
837
4,16
5,99
614
3,75
21,
074,
780
36,5
1815
6,30
0,63
04,
824,
250
1,08
1.43
19,2
204.
31
2006
-07
81,4
87,4
242,
539,
575
104,
955,
401
3,83
0,97
212
,632
,349
398,
219
12,5
25,0
8939
3,69
34,
394,
292
161,
902
889,
018
31,9
0921
6,88
3,57
37,
356,
271
1,68
7.61
29,5
436.
78
2007
-08
156,
598,
579
3,82
0,66
720
3,58
7,95
27,
548,
563
26,6
67,8
8266
8,81
628
,698
,156
693,
295
8,00
2,71
330
8,44
31,
457,
918
50,6
9342
5,01
3,20
013
,090
,478
3,27
5.08
52,1
5313
.05
2008
-09
210,
428,
103
3,57
0,11
122
1,57
7,98
03,
479,
642
110,
431,
974
2,00
2,54
410
1,65
6,47
01,
728,
957
9,76
2,96
817
1,84
33,
533,
002
57,3
8465
7,39
0,49
711
,010
,482
2,16
1.04
45,3
118.
89
2009
-10
178,
306,
889
3,93
4,38
914
5,59
1,24
05,
195,
247
167,
683,
928
4,04
9,26
617
3,69
5,59
53,
978,
699
10,6
14,1
4738
9,15
83,
402,
123
116,
907
679,
293,
922
17,6
63,6
653,
913.
0872
,392
16.0
4
Apr-1
010
,785
,388
279,
572
11,4
18,9
7540
9,84
416
,303
,127
441,
522
17,7
73,2
1646
3,95
01,
465,
075
57,6
9248
4,78
919
,039
58,2
30,5
701,
671,
620
374.
3883
,581
18.7
2
May-
1016
,843
,664
395,
613
13,8
86,5
8043
1,59
323
,502
,366
611,
699
24,3
89,0
3660
5,75
91,
696,
094
58,5
3764
2,77
521
,296
80,9
60,5
152,
124,
496
475.
8110
1,16
622
.66
Jun-
1015
,434
,326
372,
266
14,1
56,1
9142
1,84
320
,596
,147
549,
698
24,6
13,4
1562
0,24
51,
657,
220
52,2
9762
0,79
019
,250
77,0
78,0
892,
035,
599
455.
9092
,527
20.7
2
Jul-1
011
,530
,614
289,
423
14,8
77,9
9642
3,42
218
,231
,436
501,
798
20,6
57,5
7754
1,55
61,
879,
794
56,7
2357
9,39
016
,988
67,7
56,8
071,
829,
910
409.
8383
,178
18.6
3
Aug-
1011
,566
,700
299,
130
16,6
20,1
9449
6,26
719
,036
,006
532,
013
23,4
00,9
7862
5,45
32,
340,
573
76,8
2074
7,57
424
,045
73,7
12,0
252,
053,
728
459.
9693
,351
20.9
1
Sep-
1013
,736
,522
383,
872
17,8
65,7
6555
5,58
127
,314
,589
813,
116
30,8
49,4
5887
5,35
32,
584,
821
84,9
5473
8,49
423
,516
93,0
89,6
492,
736,
392
612.
8513
0,30
429
.18
Oct-1
013
,795
,612
402,
457
18,3
81,0
7460
8,83
027
,772
,294
871,
865
27,7
77,6
6383
3,64
92,
457,
385
86,7
9661
6,99
520
,897
90,8
01,0
232,
824,
493
632.
5913
4,50
030
.12
70
Cont
d...
Mont
h/Ye
arIn
dex
Futu
res
Stoc
k Fu
ture
s In
dex
Optio
nsCa
ll Pu
t St
ock
Optio
nsCa
ll Pu
tTo
tal
Aver
age
Daily
Trad
ing V
olum
e
Cont
ract
s Tr
aded
Trad
ing
Volu
me
No.
of
Cont
ract
s Tr
aded
Trad
ing
Valu
eNo
. of C
on-
tract
s Tr
aded
Notio
nal
Trad
ing
Volu
me
No. o
f Co
ntra
cts
Trad
ed
Notio
nal
Trad
ing
Volu
me
No. o
f Co
ntra
cts
Trad
ed
Not
iona
l Tr
adin
g Vo
lum
e
No. o
f Co
ntra
cts
Trad
ed
Notio
nal
Trad
ing
Volu
me
No. o
f Con
-tra
cts T
rade
dTr
adin
g Vol
ume
(No.
) (`
cr.)
(` cr
)(`
cr)
(` cr
)(`
cr)
(`cr
)(U
S $ b
n)(`
cr)
(US $
bn)
Nov-
1014
,761
,031
424,
789
18,3
64,4
3753
9,87
230
,496
,310
946,
324
32,1
22,1
5195
6,62
02,
324,
075
75,7
8673
1,24
622
,455
98,7
99,2
502,
965,
846
664.
2414
1,23
131
.63
Dec-
1011
,406
,712
322,
793
15,4
09,7
6443
2,64
424
,533
,340
751,
192
26,1
51,0
9176
8,08
82,
021,
545
61,3
5671
9,86
721
,035
80,2
42,3
192,
357,
109
527.
9110
7,14
124
.00
Jan-
1114
,095
,425
384,
484
14,8
23,0
6441
1,14
933
,393
,126
996,
718
33,6
45,5
3196
5,79
72,
035,
556
61,7
8773
6,05
321
,898
98,7
28,7
552,
841,
834
636.
4714
2,09
231
.82
Feb-
1115
,734
,318
402,
759
16,0
48,0
8240
1,30
737
,924
,368
1,05
9,76
636
,681
,957
984,
587
2,07
0,07
856
,955
906,
631
23,9
2110
9,36
5,43
42,
929,
295
656.
0614
6,46
532
.80
Mar-1
115
,333
,341
399,
595
14,1
89,3
3736
3,40
535
,430
,135
1,01
4,99
038
,043
,240
1,03
3,60
71,
741,
344
47,4
0671
0,22
918
,897
105,
447,
626
2,87
7,90
064
4.55
130,
814
29.3
0
2010
-11
165,
023,
653
4,35
6,75
518
6,04
1,45
95,
495,
757
314,
533,
244
9,09
0,70
233
6,10
5,31
39,
274,
664
24,2
73,5
6077
7,10
98,
234,
833
253,
235
1,03
4,21
2,06
229
,248
,221
6,55
0.55
115,
150
25.7
9
Apr-1
110
,271
,439
282,
303
12,8
80,7
0535
3,15
928
,212
,015
843,
835
27,8
19,3
3880
2,04
61,
755,
056
52,7
8560
1,46
117
,173
81,5
40,0
142,
351,
300
459.
6313
0,62
825
.53
May-
1111
,888
,838
305,
745
13,4
74,4
5533
6,68
936
,280
,374
1,02
7,31
331
,754
,162
865,
584
1,87
3,59
550
,101
770,
401
19,7
0796
,041
,825
2,60
5,13
850
9.25
118,
415
23.1
5
Jun-
1110
,313
,335
265,
178
12,9
93,3
5132
2,69
533
,130
,753
928,
533
31,7
02,5
7285
6,03
81,
865,
161
47,5
2073
9,16
718
,214
90,7
44,3
392,
438,
177
476.
6111
0,82
621
.66
Jul-1
110
,048
,859
265,
641
12,2
60,0
2034
9,89
133
,395
,753
957,
647
32,8
72,6
8491
0,07
91,
951,
542
57,7
3484
8,88
823
,974
91,3
77,7
462,
564,
965
501.
4012
2,14
123
.88
Aug-
1114
,585
,694
347,
177
13,3
66,5
3733
3,79
141
,974
,923
1,10
7,82
544
,166
,928
1,10
1,69
81,
942,
086
51,8
0184
9,59
321
,457
116,
885,
761
2,96
3,74
957
9.35
141,
131
27.5
9
Sep-
1114
,796
,435
346,
826
13,3
29,9
2632
6,29
039
,308
,648
1,01
7,49
143
,813
,388
1,06
8,23
92,
017,
590
51,5
751,
039,
658
24,8
4311
4,30
5,64
52,
835,
264
554.
2313
5,01
326
.39
Oct-1
111
,289
,988
265,
945
11,3
58,6
2527
9,97
130
,205
,915
791,
213
33,7
44,6
8882
9,90
51,
636,
032
43,3
7290
5,53
622
,814
89,1
40,7
842,
233,
221
436.
5511
7,53
822
.98
Nov-
1113
,469
,578
312,
139
13,3
98,1
6530
5,42
140
,898
,635
1,05
5,21
939
,644
,152
972,
017
1,92
7,40
547
,176
1,02
4,49
424
,586
110,
362,
429
2,71
6,55
953
1.03
135,
828
26.5
5
Dec-
1113
,886
,601
307,
198
12,7
55,9
9327
9,92
145
,273
,935
1,13
2,42
741
,606
,078
976,
324
2,03
1,46
446
,806
1,19
3,94
326
,188
116,
748,
014
2,76
8,86
354
1.25
131,
851
25.7
7
Jan-
1210
,856
,475
250,
738
13,9
58,0
3035
0,84
829
,804
,342
759,
484
32,6
19,6
9978
3,05
82,
678,
358
70,8
051,
479,
438
36,5
5491
,396
,342
2,25
1,48
744
0.12
102,
340
20.0
1
Feb-
1211
,289
,436
291,
138
15,3
06,0
2145
1,86
930
,011
,709
842,
314
35,3
04,4
3993
4,90
62,
673,
087
83,4
951,
354,
968
38,0
5695
,939
,660
2,64
1,77
851
6.41
132,
089
25.8
2
Mar-1
213
,492
,062
337,
972
13,2
62,7
8938
4,12
639
,537
,675
1,09
1,00
140
,934
,931
1,06
5,83
62,
213,
907
68,6
001,
121,
541
31,6
9611
0,56
2,90
52,
979,
231
582.
3813
5,42
026
.47
2011
-12
146,
188,
740
3,57
7,99
815
8,34
4,61
74,
074,
671
428,
034,
677
11,5
54,3
0143
5,98
3,05
911
,165
,731
24,5
65,2
8367
1,77
011
,929
,088
305,
261
1,20
5,04
5,46
431
,349
,732
6,12
8.20
125,
903
24.6
1
71
Table 6-2: Benchmark Indices Contracts & Trading Volume in F&O Segment of NSE (2011-12)
Products Underlying No. of Contracts Turnover
`cr. US $ bn
NIFTY S&P CNX Nifty 973,945,670 25,600,013 5,004.25
BANKNIFTY BANK Nifty 20,618,220 514,284 100.53
MINIFTY S&P CNX Nifty 14,675,624 153,763 30.06
CNXIT CNX IT 69,758 2,162 0.42
Nifty Midcap 50 Nifty Midcap 50 9,222 264 0.05
CNXINFRA CNXINFRA 5,212 125 0.02
CNXPSE CNXPSE 4,180 83 0.02
DJIA DJIA 487,787 14,865 2.91
LEAPS S&P CNX Nifty 603,756 16,998 3.32
TOTAL 1,010,419,429 26,302,557 5,141.59
Table 6-3: Internet Trading in the F&O Segment of the Exchange
Year Enabled members *
Registered clients *
Internet Trading Value
Internet Trading Value
% of Total Trading Volume(`cr.) (US $ bn)
2006-07 242 1,616,218 1,214,961 278.73 8.26
2007-08 305 3,432,771 2,417,165 604.75 9.24
2008-09 337 4,426,577 1,686,208 330.95 7.66
2009-10 356 3,529,947 2,694,513 596.92 7.63
2010-11 380 4,363,400 4,318,184 967.12 7.38
2011-12 421 4,151,677 4,910,582 959.91 7.83
* At the end of fi nancial year.
Table 6-4: Records Achieved in the F&O Segment : 2011-12
Product Traded Value (` in crores) (US $ mn) Date
Index Futures 29,129 569.40 26-Apr-11
Stock Futures 43,918 858.50 22-Feb-12
Index Options 198,017 3,870.80 24-Nov-11
Stock Options 9,009 176.12 17-Feb-12
Total F&O Traded Value 259,285 5,068.46 24-Nov-11
72
Table 6-5: Participant wise Trading Value in the F&O Segment (2011-12)
Month/Year
Institutional investors Retail Proprietary
Gross Traded Value % to GrossTurn-over
Gross Traded Value % to GrossTurn-over
Gross Traded Value % to GrossTurn-over
` crore US $ bn ` crore US $ bn ` crore US $ bn
2007-08 3,256,034 814.62 12.44 16,485,724 4,124.52 62.97 6,439,196 1,611.01 24.59
2008-09 2,944,454 577.91 13.37 12,250,029 2,404.32 55.63 6,826,484 1,339.84 31.00
2009-10 4,772,915 1,057.36 13.51 19,378,966 4,293.08 54.86 11,175,447 2,475.73 31.63
Apr-10 424,873 95.16 12.71 1,822,859 408.26 54.52 1,095,508 245.35 32.77
May-10 624,790 139.93 14.70 2,138,386 478.92 50.33 1,485,815 332.77 34.97
Jun-10 559,492 125.31 13.74 2,077,989 465.40 51.04 1,433,718 321.10 35.22
Jul-10 504,995 113.10 13.80 1,877,529 420.50 51.3 1,277,296 286.07 34.9
Aug-10 572,151 128.14 13.93 2,109,255 472.40 51.35 1,426,050 319.38 34.72
Sep-10 660,993 148.04 12.08 2,781,964 623.06 50.83 2,029,827 454.61 37.09
Oct-10 636,181 142.48 11.26 2,871,131 643.03 50.83 2,141,674 479.66 37.91
Nov-10 766,117 171.58 12.92 2,864,322 641.51 48.29 2,301,253 515.40 38.8
Dec-10 550,826 123.37 11.68 2,299,762 515.06 48.78 1,863,630 417.39 39.54
Jan-11 715,846 160.32 12.59 2,619,239 586.62 46.08 2,348,583 526.00 41.33
Feb-11 735,189 164.66 12.55 2,621,110 587.03 44.74 2,502,290 560.42 42.71
Mar-11 672,242 150.56 11.68 2,678,890 599.98 46.54 2,404,669 538.56 41.78
2010-11 7,423,695 1,662.64 12.69 28,762,436 6,441.75 49.17 22,310,313 4,996.71 38.14
Apr-11 555,194 108.53 11.81 2,215,441 433.07 47.11 1,931,966 377.66 41.08
May-11 637,960 124.71 12.24 2,386,254 466.46 45.8 2,186,062 427.33 41.96
Jun-11 587,363 114.82 12.05 2,176,061 425.37 44.62 2,112,930 413.03 43.33
Jul-11 654,761 127.99 12.77 2,263,419 442.45 44.12 2,211,749 432.35 43.11
Aug-11 918,819 179.61 15.50 2,381,401 465.51 40.18 2,627,278 513.58 44.32
Sep-11 895,482 175.05 15.79 2,207,121 431.44 38.92 2,567,925 501.97 45.29
Oct-11 730,670 142.83 16.36 1,810,926 354.00 40.55 1,924,847 376.27 43.09
Nov-11 1,003,943 196.25 18.48 2,064,302 403.53 37.99 2,364,872 462.28 43.53
Dec-11 1,110,140 217.01 20.05 1,955,960 382.35 35.32 2,471,624 483.15 44.63
Jan-12 824,514 161.17 18.31 1,711,796 334.62 38.01 1,966,664 384.44 43.67
Feb-12 1,030,012 201.35 19.49 2,042,642 399.29 38.66 2,210,903 432.18 41.84
Mar-12 1,221,847 238.84 20.51 2,159,190 422.08 36.24 2,577,425 503.83 43.26
2011-12 10,170,705 1,988.15 16.22 25,374,513 4,960.17 40.47 27,154,245 5,308.07 43.31
73
Table 6-6: Number of members in different turnover brackets in Futures and Options Segment
Upto ` 10 crores
` 10 crores upto ` 50
crores
` 50 crores upto `250
crores
` 250 crores upto `500
crores
` 500 crores upto `1000
crores
` 1000 crores and more
2007-08 12 13 45 37 54 691
2008-09 21 28 81 65 91 661
2009-10 19 38 68 48 67 780
Apr-10 63 109 226 118 121 346
May-10 60 101 208 123 118 380
Jun-10 68 107 207 122 119 380
Jul-10 69 107 221 120 118 367
Aug-10 62 110 212 121 128 384
Sep-10 60 100 193 122 133 419
Oct-10 57 99 185 116 130 441
Nov-10 57 111 170 135 125 435
Dec-10 69 119 208 111 124 406
Jan-11 53 125 201 118 120 421
Feb-11 63 112 198 111 134 419
Mar-11 73 120 183 127 123 421
2010-11 17 22 82 57 59 844
Apr-11 75 129 202 132 124 385
May-11 79 118 210 125 129 387
Jun-11 91 118 218 120 142 361
Jul-11 83 126 217 120 125 382
Aug-11 81 121 217 117 123 394
Sep-11 84 127 210 137 105 380
Oct-11 83 145 215 133 127 339
Nov-11 77 130 218 123 115 381
Dec-11 76 125 228 120 110 382
Jan-12 82 122 230 112 122 370
Feb-12 64 114 218 119 127 394
Mar-12 69 119 218 120 126 391
2011-12 15 34 78 75 70 831
74
Table 6-7: Number of members in different turnover brackets in Futures and Options Segment
Month Futures Segment Options Segment
Number of Members Number of Members
Upto ` 10
crores
` 10 crores upto ` 50
crores
` 50 crores upto `250
crores
` 250 crores upto `500
crores
` 500 crores upto
`1000 crores
` 1000 crores
and more
Upto ` 10
crores
` 10 crores upto ` 50
crores
` 50 crores upto `250
crores
` 250 crores upto `500
crores
` 500 crores upto
`1000 crores
` 1000 crores
and more
2007-08 13 14 50 42 57 676 98 96 176 96 91 295
2008-09 29 36 95 70 104 613 111 99 162 103 90 382
2009-10 28 41 93 55 88 715 96 85 146 88 94 511
Apr-10 89 138 274 121 121 240 242 175 206 81 75 204
May-10 87 136 262 121 125 259 223 144 220 93 80 230
Jun-10 98 126 264 132 123 260 229 159 207 91 96 221
Jul-10 102 134 269 127 122 248 222 172 205 90 103 210
Aug-10 96 139 265 129 132 256 212 181 217 88 96 223
Sep-10 93 134 259 127 132 282 203 147 211 95 101 270
Oct-10 83 140 235 135 137 298 206 139 217 98 90 278
Nov-10 88 146 238 130 146 285 210 136 227 82 102 276
Dec-10 104 156 264 135 114 264 216 154 214 91 96 266
Jan-11 80 174 268 134 121 261 207 148 205 91 106 281
Feb-11 103 158 271 138 116 251 199 143 201 91 100 303
Mar-11 114 155 272 147 114 245 215 127 188 108 100 309
2010-11 26 32 118 69 83 753 83 71 108 77 84 658
Apr-11 119 166 290 137 118 217 215 127 188 108 100 309
May-11 114 173 296 139 112 214 236 141 195 110 102 263
Jun-11 129 172 297 131 117 204 235 137 206 98 109 265
Jul-11 123 177 301 127 111 214 236 143 198 100 108 268
Aug-11 131 168 296 135 106 217 225 134 210 92 107 285
Sep-11 132 176 283 138 100 214 227 138 224 76 98 280
Oct-11 138 190 297 125 109 183 241 149 213 101 85 253
Nov-11 136 178 290 122 113 205 230 153 183 109 94 275
Dec-11 133 183 289 122 117 197 221 136 205 113 84 282
Jan-12 126 178 292 124 104 214 243 140 198 112 95 250
Feb-12 106 157 282 133 113 245 218 152 192 117 87 270
Mar-12 125 167 268 138 117 228 223 146 203 93 102 276
2011-12 30 52 121 93 117 690 89 70 131 60 92 661
75
Table 6-8: Segment wise Contribution of Top ‘N’ Members to turnover on Futures and Options segment
(in percent)
Month Futures Segment Options Segment
Top 5 Members
Top 10 Members
Top 15 Members
Top 25 Members
Top 5 Members
Top 10 Members
Top 15 Members
Top 25 Members
2005-06 12 20 26 36 23 36 45 55
2006-07 14 22 28 38 23 36 46 58
2007-08 14 23 29 39 23 34 43 56
2008-09 17 25 31 41 18 31 40 54
2009-10 15 22 28 38 25 32 42 54
Apr-10 14 22 29 39 24 35 42 54
May-10 14 23 30 40 26 35 42 54
Jun-10 14 23 30 39 25 35 43 55
Jul-10 14 23 30 40 24 33 42 54
Aug-10 15 24 30 40 24 34 42 53
Sep-10 15 24 30 40 25 36 44 56
Oct-10 14 22 29 39 25 36 44 56
Nov-10 13 22 29 39 28 39 47 58
Dec-10 13 22 29 39 28 38 45 55
Jan-11 13 22 29 39 27 37 45 55
Feb-11 13 21 29 40 27 38 46 55
Mar-11 13 21 29 39 25 37 44 54
2010-11 14 22 29 39 26 35 42 53
Apr-11 14 22 29 40 26 38 46 56
May-11 13 22 30 41 26 37 46 56
Jun-11 13 22 29 41 27 37 45 55
Jul-11 13 22 29 41 25 37 44 55
Aug-11 13 23 31 44 25 37 44 56
Sep-11 13 22 30 43 24 36 44 55
Oct-11 13 22 30 43 22 34 42 53
Nov-11 13 23 31 44 21 34 42 54
Dec-11 13 23 31 44 23 35 43 54
Jan-12 13 23 31 42 21 33 41 52
Feb-12 13 23 30 42 20 33 41 53
Mar-12 13 23 30 42 22 33 42 54
2011-12 13 22 29 42 22 34 41 52
76
Table 6-9: Top 20 Futures contracts according to number of contracts 2011-12
S.No. Name of the Contract Number of Contracts
Turnover Percentage of contracts to Top
20 contracts(`cr.)
1 NIFTY September 2011 12,671,529 315,819.82 10.102 NIFTY December 2011 12,515,797 301,038.04 9.983 NIFTY March 2012 11,035,417 295,739.32 8.804 NIFTY August 2011 10,314,442 265,722.69 8.225 NIFTY June 2011 9,167,319 250,333.35 7.316 NIFTY November 2011 8,949,258 226,815.40 7.147 NIFTY May 2011 8,672,977 241,074.38 6.928 NIFTY October 2011 8,663,463 216,649.17 6.919 NIFTY July 2011 7,762,612 217,303.87 6.19
10 NIFTY February 2012 7,529,219 201,553.91 6.0011 NIFTY January 2012 7,388,592 179,380.33 5.8912 NIFTY April 2011 6,666,636 195,168.57 5.3213 BANKNIFTY March 2012 2,325,908 60,732.14 1.8514 BANKNIFTY December 2011 2,024,201 43,160.42 1.6115 NIFTY April 2012 1,686,077 44,712.83 1.3416 MINIFTY December 2011 1,681,627 16,232.49 1.3417 BANKNIFTY September 2011 1,672,070 39,847.35 1.3318 BANKNIFTY February 2012 1,667,488 42,804.70 1.3319 BANKNIFTY January 2012 1,557,708 34,359.75 1.2420 MINIFTY September 2011 1,460,727 14,616.46 1.16
TOTAL 125,413,067 3,203,064.98 100.00
Table 6-10: Top 20 Option contracts according to no.of contracts traded 2011-12
S.No. Name of the Contract Number of Contracts
Turnover Percentage of contracts to Top
20 contracts(`cr.)
1 NIFTY December 2011 PE 4700 10,783,060 257,084.74 6.122 NIFTY March 2012 PE 5200 10,192,510 267,688.18 5.783 NIFTY September 2011 PE 4900 9,965,131 247,464.40 5.664 NIFTY September 2011 CE 5000 9,715,339 246,342.02 5.515 NIFTY July 2011 CE 5600 9,347,991 264,537.88 5.316 NIFTY June 2011 CE 5600 9,064,819 255,522.60 5.147 NIFTY September 2011 CE 5100 8,917,338 230,277.70 5.068 NIFTY December 2011 CE 4800 8,757,534 212,874.94 4.979 NIFTY June 2011 CE 5500 8,673,179 241,310.15 4.92
10 NIFTY December 2011 PE 4600 8,639,712 200,817.88 4.9011 NIFTY April 2011 CE 5900 8,604,231 255,872.08 4.8812 NIFTY July 2011 CE 5700 8,566,786 245,873.35 4.8613 NIFTY July 2011 PE 5500 8,547,784 236,552.18 4.8514 NIFTY July 2011 PE 5600 8,503,616 240,842.42 4.83
Contd...
77
S.No. Name of the Contract Number of Contracts
Turnover Percentage of contracts to Top
20 contracts(`cr.)
15 NIFTY October 2011 CE 5100 8,262,404 213,333.49 4.6916 NIFTY March 2012 PE 5300 8,223,557 221,384.49 4.6717 NIFTY September 2011 PE 4800 8,222,564 199,600.00 4.6718 NIFTY September 2011 PE 5000 8,022,131 204,113.68 4.5519 NIFTY May 2011 PE 5400 7,673,438 208,647.79 4.3620 NIFTY December 2011 CE 4900 7,513,713 186,305.14 4.26
TOTAL 176,196,837 4,636,445.11 100.00
Table 6-11: Number of trades in the Futures & Options Segment
Month/Year Index Futures Stock Futures Index Options Stock Options Total
2007-08 30,897,058 153,187,768 10,370,483 7,767,865 202,223,174
2008-09 58,898,232 153,256,283 43,740,142 9,331,300 265,225,957
2009-10 57,564,449 120,163,033 76,949,992 11,494,712 266,172,186
Apr-10 3,550,368 9,078,946 7,835,860 1,587,080 22,052,254
May-10 5,446,889 11,017,825 11,379,904 1,929,153 29,773,771
Jun-10 5,158,970 11,311,895 10,688,299 1,844,111 29,003,275
Jul-10 3,882,242 11,328,421 7,831,418 1,930,386 24,972,467
Aug-10 3,670,865 12,589,080 8,999,685 2,413,112 27,672,742
Sep-10 4,214,293 13,577,930 12,000,679 2,618,849 32,411,751
Oct-10 4,228,444 14,122,383 12,155,129 2,438,497 32,944,453
Nov-10 4,513,830 14,051,588 13,678,879 2,394,422 34,638,719
Dec-10 3,872,582 11,900,303 11,978,070 2,239,156 29,990,111
Jan-11 4,744,957 11,374,019 14,811,312 2,186,574 33,116,862
Feb-11 5,283,447 12,327,123 17,435,980 2,372,075 37,418,625
Mar-11 5,532,819 10,876,578 18,355,309 1,970,210 36,734,916
2010-11 54,099,706 143,556,091 147,150,524 25,923,625 370,729,946
Apr-11 3,760,983 9,764,673 14,162,182 1,867,635 29,555,473
May-11 4,498,819 10,187,973 16,870,875 2,066,383 33,624,050
Jun-11 3,933,333 10,228,817 15,633,095 2,049,785 31,845,030
Jul-11 3,821,529 9,613,110 15,963,657 2,180,081 31,578,377
Aug-11 5,519,086 10,306,058 21,331,797 2,121,219 39,278,160
Sep-11 5,732,295 10,153,489 20,211,575 2,310,542 38,407,901
Oct-11 4,491,209 8,493,398 15,575,544 1,889,654 30,449,805
Nov-11 5,349,848 10,180,920 20,269,347 2,152,512 37,952,627
Dec-11 5,977,120 9,795,377 22,075,645 2,281,175 40,129,317
Jan-12 4,577,325 10,896,671 15,877,661 2,975,406 34,327,063
Feb-12 4,598,468 12,325,626 17,240,529 2,998,487 37,163,110
Mar-12 5,453,335 10,741,634 22,126,589 2,472,903 40,794,461
2011-12 57,713,350 122,687,746 217,338,496 27,365,782 425,105,374
Contd...
78
Table 6-12: Settlement Statistics in F&O Segment
Month/Year
Index/Stock Futures Index/Stock Options TotalMTM
SettlementFinal
SettlementPremium
SettlementExercise
Settlement(`cr) (`cr) (`cr) (`cr) (`cr) (US $ mn)
2000-01 84.08 1.93 -- -- 86.01 18.44
2001-02 505.25 21.93 164.76 93.95 785.88 161.04
2002-03 1,737.90 45.76 331.21 195.88 2,310.76 486.47
2003-04 10,821.98 138.95 858.94 476.12 12,295.98 2,833.83
2004-05 13,024.18 227.50 941.06 455.87 14,648.62 3,348.25
2005-06 25,585.51 597.89 1,520.58 817.84 28,521.80 6,393.59
2006-07 61,313.70 797.54 3,194.38 1,188.84 66,494.47 15,254.52
2007-08 144,654.70 1,312.12 6,760.17 3,792.26 156,519.23 39,227.88
2008-09 75,193.60 1,498.29 10,960.50 4,187.58 91,839.97 18,025.51
2009-10 60,655.70 1,395.27 11,011.04 3,880.77 76,942.78 17,045.37
Apr-10 3,295.10 83.05 794.96 105.02 4,278.13 958.15
May-10 7,062.30 203.46 1,037.30 152.05 8,455.10 1,893.64
Jun-10 5,116.60 47.70 944.81 200.51 6,309.61 1,413.13
Jul-10 3,381.50 56.91 795.88 132.91 4,367.19 978.09
Aug-10 3,466.40 49.21 932.30 127.23 4,575.14 1,024.67
Sep-10 4,175.40 105.00 1,623.10 314.46 6,217.96 1,392.60
Oct-10 6,684.60 181.99 1,123.70 162.82 8,153.11 1,826.00
Nov-10 10,170.00 191.04 1,052.90 183.16 11,597.10 2,597.33
Dec-10 7,242.40 77.04 1,011.80 223.71 8,554.95 1,916.00
Jan-11 6,458.00 160.13 1,074.20 165.35 7,857.69 1,759.84
Feb-11 6,202.90 359.05 1,247.00 151.72 7,960.66 1,782.90
Mar-11 4,032.70 76.04 1,065.50 199.97 5,374.22 1,203.63
2010-11 67,287.90 1,590.62 12,703.44 2,118.90 83,700.86 18,745.99
Apr-11 3,503.70 103.60 872.70 56.18 4,536.18 886.73
May-11 5,450.10 126.34 932.00 76.71 6,585.15 1,287.26
Jun-11 3,870.00 69.52 1,010.00 149.26 5,098.78 996.70
Jul-11 4,008.20 151.75 882.49 61.16 5,103.60 997.64
Aug-11 7,543.60 101.69 1,479.60 233.84 9,358.72 1,829.43
Sep-11 5,535.50 151.19 1,122.20 117.03 6,925.92 1,353.87
Oct-11 4,104.00 100.64 897.14 92.53 5,194.31 1,015.38
Nov-11 4,605.80 108.49 1,096.40 106.19 5,916.88 1,156.62
Dec-11 4,563.20 104.80 1,175.30 257.06 6,100.36 1,192.49
Jan-12 3,694.50 80.25 940.73 164.43 4,879.91 953.92
Feb-12 4,385.30 91.52 1,066.70 152.99 5,696.52 1,113.55
Mar-12 5,399.00 83.73 1,323.00 94.15 6,899.88 1,348.78
2011-12 56,662.90 1,273.51 12,798.26 1,561.53 72,296.20 14,132.36
Currency DerivativesSegment 7
80
81
7Currency Derivatives Segment
Table 7-1: Business Growth of Currency Derivatives Segment at NSE
Open Interest at the end of
Month/ Year
No. of trading
days
No. of Con-tractsTraded
Trading Value(` Cr)
Trading Value(US $ mn)
Average Daily
Trading Value(`Cr)
Average Daily
Trading Value
(US $ mn)
No. of Contracts
Trading Value(` Cr.)
Trading Value
(US $ mn)
2008-09 139 32,672,768 162,272 31,849 1,167 229.05 257,554 1,313 257.70Apr-09 16 7,851,502 39,386 8,725 2,462 545.41 206,620 1,039 230.17May-09 20 13,682,468 66,431 14,717 3,322 735.93 318,203 1,504 333.19Jun-09 22 15,724,507 75,363 16,695 3,426 758.97 267,400 1,285 284.67Jul-09 23 19,888,011 96,523 21,383 4,197 929.77 318,298 1,531 339.17Aug-09 20 18,672,623 90,396 20,026 4,520 1001.33 394,756 1,933 428.22Sep-09 19 22,251,896 107,789 23,879 5,673 1256.76 360,603 1,739 385.25Oct-09 20 32,267,958 150,843 33,417 7,542 1670.80 447,812 2,109 467.21Nov-09 20 33,794,926 157,554 34,903 7,878 1745.24 493,018 2,297 508.86Dec-09 21 41,004,341 191,415 42,405 9,115 2019.27 406,200 1,896 420.03Jan-10 20 60,223,714 276,742 61,307 13,837 3065.35 615,612 2,852 631.81Feb-10 19 52,112,185 246,875 54,691 12,993 2878.38 637,465 2,976 659.28Mar-10 20 61,132,852 283,292 62,759 14,165 3138.02 427,873 1,964 435.092009-10 240 378,606,983 1,782,608 394,907 7,428 1645.55 427,873 1,964 435.09Apr-10 19 77,085,167 345,932 77,476 18,207 4077.71 591,253 2,679 599.92May-10 20 77,744,870 359,680 80,555 17,984 4027.77 788,154 3,702 829.21Jun-10 22 69,837,533 327,382 73,322 14,881 3332.82 977,138 4,600 1030.31Jul-10 22 44,924,854 213,353 47,784 9,698 2171.98 858,180 4,057 908.59Aug-10 21 42,639,638 201,239 45,070 9,583 2146.21 944,422 4,514 1011.05Sep-10 20 61,586,474 284,704 63,764 14,235 3188.18 842,910 3,876 868.01Oct-10 21 68,099,263 305,597 68,443 14,552 3259.18 1,018,752 4,645 1040.32Nov-10 21 58,303,944 266,332 59,649 12,682 2840.42 1,461,861 6,828 1529.26Dec-10 22 51,935,953 237,564 53,206 10,798 2418.45 1,436,849 6,540 1464.82Jan-11 20 59,571,331 274,833 61,553 13,742 3077.63 1,917,266 9,000 2015.62Feb-11 19 55,228,606 254,654 57,033 13,403 3001.75 2,285,522 10,540 2360.66Mar-11 22 82,644,442 378,517 84,774 17,205 3853.38 3,020,562 13,690 3065.992010-11 249 749,602,075 3,449,788 772,629 13,855 3102.93 3,020,562 13,690 3065.99Apr-11 16 77,253,546 348,467 68,118 21,779 4257.37 3,243,550 14,673 2868.33May-11 21 94,542,712 432,502 84,545 20,595 4025.94 3,374,676 15,437 3017.55Jun-11 22 96,622,415 442,877 86,573 20,131 3935.14 4,298,647 19,505 3812.71Jul-11 21 122,272,205 555,282 108,546 26,442 5168.84 6,055,316 27,081 5293.66Aug-11 20 127,239,855 585,123 114,379 29,256 5718.95 4,368,210 20,465 4000.52Sep-11 20 85,142,803 411,553 80,450 20,578 4022.49 3,681,049 18,213 3560.26Oct-11 19 54,705,444 273,114 53,388 14,374 2809.90 3,695,468 18,247 3566.82Nov-11 20 62,296,040 321,666 62,879 16,083 3143.94 3,663,965 19,339 3780.42Dec-11 21 62,158,879 331,805 64,861 15,800 3088.60 2,387,654 12,886 2518.87Jan-12 21 69,456,293 359,481 70,271 17,118 3346.23 3,093,921 15,513 3032.55Feb-12 19 59,669,874 296,896 58,037 15,626 3054.57 3,041,082 15,149 2961.37Mar-12 20 61,984,066 316,224 61,815 15,811 3090.76 2,959,055 15,328 2996.242011-12 240 973,344,132 4,674,990 913,860 19,479 3807.75 2,959,055 15,328 2996.24* Includes turnover details for August 29,2008- the fi rst day of trading of Currency futures at NSE. Currency Options were introducded at NSE w.e.f October 29, 2010.
82
Table 7-2: Records Achieved in the Currency Futures & Options
Records (from the date of inception till 31 March 2012)
Particulars Date
Record number of trades (date and number) 9-Aug-11 214,766
Record number of contracts (date and number) 27-Jul-11 11,121,509
Record daily turnover ` in Crs (date and value) 27-Jul-11 49,796
Table 7-3: Top 5 Currency Futures & Options Contracts on the basis of Turnover for the F.Y 2011-2012
Rank
Contract NameTotal Traded
QuantityTotal Traded Value
(` In Crs)
Total Traded Value (%) to Currency Fu-
tures & Options Total Traded Value
Instrument Type
Contract Symbol Expiry
1 FUTCUR USDINR 26-Aug-11 88,328,630 397,599.55 8.50
2 FUTCUR USDINR 27-Jul-11 73,489,619 328,172.11 7.02
3 FUTCUR USDINR 28-Jun-11 66,601,242 299,874.67 6.41
4 FUTCUR USDINR 27-May-11 66,657,406 299,597.90 6.41
5 FUTCUR USDINR 27-Sep-11 57,544,733 272,357.66 5.83
Note:- Total Traded Value of Currency Futures & Options for FY 2011-12 (`Crs. 4674989.9062074)
Table 7-4: Settlement Statistics of Currency Derivatives Segment at NSE
Month/Year MTM Settlement Final Settlement
` Crores US $ mn ` Crores US $ mn
Apr-11 274 53.55 32 6.24
May-11 340 66.49 29 5.61
Jun-11 301 58.83 14 2.75
Jul-11 489 95.55 93 18.15
Aug-11 609 119.04 167 32.72
Sep-11 844 164.93 208 40.57
Oct-11 694 135.69 82 15.99
Nov-11 856 167.35 126 24.54
Dec-11 895 174.94 89 17.37
Jan-12 848 165.81 130 25.34
Feb-12 470 91.83 23 4.56
Mar-12 630 123.19 49 9.55
2011-12 7,250 1,417 1,040 203
Note: Currency Futures trading statred at NSE on August 29, 2008. Currency Options were introducded at NSE w.e.f October 29, 2010.
83
Table 7-5: Business Growth of Interest Rate Futures
Open Interest at the end of
Month/ Year
No. of trading
days
No. of Con-tracts Traded
Trading Value(` Cr)
Trading Value (US
$ mn)
Average Daily
Trading Value(`Cr)
Average Daily
Trading Value
(US $ mn)
No. of Con-tracts
Trading Value(` Cr.)
Trading Value
(US $ mn)
Aug-09 1 14,559 267.31 59.22 267.31 59.22 1,893 34.66 7.68
Sep-09 19 79,648 1,473.37 326.40 77.55 17.18 4,952 92.28 20.44
Oct-09 20 21,198 394.09 87.30 19.71 4.37 6,128 113.57 25.16
Nov-09 20 18,134 337.00 74.66 16.84 3.73 6,600 124.00 27.47
Dec-09 21 11,687 215.32 47.70 10.25 2.27 2,305 42.22 9.35
Jan-10 20 6,443 118.82 26.32 5.94 1.32 2,576 47.77 10.58
Feb-10 19 3,124 57.42 12.72 3.02 0.67 3,547 64.92 14.38
Mar-10 20 6,101 111.38 24.67 5.57 1.23 758 14.15 3.13
2009-10 140 160,894 2,975.00 659.06 21.25 4.71 758 14.15 3.13
Apr-10 19 407 7.44 1.67 0.39 0.09 838 15.48 3.47
May-10 20 1,177 21.62 4.84 0.02 0.00 1,004 18.91 4.24
Jun-10 22 917 17.16 3.84 0.78 0.17 63 1.18 0.26
Jul-10 22 205 3.80 0.85 0.17 0.04 63 1.17 0.26
Aug-10 21 26 0.49 0.11 0.02 0.01 62 1.15 0.26
Sep-10 20 79 1.47 0.33 0.07 0.02 0 0.00 0.00
Oct-10 21 24 0.44 0.10 0.02 0.00 6 0.11 0.02
Nov-10 21 29 0.54 0.12 0.03 0.01 2 0.04 0.01
Dec-10 22 442 8.16 1.83 0.37 0.08 1 0.02 0.00
Jan-11 20 17 0.31 0.07 0.02 0.00 4 0.07 0.02
Feb-11 19 11 0.20 0.05 0.01 0.00 2 0.04 0.01
Mar-11 22 14 0.26 0.06 0.01 0.00 1 0.02 0.00
2010-11 249 3,348 61.90 13.86 0.25 0.06 1 0.02 0.00
Apr-11 16 5 0.09 0.02 0.01 0.00 0 0.00 0.00
May-11 21 - - - 0.00 - 0 0.00 0.00
Jun-11 22 - - - 0.00 - 0 0.00 0.00
Jul-11 21 197,217 3,628.76 709.34 172.80 33.78 2,963 58.04 11.35
Aug-11 20 16,927 311.05 60.80 15.55 3.04 501 9.82 1.92
Sep-11 20 1,050 19.29 3.77 0.96 0.19 1 0.02 0.00
Oct-11 19 1 0.02 0.00 0.00 0.00 2 0.04 0.01
Nov-11 20 - - - 0.00 - 1 0.02 0.00
Dec-11 21 - - - 0.00 - 0 0.00 0.00
Jan-12 21 - - - 0.00 - 0 0.00 0.00
Feb-12 19 - - - 0.00 - 0 0.00 0.00
Mar-12 20 - - - 0.00 - 0 0.00 0.00
2011-12 240 215,200 3,959.21 773.94 16.50 3.22 0 0.00 0.00
Note: Trading in Interest Rate Futures on Currency Derivatives Segment was introduced on August 31,2009 IRF includes both 10 Year GSecs and 91 DTB Trading in Interest Rate Futures contracts in 91 Day GOI T-Bill on Currency Derivatives Segment were introduced on July 4, 2011
84
Table 7-6: Records Achieved in the Interest Rate Futures
Records (From the date of inception till 31 March 2012)
Particulars Date Number/Value
Record number of trades (date and number) 31-Aug-09 1,475
Record number of contracts (date and number) 4-Jul-11 39,755
Record daily turnover ` in Crs (date and value) 4-Jul-11 731.24
Table 7-7: Top 5 IRD Contracts on the basis of Turnover for the F.Y. 2011-2012
Rank Contract Name Total Traded Quantity
Total Traded Value (` In Crs)
Total Traded Value (%) to Interest rate
products Total Traded Value
Instrument Type
Contract Symbol
Expiry
1 FUTIRT 91DTB 27-Jul-11 192,445 3,541.15 89.44
2 FUTIRT 91DTB 30-Aug-11 20,847 383.00 9.67
3 FUTIRT 91DTB 28-Sep-11 1,901 34.93 0.88
4 FUTIRD 10YGS7 28-Jun-11 5 0.09 0.00
5 FUTIRT 91DTB 28-Dec-11 1 0.02 0.00
Note:- Total Traded Value Interest Rates Futures `in Crs 61.903
Table 7-8: Settlement Statistics in Interest Rate Futures Segment at NSE
Month/Year MTM Settlement Physical Delivery Settlement
` Crores US $ mn ` Crores US $ mn
Apr-11 - - - - May-11 - - - - Jun-11 - - - - Jul-11 0.17 0.03 0.08 0.02 Aug-11 0.17 0.03 0.03 0.01 Sep-11 0.02 0.00 0.00 0.00 Oct-11 0.00 0.00 - - Nov-11 0.00 0.00 0.00 0.00 Dec-11 0.00 0.00 0.00 0.00 Jan-12 - - - - Feb-12 - - - - Mar-12 - - - - 2011-12 0.36 0.07 0.11 0.02
# Interest Rate Futures trading started on August 31, 2009.*IRF includes both 10 Year GSecs and 91 DTB**Open interest is valued at daily settlement prices 91 DTB was introduced on 04th of July 2011
Investor Services,Arbitration 8
86
87
8Investor Services, Arbitration
Table 8-1: Receipt and Disposal of Investor Grievance
Year Against Members Against Companies
Pending at the
beginning
Received Disposed Pending at the end
Pending at the
beginning
Received Disposed Pending at the end
1994-95 0 0 0 0 0 2 0 2
1995-96 0 56 13 43 2 39 17 24
1996-97 43 320 72 291 24 415 102 337
1997-98 291 259 439 111 337 576 716 197
1998-99 111 383 347 147 197 592 380 409
1999-00 147 197 298 46 409 808 842 375
2000-01 46 263 201 108 375 1,095 1,111 359
2001-02 108 789 710 187 359 607 667 299
2002-03 187 345 418 114 299 587 626 260
2003-04 114 282 253 143 260 527 558 229
2004-05 143 435 409 169 229 1304 1128 405
2005-06 169 1128 1051 246 405 1023 1200 228
2006-07 246 1367 1460 153 228 774 769 233
2007-08 153 1915 1101 967 233 964 888 309
2008-09 967 5191 5020 1138 309 734 983 60
2009-10 1138 5892 6226 804 60 881 772 169
2010-11 804 6610 6253 1161 169 1418 1157 430
2011-12 1161 5401 5495 1067 430 1334 1651 113
Table 8-2: Status Report of Arbitration Matters
Year No. of Cases Received Withdrawn Awards Pending
1998 164 2 162 0
1999 CM 153 5 148 0
1999 WDM 2 1 1 0
2000 CM 149 6 143 0
2000 WDM 1 0 1 0
2001 CM 342 19 323 0
2001 WDM 0 0 0 0
2001 F&O 1 0 1 0
2002 CM 275 7 268 0
Contd...
88
Contd...
Year No. of Cases Received Withdrawn Awards Pending
2002 WDM 0 0 0 0
2002 F&O 5 0 5 0
2003 CM 136 4 132 0
2003 WDM 0 0 0 0
2003 F&O 17 0 17 0
2004 CM 119 6 113 0
2004 WDM 0 0 0 0
2004 F&O 42 3 39 0
2005 CM 138 3 135 0
2005 WDM 0 0 0 0
2005 F&O 66 0 66 0
2006 CM 224 5 219 0
2006 WDM 0 0 0 0
2006 F&O 191 8 183 0
2006 CO 1 0 1 0
2007 CM 275 9 266 0
2007 F&O 221 3 218 0
2008 CM upto March 2008 61 1 60 0
2008 F&O upto March 2008 116 1 115 0
2008-09 CM 758 21 737 0
2008-09 F&O 2,433 98 2335 0
2009-10 CM 517 52 465 0
2009-10 F&O 502 43 459 0
2010-11 CM 258 13 241 4
2010-11 F&O 276 7 261 8
2011-12 CM 286 8 210 68
2011-12 F&O 278 6 217 55
Total 8,007 331 7,541 135
Notes
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Notes
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