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FACT

BOOK
2013
www.nseindia.com

Fact Book
2013

NATIONAL STOCK EXCHANGE OF INDIA LIMITED

Fact Book

Copyright 2013 by National Stock Exchange of India Ltd. (NSE)


Exchange Plaza, Bandra Kurla Complex
Bandra (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
is acknowledged and NSE is notified.
NSE does not guarantee the accuracy of the data included in this publication
and accepts no responsibility whatsoever for any consequence of their use.

C O N T E N T S
1. National Stock Exchange of India Ltd
1-1

Trading Value of Different Market Segments................................................................. 2

1-2

Market Capitalisation of different market segments ....................................................... 2

1-3

Records reached in different Market Segments (data from inception to end - March 2013) ......... 2

1-4

Board of Directors of NSEIL ..................................................................................... 3


2. Membership

2-1

Eligibility Criteria for Membership ............................................................................ 5

2-2

Growth and Distribution of Members ......................................................................... 9


3. Listing of Securities

3-1

Listing Criteria for Companies on the CM Segment of NSE ............................................... 11

3-2

Listing fees in the CM segment ............................................................................... 12

3-3

Companies Listed, Permitted to Trade, Available for Trading on the CM Segment ................... 13

3-4

Shareholding Pattern at the end of March 2013 for companies listed at NSE ......................... 14

3-5

Pledged shares data as of March 2013 ....................................................................... 15

3-6

Eligibility Criteria for Securities on WDM Segment ........................................................ 15

3-7

Securities Available for Trading on WDM Segment ......................................................... 17

3-8

Funds Mobilisation on the Exchange ......................................................................... 18

3-9

Initial Public Offerings (IPOs) of Equity Shares during 2012-13 .......................................... 18

3-10

Resource Mobilisation through public issue of NCDs during 2012-13 .................................... 19

3-11

Rights Issues during 2012-13 . ................................................................................. 19

3-12

Preferential Allotments by NSE Listed Companies during 2012-13 ...................................... 20

3-13

Amount raised through QIP during 2012-13 ................................................................. 25

3-14

Companies Delisted during 2012-13 .......................................................................... 26


4. Capital Market Segment

4-1

Business Growth of CM Segment .............................................................................. 28

4-2

Frequency Distribution of Companies traded ............................................................... 31

4-3

Trading Frequency of Companies in Cash Segment during 2012-13 ..................................... 31

4-4

Advances/Declines in Cash Segment of NSE during 2012-13 (No. of Securities) ...................... 32

4-5

City-wise Turnover in the CM segment ....................................................................... 32

4-6

Internet Trading Value in the CM segment in comparison with total trading volumes at NSE . ..... 33

Contd...

Contd...
4-7

Details of Asset Management Companies Listed on NSE as of March 2013 ............................. 33

4-8

NSE CM transaction charges ................................................................................... 34

4-9

The existing rates of Securities Transaction Tax (STT) for CM segment ................................ 35

4-10

Percentage Share of Top N Securities/Member in Turnover ............................................ 35

4-11

50 Most Active Securities during 2012-13 in Terms of Trading Value .................................. 36

4-12

Top 50 Companies by Market Capitalisation as on March 31, 2013 .................................... 38

4-13

NSEs 10 Most Active Trading days during the year 2012-2013 ........................................... 39

4-14

Individual Securities Single day Trading Records-2012-13 ................................................ 40

4-15

Composition of CNX Nifty Index as on March 28, 2013 .................................................... 40

4-16

Composition of CNX Nifty Index as on March 28, 2013 .................................................... 42

4-17

Industry-wise Weightages of CNX NIFTY Securities as on 28th March, 2013 ........................... 44

4-18

CNX NIFTY Index . ............................................................................................... 44

4-19

CNX NIFTY Junior Index ........................................................................................ 46

4-20

Performance of NSE Indices during the year 2012-13 ..................................................... 48

4-21

Mutual Funds/ETFs: No of Trades and Trading Value ...................................................... 48

4-22

Settlement Statistics for CM Segment ....................................................................... 49


5. Wholesale Debt Market segment

5-1

Business Growth of WDM Segment ........................................................................... 52

5-2

Security-wise Distribution of WDM Trades ................................................................... 55

5-3

Participant wise Distribution of WDM Turnover . ........................................................... 58

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 2012-13 .................................................................... 65

5-7

1-day Value-at-Risk (99%) for Government of India Securities Traded as on March 30, 2013 ....... 66

5-8

Corporate Bond Trades at NSE (2012-13) .................................................................... 67


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 (2012-13) .................. 72

6-3

Internet Trading in the F&O Segment of the Exchange ................................................... 72

6-4

Records Achieved in the F&O Segment: 2012-13 ........................................................... 72

6-5

Participant wise Trading Value in the F&O Segment (2012-13) .......................................... 73

6-6

Number of members in different turnover brackets in Futures and Options segment ............... 74

Contd...

ii

Contd...
6-7

Number of members in different turnover brackets in Futures and Options Segment ............... 75

6-8

Segment wise Contribution of Top N Members to turnover on Futures and Options segment ..... 77

6-9

Top 20 Futures contracts according to number of contracts 2012-13 ................................... 78

6-10

Top 20 Option contracts according to number of contracts traded 2012-13 ........................... 79

6-11

Number of trades in the Futures & Options Segment ..................................................... 79

6-12

Settlement Statistics in F&O Segment ....................................................................... 81


7. Currency Derivatives Segment

7-1

Business Growth of Currency Derivatives Segment at NSE ............................................... 83

7-2

Records Achieved in the Currency Futures & Options ..................................................... 84

7-3

Top 5 Currency Futures & Options Contracts on the basis of Turnover for the F.Y 2012-2013 ...... 85

7-4

Settlement Statistics of Currency Derivatives Segment at NSE .......................................... 85

7-5

Business Growth of Interest Rate Futures ................................................................... 86

7-6

Records Achieved in the Interest Rate Futures ............................................................. 87

7-7

Top 5 IRD Contracts on the basis of Turnover for the F.Y. 2012-2013 ................................... 88

7-8

Settlement Statistics in Interest Rate Futures Segment at NSE ......................................... 88


8. Investor Services, Arbitration

8-1

Receipt and Disposal of Investor Grievance ................................................................. 90

8-2

Status Report of Arbitration Matters ......................................................................... 90

iii

iv

National Stock Exchange


of India

National Stock Exchange of India


Table 1-1: Trading Value of Different market segments

(` Crores)
2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

Capital Market

Segment/Year

1,945,287

3,551,038

2,752,023

4,138,024

3,577,412

2,810,893

2,708,279

Equity Futures & Options

7,356,242

13,090,478

11,010,482

17,663,665

29,248,221

31,349,732

31,533,004

219,106

282,317

335,952

563,816

559,447

633,179

688,788

--

--

162,272

1,782,608

3,449,788

4,674,990

5,274,465

--

--

--

2,975

62

3,959

0.22

Wholesale Debt Market


Currency F&O *
Interest Rate Futures **
Total

9,520,635 16,923,833 14,260,729 24,151,088 36,834,929 39,472,753 40,204,536

*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

Mar-13

CM

3,367,350

4,858,122

2,896,194

6,009,173

6,702,616

6,096,518

6,239,035

WDM

1,784,801

2,123,346

2,848,315

3,165,929

3,594,877

4,272,736

4,928,332

Total

5,152,151

6,981,468

5,744,510

9,175,102 10,297,493 10,369,254 11,167,366

Table 1-3: Records reached in different market segments


(data from inception to March 31, 2013)
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

5-Nov-10

75,60,607.49 Crores

28-Feb-13

3,847,902

Market Capitalisation
Futures & Options Segment
No. of trades
Number of contracts traded

28-Feb-13

13,691,547

Turnover (` Crs)

28-Feb-13

402,091.00

Contd...

Contd...
Parameter

Date

Magnitude

Currency Derivatives Segment


No. of trades
Number of contracts traded
Turnover

28-Feb-13

227,905

27-Jul-11

11,121,509

27-Jul-11

49,795.79

Wholesale Debt Market Segment


No. of trades

25-Aug-03

2,074

Turnover

13911.57 Crores

Table 1-4: Board of Directors of NSE*


S.No.

Name & Company

Designation

Mr. S. B. Mathur
Former Chairman
Life Insurance Corporation of India

Chairman

Mr. Ravi Narain


Former Managing Director & CEO
National Stock Exchange of India Limited

Vice Chairman
[Shareholder Director]

Ms. Chitra Ramkrishna


National Stock Exchange of India Limited

Managing Director & CEO

Mrs. Shyamala Gopinath


Chairperson, The Clearing Corporation of India Limited &
Former Dy. Governor, Reserve Bank of India

Public Interest Director

Mr. Abhay Havaldar


Managing Director - General Atlantic LLC

Shareholder Director

Mr. S. B. Mainak
Executive Director(Investment - Operations)
Life Insurance Corporation of India

Shareholder Director

Mr. Y. H. Malegam
Chairman Emeritus
M/s. S. B. Billimoria & Co., Chartered Accountants

Public Interest Director

Dr. KRS Murthy


Professor & Former Director
Indian Institute of Management, Bangalore

Public Interest Director

Mr. Prakash Parthasarathy


Chief Investment Ofcer
Azim Premji Investment Private Limited

Shareholder Director

10

Dr. S. Sadagopan
Director
Indian Institute of Information Technology, Bangalore

Public Interest Director

11

Mrs. Pratima M. Umarji


Former Principal Secretary (Legislation)
Government of Maharashtra

Public Interest Director

*As on June 24, 2013.

Membership

NIL
NIL

1
NIL

25

15

135

CM and WDM
30
200

1
1

25**

15 *

300(Membership in WDM
segment,
CM segment and
Trading and Clearing
membership in F&O segment)
160

(Amount in ` lakh)
CM,WDM and F&O
30
200(Membership in WDM
segment,
CM segment and
Trading/Trading and Self
Clearing membership in F&O
segment)

Two directors
should be HSC.
Dealers should
also have passed
FIMMDA-NSE Debt
Market (Basic
Module) of NCFM.

The applicant must be engaged solely in the business of securities and must not be engaged in any fund-based activity. The
Directors/Shareholders of the applicant company should not be defaulters on any stock exchange and should not be debarred by
SEBI for being associated with capital market as intermediaries.

Two directors should be


HSC.
Dealers should also have
passed SEBI approved
certication test for
Capital Market &
Derivatives.

In addition, a member clearing for others is required to bring in IFSD of ` 2 lakh and CSD of ` 8 lakh per trading member he undertakes to clear in the F&O segment.

Contd...

** Additional Collateral Security Deposit (CSD) of ` 25 lakhs with NSCCL is required for Trading and Clearing Member (TM-CM) and for Trading and Self clearing Member (TM/SCM).

Net worth requirement for Professional Clearing members in F&O segment is ` 300 lakhs. Further a Professional Clearing member needs to bring Interest Free Security Deposit (IFSD) of
` 25 lakhs with NSCCL and Collateral Security Deposit (CSD) of ` 25 lakhs with NSCCL as deposits.
*Additional Interest Free Security Deposit (IFSD) of ` 25 lakhs with NSCCL is required for Trading and Clearing Member (TM-CM) and for Trading and Self clearing Member (TM/SCM).

Other eligibility criteria

Experience

1
1

1
NIL

NIL

NIL

50

WDM
30
200

Two directors should be


Two directors should be HSC.
HSC.
Dealers should also have passed
Dealers should also have
FIMMDA-NSE Debt Market (Basic
passed
Module) of NCFM and SEBI
FIMMDA-NSE Debt
approved certication test for
Market (Basic Module) of
Capital Market & Derivatives.
NCFM & SEBI approved
certication test for
Capital Market - Capital
Market Module of NCFM.
---------------Two year's experience in securities market-----------------------

25**

25

Two directors
should be HSC.
Dealers should
also have passed
SEBI approved
certication test
for Capital Market
- Capital Market
Module of NCFM.

110
15 *

15

Interest Free Security


Deposit (IFSD) with NSEIL
Interest Free Security
Deposit (IFSD) with NSCCL
Collateral Security Deposit
(CSD) with NSCCL
Annual Subscription
Advance Minimum
Transaction Charges for
Futures Segment
Education

300 (Membership in CM
segment and Trading and
Clearing membership in
F&O segment)

CM and F&O
30
100 (Membership in CM
segment and
Trading/Trading and self
clearing membership
in F&O segment)

85

CM
30
100

Particulars/ Segments
Minimum Paid-up capital
Net Worth

CORPORATES

Table 2-1: Eligibility Criteria for Membership

Membership

6
6
17.5
0.5
NIL

Interest Free Security


Deposit (IFSD) with NSCCL

Collateral Security Deposit


(CSD) with NSCCL

Annual Subscription

Advance Minimum
Transaction Charges for
Futures Segment

Proprietor / Two Partners


should be HSC.
Dealers should also have
passed SEBI approved
certication test for
Capital Market - Capital
Market Module of NCFM.

26.5

Interest Free Security


Deposit (IFSD) with NSEIL

Education

75

CM

Net Worth

Particulars

INDIVIDUALS/PARTNERSHIP FIRMS

Proprietor / Two Partners


should be HSC.
Dealers should also have
passed SEBI approved
certication test for
Capital Market &
Derivatives.

0.5

17.5 **

6*

51.5

300 (Membership in CM
segment and Trading and
Clearing membership in
F&O segment)

100 (Membership in CM
segment and Trading and
Self clearing membership
in F&O segment)

75 (Membership in CM
segment and Trading
membership in F&O
segment)

CM and F&O

Proprietor / Two Partners


should be HSC.
Dealers should also have
passed FIMMDA-NSE Debt
Market (Basic Module) of
NCFM.

NIL

NIL

NIL

NIL

50

200

WDM

Proprietor / Two Partners


should be HSC.
Dealers should also have
passed
FIMMDA-NSE Debt
Market (Basic Module) of
NCFM & SEBI approved
certication test for
Capital Market- Capital
Market Module of NCFM.

NIL

0.5

17.5

76.5

200

CM and WDM

(Amount in ` lakh)

Contd...

Proprietor / Two Partners


should be HSC.
Dealers should also have
passed
FIMMDA-NSE Debt
Market (Basic Module) of
NCFM & SEBI approved
certication test for
Capital Market &
Derivatives.

0.5

17.5 **

6*

101.5

300 (Membership in WDM


segment,CM segment
and Trading and clearing
membership in F&O
segment)

200 (Membership in WDM


segment, CM segment and
Trading/Trading and Self
Clearing membership in
F&O segment)

CM,WDM and F&O

CM and F&O

WDM

CM and WDM

CM,WDM and F&O

---------------Two year's experience in securities market----------------------The applicant should not be engaged in any fund based activity. The Proprietor/Partners should not be defaulters on any stock exchange
and should not be debarred by SEBI for being associated with capital market as intermediaries Further, Partnership rms should not be
engaged in any business other than Securities.

CM

2
8
0.5

Non-cash to NSEIL

Cash to NSCCL

Non cash to NSCCL

Advance Minimum
Transaction Charges

100

Trading
Membership

Cash to NSEIL

Networth

Particulars

0.5

25

25

500

Trading Cum
Self Clearing
Membership

NSE Members

CURRENCY DERIVATIVES- Corporates, Individuals and Firms

0.5

25

25

1000

Trading Cum
Clearing
Membership

0.5

13

100

Trading
Membership

0.5

25

25

18

500

Trading cum
Self Clearing
Membership

0.5

25

25

18

1000

Trading cum
Clearing
Membership

New Applicants

In addition, a member clearing for others is required to bring in IFSD of ` 2 lakh and CSD of ` 8 lakh per trading member he undertakes to clear in the F&O segment.

Contd...

0.5

25

25

1000

Professional
Clearing
Membership

(Amount in ` lakh)

*Additional Interest Free Security Deposit (IFSD) of ` 25 lakhs with NSCCL is required for Trading and Clearing Member (TM-CM) and for Trading and Self clearing Member (TM/SCM).
** Additional Collateral Security Deposit (CSD) of ` 25 lakhs with NSCCL is required for Trading and Clearing Member (TM-CM) and for Trading and Self clearing Member (TM/SCM).

Experience
Other eligibility criteria

Particulars

Contd...

8
Proprietor/Two
Partners/Two
directors should
be HSC.
Dealers should
also have passed
SEBI approved
National Institute
of Securities
Markets (NISM)
Series I Currency
Derivatives
Certication
Examination

Trading Cum
Clearing
Membership
Proprietor/Two
Partners/Two
directors should
be HSC.
Dealers should
also have passed
SEBI approved
National Institute
of Securities
Markets (NISM)
Series I Currency
Derivatives
Certication
Examination

Trading
Membership
Proprietor/Two
Partners/Two
directors should
be HSC.
Dealers should
also have passed
SEBI approved
National Institute
of Securities
Markets (NISM)
Series I Currency
Derivatives
Certication
Examination

Trading cum
Self Clearing
Membership
Proprietor/Two
Partners/Two
directors should
be HSC.
Dealers should
also have passed
SEBI approved
National Institute
of Securities
Markets (NISM)
Series I Currency
Derivatives
Certication
Examination

Trading cum
Clearing
Membership

---------------Two years experience in securities market-----------------------

Proprietor/Two
Partners/Two
directors should
be HSC.
Dealers should
also have passed
SEBI approved
National Institute
of Securities
Markets (NISM)
Series I Currency
Derivatives
Certication
Examination

Trading Cum
Self Clearing
Membership

New Applicants

Proprietor/Two
Partners/Two
directors should
be HSC.
Dealers should
also have passed
SEBI approved
National Institute
of Securities
Markets (NISM)
Series I Currency
Derivatives
Certication
Examination

Professional
Clearing
Membership

Proprietor/Partners/Directors/Shareholders should not be defaulters on any stock exchange and must not be debarred by SEBI for being
associated with capital market as intermediaries. The applicant must be engaged solely in the business of securities and must not be
engaged in any fund-based activity.*

Proprietor/Two
Partners/Two
directors should
be HSC.
Dealers should
also have passed
SEBI approved
National Institute
of Securities
Markets (NISM)
Series I Currency
Derivatives
Certication
Examination

Trading
Membership

NSE Members

In case the member is opting for membership of any other segment(s) in combination with the membership of Currency Derivatives segment, the applicable net worth will be the minimum net worth
required for the other segment(s) or the minimum net worth required for Currency Derivatives Segment, whichever is higher.
The eligibility condition for applicants planning to apply for new membership of the Exchange is that either the proprietor/one designated director/partner or the Compliance Ofcer of the applicant
entity should be successfully certied either in Securities Market (Basic) Module or Compliance Ofcers (Brokers) Module or the relevant module pertaining to the segments wherein membership of
the Exchange had been sought.

* In addition to the individuals, corporates and partnership rms, Banks which are authorized by the Reserve Bank of India under section 10 of the Foreign Exchange Management Act, 1999 as AD
Category- I bank are permitted to become trading and clearing members of the currency derivatives market of the recognized stock exchanges, on their own account and on behalf of their clients,
subject to minimum prudential requirements of minimum net worth of ` 500 crores, minimum CRAR of 10 per cent, net NPA not exceeding 3 per cent and net prot should have been made for the
last 3 years.
The AD Category-I banks which fulll the prudential requirements are required to lay down detailed guidelines with the approval of their Boards for trading and clearing of currency derivatives
contracts and management of risks. AD Category-I banks which do not meet the above minimum prudential requirements and AD Categotry- I banks which are Urban Co-operative banks or State
Co-operative banks can participate in the currency derivatives market only as clients, subject to approval therefore from the respective regulatory Departments of the Reserve Bank.

Other eligibility criteria

Experience

Education

Particulars

Contd...

Table 2-2: Growth and Distribution of Members


Month/Year
(end of period)

CM

WDM

Mar-11

99

Apr-11

99

May-11

CDS

CM/WDM/
F&O/CDS

TOTAL

56

1,215

1,373

56

1,218

1,376

100

56

1,223

1,382

Jun-11

100

57

1,226

1,386

Jul-11

101

58

1,224

1,386

Aug-11

101

58

1,225

1,387

Sep-11

101

59

1,223

1,386

Oct-11

100

60

1,230

1,393

Nov-11

102

60

1,234

1,399

Dec-11

101

59

1,232

1,395

Jan-12

98

59

1,231

1,392

Feb-12

96

59

1,232

1,391

Mar-12

99

61

1,238

1,402

Apr-12

101

62

1,238

1,405

May-12

102

62

1,240

1,408

Jun-12

99

62

1,240

1,405

Jul-12

96

62

1,241

1,403

Aug-12

96

62

1,243

1,405

Sep-12

95

63

1,244

1,406

Oct-12

94

63

1,240

1,401

Nov-12

93

63

1,244

1,404

Dec-12

93

64

1,245

1,406

Jan-13

93

64

1,243

1,404

Feb-13

95

64

1,242

1,405

Mar-13

94

64

1,246

1,408

Listing of Securities

Listing 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. OR
MC ` 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 either


a) the applicant seeking listing OR
b) the promoters/promoting company
incorporated in or outside India OR
c) 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 either


a) the applicant seeking listing; OR
b) the promoters/promoting company,
incorporated in or outside India.

Dividend Record
/ Net worth /
Distributable
Profits

--

Listing

Other
Requirements

(a) 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
(b) The networth of the applicants atleast `50
crores OR
(c) The applicant has distributable profits in
at least two out of the last three financial
years.
(a) Listed on any other stock exchange for at
least last three years OR
(b) listed on the exchange having nationwide
trading terminals for at least one year.

(a) No disciplinary action by other


(a) No disciplinary action by other stock
stock exchanges/regulatory
exchanges/regulatory authority in past 3
authority in past 3 yrs.
yrs.
(b) Satisfactory redressal mechanism
(b) Satisfactory redressal mechanism for
for investor grievances,
investor grievances,
(c) distribution of shareholding
(c) distribution of shareholding and
(d) details of litigation record in past 3 (d) details of litigation record in past 3 years
years.
(e) Track record of Directors of the Company
(e) Track record of Directors of the
(f) Change in control of a Company/Utilisation
Company
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 Existing companies listed on other stock exchanges the market capitalisation shall be calculated by using a 12 month

11

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
Initial Listing fees

Amount (`)
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

12

Table 3-3: Companies Listed, Permitted to Trade,


Available for Trading on the CM Segment
Month/Year

Nov-94
Mar-95
Mar-96
Mar-97
Mar-98
Mar-99
Mar-00
Mar-01
Mar-02
Mar-03
Mar-04
Mar-05
Mar-06
Mar-07
Mar-08
Mar-09
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Feb-12
Mar-12
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12
Nov-12
Dec-12
Jan-13
Feb-13
Mar-13

No. of Companies
Listed *
135
422
550
612
648
720
785
793
818
909
970
1,069
1,228
1,381
1,432
1,470
1,478
1,484
1,490
1,497
1,504
1,512
1,530
1,536
1,552
1,558
1,563
1,574
1,578
1,585
1,599
1,606
1,615
1,622
1,631
1,633
1,640
1,641
1,644
1,646
1,649
1,651
1,648
1,652
1,652
1,657
1,660
1,661
1,665
1,664
1,665
1,666

No. of Companies
Permitted *
300
543
847
934
745
609
479
320
197
107
18
1
----37
36
36
45
45
54
54
60
59
59
59
61
61
61
61
61
60
60
60
66
66
71
71
71
73
73
73
73
73
76
76
76
76
76
76
76
76

No. of Companies
Available for
Trading * @
300
678
1,269
1,484
1,357
1,254
1,152
1,029
890
788
787
839
929
1,084
1,236
1,291
1,359
1,367
1,374
1,388
1,392
1,408
1,412
1,435
1,440
1,456
1,462
1,470
1,484
1,488
1,495
1,509
1,514
1,523
1,530
1,543
1,545
1,556
1,557
1,560
1,563
1,564
1,564
1,564
1,566
1,568
1,573
1,575
1,576
1,580
1,579
1,579
1,582

Market
Capitalisation
(` Cr) *
292,637
363,350
401,459
419,367
481,503
491,175
1,020,426
657,847
636,861
537,133
1,120,976
1,585,585
2,813,201
3,367,350
4,858,122
2,896,194
6,009,173
6,117,858
5,932,578
6,229,136
6,340,120
6,393,418
6,958,534
7,055,094
6,894,912
7,139,310
6,441,491
6,195,967
6,702,616
6,753,614
6,569,743
6,574,743
6,462,238
5,921,684
5,820,334
6,101,891
5,547,723
5,232,273
5,937,039
6,233,250
6,096,518
6,239,035
6,385,291
6,858,653
6,763,781
6,603,005
6,337,676
6,431,655
5,942,510
5,951,540
6,026,766
5,695,547
6,059,258

* At the end of the period.


@ Excludes suspended companies.
# CNX Nifty Index commenced from November 3, 1995.
## CNX Nifty Junior commenced from November 4, 1996.
No. Of Compamies Traded excludes Mututal Funds and ETFs
Demat turnover includes turnover of all securities which are available for trading in Demat mode
Please 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.

13

14

45.8%

48.7%

48.6%

46.7%

34.0%

54.4%

48.9%

49.2%

43.7%

44.0%

44.6%

45.9%

52.2%

47.3%

Engineering

Finance

FMCG

Information Technology

Infrastructure

Manufacturing

Media & Entertainment

Petrochemicals

Pharmaceuticals

Services

Telecommunication

Miscellaneous

Grand Total

Indian
Promoters

6.4%

2.8%

3.7%

13.5%

8.2%

11.9%

4.3%

6.3%

3.2%

9.9%

8.0%

2.8%

3.6%

1.9%

Foreign
Promoters

PROMOTERS

Banks

Sectors

2.6%

1.2%

7.3%

3.3%

1.9%

3.0%

1.3%

2.5%

4.7%

2.0%

2.2%

2.6%

3.2%

8.7%

Financial
Insitutions/
Banks/Central
Government/
State
Government/
Insurance
Companies

5.9%

5.8%

5.6%

5.2%

6.8%

5.1%

6.1%

4.6%

6.3%

7.2%

9.2%

8.8%

4.6%

16.9%

Foreign
Institutional
Investors

2.0%

1.4%

1.1%

2.2%

2.2%

2.3%

2.2%

1.9%

3.0%

1.7%

2.0%

1.5%

4.8%

3.5%

Mutual
Funds

INSTITUTIONAL

0.1%

0.1%

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

0.1%

0.3%

0.0%

0.0%

0.8%

0.1%

Venture
Capital
Funds
including
Foreign
Venture
Capital
Funds

0.2%

0.1%

0.1%

0.0%

0.2%

0.2%

0.2%

0.2%

0.0%

0.1%

0.0%

1.1%

0.4%

0.0%

Any Other

PUBLIC

9.3%

9.7%

13.7%

10.3%

8.7%

9.3%

10.6%

9.5%

8.4%

9.4%

8.6%

9.2%

8.5%

4.6%

Bodies
Corporate

21.7%

21.3%

16.6%

15.8%

23.0%

18.8%

20.7%

22.2%

15.7%

29.6%

19.9%

21.6%

21.1%

15.1%

Individuals

3.5%

4.5%

5.2%

4.4%

3.0%

3.5%

4.1%

3.0%

4.1%

5.5%

3.4%

3.4%

4.3%

1.5%

Any other

NON-INSTITUTIONAL

Table 3-4: Shareholding Pattern at the end of March 2013 for companies listed at NSE

0.9%

0.9%

0.8%

0.7%

1.8%

2.2%

1.5%

0.9%

0.2%

0.4%

0.0%

0.4%

0.1%

1.8%

Shares
held by
Custodians
and against
which
Depository
Receipts
have been
issued

Table 3-5: Pledged shares data as of March 2013


Sector Classification

Indian
Promoters

Foreign
Promoters

Total Promoters
Holding

%age of
promoters'
ownership
pledged

Banks

45.8%

1.9%

47.7%

1.2%

Engineering

48.7%

3.6%

52.3%

10.7%

Finance

48.6%

2.8%

51.5%

3.8%

FMCG

46.7%

8.0%

54.7%

12.6%

Information Technology

34.0%

9.9%

43.9%

16.6%

Infrastructure

54.4%

3.2%

57.6%

16.3%

Manufacturing

48.9%

6.3%

55.3%

15.0%

Media & Entertainment

49.2%

4.3%

53.4%

14.8%

Petrochemicals

43.7%

11.9%

55.6%

11.7%

Pharmaceuticals

44.0%

8.2%

52.2%

14.6%

Services

44.6%

13.5%

58.1%

21.6%

Telecommunication

45.9%

3.7%

49.6%

23.5%

Miscellaneous

52.2%

2.8%

55.0%

8.4%

Total

47.3%

6.4%

53.7%

13.6%

Table 3-6: Eligibility criteria for securities on WDM segment


The security proposed for listing on the WDM segment of NSE should comply with the requirements as indicated
hereunder:
Issuer

Eligibility Criteria for listing


Public Issue /Private Placement
Non-Structured Product/NonMarket Linked Debentures

Corporates
(Public
companies and Private
companies)

Structured Product/Market Linked


Debentures

limited Paid-up capital of `10 crores;


Networth of 100 crores
limited
Credit Rating prex of PP-MLD
or
denoting Principal protected
Market capitalisation of `25 crores
market
linked
debentures
(In case of unlisted companies
followed by the standardized
Networth more than `25 crores)
rating symbols
Credit rating

Public
Sector
Undertaking, Credit rating
Networth of 100 crores
Statutory Corporation established/ Qualies for listing under Credit Rating prex of PP-MLD
the respective Acts, Rules or
denoting Principal protected
constituted under Special Act of
Parliament /State Legislature,
Regulations under which the
market
linked
debentures
followed by the standardized
Local bodies/authorities,
securities are issued.
rating symbols
Qualies for listing under
the respective Acts, Rules or
Regulations under which the
securities are issued.

Contd...

15

Contd...
Issuer

Eligibility Criteria for listing


Public Issue /Private Placement
Non-Structured Product/NonMarket Linked Debentures

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

Structured Product/Market Linked


Debentures

Qualies
for
listing
under Networth of 100 crores
the respective Acts, Rules or Credit Rating prex of PP-MLD
Regulations under which the
denoting Principal protected
securities are issued.
market
linked
debentures
followed by the standardized
rating symbols
Qualies for listing under
the respective Acts, Rules or
Regulations under which the
securities are issued.

Infrastructure companies : Tax Credit rating


exemption and recognition as Qualies for listing under
the respective Acts, Rules or
infrastructure company under
related statutes/regulations
Regulations under which the
securities are issued.

Networth of 100 crores


Credit Rating prex of PP-MLD
denoting Principal protected
market linked debentures
followed by the standardized
rating symbols
Qualies for listing under
the respective Acts, Rules or
Regulations under which the
securities are issued.

Financial Institutions u/s.


4A of Companies Act, 1956
including Industrial Development
Corporations

Qualies for listing under


the respective Acts, Rules or
Regulations under which the
securities are issued.
Credit rating

Networth of 100 crores


Credit Rating prex of PP-MLD
denoting Principal protected
market linked debentures
followed by the standardized
rating symbols
Qualies for listing under
the respective Acts, Rules or
Regulations under which the
securities are issued.

Banks

Scheduled banks
Networth of `50 crores or
above
Qualies for listing under
the respective Acts, Rules or
Regulations under which the
securities are issued

Scheduled banks
Networth of 100 crores
Credit Rating prex of PP-MLD
denoting Principal protected
market linked debentures
followed by the standardized
rating symbols
Qualies for listing under
the respective Acts, Rules or
Regulations under which the
securities are issued.

An Issuer shall ensure compliance with SEBI circulars/guidelines and any other law, guidelines/directions of Central Government, other
Statutory or local authority issued on regulating the listing of debt instruments from time to time

Contd...

16

17

698,024

4,140 3,150,880

29,559
690

133,428

992

Corporate Bonds

36,417

17,184

35,867

30,461

547,846

(US $ mn)

Amount

3,117

164,385

518

Bank Bonds

21

77,568

299

Institutional.
Bonds

Others

161,904

795

PSU Bonds

2,472,978

(` cr)

Amount

137,500

1,461

Number

2010

54

T-Bills

Government
Securities

Total

Securities

4,479

20

1,166

518

361

852

54

1,508

Number

3,631,587

3,518

169,337

182,616

103,973

191,542

140,418

2,840,182

(` cr)

Amount

2011

813,345

788

37,925

40,900

23,286

42,899

31,449

636,099

(US $ mn)

Amount

5,148

20

1,605

509

443

971

52

1,548

Number

4,357,221

3,518

201,459

189,289

146,589

246,645

266,684

3,303,037

(` cr)

Amount

2012

851,743

688

39,381

37,002

28,655

48,214

52,131

645,673

(US $ mn)

Amount

4,933,910

3,518

20
5,724

259,734

209,413

173,105

304,846

301,051

3,682,242

(` cr)

Amount

2013

1,948

495

539

1,052

52

1,618

Number

Table 3-7: Securities Available for Trading on WDM Segment (as on March 31)

907,147

647

47,755

38,503

31,827

56,049

55,351

677,016

(US $ mn)

Amount

Table 3-8: Funds Mobilisation on the Exchange


Particulars

2011-12
No. of
Issues

2012-13

Amount

Amount

` crore

US $ bn

No. of
Issues

Amount

Amount

` crore

US $ bn

Equity Public Issues


IPOs

26

4,871

0.95

12

6,289

1.16

FPOs

4,578

0.89

IDR issue

Rights Issues

11

6,629

1.30

12

7,725

1.42

QIP*

10

2,154

0.42

14

13,964

2.57

184

22,886

4.47

209

42,881

7.88

25,383

4.96

11,905

2.19

241

66,503

13.00

256

82,763

15.22

Preferential Allotment
Non-Convertible Debentures
Public Issue
Total

*Amount includes amount raised by Housing Development Finance Corporation Limited from Conversion of warrants issued on QIP basis

Table 3-9: Initial Public Offerings (IPOs) of Equity Shares during 2012-13
S.
No.

Company Name

1 MT Educare Limited

Issue Price

Date of
Listing

99.00

80.00

12-Apr-12

2 National Buildings Construction Corporation Limited

127.20

106.00

12-Apr-12

3 Tribhovandas Bhimji Zaveri Limited

200.00

120.00

9-May-12

4 Speciality Restaurants Limited

176.09

150.00

30-May-12

5 VKS Projects Limited

55.00

55.00

18-Jul-12

6 Thejo Engineering Limited*

19.00

402.00

18-Sep-12

179.50

230.00

6-Dec-12

8 Veto Switchgears And Cables Limited*

25.00

50.00

13-Dec-12

9 Credit Analysis And Research Limited

539.97

750.00

26-Dec-12

601.28

135.00

27-Dec-12

4,172.31

220.00

28-Dec-12

94.41

210.00

20-Feb-13

7 Tara Jewels Limited

10 PC Jeweller Limited
11 Bharti Infratel Limited
12 V-Mart Retail Limited
Total
*SME IPO

18

Issue Size
(` Crores)

6,288.76

Table 3-10: Resource Mobilisation through public issue of NCDs during 2012-13
S.No.

Name of the Company

Date

Amount
Mobilised
(`crore)

Amount
Mobilised
(Us $ mn)

Infrastructure Development Finance Company Limited

16-Apr-12

179.16

$32.94

Shriram Transport Finance Company Limited

21-Aug-12

600.00

$110.32

India Infoline Finance Limited

21-Sep-12

500.00

$91.93

Shriram City Union Finance Limited

11-Oct-12

433.60

$79.72

Religare Finvest Limited

12-Oct-12

332.04

$61.05

Muthoot Finance Limited

7-Nov-12

274.94

$50.55

Rural Electrication Corporation Limited

24-Dec-12

2,017.35

$370.91

Housing & Urban Development Corporation Limited

21-Feb-13

2,194.34

$403.45

Indian Railway Finance Corporation Limited

22-Feb-13

Total

5,373.39

$987.95

11,904.82

$2,188.82

Table 3-11: Rights Issues during 2012-13


S.No.

Company Name

Date of
Listing

10.11

Amount
Mobilised
(US $ mn)

Neuland Laboratories Limited

LGB Forge Limited

14-May-12

13.75

2.53

Money Matters Financial Services Limited

24-May-12

0.065

0.01

Sun Pharma Advanced Research Company


Limited

9-Oct-12

118.35

21.76

Network18 Media & Investments Limited

16-Oct-12

2,699.62

496.35

Bajaj Finserv Limited

22-Oct-12

938.52

172.56

EIH Associated Hotels Limited

26-Oct-12

108.81

20.01

TV18 Broadcast Limited

26-Oct-12

2,699.16

496.27

Uttam Sugar Mills Limited

5-Nov-12

27.21

5.00

10

City Union Bank Limited

17-Jan-2013

128.98

23.71

11
12

Bhushan Steel Limited


Bajaj Finance Limited

21-Feb-13
6-Mar-13

237.13
743.52

43.60
136.70

7,725.23

1,420.36

Total

2-May-12

Amount
Mobilised
(` Crore)

1.86

19

Table 3-12: Preferential Allotments by NSE Listed Companies during 2012-13


S.No.

Company Name

Bodal Chemicals Limited

Orient Paper & Industries Limited

LIC Housing Finance Limited

Impex Ferro Tech Limited

Kinetic Motor Company Limited

State Bank of India

Su-Raj Diamonds and Jewellery Limited

Development Credit Bank Limited

11

Autolite (India) Limited


Cholamandalam Investment and Finance Company
Limited
Blue Star Infotech Limited

12

Murudeshwar Ceramics Limited

13

Pitti Laminations Limited

14

Syndicate Bank

15
16

10

Amount Raised
_____________
` Crore
12.09

Amount Raised
_____________
US $ mn
2.22

68.70

12.63

810.00

148.93

35.00

6.44

3.40

0.63

7,900.00

1,452.49

202.80

37.29

98.75

18.16

2.00

0.37

212.09

38.99

4.01

0.74

3.13

0.58

15.86

2.92

327.20

60.16

Alok Industries Limited

81.60

15.00

Kingsher Airlines Limited

84.22

15.49

17

Uniply Industries Limited

2.05

0.38

18

Bajaj Finance Limited

305.32

56.14

19

Punjab & Sind Bank

20

Bank of India

21

Religare Enterprises Limited

22

Hindustan Motors Limited

95.30

17.52

1,037.45

190.75

405.00

74.46

14.46

2.66

23

Kingsher Airlines Limited

144.27

26.53

24

Central Bank of India

945.31

173.80

25

Responsive Industries Limited

58.47

10.75

26

Allahabad Bank

459.41

84.47

27

Bank of Baroda

1,644.69

302.39

28

Lloyds Steel Industries Limited

284.56

52.32

29

United Bank of India

132.20

24.31

30

ADF Foods Limited

1.30

0.24

31

Precot Meridian Limited

32

Bank of Maharashtra

33

Shasun Pharmaceuticals Limited

34

IDBI Bank Limited

35

R. S. Software (India) Limited

36

Andhra Cements Limited

5.15

0.95

605.10

111.25

50.00

9.19

3,319.02

610.23

2.02

0.37

177.00

32.54

37

Aanjaneya Lifecare Limited

65.00

11.95

38

Ind-Swift Laboratories Limited

12.88

2.37

Contd...

20

Contd...
S.No.

Company Name

Amount Raised
_____________
` Crore

Amount Raised
_____________
US $ mn

39

Micro Technologies (India) Limited

20.00

3.68

40

Shriram City Union Finance Limited

131.10

24.10

41

UCO Bank

42

Indian Overseas Bank

43

McDowell Holdings Limited

44

Deep Industries Limited

45

Shri Lakshmi Cotsyn Limited

46

Marico Limited

47

Aarti Industries Limited

13.92

2.56

48

Dena Bank

151.24

27.81

49

Union Bank of India

650.30

119.56

50

Tilaknagar Industries Limited

31.27

5.75

51

Bhartiya International Limited

52

GTL Infrastructure Limited

53
54

306.82

56.41

1,743.63

320.58

2.98

0.55

10.45

1.92

85.80

15.78

500.00

91.93

2.40

0.44

1,099.48

202.15

Prime Focus Limited

55.47

10.20

Trident Limited

51.15

9.40

55

APL Apollo Tubes Limited

17.60

3.24

56

Autolite (India) Limited

1.95

0.36

57

DCW Limited

7.64

1.40

58

Punjab National Bank

1,589.91

292.32

59

Punjab National Bank

655.00

120.43

60

Vijaya Bank

147.00

27.03

61

Sathavahana Ispat Limited

10.98

2.02

62

Kamdhenu Ispat Limited

4.48

0.82

63

Jayaswal Neco Industries Limited

155.45

28.58

64

5.50

1.01

0.02

0.00

66

Asian Granito India Limited


Southern Petrochemicals Industries Corporation
Limited
Titagarh Wagons Limited

67

Birla Cotsyn (India) Limited

68
69
70

Global Offshore Services Limited

1.94

0.36

71

JHS Svendgaard Laboratories Limited

4.89

0.90

72

Nicco Corporation Limited

73

Winsome Diamonds and Jewellery Limited

65

48.38

8.89

6.37

1.17

GTL Limited

232.99

42.84

Kingsher Airlines Limited

281.07

51.68

1.60

0.29

21.00

3.86

74

JSW ISPAT Steel Limited

191.67

35.24

75

Spanco Limited

23.25

4.27

76

Venus Remedies Limited

16.78

3.09

77

B.A.G Films and Media Limited

8.85

1.63

78

Kinetic Motor Company Limited

5.40

0.99

Contd...

21

Contd...
S.No.

Company Name

Amount Raised
_____________
` Crore

Amount Raised
_____________
US $ mn

79

Kinetic Motor Company Limited

2.56

80

Micro Technologies (India) Limited

7.99

0.47
1.47

81

Micro Technologies (India) Limited

12.86

2.36

82

Suryalakshmi Cotton Mills Limited

15.66

2.88

83

Pantaloon Retail (India) Limited

200.00

36.77

84

Pratibha Industries Limited

85

The Indian Hotels Company Limited

86

Hindustan Motors Limited

87

Shilpa Medicare Limited

17.50

3.22

88

Alchemist Limited

13.76

2.53

89

APL Apollo Tubes Limited

11.30

2.08

90

Precot Meridian Limited

5.15

0.95

15.00

2.76

497.47

91.47

14.46

2.66

91

3i Infotech Limited

427.83

78.66

92

Gujarat Pipavav Port Limited

150.52

27.67

93

Tricom India Limited

11.49

2.11

94

Steel Strips Wheels Limited

10.95

2.01

95

West Coast Paper Mills Limited

17.92

3.29

96

Ind-Swift Limited

16.00

2.94

97

Tantia Constructions Limited

7.16

1.32

98

Burnpur Cement Limited

3.48

0.64

99

Shri Lakshmi Cotsyn Limited

23.40

4.30

100

GTL Limited

38.30

7.04

101

Man Industries (India) Limited

30.00

5.52

102

Surana Industries Limited

385.00

70.79

103

The Dhampur Sugar Mills Limited

18.90

3.47

104

Educomp Solutions Limited

33.40

6.14

105

Educomp Solutions Limited

50.00

9.19

106

Educomp Solutions Limited

276.00

50.74

107

The Dhampur Sugar Mills Limited

6.30

1.16

108

Suryajyoti Spinning Mills Limited

3.63

0.67

109

Apollo Hospitals Enterprise Limited

154.82

28.47

110

MSP Steel & Power Limited

60.00

11.03

111

Raj Rayon Industries Limited

9.31

1.71

112

Trent Limited

20.00

3.68

113

Delta Magnets Limited

114

Trent Limited

115

Global Offshore Services Limited

116

Visesh Infotecnics Limited

117

Raj Rayon Industries Limited

118

3i Infotech Limited

3.41

0.63

51.55

9.48

0.75

0.14

231.00

42.47

2.26

0.42

42.38

7.79

Contd...

22

Contd...
S.No.

Company Name

Amount Raised
_____________
` Crore

Amount Raised
_____________
US $ mn

119

Autolite (India) Limited

4.75

120

Motilal Oswal Financial Services Limited

1.17

0.87
0.21

121

Zicom Electronic Security Systems Limited

15.18

2.79

122

Zicom Electronic Security Systems Limited

4.60

0.85

123

Edserv Softsystems Limited

124

IFB Industries Limited

125

Electrosteel Steels Limited

152.00

27.95

126

Solar Industries India Limited

72.00

13.24

127

GTL Infrastructure Limited

46.66

8.58

128

GTL Infrastructure Limited

44.91

8.26

129

Alphageo (India) Limited

1.50

0.28

130

The Dhampur Sugar Mills Limited

6.70

1.23

131

Euro Ceramics Limited

132

IFCI Limited

133
134

2.00

0.37

42.00

7.72

5.25

0.97

400.00

73.54

Sudar Industries Limited

26.00

4.78

Farmax India Limited

21.60

3.97

135

Bhartiya International Limited

3.60

0.66

136

KEI Industries Limited

5.94

1.09

137

Gitanjali Gems Limited

40.00

7.35

138

Rainbow Papers Limited

36.60

6.73

139

Punjab Chemicals & Crop Protection Limited

20.00

3.68

140

Tricom India Limited

141

Jain Irrigation Systems Limited

142

The Dhampur Sugar Mills Limited

143

Punjab Chemicals & Crop Protection Limited

30.00

5.52

144

PVR Limited

57.70

10.61

145

Ind-Swift Laboratories Limited

10.85

1.99

146

Trent Limited

78.45

14.42

147

Cheslind Textiles Limited

148

150

Prime Focus Limited


Pipavav Defence and Offshore Engineering Company
Limited
India Glycols Limited

151

Sathavahana Ispat Limited

152
153

6.75

1.24

3,988.66

733.35

8.04

1.48

22.23

4.09

189.15

34.78

78.00

14.34

42.66

7.84

11.82

2.17

Simbhaoli Sugars Limited

3.02

0.56

Religare Enterprises Limited

0.03

0.01

154

Omnitech Infosolutions Limited

1.65

0.30

155

SKS Micronance Limited

33.55

6.17

156

Hotel Leela Venture Limited

100.00

18.39

157

DCW Limited

4.32

0.79

149

Contd...

23

Contd...
S.No.

Company Name

158

Everonn Education Limited

159

Firstsource Solutions Limited

Amount Raised
_____________
` Crore

Amount Raised
_____________
US $ mn

2.28

0.42

274.55

50.48

160

Rasoya Proteins Limited

161

AI Champdany Industries Limited

24.48

4.50

4.52

0.83

162
163

Gujarat NRE Coke Limited

94.86

17.44

Spentex Industries Limited

5.10

164

Arshiya International Limited

44.23

0.94
8.13

165

Bajaj Finance Limited

85.28

15.68

166

IFCI Limited

523.00

96.16

167

JVL Agro Industries Limited

22.80

4.19

168

Development Credit Bank Limited

40.62

7.47

169

KPIT Cummins Infosystems Limited

162.00

29.79

170

3i Infotech Limited

42.60

7.83

171

Capital First Limited

50.00

9.19

172

Jindal Drilling And Industries Limited

77.00

14.16

173

Store One Retail India Limited

9.76

1.79

174

Trident Limited

8.53

1.57

175

Marksans Pharma Limited

4.48

0.82

176

Supreme Tex Mart Limited

14.84

2.73

177

Jayaswal Neco Industries Limited

280.00

51.48

178

Tree House Education & Accessories Limited

41.18

7.57

179

GEI Industrial Systems Limited

63.87

11.74

180

GEI Industrial Systems Limited

12.50

2.30

181

Alchemist Limited

14.51

2.67

182

ANG Industries Limited

183

Sintex Industries Limited

5.04

0.93

93.85

17.26

184

Axis Bank Limited

811.47

149.20

185

Lloyds Steel Industries Limited

380.00

69.87

186

Rasoya Proteins Limited

11.52

2.12

187

Rohit Ferro-Tech Limited

201.00

36.96

188

Ashapura Minechem Limited

189

Morepen Laboratories Limited

190

IL&FS Engineering and Construction Company Limited

191

DCW Limited

192

194

Mawana Sugars Limited


Southern Petrochemicals Industries Corporation
Limited
Oswal Chemicals & Fertilizers Limited

195
196
197

193

14.73

2.71

9.90

1.82

75.00

13.79

1.36

0.25

6.29

1.16

0.14

0.03

88.20

16.22

Educomp Solutions Limited

57.73

10.61

3i Infotech Limited

27.12

4.99

ADF Foods Limited

11.70

2.15

Contd...

24

Contd...
S.No.

Company Name

198

Bafna Pharmaceuticals Limited

199

Bank Of India

Amount Raised
_____________
` Crore

Amount Raised
_____________
US $ mn

1.30

0.24

809.00

148.74

200

Celebrity Fashions Limited

3.50

0.64

201

Global Offshore Services Limited

0.23

0.04

202

Punjab & Sind Bank

140.00

25.74

203

PVR Limited

260.32

47.86

204

18.75

3.45

13.05

2.40

206

Sharyans Resources Limited


Southern Petrochemicals Industries Corporation
Limited
Supreme Tex Mart Limited

12.66

2.33

207

Tantia Constructions Limited

208

UCO Bank

209

Welspun Corp Limited

205

Total

13.48

2.48

681.00

125.21

788.38

144.95

42,881.01

7,884.09

Table 3-13: Amount raised through QIP during 2012-13


S.No.

Name of the company

Housing Development Finance Corporation Limited*

K S Oils Limited

3
4

Amount Raised
(` cr)

Amount Raised
( US $ mn)

0.22

0.04

24.48

4.50

Housing Development Finance Corporation Limited*

0.56

0.10

Housing Development Finance Corporation Limited*

2.00

0.37

Housing Development Finance Corporation Limited*

241.22

44.35

Housing Development Finance Corporation Limited*

274.38

50.45

Housing Development Finance Corporation Limited*

91.14

16.76

Housing Development Finance Corporation Limited*

192.61

35.41

Housing Development Finance Corporation Limited*

47.29

8.69

10

Gujarat Pipavav Port Limited

199.48

36.68

11

SKS Micronance Limited

229.96

42.28

12

Housing Development Finance Corporation Limited*

179.67

33.03

13

Housing Development Finance Corporation Limited*

264.83

48.69

14

Housing Development Finance Corporation Limited*

110.14

20.25

15

Housing Development Finance Corporation Limited*

43.70

8.03

16

Housing Development Finance Corporation Limited*

105.36

19.37

17

Housing Development Finance Corporation Limited*

227.90

41.90

18

Housing Development Finance Corporation Limited*

144.89

26.64

19

Housing Development Finance Corporation Limited*

239.00

43.94

20

Housing Development Finance Corporation Limited*

275.69

50.69

Contd...

25

Contd...
S.No.

Name of the company

Amount Raised
(` cr)

Amount Raised
( US $ mn)

21

Housing Development Finance Corporation Limited*

495.36

91.08

22

Housing Development Finance Corporation Limited*

55.30

10.17

23

Housing Development Finance Corporation Limited*

68.87

12.66

24

Housing Development Finance Corporation Limited*

103.72

19.07

25

Housing Development Finance Corporation Limited*

15.17

2.79

26

Housing Development Finance Corporation Limited*

51.49

9.47

27

Housing Development Finance Corporation Limited*

50.48

9.28

28

The South Indian Bank Limited

442.60

81.38

29

Sintex Industries Limited

174.76

32.13

30

Mahindra & Mahindra Financial Services Limited

866.80

159.37

31

Indusind Bank Limited

2,000.64

367.84

32

Talwalkars Better Value Fitness Limited

42.37

7.79

33

Gayatri Projects Limited

75.22

13.83

34

PI Industries Limited

35

Axis Bank Limited

36

117.33

21.57

4,726.00

868.92

Jaiprakash Associates Limited

532.90

97.98

37

Cholamandalam Investment and Finance Company


Limited

300.00

55.16

38

Jaiprakash Power Ventures Limited

950.07

174.68

39

Godrej Industries Limited**

370.51

68.12

40

Prestige Estates Projects Limited**


Total

363.97

66.92

14,698.08

2,702.38

* Includes Equity Shares allotted on conversion of convertible securities issued on QIP basis
** Institutional Placement Programme

Table 3-14: Companies Delisted during 2012-13


Compulsory / Voluntary Delisting Details
Name of the company

26

Symbol

Date of Delisting

Details

Alfa Laval (India) Limited

ALFALAVAL

19-Apr-12

Voluntary

Shree Precoated Steels Limited

SHPRE

10-May-12

Voluntary

Patni Computer Systems Limited

PATNI

28-May-12

Voluntary

Chemplast Sanmar Limited

CHEMPLAST

25-Jun-12

Voluntary

Batliboi Limited

BATLIBOI

28-Jun-12

Voluntary

Capital Market Segment

28

102

246

250

244

251

254

251

247

251

254

253

251

249

251

243

244

20

22

22

1994-95
(Nov.-Mar.)

1995-96

1996-97

1997-98

1998-99

1999-00

2000-01

2001-02

2002-03

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

2009-10

Apr-10

May-10

Jun-10

7,846

6,088

4,510

3,780

2,398

1,753

1,676

984

546

381

264

66

1364

1349

1346

1,248

1,249

1,205

1,370 16,816

1,277 13,651

1,244 11,727

1,114

928

856

804

899

1,019

1,201

--

--

--

--

--

--

Month & No. of No. of No. of


Year
Trad- com- Trades
ing
panies
Days Traded
(` lakh)

839,052

414,474

370,193

294,503

67,287

1,805

(` cr.)

617,989

513,167

143,616

139,812

144,060

286,109

284,625

276,566

2,215,530 4,138,023

1,426,355 2,752,023

1,498,469 3,551,038

855,456 1,945,287

844,486 1,569,558

797,685 1,140,072

713,300 1,099,534

364,066

278,408

Average Daily
Trading Value

64

64

62

917

540

888

446

352

261

253

130

105

287

192

98

--

--

--

--

13,005

12,937

13,828

16,959

11,325

14,148

7,812

6,253

4,506

4,329

2,462

2,078

5,337

3,303

1,651

1,520

1,176

276

17

82.23

84.38

76.88

70.23

16.76

0.50

(%)

Turnover
Ratio

80.58

2,913

2,898

3,097

3,757

2,223

3,540

1,792

1,402

1,030

998

--

--

--

68.86

95.02

73.09

57.77

55.79

71.90

98.09

518 115.05

426

1,144 203.62

757

389

--

--

--

--

(US $ bn) (` cr.) (US $ mn.)

Trading Value

329,536 1,339,510

242,704

165,327

135,685

135,561

39,912

1,391

(lakh)

Traded
Quantity

711,706

23,818

351

(` cr.)

617,984

512,866

143,616

139,812

144,060

286,109

284,625

276,566

2,215,530 4,138,023

1,426,355 2,752,023

1,498,469 3,551,038

855,456 1,945,287

844,486 1,569,558

797,685 1,140,072

713,300 1,099,534

364,049

277,717

491,175

481,503

419,367

401,459

363,350

(` cr.)

537133

636,861

657,847

64

64

62

6,229,136

5,932,578

6,117,858

917 6,009,173

540 2,896,194

888 4,858,122

446 3,367,350

352 2,813,201

261 1,585,585

253 1,120,976

130

105

271

Contd...

1,395

1,329

1,370

1,331

568

1,215

773

631

362

258

113

131

141

234

116

--

--

--

--

(US $ bn)

Market Capitalisation

163 1,020,426

--

--

--

--

(US $ bn)

Demat Trading
Value

307,222 1,264,337

153,772

8,542

315

(lakh)

Demat
Traded
Quantity

Table 4-1:Business Growth of CM Segment

Capital Market Segment

29

21

21

19

20

21

22

Sep-11

Oct-11

Nov-11

Dec-11

Jan-12

255

2010-11

Aug-11

22

Mar-11

21

20

Feb-11

Jul-11

20

Jan-11

22

22

Dec-10

Jun-11

21

Nov-10

18

21

Oct-10

22

21

Sep-10

May-11

22

Aug-10

Apr-11

22

Jul-10

1,227

1,278

1,184

1,307

1,413

1,447

1,369

1,361

1,219

1520

1520

1512

1510

1495

1489

1478

1474

1463

1453

1,312

1,076

1,114

1,008

1,226

1,236

1,158

1,159

1,151

1,073

1483 15,507

1450

1444

1440

1432

1419

1415

1395

1389

1373

Month & No. of No. of No. of


Year
Trad- com- Trades
ing
panies
Days Traded
(` lakh)

Contd...

255,712

266,504

267,332

295,685

363,993

360,472

329,869

311,994

278,551

(` cr.)

129,429

148,303

115,115

123,804

101,205

132,298

133,110

122,590

122,299

115,857

228,348

236,872

188,886

206,344

193,293

235,270

235,253

230,003

222,457

233,876

Average Daily
Trading Value

46

37

40

38

46

46

45

43

46

45

801

57

60

60

66

82

81

74

70

62

10,767

8,995

10,317

10,173

11,203

11,203

10,953

10,112

10,631

12,686

14,029

11,623

13,325

13,367

13,440

17,333

17,165

15,708

14,182

12,661

2,105

1,758

2,017

1,989

2,190

2,190

2,141

1,977

2,078

2,480

3,142

2,603

2,984

2,994

3,010

3,882

3,844

3,518

3,176

2,836

(US $ bn) (` cr.) (US $ mn.)

Trading Value

1,824,515 3,577,410

127,900

141,168

130,217

151,108

188,217

193,248

173,285

152,467

139,417

(lakh)

Traded
Quantity

--

--

--

--

--

--

--

--

--

--

--

--

--

--

--

--

--

--

--

53.37

(%)

Turnover
Ratio

255,712

266,504

267,332

295,685

363,993

360,472

329,869

311,994

278,551

(` cr.)

129,429

148,303

115,115

123,804

101,205

132,298

133,110

122,590

122,299

115,857

228,348

236,872

188,886

206,344

193,293

235,270

235,253

230,003

222,457

233,876

6,702,616

6,195,967

6,441,491

7,139,310

6,894,912

7,055,094

6,958,534

6,393,418

6,340,120

(` cr.)

45

46

37

40

38

46

46

45

43

46

6,753,614

5,937,039

5,232,273

5,547,723

6,101,891

5,820,334

5,921,684

6,462,238

6,574,743

6,569,743

Contd...

1,161

1,023

1,084

1,193

1,138

1,158

1,263

1,285

1,284

1,320

1,501

1,501

1,388

1,443

1,599

1,544

1,580

1,558

1,432

1,420

(US $ bn)

Market Capitalisation

801 6,702,616

57

60

60

66

82

81

74

70

62

(US $ bn)

Demat Trading
Value

1,824,515 3,577,410

127,900

141,168

130,217

151,108

188,217

193,248

173,285

152,467

139,417

(lakh)

Demat
Traded
Quantity

30

20

21

21

20

23

20

19

250

Oct-12

Nov-12

Dec-12

Jan-13

Feb-13

Mar-13

2012-13

21

Jun-12

Sep-12

22

May-12

22

20

Apr-12

21

249

2011-12

Aug-12

22

Mar-12

Jul-12

20

Feb-12

1,329

1,535

1,114

1,167

1,389

1,166

1,077

1,166

1,168

1,056

1,099

1,058

1,143

999

1577 13,605

1542

1542

1545

1546

1541

1541

1538

1535

1532

1532

1530

1529

1551 14,377

1533

1523

Month & No. of No. of No. of


Year
Trad- com- Trades
ing
panies
Days Traded
(` lakh)

Contd...

272,482

327,808

(` cr.)

212,598

226,642

295,415

240,325

220,933

239,795

240,189

204,874

210,325

202,104

216,755

198,324

1,659,160 2,708,279

129,388

139,273

179,404

153,442

134,788

147,247

143,798

121,847

138,197

125,022

129,997

116,755

Average Daily
Trading Value

498

39

42

54

44

41

44

44

38

39

37

40

36

549

53

64

10,833

11,189

11,332

12,844

12,016

10,521

11,419

12,009

9,756

9,560

9,624

9,852

9,916

11,289

12,386

16,390

1,992

2,057

2,084

2,362

2,209

1,934

2,099

2,208

1,794

1,758

1,769

1,811

1,823

2,207

2,421

3,204

(US $ bn) (` cr.) (US $ mn.)

Trading Value

1,616,978 2,810,893

164,978

207,991

(lakh)

Traded
Quantity

--

--

43

--

--

--

--

--

--

--

--

--

--

--

--

46.11

(%)

Turnover
Ratio

272,482

327,808

(` cr.)

212,598

226,642

295,415

240,325

220,933

239,795

240,189

204,874

210,325

202,104

216,755

198,324

1,659,160 2,708,279

129,388

139,273

179,404

153,442

134,788

147,247

143,798

121,847

138,197

125,022

129,997

116,755

6,096,518

6,233,250

(` cr.)

6,239,035

6,385,291

6,858,653

6,763,781

6,603,005

6,337,676

6,431,655

5,942,510

5,951,540

6,026,766

5,695,547

6,059,258

498 6,239,035

39

42

54

44

41

44

44

38

39

37

40

36

1,147

1,147

1,174

1,261

1,244

1,214

1,165

1,183

1,093

1,094

1,108

1,047

1,114

1,192

1,192

1,218

(US $ bn)

Market Capitalisation

549 6,096,518

53

64

(US $ bn)

Demat Trading
Value

1,616,978 2,810,893

164,978

207,991

(lakh)

Demat
Traded
Quantity

Table 4-2: Frequency Distribution of Companies traded


Trading
Frequency
(Range of
Days)
Above 100

2009-10

2010-11

2011-12

2012-13

No. of
Percentage
No. of
Percentage
No. of
Percentage
No. of
Percentage
Companies
of Total
Companies
of Total
Companies
of Total
Companies
of Total
Traded
Traded
Traded
Traded
1,301

92.9

1,444

93.7

1,530

94.0

1,561

95.4

91-100

15

1.1

0.5

0.3

0.2

81-90

0.2

0.3

0.5

0.4

71-80

0.6

0.5

0.4

0.3

61-70

0.1

11

0.7

0.3

0.3

51-60

23

1.6

0.3

0.4

0.5

41-50

0.4

0.4

0.2

0.2

31-40

0.4

0.5

0.2

0.2

21-30

0.6

0.5

0.5

0.4

11-20

14

1.0

11

0.7

0.5

0.2

1-10

13

0.9

29

1.9

44

2.7

32

2.0

Total

1,401

100.0

1,541

100.0

1,627

100.0

1,637

100.0

Table 4-3: Trading Frequency of Companies in Cash Segment during 2012-13


Month/ Year

Companies Available for


Trading*

No. of companies Traded

Percent of Traded to
Available for Trading

Apr-12

1,564

1,529

97.8

May-12

1,564

1,530

97.8

Jun-12

1,564

1,532

98.0

Jul-12

1,566

1,532

97.8

Aug-12

1,568

1,535

97.9

Sep-12

1,573

1,538

97.8

Oct-12

1,575

1,541

97.8

Nov-12

1,576

1,541

97.8

Dec-12

1,580

1,546

97.8

Jan-13

1,579

1,545

97.8

Feb-13

1,579

1,542

97.7

Mar-13

1,582

1,542

97.5

*At the end of the period Includes listed/permitted to trade companies but excludes suspended companies.

31

Table 4-4: Advances/Declines in Cash Segment of NSE during 2012-13


(No. of Securities)
Month/Date

NSE
Advances

Declines

Advance / Decline Ratio

Apr-12

681

883

0.8

May-12

284

1,274

0.2

Jun-12

697

861

0.8

Jul-12

1,166

395

3.0

Aug-12

510

1,054

0.5

Sep-12

894

673

1.3

Oct-12

1,223

345

3.5

Nov-12

640

930

0.7

Dec-12

989

587

1.7

Jan-13

743

837

0.9

Feb-13

174

1,400

0.1

Mar-13

193

1,378

0.1

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

2006-07

2007-08

2008-09

2009-10

2010-11

2011-12

2012-13

Ahmedabad

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

0.4

Baroda

0.8

0.9

0.8

0.7

0.6

0.5

0.4

0.4

4.7

Bhubaneshwar

0.0

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

1.4

Cochin

0.6

0.5

0.5

0.8

1.4

1.7

1.7

0.0

Coimbatore

0.4

0.3

0.2

0.3

0.3

0.3

0.2

0.2

13.4

13.5

14.7

15.0

14.9

10.8

8.4

8.0

Guwahati

0.0

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

3.0

Delhi

Indore

0.8

0.8

0.7

0.5

0.6

0.6

0.4

0.4

Jaipur

1.2

0.9

0.7

0.6

0.5

0.5

0.4

0.4
0.1

Kanpur
Kolkata/Howrah
Ludhiana
Mangalore

0.2

0.2

0.1

0.1

0.1

0.1

0.1

11.4

10.6

11.0

9.2

8.3

7.5

8.6

7.7

0.3

0.2

0.2

0.2

0.2

0.1

0.1

0.1

0.1

0.1

0.0

0.0

0.0

0.0

0.0

0.0

52.4

57.1

57.7

55.9

54.5

58.6

60.4

61.7

Patna

0.1

0.1

0.3

0.0

0.0

0.0

0.0

0.0

Pune

0.6

0.4

0.0

0.2

0.2

0.2

0.2

0.2

Mumbai / Thane

Rajkot

0.3

0.4

0.8

1.3

1.4

1.6

1.4

1.2

Others

8.1

6.5

5.0

5.7

5.9

7.5

8.2

10.0

100

100

100

100

100

100

100

100

Total

32

2005-06

Table 4-6: Internet Trading Value in the CM segment in comparison


with total trading volumes at NSE
Year

Enabled
Members*

Registered
Clients*

Internet
Trading Value

Internet
Trading Value

(` crore)

(US $ bn)

% of total
trading volume

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

2012-13

445

6,268,798

583,073

107.20

10.76

* At the end of the nancial year


Trading value 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 2013
S.No.

Name of the AMC

AIG Global Asset Management Company (India) Private Limited

Axis Asset Management Company Limited

BNP Paribas Asset Management India Private Limited

Baroda Pioneer Asset Management Company Limited

Birla Sun Life Asset Management Company Limited

Goldman Sachs Asset Management (India) Private Limited

Canara Robeco Asset Management Company Limited

Daiwa Asset Management (India) Private Limited

Deutsche Asset Management (India) Private Limited

10

DSP BlackRock Investment Managers Private Limited

11

Edelweiss Asset Management Limited

12

Escorts Asset Management Limited

13

Franklin Templeton Asset Management (India) Private Limited

14

HDFC Asset Management Company Limited

15

HSBC Asset Management (India) Private Limited

16

ICICI Prudential Asset Management Company Limited

17

IDBI Asset Management Limited

18

India Infoline Asset Management Company Limited

Contd...

33

Contd...
S.No.

Name of the AMC

19

IDFC Asset Management Company Limited

20

JM Financial Asset Management Private Limited

21

JPMorgan Asset Management India Private Limited

22

Kotak Mahindra Asset Management Company Limited

23

L&T Investment Management Limited

24

LIC NOMURA Mutual Fund Asset Management Company Limited

25

Motilal Oswal Asset Management Company Limited

26

Principal Pnb Asset Management Company Private Limited

27

Pramerica Asset Managers Private Limited

28

Reliance Capital Asset Management Limited

29

Religare Asset Management Company Limited

30

Sahara Asset Management Company Private Limited

31

SBI Funds Management Private Limited

32

Sundaram Asset Management Company Limited

33

Taurus Asset Management Company Limited

34

Union KBC Asset Management Company Private Limited

35

UTI Asset Management Company Limited

36

Quantum Asset Management Company Private Limited

37

BOI AXA Investment Managers 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

34

Table 4-9: The existing rates of Securities Transaction Tax (STT) for CM segment
S.No

Taxable securities transaction

Rate (%)

Payable by

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.

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.

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.

Table 4-10: Percentage Share of Top N Securities/Member in Turnover


No. of Securities/Members
Year

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

Contd...

35

Contd...
No. of Securities/Members
Year

10

25

50

100

2011-12
2012-13

17.17
16.18

27.14
26.22

44.28
44.30

59.79
60.54

75.74
76.82

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
2012-13

14.80
14.25

25.26
24.68

46.30
46.66

62.16
63.07

76.98
77.18

Members

Table 4-11: 50 Most Active Securities during 2012-13 in Terms of Trading Value

Rank

Name of Security

Trading Value
(` cr)

(US $ bn)

% Share
in Total
Trading
Value

% Share
in Total
Market
(US $ bn) Capitalisation

Market Capitalisation
as on March 31,2013
(` cr)

STATE BANK OF INDIA

130,127

23.93

4.80

139,091

25.57

2.32

UNITED SPIRITS LIMITED

82,748

15.21

3.06

24,840

4.57

0.41

ICICI BANK LTD.

81,956

15.07

3.03

120,536

22.16

2.01

INFOSYS LIMITED

74,346

13.67

2.75

165,917

30.51

2.76

TATA MOTORS LIMITED

69,109

12.71

2.55

72,890

13.40

1.21

RELIANCE INDUSTRIES LTD

61,002

11.22

2.25

249,555

45.88

4.16

AXIS BANK LIMITED

58,380

10.73

2.16

60,792

11.18

1.01

LARSEN & TOUBRO LTD.

56,351

10.36

2.08

84,074

15.46

1.40

HDFC LTD

53,203

9.78

1.96

127,499

23.44

2.12

10

ITC LTD

42,789

7.87

1.58

244,076

44.88

4.06

11

TATA CONSULTANCY SERVICES LTD

41,851

7.69

1.55

308,409

56.70

5.14

Contd...

36

Contd...

Rank

Name of Security

(US $ bn)

% Share
in Total
Trading
Value

40,420

7.43

1.49

1,936

0.36

0.03

40,110

7.37

1.48

148,527

27.31

2.47

Trading Value
(` cr)

% Share
in Total
Market
(US $ bn) Capitalisation

Market Capitalisation
as on March 31,2013
(` cr)

13

HOUSING DEVELOPMENT &


INFRASTRUCTURE LTD
HDFC BANK LTD

14

TATA STEEL LIMITED

37,828

6.96

1.40

30,384

5.59

0.51

15

BHARTI AIRTEL LIMITED

37,509

6.90

1.38

110,793

20.37

1.84

16

DLF LIMITED

37,288

6.86

1.38

39,868

7.33

0.66

17

JAIPRAKASH ASSOCIATES LTD

35,397

6.51

1.31

14,524

2.67

0.24

18

RELIANCE CAPITAL LTD

32,900

6.05

1.21

7,681

1.41

0.13

19

CAIRN INDIA LIMITED

31,147

5.73

1.15

52,043

9.57

0.87

20

HINDUSTAN UNILEVER LTD.

27,149

4.99

1.00

100,958

18.56

1.68

21

JET AIRWAYS (INDIA) LTD.

26,545

4.88

0.98

4,471

0.82

0.07

12

22

MARUTI SUZUKI INDIA LTD.

26,132

4.80

0.96

37,015

6.81

0.62

23

RELIANCE INFRASTRUCTURE LTD

25,509

4.69

0.94

8,533

1.57

0.14

24

PANTALOON RETAIL (I) LTD

25,117

4.62

0.93

3,228

0.59

0.05

25

MAHINDRA & MAHINDRA LTD

24,825

4.56

0.92

52,882

9.72

0.88

26

YES BANK LIMITED

24,114

4.43

0.89

15,358

2.82

0.26

27

BHEL

23,853

4.39

0.88

43,323

7.97

0.72

28

JSW STEEL LIMITED

23,570

4.33

0.87

15,001

2.76

0.25

29

JINDAL STEEL & POWER LTD

22,838

4.20

0.84

32,509

5.98

0.54

30

OIL AND NATURAL GAS CORP.

22,794

4.19

0.84

266,418

48.98

4.44

31

IDFC LIMITED

22,151

4.07

0.82

21,751

4.00

0.36

32

HINDALCO INDUSTRIES LTD

20,646

3.80

0.76

17,538

3.22

0.29

33

UNITECH LTD

19,628

3.61

0.72

6,161

1.13

0.10

34

HCL TECHNOLOGIES LTD

19,071

3.51

0.70

55,247

10.16

0.92

35

BAJAJ AUTO LIMITED

18,889

3.47

0.70

52,073

9.57

0.87

36

RELIANCE COMMUNICATIONS LTD

18,388

3.38

0.68

11,414

2.10

0.19

37

HERO MOTOCORP LIMITED

17,273

3.18

0.64

30,792

5.66

0.51

38

COAL INDIA LTD

16,241

2.99

0.60

195,239

35.90

3.25

39

KARNATAKA BANK LIMITED

15,909

2.93

0.59

2,463

0.45

0.04

40

STERLITE INDS (IND) LTD

15,864

2.92

0.59

31,490

5.79

0.52

41

CIPLA LTD

14,856

2.73

0.55

30,491

5.61

0.51

42

BANK OF BARODA

14,460

2.66

0.53

27,767

5.11

0.46

43

DR. REDDY'S LABORATORIES

14,310

2.63

0.53

30,002

5.52

0.50

44

WIPRO LTD

14,049

2.58

0.52

107,662

19.79

1.79

45

LIC HOUSING FINANCE LTD

13,955

2.57

0.52

11,350

2.09

0.19

46

JUBILANT FOODWORKS LTD

13,833

2.54

0.51

8,134

1.50

0.14

47

NTPC LTD

13,642

2.51

0.50

117,044

21.52

1.95

48

SUN PHARMACEUTICALS IND.

13,568

2.49

0.50

84,809

15.59

1.41

49

PUNJAB NATIONAL BANK

13,145

2.42

0.49

24,350

4.48

0.41

50

POWER FIN CORP LTD.

0.47

23,853

4.39

0.40

60.54 3,472,760

638.50

57.83

Total

12,847

2.36

1,639,633

301.46

37

Table 4-12: Top 50 Companies by Market Capitalisation as on March 31, 2013


Rank

Name of Security and


Industry

Market Capitalisation
(` cr.)

(US $ bn)

% Share Trading Volume During


in Total
2012-13
Market
(US $ bn)
(` cr.)
Capitalisation

% Share
in Total
Trading
Volume

TATA CONSULTANCY SERVICES


LTD
OIL AND NATURAL GAS CORP.

RELIANCE INDUSTRIES LTD

249,555

45.88

4.00

61,002

11.22

2.28

ITC LTD

244,076

44.88

3.91

42,789

7.87

1.60

COAL INDIA LTD

195,239

35.90

3.13

16,241

2.99

0.61

INFOSYS LIMITED

165,917

30.51

2.66

74,346

13.67

2.78

HDFC BANK LTD

148,527

27.31

2.38

40,110

7.37

1.50

STATE BANK OF INDIA

139,091

25.57

2.23

130,127

23.93

4.87

HDFC LTD

127,499

23.44

2.04

53,203

9.78

1.99

10

ICICI BANK LTD.

120,536

22.16

1.93

81,956

15.07

3.07

11

NTPC LTD

117,044

21.52

1.88

13,642

2.51

0.51

12

BHARTI AIRTEL LIMITED

110,793

20.37

1.78

37,509

6.90

1.40

13

WIPRO LTD

107,662

19.79

1.73

14,049

2.58

0.53

14

HINDUSTAN UNILEVER LTD.

100,958

18.56

1.62

27,149

4.99

1.02

15

SUN PHARMACEUTICALS IND.

84,809

15.59

1.36

13,568

2.49

0.51

16

LARSEN & TOUBRO LTD.

84,074

15.46

1.35

56,351

10.36

2.11

17

TATA MOTORS LIMITED

72,890

13.40

1.17

69,109

12.71

2.59

18

INDIAN OIL CORP LTD

68,371

12.57

1.10

4,281

0.79

0.16

19

AXIS BANK LIMITED

60,792

11.18

0.97

58,380

10.73

2.19

20

HCL TECHNOLOGIES LTD

55,247

10.16

0.89

19,071

3.51

0.71

21

NMDC LTD.

54,356

9.99

0.87

7,455

1.37

0.28

22

MAHINDRA & MAHINDRA LTD

52,882

9.72

0.85

24,825

4.56

0.93

23

BAJAJ AUTO LIMITED

52,073

9.57

0.83

18,889

3.47

0.71

24

CAIRN INDIA LIMITED

52,043

9.57

0.83

31,147

5.73

1.17

25

HINDUSTAN ZINC LIMITED

51,253

9.42

0.82

2,311

0.42

0.09

26

ULTRATECH CEMENT LIMITED

51,241

9.42

0.82

7,662

1.41

0.29

27

POWER GRID CORP. LTD.

48,982

9.01

0.79

8,767

1.61

0.33

28

KOTAK MAHINDRA BANK LTD

48,675

8.95

0.78

10,814

1.99

0.40

29

ASIAN PAINTS LIMITED

47,166

8.67

0.76

8,064

1.48

0.30

30

NESTLE INDIA LIMITED

44,237

8.13

0.71

3,324

0.61

0.12

31

BHEL

43,323

7.97

0.69

23,853

4.39

0.89

32

GAIL (INDIA) LTD

40,369

7.42

0.65

9,466

1.74

0.35

33

DLF LIMITED

39,868

7.33

0.64

37,288

6.86

1.40

308,409

56.70

4.94

41,851

7.69

1.57

266,418

48.98

4.27

22,794

4.19

0.85

Contd...

38

Contd...
Rank

Name of Security and


Industry

Market Capitalisation
(` cr.)

(US $ bn)

% Share Trading Volume During


in Total
2012-13
Market
(US $ bn)
(` cr.)
Capitalisation

% Share
in Total
Trading
Volume

34

IDEA CELLULAR LIMITED

37,741

6.94

0.60

6,838

1.26

0.26

35

MARUTI SUZUKI INDIA LTD.

37,015

6.81

0.59

26,132

4.80

0.98

36

BHARTI INFRATEL LTD.

33,797

6.21

0.54

2,031

0.37

0.08

37

JINDAL STEEL & POWER LTD

32,509

5.98

0.52

22,838

4.20

0.86

38

STERLITE INDS (IND) LTD

31,490

5.79

0.50

15,864

2.92

0.59

39

HERO MOTOCORP LIMITED

30,792

5.66

0.49

17,273

3.18

0.65

40

OIL INDIA LTD

30,703

5.65

0.49

2,954

0.54

0.11

41

CIPLA LTD

30,491

5.61

0.49

14,856

2.73

0.56

42

TATA STEEL LIMITED

30,384

5.59

0.49

37,828

6.96

1.42

43

DR. REDDY'S LABORATORIES

30,002

5.52

0.48

14,310

2.63

0.54

44

BOSCH LIMITED

28,208

5.19

0.45

1,090

0.20

0.04

45

LUPIN LIMITED

28,127

5.17

0.45

10,802

1.99

0.40

46

ADANI PORT & SEZ LTD

27,787

5.11

0.45

4,601

0.85

0.17

47
48

BANK OF BARODA
BHARAT PETROLEUM
CORPORATION LTD
AMBUJA CEMENTS LTD
GODREJ CONSUMER
PRODUCTS
Total

27,767
27,311

5.11
5.02

0.45
0.44

14,460
10,039

2.66
1.85

0.54
0.38

26,865
26,477

4.94
4.87

0.43
0.43

11,005
4,087

2.02
0.75

0.41
0.15

63.66

1,288,403

236.89

48.24

49
50

3,971,844

730.26

Table 4-13: NSEs 10 Most Active Trading days during the year 2012-2013
Highest Single Day Trading Value
S.No.

Date
(` cr.)

(US $ bn)

21,996

4.04

28-Feb-2013

30-Nov-2012

20,386

3.75

5-Oct-2012

19,934

3.67

25-Sep-2012

19,884

3.66

29-Nov-2012

19,420

3.57

21-Sep-2012

19,083

3.51

27-Sep-2012

18,960

3.49

17-Sep-2012

18,236

3.35

31-May-2012

16,178

2.97

10

24-Sep-2012

16,081

2.96

39

Table 4-14: Individual Securities Single day Trading Records-2012-13

Rank

Symbol

Name of Company

CAIRN

CAIRN INDIA LIMITED

HDFC

HDFC LTD

MCDOWELL-N

WIPRO

Traded Value

Date

(` cr.)

(US $ bn)

25-Sep-12

5,458.71

1003.64

5-Oct-12

4,538.98

834.54

UNITED SPIRITS LIMITED

12-Nov-12

4,240.83

779.72

WIPRO LTD

15-Mar-13

3,269.57

601.14

INFY

INFOSYS LIMITED

11-Jan-13

3,075.83

565.52

INFY

INFOSYS LIMITED

13-Apr-12

2,315.58

425.74

SBIN

STATE BANK OF INDIA

10-Aug-12

2,089.37

384.15

CAIRN

CAIRN INDIA LIMITED

29-Jun-12

2,024.99

372.31

SRTRANSFIN

SHRIRAM TRANSPORT FIN CO.

21-Feb-13

2,011.72

369.87

10

TATAMOTORS

TATA MOTORS LIMITED

30-Nov-12

1,952.96

359.07

Data has been compiled for all markets except Auction Market & Retail Debt Market

Table 4-15: Composition of CNX Nifty Index as on March 28, 2013


S.No.

Name of Security

ACC Ltd.

Ambuja Cements Ltd.

Asian Paints Ltd.

4
5

Issued Free Float Weight- Beta


Capital Market
age
(`
Capitalisa- (Percrore)
tion
cent)
(` crore)
187.7 10,817.0
0.6
0.8

R2

Daily
Volatility
(Percent)
0.2
1.8

Month- Impact
ly
Cost
Return (Per(Per- cent)
cent)
(8.9)
0.06

308.4

13,272.0

0.7

0.9

0.2

2.3

(9.1)

0.07

95.9

22,267.0

1.2

0.7

0.2

1.4

15.1

0.06

Axis Bank Ltd.

467.4

40,968.0

2.3

1.5

0.5

1.2

(3.2)

0.06

Bajaj Auto Ltd.

289.4

24,166.0

1.3

0.6

0.1

1.9

(8.8)

0.07

Bank of Baroda

411.1

11,365.0

0.6

1.5

0.4

2.1

(2.9)

0.06

Bharti Airtel Ltd.

1,898.8

34,905.0

1.9

0.8

0.1

2.6

(9.7)

0.06

Bharat Heavy Electricals Ltd.

489.5

13,984.0

0.8

1.5

0.3

1.6

(12.0)

0.06

723.1

9,761.0

0.5

0.7

0.1

1.8

1.6

0.07

10

Bharat Petroleum Corporation


Ltd.
Cairn India Ltd.

11

Cipla Ltd.

12

Coal India Ltd.

13

DLF Ltd.

14

Dr. Reddy's Laboratories Ltd.

15

GAIL (India) Ltd.

16

Grasim Industries Ltd.

91.8

17,874.0

1.0

0.9

17

HCL Technologies Ltd.

139.0

20,923.0

1.2

0.8

18

308.6 127,499.0

7.0

0.9

19

Housing Development Finance


Corporation Ltd.
HDFC Bank Ltd.

475.0 114,456.0

20

Hero MotoCorp Ltd.

21

Hindalco Industries Ltd.

1,910.2

16,105.0

0.9

0.7

0.1

1.6

(8.6)

0.05

160.6

19,270.0

1.1

0.5

0.1

1.4

5.5

0.07

6,316.4

19,524.0

1.1

0.6

0.1

1.7

(0.2)

0.05

339.7

8,540.0

0.5

1.7

0.3

3.3

(15.4)

0.06

84.9

22,332.0

1.2

0.2

0.0

0.8

0.6

0.05

1,268.5

14,295.0

0.8

0.7

0.1

2.2

(4.3)

0.06

0.3

1.1

(4.8)

0.07

0.2

1.5

9.9

0.06

0.3

1.7

9.1

0.06
0.06

6.3

1.0

0.4

1.5

39.9

14,715.0

0.8

0.7

0.2

1.8

(7.5)

0.07

191.5

11,782.0

0.7

1.6

0.4

2.4

(7.4)

0.07

Contd...

40

Contd...
S.No.

R2

22

Hindustan Unilever Ltd.

Issued Free Float Weight- Beta


Capital Market
age
(`
Capitalisa- (Percrore)
tion
cent)
(` crore)
216.2 47,935.0
2.6
0.4

23

ICICI Bank Ltd.

1,153.2 120,536.0

6.6

1.7

0.7

2.1

0.5

0.06

24

IDFC Ltd.

1,514.7

17,753.0

1.0

1.8

0.5

2.7

(3.8)

0.07

25

Infosys Ltd.

287.1 139,310.0

7.6

0.8

0.1

0.8

(0.6)

0.05

26

I T C Ltd.

788.7 169,317.0

9.3

0.6

0.1

1.0

5.0

0.05

27

Jindal Steel & Power Ltd.

93.5

13,321.0

0.7

1.7

0.4

2.5

(0.3)

0.07

28

Jaiprakash Associates Ltd.

443.8

7,832.0

0.4

2.2

0.4

3.2

(5.9)

0.07

29

Kotak Mahindra Bank Ltd.

372.7

24,574.0

1.4

1.0

0.3

1.4

(1.0)

0.07

30

Larsen & Toubro Ltd.

123.1

73,901.0

4.1

1.6

0.5

2.0

(0.1)

0.06

31

Lupin Ltd.

89.5

14,950.0

0.8

0.2

0.0

0.8

7.5

0.05

32

Mahindra & Mahindra Ltd.

307.0

39,500.0

2.2

0.9

0.3

1.4

(1.4)

0.05

33

Maruti Suzuki India Ltd.

144.5

16,949.0

0.9

0.9

0.2

2.1

(5.4)

0.06

34

NTPC Ltd.

8,245.5

29,261.0

1.6

0.6

0.2

1.1

(5.9)

0.05

35

Oil & Natural Gas Corporation


Ltd.
Punjab National Bank

4,277.7

55,100.0

3.0

0.9

0.2

1.6

(0.7)

0.07

339.2

9,552.0

0.5

1.5

0.4

1.6

(9.2)

0.07

4,629.7

14,978.0

0.8

0.7

0.2

1.4

1.4

0.05

38

Power Grid Corporation of


India Ltd.
Ranbaxy Laboratories Ltd.

211.5

6,767.0

0.4

0.6

0.1

1.4

16.0

0.06

39

Reliance Industries Ltd.

3,228.8 126,856.0

7.0

1.0

0.3

1.3

(5.0)

0.06

40

Reliance Infrastructure Ltd.

263.0

4,392.0

0.2

2.2

0.5

3.2

(22.6)

0.07

41

State Bank of India

671.0

53,434.0

2.9

1.5

0.5

1.6

(0.4)

0.04

42

Sesa Goa Ltd.

86.9

6,064.0

0.3

1.7

0.4

2.2

0.4

0.08

43

Siemens Ltd.

71.1

4,933.0

0.3

1.1

0.3

3.0

8.8

0.07

44

103.6

30,801.0

1.7

0.4

0.1

0.8

2.1

0.04

45

Sun Pharmaceutical Industries


Ltd.
Tata Motors Ltd.

541.6

47,586.0

2.6

1.6

0.3

2.0

(6.4)

0.06

46

Tata Power Co. Ltd.

237.3

15,629.0

0.9

1.2

0.3

1.9

2.2

0.07

47

Tata Steel Ltd.

971.2

20,858.0

1.1

1.5

0.5

1.8

(8.4)

0.06

48

Tata Consultancy Services Ltd.

195.7

80,309.0

4.4

0.5

0.1

1.0

3.9

0.05

49

UltraTech Cement Ltd.

274.2

18,951.0

1.0

0.4

0.1

1.2

0.1

0.08

50

Wipro Ltd.

492.6

22,798.0

1.3

0.7

0.1

1.2

5.0

1,822,971

100.0

36
37

Name of Security

TOTAL

Daily
Volatility
(Percent)
0.1
1.7

Month- Impact
ly
Cost
Return (Per(Per- cent)
cent)
5.4
0.05

0.06
0.06

Note :
Beta & R2 are calculated for the period 01-Apr-2012 to 28-Mar-2013
Beta measures the degree to which any portfolio of stocks is affected as compared to the effect on the market as a whole.
The coefcient of determination (R2) measures the strength of relationship between two variables the return on a security versus that
of the market.
Volatility is the Std. deviation of the daily returns for the period 01-Mar-2013 to 28-Mar-2013
Last day of trading was March 28, 2013
Impact Cost for CNX Nifty is for a portfolio of ` 50 Lakhs
Impact Cost for CNX Nifty is the weightage average impact cost

41

Table 4-16: Composition of CNX Nifty Junior Index as on March 28, 2013
S.
No.

Name of
Security

1 Aditya Birla
Nuvo Ltd.
2 Adani
Enterprises Ltd.
3 Adani Ports
and Special
Economic Zone
Ltd.
4 Apollo Hospitals
Enterprises Ltd.
5 Ashok Leyland
Ltd.
6 Bajaj Holdings &
Investment Ltd.
7 Bank of India
8 Bharat Forge
Ltd.
9 Biocon Ltd.
10 Bosch Ltd.
11 Canara Bank
12 Colgate
Palmolive (India)
Ltd.
13 Container
Corporation of
India Ltd.
14 Crompton
Greaves Ltd.
15 Cummins India
Ltd.
16 Dabur India Ltd.
17 Divi's
Laboratories
Ltd.
18 Exide Industries
Ltd.
19 Federal Bank
Ltd.
20 GlaxoSmithKline
Pharmaceuticals
Ltd.
21 Glenmark
Pharmaceuticals
Ltd.
22 GMR
Infrastructure
Ltd.
23 Godrej
Consumer
Products Ltd.
24 GlaxoSmithKline
Consumer
Healthcare Ltd.

Issued
Free Float Weightage Beta
Capital Market Cap- (Percent)
(` crore) italisation
(` crore)
113.53
5,283.70
1.66
1.20

R2

Daily
Monthly
Impact
Volatility Return
Cost
(Percent) (Percent) (Percent)

0.31

1.50

-2.88

0.11

109.98

4,921.79

1.54

1.76

0.26

3.07

-6.24

0.12

400.68

6,253.37

1.96

0.94

0.12

3.03

0.04

0.11

69.56

6,396.01

2.01

0.35

0.03

1.75

1.45

0.11

266.07

2,849.76

0.89

1.07

0.21

2.08

-1.80

0.12

111.29

5,598.26

1.76

0.41

0.06

0.86

-4.48

0.14

573.78

5,651.05

1.77

1.40

0.30

2.50

-4.76

0.09

46.56

2,793.72

0.88

0.93

0.19

2.44

-3.20

0.12

100.00

1,943.12

0.61

0.70

0.12

1.41

0.11

0.07

31.40

8,129.87

2.55

0.34

0.07

1.15

2.53

0.10

443.00

5,491.91

1.72

1.45

0.30

2.75

-7.59

0.08

13.60

8,273.92

2.60

0.20

0.01

1.64

-2.40

0.08

129.98

4,944.89

1.55

0.31

0.04

1.11

-0.72

0.19

128.30

3,508.50

1.10

1.35

0.24

2.02

3.36

0.10

55.44

6,777.79

2.13

0.55

0.08

1.49

4.62

0.11

174.29

7,480.15

2.35

0.50

0.09

1.69

8.35

0.08

26.55

6,271.83

1.97

0.56

0.08

1.64

-2.23

0.10

85.00

5,942.34

1.86

0.45

0.04

1.46

3.48

0.10

171.21

8,229.28

2.58

0.78

0.22

1.13

-2.55

0.10

84.70

9,214.75

2.89

0.06

0.00

0.58

4.47

0.10

27.08

6,478.88

2.03

0.10

0.00

1.47

-7.72

0.08

389.24

2,384.52

0.75

2.07

0.30

3.07

22.38

0.14

34.03

8,362.21

2.62

0.21

0.01

2.37

7.32

0.12

42.06

10,038.66

3.15

0.07

0.00

1.27

5.96

0.14

Contd...

42

Contd...
S.
No.

Name of
Security

25 Hindustan
Petroleum
Corporation Ltd.
26 IDBI Bank Ltd.
27 Idea Cellular
Ltd.
28 Indian Hotels
Co. Ltd.
29 IndusInd Bank
Ltd.
30 JSW Steel Ltd.
31 LIC Housing
Finance Ltd.
32 United Spirits
Ltd.
33 MphasiS Ltd.
34 Oracle Financial
Services
Software Ltd.
35 Petronet LNG
Ltd.
36 Power Finance
Corporation Ltd.
37 Reliance
Communications
Ltd.
38 Rural
Electrication
Corporation Ltd.
39 Reliance Capital
Ltd.
40 Reliance Power
Ltd.
41 Steel Authority
of India Ltd.
42 Shriram
Transport
Finance Co. Ltd.
43 Tata Chemicals
Ltd.
44 Tech Mahindra
Ltd.
45 Titan Industries
Ltd.
46 Torrent Power
Ltd.
47 Union Bank of
India
48 United
Phosphorus Ltd.
49 Yes Bank Ltd.
50 Zee
Entertainment
Enterprises Ltd.
Total

Issued
Free Float Weightage Beta
Capital Market Cap- (Percent)
(` crore) italisation
(` crore)
338.63
4,721.50
1.48
0.51

R2

Daily
Monthly
Impact
Volatility Return
Cost
(Percent) (Percent) (Percent)

0.05

1.71

-1.57

0.08

1,278.38

2,755.60

0.86

1.53

0.48

1.66

-8.75

0.08

3,313.51

9,128.56

2.86

0.57

0.06

1.63

-3.15

0.07

80.75

2,701.10

0.85

1.09

0.26

1.89

-0.83

0.13

522.37

16,888.60

5.30

1.08

0.34

1.82

-1.77

0.08

223.12

6,868.43

2.15

1.63

0.35

3.51

-9.05

0.08

100.93

6,774.45

2.13

1.39

0.41

2.46

-3.23

0.07

130.79

17,350.02

5.44

0.88

0.04

2.32

3.21

0.06

210.12

2,874.69

0.90

0.33

0.03

1.69

3.39

0.12

42.03

4,237.36

1.33

0.67

0.12

1.83

-8.95

0.09

750.00

4,065.00

1.28

0.47

0.05

1.62

-3.63

0.09

1,320.02

6,269.41

1.97

1.57

0.29

3.01

-10.30

0.09

1,032.01

3,668.15

1.15

2.20

0.38

3.65

-9.42

0.10

987.46

6,834.08

2.14

1.72

0.34

3.31

-8.65

0.10

245.63

3,522.59

1.10

2.29

0.54

2.80

-13.31

0.08

2,805.13

4,312.88

1.35

2.10

0.50

2.60

-14.46

0.09

4,130.53

3,664.41

1.15

1.35

0.35

1.91

-11.78

0.08

226.85

11,691.22

3.67

0.79

0.15

1.84

-0.17

0.12

254.76

5,648.28

1.77

0.54

0.11

0.98

-1.73

0.08

127.96

7,115.88

2.23

0.58

0.07

1.66

0.80

0.07

88.78

10,686.20

3.35

0.78

0.10

2.68

-1.72

0.08

472.45

2,294.22

0.72

0.51

0.04

1.72

-15.53

0.19

550.55

4,907.57

1.54

1.46

0.24

2.57

2.73

0.09

91.51

3,821.16

1.20

0.81

0.11

2.05

1.38

0.08

358.07

11,395.78

3.57

1.28

0.36

1.67

-9.13

0.07

95.40

11,369.60

3.57

0.59

0.06

2.20

-3.46

0.10

318,787.02

0.09

Contd...

43

Contd...
Beta & R2 are calculated for the period 01-Apr-2012 to 28-Mar-2013
Beta measures the degree to which any portfolio of stocks is affected as compared to the effect on the market as a whole.
The coefcient of determination (R2) measures the strength of relationship between two variables the return on a security versus
that of the market.
Volatility is the Std. deviation of the daily returns for the period 01-Mar-2013 to 28-Mar-2013
Last day of trading was March 28, 2013
Impact Cost for CNX Nifty Junior is for a portfolio of ` 25 Lakhs
Impact Cost for CNX Nifty Junior is the weightage average impact cost

Table 4-17: Industry-wise Weightages of CNX NIFTY Securities


as on 28 March, 2013
S.No.

Industry

FF Market Cap (` Cr.)

Weightage

Banks

374,885

20.56

Computers - Software

263,340

14.45

Cigarettes

169,317

9.29

Reneries

136,617

7.49

Finance - Housing

127,499

6.99

Automobiles - 4 Wheelers

104,035

5.71

Pharmaceuticals

94,120

5.16

Engineering

73,901

4.05

Oil Exploration/Production

71,205

3.91

10

Power

64,260

3.53

11

Cement And Cement Products

60,914

3.34

12

Diversied

47,935

2.63

13

Automobiles - 2 And 3 Wheelers

38,881

2.13

14

Telecommunication - Services

34,905

1.91

15

Steel And Steel Products

34,179

1.87

16

Mining

25,588

1.40

17

Paints

22,267

1.22

18

Electrical Equipment

18,917

1.04

19

Financial Institution

17,753

0.97

20

Construction

16,372

0.90

21

Gas

14,295

0.78

22

Aluminium

11,782

Total Nifty

0.65

1,822,967

100.00

Table 4-18: CNX NIFTY Index*


Month & Year

Open

High

Low

1995-96 (Nov.-Mar.)

1000.00

1067.49

813.12

1996-97

988.33

1203.11

775.43

1997-98

931.95

1297.10

1998-99

1117.15

1999-00

1082.55

Close
985.30

Volatility
(%)
1.62

Price To Earning
Ratio#
--

968.30

1.67

--

929.05

1116.90

1.52

--

1247.15

800.10

1078.05

1.86

16.53

1818.15

916.00

1528.45

1.93

24.60

Contd...

44

Contd...
Month & Year

Open

High

Low

Close

Volatility
(%)
1.98

Price To Earning
Ratio#
17.21

2000-01

1528.70

1636.95

1098.75

1148.20

2001-02

1148.10

1207.00

849.95

1129.55

1.40

18.10

2002-03

1129.85

1153.30

920.10

978.20

0.99

13.36

2003-04

977.40

2014.65

920.00

1771.90

1.43

20.70

2004-05

1771.45

2183.45

1292.20

2035.65

1.61

14.60

2005-06

2035.90

3433.85

1896.30

3402.55

1.04

20.26

2006-07

3403.15

4245.30

2595.65

3821.55

1.77

18.40

2007-08

3820.00

6357.10

3617.00

4734.50

2.02

20.63

2008-09

4735.65

5298.85

2252.75

3020.95

2.66

14.30

Apr-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

2009-10

3023.85

5329.55

2965.70

5249.10

1.88

22.33

Apr-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

6338.50

4786.45

5833.75

1.12

22.14

Apr-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

Contd...

45

Contd...
Month & Year

Open

High

Low

Close

Nov-11

5278.60

5326.45

4639.10

4832.05

Volatility
(%)
1.29

Price To Earning
Ratio#
17.49

Dec-11

4970.85

5099.25

4531.15

4624.30

1.52

Jan-12

4640.20

5217.00

4588.05

5199.25

1.13

16.75
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

5944.45

4531.15

5295.55

1.29

18.71

Apr-12

5296.35

5378.75

5154.30

5248.15

0.84

18.12

May-12

5254.30

5279.60

4788.95

4924.25

0.98

16.66

Jun-12

4910.85

5286.25

4770.35

5278.90

1.14

17.51

Jul-12

5283.85

5348.55

5032.40

5229.00

0.89

17.09

Aug-12

5220.70

5448.60

5164.65

5258.50

0.62

17.64

Sep-12

5276.50

5735.15

5215.70

5703.30

0.96

19.17

Oct-12

5704.75

5815.35

4888.20

5619.70

0.71

18.40

Nov-12

5609.85

5885.25

5548.35

5879.85

0.73

18.59

Dec-12

5878.25

5965.15

5823.15

5905.10

0.52

18.68

Jan-13

5937.65

6111.80

5935.20

6034.75

0.55

18.50

Feb-13

6040.95

6052.95

5671.90

5693.05

0.69

17.66

Mar-13

5702.45

5971.20

5604.85

5682.55

1.50

17.57

2012-13

5296.35

6111.80

4770.35

5682.55

0.82

17.57

* CNX Nifty commenced from November 3, 1995


# At the end of the period
Note : Volatility is calculated as standard deviation of the Natural Log of returns for the respective month/year

Table 4-19: CNX NIFTY Junior Index*


Month & Year

Open

High

Low

Close

1996-97 (Nov.-Mar.)
1997-98
1998-99
1999-00
2000-01
2001-02
2002-03
2003-04
2004-05
2005-06
2006-07
2007-08
2008-09
Apr-09
May-09
Jun-09
Jul-09

1000.00
1028.30
1339.75
2099.75
3720.45
1601.40
1568.40
1260.75
3398.00
4275.35
6415.25
6675.85
7982.75
4343.20
5380.05
7581.80
7791.90

1208.87
1395.25
2079.10
5365.90
3771.80
1676.25
1690.35
3702.60
4705.25
6437.40
7566.65
13209.35
9541.00
5466.40
7544.45
8169.25
8537.45

907.02
1016.65
1177.20
1631.90
1570.20
1038.75
1231.95
1259.75
2493.70
3998.80
4463.75
6559.55
3587.60
4297.45
5380.05
7326.80
6931.70

1032.95
1339.40
2069.20
3695.75
1601.80
1566.95
1259.55
3392.05
4275.15
6412.10
6878.05
7975.75
4336.45
5281.80
7474.30
7794.70
8473.65

Volatility
(%)
1.76
1.44
2.14
2.46
2.75
1.60
1.23
1.57
1.83
0.95
2.05
2.41
2.80
2.55
3.51
2.52
2.51

Price To Earning
Ratio#
--18.92
33.47
9.69
6.80
11.68
11.93
13.82
20.25
18.48
16.69
8.69
10.46
15.02
15.36
14.95

Contd...

46

Contd...
Month & Year
Aug-09
Sep-09
Oct-09
Nov-09
Dec-09
Jan-10
Feb-10
Mar-10
2009-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
2010-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Feb-12
Mar-12
2011-12
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12
Nov-12
Dec-12

Open

High

Low

Close

8475.45
8580.40
9380.35
9144.65
9952.80
10372.40
9954.45
10137.45
4343.20
10777.00
11066.20
10776.30
11245.15
11648.45
11825.80
12604.90
13111.35
12344.50
12253.15
10927.80
10484.95
10777.00
11319.20
11385.05
11448.10
11239.40
10972.20
10004.60
9815.45
10044.70
9094.50
8333.45
9813.35
10437.70
11319.20
10449.80
10231.60
9563.40
10102.75
10029.35
9895.85
11044.70
10899.45
11794.00

8697.40
9373.50
10094.90
10096.50
10456.75
10896.50
10287.25
10822.40
10896.50
11129.85
11137.85
11374.85
11692.05
12186.95
12811.85
13328.10
13624.10
12846.15
12352.40
11133.95
11355.35
13624.10
11758.15
11475.40
11515.30
11550.00
11038.60
10417.15
10078.60
10216.45
9525.10
9848.65
10961.35
10694.40
11758.15
10699.05
10304.20
10118.40
10412.65
10288.45
11073.75
11353.90
11805.25
12348.80

7971.60
8360.50
9044.70
8865.50
9952.80
9646.60
9712.25
10137.45
4297.45
10666.60
10152.00
10608.80
11183.65
11588.15
11825.80
12604.90
11371.40
11470.35
10604.15
10037.90
10484.95
10037.90
11259.70
10746.70
10642.20
10862.10
9572.55
9637.20
9355.80
8802.90
8258.50
8224.15
9768.90
10000.95
8224.15
10050.30
9333.95
9268.50
9756.30
9821.45
9851.55
10733.10
10899.45
11793.10

8542.40
9360.65
9162.40
9933.20
10382.70
9985.70
10099.95
10773.75
10773.75
11082.10
10821.75
11304.45
11564.25
11797.60
12585.30
13030.00
12338.80
12232.05
10915.65
10448.85
11279.55
11279.55
11376.70
11444.15
11234.90
10910.20
9989.00
9822.20
10047.15
9089.95
8333.10
9812.55
10438.00
10450.20
10450.20
10226.25
9563.15
10099.55
10028.55
9892.15
11042.75
10898.45
11790.60
12340.05

Volatility
(%)
1.86
1.02
1.44
1.61
0.96
1.37
1.20
0.77
1.97
0.75
1.58
0.93
0.40
0.68
0.79
0.93
1.53
1.35
1.20
1.74
1.09
1.14
0.91
1.06
0.88
0.98
1.28
1.36
1.21
1.25
1.33
1.19
1.71
1.49
1.26
0.80
0.58
1.00
0.86
0.54
0.67
0.76
0.81
0.66

Price To Earning
Ratio#
15.00
16.48
14.21
15.57
16.28
14.71
14.75
15.76
15.76
15.52
16.59
17.24
18.20
18.26
19.96
19.88
17.73
17.59
15.43
14.66
16.18
16.18
16.87
15.96
15.64
15.03
13.65
13.43
14.08
14.67
13.48
15.82
15.85
15.87
15.87
17.50
16.11
15.50
15.14
17.54
19.99
18.87
16.91
17.79

Contd...

47

Contd...
Month & Year
Jan-13
Feb-13
Mar-13
2012-13

Open

High

Low

Close

12345.60
12272.40
11459.30
10449.80

12744.00
12393.50
11932.85
12744.00

12042.20
11425.35
10973.50
9268.50

12270.55
11457.75
11222.80
11222.80

Volatility
(%)
0.85
0.92
1.08
0.86

Price To Earning
Ratio#
17.26
17.19
16.84
16.84

* CNX Nifty Junior commenced from November 4, 1996


# At the end of period
Note : 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 2012-13


Indices

Record high
Value

CNX 100
CNX 500
CNX FMCG
CNX IT
CNX Midcap
CNX Nifty
CNX Nifty Junior
IISL CNX Finance*
Nifty Midcap 50
IISL CNX Petrochemicals*
IISL CNX Pharmaceuticals*

6,025.05
4,872.70
15,890.60
7,420.45
8,859.40
6,111.80
12,744.00
5,404.63
2,486.45
12,017.58
10,055.48

Date
1/22/2013
1/22/2013
12/11/2012
3/7/2013
1/9/2013
1/29/2013
1/9/2013
1/7/2013
1/9/2013
3/15/2013
1/9/2013

Closing
index values
(28-03-13)
5578.90
4438.35
15321.90
7219.05
7401.60
5682.55
11222.80
4434.34
1933.00
11447.64
9513.18

Avg. Daily
Volatility
(%)
0.80
0.78
0.94
1.29
0.90
0.82
0.86
0.98
1.99
1.25
0.67

Y-o-Y
Returns
7.28
5.13
34.10
10.79
-4.02
7.31
7.39
13.41
-15.99
21.35
15.21

* Closing Record High, Other - Record Intra-day High


Note :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
No. of
Trades
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12
Nov-12
Dec-12
Jan-13
Feb-13
Mar-13
2012-13

48

87
59
47
77
72
190
57
44
33
68
56
23
813

Mutual Funds
Trading Value
(US $ mn)
(` cr.)
1.68
0.31
1.92
0.35
0.67
0.12
0.06
0.01
0.09
0.02
0.34
0.06
0.85
0.16
0.06
0.01
0.10
0.02
1.24
0.23
0.13
0.02
1.02
0.19
8.1
1.50

Exchange traded funds


Trading Value
(US $ mn)
(` cr.)
367,537
1,341.89
246.72
272,091
838.25
154.12
297,476
1,188.70
218.55
236,651
665.89
122.43
214,415
749.73
137.84
307,783
1,266.33
232.83
292,253
1,004.94
184.77
459,982
2,602.57
478.51
347,084
1,232.46
226.60
311,423
1,006.81
185.11
278,279
854.72
157.15
234,719
866.00
159.22
3,619,693
13,618.30
2,503.86
No. of
Trades

49

1,411

1,336

1,168

1,262

1,248

Nov-10

Dec-10

Jan-11

Feb-11

Mar-11

125,953

140,067

129,068

154,480

188,745

198,534

156,909

153,694

140,128

141,008

141,599

1,072

1,158

1,156

1,147

Apr-11

May-11

Jun-11

Jul-11

119,103

119,392

118,678

129,530

15,480 1,810,910

1,488

Oct-10

2010-11

1,361

1,295

1,224

Jul-10

Sep-10

1,236

Jun-10

Aug-10

1,254

May-10

140,723

16,788 2,205,878

2009-10

1,197

13,639 1,418,928

Apr-10

11,645 1,481,229

850,515

818,438

2008-09

7,857

Traded
Quantity
(Lakh)

2007-08

6,000

2006-07

No. of
Trades
(Lakh)

2005-06

Month/Year

34,827

32,856

34,845

38,194

497,367

33,785

38,081

36,302

41,214

53,870

55,601

44,898

44,245

38,654

34,547

37,276

38,893

473,952

303,299

366,974

238,571

226,346

Delivered
Quantity
(Lakh)

Turnover
(` cr.)

253,528

265,416

264,548

302,626

370,157

368,748

302,984

316,431

276,734

282,748

287,931

273,344

29.24

27.52

29.36

29.49

226,774

220,179

237,410

230,464

27.47 3,565,195

26.82

27.19

28.13

26.68

28.54

28.01

28.61

28.79

27.58

24.50

26.33

27.64

21.49 4,129,214

21.38 2,749,450

24.77 3,519,919

28.05 1,940,094

27.66 1,516,839

% of Delivered
Quantity
to Traded
Quantity

66,031

62,504

68,671

65,790

978,015

67,652

71,110

74,028

82,082

104,841

105,539

87,348

87,358

76,665

70,710

76,040

74,642

916,460

610,498

970,618

543,533

407,976

29.12

28.39

28.93

28.55

27.43

26.68

26.79

27.98

27.12

28.32

28.62

28.83

27.61

27.70

25.01

26.41

27.31

22.19

22.20

27.58

28.02

26.90

34,827

32,856

34,845

38,194

497,367

33,785

38,081

36,302

41,214

53,870

55,601

44,898

44,245

38,654

34,547

37,276

38,893

473,952

303,299

366,974

238,571

226,346

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

66,031

62,504

68,671

65,790

978,015

67,652

71,110

74,028

82,082

104,841

105,539

87,348

87,358

76,665

70,710

76,040

74,642

916,460

610,498

970,618

543,533

407,976

Delivered % of Deliv- Delivered


% of
Delivered
Value
ered Value Quantity
Demat
Value in
(` Cr.)
to Total
in Demat Delivered
Demat
Turnover
Mode
Quantity
Mode
(Lakh)
to Total
(` cr.)
Delivered
Quantity

Table 4-22: Settlement Statistics for CM Segment

47

43

113

109

903

52

54

56

75

109

82

88

146

60

60

52

69

862

625

997

769

894

0.13

0.13

0.32

0.28

0.18

0.15

0.14

0.15

0.18

0.20

0.15

0.20

0.33

0.15

0.17

0.14

0.18

0.18

0.21

0.27

0.32

0.39

19,660

18,508

20,526

20,358

293,357

22,329

22,217

25,839

24,744

35,467

28,479

27,316

21,675

20,145

22,292

23,541

19,310

278,387

220,704

309,543

173,188

131,426

Contd...

66,105

62,575

68,823

65,874

979,269

67,720

71,191

74,105

82,171

104,996

105,674

87,471

87,521

76,753

70,801

76,122

74,744

916,460

610,498

970,618

543,533

407,976

Short
% of Short Funds Pay- Securities
in (` Cr.)
Pay-in
Delivery
Delivery
(Aucto Deliver(` Cr.)
tioned
able
quantity)
(Lakh)

50

1,522

1,355

Feb-12

Mar-12

1,202

1,020

1,231

1,339

1,139

1,149

Oct-12

Nov-12

Dec-12

Jan-13

Feb-13

Mar-13

135,933

132,717

172,052

162,624

121,292

153,616

137,120

117,461

141,146

124,110

126,435

119,753

13,574 1,644,259

1,047

1,101

Jul-12

1,134

1,066

Jun-12

Sep-12

1,133

May-12

Aug-12

1,013

Apr-12

2012-13

166,271

202,802

144,164

116,298

122,468

105,178

125,396

135,926

Traded
Quantity
(Lakh)

14,372 1,605,205

1,267

Jan-12

2011-12

1,117

1,105

Dec-11

1,060

Oct-11

Nov-11

1,252

1,160

Sep-11

No. of
Trades
(Lakh)

Aug-11

Month/Year

Contd...

459,349

39,899

38,778

48,786

46,033

33,164

43,373

39,711

32,920

38,905

32,525

32,508

32,747

443,232

40,838

52,023

37,757

32,488

35,989

30,600

32,847

39,968

Delivered
Quantity
(Lakh)

273,871

320,929

226,526

198,607

204,909

202,460

220,544

241,215

Turnover
(` cr.)

220,227

220,163

283,698

260,516

200,939

251,868

231,871

198,766

214,398

202,661

210,631

204,919

27.94 2,700,656

29.35

29.22

28.36

28.31

27.34

28.23

28.96

28.03

27.56

26.21

25.71

27.35

27.61 2,803,889

24.56

25.65

26.19

27.94

29.39

29.09

26.19

29.40

% of Delivered
Quantity
to Traded
Quantity

796,784

67,487

71,022

87,391

77,005

56,211

74,023

73,978

57,289

63,834

55,541

55,132

57,871

784,407

71,298

91,625

60,612

54,241

58,432

56,849

58,741

69,613

29.50

30.64

32.26

30.80

29.56

27.97

29.39

31.90

28.82

29.77

27.41

26.17

28.24

27.98

26.03

28.55

26.76

27.31

28.52

28.08

26.63

28.86

459,349

39,899

38,778

48,786

46,033

33,164

43,373

39,711

32,920

38,905

32,525

32,508

32,747

443,232

40,838

52,023

37,757

32,488

35,989

30,600

32,847

39,968

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

796,784

67,487

71,022

87,391

77,005

56,211

74,023

73,978

57,289

63,834

55,541

55,132

57,871

784,407

71,298

91,625

60,612

54,241

58,432

56,849

58,741

69,613

Delivered % of Deliv- Delivered


% of
Delivered
Value
ered Value Quantity
Demat
Value in
(` Cr.)
to Total
in Demat Delivered
Demat
Turnover
Mode
Quantity
Mode
(Lakh)
to Total
(` cr.)
Delivered
Quantity

661

64

58

52

67

51

50

60

67

56

37

39

60

702

36

53

63

39

55

52

44

48

0.14

0.16

0.15

0.11

0.15

0.15

0.12

0.15

0.20

0.14

0.11

0.12

0.18

0.16

0.09

0.10

0.17

0.12

0.15

0.17

0.13

0.12

251,034

23,573

24,577

26,148

23,090

15,207

22,485

27,484

16,182

19,277

18,975

15,948

18,089

251,754

21,501

31,946

18,502

18,070

18,643

19,270

22,571

22,199

797,504

67,550

71,118

87,447

77,091

56,270

74,077

74,034

57,341

63,888

55,583

55,180

57,926

785,268

71,350

91,699

60,687

54,283

58,486

56,906

58,806

69,674

Short
% of Short Funds Pay- Securities
in (` Cr.)
Pay-in
Delivery
Delivery
(Aucto Deliver(` Cr.)
tioned
able
quantity)
(Lakh)

Wholesale Debt
Market Segment

52

1,123

1,078

1,151

897

762

601

711

2002-03

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

274

275

266

Aug-09

Sep-09

Oct-09

272

979

2001-02

243

1,038

2000-01

Jul-09

1,057

1999-00

Jun-09

1,071

1998-99

313

719

1997-98

270

524

1996-97

May-09

304

1995-96

Apr-09

183

947,190

428,582

304,216

105,469

111,263

42,278

11,868

6,781

(` cr.)

1,875

2,301

1,583

2,582

1,948

2,089

2,408

16,129

16,179

19,575

61,891

43,731

58,674

38,232

51,222

44,568

40,266

45,653

335,952

282,317

219,106

475,523

887,294

189,518 1,316,096
124,308

All Trades

9,688

12,998

8,470

11,347

9,873

8,920

10,114

65,937

70,632

50,265

106,596

202,810

303,318

224,990

194,096

91,891

69,742

24,857

28,146

11,783

3,455

2,157

(US $ mn)

Trading Volume

167,778 1,068,701

144,851

64,470

46,987

16,092

16,821

7,804

2,991

1,021

No. of
Number
active
of
securities Trades

1994- 95 (Jun-Mar)

Month/Year

2,302

3,088

1,912

2,227

2,026

2,013

2,853

1,412

1,138

898

1,755

3,028

4,477

3,598

3,277

1,483

1,035

365

385

145

41

30

(` cr.)

510

684

423

493

449

446

632

277

285

206

393

692

1,032

758

672

318

237

86

97

40

12

10

(US $ mn)

23.32

25.50

24.15

19.84

22.88

19.28

18.96

20.83

17.45

11.19

7.68

7.14

6.94

6.37

6.54

6.65

6.47

6.55

6.61

5.42

3.97

6.64

(` cr.)

284

266

86

80

26

14

257

211

399

892

1,278

1,400

1,252

378

498

936

1,522

1,390

1,061

1,115

168

Average Daily Trading Average Number


Volume
Trade
of Trades
Size

Table 5-1: Business Growth of WDM Segment


Retail Trade

45.02

49.12

22.96

18.38

7.50

3.60

5.40

64.00

49.00

102.00

310.00

410.00

332.00

300.00

110.00

131.00

218.00

308.00

289.00

201.00

207.00

31.00

(` cr.)

9.97

10.88

5.09

4.07

1.66

0.80

1.20

12.56

12.26

23.29

69.49

93.74

69.83

63.16

22.54

28.09

49.92

72.54

73.02

56.02

60.26

9.86

(US $ mn)

Trading Volume

Contd...

0.10

0.08

0.06

0.04

0.02

0.01

0.01

0.02

0.02

0.05

0.07

0.05

0.03

0.03

0.01

0.03

0.07

0.29

0.26

0.47

1.74

0.45

(%)

Share
in Total
Trading
Volume

Wholesale Debt Market Segment

53

260
320

Feb-10

Mar-10

248
225
245

Oct-10

Nov-10

Dec-10

224
193
243
280

May-11

Jun-11

Jul-11

1,111

Apr-11

2010-11

265

278

Sep-10

Mar-11

259

Aug-10

237

239

Jul-10

224

297

Jun-10

Feb-11

324

May-10

Jan-11

326

Apr-10

1,144

265

Jan-10

2009-10

279
201

Dec-09

2,012

1,791

1,136

1,194

20,383

1,563

1,195

1,213

1,561

1,191

1,510

2,094

1,945

1,618

2,027

2,555

1,911

24,069

1,572

1,455

1,957

1,735

2,564

No. of
Number
active
of
securities Trades

Nov-09

Month/Year

Contd...
All Trades

46,973

50,823

36,350

39,752

559,447

44,363

34,897

45,220

33,962

32,444

45,913

45,186

45,108

47,135

50,143

73,251

61,824

563,816

47,068

34,800

57,036

37,567

64,999

(` cr.)

9,182

9,935

7,106

7,771

125,296

9,936

7,816

10,128

7,606

7,266

10,283

10,120

10,103

10,556

11,230

16,406

13,846

124,904

10,427

7,709

12,635

8,322

14,399

(US $ mn)

Trading Volume

2,237

2,310

1,731

2,484

2,256

2,017

1,837

2,261

1,544

1,622

2,186

2,259

2,148

2,142

2,279

3,663

3,254

2,359

2,353

1,832

2,852

1,789

3,250

(` cr.)

437

452

338

486

505

452

411

506

346

363

490

506

481

480

510

820

729

523

521

406

632

396

720

(US $ mn)

23.35

28.38

32.00

33.29

27.45

28.38

29.20

37.28

21.76

27.24

30.41

21.58

23.19

29.13

24.74

28.67

32.35

23.42

29.94

23.92

29.14

21.65

25.35

(` cr.)

145

191

93

95

1,397

13

355

59

123

310

237

73

120

43

50

2,235

208

195

433

382

253

Average Daily Trading Average Number


Volume
Trade
of Trades
Size

Retail Trade

46.68

40.16

23.45

17.82

305.24

3.22

3.06

1.55

87.88

15.36

31.29

59.55

44.81

14.38

24.29

9.75

10.10

433.00

54.13

39.28

81.54

59.48

46.42

(` cr.)

9.12

7.85

4.58

3.48

68.36

0.72

0.69

0.35

19.68

3.44

7.01

13.34

10.04

3.22

5.44

2.18

2.26

95.92

11.99

8.70

18.06

13.18

10.28

(US $ mn)

Trading Volume

Contd...

0.10

0.08

0.06

0.04

0.05

0.01

0.01

0.00

0.26

0.05

0.07

0.13

0.10

0.03

0.05

0.01

0.02

0.08

0.11

0.11

0.14

0.16

0.07

(%)

Share
in Total
Trading
Volume

54

Mar-12

396
341
402
490
316
443

Oct-12

Nov-12

Dec-12

Jan-13

Feb-13

Mar-13

1,421

358

Sep-12

2012-13

326
343

341

Jun-12

Aug-12

288

May-12

Jul-12

259

Apr-12

1,140

299

Feb-12

2011-12

298
295

Jan-12

270
330

Dec-11

235

Oct-11

Nov-11

258
256

Sep-11

26,974

1,918

1,819

3,584

2,208

1,721

2,376

2,648

1,930

2,416

2,576

2,078

1,700

23,447

1,622

1,979

2,999

2,971

1,567

1,643

2,122

2,411

No. of
Number
active
of
securities Trades

Aug-11

Month/Year

Contd...
All Trades

792,214

76,136

65,154

103,426

71,980

51,361

66,986

71,327

48,626

66,187

72,348

50,941

47,743

633,179

53,757

55,793

75,125

89,337

43,847

36,282

50,314

54,826

(` cr.)

145,656

13,998

11,979

19,016

13,234

9,443

12,316

13,114

8,940

12,169

13,302

9,366

8,778

123,773

10,508

10,906

14,685

17,463

8,571

7,092

9,835

10,717

(US $ mn)

Trading Volume

3,260

4,007

3,429

4,701

3,599

2,703

3,349

3,754

2,316

3,009

3,445

2,315

2,652

2,649

2,688

2,936

3,577

4,254

2,192

2,016

2,516

2,741

(` cr.)

599

737

630

864

662

497

616

690

426

553

633

426

488

518

525

574

699

832

429

394

492

536

(US $ mn)

29.37

39.70

35.82

28.86

32.60

29.84

28.19

26.94

25.19

27.40

28.09

24.51

28.08

27.00

33.14

28.19

25.05

30.07

27.98

22.08

23.71

22.74

(` cr.)

1,103

17

101

106

94

90

70

184

198

69

73

90

11

1,281

45

37

29

146

32

324

104

40

Average Daily Trading Average Number


Volume
Trade
of Trades
Size

Retail Trade

202.26

3.54

18.61

18.55

14.11

17.76

13.68

32.46

37.21

11.15

14.16

17.33

3.70

292.73

13.71

8.32

9.94

24.39

7.83

66.49

21.03

12.91

(` cr.)

37.19

0.65

3.42

3.41

2.59

3.27

2.52

5.97

6.84

2.05

2.60

3.19

0.68

57.22

2.68

1.63

1.94

4.77

1.53

13.00

4.11

2.52

(US $ mn)

Trading Volume

0.03

0.00

0.03

0.02

0.02

0.03

0.02

0.05

0.08

0.02

0.02

0.03

0.01

0.05

0.03

0.01

0.01

0.03

0.02

0.18

0.04

0.02

(%)

Share
in Total
Trading
Volume

55

28,979

33,609

20,086

38,351

23,816

42,052

Aug-09

Sep-09

Oct-09

Nov-09

234,288

2008-09

Jul-09

194,347

2007-08

Jun-09

153,370

2006-07

25,184

345,563

2005-06

24,786

724,830

2004-05

May-09

1,218,705

2003-04

Apr-09

902,105

1,000,518

2003-03

390,952

2000-01

2001-02

84,576

282,891

1997-98

1999-00

84,716

1996-97

1998-99

7,729

27,352

1995-96

3,026

Government
Securities

1994-95 (June-March)

Month & Year

2,260

7,472

8,656

8,094

5,979

5,824

7,848

6,161

6,971

56,824

66,062

51,954

105,233

124,842

55,671

32,275

25,574

23,143

11,013

10,705

18,870

10,957

7,940

6,224

7,857

7,502

7,798

5,282

6,309

9,215

30,008

9,232

4,418

12,173

17,835

27,112

19,985

10,987

7,886

4,867

5,041

4,050

2,769

1,149

824

PSU /Inst.
Bonds*

Turnover (In ` Cr.)

2,634

T-Bills

7,534

5,036

4,372

4,665

3,992

2,459

3,010

4,284

14,831

12,676

9,365

12,554

19,787

14,609

15,924

8,619

6,600

5,445

5,147

3,627

1,199

729

297

Others

64,999

43,731

58,674

38,232

51,222

44,568

40,266

45,653

335,952

282,317

219,106

475,523

887,294

1,316,096

1,068,701

947,191

428,582

304,216

105,469

111,263

42,278

11,868

6,781

Total
Turnover

64.70

54.46

65.36

52.54

65.61

65.02

61.56

55.16

69.74

68.84

70.00

72.67

81.69

92.60

93.62

95.24

91.22

92.99

80.19

76.14

64.70

65.13

44.63

Government
Securities

Table 5-2: Security-wise Distribution of WDM Trades

11.50

19.79

13.79

15.64

11.37

17.61

15.30

15.27

16.91

23.40

23.71

22.13

14.07

4.23

3.02

2.70

5.40

3.62

10.15

16.96

25.92

19.04

38.84

12.22

14.23

13.39

19.62

15.22

11.85

15.67

20.18

8.93

3.27

2.02

2.56

2.01

2.06

1.87

1.16

1.84

1.60

4.78

3.64

6.55

9.69

12.15

PSU/Inst.
Bonds

Turnover (In %)
T-Bills

Contd...

11.59

11.52

7.45

12.20

7.79

5.52

7.47

9.38

4.41

4.49

4.27

2.64

2.23

1.11

1.49

0.91

1.54

1.79

4.88

3.26

2.84

6.14

4.38

Others

56

15,081

19,285

25,209

Nov-10

Dec-10

Jan-11

18,251

16,620

23,583

18,522

36,176

Apr-11

May-11

Jun-11

Jul-11

Aug-11

304,836

27,475

Oct-10

2010-11

26,628

Sep-10

15,671

25,227

Aug-10

23,302

25,441

Jul-10

Mar-11

29,727

Jun-10

Feb-11

30,531

41,257

May-10

327,837

2009-10

Apr-10

18,063

17,110

Mar-10

31,368

Feb-10

24,434

Jan-10

Government
Securities

Dec-09

Month & Year

Contd...

4,992

12,599

11,281

11,525

9,615

98,713

8,260

8,529

10,230

6,226

7,578

6,942

5,594

7,395

9,587

7,121

9,614

11,637

92,961

12,137

6,990

10,504

6,324

T-Bills

10,016

10,031

10,531

5,351

7,808

109,586

7,904

7,961

6,458

6,090

7,330

7,314

9,368

8,363

9,817

9,081

16,383

13,516

86,833

10,825

6,322

7,001

4,558

PSU /Inst.
Bonds*

Turnover (In ` Cr.)

3,642

5,821

5,428

2,854

4,078

46,312

4,897

2,735

3,323

2,360

2,456

4,181

3,596

4,123

2,290

4,214

5,998

6,140

56,185

6,995

3,425

8,163

2,251

Others

54,826

46,973

50,823

36,350

39,752

559,447

44,363

34,897

45,220

33,962

32,444

45,913

45,186

45,108

47,135

50,143

73,251

61,824

563,816

47,068

34,800

57,036

37,567

Total
Turnover

65.98

39.43

46.40

45.72

45.91

54.49

52.53

44.91

55.75

56.79

46.48

59.84

58.93

55.93

53.97

59.29

56.32

49.38

58.15

36.35

51.90

55.00

65.04

Government
Securities

9.11

26.82

22.20

31.71

24.19

17.64

18.62

24.44

22.62

18.33

23.36

15.12

12.38

16.39

20.34

14.20

13.12

18.82

16.49

25.79

20.09

18.42

16.83

T-Bills

18.27

21.36

20.72

14.72

19.64

19.59

17.82

22.81

14.28

17.93

22.59

15.93

20.73

18.54

20.83

18.11

22.37

21.86

15.40

23.00

18.17

12.27

12.13

PSU/Inst.
Bonds

Turnover (In %)

Contd...

6.64

12.39

10.68

7.85

10.26

8.28

11.04

7.84

7.35

6.95

7.57

9.11

7.96

9.14

4.86

8.40

8.19

9.93

9.97

14.86

9.84

14.31

5.99

Others

57

18,689

35,532

35,603

Aug-12

Sep-12

Oct-12

417,927

2012-13

: *(PSU+Int. Bonds)

Mar-13

NOTE

40,355

42,226

Feb-13

61,820

34,654

Jul-12

Jan-13

39,927

Jun-12

21,416

26,109

May-12

40,252

21,343

Apr-12

Dec-12

324,867

2011-12

Nov-12

28,648

22,578

Mar-12

47,262

Jan-12

Feb-12

18,170

45,574

Dec-11

17,856

Nov-11

31,628

Oct-11

Government
Securities

Sep-11

Month & Year

Contd...

179,902

18,007

10,103

15,757

16,414

15,148

9,840

15,484

14,831

15,946

17,380

13,748

17,245

139,519

15,816

8,563

13,734

26,397

11,125

5,727

8,144

T-Bills

127,870

10,131

9,759

15,330

9,541

9,974

13,979

14,448

10,793

10,646

10,340

7,550

5,379

119,903

10,412

12,845

10,319

12,959

11,523

10,009

8,099

PSU /Inst.
Bonds*

Turnover (In ` Cr.)

66,515

5,773

4,937

10,518

5,775

4,823

7,563

5,863

4,312

4,940

4,702

3,533

3,777

48,890

4,950

5,738

3,810

4,407

3,029

2,690

2,444

Others

792,214

76,136

65,154

103,426

71,980

51,361

66,986

71,327

48,626

66,187

72,348

50,941

47,743

633,179

53,757

55,793

75,125

89,337

43,847

36,282

50,314

Total
Turnover

52.75

55.46

61.94

59.77

55.92

41.70

53.15

49.82

38.43

52.36

55.19

51.25

44.70

51.31

42.00

51.35

62.91

51.01

41.44

49.21

62.86

Government
Securities

22.71

23.65

15.51

15.24

22.80

29.49

14.69

21.71

30.50

24.09

24.02

26.99

36.12

22.03

29.42

15.35

18.28

29.55

25.37

15.79

16.19

T-Bills

16.14

13.31

14.98

14.82

13.25

19.42

20.87

20.26

22.20

16.09

14.29

14.82

11.27

18.94

19.37

23.02

13.74

14.51

26.28

27.59

16.10

PSU/Inst.
Bonds

Turnover (In %)

8.40

7.58

7.58

10.17

8.02

9.39

11.29

8.22

8.87

7.46

6.50

6.94

7.91

7.72

9.21

10.28

5.07

4.93

6.91

7.41

4.86

Others

58

9,703

21,975

16,327

56,675

99,602

222,779

265,145

458,001

301,325

152,215

67,660

107,704

150,014

23,370

19,102

19,904

21,856

18,443

23,839

23,864

31,583

1997-98

1998-99

1999-00

2000-01

2001-02

2002-03

2003-04

2004-05

2005-06

2006-07

2007-08

2008-09

Apr-09

May-09

Jun-09

Jul-09

Aug-09

Sep-09

Oct-09

Nov-09

2,787

1995-96

1996-97

3,921

Trading
Members

1994-95
(Jun-Mar)

Month/Year

1,820

1,067

1,637

956

1,286

1,319

1,256

1,360

11,408

6,606

5,916

18,641

45,607

60,014

40,290

39,403

17,915

12,716

5,200

4,784

1,611

902

436

FIs/MFs/
Corporates

3,380

1,754

2,464

1,870

2,797

2,362

1,921

2,776

22,106

24,392

43,427

104,092

164,149

224,131

235,435

213,118

94,888

59,079

15,441

13,418

2,579

138

Primary
Dealers

13,578

7,001

15,848

8,606

12,734

8,290

7,655

7,784

60,851

67,135

57,033

133,479

265,212

478,533

414,336

346,672

143,746

129,961

44,424

45,885

12,688

3,569

960

Indian
Banks

Turnover (In `Cr.)

14,638

10,045

14,886

8,358

12,549

12,693

10,332

10,363

91,573

76,480

45,070

67,096

111,000

95,417

113,496

125,219

72,430

45,785

24,079

25,201

15,698

4,473

1,463

Foreign
Banks

64,999

43,731

58,674

38,232

51,222

44,568

40,266

45,653

335,952

282,317

219,106

475,523

887,294

1,316,096

1,068,701

947,191

428,582

304,216

105,469

111,263

42,278

11,868

6,781

Total
Turnover

48.59

54.57

40.63

48.24

42.67

44.66

47.44

51.19

44.65

38.15

30.88

32.01

33.96

34.80

24.81

23.52

23.24

18.63

15.48

19.75

22.95

23.48

57.82

Trading
Members

2.8

2.44

2.79

2.50

2.51

2.96

3.12

2.98

3.40

2.34

2.70

3.92

5.14

4.56

3.77

4.16

4.18

4.18

4.93

4.30

3.81

7.60

6.43

FIs/MFs/
Corporates

Table 5-3: Participant wise Distribution of WDM Turnover

5.20

4.01

4.20

4.89

5.46

5.30

4.77

6.08

6.58

8.64

19.82

21.89

18.50

17.03

22.03

22.50

22.14

19.42

14.64

12.06

6.10

1.16

0.02

Primary
Dealers

Turnover (In %)

20.89

16.01

27.01

22.51

24.86

18.60

19.01

17.05

18.11

23.78

26.03

28.07

29.89

36.36

38.77

36.60

33.54

42.72

42.12

41.24

30.01

30.07

14.16

Indian
Banks

Contd...

22.52

22.97

25.37

21.86

24.50

28.48

25.66

22.7

27.26

27.09

20.57

14.11

12.51

7.25

10.62

13.22

16.90

15.05

22.83

22.65

37.13

37.69

21.57

Foreign
Banks

59

22,471

26,850

Aug-10

Sep-10

Oct-10

27,475

26,848

24,538

Sep-11

Jun-11

Aug-11

27,490

May-11

Jul-11

26,471

22,763

Apr-11

24,919

299,366

2010-11

Feb-11

Mar-11

26,345

21,081

Jan-11

20,034

23,046

Jul-10

21,600

23,855

Jun-10

Dec-10

23,627

May-10

Nov-10

31,351

34,186

Apr-10

26,626

277,592

16,881

Feb-10

2009-10

31,604

Mar-10

20,519

Jan-10

Trading
Members

Dec-09

Month/Year

Contd...

2,813

3,240

1,973

1,179

309

374

13,417

333

541

755

795

441

1,148

1,387

1,006

1,376

1,820

2,263

1,552

14,769

1,116

797

810

1,345

FIs/MFs/
Corporates

2,169

3,575

2,269

2,927

1,810

1,896

23,579

1,943

1,434

1,343

1,386

1,431

1,488

2,020

2,747

2,371

2,221

2,073

3,122

26,096

2,452

1,215

1,101

2,006

8,886

7,955

6,238

8,061

4,264

3,486

73,239

5,741

3,382

3,636

2,785

2,625

2,769

4,604

7,091

8,362

8,820

12,445

10,980

111,886

5,733

7,270

8,932

8,456

Indian
Banks

Turnover (In `Cr.)


Primary
Dealers

11,909

13,208

9,019

11,166

7,205

7,525

149,846

11,428

8,459

13,141

7,397

7,913

13,659

14,704

11,218

11,171

13,654

22,283

14,819

133,472

11,141

8,637

14,590

5,241

Foreign
Banks

50,314

54,826

46,973

50,823

36,350

39,752

559,447

44,363

34,897

45,220

33,962

32,444

45,913

45,186

45,108

47,135

50,143

73,251

61,824

563,816

47,068

34,800

57,036

37,567

Total
Turnover

48.77

48.97

58.49

54.09

62.62

66.59

53.51

56.17

60.41

58.26

63.60

61.75

58.48

49.73

51.09

50.61

47.12

46.67

50.71

49.23

56.57

48.51

55.41

54.62

Trading
Members

5.59

5.91

4.20

2.32

0.85

0.94

2.41

0.75

1.55

1.67

2.34

1.36

2.50

3.07

2.23

2.92

3.63

3.09

2.51

2.63

2.37

2.29

1.42

3.58

FIs/MFs/
Corporates

4.31

6.52

4.83

5.76

4.98

4.77

4.21

4.38

4.11

2.97

4.08

4.41

3.24

4.47

6.09

5.03

4.43

2.83

5.05

4.63

5.21

3.49

1.93

5.34

Primary
Dealers

Turnover (In %)

17.66

14.51

13.28

15.86

11.73

8.77

13.09

12.94

9.69

8.04

8.20

8.09

6.03

10.19

15.72

17.74

17.59

16.99

17.76

19.84

12.18

20.89

15.66

22.51

Indian
Banks

Contd...

23.67

24.09

19.20

21.97

19.82

18.93

26.78

25.76

24.24

29.06

21.78

24.39

29.75

32.54

24.87

23.70

27.23

30.42

23.97

23.67

23.67

24.82

25.58

13.95

Foreign
Banks

60

23,862

26,413

36,999

36,145

26,477

37,125

36,058

26,405

39,589

54,536

32,056

42,743

422,768

May-12

Jun-12

Jul-12

Aug-12

Sep-12

Oct-12

Nov-12

Dec-12

Jan-13

Feb-13

Mar-13

2012-13

2011-12

Apr-12

30,152

345,167

Mar-12

36,661

27,450

47,375

Dec-11

Feb-12

26,900

Jan-12

21,043

Nov-11

Trading
Members

Oct-11

Month/Year

Contd...

34,438

2,071

4,991

7,395

2,973

2,291

3,021

2,967

1,556

2,694

3,972

2,246

1,447

28,509

3,591

4,274

4,605

4,109

820

1,223

FIs/MFs/
Corporates

29,309

2,611

1,759

4,189

2,807

1,962

2,512

2,168

1,289

1,880

3,306

2,277

2,105

26,377

1,360

1,506

2,479

3,913

1,272

1,201

130,621

13,727

13,969

18,441

10,833

8,151

8,762

13,245

6,161

10,352

11,561

9,292

9,062

96,566

8,053

11,962

12,674

14,910

5,757

4,321

Indian
Banks

Turnover (In `Cr.)


Primary
Dealers

175,078

14,984

12,379

18,865

15,778

12,553

16,633

15,820

13,143

15,117

16,510

10,713

11,267

136,559

10,601

10,601

18,706

19,029

9,098

8,494

Foreign
Banks

792,214

76,136

65,154

103,426

71,980

51,361

66,986

71,327

48,626

66,187

72,348

50,941

47,743

633,179

53,757

55,793

75,125

89,337

43,847

36,282

Total
Turnover

53.37

56.14

49.20

52.73

55.00

51.41

53.83

52.05

54.45

54.61

51.14

51.85

49.98

54.51

56.09

49.20

48.80

53.03

61.35

58.00

Trading
Members

4.35

2.72

7.66

7.15

4.13

4.46

4.51

4.16

3.20

4.07

5.49

4.41

3.03

4.51

6.68

7.66

6.13

4.60

1.87

3.37

FIs/MFs/
Corporates

3.70

3.43

2.70

4.05

3.90

3.82

3.75

3.04

2.65

2.84

4.57

4.47

4.41

4.17

2.53

2.70

3.30

4.38

2.90

3.31

Primary
Dealers

Turnover (In %)

16.49

18.03

21.44

17.83

15.05

15.87

13.08

18.57

12.67

15.64

15.98

18.24

18.98

15.25

14.98

21.44

16.87

16.69

13.13

11.91

Indian
Banks

22.10

19.68

19.00

18.24

21.92

24.44

24.83

22.18

27.03

22.84

22.82

21.03

23.60

21.57

19.72

19.00

24.90

21.30

20.75

23.41

Foreign
Banks

Table 5-4: Share of Top N Securities/Trading Members/Participants


in Turnover in WDM Segment.
Year
Securities
1994-95
1995-96
1996-97
1997-98
1998-99
1999-00
2000-01
2001-02
2002-03
2003-04
2004-05
2005-06
2006-07
2007-08
2008-09
2009-10
2010-11
2011-12
2012-13
Trading Members
1994-95
1995-96
1996-97
1997-98
1998-99
1999-00
2000-01
2001-02
2002-03
2003-04
2004-05
2005-06
2006-07
2007-08
2008-09
2009-10
2010-11
2011-12
2012-13
Participants
1994-95
1995-96
1996-97
1997-98
1998-99
1999-00
2000-01
2001-02
2002-03
2003-04
2004-05
2005-06
2006-07
2007-08
2008-09
2009-10
2010-11
2011-12
2012-13

Top 5

Top 10

In Percent
Top 25

Top 50

Top 100

42.84
57.59
32.93
30.65
26.81
37.11
42.20
51.61
43.10
37.06
43.70
47.42
40.90
39.65
31.31
24.19
26.65
36.35
34.02

61.05
69.46
48.02
46.92
41.89
55.57
58.30
68.50
65.15
54.43
57.51
59.78
51.29
53.31
43.05
35.14
38.63
44.22
44.36

80.46
79.60
65.65
71.25
64.30
82.12
80.73
88.73
86.91
81.58
71.72
72.02
65.82
68.35
60.42
53.05
51.69
52.63
53.04

89.81
86.58
78.32
85.00
78.24
90.73
89.97
94.32
92.74
90.66
80.59
81.04
77.15
79.64
72.45
65.63
61.49
61.54
62.32

97.16
93.24
90.17
92.15
86.66
95.28
95.13
97.19
96.13
95.14
89.55
89.36
86.91
89.55
83.87
77.89
74.22
72.09
73.29

51.99
44.36
30.02
27.17
29.87
32.38
35.17
35.18
31.77
30.72
35.75
39.68
57.75
65.32
69.92
73.72
73.58
77.50
81.83

73.05
68.58
51.27
47.85
50.45
53.41
54.25
58.68
53.71
53.01
56.84
60.63
78.01
80.24
82.89
85.28
86.08
89.14
91.18

95.37
96.10
91.57
83.38
86.55
84.46
86.82
88.36
85.49
86.71
86.74
89.38
96.43
97.60
98.38
97.98
98.72
99.41
99.46

100.00
100.00
99.96
99.82
99.98
100.00
100.00
100.00
100.00
100.00
100.00
100.00
100.00
100.00
100.00
100.00
100.00
100.00
100.00

100.00
100.00
100.00
-

18.37
29.66
25.27
23.60
22.47
15.54
17.51
17.49
17.27
16.66
16.82
17.50
25.85
28.36
24.08
23.40
23.52
20.60
21.73

27.38
47.15
44.92
38.96
37.39
27.87
28.85
29.25
28.29
25.96
28.64
30.53
40.65
40.64
38.24
36.87
35.89
33.77
34.52

38.40
70.49
67.00
65.59
62.79
52.51
50.64
50.19
49.22
44.25
47.24
53.61
59.99
55.58
51.19
47.64
44.63
44.64
45.64

42.20
76.32
76.33
77.96
79.27
74.76
69.72
69.16
68.14
59.87
61.71
65.84
68.17
61.77
55.34
50.77
46.51
45.50
46.65

76.58
77.10
80.22
84.51
81.32
76.78
76.49
75.20
65.17
66.00
67.97
69.09
61.84
55.38
-

61

62

86,175

125,492

169,830

196,290

260,002

319,865

397,228

542,601

658,002

959,302

1,006,107

1,059,789

1,182,278

1,392,219

1,849,971

1,959,534

1,983,740

2,034,163

2,065,255

1,898,003

Mar-95

Mar-96

Mar-97

Mar-98

Mar-99

Mar-00

Mar-01

Mar-02

Mar-03

Mar-04

Mar-05

Mar-06

Mar-07

Mar-08

Mar-09

Apr-09

May-09

Jun-09

Jul-09

Aug-09

60,719

144,572

138,718

136,587

135,139

131,993

129,499

96,268

89,628

88,716

68,398

56,832

38,383

39,944

36,365

39,357

34,994

35,323

36,211

30,074

25,675

20,439

457,731

446,610

436,946

431,371

423,688

422,362

315,661

249,847

241,927

223,208

79,340

72,094

61,385

44,624

39,477

30,516

23,989

18,891

13,850

5,867

1,833

137,492

139,816

145,391

146,531

161,591

147,617

111,562

115,183

70,186

73,502

32,692

34,919

23,849

17,725

15,345

11,292

17,497

13,460

8,452

17,129

18,476

Govt.
PSU bonds State loans
T-bills
Securities
(` cr)

Jun-94

Month/
Year

864,481

756,794

580,836

494,033

411,470

343,191

292,772

207,783

158,181

121,518

Total

332,661

327,377

322,819

311,626

311,526

2,970,459

3,117,776

3,075,905

3,008,407

2,988,332

298,867 2,848,315

207,636 2,123,346

147,865 1,784,801

106,956 1,567,574

90,519 1,461,734

87,698 1,215,864

61,084

89,016

84,894

79,989

74,666

70,091

54,380

29,915

23,334

20,052

Others

658.05

690.69

681.41

666.46

662.01

559.04

531.23

409.45

351.40

334.11

280.22

182.00

155.72

124.54

113.26

96.98

86.82

81.60

60.49

50.33

38.66

(US $ bn)

Total

63.90

66.24

66.13

65.94

65.57

64.95

65.57

66.24

67.61

68.83

78.90

76.12

71.70

68.39

64.75

63.19

57.20

58.01

60.40

54.48

49.97

4.87

4.45

4.44

4.49

4.42

4.55

4.53

5.02

5.66

4.68

4.67

4.44

5.28

6.26

7.97

8.50

10.29

12.37

14.47

16.23

16.82

Govt.
PSU bonds
Securities

Table 5-5: Market Capitalisation of WDM Securities

15.41

14.32

14.21

14.34

14.18

14.83

14.87

14.00

15.43

15.27

6.53

8.34

8.11

7.68

7.99

7.42

6.99

6.45

6.67

3.71

1.51

State
loans
(in percent)

4.63

4.48

4.73

4.87

5.41

5.18

5.25

6.45

4.48

5.03

2.69

4.04

3.15

3.05

3.11

2.74

5.10

4.60

4.07

10.83

15.20

T-bills

Contd...

11.20

10.50

10.50

10.36

10.42

10.49

9.77

8.28

6.82

6.19

7.21

7.06

11.76

14.62

16.19

18.15

20.42

18.57

14.40

14.75

16.50

Others

63

2,250,868

2,180,224

Jan-11

Jun-11

2,186,989

Dec-10

2,224,508

2,159,033

Nov-10

May-11

2,126,729

Oct-10

2,214,424

2,092,803

Sep-10

Apr-11

2,059,461

Aug-10

2,183,077

2,004,452

Jul-10

2,185,721

2,019,550

Jun-10

Mar-11

2,011,404

May-10

Feb-11

1,995,829

Apr-10

1,966,140

Jan-10

1,956,862

1,979,339

Dec-09

1,950,436

1,970,002

Nov-09

Mar-10

1,961,349

Oct-09

Feb-10

1,932,681

201,024

194,940

194,064

190,922

190,984

191,878

190,178

187,364

182,111

182,557

182,624

182,905

178,333

172,417

167,302

162,979

163,590

161,856

155,927

153,577

151,364

145,624

640,959

631,895

628,453

622,069

613,974

602,331

595,865

590,058

582,949

572,476

565,817

559,810

554,731

549,113

541,019

536,996

530,091

516,934

509,722

497,652

486,363

472,392

209,588

188,576

159,595

137,677

125,027

124,573

123,772

115,442

126,166

116,696

120,485

114,850

129,665

154,587

134,479

135,696

133,186

133,224

134,388

132,538

133,615

137,580

Govt.
PSU bonds State loans
T-bills
Securities
(` cr)

Sep-09

Month/
Year

Contd...

3,153,360

3,138,177

3,129,747

3,099,214

3,072,733

3,024,417

Total

3,563,725

3,543,592

3,534,761

3,486,249

3,451,003

3,389,983

3,350,190

3,276,734

3,284,814

3,285,134

3,222,997

469,598

466,621

461,501

3,772,038

3,706,540

3,658,038

458,488 3,594,877

450,664

444,586

437,958

434,352

433,049

425,451

421,803

414,717

402,536

397,613

384,368

379,823 3,165,929

369,630

360,024

350,372

345,444

340,042

336,139

Others

737.35

724.55

715.07

805.12

798.15

793.64

791.66

780.79

772.90

759.23

750.32

733.87

735.68

735.75

721.84

701.36

698.57

695.21

693.34

686.58

680.71

670.01

(US $ bn)

Total

59.67

60.02

60.54

60.80

61.26

61.53

61.87

61.93

61.63

61.73

61.47

61.17

61.48

61.23

61.92

61.61

62.06

62.65

63.24

63.56

63.83

63.90

5.33

5.26

5.31

5.31

5.36

5.41

5.38

5.37

5.28

5.39

5.45

5.58

5.43

5.25

5.19

5.15

5.19

5.16

4.98

4.96

4.93

4.81

Govt.
PSU bonds
Securities

16.99

17.05

17.18

17.30

17.23

17.00

16.86

16.93

16.89

16.89

16.89

17.08

16.89

16.72

16.79

16.96

16.81

16.47

16.29

16.06

15.83

15.62

State
loans
(in percent)

5.56

5.09

4.36

3.83

3.51

3.52

3.50

3.31

3.66

3.44

3.60

3.51

3.95

4.71

4.17

4.29

4.22

4.25

4.29

4.28

4.35

4.55

T-bills

Contd...

12.45

12.59

12.62

12.75

12.65

12.55

12.39

12.46

12.55

12.55

12.59

12.66

12.25

12.10

11.93

12.00

11.72

11.47

11.19

11.15

11.07

11.11

Others

64

2,677,079

2,703,215

2,722,882

2,716,559

2,741,255

2,763,300

2,776,205

2,769,002

Aug-12

Sep-12

Oct-12

Nov-12

Dec-12

Jan-13

Feb-13

Mar-13

2,631,910

Mar-12

Jul-12

2,472,179

Feb-12

2,575,390

2,469,341

Jan-12

Jun-12

2,418,327

Dec-11

2,472,644

2,391,794

Nov-11

2,507,988

2,361,710

Oct-11

May-12

2,325,206

Sep-11

Apr-12

2,297,639

2,305,223

Aug-11

2,239,863

305,606

297,485

292,563

288,740

281,435

276,334

266,177

268,908

264,172

257,954

253,674

247,911

244,165

239,966

238,085

234,878

225,674

222,909

220,583

213,991

206,755

904,143

888,873

883,100

865,922

855,827

841,905

821,979

805,047

795,469

781,257

773,366

761,001

757,281

739,241

724,228

708,254

695,630

684,559

674,033

663,561

651,495

298,488

298,098

318,251

302,299

306,396

312,155

321,086

317,196

324,843

320,867

315,708

277,812

259,271

253,073

226,246

206,858

219,238

218,160

215,321

236,368

232,757

Govt.
PSU bonds State loans
T-bills
Securities
(` cr)

Jul-11

Month/
Year

Contd...

4,238,129

4,128,774

4,048,159

3,995,422

3,936,334

3,895,599

3,888,976

3,804,757

Total

4,310,802

4,902,448

4,893,464

4,815,465

4,776,069

4,766,316

4,715,394

4,663,328

4,594,973

4,501,288

4,403,343

651,093 4,928,332

641,787

636,250

617,249

615,852

613,040

602,937

595,099

578,579

565,820

552,607

551,434

539,841 4,272,736

536,506

521,888

506,374

493,170

485,501

480,439

477,417

473,888

Others

906.12

901.36

899.71

885.37

878.13

876.33

866.97

857.40

844.83

827.61

809.60

792.58

835.23

828.46

807.09

791.33

781.02

769.47

761.51

760.21

743.75

(US $ bn)

Total

56.19

56.63

56.47

56.93

56.88

57.13

57.33

57.41

57.28

57.21

56.96

57.36

57.86

58.26

58.57

59.08

59.11

59.07

59.18

59.08

58.87

6.20

6.07

5.98

6.00

5.89

5.80

5.64

5.77

5.75

5.73

5.76

5.75

5.71

5.66

5.77

5.80

5.65

5.66

5.66

5.50

5.43

Govt.
PSU bonds
Securities

18.35

18.13

18.05

17.98

17.92

17.66

17.43

17.26

17.31

17.36

17.56

17.65

17.72

17.44

17.54

17.50

17.41

17.39

17.30

17.06

17.12

State
loans
(in percent)

6.06

6.08

6.50

6.28

6.42

6.55

6.81

6.80

7.07

7.13

7.17

6.44

6.07

5.97

5.48

5.11

5.49

5.54

5.53

6.08

6.12

T-bills

13.21

13.09

13.00

12.82

12.89

12.86

12.79

12.76

12.59

12.57

12.55

12.79

12.63

12.66

12.64

12.51

12.34

12.33

12.33

12.28

12.46

Others

Table 5-6: FIMMDA NSE MIBID/MIBOR Rates 2012-13


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 at
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

9.30

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

Apr-12

8.32

8.37

8.32

8.38

8.89

9.06

9.11

9.33

9.32

9.64

May-12

8.08

8.14

8.16

8.22

8.84

9.11

9.08

9.33

9.42

9.78

Jun-12

8.23

8.28

8.30

8.36

8.95

9.15

9.08

9.30

9.21

9.41

Jul-12

8.01

8.06

7.98

8.03

8.32

8.55

8.61

8.88

8.93

9.24

Aug-12

7.99

8.04

8.00

8.04

8.25

8.43

8.47

8.66

8.71

8.95

Sep-12

8.02

8.07

8.05

8.10

8.28

8.45

8.46

8.67

8.59

8.81

Oct-12

8.05

8.10

8.06

8.10

8.12

8.28

8.26

8.45

8.44

8.66

Nov-12

8.05

8.09

8.05

8.10

8.06

8.27

8.23

8.46

8.45

8.73

Dec-12

8.19

8.23

8.13

8.18

8.35

8.50

8.52

8.70

8.70

8.92

Jan-13

7.80

7.85

8.05

8.09

8.06

8.20

8.22

8.36

8.64

8.81

Feb-13

7.85

7.90

7.89

7.95

8.16

8.27

8.61

8.74

9.39

9.63

Mar-13

8.78

8.98

13.49

14.44

9.49

9.90

9.30

9.63

9.47

9.78

* last 3 day rate for each month

65

Table 5-7: 1-day Value-at-Risk (99%) for Government of India Securities


Traded as on March 30, 2013

66

Sec_
type

Security

Issue_
Name

Normal Weighted Historical_


Normal Simulation

Weighted
Historical_
Simulation

EVT

Clean
Accrued_
Price (off
Interest
NSE-ZCYC)

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

TB

182D

110512

0.1530

0.1920

0.1940

0.4640

0.1650

99.0320

TB

182D

170812

0.4140

0.5600

0.5310

0.5710

0.4550

96.8070

TB

182D

280912

0.5000

0.6890

0.6380

0.7150

0.5550

95.8690

TB

364D

21112

0.5630

0.7840

0.7250

0.8240

0.6240

95.0920

TB

364D

51012

0.5130

0.7090

0.6560

0.7330

0.5710

95.7130

TB

364D

80313

0.7390

1.0540

0.9030

1.1260

0.8110

92.3470

TB

364D

110113

0.6690

0.9470

0.8150

2.2700

0.7320

93.5580

TB

364D

141212

0.6290

0.8860

0.7660

2.1680

0.6940

94.1690

TB

364D

150612

0.2580

0.3360

0.3250

0.8080

0.2820

98.2320

TB

364D

161112

0.5860

0.8200

0.7500

0.8520

0.6460

94.7830

TB

364D

190412

0.0770

0.0940

0.1000

0.0930

0.0830

99.5380

TB

364D

191012

0.5380

0.7470

0.6920

0.7810

0.6010

95.4020

TB

364D

220213

0.7230

1.0290

0.8910

1.0980

0.7910

92.6480

TB

364D

240812

0.4290

0.5830

0.5480

0.5930

0.4770

96.6510

TB

364D

280612

0.2940

0.3850

0.3750

0.9300

0.3220

97.9360

TB

364D

301112

0.6080

0.8540

0.7590

0.8860

0.6690

94.4760

TB

91D

60412

0.0280

0.0340

0.0370

0.0330

0.0300

99.8380

1-day Value-at-Risk (99%) for Government of India Securities Traded as on March 28, 2013
Sec_type

Security

Issue_
Name

Normal

GS

CG2015

0.0717

Weighted Historical_ Weighted


Normal Simulation Historical_
Simulation
0.9810
0.3960
1.2370
0.3040

EVT

Clean
Accrued_
Price (off
Interest
NSE-ZCYC)
1.0540
98.5420
2.0713

GS

CG2017A

0.0807

1.0930

0.3980

1.2820

0.3060

1.0210

100.2670

1.9054

GS

CG2020

0.0819

1.2140

0.3520

1.3040

0.3380

1.0520

100.5160

1.6380

GS

CG2022A

0.0815

1.4370

0.3750

1.4920

0.3370

1.2040

99.9190

2.4224

GS

CG2024

0.0915

1.7380

0.4050

1.8770

0.5120

1.5140

106.9060

3.4058

GS

CG2025

0.082

1.9600

0.4330

2.1590

0.5660

1.7460

99.7130

0.0911

GS

CG2026

0.0833

2.1070

0.4440

2.3760

0.3260

1.8510

100.6050

1.8280

GS

CG2041

0.0883

5.1330

1.4070

7.0710

4.2160

5.0510

104.5760

2.5999

TB

182D

40713

0.3060

0.0970

0.3940

0.0750

0.3300

97.9710

0.0000

TB

364D

41013

0.5020

0.1710

0.6330

0.1380

0.5450

96.0960

0.0000

TB

364D

60314

0.7210

0.2660

0.8950

0.5260

0.7740

93.0420

0.0000

TB

364D

121213

0.6130

0.2180

0.7580

0.3790

0.6570

94.7090

0.0000

TB

364D

200314

0.7370

0.2730

0.9080

0.5360

0.7870

92.7670

0.0000

TB

364D

230114

0.6710

0.2430

0.8340

0.2040

0.7160

93.8720

0.0000

TB

364D

261213

0.6330

0.2260

0.7830

0.3950

0.6770

94.4300

0.0000

Note:
1-day VaR(99%) measure for GoI Securities that traded on NSE-WDM

Table 5-8: Corporate Bond trades at NSE (2012-13)


Month/Year
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Feb-12
Mar-12
2011-12
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12
Nov-12
Dec-12
Jan-13
Feb-13
Mar-13
2012-13

No. of Trades
499
370
719
915
718
710
913
589
888
1,600
1,878
2,178
11,977
1,233
1,342
1,623
1,969
1,893
2,051
1,850
1,456
1,686
2,702
1,407
1,932
21,144

Traded Value (` crore)


11,886
8,205
15,960
15,852
13,658
10,543
12,699
14,552
17,365
19,152
29,472
24,207
193,550
12,155
14,220
18,918
19,504
18,375
23,373
25,659
18,091
19,319
31,349
19,240
21,908
242,112

67

Equity Futures &


Options Segment

94,229

325,299

2,505,102

2,076,975

5,952,206

15,648,805

15,692,532

20,497,152

10,542,734

178,306,889

10,785,388

16,843,664

15,434,326

11,530,614

11,566,700

13,736,522

Mar-02

Mar-03

Mar-04

Mar-05

Mar-06

Mar-07

Mar-08

Mar-09

Mar-10

2009-10

Apr-10

May-10

Jun-10

Jul-10

Aug-10

Sep-10

383,872

299,130

289,423

372,266

395,613

279,572

3,934,389

268,266

276,677

359,970

290,957

192,035

86,398

88,710

6,624

2,185

381

(` cr.)

(No.)

15,440

Trading
Volume

Contracts
Traded

Index Futures

Mar-01

Month/
Year

17,865,765

16,620,194

14,877,996

14,156,191

13,886,580

11,418,975

145,591,240

11,420,625

10,184,028

16,126,212

10,873,236

10,844,400

4,708,687

3,777,206

1,138,980

503,415

No. of Contracts Traded

555,581

496,267

423,422

421,843

431,593

409,844

5,195,247

405,316

289,362

330,390

277,378

473,251

175,363

144,243

29,770

13,989

(` cr)

Trading
Value

Stock Futures

27,314,589

19,036,006

18,231,436

20,596,147

23,502,366

16,303,127

167,683,928

15,597,929

15,617,055

2,639,845

2,985,472

683,979

213,632

132,352

53,788

10,446

No. of
Contracts

249

813,116

532,013

501,798

549,698

611,699

441,522

4,049,266

412,952

228,218

66,131

57,683

22,407

9,074

4,811

1,116

(` cr)

Notional
Trading Volume

30,849,458

23,400,978

20,657,577

24,613,415

24,389,036

17,773,216

173,695,595

16,982,025

15,831,030

2,231,404

2,908,374

772,372

211,385

92,364

35,739

4,773

No. of
Contracts
Traded

Index Options

740

111

621,556

404,472

384,679

444,604

369,895

367,722

255,658

101,708

875,353

625,453

541,556

620,245

605,759

463,950

2,584,821

2,340,573

1,879,794

1,657,220

1,696,094

1,465,075

3,978,699 10,614,147

430,214 1,061,562

215,881

54,186

55,639

24,690

8,918

3,357

(` cr)
-

84,954

76,820

56,723

52,297

58,537

57,692

389,158

38,572

19,332

8,674

9,530

18,576

14,496

14,309

7,163

2,863

(` cr)

738,494

747,574

579,390

620,790

642,775

484,789

3,402,123

355,557

344,986

93,207

111,333

92,657

113,590

131,874

140,540

37,387

23,516

24,045

16,988

19,250

21,296

19,039

116,907

12,826

10,461

1,862

2,576

3,890

4,608

5,051

3,919

1,094

93,089,649

73,712,025

67,756,807

77,078,089

80,960,515

58,230,570

679,293,922

55,960,432

63,095,807

37,187,672

32,911,899

18,790,218

7,694,164

7,006,620

1,950,004

751,958

15,440

Notional
No. of Notional No. of Notional No. of ConTrading Vol- Contracts Trading Contracts Trading tracts Traded
ume
Traded Volume Traded Volume

Stock Options

Table 6-1: Business Growth of Futures & Options Market Segment

381

2,736,392

2,053,728

1,829,910

2,035,599

2,124,496

1,671,620

17,663,665

1,568,147

1,039,931

821,215

693,763

734,849

298,857

260,481

49,332

20,491

(`cr)

612.85

459.96

409.83

455.90

475.81

374.38

3,913.08

347.40

204.11

205.46

159.16

164.73

68.31

60.03

10.39

4.20

(US $ bn)

Trading Volume

Total

18

29.18

20.91

18.63

20.72

22.66

18.72

16.04

16.54

10.21

11.41

7.58

7.49

3.11

2.73

0.52

0.02

(US $ bn)

Contd...

130,304

93,351

83,178

92,527

101,166

83,581

72,392

74,674

51,997

45,623

33,036

33,402

13,584

11,840

2,467

1,078

(`cr)

Average Daily

Equity Futures & Options Segment

69

70

14,761,031

11,406,712

14,095,425

15,734,318

15,333,341

165,023,653

10,271,439

11,888,838

10,313,335

10,048,859

14,585,694

14,796,435

11,289,988

13,469,578

13,886,601

10,856,475

11,289,436

Nov-10

Dec-10

Jan-11

Feb-11

Mar-11

2010-11

Apr-11

May-11

Jun-11

Jul-11

Aug-11

Sep-11

Oct-11

Nov-11

Dec-11

Jan-12

Feb-12

291,138

250,738

307,198

312,139

265,945

346,826

347,177

265,641

265,178

305,745

282,303

4,356,755

399,595

402,759

384,484

322,793

424,789

402,457

(` cr.)

(No.)

13,795,612

Trading
Volume

Contracts
Traded

Index Futures

Oct-10

Month/
Year

Contd...

15,306,021

13,958,030

12,755,993

13,398,165

11,358,625

13,329,926

13,366,537

12,260,020

12,993,351

13,474,455

12,880,705

186,041,459

14,189,337

16,048,082

14,823,064

15,409,764

18,364,437

18,381,074

No. of Contracts Traded

451,869

350,848

279,921

305,421

279,971

326,290

333,791

349,891

322,695

336,689

353,159

5,495,757

363,405

401,307

411,149

432,644

539,872

608,830

(` cr)

Trading
Value

Stock Futures

30,011,709

29,804,342

45,273,935

40,898,635

30,205,915

39,308,648

41,974,923

33,395,753

33,130,753

36,280,374

28,212,015

314,533,244

35,430,135

37,924,368

33,393,126

24,533,340

30,496,310

27,772,294

No. of
Contracts

842,314

759,484

1,132,427

1,055,219

791,213

1,017,491

1,107,825

957,647

928,533

1,027,313

843,835

9,090,702

1,014,990

1,059,766

996,718

751,192

946,324

871,865

(` cr)

Notional
Trading Volume

35,304,439

32,619,699

41,606,078

39,644,152

33,744,688

43,813,388

44,166,928

32,872,684

31,702,572

31,754,162

27,819,338

336,105,313

38,043,240

36,681,957

33,645,531

26,151,091

32,122,151

27,777,663

No. of
Contracts
Traded

Index Options

1,741,344

2,070,078

2,035,556

2,021,545

2,324,075

2,457,385

934,906

783,058

976,324

972,017

829,905

1,068,239

1,101,698

910,079

856,038

865,584

802,046

2,673,087

2,678,358

2,031,464

1,927,405

1,636,032

2,017,590

1,942,086

1,951,542

1,865,161

1,873,595

1,755,056

9,274,664 24,273,560

1,033,607

984,587

965,797

768,088

956,620

833,649

(` cr)

83,495

70,805

46,806

47,176

43,372

51,575

51,801

57,734

47,520

50,101

52,785

777,109

47,406

56,955

61,787

61,356

75,786

86,796

(` cr)

1,354,968

1,479,438

1,193,943

1,024,494

905,536

1,039,658

849,593

848,888

739,167

770,401

601,461

8,234,833

710,229

906,631

736,053

719,867

731,246

616,995

38,056

36,554

26,188

24,586

22,814

24,843

21,457

23,974

18,214

19,707

17,173

253,235

18,897

23,921

21,898

21,035

22,455

20,897

95,939,660

91,396,342

116,748,014

110,362,429

89,140,784

114,305,645

116,885,761

91,377,746

90,744,339

96,041,825

81,540,014

1,034,212,062

105,447,626

109,365,434

98,728,755

80,242,319

98,799,250

90,801,023

Notional
No. of Notional No. of Notional No. of ConTrading Vol- Contracts Trading Contracts Trading tracts Traded
ume
Traded Volume Traded Volume

Stock Options

2,641,778

2,251,487

2,768,863

2,716,559

2,233,221

2,835,264

2,963,749

2,564,965

2,438,177

2,605,138

2,351,300

29,248,221

2,877,900

2,929,295

2,841,834

2,357,109

2,965,846

2,824,493

(`cr)

516.41

440.12

541.25

531.03

436.55

554.23

579.35

501.40

476.61

509.25

459.63

6,550.55

644.55

656.06

636.47

527.91

664.24

632.59

(US $ bn)

Trading Volume

Total

25.82

20.01

25.77

26.55

22.98

26.39

27.59

23.88

21.66

23.15

25.53

25.79

29.30

32.80

31.82

24.00

31.63

30.12

(US $ bn)

Contd...

132,089

102,340

131,851

135,828

117,538

135,013

141,131

122,141

110,826

118,415

130,628

115,150

130,814

146,465

142,092

107,141

141,231

134,500

(`cr)

Average Daily

71

146,188,740

9,218,725

11,444,310

11,066,729

9,049,837

7,881,956

7,815,624

7,925,535

6,169,741

6,081,895

6,337,412

6,051,654

7,056,967

96,100,385

2011-12

Apr-12

May-12

Jun-12

Jul-12

Aug-12

Sep-12

Oct-12

Nov-12

Dec-12

Jan-13

Feb-13

Mar-13

2012-13

2,527,131

204,763

179,682

190,094

176,492

169,757

216,004

206,910

199,628

224,504

264,304

266,002

228,989

3,577,998

337,972

(` cr.)

(No.)

13,492,062

Trading
Volume

Contracts
Traded

Index Futures

Mar-12

Month/
Year

Contd...

147,711,691

10,967,220

11,500,825

14,648,279

12,874,846

12,203,483

12,992,449

12,441,509

11,675,491

12,436,098

12,482,626

12,748,867

10,739,998

158,344,617

13,262,789

No. of Contracts Traded

4,223,872

324,332

361,294

495,366

392,327

349,431

388,103

349,877

315,699

335,785

304,796

303,008

303,853

4,074,671

384,126

(` cr)

Trading
Value

Stock Futures

408,530,477

40,645,997

32,736,391

31,928,225

33,253,763

31,529,901

33,459,534

32,873,601

31,996,945

33,704,366

36,455,948

40,665,171

29,280,635

428,034,677

39,537,675

No. of
Contracts

11,581,485

1,204,569

989,732

986,535

1,006,468

918,051

978,240

931,514

872,182

902,157

954,461

1,043,274

794,304

11,554,301

1,091,001

(` cr)

Notional
Trading Volume

412,346,672

42,347,881

29,064,930

32,838,191

30,429,780

30,696,054

33,035,666

34,584,867

34,362,496

33,278,441

40,805,513

40,786,898

30,115,955

435,983,059

40,934,931

No. of
Contracts
Traded

Index Options

2,213,907

3,598,909

3,966,515

5,590,423

3,842,161

3,849,301

4,030,434

3,617,771

3,194,140

2,973,873

2,663,531

2,924,787

2,247,374

1,121,541

110,553

128,628

193,297

121,488

118,162

131,361

107,683

92,736

87,361

69,776

74,827

66,906

2,445,631

2,165,183

3,311,826

1,897,239

2,124,794

2,353,557

2,030,624

1,880,897

1,738,965

1,538,086

1,582,675

1,209,497

671,770 11,929,088

68,600

(` cr)

11,200,089 42,499,219 1,302,779 24,278,974

1,212,059

849,614

980,384

887,505

863,008

929,356

939,078

900,817

855,034

1,009,016

994,663

779,556

11,165,731 24,565,283

1,065,836

(` cr)

697,648

71,170

66,147

105,300

56,112

61,408

71,145

56,886

51,106

48,242

38,353

38,070

33,709

305,261

31,696

1,131,467,418

107,062,605

85,485,498

94,654,356

88,379,684

86,573,274

93,797,175

93,363,996

90,991,925

93,181,580

105,012,433

110,152,708

82,812,184

1,205,045,464

110,562,905

Notional
No. of Notional No. of Notional No. of ConTrading Vol- Contracts Trading Contracts Trading tracts Traded
ume
Traded Volume Traded Volume

Stock Options

31,533,004

3,127,446

2,575,097

2,950,975

2,640,393

2,479,817

2,714,209

2,591,948

2,432,169

2,453,083

2,640,706

2,719,843

2,207,317

31,349,732

2,979,231

(`cr)

164,602

128,755

128,303

132,020

123,991

129,248

129,597

115,818

111,504

125,748

123,629

110,366

125,903

135,420

(`cr)

280.13

30.26

23.67

23.59

24.27

22.80

23.76

23.83

21.29

20.50

23.12

22.73

20.29

24.61

26.47

(US $ bn)

Average Daily

5,797.65 1,523,581

575.01

473.46

542.57

485.46

455.94

499.03

476.55

447.18

451.02

485.52

500.07

405.84

6,128.20

582.38

(US $ bn)

Trading Volume

Total

Table 6-2: Benchmark Indices Contracts & Trading Volume in


F&O Segment of NSE (2012-13)
Products

Underlying

No. of Contracts

Turnover

NIFTY

CNX Nifty

862,519,602

23,890,021.53

4,392.41

BANKNIFTY

BANK Nifty

46,458,215

1,318,166.29

242.36

MINIFTY

CNX Nifty

7,243,050

77,690.99

14.28

US $ bn

` cr.

CNXIT

CNX IT

38,596

1,215.00

0.22

Nifty Midcap 50

Nifty Midcap 50

2,682

93.31

0.02

CNXINFRA

CNXINFRA

146

3.67

0.00

CNXPSE

CNXPSE

291

6.46

0.00

DJIA

DJIA

206,680

6,826.57

1.26

S&P 500

S&P 500

65,512

2,322.68

0.43

FTSE100

FTSE100

442,760

12,358.35

2.27

916,977,534

25,308,704.86

4,653.25

TOTAL

Table 6-3: Internet Trading in the F&O Segment of the Exchange


Year

Enabled
members *

Registered
clients *

Internet
Trading Value
(`cr.)

Internet Trading
Value
(US $ bn)

% of Total
Trading
Volume

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

2012-13

437

3,833,149

5,905,158

1,085.72

9.36

* At the end of financial year.

Table 6-4: Records Achieved in the F&O Segment : 2012-13


Traded Value
(` in crores)

(US $ mn)

Index Futures

29,261

5,379.92

28-Feb-13

Stock Futures

48,473

8,912.23

28-Feb-13

Index Options

308,254

56,675.49

28-Feb-13

Stock Options

23,263

4,277.13

11-Jan-13

402,091

73,928.33

28-Feb-13

Product

Total F&O Traded Value

72

Date

Table 6-5: Participant wise Trading Value in the F&O Segment (2012-13)
Month/
Year

Institutional investors

Retail

Proprietary

Gross Traded Value

Gross Traded Value

2007-08

% to
Gross Traded Value
% to
Gross
Gross
US $ bn TurnUS $ bn Turn` crore
` crore
over
over
3,256,034
814.62 12.44 16,485,724 4,124.52 62.97

% to
Gross
US $ bn Turn` crore
over
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

51.30

1,277,296

286.07

34.90

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

38.80

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

12.69 28,762,436 6,441.75

49.17 22,310,313 4,996.71

38.14

Apr-11

7,423,695 1,662.64
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

45.80

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

2011-12 10,170,705 1,988.15

503.83

43.26

16.22 25,374,513 4,960.17

40.47 27,154,245 5,308.07

43.31

Apr-12

820,221

150.81

18.58

1,635,584

300.72

37.05

1,958,828

360.15

44.37

May-12

1,113,118

204.66

20.46

1,915,628

352.21

35.22

2,410,940

443.27

44.32

Jun-12

1,057,546

194.44

20.02

1,895,154

348.44

35.88

2,328,713

428.16

44.09

Jul-12

799,888

147.07

16.30

1,819,039

334.45

37.08

2,287,239

420.53

46.62

Aug-12

788,960

145.06

16.22

1,761,029

323.78

36.20

2,314,347

425.52

47.58

Contd...

73

Contd...
Month/
Year

Sep-12

Institutional investors
Gross Traded Value

% to
Gross
US $ bn Turn` crore
over
849,517
156.19 16.39

Retail

Proprietary

Gross Traded Value

% to
Gross
US $ bn Turn` crore
over
1,864,544
342.81
35.97

Gross Traded Value

% to
Gross
US $ bn Turn` crore
over
2,469,836
454.10 47.64

Oct-12

927,090

170.45

17.08

1,990,928

366.05

36.68

2,510,401

461.56

46.25

Nov-12

760,587

139.84

15.34

1,897,137

348.81

38.25

2,301,910

423.23

46.41

Dec-12

852,434

156.73

16.14

1,982,682

364.54

37.55

2,445,670

449.66

46.31

Jan-13

1,006,523

185.06

17.05

2,278,529

418.93

38.61

2,616,899

481.14

44.34

Feb-13

857,676

157.69

16.65

1,892,046

347.87

36.74

2,400,472

441.35

46.61

Mar-13

1,081,910

198.92

17.30

2,218,683

407.93

35.47

2,954,299

543.18

47.23

38.85 26,529,718 4,877.75

44.52

2012-13

9,908,947 1,821.86

16.63 23,150,983 4,256.53

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 ` 1000 crores


upto `1000
and more
crores

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

Contd...

74

Contd...
Upto ` 10
crores

` 10 crores
upto ` 50
crores

` 50 crores
upto `250
crores

` 250 crores
upto `500
crores

` 500 crores ` 1000 crores


upto `1000
and more
crores

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

Apr-12

84

126

229

129

124

344

May-12

79

127

232

102

129

366

Jun-12

78

124

231

112

118

373

Jul-12

77

123

231

118

113

371

Aug-12

84

126

214

133

107

371

Sep-12

70

124

229

117

120

373

Oct-12

74

113

225

124

120

387

Nov-12

70

131

228

120

126

362

Dec-12

68

115

236

115

129

374

Jan-13

57

112

236

106

128

404

Feb-13

77

131

229

108

122

378

Mar-13

82

131

216

111

118

385

2012-13

18

21

87

61

85

811

Table 6-7: Number of members in different turnover brackets in


Futures and Options Segment
Month
Upto
` 10
crores

Futures Segment
Number of Members
` 10
` 50
` 250
` 500
crores
crores
crores
crores
upto
upto
upto
upto
` 50
`250
`500
`1000
crores
crores
crores
crores

` 1000
crores
and
more

Upto
` 10
crores

Options Segment
Number of Members
` 10
` 50
` 250
` 500
crores
crores
crores
crores
upto
upto
upto
upto
` 50
`250
`500
`1000
crores
crores
crores
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

Contd...

75

Contd...
Month
Upto
` 10
crores

` 1000
crores
and
more

Upto
` 10
crores

Options Segment
Number of Members
` 10
` 50
` 250
` 500
crores
crores
crores
crores
upto
upto
upto
upto
` 50
`250
`500
`1000
crores
crores
crores
crores

Sep-10

93

134

259

127

132

282

203

147

211

95

Oct-10

83

140

235

135

137

298

206

139

217

Nov-10

88

146

238

130

146

285

210

136

227

Dec-10

104

156

264

135

114

264

216

154

214

Jan-11

80

174

268

134

121

261

207

148

205

Feb-11

103

158

271

138

116

251

199

143

Mar-11

114

155

272

147

114

245

215

127

2010-11

` 1000
crores
and
more

101

270

98

90

278

82

102

276

91

96

266

91

106

281

201

91

100

303

188

108

100

309

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

30

52

121

93

117

690

89

70

131

60

92

661

Apr-12

134

178

287

153

99

185

246

156

193

117

74

250

May-12

134

178

289

127

110

197

235

144

200

89

96

271

Jun-12

136

178

279

130

114

199

228

147

208

87

99

267

Jul-12

120

191

270

145

112

195

229

153

196

100

87

268

Aug-12

136

181

286

141

105

186

231

141

205

95

97

266

Sep-12

125

185

289

144

104

186

215

148

202

78

112

278

Oct-12

120

187

272

146

107

211

220

156

198

85

103

281

Nov-12

124

210

270

143

115

175

215

157

201

82

114

268

Dec-12

118

183

279

141

121

195

199

164

203

86

116

269

Jan-13

103

172

275

150

119

224

205

164

183

87

120

284

Feb-13

136

198

281

136

116

178

222

145

204

85

115

274

Mar-13

147

195

297

130

104

170

208

147

191

89

110

298

35

41

128

99

120

660

88

68

110

79

90

648

2011-12

2012-13

76

Futures Segment
Number of Members
` 10
` 50
` 250
` 500
crores
crores
crores
crores
upto
upto
upto
upto
` 50
`250
`500
`1000
crores
crores
crores
crores

Table 6-8: Segment wise Contribution of Top N Members to turnover on


Futures and Options segment
(in percent)
Month
Top 5
Members
2005-06

12

Futures Segment
Top 10
Top 15
Members Members
20

26

Top 25
Members

Top 5
Members

36

23

Options Segment
Top 10
Top 15
Members Members
36

45

Top 25
Members
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

Apr-12

14

23

31

43

20

31

40

51

May-12

14

24

31

43

18

29

39

51

Contd...

77

Contd...
Month
Top 5
Members

Futures Segment
Top 10
Top 15
Members Members

Top 25
Members

Top 5
Members

Options Segment
Top 10
Top 15
Members Members

Top 25
Members

Jun-12

14

23

31

42

18

31

39

52

Jul-12

14

23

31

42

15

27

37

50

Aug-12

13

23

31

43

16

28

37

51

Sep-12

15

25

33

44

16

26

36

50

Oct-12

15

25

32

43

18

29

38

51

Nov-12

15

25

32

43

16

28

38

52

Dec-12

15

24

32

43

17

30

40

54

Jan-13

14

24

31

43

18

30

39

53

Feb-13

15

26

33

44

18

31

41

54

Mar-13

15

26

33

45

19

32

42

55

2012-13

14

24

32

43

17

28

38

51

Table 6-9: Top 20 Futures contracts according to number of contracts 2012-13


S.No.

Name of the Contract

Turnover
(` cr.)

Percentage of
contracts to Top
20 contracts

NIFTYMay 2012

8,415,696

210,655.08

10.19

NIFTYJune 2012

7,278,085

183,630.06

8.82

NIFTYAugust 2012

6,287,378

166,401.83

7.62

NIFTYJuly 2012

5,745,580

149,945.36

6.96

NIFTYMarch 2013

5,502,911

159,633.90

6.67

NIFTYSeptember 2012

5,365,543

147,116.34

6.50

NIFTYApril 2012

5,254,679

138,543.28

6.36

NIFTYOctober 2012

5,088,100

145,211.48

6.16

NIFTYNovember 2012

4,985,034

141,917.73

6.04

10

NIFTYJanuary 2013

4,668,167

140,630.65

5.65

11

NIFTYDecember 2012

4,460,722

131,353.20

5.40

12

NIFTYFebruary 2013

4,399,675

130,255.54

5.33

13

BANKNIFTYMay 2012

2,311,084

55,344.54

2.80

14

BANKNIFTYJune 2012

2,297,323

56,199.92

2.78

15

BANKNIFTYAugust 2012

1,971,956

51,258.18

2.39

16

BANKNIFTYSeptember 2012

1,829,408

48,607.28

2.22

17

BANKNIFTYMarch 2013

1,736,744

50,791.23

2.10

18

BANKNIFTYNovember 2012

1,681,185

48,463.65

2.04

19

BANKNIFTYJuly 2012

1,662,798

43,326.62

2.01

20

BANKNIFTYJanuary 2013

1,617,155

51,472.36

1.96

82,559,223

2,250,758.25

100.00

TOTAL

78

Number of
Contracts

Table 6-10: Top 20 Option contracts according to No.of Contracts traded 2012-13
S.No.

Name of the Contract

Number of
Contracts

Turnover
(` cr.)

Percentage of
contracts to Top
20 contracts

NIFTYJanuary 2013 CE 6100

11,480,086

351,845.62

5.91

NIFTYJanuary 2013 PE 6000

10,749,318

324,325.82

5.53

NIFTYDecember 2012 CE 6000

10,605,558

319,667.32

5.46

NIFTYDecember 2012 CE 5900

10,371,751

308,680.61

5.34

NIFTYJune 2012 CE 5200

10,329,994

269,932.88

5.32

NIFTYAugust 2012 CE 5400

10,181,535

276,683.23

5.24

NIFTYMarch 2013 PE 5700

10,025,620

287,813.30

5.16

NIFTYOctober 2012 CE 5700

9,960,586

286,447.03

5.13

NIFTYDecember 2012 PE 5900

9,811,190

291,614.75

5.05

10

NIFTYOctober 2012 PE 5700

9,774,868

280,885.65

5.03

11

NIFTYMay 2012 PE 4900

9,628,545

238,400.16

4.95

12

NIFTYNovember 2012 PE 5600

9,364,942

263,889.35

4.82

13

NIFTYJune 2012 CE 5100

9,330,138

240,904.11

4.80

14

NIFTYJune 2012 PE 5100

9,197,095

236,460.09

4.73

15

NIFTYNovember 2012 CE 5700

9,088,979

261,356.79

4.68

16

NIFTYAugust 2012 PE 5300

9,041,207

241,044.99

4.65

17

NIFTYMay 2012 CE 5000

9,025,071

227,313.97

4.64

18

NIFTYNovember 2012 CE 5800

8,842,616

257,736.34

4.55

19

NIFTYMarch 2013 PE 5600

8,809,879

247,415.67

4.53

20

NIFTYMay 2012 PE 4800


TOTAL

8,702,073

210,543.06

4.48

194,321,051

5,422,960.75

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

Contd...

79

Contd...
Month/Year

Index Futures

Stock Futures

Index Options

Stock Options

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

57,713,350

122,687,746

217,338,496

27,365,782

425,105,374

Apr-12

3,714,837

8,406,636

15,777,206

2,394,700

30,293,379

May-12

4,798,810

10,006,573

19,883,886

3,153,481

37,842,750

Jun-12

4,723,786

9,854,508

18,258,363

2,983,161

35,819,818

Jul-12

3,700,672

9,772,208

14,850,095

3,241,985

31,564,960

Aug-12

3,146,717

9,168,328

13,762,676

3,537,216

29,614,937

Sep-12

2,931,286

9,889,491

13,692,987

3,941,425

30,455,189

Oct-12

2,930,307

10,152,996

14,603,697

4,465,733

32,152,733

Nov-12

2,357,016

9,365,963

13,025,996

4,255,525

29,004,500

Dec-12

2,310,677

9,960,354

14,204,771

4,126,867

30,602,669

Jan-13

2,409,550

11,756,067

15,028,433

6,266,537

35,460,587

Feb-13

2,259,389

9,216,435

14,015,673

4,444,449

29,935,946

Mar-13

2,723,645

8,793,565

19,241,427

4,303,118

35,061,755

38,006,692

116,343,124

186,345,210

47,114,197

387,809,223

2011-12

2012-13

80

Total

Table 6-12: Settlement Statistics in F&O Segment


Index/Stock Futures

Index/Stock Options
Total

MTM
Settlement
(`cr)

Final
Settlement
(`cr)

Premium
Settlement
(`cr)

Exercise
Settlement
(`cr)

Apr-12

2,884.20

33.38

899.03

56.37

3,872.98

712.09

May-12

4,279.60

51.81

1,041.20

93.09

5,465.70

1,004.92

Jun-12

3,399.46

28.69

1,092.45

124.35

4,644.95

854.02

Jul-12

3,457.92

163.05

1,402.19

74.48

5,097.64

937.25

Aug-12

2,374.68

59.57

1,024.41

63.69

3,522.35

647.62

Sep-12

3,272.74

65.58

1,062.39

145.94

4,546.66

835.95

Oct-12

3,246.05

44.75

860.60

47.17

4,198.57

771.95

Nov-12

3,361.72

132.76

825.82

134.17

4,454.47

819.00

Dec-12

3,128.93

77.84

905.98

342.08

4,454.83

819.06

Jan-13

4,661.27

47.55

857.93

114.89

5,681.64

1,044.62

Feb-13

4,204.58

382.36

839.86

201.18

5,627.98

1,034.76

Mar-13

3,654.08

131.93

1,101.45

303.55

5,191.01

954.42

41,925.23

1,219.27

11,913.31

1,700.97

56,758.78

10,435.65

Month/Year

2012-13

(`cr)

(US $ mn)

81

Currency Derivatives
Segment

Currency Derivatives Segment


Table 7-1: Business Growth of Currency Derivatives Segment at NSE
Month/
Year

No. of
trading
days

No. of
Contracts
Traded

Trading
Value
(` Cr)

Trading Average Average


No. of
Value
Daily
Daily
Contracts
(US $
Trading Trading
mn)
Value
Value
(` Cr) (US $ mn)

Trading Trading
Value
Value
(` Cr.) (US $ mn)

Sep-08*

22

1,258,099

5,763

1,131

262

51.42

90,871

428

84.00

Oct-08

20

2,275,261

11,142

2,187

557

109.32

170,202

851

167.03

Nov-08

18

3,233,679

15,969

3,134

887

174.09

146,262

737

144.65

Dec-08

21

4,681,593

22,840

4,483

1,088

213.54

177,520

867

170.17

Jan-09

20

4,900,904

23,980

4,707

1,199

235.33

254,797

1,247

244.75

Feb-09

19

6,416,059

31,761

6,234

1,672

328.16

315,317

1,612

316.39

Mar-09
2008-09

19

9,907,173

50,817

9,974

2,675

525.02

257,554

1,313

257.70

139

32,672,768

162,272

31,849

1,167

229.05

257,554

1,313

257.70

Apr-09

16

7,851,502

39,386

8,725

2,462

545.41

206,620

1,039

230.17

May-09

20

13,682,468

66,431

14,717

3,322

735.93

318,203

1,504

333.19

Jun-09

22

15,724,507

75,363

16,695

3,426

758.97

267,400

1,285

284.67

Jul-09

23

19,888,011

96,523

21,383

4,197

929.77

318,298

1,531

339.17

Aug-09

20

18,672,623

90,396

20,026

4,520

1001.33

394,756

1,933

428.22

Sep-09

19

22,251,896

107,789

23,879

5,673

1256.76

360,603

1,739

385.25

Oct-09

20

32,267,958

150,843

33,417

7,542

1670.80

447,812

2,109

467.21

Nov-09

20

33,794,926

157,554

34,903

7,878

1745.24

493,018

2,297

508.86

Dec-09

21

41,004,341

191,415

42,405

9,115

2019.27

406,200

1,896

420.03

Jan-10

20

60,223,714

276,742

61,307

13,837

3065.35

615,612

2,852

631.81

Feb-10

19

52,112,185

246,875

54,691

12,993

2878.38

637,465

2,976

659.28

20

61,132,852

283,292

62,759

14,165

3138.02

427,873

1,964

435.09

240 378,606,983 1,782,608 394,907

7,428

1645.55

427,873

1,964

435.09
599.92

Mar-10
2009-10
Apr-10

19

77,085,167

345,932

77,476

18,207

4077.71

591,253

2,679

May-10

20

77,744,870

359,680

80,555

17,984

4027.77

788,154

3,702

829.21

Jun-10

22

69,837,533

327,382

73,322

14,881

3332.82

977,138

4,600

1030.31

Jul-10

22

44,924,854

213,353

47,784

9,698

2171.98

858,180

4,057

908.59

Aug-10

21

42,639,638

201,239

45,070

9,583

2146.21

944,422

4,514

1011.05

Sep-10

20

61,586,474

284,704

63,764

14,235

3188.18

842,910

3,876

868.01

Oct-10

21

68,099,263

305,597

68,443

14,552

3259.18

1,018,752

4,645

1040.32

Nov-10

21

58,303,944

266,332

59,649

12,682

2840.42

1,461,861

6,828

1529.26

Dec-10

22

51,935,953

237,564

53,206

10,798

2418.45

1,436,849

6,540

1464.82

Jan-11

20

59,571,331

274,833

61,553

13,742

3077.63

1,917,266

9,000

2015.62

Feb-11

19

55,228,606

254,654

57,033

13,403

3001.75

2,285,522

10,540

2360.66

22

82,644,442

378,517

84,774

17,205

3853.38

3,020,562

13,690

3065.99

249 749,602,075 3,449,788 772,629

13,855

3102.93 3,020,562

13,690

3065.99

Mar-11
2010-11

83

Contd...
Month/
Year

No. of
trading
days

No. of
Contracts
Traded

Trading
Value
(` Cr)

Trading Average Average


No. of
Value
Daily
Daily
Contracts
(US $
Trading Trading
mn)
Value
Value
(` Cr) (US $ mn)

Trading Trading
Value
Value
(` Cr.) (US $ mn)

Apr-11

16

77,253,546

348,467

68,118

21,779

4257.37

3,243,550

14,673

2868.33

May-11

21

94,542,712

432,502

84,545

20,595

4025.94

3,374,676

15,437

3017.55

Jun-11

22

96,622,415

442,877

86,573

20,131

3935.14

4,298,647

19,505

3812.71

Jul-11

21

122,272,205

555,282 108,546

26,442

5168.84

6,055,316

27,081

5293.66

Aug-11

20

127,239,855

585,123 114,379

29,256

5718.95

4,368,210

20,465

4000.52

Sep-11

20

85,142,803

411,553

80,450

20,578

4022.49

3,681,049

18,213

3560.26

Oct-11

19

54,705,444

273,114

53,388

14,374

2809.90

3,695,468

18,247

3566.82

Nov-11

20

62,296,040

321,666

62,879

16,083

3143.94

3,663,965

19,339

3780.42

Dec-11

21

62,158,879

331,805

64,861

15,800

3088.60

2,387,654

12,886

2518.87

Jan-12

21

69,456,293

359,481

70,271

17,118

3346.23

3,093,921

15,513

3032.55

Feb-12

19

59,669,874

296,896

58,037

15,626

3054.57

3,041,082

15,149

2961.37

20

61,984,066

316,224

61,815

15,811

3090.76

2,959,055

15,328

2996.24

240 973,344,132 4,674,990 913,860

19,479

3807.75 2,959,055

15,328

2996.24

Mar-12
2011-12
Apr-12

20

49,684,569

260,451

47,886

13,023

2394.32

3,322,444

17,737

3261.16

May-12

22

82,490,519

453,946

83,462

20,634

3793.74

3,504,174

19,913

3661.16

Jun-12

21

69,624,353

393,619

72,371

18,744

3446.22

3,519,170

19,918

3662.05

Jul-12

22

83,611,989

467,274

85,913

21,240

3905.13

3,267,658

18,388

3380.89

Aug-12

21

58,715,174

328,907

60,473

15,662

2879.65

3,319,129

18,694

3437.08

Sep-12

19

72,551,533

397,592

73,101

20,926

3847.43

3,459,475

18,451

3392.36

Oct-12

20

94,860,746

507,426

93,295

25,371

4664.76

3,437,306

18,825

3461.11

Nov-12

20

84,515,590

467,875

86,023

23,394

4301.17

4,569,734

25,176

4628.89

Dec-12

20

81,164,915

448,753

Jan-13

22

106,705,891

Feb-13

19
19

Mar-13
2012-13

82,508

22,438

4125.38

4,102,895

22,872

4205.20

586,025 107,746

26,637

4897.56

4,665,849

25,155

4624.99

91,017,848

497,277

91,429

26,172

4812.07

4,823,407

26,399

4853.67

84,300,321

465,320

85,554

24,491

4502.82

3,657,304

20,101

3695.73

245 959,243,448 5,274,465 969,761

21,528

3958.21 3,657,304

20,101

3695.73

* Includes turnover details for August 29,2008- the rst day of trading of Currency futures at NSE.
Currency Options were introducded at NSE w.e.f October 29, 2010.

Table 7-2: Records achieved in the Currency Futures & Options


segment from the date of inception till 31 March 2013
CDS Segment
Record number of trades

Number/Value
227,905

Record number of contracts

27-Jul-11

11,121,509

Record Daily Notional Turnover (` Crs)

27-Jul-11

49,795.79

Note:
Trading Value :- For Futures, Value of contract = Traded Qty*Traded Price.
For Options, Value of contract = Traded Qty*(Strike Price+Traded Premium)

84

Date
28-Feb-13

Table 7-3: Top 5 Currency Futures & Options Contracts on the basis of
Turnover for the F.Y 2012-2013
Contract Name
Rank

Instrument
Type

Contract
Symbol

Expiry

Total Traded
Quantity

Total Traded Value


Total Traded Value (%) to Currency Fu(` In Crs)
tures & Options Total
Traded Value

FUTCUR

USDINR

29-Jan-13

66,605,561

363,639.41

6.89

FUTCUR

USDINR

29-Oct-12

66,260,489

352,291.09

6.68

FUTCUR

USDINR

27-Dec-12

60,714,609

333,182.00

6.32

FUTCUR

USDINR

27-Mar-13

60,576,626

330,473.73

6.27

FUTCUR

USDINR

27-Jul-12

57,963,953

323,266.78

6.13

Note:- Total Traded Value of Currency Futures & Options for FY 2012-13 is ` 5274464.65 Crs

Table 7-4: Settlement Statistics of Currency Derivatives Segment at NSE


Month/Year

MTM Settlement
` Crores

Final Settlement

US $ mn

` Crores

US $ mn

Apr-12

431.01

79.25

44.68

8.21

May-12

1,119.85

205.90

97.90

18.00

Jun-12

735.97

135.31

51.22

9.42

Jul-12

835.77

153.66

32.47

5.97

Aug-12

424.49

78.05

26.52

4.88

Sep-12

625.43

114.99

41.79

7.68

Oct-12

743.44

136.69

37.74

6.94

Nov-12

747.00

137.34

50.45

9.28

Dec-12

558.91

102.76

27.54

5.06

Jan-13

746.33

137.22

58.50

10.76

Feb-13

629.82

115.80

49.84

9.16

Mar-13

465.28

85.55

65.93

12.12

8,063.31

1,482.52

584.57

107.48

2012-13
Note:

1. Currency Futures trading statred at NSE on August 29, 2008


2. Currency Options were introduced at NSE w.e.f October 29, 2010
3. MTM Settlement includes Futures MTM settlement as well as Option Premium settlement values
4. Final Settlement includes Futures Final settlement as well as Options Exercise settlement values

85

Table 7-5: Business Growth of Interest Rate Futures


Open Interest at the end of
Month/
Year

No. of
trading
days

No. of
Contracts
Traded

Trading
Value
(` Cr)

Trading
Value
(US $ mn)

Average Average
Daily
Daily
Trading
Trading
Value
Value
(` Cr) (US $ mn)

No. of
Contracts

Trading
Value
(` Cr.)

Aug-09

14,559

267.31

59.22

267.31

59.22

1,893

Sep-09

19

79,648

1,473.37

326.40

77.55

17.18

Oct-09

20

21,198

394.09

87.30

19.71

4.37

Nov-09

20

18,134

337.00

74.66

16.84

Dec-09

21

11,687

215.32

47.70

Trading
Value
(US $ mn)

34.66

7.68

4,952

92.28

20.44

6,128

113.57

25.16

3.73

6,600

124.00

27.47

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

140 160,894

2,975.00

659.06

21.25

4.71

758

14.15

3.13

2009-10
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

0.00

0.00

Oct-10

21

24

0.44

0.10

0.02

0.00

0.11

0.02

Nov-10

21

29

0.54

0.12

0.03

0.01

0.04

0.01

Dec-10

22

442

8.16

1.83

0.37

0.08

0.02

0.00

Jan-11

20

17

0.31

0.07

0.02

0.00

0.07

0.02

Feb-11

19

11

0.20

0.05

0.01

0.00

0.04

0.01

Mar-11

22

14

0.26

0.06

0.01

0.00

0.02

0.00

2010-11

249

3,348

61.90

13.86

0.25

0.06

0.02

0.00

Apr-11

16

0.09

0.02

0.01

0.00

0.00

0.00

May-11

21

0.00

0.00

0.00

0.00

0.00

Jun-11

22

0.00

0.00

0.00

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

0.02

0.00

Oct-11

19

0.02

0.00

0.00

0.00

0.04

0.01

Nov-11

20

0.00

0.00

0.00

0.02

0.00

Contd...

86

Contd...
Open Interest at the end of
Month/
Year

Dec-11

No. of
trading
days

21

No. of
Contracts
Traded

Trading
Value
(` Cr)

Trading
Value
(US $ mn)

0.00

0.00

Average Average
Daily
Daily
Trading
Trading
Value
Value
(` Cr) (US $ mn)
0.00

No. of
Contracts

Trading
Value
(` Cr.)

Trading
Value
(US $ mn)

0.00

0.00

Jan-12

21

0.00

0.00

0.00

0.00

0.00

Feb-12

19

0.00

0.00

0.00

0.00

0.00

Mar-12

20

0.00

0.00

0.00

0.00

0.00

240 215,200

3,959.21

773.94

16.50

3.22

0.00

0.00

2011-12
Apr-12

18

11

0.20

0.04

0.01

0.00

0.00

0.00

May-12

22

0.02

0.00

0.00

0.00

0.00

0.00

Jun-12

21

0.00

0.00

0.00

0.00

Jul-12

22

0.00

0.00

0.00

0.00

Aug-12

21

0.00

0.00

0.00

0.00

Sep-12

20

0.00

0.00

0.00

0.00

Oct-12

20

0.00

0.00

0.00

0.00

Nov-12

20

0.00

0.00

0.00

0.00

Dec-12

20

0.00

0.00

0.00

0.00

Jan-13

22

0.00

0.00

0.00

0.00

Feb-13

19

0.00

0.00

0.00

0.00

Mar-13

19

0.00

0.00

0.00

0.00

244

12

0.22

0.04

0.00

0.00

0.00

0.00

2012-13

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

Table 7-6: Records Achieved in the Interest Rate Futures : Records


(From the date of inception till 31 March 2013)
Particulars
Record number of trades (date and number)

Date

Number/Value

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

87

Table 7-7: Top 5 IRD Contracts on the basis of Turnover for the F.Y. 2012-2013
Rank

Contract Name
Instrument
Type

Contract
Symbol

Total Traded
Quantity

Total Traded Value


(` In Crs)

Expiry

Total Traded
Value (%) to
Interest rate
products Total
Traded Value

FUTIRT

91DTB

25-Apr-12

10

0.18

83.30

FUTIRT

91DTB

27-Jun-12

0.04

16.70

FUTIRD

10YGS7

27-Jun-12

0.00

0.00

FUTIRD

10YGS7

26-Sep-12

0.00

0.00

FUTIRD

10YGS7

27-Dec-12

0.00

0.00

Note:- Total Traded Value of Interest Rates Futures for FY 2012-13 is ` 0.2195 Crs

Table 7-8: Settlement Statistics in Interest Rate Futures# Segment at NSE


Month/Year

MTM Settlement
` Crores

US $ mn

` Crores

US $ mn

Apr-12

May-12

Jun-12

Jul-12

Aug-12

Sep-12

Oct-12

Nov-12

Dec-12

Jan-13

Feb-13

Mar-13

2012-13

# 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 July 04, 2011

88

Physical Delivery Settlement

Investor Services,
Arbitration

Investor 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

1994-95

Pending at
the end
2

1995-96

56

13

43

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

2012-13

1067

4721

4910

878

113

1644

1500

257

Table 8-2: Status Report of Arbitration Matters


Year

No. of Cases Received

Withdrawn

Awards

Pending

1998

164

162

1999 CM

153

148

149

143

1999 WDM
2000 CM
2000 WDM

342

19

323

2001 WDM

2001 F&O

2001 CM

Contd...

90

Contd...
Year
2002 CM

No. of Cases Received

Withdrawn

Awards

Pending

275

268

2002 WDM

2002 F&O

136

132

2003 CM
2003 WDM
2003 F&O

17

17

2004 CM

119

113

2004 WDM

2004 F&O

42

39

2005 CM

138

135

2005 WDM

2005 F&O

66

66

2006 CM

224

219

2006 WDM

2006 F&O

191

183

2006 CO

2007 CM

275

266

2007 F&O

221

218

2008 CM

61

60

2008 F&O

116

115

2008-09 CM

758

21

737

2,433

98

2335

517

52

465

2008-09 F&O
2009-10 CM
2009-10 F&O

502

43

459

2010-11 CM

258

13

244

2010-11 F&O

276

267

2011-12 CM

286

275

2011-12 F&O

278

271

2012-13 CM

280

196

81

2012-13 F&O
Total

330

247

77

8,617

340

8,112

165

91

Notes
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