Professional Documents
Culture Documents
BULLETIN
DECEMBER 2015
VOL. 13
NUMBER 12
EDITORIAL COMMITTEE
Mr. J. Ranganayakulu
The Securities and Exchange Board of India Bulletin is issued by the Department
of Economic and Policy Analysis, Securities and Exchange Board of India under
the direction of an Editorial Committee. SEBI is not responsible for accuracy
of data/information/interpretations and opinions expressed in the case of
signed articles/speeches as authors are responsible for their personal views.
SEBI has no objection to the material published herein being reproduced,
provided an acknowledgement of the same is made. The soft copy of
SEBI Bulletin is available free of cost to the subscribers/readers, who register
at bulletin@sebi.gov.in along with their complete address. A readable version
of SEBI Bulletin is available at http://www.sebi.gov.in. Any comments and
suggestions on any of the features/sections may be sent to bulletin@sebi.gov.in
Contents
Page
CAPITAL MARKET REVIEW
1113
1125
1147
PRESS RELEASES
1149
1.
2.
3.
SEBI to participate in 35th India International Trade Fair 2015, at New Delhi
SEBI signs Memorandum of Understanding on bilateral cooperation with the
Bangladesh Securities and Exchange Commission
SEBI Board Meeting
1149
1149
1150
POLICY DEVELOPMENTS
1153
A.
1153
1153
1153
Circulars
1.
Format for Voting Results
2.
Format for quarterly holding pattern, disclosure norms for corporate governance
report and manner for compliance with two-way fungibility of Indian Depository
Receipts (IDRs)
3.
Format for Business Responsibility Report (BRR)
4.
Streamlining the Process of Public Issue of Equity Shares and Convertibles
5.
Annual System Audit, Business Continuity Plan(BCP) and Disaster Recovery (DR)
6.
Investor Grievance Redressal System and Arbitration Mechanism
7.
Timelines for Compliance with various provisions of Securities Laws by
Commodity Derivatives Exchanges
8.
Issue of No Objection Certicate for release of 1% of issue amount
9.
Non-compliance with certain provisions of SEBI (Listing Obligations and
Disclosure Requirements) Regulations, 2015 and Standard Operating Procedure for
suspension and revocation of trading of specied securities
10. Disclosure of holding of specied securities and Holding of specied securities
in dematerialized form
11. Manner of achieving minimum public shareholding
12. Formats for publishing nancial results
13. Schemes of Arrangement by Listed Entities and (ii) Relaxation under
Sub-rule (7) of rule 19 of the Securities Contracts (Regulation) Rules, 1957
1153
1154
1155
1156
1157
1159
1160
1161
1163
1163
1165
1166
TABLES
1181
PUBLICATIONS
1228
DECEMBER
SEBI BULLETIN
2015
a.
Oct-15
2015-16$
2014-15$
Items
No. of
Issues
Amount
(` crore)
No. of
Issues
Amount
(` crore)
No. of
Issues
Amount
(` crore)
No. of
Issues
Amount
(` crore)
Public Issues
231
6,924
54
13,862
48
7,979
(i)
230
2,200
10
4,232
18
6,912
IPOs
4,724
44
9,629
30
1,067
FPOs
Rights Issues
80
791
8,631
11
2,805
81
5,515
53
18,260
41
3,872
311
10
7,715
63
22,492
59
10,784
Debt
b.
B. Private Placement
1.
QIPs Listed at BSE and NSE
QIP is an alternative mode of resource raising available
for listed companies to raise funds from domestic
market. In a QIP, a listed issuer issues equity shares or
non-convertible debt instruments along with warrants
and convertible securities other than warrants to
Qualified Institutions Buyers only. In November
2.
Preferential Allotments Listed at BSE and NSE
Preferential allotment also serves as an alternative
mechanism of resource mobilization wherein a listed
issuer issues shares or convertible securities, to a
select group of persons. There were 29 preferential
allotments (`4,903 crore) listed at BSE and NSE
DECEMBER
SEBI BULLETIN
3.
Private Placement of Corporate Debt
Private placement mechanism dominates the resource
mobilization through corporate bonds. In November
2015, `24,618 crore was raised through private placement
route in the corporate bond market and no amount
was raised through public issue route. The cumulative
amount mobilised through private placement of
corporate debt during 2015-16, so far, stood at `3,11,269
crore (Details in Table 12 and Exhibit 1A).
2015
Public &
Rights
2
9,789
18,260
Equity Issues
Private
Placements
3
57,362
55,228
Total
(2+3)
4
67,151
73,488
Public
5
9,413
4,232
Debt Issues
Private
Placements
6
4,04,136
3,11,268
Total
(5+6)
7
4,13,492
3,15,500
Total Resource
Mobilisation
(4+7)
8
4,80,643
3,88,988
1,05,924
Apr-15
8,890
11,517
20,407
710
84,807
85,517
May-15
493
6,133
6,626
20,692
20,692
27,318
Jun-15
439
3,013
3,452
36,125
36,125
39,577
Jul-15
719
5,482
6,201
164
27,920
28,084
34,285
Aug-15
1,913
2,019
3,932
228
46,564
46,792
50,724
Sep-15
210
5,369
5,579
700
26,612
27,312
32,891
Oct-15
5,515
16,382
21,897
2,200
43,931
46,131
68,028
Nov-15
81
5,313
5,394
230
24,618
24,848
30,242
Notes: 1. Private placement of Equity includes, amount raised through preferential allotments, QIP and IPP mechanism,
2. Public Equity Issues includes IPO, FPO & Rights issues of common equity shares.
3. $ indicates as on last day of November 2015.
Source: SEBI
1114
DECEMBER
SEBI BULLETIN
2015
Oct-15
Nov-15
27,957
26,146
26,656.8
26,145.7
-1.9
8,607
7,935
8,065.8
7,935.3
-1.6
1,01,49,290
98,88,227
98,33,359
98,88,227
0.6
99,30,122
96,75,669
96,54,114
96,75,669
0.2
8,54,845
4,95,840
58,143
50,799
-12.6
43,29,655
28,47,352
3,33,801
3,07,150
-8.0
19.5
20.6
21.4
20.6
-3.8
CNX Nifty
No. of Listed companies
22.7
21.5
22.1
21.5
-2.8
BSE
5624.0
5806.0
5788.0
5806.0
0.3
NSE
1733.0
1786.0
1781.0
1786.0
0.3
1
A.
Indices
S&P BSE Sensex
B.
CNX Nifty
Market Capitalisation
BSE
C.
NSE
Gross Turnover
BSE
NSE
D. P/E Ratio
E.
Percentage change
over previous month
6
2014-15
DECEMBER
SEBI BULLETIN
2015
1116
DECEMBER
SEBI BULLETIN
2015
Exhibit 3: Performance of Indices at BSE and NSE during November 2015 (Percent)
BSE
Index
1
BSE Sensex
BSE 100
BSE 200
BSE 500
BSE Small Cap
BSE FMCG
BSE Consumer Durables
BSE Capital Goods
BSE Bankex
BSE Teck
BSE Oil & Gas
BSE Metal
BSE Auto
BSE PSU
BSE Healthcare
Change over
Previous month
2
-1.9
-1.4
-1.1
-0.8
2.8
0.8
5.0
-2.4
0.7
-2.8
2.9
-2.6
4.4
1.5
-9.8
Volatility
3
0.8
0.7
0.7
0.7
0.8
0.9
0.9
1.0
1.0
1.0
1.2
1.0
0.9
0.8
1.1
Index
4
CNX Nifty
CNX Nifty Junior
CNX 500
CNX Mid-cap
CNX 100
CNX Defty
CNX IT
Bank Nifty
Nifty Mid-cap 50
CNX Infrastructure
CNX PSE
CNX Finance
CNX Pharma
CNX MNC
CNX Media
NSE
Change over
Previous month
5
-1.6
-0.6
-1.0
0.1
-1.5
-4.0
-2.4
0.4
3.0
-2.2
0.5
-1.3
-12.7
-2.0
1.1
Volatility
6
0.8
0.8
0.7
0.8
0.7
0.8
1.0
1.0
1.0
0.8
0.9
0.9
1.2
0.8
1.4
V.
Trends in Derivatives Segment
A. Equity Derivatives
India is one of the vibrant markets for exchange traded
equity derivatives in the world. The trading volumes in
the equity derivative market surpassed that of the cash
segment turnover by 12.4 times in November 2015.
The monthly total turnover in equity derivative market
at NSE decreased by 1.9 percent to `43,47,054 crore
in November 2015 from `44,29,629 crore in October
2015 (Figure 4). The index options segment has been
the clear leader in the product-wise turnover of the
futures and options segment in the NSE. In November
1117
DECEMBER
SEBI BULLETIN
2015
Nov-15
1
2
A. Turnover (` crore)
(i) Index Futures
2,89,439
(ii) Options on Index
Put
14,47,834
Call
17,49,524
(iii) Stock Futures
5,97,633
(iv) Options on Stock
Put
86,405
Call
1,76,221
Total
43,47,054
B. No. of Contracts
(i) Index Futures
51,39,901
(ii) Options on Index
Put
2,52,28,432
Call
2,92,69,261
(iii) Stock Futures
1,18,76,912
(iv) Options on Stock
Put
17,40,663
Call
33,15,699
Total
7,65,70,868
C. Open Interest in terms of Value ( ` crore)
(i) Index Futures
19,452
(ii) Options on Index
Put
43,654
Call
47,431
(iii) Stock Futures
61,986
(iv) Options on Stock
Put
3,100
Call
5,464
Total
1,81,087
D. Open Interest in terms of No of Contracts
(i) Index Futures
3,35,105
(ii) Options on Index
Put
7,41,448
Call
8,03,973
(iii) Stock Futures
12,30,246
(iv) Options on Stock
Put
61,430
Call
1,07,460
Total
32,79,662
Oct-15
3
BSE
Percentage
Change Over
Month
4
Nov-15
Oct-15
Percentage
Change Over
Month
7
3,35,582
-13.8
405
958
-57.7
15,34,880
16,45,579
6,27,671
-5.7
6.3
-4.8
22,410
79,201
16
2,74,380
44,410
52
-91.8
78.3
-68.7
96,745
1,89,173
44,29,629
-10.7
-6.8
-1.9
1,650
1,843
1,05,526
1,061
1,416
3,22,277
55.5
30.1
-67.3
1,15,02,566
-55.3
7,790
22,040
-64.7
6,61,38,404
6,71,66,048
2,07,17,819
-61.9
-56.4
-42.7
4,40,825
14,88,080
332
69,46,843
10,51,513
2,638
-93.7
41.5
-87.4
35,40,218
64,45,041
17,55,10,096
-50.8
-48.6
-56.4
30,652
37,518
20,05,197
36,781
49,309
81,09,124
-16.7
-23.9
-75.3
21,475
-9.4
218
222
-1.8
39,718
46,746
58,206
9.9
1.5
6.5
19
19
2
9
9
2
104.7
107.2
7.1
3,129
5,496
1,74,768
-0.9
-0.6
3.6
9
4
272
1
0
244
1,271.9
1,234.4
11.5
3,65,066
-8.2
4,171
4,166
0.1
6,62,522
7,80,520
11,51,650
11.9
3.0
6.8
368
364
43
174
170
40
111.5
114.1
7.5
62,544
1,10,489
31,32,791
-1.8
-2.7
4.7
204
79
5,229
12
7
4,569
1,600.0
1,028.6
14.4
1118
DECEMBER
SEBI BULLETIN
2015
1119
DECEMBER
D.
SEBI BULLETIN
2015
Figure 7: Trends of Interest Rate Derivatives at NSE, BSE and MSEI (` crore)
1120
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2015
Exhibit 5: Performance of Indices at MCX and NCDEX during November 2015 (Percent)
MCX
NCDEX
Index
Change over
Previous month
Volatility
Index
Change over
Previous month
Volatility
MCXCOMDEX
-5.6
0.8
-1.3
1.0
MCX Metal
-5.9
0.8
MCX Energy
-7.3
1.8
MCX Agri
-0.5
0.6
Dhaanya
1121
DECEMBER
SEBI BULLETIN
2015
1122
DECEMBER
SEBI BULLETIN
2015
B.
1123
DECEMBER
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2015
1124
DECEMBER
SEBI BULLETIN
2015
1125
Introduction:
1.1. Global equity markets remained lacklustre
in November 2015 with MSCI World Index
returning -0.7 per cent returns. Focus remained
on the prospect of a US rate rise as US dollar
strengthened further against all the major
currencies ahead of FOMC meeting on December
16, 2015. Eurozone equities outperformed other
regions, supported by expectations that the
European Central Bank would announce further
monetary policy easing in December. Emerging
markets lagged their developed counterparts as
the stronger US dollar weighed on emerging
market currencies. Renewed commodity price
weakness had a negative impact on several
markets. In fixed income markets, the diverging
outlook for monetary policy saw US sovereign
yields rise while those in the eurozone declined.
1.2. The US economy expanded by 2.1 per cent
(Q-o-Q) (in annualised terms) in Q3 2015
compared to a growth rate of 3.9 per cent in Q2
on account of downturn in private inventory
investment. The British economy advanced 2.3
per cent year-on-year (Y-o-Y) in the third quarter
of 2015, slowing down marginally from a 2.4 per
cent expansion in the second quarter of 2015.
Revised data confirmed that the Japan avoided a
recession in Q3 as investment was stronger than
previously reported. Japans real GDP grew
by 1.0per cent (Q-o-Q) (in annualised terms)
in Q3 as compared to 0.8per cent contraction
estimated in the first estimate. Euro area real
GDP increased by 1.6 per cent (Y-o-Y) in the
third quarter of 2015, following a rise of 1.5 per
cent in the previous quarter.
1.3. Relative to last year, growth in advanced
economies is expected to pick up slightly, while
it is projected to decline in emerging market
and developing economies. With declining
commodity prices, depreciating emerging
market currencies, and increasing financial
market volatility, downside risks to the outlook
have risen, particularly for emerging market
and developing economies. Global activity is
projected to gather some pace in 2016.
DECEMBER
SEBI BULLETIN
2.
Major Recent Developments Across the Globe:
2.1. Us Federal Reserve hikes interest rate first time
since 2006:
2.1.1 US Federal Open Market Committee (FOMC),
in its meeting on December 16, 2015, raised the
range of its benchmark interest rate (Federal
Fund Rate) by a 25 bps to between 0.25 per
cent and 0.50 per cent from present 0 per cent
to 0.25 per cent range, the first increase since
June 29, 2006. Equity markets in the U.S. and
Asia rallied strongly as committee signalled the
gradual increases in the federal funds rate. The
Dow Jones industrial average gained 1.3 per cent
on December 16, 2015 while the bond yield on
the 10-year Treasury note rose slightly to 2.29
per cent.
2.1.2 The committee in its statement said that the
US economic activity has been expanding at
2015
Source: Bloomberg
1126
DECEMBER
SEBI BULLETIN
2015
Source: Bloomberg
2.5
DECEMBER
SEBI BULLETIN
2015
Source: Bloomberg
3.
The World Economy:
3.1. IMF, in its October 2015 World Economic
Outlook (WEO) update, has reduced the global
growth projections by 0.2 percentage points for
both 2015 and 2016 to 3.1 per cent and 3.6 per
cent respectively. IMF has revised (upwards)
its growth projections for United States by
0.1 percentage points to 2.6 per cent in 2015,
while reduced the U.S. growth forecast by
0.2 percentage points to 2.8 per cent in 2016.
Among other major advance economies, IMF
1128
DECEMBER
SEBI BULLETIN
2015
World Output 2
Advanced Economies
United States
Euro Area
Germany
France
Italy
Spain
Japan
United Kingdom
Canada
Other Advanced Economies 2
Emerging Market and
Developing Economies
Emerging and Developing Asia
ASEAN-5 4
Emerging and Developing Europe
BRICS Nations
Brazil
Russia
India 3
China
South Africa
2013
2014
3.4
1.4
2.2
-0.4
0.2
0.7
1.7
1.2
1.6
1.7
2.0
2.2
3.4
1.8
2.4
0.8
1.6
0.2
0.4
1.4
-0.1
2.9
2.4
2.8
5.0
4.6
4.0
4.5
-0.2
-0.2
4.7
4.0
4.8
7.0
5.1
2.9
6.8
4.6
2.8
6.5
4.6
3.0
6.4
4.9
3.0
-0.1
-0.1
0.1
0.0
-0.2
0.1
6.8
4.8
2.6
6.4
4.4
3.2
6.4
5.2
4.2
2.7
1.3
6.9
7.7
2.2
0.1
0.6
7.3
7.4
1.5
-3.0
-3.8
7.3
6.8
1.4
-1.0
-0.6
7.5
6.3
1.3
-1.5
-0.4
-0.2
0.0
-0.6
-1.7
-0.8
0.0
0.0
-0.8
0.2
0.3
7.6
7.1
1.3
-4.4
-4.6
7.3
6.7
0.7
1.3
0.0
7.5
6.3
1.7
Note: Real effective exchange rates are assumed to remain constant at the levels prevailing during July 27August 24, 2015. Economies are
listed on the basis of economic size. The aggregated quarterly data are seasonally adjusted. Data for Lithuania are included in the euro
area aggregates but were excluded in the April 2015 World Economic Outlook (WEO).
1. Difference based on rounded figures for both the current, July 2015 WEO Update, and April 2015 World Economic Outlook
forecasts.
2. Excludes the G7 (Canada, France, Germany, Italy, Japan, United Kingdom, United States) and euro area countries.
3. For India, data and forecasts are presented on a fiscal year basis and GDP from 2011 onward is based on GDP at market prices
with FY2011/12 as a base year.
4. Indonesia, Malaysia, Philippines, Thailand, Vietnam
Source: IMF
Other
Ems
BRIC
Developed
Countries
Country / Region
United States
United Kingdom
Germany
France
Eurozone
Japan
Hong Kong
Brazil
Russia
India
China
South Korea
Indonesia
Turkey
Annual CPI
Inflation
0.5
Nov-15
0.1
Nov-15
0.4
Nov-15
0.0
Nov-15
0.2
Nov-15
0.3
Oct-15
2.4
Oct-15
10.5
Nov-15
15.0
Nov-15
6.3
Oct-15
1.5
Nov-15
1.0
Nov-15
4.9
Nov-15
8.1
Nov-15
Note: (Q3) represents third quarter of 2015. (*) represents figure in annualised terms.
Source: Bloomberg
1129
Unemployment
Rate
4.8
Nov-15
5.4
Sep-15
4.5
Oct-15
10.5
Oct-15
10.7
Oct-15
3.1
Oct-15
3.3
Sep-15
7.9
Oct-15
5.5
Oct-15
NA
NA
4.1
Sep-15
3.1
Nov-15
6.2
Aug-15
10.3
Sep-15
Benchmark
Interest Rate
0.25
0.50
0.05
0.05
0.05
0.08
0.50
14.25
11.00
6.75
4.35
1.50
7.50
7.50
DECEMBER
SEBI BULLETIN
Chart 1: Year-on-Year real GDP growth rates of major countries/ region (per cent)
Source: Bloomberg
Source: Bloomberg
1130
2015
DECEMBER
SEBI BULLETIN
2015
United States:
3.2. The Real gross domestic product (GDP) of
USA increased at an annual rate of 2.1 per cent
(Q-o-Q) (in annualise terms) in the third quarter
of 2015, after increasing 3.9 per cent in the second
quarter of 2015. In the advance estimate, the
increase in real GDP was 1.5 per cent (Q-o-Q)
(in annualise terms). The deceleration in real
GDP in the third quarter primarily reflected
a downturn in private inventory investment
and decelerations in exports, in personal
consumption expenditures (PCE), in nonresidential fixed investment, in state and local
government spending, and in residential fixed
investment. Businesses accumulated only $56.8
billion worth of inventory, the smallest since
the first quarter of 2014 and sharply lower from
$113.5 billion in Q2 2015. Consumer spending,
which accounts for more than two-thirds of U.S.
economic activity, grew at a 3.0 per cent rate,
down from the 3.2 per cent rate estimated last
month.
3.3 During November 2015, the final seasonally
adjusted Markit U.S. Manufacturing Purchasing
Managers Index (PMI) fell to 25 months low
as output, new orders and employment all
expanded at slower rates while average cost
burdens decreased for the third month. The
Markit US manufacturing PMI fell to 52.8 in
November 2015, lower than 54.1 in October
2015 (PMI above 50 mark indicates an expansion
in business activity). However, Markit U.S.
Services PMI improved to 56.5 in October 2015
from 54.8 in October 2015.
3.4. As per data released by the Bureau of Labor
Statistics, the annual consumer price inflation
rose to 0.2 per cent (Y-o-Y) in October 2015 as
compared to 0 per cent in previous month. On
a monthly basis, consumer prices also rose 0.2
per cent, the biggest gain in four months as cost
of most goods and services including gasoline
increased. Unemployment rate in the US was
recorded at 5 per cent in November 2015, the
same as in the previous month and the lowest in
more than seven years.
3.5. Observations: The U.S. economy grew at a
healthier pace in the third quarter than initially
thought, suggesting resilience that could help give
the Federal Reserve confidence to raise interest rates
in December 2015. The US real GDP has increased
United Kingdom:
3.6. As per the preliminary estimate of real GDP,
released by the Office for National Statistics,
U.K., the British economy advanced 2.3 per cent
(Y-o-Y) in the third quarter of 2015, slowing
down marginally from a 2.4 per cent expansion
in the second quarter of 2015, albeit, lowest since
the fourth quarter of 2013. During the same
period in last year (Q3 2014), economy grew by
3.0 per cent. On a quarter-on-quarter basis, the
economy expanded 0.5 per cent, below market
expectations of a 0.6 per cent increase.
3.7. The Markit UK manufacturing PMI in November
2015 fell to 52.7 from 55.2 in previous month..
On the other hand, the Markit UK services
PMI in November 2015 rose to 55.9 from 54.9
in October 2015. It is the highest figure in four
months due to a strength in new business while
employment slowed, backlogs rose marginally
and price pressures remained weak.
3.8. As regards the price situation, The UKs inflation
rate as measured by the Consumer Prices Index
went up 0.1 per cent (Y-o-Y) in November 2015,
due to falling fuel, food and drink prices.
3.9. Bank of Englands Monetary Policy Committee
at its meeting on December 12, 2015, maintained
the official Bank Rate paid on commercial
bank reserves unchanged at 0.5 per cent and
decided to continue the stock of asset purchases,
financed by the issuance of central bank reserves
at 375 billion. The unemployment rate of the
economically active population in UK declined
to 5.2 per cent in August-October 2015 period,
lowest since January 2006, compared to 5.3 per
cent in previous period.
3.10. Observations: UK showed moderate economic
growth during the third quarter of 2015. The
preliminary estimate of real GDP grew by 2.3
per cent, lowest since Q4 2013. Price pressures
remained on the downside during October, as
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2015
China:
324. The worlds second largest economy expanded
by 6.9 per cent (Y-o-Y) in the July-September
quarter, slowing from a 7 per cent increase
in the previous quarter, according to Chinas
National Bureau of Statistics. As per World
Bank estimates, the growth in China is expected
to increase to 7.1 per cent in 2016 and to 6.9
per cent by 2017. The International Monetary
Fund (IMF) has revised growth forecast for
China to 6.8 per cent in 2015 and 6.3 per cent in
2016. The Caixin China General manufacturing
Purchasing Manager Index (PMI) increased to
48.6 in November 2015 after reaching 48 months
low of 47 in September 2015. While the reading
was the highest since April, it remained below
50 for the ninth straight month. The Caixin
Purchasing Managers Index for services dropped
to 51.2 in November 2015 from 52 in October
2015.
Brazil:
3.22. The Brazilian economy shrank 4.5 per cent
(Y-o-Y) in Q3 of 2015, sixth consecutive
contraction and the worst since 1996 as
compared to contraction of 3 per cent (Y-o-Y)
in Q2 of 2015. During Q3 of 2015, The GDP of
1133
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2015
4.
Review of Global Financial Markets:
4.1. During November 2015, Global equities showed
mixed returns as the focus remained on the
prospect of a US rate rise. Emerging markets
lagged their developed counterparts as the
stronger US dollar weighed on emerging market
currencies. Eurozone equities outperformed
other regions because of the expectations that the
European Central Bank would announce further
monetary policy easing in coming months.
Russia:
3.27. Quarterly real GDP of Russia contracted by 4.1
per cent (Y-o-Y) during third quarter of 2015
following 4.6 per cent drop in previous period.
In 2014, the Russian economy grew at 0.6 per
cent. According to World Bank estimates,
Russian GDP will fall to 2.7 per cent in 2015,
before reaching 0.7 per cent in 2016, and 2.5 per
cent in 2017.
3.28. The Central Bank of Russia said in its Guidelines
for the Single State Monetary Policy for 20162018 that if oil prices continue to stay below $40
per barrel, the GDP could fall by 5 per cent or
more in 2016 while inflation would stay within
7 to 9 per cent.
3.29. As regards price situation, the annual CPI
inflation rate decreased from 15.6 per cent in
October 2015 to 15 per cent in November
2015. On a monthly basis, inflation went up to
0.8 per cent, from 0.7 per cent in the previous
month. The Bank of Russia has set a target of
reducing the inflation to 4 per cent in 2017. The
Central Bank of Russia has kept its key one-week
Stock Market:
4.2. US stocks recorded modest gains during
November 2015. Stocks of Germany posted
gains as the unemployment figures fell to its
lowest level. Japanese stocks advanced as the
two important indicators industrial output and
retail sales grew in the month of November.
Russian stocks rallied as oil prices stabilized
and the economy showed signs of recovery.
Indian stocks shed during the concerned period.
Mexican stocks also declined slightly. Brazilian
and Mexican stocks fell for the period under
review.
4.3. MSCI World Index, which is a leading indicator
for tracking the overall performance of stock
markets in developed markets witnessed a
decrease of -0.67 per cent. Further, the MSCI
Emerging Market Index also registered a fall of
-3.96 per cent during November 2015. (Chart 3).
1134
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2015
Source: Bloomberg
Bond Market:
4.4. The Merrill Lynch Eurozone Government bond
index >5 years posted a gain of 0.53 per cent in
November 2015, bringing the return for the year
to date to +3.65 per cent. Bond markets rallied
through the month as market expectations grew
about further monetary easing by the ECB. 10
year government bond yield of Germany, Spain
and UK declined by 8.5 per cent, 9 per cent and
5 per cent respectively in November 2015.
Source: Bloomberg
1135
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Currency Market:
4.7. In November 2015, US Dollar strengthened
further against the major currencies as the U.S.
economy showed signs of sustaining recovery and
partly also because of expectation of impending
interest rate hike by US federal reserve.
4.8. Major emerging markets and developed markets
currency depreciated during November 2015.
Russian Ruble, Brazilian Real, Chinese Yuan and
Indian Rupee depreciated by 3.9 per cent, 0.3 per
cent, 1.3 per cent and 2.1 per cent, respectively
against USD. GBP, Euro and Yen depreciated
by 2.5 per cent, 4.2 per cent and 2.1 per cent,
respectively against USD in November 2015 as
compared to the previous month.
2015
Source: Bloomberg
DECEMBER
SEBI BULLETIN
Chart 6: Trend in Major Developed Market Indices
Source: Bloomberg
Source: Bloomberg
1137
2015
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2015
Market Capitalisation:
4.12. Market capitalisation of major countries in the
world, at the end of November 2015, is given
in table A6 and is illustrated in Chart 8. There
was a mix trend in market capitalisation of the
developed and developing markets. Market
capitalisation of Japan, USA, Germany and
China amongst others recovered smartly to
register a gain after registering the fall in the
initial couple of weeks.
4.13. Among major developed markets, the market
capitalisation of Japan rose highest by 2.7 per
cent, followed by Germany (0.4 per cent) and
USA (0.1 per cent) during November 2015.
On the contrary, the market capitalisation of
Singapore, UK, France and Hong Kong declined
by 5.3 per cent, 2.9 per cent, 2.4 per cent and 2.3
Source: Bloomberg
Derivative Market:
4.15. Among the major stock exchanges covered in
the review (Table A4 & A5), during November
2015, the monthly notional turnover of index
futures in CME Group was at USD 3,757 billion
followed by EUREX (USD 1,483 billion) and
Osaka Stock Exchange (USD 671 billion). Korea
Exchange of South Korea recorded the monthly
turnover of USD 3,206 billion in stock futures
followed by CME Group (USD 1,386 billion)
and Eurex (USD 1,040 billion).
4.16. In the case of Stock Index Options, Korea
Exchange of South Korea recorded highest
DECEMBER
SEBI BULLETIN
5.
Review of Indian Economy
5.1. The Ministry of Statistics and Programme
Implementation released quarterly estimates of
GDP for Q2 of 2015-16. As per the estimates,
growth in GDP at constant prices (2011-12)
during Q2 of 2015-16 increased to 7.4 per cent
as compared to 7.0 per cent in Q1 of 2015-16,
owing to strong growth in manufacturing, trade,
hotels, transport and communication services.
Agriculture sectors growth has been estimated
at 2.2 per cent in Q2 of 2015-16 as against 1.9
2015
2015-16
2013-14
(NS)
2014-15
(PE)
Q1
Q2
Q3
Q4
Q1
Q2
3.7
0.2
2.6
2.1
-1.1
-1.4
1.9
2.2
5.4
2.4
4.3
1.4
1.5
2.3
4.0
3.2
Manufacturing
5.3
7.1
8.4
7.9
3.6
8.4
7.2
9.3
4.8
7.9
10.1
8.7
8.7
4.2
3.2
6.7
2.5
4.8
6.5
8.7
3.1
1.4
6.9
2.6
11.1
10.7
12.1
8.9
7.4
14.1
12.8
10.6
7.9
11.5
9.3
13.5
13.3
10.2
8.9
9.7
7.9
7.2
2.8
7.1
19.7
0.1
2.7
4.7
6.6
7.2
7.4
8.4
6.8
6.1
7.1
7.4
GDP
6.9
7.3
6.7
8.4
6.6
7.5
7.0
7.4
Items
1.
2.
Industry
3.
Services
Construction
Source: CSO
NS- New Series Estimates; PE- Provisional Estimates
1139
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2015
Inflation
5.6. Indias Consumer Price Index (CPI) Inflation
increased to a fourteen month high of 5.41 per
cent in the month of November 2015 from 5.0
per cent in the month of October 2015. The
food inflation rose to 6.07 per cent from 5.25 per
cent. Inflation measured by the wholesale price
index fell 1.9 per cent in November compared
to a decline of 3.8 per cent in October. Food
inflation rose 5.2 per cent in November, picking
up from 2.4 per cent increase in October. Of this,
prices of pulses, onions and vegetables showed
the biggest spike with pulse prices shooting up
by 58.17 per cent in November on year, while
onion prices rose by 53 per cent and that of
vegetables 14 per cent. Reserve Bank of India did
not alter the Repo rate in its Monetary Policy
statement announced on December 1, 2015.
1140
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2015
Total Reserves
Foreign Currency Assets
Gold
SDRs
Reserve Position in the
IMF
Nov 27, Oct 30, Oct 2, Aug 28, July 31, June May 29, May 1, April 3, Feb 27, Jan 30,
2015
2015
2015
2015
2015 26, 2015 2015
2015
2015
2015
2015
351.6 353.6 350.8 351.9 353.5 355.2 352.4 351.9 343.1 338.1 327.9
327.7 330.1 327.3 328.3 329.8 330.5 327.8 327.2 318.6 312.2 303.3
18.7
18.2
18.2
18.3
18.3
19.3
19.3
19.3
19.0
20.2
19.4
3.9
4.0
4.0
4.1
4.0
4.1
4.0
4.1
4.0
4.1
4.1
1.3
1.3
1.3
1.3
1.3
1.3
1.3
1.3
1.3
1.6
1.1
Source: RBI
6.
Annex Tables:
Table A1: Trend in major International Indices
Country
Index
As on
March*,
2014
As on
March *,
2015
As on
October*,
2015
As on
November*,
2015
Australia
All Ordinaries
5402.99
5861.92
5288.56
5218.19
France
CAC 40
4391.50
5033.64
4897.66
4957.60
Germany
Dax
9555.91
11966.17
10850.14
11382.23
Hang Seng
22151.06
24900.89
22640.04
21996.42
Japan NIKKEI
Nikkei 225
14827.83
19206.99
19083.10
19747.47
Singapore STI
Straits Times
3188.62
3447.01
2998.35
2855.94
UK
FTSE 100
6598.37
6773.04
6361.09
6356.09
16457.66
17776.12
17663.54
17719.92
Nasdaq Composite
4198.99
4900.89
5053.75
5108.67
India (BSE)
22386.27
27957.49
26656.83
26145.67
India (NSE)
CNX Nifty
6704.20
8491.00
8065.80
7935.25
Brazil
Bovespa
50414.92
51150.16
45868.82
45120.36
Chile
3772.76
3916.92
3827.99
3655.30
China
Shanghai SE Composite IX
2033.31
3747.90
3382.56
3445.41
Colombia
IGBC General
13827.01
9998.85
9154.37
8404.57
Egypt
Hermes
785.68
828.83
673.70
553.19
Hungary
17529.99
19689.16
21557.44
23768.60
Indonesia
Jakatra Composite
4768.28
5518.68
4455.18
4446.46
Malaysia
1849.21
1830.78
1665.71
1672.16
Mexico
Bolsa
40461.60
43724.78
44542.76
43418.55
Pakistan
Karachi 30
19170.92
19232.27
20417.39
18957.19
Russia
Russian Traded
1723.97
1222.80
1152.84
1159.23
South Africa
47770.92
52181.95
53793.74
51607.83
Taiwan
Taiwan Taiex
8849.28
9586.44
8554.31
8320.61
Thailand
1376.26
1505.94
1394.94
1359.70
Turkey
69736.34
80846.03
79409.00
75232.79
1141
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2015
Index
P/E Ratio
Oct-15
Nov-15
Oct-15
Nov-15
Developed Markets
Australia
All Ordinaries
0.86
1.03
24.76
25.27
France
CAC 40
1.17
1.06
22.53
22.34
Germany
Dax
1.19
1.07
23.34
24.35
Hang Seng
1.27
1.26
9.95
9.67
Japan NIKKEI
Nikkei 225
1.15
0.94
19.77
20.58
Singapore STI
Straits Times
1.03
0.73
13.89
13.23
UK
FTSE 100
0.88
0.83
28.99
28.91
0.76
0.73
15.79
15.83
Nasdaq Composite
0.94
0.81
29.71
31.22
Emerging Markets
India (BSE)
S&P Sensex
0.75
0.75
21.37
20.76
India (NSE)
CNX Nifty
0.71
0.76
22.06
20.81
Argentina
2.41
2.02
21.93
23.27
Brazil
Bovespa
1.61
1.80
26.07
26.94
Chile
0.6
0.71
16.15
15.90
China
Shanghai SE Composite IX
1.61
1.84
17.7
18.07
Colombia
IGBC General
0.86
1.23
NA
NA
Egypt
Hermes
0.96
1.68
16.67
11.95
Hungary
0.9
0.85
17.48
22.10
Indonesia
Jakatra Composite
1.56
1.02
24.72
26.01
Malaysia
0.67
0.45
17.25
17.71
Mexico
Bolsa
0.57
0.93
31.35
30.55
Pakistan
Karachi 30
0.75
0.76
9.71
9.13
Russia
Russian Traded
2.19
2.14
8.96
10.55
South Korea
Kospi Index
0.55
0.87
17.39
13.39
South Africa
0.8
0.92
27.89
42.67
Taiwan
Taiwan Taiex
0.71
1.07
13.35
13.26
Thailand
0.78
0.62
16.44
17.69
Turkey
1.12
1.78
11.83
11.44
Note: PE ratio for S&P BSE Sensex and CNX Nifty have been obtained from BSE, NSE respectively
NA.: Not Available
Source: Bloomberg, BSE, NSE
1142
DECEMBER
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2015
Table A3: Investment Flows- New Capital raised by Shares and Bonds in the Major Exchanges (US$ million)
Stock Exchange
1
Amman Stock Exchange
Oct-15
Nov-15
Equities
Bonds
Total
Equities
Bonds
Total
13
389
1,347
389
1,360
5,334
5,089
NA
NA
5,334
5,089
360
360
477
3,256
NA
NA
477
3,256
4,169
7,042
4,174
7,042
Borsa Istanbul
142
4,865
4,865
147
Bursa Malaysia
153
1,669
NA
NA
153
1,669
5,362
6,988
NA
NA
5,362
6,988
371
493
NA
NA
371
493
9,291
5,817
554
6,337
9,845
12,154
252
2,069
NA
NA
252
2,069
208
3,106
3,313
2,217
489
3,616
3,200
5,833
3,690
NA
NA
691
489
691
489
Korea Exchange
542
782
36,028
41,976
36,570
42,758
85,124
70,279
85,124
70,279
Moscow Exchange
5,872
3,024
5,872
3,024
761
1,007
NA
NA
761
1,007
5,015
5,015
9,971
6,404
NA
NA
9,971
6,404
302
3,089
80
302
3,169
41
160
4,547
2,605
4,588
2,765
363
301
NA
NA
363
301
2,215
9,286
NA
NA
2,215
9,286
3,796
11,496
1,245
3,671
5,041
15,167
Singapore Exchange
29
156
9,460
9,880
9,489
10,036
477
4,978
3,487
5,455
3,487
314
148
704
314
852
Taipei Exchange
120
144
5,106
1,697
5,226
1,840
79
30
1,997
2,075
30
17
52
2,159
1,404
2,175
1,456
TMX Group
1,730
2,941
76
1,806
2,941
Wiener Borse
80
54
2,874
3,039
2,954
3,093
Euronext
Hochiminh Stock Exchange
Hong Kong Exchanges and Clearing
Nasdaq - US
NASDAQ OMX Nordic Exchange
NYSE
NZX Limited
Oslo Bors
Philippine Stock Exchange
1143
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2015
Table A4: Monthly Turnover in Derivatives (Stock options and Stock futures) in major Stock Exchanges
Nov-15
Stock options
Exchange
Number of
contracts traded
Stock futures
Notional
turnover
(USD Million)
Number of
contracts traded
Notional
turnover
(USD Million)
Americas
BM&FBOVESPA
40,693,888
13,462
3,665,154
NA
31,049,016
NA
NA
NA
NA
NA
24,081
21
25,377,163
NA
NA
NA
36,141
500
41,714,989
11,189
NA
NA
6 006 059
10 690.8
57 938
64.6
54 091
NA
NA
NA
4 873 518
10 935.9
24 521
70.7
198 339
NA
12 461 569
6 951.4
13 740
27.4
864 164
4 661.4
NA
NA
1 061 086
NA
Buenos Aires SE
Chicago Board Options Exchange
Colombia SE
International Securities Exchange
MexDer
NYSE Liffe (US)
Asia - Pacific
ASX Derivatives Trading
Korea Exchange
TAIFEX
Thailand Futures Exchange
1,512
92,149
53
1,193,645
1,262
179,175
136
15,784
59
EUREX
13,637,845
65,167
4,076,302
21,637
Euronext
4,522,028
12,533
214
425,759
14
799,783
658
Moscow Exchange
1,102,780
191
28,240,078
4,893
2,203,450
3,332
453,171
429
376,437
217
101,891
59
72,926
287
NA
NA
Johannesburg SE
Oslo Brs
Tel Aviv SE
NA: Not Available
Source: World Federation of Exchanges
1144
DECEMBER
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2015
Table A5: Monthly Turnover in Derivatives (Index options and Index futures) in major Stock Exchanges
Nov-15
Stock index options
Exchange
Number of
contracts traded
Notional
turnover
(USD Million)
Number of
contracts traded
Notional
turnover
(USD Million)
Americas
BM&FBOVESPA
118,642
22,979
8,158,998
33,747
NA
NA
3,481,215
NA
29,000,970
NA
NA
NA
CME Group
10,022,875
1,386,040
37,269,939
3,757,520
293,100
NA
NA
NA
3,879
101
87,299
1,622
1 001 980
36 522.1
765
28.3
40 454
3 750.8
691 792
63 486.6
332
NA
222 351
4 265.3
NA
NA
777 742
136 452.0
2 630 662
NA
19 723 897
671 327.0
1 920 429
162 205.0
6 647 733
573 914.0
30 020 158
3 206 220.0
2 502 992
267 700.0
428 871
NA
11 680 839
NA
18 952 824
247 796.0
5 550 420
201 551.0
22 923
NA
1 913 598
NA
Asia - Pacific
ASX Derivatives Trading
ASX SFE Derivatives Trading
Korea Exchange
Singapore Exchange
TAIFEX
Thailand Futures Exchange
5 869
6.3
74 494
79.0
271 327
2 942.7
781 181
63 299.8
2 055
73.2
604 453
12 602.6
0.0
19 188
14.8
24 905 700
1 040 480.0
27 669 263
1 483 430.0
Euronext
892 955
44 422.0
3 323 389
210 446.0
Johannesburg SE
257 396
154.7
906 704
22 481.1
2 191 758
3 106.6
19 704 038
31 154.4
822 390
13 995.4
2 992 933
51 580.9
41 109
23.7
222 634
128.4
3 459 268
NA
1 141
NA
Moscow Exchange
OMX Nordic Exchange
Oslo Brs
Tel Aviv SE
NA: Not Available
Source: World Federation of Exchanges
1145
DECEMBER
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2015
Mar-15
2
Australia
France
Germany
Hong Kong
Japan
Singapore
UK
USA
1,231,172
2,014,318
1,964,510
4,526,483
4,852,326
566,432
3,626,328
24,614,866
India
Argentina
Brazil
Chile
China
Colombia
Egypt
Hungary
Indonesia
Malaysia
Mexico
Pakistan
Russia
South Korea
South Africa
Taiwan
Thailand
Turkey
1,628,771
70,546
670,273
232,904
6,486,554
122,976
71,709
15,458
425,078
450,790
438,251
68,009
432,731
1,267,330
514,851
1,011,646
428,678
221,896
Oct-15
3
Developed Market
1,053,583
2,015,277
1,839,925
4,147,715
4,884,613
486,662
3,593,715
24,027,524
Emerging Markets
1,508,520
71,288
503,921
201,518
6,133,775
98,549
59,695
16,270
342,258
368,606
389,708
70,621
457,670
1,254,052
445,973
877,829
363,761
195,136
Nov-15
4
1,044,705
1,966,497
1,852,147
4,053,957
5,015,777
460,955
3,488,202
24,061,765
(0.8)
(2.4)
0.7
(2.3)
2.7
(5.3)
(2.9)
0.1
1,490,395
75,556
494,383
188,871
6,661,877
85,712
55,792
17,022
339,275
375,213
379,182
66,758
455,302
1,220,035
393,517
856,771
352,399
189,055
(1.2)
6.0
(1.9)
(6.3)
8.6
(13.0)
(6.5)
4.6
(0.9)
1.8
(2.7)
(5.5)
(0.5)
(2.7)
(11.8)
(2.4)
(3.1)
(3.1)
Sources:
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
OECD database
Bureau of Economic Analysis (US)
Bureau of Labor Statistics (US)
The Conference Board (US)
The Federal Reserve System (US)
Institute for Supply Management (US)
Office for National Statistics (UK)
Bank of England (UK)
The Cabinet Office (Japan)
Statistics Bureau, Director-General for Policy Planning
(Statistical Standards) (Japan)
Bank of Japan
Eurostat (EA18 and EU27)
European Central Bank (EA18)
Instituto Brasileiro de Geografia e Estatstica (Brazilian
Institute of Geography and Statistics)
Banco Central do Brasil (Central Bank of Brazil)
1146
DECEMBER
SEBI BULLETIN
2015
HIGHLIGHTS OF DEVELOPMENTS IN
INTERNATIONAL SECURITIES MARKET
1.
3.
Source: https://www.esma.europa.eu/sites/default/files/
library/2015/11/jc-2015-078_20151109_esas_consult_
on_priips_key_information_for_retail_investors.pdf
2.
Source: h t t p s : / / w w w . i o s c o . o r g / l i b r a r y / p u b d o c s / p d f /
IOSCOPD513.pdf
4.
Source: http://www.sec.gov/news/pressrelease/2015-261.html
1147
DECEMBER
SEBI BULLETIN
2015
5.
1148
DECEMBER
SEBI BULLETIN
2015
PRESS RELEASES
(BSEC) signed a Memorandum of Understanding
(MoU) on bilateral cooperation and technical assistance
at Dhaka, Bangladesh on November 22, 2015.
The MoU was signed by Shri U.K. Sinha, Chairman,
SEBI and Dr. M. Khairul Hossain, Chairman, BSEC
in the presence of the Honble Prime Minister of
Bangladesh, Ms. Sheikh Hasina and the Honble
Finance Minister of Bangladesh, Mr. AbulMaal A.
Muhith.
On this occasion, the Honble Prime Minister, Ms.
Sheikh Hasina said that with the signing of the MoU,
door has opened up between the two countries in the
capital market, one of the main streams of the economy.
She further emphasized that the MoU will create an
opportunity for strengthening the Bangladesh capital
market utilizing the experience of SEBI.
Shri Sinha stated that SEBI has been actively engaging
with the securities market regulators in the SAARC
region. He also mentioned about the continuing cooperation between SEBI and BSEC and noted that
the MoU will further facilitate training and technical
assistance program between the two jurisdictions
besides strengthening relations.
Dr. Hossain said that the presence of Honble Prime
Minister in the ceremony indicated the governments
attention towards the development of capital market.
He particularly appreciated the contribution of
SEBI for the cooperation and support to Bangladesh
Securities and Exchange Commission with respect to its
becoming signatory to the multilateral Memorandum
of understanding of International Organization of
Securities Commissions (IOSCO). He also recalled the
assistance received by BSEC from SEBI for its various
reform initiatives in recent years.
The MoU, inter alia, seeks to promote further
development of economic links and cooperation
between the two signatories and aims at enhancing
investor protection and creating conditions for an
effective development of securities markets in the two
countries
In the past, SEBI has signed 20 bilateral MoUs with a
number of countries. India and Bangladesh both are
signatories to the multilateral MoU of International
Organization of Securities Commissions (IOSCO).
I.
II.
1149
DECEMBER
SEBI BULLETIN
2)
3)
1150
2015
DECEMBER
4)
5)
6)
SEBI BULLETIN
7)
8)
1151
2015
DECEMBER
9)
10)
SEBI BULLETIN
2015
1152
DECEMBER
SEBI BULLETIN
2015
POLICY DEVELOPMENTS
A.
I.
1.
2.
3.
Circulars
Format for Voting Results
Regulation 44(3) of the SEBI (Listing Obligations
and Disclosure Requirements) Regulations, 2015
(hereinafter referred to as Listing Regulations),
has prescribed that the listed entity shall submit
to the stock exchange, within forty eight hours
of conclusion of its General Meeting, details
regarding the voting results in the format
specified by the Board.
Accordingly, a format for voting results to be
furnished by the listed entities has been specified
alongwith the circular (format is available on the
SEBI website).
The Stock Exchanges are advised to bring the
provisions of this circular to the notice of listed
entities and also to disseminate the same on its
website. This circular shall come into force with
effect from December 01, 2015.
3.
4.
II.
1.
2.
5.
DECEMBER
2.
3.
4.
SEBI BULLETIN
IV.
1.
2.
2.1.
2.2.
2.3.
2.4.
1154
2015
DECEMBER
SEBI BULLETIN
7.
2015
V.
1.
2.
3.
1155
DECEMBER
5.
SEBI BULLETIN
2.
ii.
B.
i.
ii.
1156
2015
DECEMBER
SEBI BULLETIN
3.
C.
3.
4.
5.
4.
5.
6.
7.
8.
1157
2015
DECEMBER
9.
10.
11.
12.
13.
SEBI BULLETIN
14.
Regulatory Fee:
Commodity derivatives exchanges shall pay
the regulatory fee in terms of Securities and
Exchange Board of India (Regulatory Fee on
Stock Exchanges) Regulations, 2006.
Networth Requirements:
Commodity derivatives exchanges shall comply
with Regulation 14(1) of SECC Regulations as
specified below:
a)
Any national commodity derivatives
exchange having a networth of less than
INR 100 crore, shall achieve a minimum
networth of INR 100 crores by May 5,
2017. Further, it shall submit a plan duly
approved by its shareholders to SEBI
for achieving the networth in terms of
Regulation 14 of SECC Regulations,
within six months.
b) Any regional commodity derivatives
exchange having networth of less than
INR 100 crore, shall achieve a minimum
networth of INR 100 crores within three
years. Further, it shall submit a plan duly
approved by its shareholders to SEBI
for achieving the networth in terms of
regulation 14 of SECC Regulations, within
six months.
It may be stated that commodity derivative
exchanges shall not distribute profits in any
manner to its shareholders until the requisite
networth of INR 100 crores is achieved in terms
of Regulation 14(4) of SECC Regulations.
It may also be stated that commodity derivatives
exchanges shall submit audited networth
certificate from the statutory auditor on an
yearly basis by the thirtieth day of September
every year for the preceding financial year in
terms of Regulation 14(5) of SECC Regulations.
The networth certificate for the financial year
ended on 31st March, 2015 shall be submitted by
31st December, 2015.
Ownership:
National commodity derivatives exchanges shall
comply with the shareholdings limits specified
under SECC Regulations, 2012 by May 5, 2019.
As per clause 5 of SECC Circular, they shall
put in place a monitoring mechanism to ensure
compliance with the shareholding restrictions
specified in SECC Regulations.
15.
16.
17.
18.
19.
20.
1158
2015
DECEMBER
21.
22.
23.
24.
25.
26.
27.
28.
SEBI BULLETIN
Oversight Committees:
Commodity derivative exchanges shall comply
with the requirements of Regulation 29 read
with Regulation 44D (1) (b) of SECC Regulations
within three months. National commodity
derivatives exchanges shall constitute an oversight
committee for Product design, chaired by a
Public Interest Director, within three months.
Advisory Committee and other Statutory
Committees:
National commodity derivatives exchanges
shall constitute Advisory committees in line
with Regulation 30 of SECC Regulations, 2012
and statutory committees as specified in SECC
Circular within one year.
Regional commodity derivatives exchanges shall
constitute Advisory committees in line with
Regulation 30 of SECC Regulations, 2012 and
statutory committees as pre specified scribed in
SECC Circular within three years.
Risk Management Committee:
Till the functions of clearing and settlement are
transferred to a separate clearing corporation,
commodity derivatives exchanges shall comply
with provisions of Regulation 31 of SECC
Regulations relating to risk management
committee. This committee shall be constituted.
Appointment of Compliance Officer:
All commodity derivative exchanges shall appoint
a compliance officer in terms of Regulation 32 of
SECC Regulations.
Transfer of Penalties:
National commodity derivative exchanges shall
credit all settlement related penalties to their
settlement guarantee fund (SGF) and other
penalties to Investor Protection Fund (IPF).
Regional Commodity Derivatives Exchanges
shall credit all penalties to their SGF. On
creation of IPF, regional commodity derivatives
exchanges shall credit penalties other than
settlement related to their IPF.
Disclosure and Corporate Governance Norms:
Regulation 35 of SECC Regulations shall be
applicable to national commodity derivative
exchanges immediately. Regional commodity
derivatives exchanges shall comply with this
Regulation within three years.
29.
30.
31.
32.
33.
34.
2015
General Obligations:
Till the functions of clearing and settlement are
transferred to a separate clearing corporation,
commodity derivative exchanges shall comply
with the provisions of Regulation 39 of SECC
Regulations on Fund to guarantee settlement of
trades.
The provisions of Regulations 41, 42, 43, 44
and 44A of SECC Regulations to a recognized
stock exchange shall be applicable to commodity
derivatives exchanges. Additionally, the
provisions of Regulations 41, 42, 43, 44 and 44A
of SECC Regulations in so far as they pertain
to a recognized clearing corporation shall be
applicable to commodity derivatives exchanges
till the functions of clearing and settlement are
transferred to a separate clearing corporation.
Till the functions of clearing and settlement are
transferred to a separate clearing corporation,
commodity derivative exchanges shall have
right to recover dues from its trading/clearing
members arising from the discharge of their
clearing and settlement functions from the
collaterals, deposits and the assets of the trading/
clearing members in line with Regulation 44B of
SECC Regulations.
Regulation 44C and 44D of SECC Regulations
shall be applicable to commodity derivatives
exchanges.
Listing:
Regulation 45 of SECC Regulations shall be
applicable to commodity derivatives exchanges.
Dematerialization of Securities:
National commodity derivative exchanges
shall comply with Regulation 46 of SECC
Regulations with respect to holding securities
in dematerialized form within six months, and
regional commodity derivatives exchanges shall
comply with the same within three years.
DECEMBER
2.
3.
SEBI BULLETIN
2.
3.
4.
5.
6.
7.
1160
2015
DECEMBER
8.
SEBI BULLETIN
ii.
X.
1.
2.
2015
3.
1161
DECEMBER
4.
5.
SEBI BULLETIN
6.
1162
2015
DECEMBER
7.
8.
9.
10.
SEBI BULLETIN
3.
4.
XI. Manner of achieving minimum public
shareholding.
1.
Regulation 38 of Securities and Exchange Board
of India (Listing Obligations and Disclosure
Requirements) Regulations, 2015 provides that
the listed entity shall comply with minimum
public shareholding requirements in the manner
as specified by the Board from time to time.
2.
In order to achieve the minimum level of public
shareholding specified in Rule 19(2)(b) and/or
Rule 19A of the Securities Contracts (Regulation)
Rules, 1957, the Listed Entity shall adopt any of
the following methods :i.
Issuance of shares to public through
prospectus;
ii.
Offer for sale of shares held by promoters
to public through prospectus;
iii. Sale of shares held by promoters through
the secondary market in terms of SEBI
2015
DECEMBER
3.
SEBI BULLETIN
f)
4.
5.
6.
1164
2015
DECEMBER
7.
SEBI BULLETIN
2.
3.
1165
2015
DECEMBER
SEBI BULLETIN
2015
Name
No. of
of the
shares
Noticee offloaded
Jayesh
Shah
Acquisition / Period
of Violation
4
TOTAL
Penalty
imposed - 3
times of the
profit made
(in `)
Approx.
profit
made
(in `)
` 2,16,00,000
(Rupees
Two Crores
Sixteen Lakhs
Only)
Acquisition of 3,25,000
shares (10.85%) on
24.04.1997
` 5,00,000/- (Rupees
Five Lakh Only)
Acquisition of a total of
64,210 shares (2.14%) in
1997-98
` 5,00,000/- (Rupees
Five Lakh Only)
Acquisition of 2,29,800
shares (7.12%) in 1998
` 5,00,000/- (Rupees
Five Lakh Only)
Acquisition of 4,07,700
(12.54%) shares in
12
months
from
21.12.1998
` 5,00,000/- (Rupees
Five Lakh Only)
Total
1166
Penalty (`)
` 20,00,000/-(Rupees
Twenty Lakh Only)
DECEMBER
SEBI BULLETIN
Violation
` 2,50,000 (Rupees
Two Lakh Fifty
Thousand
Only)
to be paid jointly
and severally by the
noticees
` 2,00,000 (Rupees
Two Lakh Only) to
be paid by each of
the noticees
` 2,00,000 (Rupees
Two Lakh Only) to
be paid by each of
the noticees
Total
` 14,50,000 (` Fourteen
lakh Fifty Thousand only)
2015
DECEMBER
SEBI BULLETIN
1168
2015
DECEMBER
SEBI BULLETIN
1169
2015
DECEMBER
SEBI BULLETIN
1170
2015
DECEMBER
a.
b.
c.
d.
e.
f.
SEBI BULLETIN
2015
g.
1171
Name
Artiben S Kansara
BharatkumarJayantilal Shah
ManishaJayesh Shah
10
Pragna Patel
11
Rajeev Garg
12
Ramila Gandhi
13
14
15
DECEMBER
SEBI BULLETIN
e.
c.
comply
with
other
consequential
conditions of the Exit Circular;
d.
change its name and in case, after exit as a
stock exchange, it continues as a corporate
entity under the Companies Act, 2013,
it shall not use the expression stock
exchange or any variant in its name or in
the name of its subsidiary so as to avoid any
representation of present or past affiliation
with the stock exchange;
e.
provide required information to the
Ministry of Corporate Affairs on
identifying any vanishing company which
was listed on Vadodara Stock Exchange
Limited for inclusion in the list of vanishing
companies maintained by the Ministry of
Corporate Affairs.
SEBI, vide its order dated 9th November, 2015 in
exercise of the powers conferred under section
19 read with sections 11(1), 11(4), 11B and 11D
of the SEBI Act, 1992, issued the following
directions in the matter of M/s. Blue Chip
Corporation Pvt. Ltd:
a.
The financial assets of M/s. Blue Chip
Corporation Pvt. Ltd. and its seven
directors viz. Mr.Nitin Rajaram Narke,
Mr.Pravin B. Darawade, Ms. Bhavana
Chadha, M/s Milestone Investment, M/s
NitinNarke Investment, M/s Blue Cheap
Investment and M/s Blue Chip Investment
are impounded till further directions.
They are further directed not to dispose
off or alienate any of their assets, whether
movable or immovable, or any interest or
investment or charge in any of such assets
except for the purpose provided herein.
b.
The banks and depositories are directed
that no debits shall be made in their bank
accounts/demat accounts, held jointly or
severally, except after confirmation from
the concerned stock exchange in this
regard.
c.
The
concerned
stock
exchanges,
depositories and the banks are directed
to ensure that all the above directions are
strictly enforced.
d.
The aforesaid entities are directed to
provide the complete details of amounts
collected from investors and amount due
to each of them.
1172
2015
DECEMBER
SEBI BULLETIN
1173
2015
DECEMBER
SEBI BULLETIN
1174
2015
DECEMBER
SEBI BULLETIN
iii.
1175
2015
DECEMBER
SEBI BULLETIN
i.
1176
2015
DECEMBER
SEBI BULLETIN
vi.
1177
2015
DECEMBER
SEBI BULLETIN
1178
2015
DECEMBER
SEBI BULLETIN
1179
2015
DECEMBER
SEBI BULLETIN
a.
b.
c.
d.
e.
1180
2015
M/s. Karmbhoomi Real Estate Limited
and its present and past directors viz. Mr.
Sardar Singh, Mr. Manoj Kumar Sengar,
Mr. Mahipal Singh, Mr. Devendra Pal
Singh and Mr. Nirmal Kumar Singh shall
abstain from collecting any money from
the investors or launch or carry out any
Collective Investment Schemes including
the schemes which have been identified as
a Collective Investment Schemes in this
Order.
M/s. Karmbhoomi Real Estate Limited and
its present directors viz. Mr. Sardar Singh,
Mr. Manoj Kumar Sengar and Mr. Mahipal
Singh shall wind up the existing Collective
Investment Schemes and refund the money
collected by the said company under the
schemes with returns which are due to its
investors as per the terms of offer within
a period of three months from the date of
this order and thereafter within a period
of fifteen days, submit a winding up and
repayment report to SEBI in accordance
with the SEBI (Collective Investment
Schemes) Regulations, 1999, including the
trail of funds claimed to be refunded, bank
account statements indicating refund to the
investors and receipt from the investors
acknowledging such refunds.
M/s. Karmbhoomi Real Estate Limited,
its promoters and present directors, Mr.
Sardar Singh, Mr. Manoj Kumar Sengar
and Mr. Mahipal Singh shall not alienate
or dispose off or sell any of the assets of
the Company except for the purpose of
making refunds to its investors as directed
above.
M/s. Karmbhoomi Real Estate Limited
and its abovementioned present and past
directors are also directed to provide a full
inventory of all their assets and properties
and details of all their bank accounts, demat
accounts and holdings of shares/securities,
if held in physical form.
M/s. Karmbhoomi Real Estate Limited
and its abovementioned present and past
directors are restrained from accessing the
securities market and are prohibited from
buying, selling or otherwise dealing in
securities market for a period of four years.
DECEMBER
SEBI BULLETIN
Tables
Table 1: SEBI Registered Market Intermediaries/Institutions
Table 2: Company-Wise Capital Raised through Public and Rights Issues (Equity) during November 2015
Table 3: Open Offers under SEBI Takeover Code closed during November 2015
Table 4: Substantial Acquisition of Shares and Takeovers
Table 5: Capital Raised from the Primary Market through though Public and Rights Issues
Table 6: Issues Listed on SME Platform
Table 7: Industry-wise Classification of Capital Raised through Public and Rights Issues
Table 8: Sector-wise and Region-wise Distribution of Capital Mobilised through Public and Rights Issues
Table 9: Size-wise Classification of Capital Raised through Public and Rights Issues
Table 10: Capital Raised by Listed Companies from the Primary Market through QIPs
Table 11: Preferential Allotments Listed at BSE and NSE
Table 12: Private Placement of Corporate Debt Reported to BSE and NSE
Table 13: Trading in the Corporate Debt Market
Table 14: Ratings Assigned for Long-term Corporate Debt Securities (Maturity 1 year)
Table 15: Review of Accepted Ratings of Corporate Debt Securities (Maturity 1 year)
Table 16: Distribution of Turnover on Cash Segments of Exchanges (` crore)
Table 17: Trends in Cash Segment of BSE
Table 18: Trends in Cash Segment of NSE
Table 19: Daily trends in Cash Segment of BSE during November 2015
Table 20: Daily trends in Cash Segment of NSE during November 2015
Table 21: Turnover and Market Capitalisation at BSE and NSE during November 2015 (` crore)
Table 22: City-wise Distribution of Turnover on Cash Segments of BSE and NSE
Table 23: Category-wise Share of Turnover in Cash Segment of BSE
Table 24: Category-wise Share of Turnover in Cash Segment of NSE
Table 25: Component Stocks: S&P BSE Sensex during November 2015
Table 26: Component Stocks: CNX Nifty Index during November 2015
Table 27: Advances/Declines in Cash Segment of BSE and NSE
Table 28: Trading Frequency in Cash Segment of BSE and NSE
Table 29: Daily Volatility of Major Indices (percent)
Table 30: Percentage Share of Top N Securities/Members in Turnover of Cash Segment (percent)
Table 31: Settlement Statistics for Cash Segment of BSE
Table 32: Settlement Statistics for Cash Segment of NSE
Table 33: Trends in Equity Derivatives Segment at BSE (Turnover in Notional Value)
Table 34: Trends in Equity Derivatives Segment at NSE
Table 35: Equity Derivatives Trading at BSE during November 2015
Table 36: Equity Derivatives Trading at NSE during November 2015
Table 37: Settlement Statistics in Equity Derivatives Segment at BSE and NSE (` crore)
Table 38: Category-wise Share of Turnover & Open Interest in Equity Derivative Segment of BSE
Table 39: Category-wise Share of Turnover & Open Interest in Equity Derivative Segment of NSE
Table 40: Instrument-wise Turnover in Index Derivatives at BSE
Table 41: Instrument-wise Turnover in Index Derivatives at NSE
Table 42: Trends in Currency Derivatives Segment at NSE
Table 43: Trends in Currency Derivatives Segment at MSEI
Table 44: Trends in Currency Derivatives Segment at BSE
Table 45: Daily Trends of Currency Derivatives Trading at NSE during November 2015
Table 46: Daily Trends of Currency Derivatives Trading at MSEI during November 2015
Table 47: Daily Trends of Currency Derivatives trading at BSE during November 2015
1181
2015
DECEMBER
SEBI BULLETIN
2015
1182
DECEMBER
SEBI BULLETIN
2015
2014-15
2015-16$
15
Na
12
6,147
3,187
3,757
2,771
2,990
2,772
2,406
1,985
42,351
36,848
1,444
3,257
Deemed FPIs
6,772
5,327
19
19
Custodians
Depositories
854
855
Merchant Bankers
197
192
Bankers to an Issue
60
62
Underwriters
32
32
72
73
201
200
204
212
135
182
Portfolio Managers
188
200
47
47
Debenture Trustees
Mutual Funds
Investment Advisors
271
359
26
222
Reasearch Analysts
Notes: 1. The Hyderabad Securities and Enterprises Ltd (erstwhile Hyderabad Stock Exchange), Coimbatore Stock Exchange
Ltd, Saurashtra Kutch Stock Exchange Ltd ,Mangalore Stock Exchange, Inter-Connected Stock Exchange of India Ltd,
Cochin Stock Exchange Ltd, Bangalore Stock Exchange Ltd , Ludhiana Stock exchange Ltd, Gauhati Stock Exchange Ltd,
Bhubaneswar Stock Exchange Ltd, Jaipur Stock Exchange Ltd, OTC Exchange of India , Pune Stock Exchange Ltd, Madras
Stock Exchange Ltd, U.P.Stock Exchange Ltd, Madhya Pradesh Stock Exchange Ltd and Vadodara Stock Exchange Ltd have
been granted exit by SEBI vide orders dated January 25, 2013, April 3, 2013, April 5, 2013, March 3, 2014, December 08, 2014,
December 23, 2014, December 26, 2014, December 30, 2014, January 27, 2015, February 09, 2015, March 23, 2015, March 31, 2015,
April 13, 2015, May 14, 2015, June 09, 2015 and November 09, 2015 respectively.
2. SEBI vide order dated September 3, 2007 refused to renew the recognition granted to Magadh Stock Exchange Ltd.
3. Stock brokers and Sub-brokers of Inter connected Stock exchange, Cochin Stock Exchange, Bangalore Stock Exchange, and
Ludhiana Stock Exchange, which were granted exit, are excluded.
4. SEBI has withdrawn the recognition granted to Delhi Stock Exchange Limited dated November 19, 2014.
5. Pursuant to Section 131 of Finance Act, 2015 and Central Government notication F.No. 1/9/SM/2015 dated 28th August, 2015
all recognized associations (Commodity derivatives exchanges) under the Forward Contracts (Regulation) Act, 1952 (FCRA)
as on September 28, 2015 are deemed to be recognized stock Exchanges under the Securities Contracts (Regulation) Act, 1956
(SCRA).
6. *Stock brokers/sub-brokers pertaining to active stock exchanges.
$ indicates as on November 30, 2015.
Source: SEBI, NSDL.
1183
DECEMBER
SEBI BULLETIN
2015
Table 2: Company-Wise Capital Raised through Public and Rights Issues (Equity) during November 2015
Name of the Issuer/
Company
S.No.
Date of
Opening
Type of
Issue
Type of
Instrument
No. of
Shares
Issued
Face
Value
(`)
Premium
Value
(`)
Issue
Price
(`)
Size of
Issue
(` crore)
Ashima Ltd
18-Nov-15
Rights
Equity
8,00,85,089
10
10
80
Navigant Corporate
Advisors Limited
30-Nov-15
Equity
8,50,000
10
20
Note: 1. All the issues are compiled from the Prospectus of Issuer Companies filed with SEBI.
Source: SEBI.
Table 3: Open Offers under SEBI Takeover Code closed during November 2015
S.No.
Target Company
Acquirer
Offer
Opening
Date
Offer
Closing
Date
Offer Size
Percent of
No. of
Equity
Shares
Capital
Offer
Price
(`) per share
KAGOME CO LTD
10/27/2015
11/9/2015
661490
26
662.4
10/28/2015
11/10/2015
104000
26
783.0
10/29/2015
11/13/2015
83128852
26
195.0
ONESOURCE TECHMEDIA
LTD
11/2/2015
11/17/2015
1688050
26
6.0
MR KAMAL MANCHANDA
11/4/2015
11/23/2015
600880
20
30.0
11/9/2015
11/24/2015
3573515
26
54.0
11/9/2015
11/24/2015
443722
25
110.0
Source: SEBI.
Change in Control
of Management
No. of
offers
Total
Consolidation of
Holdings
Amount
(` crore)
No. of
offers
Substantial
Acquisition
Amount
(` crore)
No. of
offers
Amount
(` crore)
No. of
offers
Amount
(` crore)
2014-15
51
5,442
11,449
350
60
17,241
2015-16$
36
788
2,050
45
2,842
Apr-15
90
398
489
May-15
18
18
Jun-15
233
19
10
253
Jul-15
Aug-15
243
244
Sep-15
0.3
Oct-15
47
1,629
1,677
Nov-15
150
157
1184
10
Sep-15
Oct-15
Nov-15
311
7,715
910
2,141
884
439
493
9,600
22,492
19,202
Amount
(` crore)
11
10
54
70
No. of
issues
231
6,924
748
2,141
784
439
493
2,102
13,862
12,453
Amount
(` crore)
Public
18
No. of
issues
80
791
162
100
7,498
8,631
6,750
Amount
(` crore)
Rights
19
42
No. of
issues
310
2,991
862
228
264
8,208
12,863
15,892
Amount
(` crore)
Listed
10
44
46
4,724
48
1,913
619
439
493
1,392
9,629
3,311
Amount
(` crore)
IPOs
No. of
issues
Issue-type
No. of
issues
80
92
49
Amount
(` crore)
At Par
12
49
55
No. of
issues
5,515
205
1,913
719
432
493
8,890
18,168
8,740
Amount
(` crore)
At Premium
Equities
No. of
issues
1,000
Amount
(` crore)
CCPS/FCDs*
Instrument-wise
10
24
No. of
issues
230
2,200
700
228
164
710
4,232
9,413
Amount
(` crore)
Debt
Notes: 1. The total provides category-wise total of any of the three sub-categories viz. public plus rights or issuer-type(listed plus IPOs) or instrument-wise(equities plus
CCPS/FCDs plus debt).
2. Amount for public debt issue for last two months is provisional.
3. All the Issues are compiled from the Prospectus of Issuer Companies led with SEBI.
4. * CCPS: Compulsory Convertible Preference Shares, FCDs: Fully Convertible Debentures.
5. Equity public issues also includes issues listed on SME platform.
$ indicates as on November 30, 2015.
Source: SEBI.
10
14
Aug-15
May-15
Apr-15
Jul-15
63
2015-16$
Jun-15
88
No. of
issues
2014-15
Year/
Month
Total
Category-wise
Table 5: Capital Raised from the Primary Market through though Public and Rights Issues
DECEMBER
SEBI BULLETIN
1185
2015
DECEMBER
SEBI BULLETIN
2015
Amount (` crore)
2014-15
39
278
2015-16$
29
241
Apr-15
May-15
Jun-15
39
Jul-15
69
Aug-15
21
Sep-15
10
48
Oct-15
58
Nov-15
Table 7: Industry-wise Classication of Capital Raised through Public and Rights Issues
2014-15
Industry
No. of
issue
2015-16$
Amount
(` crore)
No. of
issue
Nov-15
Amount
(` crore)
No. of
issue
Amount
(` crore)
Banking/FIs
901
2,035
997
Chemical
70
Electronics
33
Engineering
525
373
Entertainment
884
21
30
9,728
2,174
230
Food Processing
25
400
Health Care
Information Technology
137
Plastic
104
Power
2,100
Printing
Telecommunication
175
Finance
Textile
388
88
80
Others
26
4,357
33
16,154
Total
88
19,202
63
22,491
311
1186
63
10
14
10
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
311
7,715
910
2,141
883
439
493
9,600
22,492
19,202
Amount
(` crore)
1187
13
53
70
No. of
issue
11,099
81
5,515
210
1,913
719
439
493
8,890
18,260
10
18
No. of
issue
Sector-wise
Amount
(` crore)
Private
230
2,200
700
228
164
710
4,232
8,102
Amount
(` crore)
Public
18
No. of
issue
4,409
705
493
600
6,212
3,629
Amount
(` crore)
Northern
Nov-15
Total
311
7,715
910
2,141
883
439
493
9,600
22,492
19,202
Amount
(` crore)
18
23
No. of
issue
18
17
51
75
Amount
(` crore)
< 5 crore
11
No. of
issue
22
33
89
Amount
(` crore)
11
No. of
issue
11
16
58
17
103
227
Amount
(` crore)
No. of
issue
519
35
35
5,551
No. of
issue
80
108
159
70
417
109
Amount
(` crore)
81
1,356
87
1,483
167
429
7,822
11,426
167
410
584
Amount
(` crore)
Western
No. of
issue
Region-wise
Amount
(` crore)
Eastern
28
41
No. of
issue
230
7,607
700
2,050
814
400
488
9,600
21,888
18,702
Amount
(` crore)
230
1,950
111
658
552
768
4,272
8,993
Amount
(` crore)
100 crore
15
27
No. of
issue
Southern
SEBI BULLETIN
10
Jul-15
Oct-15
Jun-15
10
May-15
14
Apr-15
Sep-15
63
2015-16$
Aug-15
88
No. of
issue
2014-15
Year/
Month
Table 9: Size-wise Classification of Capital Raised through Public and Rights Issues
88
2015-16$
No. of
issue
2014-15
Year/
Month
Total
Table 8: Sector-wise and Region-wise Distribution of Capital Mobilised through Public and Rights Issues
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
Table 10: Capital Raised by Listed Companies from the Primary Market through QIPs
NSE
Year/Month
No. of
issues
BSE
Amount
(` crore)
No. of
issues
Common
Amount
(` crore)
No. of
issues
Total
Amount
(` crore)
No. of
issues
Amount
(` crore)
2014-15
725
2,326
41 1
26,051
51 1
29,102
2015-16$
1,494
12
11,573
19
13,067
Apr-15
1,032
1,032
May-15
401
325
726
Jun-15
1,507
1,507
4,824
Jul-15
62
4,762
Aug-15
231
231
Sep-15
4,338
4,338
Oct-15
Nov-15
409
409
Notes:
1. The above data includes both no. of issues and Amount raised on conversion of convertible securities issued on QIP basis.
2. 1 Includes one issue of Institutional Placement Programme (Issue Size of `418.3 crore).
$ indicates as on November 30, 2015.
Source: BSE and NSE.
No. of
issues
BSE
Amount
(` crore)
No. of
issues
Amount
(` crore)
No. of
issues
Common
Amount
(` crore)
Total
No. of
issues
Amount
(` crore)
2014-15
206
4,407
75
5,984
186
19,569
419
28,260
2015-16$
100
1,185
15
845
125
40,129
240
42,160
Apr-15
12
49
54
23
10,382
37
10,485
May-15
78
24
22
5,305
30
5,407
Jun-15
20
110
15
16
1,381
38
1,506
Jul-15
19
166
23
10
469
31
658
Aug-15
10
87
1,701
18
1,788
Sep-15
16
151
389
17
491
34
1,031
Oct-15
421
15
15,962
23
16,382
Nov-15
124
341
14
4,439
29
4,903
Table 12: Private Placement of Corporate Debt Reported to BSE and NSE
NSE
Year/ Month
2014-15
No. of
issues
BSE
Amount
(` crore)
No. of
issues
Common
Amount
(` crore)
No. of
issues
Total
Amount
(` crore)
Amount
(` crore)
1,094
1,69,726
1,386
1,17,949
2015-16$
928
1,34,296
1,063
1,06,572
Apr-15
175
37,968
186
31,282
May-15
134
9,349
113
8,193
Jun-15
170
20,184
109
11,692
4,250
283
36,125
Jul-15
150
15,059
170
9,401
3,460
325
27,920
Aug-15
109
15,565
153
16,186
10
14,814
272
46,564
Sep-15
64
7,872
124
8,264
11
10,476
199
26,612
Oct-15
77
18,782
128
14,614
10,535
214
43,931
Nov-15
49
9,518
80
6,940
8,160
133
24,618
1188
131
No. of
issues
1,16,461
2,611
4,04,137
64
70,401
2,055
3,11,269
17
15,556
378
84,807
3,150
251
20,692
1,291
1,198
1,784
1,132
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
BSE
14,672
22,528
16,916
18,762
18,471
18,102
18,934
19,360
1,47,745
2,04,506
Traded Value
(` crore)
3,263
4,637
4,471
4,312
4,509
4,613
4,519
5,051
35,375
58,073
No. of Trades
NSE
1189
12
25
11
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
8,350
75,888
1,70,025
31,501
44,143
1,04,264
1,01,682
3,14,195
8,50,047
7,14,360
Amount
(` crore)
15
15
Jun-15
15
11
May-15
111
2015-16$
Apr-15
201
No. of issue
2014-15
Period
Grade
11
24
27
40
38
24
22
12
198
354
No. of issue
7,956
10,815
12,343
18,633
10,998
34,502
10,998
10,929
1,17,174
2,53,555
Amount
(` crore)
14
12
24
30
21
18
132
246
No. of issue
503
1,147
930
7,965
5,049
5,181
3,481
1,426
25,682
52,227
Amount
(` crore)
Investment Grade
22
11
16
77
292
No. of issue
30
380
848
523
1,227
682
208
257
4,154
28,655
Amount
(` crore)
56,900
79,015
68,898
69,803
64,378
65,002
61,135
74,699
5,39,829
8,86,788
Traded Value
(` crore)
Table 14: Ratings Assigned for Long-term Corporate Debt Securities (Maturity 1 year)
1,552
1,376
Jun-15
1,518
1,453
May-15
11,304
Apr-15
17,710
2015-16$
No. of Trades
2014-15
Year/ Month
55
703
No. of issue
777
1,087
1,140
609
383
186
1,624
342
6,149
30,711
Amount
(` crore)
Non-Investment Grade
No. of Trades
Total
29
65
95
92
101
83
66
42
573
1,796
17,616
89,316
1,85,286
59,231
61,800
1,44,815
1,20,114
3,27,148
10,05,327
10,79,508
Amount
(` crore)
Traded Value
(` crore)
No. of issue
MSEI
DECEMBER
SEBI BULLETIN
2015
48
42
46
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
1,914
2,119
5,929
12,999
31,187
24,724
13,668
985
91,612
1,87,443
Amount
(` crore)
16
11
83
23
15
39
186
206
No. of
issue
20,129
15,087
39,868
4,997
17,042
8,790
3,173
3,955
92,912
1,03,203
Amount
(` crore)
Downgraded
81
81
568
195
113
265
41
65
1,328
1,930
No. of
issue
1190
43,29,655
NSE
0.3
8,54,845
2014-15
MSEI
Calcutta
BSE
Ahmedabad
Stock Exchanges
2,57,983
2,57,821
13,41,821
3,25,509
4,92,891
8,00,730
6,14,414
6,70,671
45,03,856
59,47,139
Amount
(` crore)
Reaffirmed
12
38
Jun-15
77
May-15
267
2015-16$
Apr-15
464
No. of
issue
Upgraded
2014-15
Period
Grade
150
4,95,840
2015-16$
1,280
10
1,400
500
1,300
1,580
6,740
11,530
60,743
Amount
(` crore)
28,47,352
11
20
50
No. of
issue
Rating Watch
Table 15: Review of Accepted Ratings of Corporate Debt Securities (Maturity 1 year)
13
69
56
39
47
41
24
17
293
451
No. of
issue
1,357
48,184
8,216
4,004
12,329
8,983
4,092
6,059
91,868
65,843
Amount
(` crore)
Withdrawn/ Suspended
3,07,150
50,799
Nov-15
116
208
752
292
223
335
192
92
2,094
3,101
No. of
issue
3,48,009
5,54,749
8,44,807
6,42,087
6,81,670
47,91,777
63,64,371
Amount
(` crore)
(` crore)
2,82,663
3,23,222
13,97,233
Total
DECEMBER
SEBI BULLETIN
2015
5,763
5,788
5,806
Sep-15
Oct-15
Nov-15
64
64
83
93
93
93
93
93
64
93
2,898
2,791
2,758
2,755
2,984
2,801
2,785
2,808
2,898
2,818
19
20
20
21
23
22
20
19
164
243
No. of
Trading
Days
286
311
275
393
375
292
326
539
2,796
7,111
No. of
Trades
(Lakh)
64,993
61,305
48,260
73,699
70,990
55,677
48,327
65,250
4,88,502
8,56,755
Traded
Quantity
(Lakh)
1191
1,541
1,534
1,535
1,574
1,521
1,517
1,519
1,518
1,541
1,514
19
20
20
21
23
22
20
19
164
243
No. of
Trading
Days
1,316
1,463
1,497
1,862
1,743
1,525
1,453
1,506
12,364
18,328
No. of
Trades
(Lakh)
1,63,708
1,79,060
1,64,107
2,15,821
1,96,777
1,77,774
1,52,936
1,62,663
14,12,845
23,61,779
Traded
Quantity
(Lakh)
3,07,150
3,33,801
3,28,412
4,19,932
3,83,484
3,33,289
3,61,935
3,79,349
28,47,352
43,29,655
Turnover
(` crore)
17,741
18,668
19,795
18,798
18,759
20,695
18,586
12,516
17,731
12,021
64,993
61,305
48,260
73,699
70,990
55,677
48,327
65,250
4,88,502
8,56,755
16,166
16,690
16,421
19,997
16,673
15,150
18,097
19,966
17,362
17,818
23,336
22,816
21,943
22,549
22,007
21,851
24,918
25,190
23,029
23,623
1,63,708
1,79,060
1,64,107
2,15,821
1,96,777
1,77,774
1,52,936
1,62,663
14,12,845
23,61,779
Average
Demat
Average
Daily
Securities
Trade Size
Turnover
Traded
(`)
(` crore)
(Lakh)
2,674
2,907
2,721
3,515
3,055
2,744
3,030
3,548
3,023
3,518
Average
Demat
Average
Daily
Securities
Trade Size
Turnover
Traded
(`)
(` crore)
(Lakh)
3,07,150
3,33,801
3,28,412
4,19,932
3,83,484
3,33,289
3,61,935
379,349
28,47,352
43,29,655
Demat
Turnover
(` crore)
50,799
58,143
54,426
73,822
70,254
60,370
60,605
67,421
4,95,840
8,54,842
96,75,669
96,54,114
94,91,609
95,29,070
1,01,68,561
98,49,076
1,00,20,665
96,86,324
96,75,669
99,30,122
Market
Capitalisation
(` crore)
98,88,227
98,33,359
96,48,122
98,27,930
1,04,79,396
1,01,43,511
1,03,26,686
99,68,015
98,88,227
1,01,49,290
Demat
Market
Turnover Capitalisation
(` crore)
(` crore)
25,451
26,169
24,834
25,298
27,416
26,307
26,424
26,898
24,834
22,198
Low
26,146
26,657
26,155
26,283
28,115
27,781
27,828
27,011
26,146
27,957
Close
8,116
8,336
8,055
8,622
8,655
8,467
8,490
8,845
8,845
9,119
High
7,714
7,931
7,540
7,667
8,315
7,940
7,997
8,145
7,540
6,639
Low
7,935
8,066
7,949
7,971
8,533
8,369
8,434
8,182
7,935
8,491
Close
26,824
27,618
26,472
28,418
28,578
27,969
28,071
29,095
29,095
30,025
High
SEBI BULLETIN
Note: 1. Demat turnover includes turnover of all securities which are available for trading in Demat mode.
2. Market capitalisation pertains to the number of companies traded.
$ indicates as on November 30, 2015.
Source: NSE
1,786
Aug-15
Nov-15
1,772
Jul-15
1,779
1,756
Jun-15
1,781
1,750
May-15
Oct-15
1,749
Apr-15
Sep-15
1,786
1,740
2015-16$
1,733
No. of
No. of
No. of
Companies Companies Companies
Listed
Permitted
Traded
2014-15
Year/
Month
50,799
58,143
54,426
73,822
70,254
60,370
60,605
67,421
4,95,840
8,54,845
Turnover
(` crore)
5,725
Jun-15
5,752
5,688
May-15
Aug-15
5,672
Apr-15
Jul-15
5,806
5,650
2015-16$
5,624
No. of
No. of
No. of
Companies Companies companies
Listed Permitted* traded
2014-15
Year/
Month
DECEMBER
2015
1192
2,844
2,881
2,851
2,898
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Source: BSE
2,822
23-Nov-15
13-Nov-15
2,866
2,726
11-Nov-15
20-Nov-15
2,456
10-Nov-15
2,873
2,718
9-Nov-15
19-Nov-15
2,725
6-Nov-15
2,825
2,792
5-Nov-15
18-Nov-15
2,793
4-Nov-15
2,838
2,844
3-Nov-15
17-Nov-15
2,807
2-Nov-15
2,780
2,797
Date
16-Nov-15
No. of
Companies
Traded
17.1
17.0
17.3
17.1
16.2
17.5
14.6
15.8
15.2
15.6
14.2
4.7
14.9
15.8
14.4
13.6
14.9
15.2
15.3
No. of
Trades
(Lakh)
3,409.3
3,523.8
3,269.7
3,058.9
2,917.4
3,415.1
2,881.6
4,596.9
2,986.8
3,170.0
2,468.3
870.5
2,498.9
2,525.8
2,180.4
10,320.2
5,574.2
2,661.9
2,662.9
Traded
Quantity
(Lakh)
2,831.9
2,721.0
2,854.7
2,738.0
2,774.2
2,940.1
2,553.7
2,930.8
2,519.8
2,669.5
2,631.5
696.9
2,857.2
2,904.0
2,538.6
3,704.2
2,779.8
2,583.2
2,569.9
Turnover
(` crore)
165.6
159.9
165.1
160.0
171.4
168.4
175.5
185.0
165.7
171.3
184.9
148.3
191.2
183.9
176.9
271.8
187.1
169.5
168.5
Average
Trade Size
(`)
3,409.3
3,523.8
3,269.7
3,058.9
2,917.4
3,415.1
2,881.6
4,596.9
2,986.8
3,170.0
2,468.3
870.5
2,498.9
2,525.8
2,180.4
10,320.2
5,574.2
2,661.9
2,662.9
Demat
Securities
Traded
(Lakh)
2,831.9
2,721.0
2,854.7
2,738.0
2,774.2
2,940.1
2,553.7
2,930.8
2,519.8
2,669.5
2,631.5
696.9
2,857.2
2,904.0
2,538.6
3,704.2
2,779.8
2,583.2
2,569.9
Demat
Turnover
(` crore)
Table 19: Daily trends in Cash Segment of BSE during November 2015
9,888,227
9,884,586
9,842,984
9,786,514
9,788,014
9,777,960
9,738,837
9,623,929
9,710,070
9,643,849
9,609,923
9,703,605
9,618,000
9,738,401
9,741,973
9,738,606
9,850,631
9,861,261
9,828,603
Market
Capitalisation
(` crore)
26,231
26,185
26,016
25,902
25,958
26,059
25,885
25,890
25,948
25,866
25,724
25,945
26,094
26,193
26,439
26,558
26,800
26,732
26,824
High
26,089
25,937
25,770
25,704
25,747
25,770
25,603
25,453
25,733
25,451
25,541
25,853
25,709
25,657
26,190
26,243
26,510
26,514
26,378
Low
26,146
26,128
25,959
25,776
25,819
25,868
25,842
25,483
25,864
25,760
25,611
25,867
25,743
26,121
26,265
26,304
26,553
26,591
26,559
Close
8,108
8,094
8,043
8,019
8,028
8,046
7,989
7,979
7,985
7,967
7,930
7,989
8,042
8,075
8,132
8,186
8,254
8,237
8,203
High
8,072
8,027
7,983
7,969
7,974
7,962
7,903
7,857
7,922
7,853
7,867
7,965
7,909
7,899
8,054
8,080
8,173
8,171
8,126
Low
8,082
8,079
8,029
7,982
7,994
7,996
7,978
7,866
7,964
7,938
7,898
7,969
7,920
8,052
8,080
8,094
8,184
8,195
8,182
Close
DECEMBER
SEBI BULLETIN
2015
1193
1,474
1,461
1,480
1,476
1,470
1,469
1,464
1,411
1,473
1,482
1,476
1,484
1,477
1,490
1,501
1,489
1,490
1,493
1,488
2-Nov-15
3-Nov-15
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
11-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Source: NSE.
No. of
Companies
Traded
Date
92.8
69.4
82.0
71.5
66.5
74.0
68.0
68.4
70.8
71.2
81.4
13.1
69.9
73.4
69.5
63.5
67.3
70.8
72.8
No. of
Trades
(Lakh)
14,019.8
10,741.3
12,390.7
9,022.9
7,353.8
9,228.8
7,855.2
9,781.9
8,736.1
8,673.6
7,913.6
1,892.5
8,347.4
8,537.1
8,208.1
7,346.3
7,405.0
8,026.8
8,227.3
Traded
Quantity
(Lakh)
29,535.0
16,236.0
23,314.7
15,851.8
14,461.9
17,019.7
15,315.6
14,458.0
15,312.9
15,285.6
17,259.8
2,787.9
17,286.7
17,640.3
16,443.2
14,053.5
14,578.0
14,992.7
15,316.5
Turnover
(` crore)
31,843.5
23,384.0
28,448.1
22,182.3
21,749.7
22,999.2
22,530.6
21,150.0
21,634.4
21,455.5
21,214.4
21,261.9
24,736.0
24,017.3
23,656.6
22,124.1
21,653.0
21,186.6
21,028.5
Average
Trade Size
(`)
14,019.8
10,741.3
12,390.7
9,022.9
7,353.8
9,228.8
7,855.2
9,781.9
8,736.1
8,673.6
7,913.6
1,892.5
8,347.4
8,537.1
8,208.1
7,346.3
7,405.0
8,026.8
8,227.3
Demat
Securities
Traded
(Lakh)
29,535.0
16,236.0
23,314.7
15,851.8
14,461.9
17,019.7
15,315.6
14,458.0
15,312.9
15,285.6
17,259.8
2,787.9
17,286.7
17,640.3
16,443.2
14,053.5
14,578.0
14,992.7
15,316.5
Demat
Turnover
(` crore)
Table 20: Daily trends in Cash Segment of NSE during November 2015
96,75,669
96,81,140
96,34,716
95,80,886
95,84,358
95,81,059
95,39,872
94,26,395
95,12,593
94,61,890
94,39,489
95,26,977
94,43,769
95,67,243
95,60,008
95,51,635
96,67,762
96,80,928
96,51,476
Market
Capitalisation
(` crore)
7966
7959
7897
7870
7878
7907
7855
7843
7860
7839
7775
7848
7885
7938
8003
8031
8116
8100
8061
High
7923
7879
7832
7813
7825
7818
7765
7725
7793
7714
7731
7819
7773
7772
7926
7944
8027
8032
7996
Low
7935
7943
7884
7832
7849
7857
7843
7732
7838
7807
7762
7825
7783
7915
7954
7955
8040
8061
8051
Close
19723
19781
19709
19679
19663
19600
19413
19357
19289
19286
19392
19525
19661
19759
19665
19882
19991
19900
19785
High
19596
19626
19618
19575
19543
19413
19248
19147
19173
19104
19151
19463
19274
19172
19468
19595
19879
19807
19611
Low
19617
19682
19628
19608
19577
19535
19398
19183
19276
19163
19269
19510
19311
19680
19562
19629
19893
19880
19768
Close
DECEMBER
SEBI BULLETIN
2015
347
349
549
612
593
515
161
501
473
449
523
544
425
417
341
586
407
534
3-Nov-15
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
11-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
1194
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
967
806
1,059
736
793
885
929
1,082
761
932
1,101
248
956
1,093
1,172
1,011
860
733
784
S&P
BSE
100
2,832
2,721
2,855
2,738
2,774
2,940
2,554
2,931
2,520
2,670
2,632
697
2,857
2,904
2,539
3,704
2,780
2,583
2,570
Total
BSE
18.9
15.0
20.5
12.5
15.0
14.5
21.3
17.8
17.8
17.7
19.0
23.1
18.0
20.4
24.1
14.8
12.5
13.5
15.6
A#
6,686
6,099
7,298
7,410
6,112
6,367
6,871
7,732
1,123
7,153
9,376
8,772
6,001
5,696
5,956
6,553
CNX
Nifty
7,069
34.2 15,369
29.6
37.1 11,054
26.9
28.6
30.1
36.4
36.9
30.2
34.9
41.8
35.6
33.5
37.6
46.2
27.3
31.0
28.4
30.5
B#
Total
2,788
4,647 29,535
2,187 16,236
3,378 23,315
2,387 15,852
2,207 14,462
2,303 17,020
2,288 15,316
2,105 14,458
2,200 15,313
2,468 15,286
3,345 17,260
258
2,591 17,287
2,548 17,640
2,601 16,443
2,342 14,054
2,687 14,578
2,350 14,993
2,141 15,317
CNX
Nifty
Junior
NSE
52.0
43.5
47.4
42.2
42.2
42.9
48.4
42.3
41.6
45.0
44.8
40.3
41.4
53.2
53.3
42.7
39.1
39.7
42.8
C#
15.7
13.5
14.5
15.1
15.3
13.5
14.9
14.6
14.4
16.1
19.4
9.3
15.0
14.4
15.8
16.7
18.4
15.7
14.0
D#
23,07,083
23,05,542
22,90,579
22,74,441
22,78,288
22,82,625
22,80,281
22,48,567
22,82,271
22,73,061
22,59,863
22,82,490
22,71,575
23,04,942
23,17,635
23,21,072
23,43,019
23,46,343
23,43,569
S&P BSE
Sensex
33,23,040
33,21,725
33,01,332
32,81,958
32,86,989
32,87,471
32,80,215
32,34,247
32,74,681
32,63,953
32,46,688
32,75,805
32,55,528
33,09,824
33,21,183
33,27,238
33,64,178
33,68,497
33,63,152
S&P BSE
100
Total
98,88,227
98,84,586
98,42,984
97,86,514
97,88,014
97,77,960
97,38,837
96,23,929
97,10,070
96,43,849
96,09,923
97,03,605
96,18,000
97,38,401
97,41,973
97,38,606
98,50,631
98,61,261
98,28,603
BSE
23.3
23.3
23.3
23.2
23.3
23.3
23.4
23.4
23.5
23.6
23.5
23.5
23.6
23.7
23.8
23.8
23.8
23.8
23.8
E#
CNX
Nifty
33.6 28,31,438
33.6 28,34,097
33.5 28,13,076
33.5 27,94,444
33.6 28,00,755
33.6 28,03,360
33.7 27,98,428
33.6 27,58,835
33.7 27,96,568
33.8 27,85,538
33.8 27,69,708
33.8 27,92,091
33.8 27,77,231
34.0 28,24,290
34.1 28,36,001
34.2 28,36,413
34.2 28,66,633
34.2 28,73,944
34.2 28,70,419
F#
Market Capitalisation
Total
5,55,834 96,75,669
5,57,682 96,81,140
5,56,146 96,34,716
5,55,584 95,80,886
5,54,714 95,84,358
5,53,512 95,81,059
5,49,636 95,39,872
5,43,538 94,26,395
5,46,177 95,12,593
5,42,989 94,61,890
5,45,980 94,39,489
5,52,807 95,26,977
5,47,180 94,43,769
5,57,626 95,67,243
5,54,434 95,60,008
5,56,349 95,51,635
5,63,831 96,67,762
5,63,444 96,80,928
5,60,279 96,51,476
CNX Nifty
Junior
NSE
29.3
29.3
29.2
29.2
29.2
29.3
29.3
29.3
29.4
29.4
29.3
29.3
29.4
29.5
29.7
29.7
29.7
29.7
29.7
G#
5.7
5.8
5.8
5.8
5.8
5.8
5.8
5.8
5.7
5.7
5.8
5.8
5.8
5.8
5.8
5.8
5.8
5.8
5.8
H#
SEBI BULLETIN
Notes: 1. S&P BSE Sensex, S&P BSE 100, CNX Nifty & CNX Nifty Junior have free oat market capitlisation.
A# = percentage share of Sensex securities in total BSE turnover .
E# = percentage share of Sensex securirities in total BSE Market Capitalisation .
B# = percentage share of BSE-100 Index securities in total BSE turnover.
F# = percentage share of BSE-100 Index securities in total BSE Market Capitalisation.
C# = percentage share of CNX Nifty securities in total NSE turnover.
G# = percentage share of CNX Nifty securities in total NSE Market Capitalisation.
D# = percentage share of CNX Nifty Junior securities in total NSE turnover .
H# = percentage share of CNX Nifty Junior securities in total NSE Market Capitalisation.
Source: BSE and NSE.
401
S&P
BSE
Sensex
2-Nov-15
Date
Turnover
Table 21: Turnover and Market Capitalisation at BSE and NSE during November 2015 (` crore)
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
Table 22: City-wise Distribution of Turnover on Cash Segments of BSE and NSE
(Percentage share in Turnover)
S.No.
City
BSE
Stock Exchange/City
NSE
2014-15
Nov-15
2014-15
Nov-15
Ahmedabad
5.5
4.2
3.5
2.8
Bangalore
0.3
0.4
1.7
3.8
Baroda
0.7
1.3
0.4
0.3
Bhubaneshwar
0.0
0.0
0.0
0.0
Chennai
0.6
1.0
1.4
1.3
Cochin
0.2
0.2
1.4
1.1
Coimbatore
0.0
0.1
0.2
0.1
Delhi
4.4
3.5
9.4
8.0
Guwahati
0.1
0.1
0.0
0.0
10
Hyderabad
0.3
0.5
4.5
3.9
11
Indore
0.5
0.5
0.5
0.4
12
Jaipur
0.9
0.9
0.5
0.6
13
Kanpur
0.7
0.5
0.1
0.2
14
Kolkata
6.8
7.7
6.6
5.5
15
Ludhiana
0.1
0.1
0.1
0.1
16
Mangalore
0.0
0.0
0.0
0.0
17
Mumbai
56.9
48.6
59.2
59.7
18
Patna
0.1
0.1
0.0
0.0
19
Pune
0.5
0.5
0.2
0.2
20
Rajkot
3.3
2.7
1.0
1.3
21
Others
Total
18.1
100.0
27.1
100.0
9.2
100.0
10.8
100.1
Notes:
1. The city-wise distribution of turnover is based on the cities uploaded in the UCC database of the Exchange for clientele trades and
members registered office city for proprietary trades.
Source: BSE and NSE.
FII
Mutual Funds
Jan-15
19.3
22.0
2.6
0.1
56.1
Feb-15
20.7
19.6
2.5
0.1
57.2
Mar-15
17.9
21.5
2.9
0.3
57.4
Apr-15
17.8
23.8
2.9
0.1
55.4
May-15
17.2
26.2
3.0
0.0
53.6
Jun-15
17.6
21.8
3.3
0.0
57.3
Jul-15
18.4
15.6
2.8
0.0
63.3
Aug-15
19.6
14.8
2.8
0.1
62.8
Sep-15
19.3
18.4
4.0
0.0
58.3
Oct-15
19.3
12.1
4.1
0.4
64.0
Nov-15
20.2
11.7
2.9
0.2
64.9
Source: BSE.
1195
Banks
Others
DECEMBER
SEBI BULLETIN
2015
Proprietary
FII
19.6
21.2
20.2
22.2
19.2
20.2
20.6
21.8
22.5
21.3
20.5
21.5
20.0
23.1
21.1
27.8
23.6
20.9
23.5
23.2
21.4
22.8
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Banks
Others
0.6
0.6
0.5
0.4
0.5
0.5
0.6
0.6
0.5
0.5
0.4
53.8
53.7
51.6
51.8
47.5
50.0
53.1
48.9
38.5
51.2
50.6
Source: NSE.
Table 25: Component Stocks: S&P BSE Sensex during November 2015
S.No.
Name of Security
Issued
Capital
(` crore)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
INFOSYS LTD
HDFC BANK
ITC LTD.
HDFC
RELIANCE
ICICI BANK
TCS LTD.
LARSEN & TOU
TATA MOTORS
SUN PHARMA.
AXIS BANK
STATE BANK
MAH & MAH
MARUTISUZUK
HIND UNI LT
BHARTI ARTL
LUPIN LTD.
ONGC CORPN
COAL INDIA
DR.REDDY'S
WIPRO LTD.
BAJAJ AUTO
HEROMOTOCO
CIPLA LTD.
NTPC LTD
GAIL (I) LTD
BHEL
TATA STEEL
VEDL
HINDALCO
1,148.5
504.1
802.9
315.6
3,239.1
1,161.8
197.0
186.2
574.9
240.6
475.6
776.3
310.6
151.0
216.4
1,998.7
90.1
4,277.8
6,316.4
85.3
494.0
289.4
39.9
160.6
8,245.5
1,268.5
489.5
971.2
296.5
206.5
Free Float
Market
Capitalisation
(` crore)
217,509.5
210,771.9
192,641.6
191,877.1
159,838.4
159,107.1
120,454.9
112,488.4
80,671.7
79,119.4
79,079.6
77,693.3
62,839.9
60,831.3
57,799.4
46,799.6
42,703.9
42,095.6
41,776.4
39,764.6
36,771.0
33,749.8
32,920.9
32,583.6
27,003.9
17,142.5
15,889.0
15,416.5
9,877.9
9,864.6
Weightage
(Percent)
Beta
R2
Daily
Volatility
(Percent)
Monthly
Return
(Percent)
Impact Cost
(Percent)
9.4
9.1
8.4
8.3
6.9
6.9
5.2
4.9
3.5
3.4
3.4
3.4
2.7
2.6
2.5
2.0
1.9
1.8
1.8
1.7
1.6
1.5
1.4
1.4
1.2
0.7
0.7
0.7
0.4
0.4
0.6
0.9
0.8
1.3
1.1
1.2
0.5
1.2
1.3
0.8
1.4
1.3
1.0
0.8
0.5
0.7
0.7
1.1
0.7
0.7
0.6
0.8
0.7
1.1
0.9
1.1
1.2
1.5
1.7
1.3
0.0
0.6
0.2
0.5
0.5
0.0
0.2
0.5
0.4
0.1
0.5
0.5
0.3
0.3
0.1
0.1
0.2
0.3
0.2
0.1
0.2
0.2
0.2
0.4
0.3
0.3
0.3
0.4
0.3
0.3
6.5
1.2
1.7
1.9
1.7
10.4
1.3
1.7
2.3
2.3
2.1
2.0
1.8
1.4
1.6
1.9
1.9
2.0
1.8
2.1
1.5
1.7
1.5
1.8
1.7
2.1
2.2
2.4
3.2
2.5
-4.2
-1.9
2.5
-3.2
2.1
-1.0
-5.3
-2.6
10.1
-17.8
-1.3
5.6
15.6
2.9
0.9
-4.1
-7.0
-5.5
3.4
-27.2
-0.1
-2.7
4.6
-6.6
-1.3
18.3
-11.8
-6.8
-10.0
-8.3
0.1
0.1
0.1
0.0
0.0
0.1
0.0
0.0
0.1
0.1
0.0
0.0
0.1
0.0
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
Notes: 1. Beta & R2 are calculated for the trailing 12 months. Beta measures the degree to which any portfolio of stocks is affected as
compared to the effect on the market as a whole.
2. The coefcient of determination (R2) measures the strength of relationship between two variables the return on a security
versus that of the market.
3. Volatility is the standard deviation of the daily returns for the trailing 12 months.
4. Impact cost is calculated as the difference between actual buy price and ideal buy price, divided by ideal buy price,
multiplied by 100. Hence ideal price is calculated as (best buy + best sell)/2.
5. The above is calculated for a month for the portfolio size of ` 5 lakh. It is calculated for the current month.
Source: BSE.
1196
DECEMBER
SEBI BULLETIN
2015
Table 26: Component Stocks: CNX Nifty Index during November 2015
S.No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
Name of Security
AUROPHARMA
IBULHSGFIN
IOC
INFRATEL
EICHERMOT
BRITANNIA
TITAN
MCDOWELL-N
GODREJCP
DABUR
DIVISLAB
LICHSGFIN
HINDPETRO
GLENMARK
CUMMINSIND
ASHOKLEY
MOTHERSUMI
COLPAL
SRTRANSFIN
UPL
BAJAJFINSV
MARICO
SIEMENS
BHARATFORG
CONCOR
BAJAJHLDNG
FEDERALBNK
APOLLOHOSP
SUNDARMFIN
JSWSTEEL
MRF
PFC
RECLTD
OFSS
RCOM
NMDC
TATACHEM
GLAXO
PETRONET
EXIDEIND
GSKCONS
M&MFIN
UBL
RELINFRA
TATAGLOBAL
OIL
RELCAPITAL
SAIL
CANBK
BANKINDIA
Issued
Capital
(` crore)
583,964,550.0
838,469,864.0
24,279,524,820.0
18,966,670,690.0
271,423,830.0
239,951,630.0
887,786,160.0
1,307,949,680.0
340,532,966.0
1,757,089,420.0
530,937,160.0
1,009,326,000.0
3,386,272,500.0
282,156,156.0
554,400,000.0
2,845,876,634.0
1,322,879,040.0
271,985,634.0
2,268,827,360.0
857,208,548.0
795,773,465.0
645,085,599.0
712,240,510.0
465,588,632.0
1,949,741,910.0
1,112,935,100.0
3,436,756,200.0
695,625,795.0
1,111,038,600.0
2,417,220,440.0
42,411,430.0
13,200,407,040.0
9,874,590,000.0
423,972,360.0
12,444,898,725.0
3,964,716,000.0
2,547,562,780.0
847,030,170.0
7,500,000,440.0
850,000,000.0
420,555,380.0
1,137,529,920.0
264,405,149.0
2,629,900,000.0
631,129,729.0
6,011,359,550.0
2,526,328,000.0
41,305,252,890.0
5,429,910,540.0
7,919,131,700.0
Free Float
Market
Capitalisation
(` crore)
21,791.4
20,994.0
20,708.1
20,640.2
20,475.1
17,276.1
15,912.6
15,795.3
15,348.9
15,285.1
14,632.7
14,597.2
13,907.9
13,748.6
13,466.6
13,357.8
13,167.9
12,938.8
12,690.1
12,508.9
11,677.3
10,995.6
11,021.5
10,544.8
10,355.8
10,205.2
10,086.9
10,027.1
9,916.9
9,497.5
9,504.6
9,067.7
9,083.7
8,294.1
7,602.8
7,527.3
7,364.7
6,980.1
7,027.5
6,821.4
6,794.0
6,357.5
6,351.6
6,119.1
5,692.2
5,323.3
4,931.8
4,719.7
3,893.2
2,806.3
Weightage
(Percent)
Beta
R2
Daily
Volatility
(Percent)
Monthly
Return
(Percent)
Impact
Cost
(Percent)
3.9
3.8
3.7
3.7
3.7
3.1
2.9
2.8
2.8
2.8
2.6
2.6
2.5
2.5
2.4
2.4
2.4
2.3
2.3
2.3
2.1
2.0
2.0
1.9
1.9
1.8
1.8
1.8
1.8
1.7
1.7
1.6
1.6
1.5
1.4
1.4
1.3
1.3
1.3
1.2
1.2
1.1
1.1
1.1
1.0
1.0
0.9
0.9
0.7
0.5
1.2
1.1
0.7
0.5
1.1
0.6
0.6
0.9
0.8
0.6
0.7
1.5
1.1
0.9
0.8
1.4
1.2
0.5
0.9
0.9
0.8
0.6
1.4
1.3
0.6
0.3
1.0
1.0
0.6
1.2
1.2
1.5
1.4
0.5
1.7
0.7
1.1
0.3
0.6
0.8
0.3
0.8
1.1
1.7
1.1
0.7
1.5
1.3
1.5
1.6
0.3
0.2
0.2
0.0
0.3
0.1
0.1
0.1
0.1
0.1
0.2
0.4
0.2
0.2
0.2
0.3
0.2
0.1
0.1
0.2
0.1
0.1
0.4
0.3
0.1
0.0
0.3
0.2
0.1
0.3
0.4
0.4
0.3
0.1
0.3
0.1
0.4
0.1
0.1
0.2
0.1
0.2
0.2
0.4
0.4
0.2
0.4
0.3
0.4
0.4
1.8
3.2
1.3
2.3
2.2
1.6
1.4
2.8
2.6
1.2
1.5
1.6
2.3
1.3
1.3
2.2
3.2
1.1
2.1
2.0
1.1
1.7
1.3
1.5
1.4
0.6
1.8
1.8
1.6
1.7
1.5
2.3
2.9
1.3
4.1
1.6
1.2
1.1
2.6
1.2
1.2
1.8
2.3
2.5
1.7
1.8
1.9
1.8
1.5
1.5
-3.1
-4.7
5.3
-1.1
-5.7
-9.6
9.1
-0.9
-2.7
1.0
-0.3
1.0
9.3
-1.1
-7.7
1.0
17.6
1.6
-7.3
-9.6
-2.0
9.2
-6.7
-1.0
4.9
2.9
8.2
0.2
-2.1
-0.9
-2.2
-11.1
-6.4
-1.6
0.7
-5.3
2.6
-0.4
20.7
-0.6
-2.5
2.5
1.1
14.0
3.1
-7.0
3.7
-14.3
-1.7
-0.1
0.0
0.0
0.0
0.0
0.0
0.0
0.1
0.0
0.1
0.0
0.0
0.0
0.0
0.0
0.1
0.0
0.0
0.0
0.0
0.0
0.1
0.0
0.1
0.0
0.1
0.1
0.1
0.0
0.2
0.0
0.0
0.0
0.1
0.1
0.1
0.1
0.0
0.1
0.0
0.0
0.1
0.1
0.1
0.0
0.1
0.0
0.0
0.1
0.0
0.0
Notes: 1. Beta & R2 are calculated for the the trailing 12 months. Beta measures the degree to which any portfolio of stocks is
affected as compared to the effect on the market as a whole.
2. The coefcient of determination (R2) measures the strength of relationship between two variables the return on a security
versus that of the market.
3. Volatility is the standard deviation of the daily returns for the the trailing 12 months.
4. Impact cost is calculated as the difference between actual buy price and ideal buy price, divided by ideal buy price,
multiplied by 100. Hence ideal price is calculated as (best buy + best sell)/2.
5. The above is calculated for a month for the portfolio size of `5 lakh. It is calculated for the current month.
Source: NSE.
1197
DECEMBER
SEBI BULLETIN
2015
Advances
Declines
1,733
1,728
NSE
Advance /
Decline Ratio
1.0
Advances
977
Declines
576
Advance /
Decline Ratio
1.7
Feb-15
1,433
2,159
0.7
593
913
0.6
Mar-15
1,112
2,487
0.5
593
1,042
0.6
Apr-15
1,926
1,600
1.2
898
625
1.4
May-15
1,226
2,267
0.5
402
1,114
0.4
Jun-15
1,102
2,387
0.5
404
1,113
0.4
Jul-15
2,425
1,105
2.2
1,210
310
3.9
Aug-15
1,867
1,738
1.1
773
751
1.0
Sep-15
730
2,755
0.3
201
1,335
0.2
Oct-15
2,473
1,020
2.4
1,278
258
5.0
Nov-15
1,674
1,808
0.9
662
882
0.8
NSE
Month
No. of Companies
Listed
No. of companies
Traded
Percent of Traded
to Listed
No. of Companies
Listed
No. of companies
Traded
Percent of Traded
to Listed
Jan-15
5,575
2,960
53.1
1,718
1,549
90.2
Feb-15
5,596
2,854
51.0
1,719
1,503
87.4
Mar-15
5,624
2,818
50.1
1,733
1,514
87.4
Apr-15
5,650
2,808
49.7
1,740
1,518
87.2
May-15
5,672
2,785
49.1
1,749
1,519
86.8
Jun-15
5,688
2,801
49.2
1,750
1,517
86.7
Jul-15
5,725
2,984
52.1
1,756
1,521
86.6
Aug-15
5,752
2,755
47.9
1,772
1,574
88.8
Sep-15
5,763
2,758
47.9
1,779
1,535
86.3
Oct-15
5,788
2,791
48.2
1,781
1,534
86.1
Nov-15
5,806
2,898
49.9
1,786
1,541
86.3
Note: At NSE, number of companies traded also includes the number of companies not available for trading but permitted to trade
only in the first week of every month.
Source: BSE and NSE
1198
DECEMBER
SEBI BULLETIN
2015
CNX Nifty
CNX 500
2014-15
0.9
0.9
0.9
0.9
1.1
0.9
2015-16$
1.1
1.2
1.2
1.1
1.2
1.1
Apr-15
0.9
0.9
0.9
0.8
1.0
0.8
May-15
1.1
1.1
1.1
1.1
1.5
1.1
Jun-15
1.0
1.0
1.0
0.9
1.0
0.9
Jul-15
0.9
1.0
1.0
0.8
0.8
0.8
Aug-15
1.6
1.7
1.8
1.5
2.2
1.7
Sep-15
1.3
1.3
1.2
1.1
1.2
1.1
Oct-15
0.5
0.6
0.6
0.7
0.6
0.6
Nov-15
0.5
0.8
0.7
0.7
0.8
0.7
Note: Volatility is calculated as the standard deviation of the natural log of daily returns in indices for the respective period.
$ indicates as on November 30, 2015.
Source: BSE and NSE.
Table 30: Percentage Share of Top N Securities/Members in Turnover of Cash Segment (percent)
Year/Month
Top
BSE
5
10
25
NSE
50
100
10
25
50
100
77.4
Securities
2014-15
13.4
18.6
30.3
42.3
57.5
12.5
21.9
40.6
59.3
2015-16$
11.0
17.3
30.7
43.5
58.9
11.0
19.4
36.2
53.2
71.8
Apr-15
16.7
23.0
36.6
50.0
64.4
18.5
27.7
44.2
58.6
75.1
May-15
16.4
23.2
37.4
51.5
66.9
12.5
21.9
41.5
58.6
77.5
Jun-15
14.7
22.8
37.9
51.5
67.6
13.2
23.0
39.9
56.4
75.5
Jul-15
11.7
17.5
29.2
41.2
55.4
10.9
19.4
34.5
49.3
67.9
Aug-15
9.9
16.1
28.7
41.8
58.4
11.0
19.4
36.2
53.2
71.8
Sep-15
13.5
21.1
37.4
51.8
68.3
12.5
21.9
39.8
57.6
77.0
Oct-15
12.9
18.8
31.5
44.2
59.1
13.1
21.8
38.2
53.8
72.1
Nov-15
12.6
18.9
31.9
44.8
58.7
13.6
23.1
40.7
55.2
73.3
2014-15
17.7
28.4
47.4
64.1
77.9
14.7
25.4
45.4
63.5
79.4
2015-16$
21.8
31.8
51.2
66.3
79.4
18.4
30.1
52.1
69.0
82.2
Apr-15
19.5
32.0
52.2
67.7
80.4
20.6
32.3
53.7
69.4
82.5
May-15
22.1
34.2
55.0
69.7
81.3
18.7
31.2
54.6
70.7
83.4
Jun-15
26.4
36.2
55.0
68.6
80.5
17.8
29.2
52.0
68.7
81.8
Jul-15
20.2
30.5
48.9
64.0
78.0
16.8
27.2
48.8
66.0
80.1
Aug-15
26.6
36.8
54.1
67.9
80.3
18.4
30.1
52.1
69.0
82.2
Sep-15
24.0
34.6
54.2
69.1
81.9
19.9
32.3
52.7
69.5
82.7
Oct-15
21.6
31.7
49.5
64.5
79.0
17.0
27.6
48.8
66.6
81.1
Nov-15
22.2
31.6
50.3
64.8
78.7
16.1
27.4
50.4
67.4
81.6
Members
Notes: 1. Data for Top N scrips has been compiled for all markets except Auction market & Retail Debt Market and includes series
EQ, BE,BT, BL and IL.
$ indicates as on November 30, 2015.
Source: BSE and NSE
1199
286
64,993
61,304
48,261
73,701
70,989
55,679
48,330
65,252
4,88,509
8,60,695
4,32,112
32,815
27,383
22,264
33,726
33,679
25,678
23,548
36,552
2,35,644
50.5
44.7
46.1
45.8
47.4
46.1
48.7
56.0
48.2
50.2
50,799
58,143
54,426
73,822
70,254
60,370
60,605
67,421
4,95,840
8,58,895
Value
Settled
(` crore)
14,931
17,509
18,917
24,243
23,913
21,683
21,877
23,903
1,66,976
2,99,835
Delivered
Value
(` crore)
1200
1,313
1,56,629
1,76,934
1,58,420
2,19,788
1,89,232
1,81,627
1,47,969
1,60,312
13,90,911
44,44,676
Quantity
Settled
(Lakh)
27.4
26.3
28.2
44,239
27.6
28.8
29.2
29.1
30.7
31.0
28.8
46,569
43,795
63,304
55,200
52,800
45,494
49,683
4,01,086
12,19,594
3,00,308
3,32,080
3,27,141
4,21,685
3,67,727
3,67,299
3,33,999
3,67,382
28,17,621
82,14,629
Value
Settled
(` crore)
32,815
27,277
22,264
33,725
33,669
25,677
23,548
36,497
2,35,472
4,32,017
Delivered
Quantity
in
Demat
Mode
(Lakh)
100.0
99.6
100.0
100.0
100.0
100.0
100.0
99.9
99.9
100.0
14,931
17,508
18,917
24,242
23,907
21,683
21,877
23,874
1,66,938
2,99,818
100.0
100.0
100.0
100.0
100.0
100.0
100.0
99.9
100.0
100.0
46
50
71
72
93
53
56
62
503
878
0.1
0.2
0.3
0.0
0.3
0.2
0.2
0.2
1.6
0.2
89,424
94,445
96,542
1,24,857
1,08,896
1,15,501
1,02,359
1,23,383
8,55,406
24,22,737
29.5
29.8
28.4
29.5
29.6
29.6
31.4
30.6
33.6
30.4
44,157
46,506
43,704
63,222
55,113
52,712
45,268
49,574
4,00,254
12,18,107
100
100
100
100
100
100
100
100
100
99.8
89,352
94,388
96,467
1,24,757
1,08,815
1,15,394
1,02,257
1,23,312
8,54,741
24,17,161
99.8
100.0
100.0
100.0
100.0
100.0
100.0
100.0
100.0
99.9
83
63
92
83
87
87
226
110
830
1,678
0.2
0.1
0.2
0.1
0.2
0.2
0.5
0.2
1.7
0.1
24,536
25,526
31,317
36,938
32,064
35,510
35,190
47,298
2,68,379
6,94,577
Funds
Pay-in
(` crore)
4,906
6,125
8,669
7,987
8,631
10,313
9,587
9,458
65,676
1,11,528
108
107
107
107
106
105
105
104
108
3,264
89,424
94,445
96,542
1,24,857
1,08,896
1,15,501
1,02,359
1,23,383
8,55,406
24,22,737
159
154
153
153
149
149
129
125
159
125
Settlement
Securities
Guarantee
Pay-in
Fund
(` crore)
(` crore)
14,931
17,509
18,917
24,243
23,913
21,683
21,877
23,903
1,66,976
2,99,835
Percent
Percent
Percent
of Demat Delivered of Demat
Short
of Short
Settlement
Delivered Value in Delivered Delivery
Funds Securities
Delivery
Guarantee
Quantity
Demat
Value to (Auctioned
Pay-in
Pay-in
to
Fund
to Total
Mode
Total
quantity)
(` crore) (` crore)
Delivery
(` crore)
Delivered (` crore) Delivered
(Lakh)
Quantity
Quantity
Value
Percent
Percent
Percent
Percent
Delivered of Demat Delivered of Demat
Short
of
of Short
Delivered
Quantity Delivered Value in Delivered Delivery
Delivered
Delivery
in Demat Quantity Demat
Value to (Auctioned
Value
Value to
to
(` crore)
Mode
to Total
Mode
Total
quantity)
Total
Delivery
(Lakh)
Delivered (` crore) Delivered (Lakh)
Quantity
Turnover
Quantity
Value
29.4
30.1
34.8
32.8
34.0
35.9
36.1
35.5
33.7
34.9
Percent
of
Delivered
Value to
Total
Turnover
SEBI BULLETIN
Nov-15
1,711
Jul-15
1,475
1,570
Jun-15
Oct-15
1,430
May-15
1,864
1,489
Apr-15
1,497
12,348
2015-16$
Sep-15
34,961
2014-15
Aug-15
No. of
Trades
(Lakh)
Year/
Month
Percent of
Delivered Delivered
Quantity Quantity
(Lakh)
to Traded
Quantity
311
Nov-15
Jul-15
Oct-15
374
Jun-15
393
292
May-15
275
326
Apr-15
Sep-15
539
2015-16$
Aug-15
7,146
2,796
2014-15
No. of
Trades
(Lakh)
Year/
Month
Percent of
Quantity Delivered Delivered
Settled Quantity Quantity
(Lakh)
(Lakh) to Traded
Quantity
DECEMBER
2015
20
19
Oct-15
Nov-15
Stock Futures
7,790
22,040
20,747
19,761
26,905
50,411
53,420
63,480
2,64,554
12,27,926
405
958
799
818
1,129
2,053
2,202
2,665
11,028
48,632
332
2,638
4,742
5,371
6,283
10,419
11,378
9,018
50,181
3,05,714
16
52
93
144
168
246
286
260
1,265
9,794
1201
14,88,080
10,51,513
33,94,077
95,81,623
1,67,80,276
95,07,409
51,59,682
51,49,065
5,21,11,725
20
19
Nov-15
Stock Futures
Call
Index Options
Put
4,40,825
69,46,843
24,51,200
50,74,511
22,410
2,74,380
89,611
2,09,210
5,88,603
2,13,509
1,69,596
1,62,023
Call
37,518
49,309
69,293
1,26,803
2,12,540
1,98,110
1,22,338
78,778
894,689
Put
30,652
36,781
26,344
1,62,391
4,17,703
3,40,627
1,79,572
86,126
12,80,196
27,00,450
Stock Options
1,843
1,416
1,901
3,421
6,069
5,512
3,588
2,313
26,063
93,854
1,650
1,061
628
4,544
10,803
9,248
5,418
2,904
6,30,200
3,98,924
3,88,216
1,05,526
3,22,277
2,27,665
6,26,775
272
244
63
43
230
231
259
512
272
1,001
Open Interest at
the end of month
5,229
4,569
1,609
1,022
5,768
6,022
6,373
13,886
5,229
26,719
51,39,901 2,89,439 1,18,76,912 5,97,633 2,92,69,261 17,49,524 2,52,28,432 14,47,834 33,15,699 1,76,221
1,15,02,566 3,35,582 2,07,17,819 6,27,671 6,71,66,048 16,45,579 6,61,38,404 15,34,880 64,45,041 1,89,173
1,84,92,427 4,58,217 2,24,54,408 5,70,325 8,83,63,485 19,90,521 8,58,39,253 17,93,281 54,94,359 1,48,033
1,71,67,226 4,35,123 2,70,86,931 7,34,924 10,17,69,994 23,33,608 9,48,32,542 20,57,355 77,42,394 2,24,715
1,47,89,002 3,91,736 2,58,41,503 7,19,881 9,36,22,788 21,96,365 9,29,55,897 20,74,041 74,01,276 2,15,683
1,58,54,676 4,03,910 2,36,88,366 6,12,250 9,68,28,143 22,11,374 9,36,79,801 20,30,599 60,38,427 1,60,449
1,47,55,189 3,76,624 2,38,11,852 6,28,531 8,94,87,844 20,45,005 8,81,02,966 19,07,518 58,47,902 1,62,059
1,46,79,503 3,85,464 2,17,04,444 6,76,410 10,17,80,061 23,53,554 9,00,01,816 20,00,402 56,66,759 1,89,341
17,40,663
35,40,218
29,35,869
32,05,751
31,23,924
29,89,704
11,23,80,490 30,76,095 17,71,82,235 51,67,624 66,82,87,624 1,65,25,530 63,67,79,111 1,48,45,909 4,79,51,857 14,65,673 2,55,08,183 7,31,326 166,80,89,500 4,18,12,156 32,79,662 1,81,087
12,93,14,318 41,09,471 23,76,04,741 82,91,766 70,14,16,670 2,07,71,439 67,72,26,193 1,91,51,224 6,12,04,473 22,43,382 3,02,74,736 10,39,170 183,70,41,131 5,56,06,453 68,37,326 1,79,344
Turnover No. of
Value
(` crore) Contracts (` crore)
Total
20,05,197
81,09,124
59,66,403
1,49,70,460
3,17,40,117 13,27,202
1,54,23,676
97,29,507
93,30,991
9,72,75,475 40,26,784
Open Interest at
the end of month
Turnover No. of
Value
(` crore) Contracts (` crore)
Total
No. of
Turnover No. of
Turnover No. of
Turnover
No. of
Turnover No. of Turnover No. of Turnover No. of
Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts
Index Futures
79,201
44,410
1,34,633
4,08,639
Put
SEBI BULLETIN
20
Oct-15
22
Jun-15
Sep-15
20
May-15
23
19
Apr-15
21
164
2015-16$
Aug-15
243
2014-15
Jul-15
No. of
Trading
Days
53,16,700
42,03,117
7,20,430 1,42,96,410
3,99,633
2,17,833
39,44,524
Stock Options
Turnover No. of Turnover No. of Turnover No. of
(` crore) Contracts (` crore) Contracts (` crore) Contracts
Call
Year/
Month
Put
No. of
Contracts
Index Options
Turnover
(` crore)
Call
Index Futures
20
22
Jun-15
Sep-15
20
May-15
23
19
Apr-15
21
164
2015-16$
Aug-15
243
2014-15
Jul-15
No. of
Trading
Days
Year/
Month
Table 33: Trends in Equity Derivatives Segment at BSE (Turnover in Notional Value)
DECEMBER
2015
Stock Futures
Calls
Index Options
Puts
Calls
Stock Options
Puts
Total Turnover
180
6-Nov-15
1202
132
128
176
203
210
116
116
4,360
204
448
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
24
11
227
11
10
25
16
18
23
51
54
10
50
13
15
14
13
16
10
14
60,972
80,897
51,845
2,39,630
1,43,571
36,157
28,434
1,11,830
1,22,859
94,070
91,284
80,605
15,885
46,796
68,668
63,721
57,924
70,388
22,544
3,332
4,358
2,763
12,654
7,618
1,919
1,512
5,839
6,507
4,979
4,793
4,253
840
2,499
3,674
3,444
3,145
3,840
1,234
622
153
28,620
69,211
37,858
70,520
57,200
63,131
412
1,722
404
20,237
256
240
479
38,654
13,737
37,369
33
1,445
3,510
1,911
3,549
2,877
3,185
21
88
21
1,027
13
13
25
2,013
721
1,951
472
3,067
2,780
1,091
3,364
3,988
3,474
922
1,039
715
1,081
938
296
2,239
1,548
3,190
1,820
1,421
4,073
23
158
148
56
162
194
165
47
48
37
51
46
15
109
74
151
97
62
198
1,256
1,945
2,714
2,635
925
1,959
3,016
1,707
661
2,632
914
310
1,217
1,049
2,665
1,229
661
1,276
1,881
69
104
139
139
49
109
152
93
37
139
48
20
65
59
143
68
37
76
106
85,839
85,417
3,17,057
1,87,598
1,11,716
91,327
1,79,115
1,26,208
95,588
96,864
83,360
36,777
50,703
71,626
70,245
99,944
86,370
65,321
64,122
4,618
4,472
16,588
9,838
5,718
4,677
9,234
6,679
5,060
5,077
4,393
1,903
2,696
3,826
3,772
5,341
4,669
3,462
3,504
5,229
4,848
8,437
5,773
5,528
5,408
9,698
5,994
5,113
5,238
5,022
4,827
6,167
4,784
4,785
7,670
5,013
4,800
4,865
272
252
440
297
285
280
498
304
265
270
257
250
314
249
251
403
265
255
258
Notes: 1. Index Futures, Index Options, Stock Options and Stock Futures were introduced in October 2000, October 2001, October 2001 & November 2001, respectively.
2. Open interest value is computed as Underlying close price* Quantity.
3. Notional Turnover = (Strike Price + Premium) * Quantity.
Source : BSE.
42
494
11-Nov-15
115
303
5-Nov-15
179
161
4-Nov-15
10-Nov-15
56
9-Nov-15
167
3-Nov-15
Value
(` crore)
Open Interest at
the end of the day
No. of
Turnover No. of
Turnover No. of
Turnover No. of
Turnover No. of
Turnover No. of
Turnover
No. of
Turnover No. of
Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts (` crore) Contracts (` crore) contracts
2-Nov-15
Date
Index Futures
DECEMBER
SEBI BULLETIN
2015
1203
2,06,307
2,09,836
2,53,342
2,58,321
3,58,687
2,67,420
39,889
2,04,938
2,74,190
2,44,373
3,11,773
2,97,766
3,79,982
3,68,543
3,80,431
4,25,990
2,63,576
1,83,358
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
11-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Calls
Index Options
7,50,999
5,64,640
5,19,519
4,93,800
4,72,327
4,65,055
83,617
4,86,875
5,67,351
5,87,792
4,45,912
4,40,084
4,24,688
4,74,770
10,435
14,821
5,26,257
4,85,820
24,133 15,41,282
21,487 13,87,280
20,897 11,58,844
21,289
16,702
17,315
13,665
15,281
11,319
2,223
14,952
20,180
14,623
14,326
12,018
11,748
12,025
28,051
24,805
77,138
69,337
57,633
37,749
28,266
25,750
24,657
23,393
23,237
4,206
24,241
28,471
28,970
22,785
22,992
21,864
24,087
6,70,902
9,66,806
31,46,234
25,34,081
19,88,929
25,49,755
20,46,763
20,73,776
16,33,081
16,04,512
12,32,366
1,75,685
16,37,500
21,36,843
13,31,134
11,22,161
7,95,903
8,00,636
8,22,194
41,165
58,858
1,84,243
1,49,072
1,17,459
1,50,781
1,20,740
1,22,572
97,154
94,991
73,595
10,585
98,697
1,29,396
81,553
69,058
49,156
49,517
50,929
5,80,430
8,93,095
33,25,219
23,05,744
18,51,371
23,76,467
17,63,012
17,08,417
12,71,741
12,71,025
9,16,453
1,14,615
11,73,018
15,79,298
10,29,797
9,35,599
6,87,564
6,48,915
7,96,652
Calls
Stock Options
Puts
33,320
50,936
1,91,682
1,32,647
1,06,206
1,36,365
1,00,445
97,263
72,664
72,235
52,101
6,594
67,390
90,359
59,300
54,101
40,096
37,717
46,414
1,27,918
1,28,100
2,63,127
2,03,239
1,90,709
2,38,228
1,99,956
2,06,383
1,82,246
1,86,986
1,81,989
30,109
1,95,450
2,06,805
2,20,302
1,50,580
1,39,046
1,24,566
1,39,960
7,363
6,953
13,886
10,698
9,979
12,307
10,362
10,732
9,532
9,724
9,653
1,612
10,391
11,014
11,527
8,294
7,853
6,797
7,544
56,742
59,119
1,54,188
1,05,582
1,04,300
1,24,207
1,17,038
1,05,964
85,855
88,172
94,964
13,651
99,660
1,08,641
1,29,582
85,881
68,843
61,768
76,506
2,928
2,935
7,778
5,349
5,238
6,157
5,739
5,215
4,202
4,308
4,693
675
4,908
5,379
6,207
4,294
3,543
3,097
3,760
Puts
Turnover No. of
Turnover
No. of
Turnover
No. of
(` crore) Contracts (` crore) Contracts (` crore) Contracts
Stock Futures
21,45,607
27,96,516
88,56,040
69,16,357
56,62,696
64,19,638
49,89,175
49,25,832
39,11,096
38,97,212
30,95,765
4,57,566
38,59,923
49,57,625
35,56,928
29,93,475
23,41,276
22,66,880
25,21,261
No. of
Contracts
Open Interest at
the end of the day
1,23,262 32,79,662
1,59,308 31,44,808
4,98,860 28,96,629
3,88,591 45,63,202
3,17,413 45,27,575
3,64,648 43,88,082
2,82,254 43,73,029
2,78,846 43,66,354
2,21,874 42,19,247
2,19,931 41,64,556
1,74,598 40,96,766
25,895 40,42,595
2,20,580 40,07,273
2,84,800 38,57,820
2,02,179 38,16,193
1,72,858 36,72,824
1,35,658 35,06,943
1,30,741 34,17,346
1,44,759 33,07,376
1,81,087
1,73,403
1,58,239
2,48,537
2,47,033
2,39,237
2,37,863
2,34,314
2,29,567
2,25,907
2,20,708
2,19,436
2,15,930
2,11,255
2,09,831
2,02,023
1,95,234
1,90,598
1,84,274
Turnover No. of
Value
(` crore) contracts (` crore)
Total Turnover
Notes: 1. Index Futures, Index Options, Stock Options and Stock Futures were introduced in September 2000, September 2001, September 2001 and November 2001,
respectively.
2. Open interest value is computed as Underlying close price*Quantity.
3. Notional Value of Outstanding Contracts for OPTSTK - Open Interest * Close price of Underlying security.
4. Notional Value of Outstanding Contracts for OPTIDX - Open Interest * Close price CNX Nifty.
5. Notional Turnover = (Strike Price + Premium) * Quantity.
Source : NSE.
2,11,179
3-Nov-15
No. of
Contracts
2-Nov-15
Date
Index Futures
DECEMBER
SEBI BULLETIN
2015
39
Jun-15
25
Oct-15
Nov-15
21
Final
Settlement
1204
228
195
235
395
715
1,444
1,470
959
5,641
36,301
Premium
Settlement
49
Exercise
Settlement
Index/Stock Options
256
219
241
409
742
1,485
1,562
1,046
5,960
37,268
Total
15
15
15
15
15
15
14
14
15
365
Settlement
Gurantee
Fund
4,473
4,199
8,075
10,287
7,208
6,935
7,853
6,451
55,482
75,766
MTM
Settlement
115
111
71
349
146
68
93
146
1,099
1,754
Final
Settlement
Index/Stock Futures
86.4
69.4
58.2
59.8
Aug-15
Sep-15
Oct-15
Nov-15
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
FII
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Mutual Funds
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Banks
40.2
41.8
30.6
13.6
8.1
2.6
3.3
3.1
13.7
3.4
11.3
Others
85.5
87.6
41.5
60.9
59.0
42.0
57.1
90.3
85.0
67.1
66.9
Pro
97
80
132
216
126
518
99
161
1,429
2,835
Exercise
Settlement
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
FII
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Mutual Funds
5,817
5,494
9,680
12,247
8,473
8,945
9,116
7,847
67,620
95,654
Total
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Banks
1,133
1,103
1,402
1,395
993
1,424
1,071
1,089
9,609
15,299
Premium
Settlement
Index/Stock Options
NSE
14.5
12.4
58.5
39.1
41.1
58.0
42.9
9.7
15.0
32.9
33.1
Others
777
754
750
558
547
542
517
514
777
489
Settlement
Gurantee
Fund
SEBI BULLETIN
Source: BSE.
97.4
91.9
Jul-15
96.7
May-15
Jun-15
86.3
96.9
Mar-15
Apr-15
88.7
96.6
Feb-15
Pro
Jan-15
Month
Table 38: Category-wise Share of Turnover & Open Interest in Equity Derivative Segment of BSE
22
Sep-15
26
90
May-15
14
84
Apr-15
Aug-15
304
Jul-15
897
2015-16$
MTM
Settlement
Index/Stock Futures
2014-15
Year/
Month
BSE
Table 37: Settlement Statistics in Equity Derivatives Segment at BSE and NSE (` crore)
DECEMBER
2015
Pro
51.1
51.5
50.9
47.7
51.7
51.3
50.4
50.0
50.0
49.3
48.8
FII
10.7
10.3
11.1
13.8
9.2
9.3
9.1
10.2
11.1
9.4
13.1
1205
100.0
98.0
100.0
100.0
100.0
100.0
100.0
100.0
100.0
100.0
BSE 30 SENSEX
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
BSE BANKEX
Source: NSE.
NIFTY
86.6
84.2
83.9
86.8
86.7
85.2
85.2
85.7
82.2
83.3
85.9
CNXIT
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
BANKNIFTY
13.4
15.8
16.1
13.1
13.3
14.8
14.8
14.2
17.8
16.7
14.0
NFTYMCAP50
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
FTSE100
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
S&P500
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
MICEX
Index Futures
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
DJIA
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
FTSE/JSE
Top 40 Futures
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
India VIX
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
IBOVESPA
Futures
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Others
45.7
47.1
46.3
44.3
42.6
42.4
42.6
39.8
40.5
42.0
41.9
SEBI BULLETIN
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Month
Pro
13.9
13.5
13.6
14.5
14.6
15.7
13.5
15.4
15.9
15.2
15.3
Others
38.0
37.8
37.6
38.3
38.8
39.0
40.0
39.3
35.5
40.8
37.4
BSE TECK
INDEX
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Source: BSE.
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Month
Source: NSE.
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Month
Table 39: Category-wise Share of Turnover & Open Interest in Equity Derivative Segment of NSE
DECEMBER
2015
20
20
20
19
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
2,98,24,019
3,10,87,546
3,51,66,561
4,28,15,782
2,88,23,508
3,24,24,567
3,33,32,687
3,10,55,906
26,45,30,576
35,55,88,963
No. of
Contracts
2,00,810
2,07,049
2,38,260
2,85,653
1,89,031
2,12,345
2,18,201
2,00,187
17,51,536
22,47,992
Turnover
(` crore)
Currency Futures
1,05,66,198
1,45,92,078
1,20,19,700
1,30,43,254
94,19,991
1,03,80,244
93,83,506
89,39,607
8,83,44,578
7,18,56,444
No. of
Contracts
Call
70,686
96,306
80,610
86,042
60,845
67,276
60,655
56,956
5,79,376
4,48,303
Turnover
(` crore)
1206
20
19
Oct-15
Nov-15
25,66,539
31,14,256
40,55,688
50,59,012
43,02,432
54,56,291
51,58,356
54,73,546
3,51,86,120
10,01,05,414
No. of
Contracts
17,249
20,720
27,433
33,807
28,213
35,483
33,580
35,144
2,31,629
6,31,641
Turnover
(` crore)
Currency Futures
1,55,725
1,42,971
1,06,899
1,60,115
1,28,853
1,19,800
1,73,119
2,77,170
12,64,652
16,38,739
No. of
Contracts
Call
1,041
948
715
1,052
831
777
1,123
1,765
8,252
10,146
Turnover
(` crore)
1,48,909
1,04,849
1,17,647
1,43,192
1,20,637
1,44,385
1,58,860
1,64,321
11,02,800
13,24,190
No. of
Contracts
Currency Options
Put
Put
985
683
778
924
769
920
1,008
1,019
7,086
8,139
Turnover
(` crore)
64,216
54,623
53,289
75,332
32,888
32,640
40,924
41,476
3,95,387
3,27,612
Turnover
(` crore)
28,71,173
33,62,076
42,80,234
53,62,319
45,51,922
57,20,476
54,90,335
59,15,037
3,75,53,572
10,30,68,343
No. of
Contracts
5,01,06,857
5,40,30,982
5,52,21,228
6,74,20,891
4,33,85,483
4,78,99,181
4,91,23,598
4,65,77,416
41,37,65,636
48,06,64,694
No. of
Contracts
Total
19,275
22,351
28,926
35,783
29,813
37,180
35,710
37,928
2,46,967
6,49,925
Turnover
(` crore)
3,35,711
3,57,978
3,72,159
4,47,028
2,82,764
3,12,262
3,19,780
2,98,618
27,26,300
30,23,908
Turnover
(` crore)
Total
21,700
10,771
10,482
11,642
13,691
20,127
19,525
21,788
21,700
20,793
Value
(` crore)
2,56,434
3,61,081
2,18,964
2,99,812
5,61,640
5,82,372
3,59,068
4,32,543
2,56,434
3,61,160
No. of
Contracts
1,728
2,383
1,455
2,019
3,652
3,758
2,327
2,783
1,728
2,292
Value
(` crore)
32,20,553
16,16,045
15,58,377
17,05,226
20,83,838
31,03,419
30,17,932
33,77,620
32,20,553
32,86,590
No. of
Contracts
SEBI BULLETIN
20
Sep-15
22
Jun-15
23
19
May-15
20
18
Apr-15
Aug-15
161
2015-16$
Jul-15
238
No. of
Trading
Days
2014-15
Year/Month
97,16,640
83,51,358
80,34,967
1,15,61,855
51,41,984
50,94,370
64,07,405
65,81,903
6,08,90,482
5,32,19,287
No. of
Contracts
Currency Options
Notes: 1. Trading Value :- For Futures, Value of contract = Traded Qty*Traded Price.
2. For Options, Value of contract = Traded Qty*(Strike Price+Traded Premium)
$ indicates as on November 30, 2015.
Source: NSE.
22
23
Jun-15
18
19
May-15
161
2015-16$
Apr-15
238
2014-15
Year/Month
No. of
Trading
Days
DECEMBER
2015
20
20
20
19
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
2,03,50,866
2,05,49,992
2,28,14,502
2,78,02,763
1,88,95,627
2,17,96,194
2,08,19,151
2,10,69,185
17,40,98,280
21,24,34,540
No. of
Contracts
34,36,090
46,77,718
44,89,521
58,68,030
79,23,900
47,06,291
64,44,406
31,73,211
4,07,19,167
3,90,99,057
No. of
Contracts
Call
22,924
30,795
30,063
38,757
51,467
30,667
41,756
20,274
2,66,702
2,49,260
Turnover
(` crore)
Put
33,39,141
33,03,619
23,07,650
78,20,958
62,97,784
67,96,143
1,06,35,581
1,17,06,754
5,22,07,630
5,76,42,446
No. of
Contracts
Currency Options
1207
23,74,918
16,98,971
13,57,463
18,80,478
12,26,333
19,25,259
13,73,595
1,77,511
9,12,884
13,99,520
11,96,948
11,68,417
14,13,267
21,00,365
23,58,326
23,41,541
25,37,240
13,37,128
10,43,855
No. of
Contracts
15,839
11,334
9,083
12,514
8,294
12,969
9,202
1,187
6,177
9,453
8,088
7,927
9,602
14,136
15,853
15,770
17,152
9,122
7,108
Traded Value
(` crore)
6,15,001
4,70,335
4,12,724
7,13,533
5,34,332
7,47,323
4,33,542
1,14,090
3,43,652
6,13,095
4,09,426
5,73,288
4,04,064
6,14,059
7,51,701
7,27,179
9,85,950
7,41,848
3,61,056
No. of
Contracts
4,084
3,127
2,742
4,744
3,560
5,003
2,905
762
2,296
4,090
2,728
3,823
2,690
4,089
5,033
4,878
6,639
5,047
2,448
7,47,581
4,59,096
2,41,882
5,09,184
2,44,818
13,05,639
3,82,620
1,38,210
2,98,176
4,77,397
3,64,418
5,50,467
4,72,872
5,51,806
8,26,093
6,56,405
6,01,338
5,40,337
3,48,301
No. of
Contracts
Currency Option
Traded Value
(`crore)
Calls
4,904
3,017
1,583
3,343
1,609
8,614
2,532
915
1,970
3,151
2,406
3,634
3,125
3,647
5,469
4,350
4,003
3,618
2,328
Traded Value
(` crore)
Puts
37,37,500
26,28,402
20,12,069
31,03,195
20,05,483
39,78,221
21,89,757
4,29,811
15,54,712
24,90,012
19,70,792
22,92,172
22,90,203
32,66,230
39,36,120
37,25,125
41,24,528
26,19,313
17,53,212
No. of
Contracts
24,827
17,478
13,408
20,600
13,462
26,586
14,639
2,863
10,443
16,695
13,222
15,383
15,417
21,872
26,356
24,997
27,793
17,787
11,884
5,244
4,730
4,172
4,767
6,060
7,099
4,939
5,813
5,244
4,161
Value
(` crore)
32,92,343
35,81,369
36,62,936
40,02,933
41,44,862
44,17,397
46,45,546
46,33,785
46,16,327
46,36,403
46,76,359
49,18,286
51,29,434
54,32,601
61,17,674
67,83,837
27,35,118
30,88,310
32,20,553
21,832
23,724
24,253
26,558
27,499
29,544
31,037
30,897
30,748
30,869
31,092
32,795
34,170
36,173
40,838
45,235
18,417
20,822
21,700
Value
(` crore)
7,84,111
7,24,872
6,34,015
7,18,303
9,46,600
11,11,945
7,74,450
8,92,319
7,84,111
6,64,668
No. of
Contracts
No. of Contracts
1,80,138
1,86,708
1,97,052
2,70,931
2,12,065
2,12,632
2,41,997
2,25,797
17,27,318
19,08,544
Turnover
(` crore)
Traded Value
(` crore)
Total Turnover
2,71,26,097
2,85,31,329
2,96,11,673
4,14,91,751
3,31,17,311
3,32,98,628
3,78,99,138
3,59,49,150
26,70,25,077
30,91,76,043
No. of
Contracts
Total
SEBI BULLETIN
Source: NSE
2-Nov-15
3-Nov-15
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
11-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Date
Currency Futures
22,119
21,692
15,367
49,976
39,771
42,183
66,859
72,410
3,30,377
3,52,256
Turnover
(` crore)
Table 45: Daily Trends of Currency Derivatives Trading at NSE during November 2015
1,35,094
1,34,221
1,51,622
1,82,198
1,20,827
1,39,782
1,33,382
1,33,113
11,30,239
13,07,077
Turnover
(` crore)
Currency Futures
22
23
Jun-15
18
19
May-15
161
2015-16$
Apr-15
238
2014-15
Year/Month
No. of
Trading
Days
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
Table 46: Daily Trends of Currency Derivatives Trading at MSEI during November 2015
Currency Options
Currency
Futures
Date
Call
Total Turnover
Put
No. of
Contracts
No. of
Contracts
Turnover
(` crore)
No. of
Contracts
Turnover
(` crore)
Turnover
(` crore)
No. of
Contracts
Turnover
(` crore)
No. of
contracts
Value
(` crore)
2-Nov-15
1,68,762
1,130
17,305
115
1,87,070
1,251
3,41,801
2,271
3-Nov-15
1,37,440
931
337
4-Nov-15
90,099
607
2,279
15
131
1,37,908
934
3,23,585
2,150
125
92,503
623
3,27,443
2,171
5-Nov-15
1,12,315
750
24,994
166
21,012
139
1,58,321
1,056
3,65,715
2,431
6-Nov-15
1,59,659
1,072
17,862
119
9,288
62
1,86,809
1,252
3,94,590
2,619
9-Nov-15
2,450
1,003
2,31,065
1,552
12,015
80
20,436
135
2,63,516
1,768
3,66,072
10-Nov-15
92,256
618
17,674
118
20,137
134
1,30,067
870
3,98,658
2,665
11-Nov-15
14,339
96
1,568
10
480
16,387
110
4,05,957
2,706
13-Nov-15
68,785
463
2,031
14
1,700
11
72,516
488
4,04,484
2,698
16-Nov-15
1,06,068
713
2,554
17
2,522
17
1,11,144
747
4,09,706
2,728
17-Nov-15
1,08,800
731
221
9,560
62
1,18,581
795
4,11,270
2,737
18-Nov-15
1,08,297
727
2,640
18
15,857
103
1,26,794
848
4,36,632
2,914
19-Nov-15
1,85,349
1,241
7,755
52
8,860
58
2,01,964
1,351
4,76,368
3,175
20-Nov-15
1,53,926
1,030
7,731
52
8,175
54
1,69,832
1,135
5,19,440
3,461
23-Nov-15
1,19,689
810
1,233
4,428
29
1,25,350
848
5,22,354
3,488
24-Nov-15
1,78,212
1,196
8,580
57
5,641
37
1,92,433
1,291
5,38,871
3,593
26-Nov-15
3,63,112
2,439
1,823
12
2,457
16
3,67,392
2,468
5,61,892
3,756
27-Nov-15
1,02,670
695
19,156
130
10,116
68
1,31,942
893
2,54,211
1,716
30-Nov-15
65,696
447
7,967
54
6,981
47
80,644
548
2,56,434
1,728
Source: MSEI
Table 47: Daily Trends of Currency Derivatives trading at BSE during November 2015
Currency Futures
Date
No. of
Traded Value
Contracts
(` crore)
Currency Option
Total Turnover
Calls
Puts
No. of
Traded Value
No. of
Traded Value
No. of
Traded Value
Contracts
(` crore)
Contracts
(` crore)
Contracts
(` crore)
Value
(` crore)
2-Nov-15
15,15,259
9,978
2,05,971
1,365
3,10,616
2,036
20,31,846
13,379
7,90,087
5,176
3-Nov-15
11,70,980
7,716
2,29,509
1,522
1,06,202
701
15,06,691
9,938
8,53,407
5,588
4-Nov-15
10,49,625
6,913
1,81,756
1,206
87,076
579
13,18,457
8,698
8,01,332
5,257
5-Nov-15
12,49,606
8,245
2,22,346
1,475
2,58,863
1,706
17,30,815
11,425
8,90,289
5,850
6-Nov-15
8,93,417
5,906
1,61,700
1,074
1,26,748
846
11,81,865
7,826
8,72,813
5,746
9-Nov-15
12,46,800
8,312
1,69,058
1,130
2,66,072
1,761
16,81,930
11,203
10,48,933
6,961
10-Nov-15
8,47,704
5,647
1,36,872
916
1,65,859
1,103
11,50,435
7,665
11,07,070
7,348
11-Nov-15
71,940
477
18,681
125
7,589
50
98,210
652
11,02,813
7,320
13-Nov-15
6,43,611
4,274
88,392
590
97,842
647
8,29,845
5,511
10,17,366
6,732
16-Nov-15
9,76,800
6,474
1,60,400
1,069
1,31,976
873
12,69,176
8,416
9,92,162
6,568
17-Nov-15
10,75,650
7,121
1,90,598
1,268
1,85,442
1,224
14,51,690
9,613
10,39,624
6,863
18-Nov-15
9,92,901
6,592
2,33,081
1,553
2,25,143
1,490
14,51,125
9,635
12,12,566
8,020
19-Nov-15
10,29,294
6,828
2,12,840
1,416
2,20,151
1,452
14,62,285
9,696
13,15,491
8,700
20-Nov-15
12,75,039
8,456
3,24,605
2,161
2,22,678
1,482
18,22,322
12,100
13,59,243
8,988
23-Nov-15
15,00,324
9,974
2,70,635
1,804
3,95,401
2,611
21,66,360
14,390
13,70,379
9,096
24-Nov-15
14,65,543
9,751
1,34,533
900
1,27,786
848
17,27,862
11,499
13,80,855
9,170
26-Nov-15
14,42,128
9,641
1,71,674
1,158
1,67,101
1,118
17,80,903
11,917
6,80,584
4,534
27-Nov-15
11,15,389
7,493
1,79,635
1,218
1,59,376
1,076
14,54,400
9,787
7,70,475
5,148
30-Nov-15
7,88,856
5,297
1,43,804
974
77,220
515
10,09,880
6,786
7,84,111
5,244
Source: BSE.
1208
Currency Futures
Currency Options
MTM
Final
Premium Exercise
Settlement Settlement Settlement Settlement
4,802
44
591
152
4,200
100
567
236
477
16
55
18
479
3
58
15
484
1
52
16
629
1
49
11
810
14
118
76
393
11
87
19
517
5
71
39
412
49
77
42
5,589
5,103
565
556
552
690
1,018
510
632
580
Total
1209
USDINR
11,231
2,05,693
3,11,327
2,75,011
2,95,486
2,85,518
2,56,666
4,20,324
3,46,529
3,36,448
3,18,952
EURINR
11,112
7,215
11,224
10,827
10,694
13,147
12,495
12,310
11,864
9,934
7,633
GBPINR
4,222
9,238
11,498
10,753
11,408
10,647
11,455
11,779
11,129
9,811
7,858
Source: MSEI
USDINR
38,532
26,657
37,744
34,776
33,039
34,437
26,121
32,751
26,552
20,332
18,239
EURINR
1,794
986
1,635
1,368
1,227
1,487
1,964
1,533
1,145
990
407
GBPINR
2,409
1,829
2,309
1,551
1,272
1,076
1,587
1,362
1,045
895
580
Turnover (`crore)
JPYINR
754
454
493
232
173
180
142
138
184
134
49
USDINR
4,73,673
5,11,791
3,50,505
4,22,103
3,45,548
5,65,778
5,44,219
2,90,570
2,13,832
3,55,092
2,52,260
USDINR
27,74,942
31,94,340
31,90,546
32,48,478
29,03,043
41,71,602
36,34,916
32,27,522
30,32,756
29,53,668
31,36,388
1,605
760
104
102
81
123
152
55
80
65
Total
7,030
4,345
545
621
427
529
650
555
568
450
Total
(` crore)
JPYINR
1,716
2,185
365
326
2,340
399
391
140
342
224
125
JPYINR
14,383
12,761
9,955
9,400
14,408
10,554
11,896
10,673
11,350
11,466
7,939
Currency Futures
Currency Options
MTM
Final
Premium Exercise
Settlement Settlement Settlement Settlement
1,940
22
5,052
16
2,131
37
2,101
77
251
7
285
2
262
2
355
1
232
0
190
5
284
1
242
2
403
7
213
27
222
5
314
14
272
3
277
15
203
12
226
10
BSE
SEBI BULLETIN
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Month
Source: NSE.
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Month
MSEI
Currency Futures
Currency options
MTM
Final
Premium Exercise
Settlement Settlement Settlement Settlement
1,548
13
36
8
712
12
25
11
99
3
2
0
99
1
2
0
76
0
3
2
120
0
2
0
140
2
5
5
51
1
3
1
76
1
2
1
53
3
6
2
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Year/
Month
NSE
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
Turnover (` crore)
Month
USDINR
Jan-15
3,16,702
Feb-15
Mar-15
EURINR
GBPINR
JPYINR
USDINR
7,19,869
EURINR
GBPINR
1,184
1,137
JPYINR
120
458
412
58
2,24,891
59
170
247
8,78,018
242
583
607
2,90,014
1,475
64
16
6,62,371
897
486
914
Apr-15
2,24,902
571
262
61
8,56,186
634
220
541
May-15
2,41,194
594
175
34
7,72,830
650
419
551
Jun-15
2,11,769
477
297
89
11,07,151
1,569
2,505
720
Jul-15
2,11,434
366
225
40
9,44,660
917
500
523
Aug-15
2,70,316
250
285
80
7,14,899
1,760
1,029
615
Sep-15
1,96,358
332
240
122
6,31,114
1,097
1,053
751
Oct-15
1,85,998
269
362
78
7,22,764
954
581
573
Nov-15
1,79,121
720
239
58
7,81,755
452
1,529
375
Source: BSE
Currency Futures
1 Month
2 Month
3 Month
Currency Options
> 3 months
1 Month
2 Month
3 Month
> 3 months
Jan-15
2,02,095
32,426
3,452
2,546
1,11,060
8,542
125
11
Feb-15
1,35,641
28,380
4,851
2,162
48,087
5,808
129
Mar-15
1,84,677
39,452
6,209
2,652
91,503
12,519
Apr-15
1,58,643
36,396
3,611
1,536
84,202
14,101
128
May-15
1,84,537
28,875
2,744
2,045
89,744
11,415
420
Jun-15
1,72,441
34,997
3,216
1,692
83,795
15,797
325
Jul-15
1,53,524
30,968
3,054
1,484
75,208
17,461
1,063
Aug-15
2,33,188
46,331
4,178
1,955
1,37,262
22,979
1,131
Sep-15
2,05,216
28,837
2,954
1,253
1,15,393
18,493
13
Oct-15
1,77,010
27,127
1,843
1,070
1,34,950
15,825
154
Nov-15
1,70,562
27,504
1,776
968
1,18,575
16,284
43
Source: NSE.
Currency Futures
Currency Options
1 Month
2 Month
3 Month
> 3 months
Jan-15
35,320
6,200
1,259
463
Feb-15
22,574
4,602
1,536
Mar-15
31,613
6,544
Apr-15
28,251
May-15
26,943
Jun-15
Jul-15
2 Month
3 Month
81
59
107
323
865
28
493
589
2,825
118
6,212
565
116
2,675
109
5,810
526
300
1,810
273
47
28,091
5,267
1,064
1,061
1,512
94
92
22,020
5,528
597
68
1,355
134
102
Aug-15
28,121
5,212
429
45
1,670
298
Sep-15
21,740
2,838
1,206
1,649
1,208
285
Oct-15
16,860
3,717
106
38
1,420
211
Nov-15
14,199
2,926
118
2,001
25
Source: MSEI
1210
1 Month
> 3 months
1,21,979
1,21,111
Oct-15
Nov-15
13,375
11,908
10,997
16,017
14,134
15,927
12,894
16,467
15,950
11,890
14,706
595
327
361
861
788
1,172
618
801
934
2,075
1,009
3 Month
Currency Futures
2 Month
12
39
18
139
799
52
> 3 months
1211
20
19
Nov-15
6,72,179
5,94,226
6,58,922
4,14,455
1,71,968
1,80,902
1,47,142
3,00,430
31,40,224
20,33,275
No. of
Contracts
13,492
12,019
13,197
8,269
3,471
3,665
3,031
6,251
63,395
41,912
Traded Value
(` crore)
Interest Rate
Futures
28,088
30,095
22,748
16,679
31,056
32,554
40,899
34,738
28,088
80,078
No. of
Contracts
567
612
233
336
626
328
840
719
567
1,671
Value
(` crore)
Open Interest at
the end of
19,48,467
21,62,248
21,30,899
23,01,699
25,40,696
30,59,021
25,04,801
21,10,059
1,87,57,890
2,05,87,036
No. of
Contracts
39,215
43,874
42,903
46,129
51,304
62,055
51,663
43,899
3,81,043
4,21,558
Traded Value
(` crore)
NSE
2,49,622
2,44,540
2,39,166
2,08,718
2,00,407
1,89,288
2,12,416
1,99,805
2,49,622
3,38,372
No. of
Contracts
7,071
5,004
4,946
4,879
4,193
4,036
3,798
4,381
4,136
5,004
69,683
1,07,292
51,487
74,828
1,68,496
1,46,270
1,03,438
2,09,107
9,30,601
4,95,869
1,403
2,182
1,040
1,512
3,394
2,969
2,137
4,351
18,988
10,312
No. of
Traded Value
Contracts
(` crore)
71
277
12,444
12,862
11,949
78,648
43,385
24,098
> 3 months
56,017
22,370
19,787
11,521
13,250
28,987
21,563
26,641
62,690
22,370
449
400
234
268
583
434
551
1,298
449
1,170
Value
(` crore)
Open Interest at
the end of
No. of
Contracts
MSEI
105
722
3,507
15,444
10,388
11,996
20,034
30,279
18,228
22,212
4,106
6,616
8,029
3,894
11,937
5,011
2,724
3,528
15,370
30,078
11,625
3 Month
Currency Options
2 Month
Value
(` crore)
Open Interest at
the end of
40,831
45,149
37,394
81,259
63,579
45,006
81,032
57,171
29,933
27,868
1,02,618
1 Month
(` crore)
SEBI BULLETIN
20
Oct-15
22
Jun-15
Sep-15
19
May-15
23
18
Apr-15
20
161
2015-16$
Aug-15
238
2014-15
Jul-15
No. of
Trading
Days
Year/
Month
BSE
Table 55: Trading Statistics of Interest Rate Futures at BSE, NSE and MSEI
Source: BSE
1,65,315
1,05,901
Jul-15
1,40,255
1,22,642
Jun-15
Sep-15
1,19,851
May-15
Aug-15
1,20,315
1,15,841
Apr-15
91,043
Feb-15
Mar-15
1,41,370
1 Month
Jan-15
Month
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
Table 56: Daily Trends of Interest Rate Futures trading at BSE during November 2015
Open Interest
Date
Turnover
(` crore)
No. of contracts
Value (` crore)
02-Nov-15
40,079
806
30,714
624
03-Nov-15
41,888
843
30,441
619
04-Nov-15
35,819
720
30,172
613
05-Nov-15
43,554
875
30,595
620
06-Nov-15
50,833
1,020
32,018
649
09-Nov-15
37,366
747
31,129
629
10-Nov-15
54,656
1,094
34,712
702
11-Nov-15
681
14
34,934
706
13-Nov-15
26,945
541
37,432
758
16-Nov-15
36,277
729
31,727
644
17-Nov-15
19,722
396
34,589
700
18-Nov-15
43,344
870
39,743
804
19-Nov-15
21,600
434
40,650
823
20-Nov-15
39,267
787
40,485
818
23-Nov-15
30,097
602
43,149
870
24-Nov-15
54,385
1,096
49,058
990
26-Nov-15
56,529
1,138
26,863
544
27-Nov-15
20,027
400
26,959
544
30-Nov-15
19,110
381
28,088
567
Source: BSE
Table 57: Daily Trends of Interest Rate Futures trading at NSE during November 2015
Date
Open Interest
Turnover
(` crore)
No. of contracts
Value
(` crore)
02-Nov-15
77,071
1,557
2,47,540
5,011
03-Nov-15
78,693
1,590
2,47,716
5,008
04-Nov-15
1,03,438
2,083
2,58,245
5,218
05-Nov-15
97,589
1,972
2,57,304
5,187
06-Nov-15
1,12,235
2,260
2,66,964
5,384
09-Nov-15
98,107
1,969
2,69,088
5,410
10-Nov-15
81,724
1,639
2,65,069
5,342
11-Nov-15
1,531
31
2,65,220
5,342
13-Nov-15
57,725
1,161
2,64,493
5,343
16-Nov-15
65,731
1,325
2,63,712
5,327
17-Nov-15
46,168
932
2,68,316
5,415
18-Nov-15
67,043
1,349
2,70,878
5,465
19-Nov-15
1,11,503
2,242
2,75,818
5,566
20-Nov-15
1,38,123
2,773
2,78,834
5,617
23-Nov-15
1,52,392
3,068
2,87,860
5,790
24-Nov-15
2,68,017
5,386
3,05,694
6,157
26-Nov-15
2,58,950
5,228
2,30,871
4,647
27-Nov-15
79,132
1,585
2,48,460
4,984
30-Nov-15
53,295
1,065
2,49,622
5,004
Source: NSE
1212
DECEMBER
SEBI BULLETIN
2015
Table 58: Daily Trends of Interest Rate Futures trading at MSEI during November 2015
Date
02-Nov-15
03-Nov-15
04-Nov-15
05-Nov-15
06-Nov-15
09-Nov-15
10-Nov-15
11-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Turnover (` crore)
113
129
51
218
201
327
114
3
2,814
3,102
28
66
2,513
39
7,645
41,464
6,524
2,973
1,359
2
3
1
4
4
7
2
0
57
62
1
1
50
1
158
833
131
59
27
Open Interest
No. of contracts
19,761
19,762
19,753
19,894
19,895
19,881
19,883
19,883
22,141
23,783
23,783
23,782
26,282
26,282
30,781
37,050
37,730
22,368
22,370
Value (` crore)
401
400
399
402
402
400
401
401
447
480
480
480
530
529
621
747
761
450
449
Source: MSEI
Table 59: Settlement Statistics in Interest Rate Futures at BSE, NSE and MSEI
(` crore)
Year/ Month
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
BSE
Physical Delivery
MTM Settlement
Settlement
55.8
1.5
199.7
6.5
36.3
2.2
26.2
0.9
54.0
1.1
19.6
0.1
21.0
0.7
13.4
0.1
11.8
0.6
17.5
0.7
NSE
Physical Delivery
MTM Settlement
Settlement
187.3
3.0
748.6
11.8
107.9
3.8
86.2
1.5
151.2
1.4
60.4
0.3
92.4
1.7
88.0
0.2
62.3
1.7
100.2
1.1
MSEI
Physical Delivery
MTM Settlement
Settlement
58.9
0.0
133.7
0.0
23.2
0.0
27.4
0.0
30.6
0.0
15.3
0.0
14.5
0.0
5.3
0.0
6.5
0.0
11.0
0.0
Gross Purchase
(` crore)
15,21,346
9,23,676
1,36,238
1,21,140
1,43,320
1,08,598
1,11,844
1,00,345
1,21,075
81,117
Gross Sales
(` crore)
12,43,887
9,30,684
1,20,905
1,35,412
1,44,928
1,03,275
1,29,368
1,06,128
98,724
91,943
Net Investment
(` crore)
2,77,460
-7,008
15,333
-14,272
-1,608
5,323
-17,524
-5,784
22,350
-10,826
1213
Net Investment
(US $ mn.)
45,698
-917
2,441
-2,235
-250
842
-2,645
-874
3,444
-1,641
Cumulative Net
Investment (US $ mn.)
226,103
225,194
228,551
226,317
226,067
226,909
224,264
223,391
226,834
225,194
Gross
Purchase
(` crore)
3,413
3,466
3,192
3,529
3,856
4,475
3,901
3,579
5,564
3,382
3,544
3,003
3,484
3,283
3,143
3,258
5,989
2,820
66,879
4,776
3,472
3,565
3,462
4,847
2,894
4,607
4,292
6,401
4,330
3,939
3,723
3,792
3,378
3,170
3,769
6,256
3,279
73,953
Net
Investment
(` crore)
-1,363
-7
-373
67
-992
1,581
-706
-713
-837
-947
-395
-721
-307
-96
-28
-511
-268
-458
-7,074
Equity
Gross Sales
(` crore)
Net
Investment
(US $ mn.)
-209
-1
-57
10
-151
240
-106
-108
-127
-143
-60
-109
-47
-14
-4
-77
-40
-69
-1,071
Gross
Purchase
(` crore)
323
660
1,421
970
1,293
287
224
2,681
963
588
398
496
747
775
381
583
1,092
356
14,238
607
2,115
1,808
574
1,251
587
691
539
788
2,216
611
931
898
448
855
1,010
1,161
901
17,990
Net
Investment
(` crore)
-283
-1,456
-387
396
42
-301
-466
2,142
175
-1,628
-213
-436
-151
327
-475
-426
-69
-545
-3,752
Debt
Gross Sales
(` crore)
Net
Investment
(US $ mn)
-43
-222
-59
60
6
-46
-70
323
27
-246
-32
-66
-23
50
-72
-64
-10
-82
-570
Gross
Purchase
(` crore)
3,737
4,125
4,613
4,499
5,149
4,761
4,125
6,259
6,527
3,971
3,942
3,498
4,232
4,058
3,523
3,841
7,080
3,176
81,117
5,383
5,588
5,373
4,036
6,099
3,481
5,297
4,831
7,190
6,546
4,550
4,655
4,690
3,826
4,025
4,779
7,417
4,179
91,943
Net
Investment
(` crore)
-1,646
-1,463
-760
463
-950
1,280
-1,172
1,428
-662
-2,575
-608
-1,156
-458
232
-502
-938
-336
-1,003
-10,826
Total
Gross Sales
(` crore)
Net
Investment
(US $ mn.)
-252
-223
-116
71
-145
195
-177
215
-100
-389
-92
-175
-69
35
-76
-141
-51
-150
-1,641
1214
2,72,078
2,54,600
2,68,168
2,84,826
2,75,436
2,72,053
2,53,310
2,53,875
2,58,287
2,54,600
Year/ Month
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
2,11,605
1,91,190
2,06,374
2,13,163
2,08,578
2,05,444
1,88,027
1,86,849
1,92,630
1,91,190
24,11,810
23,08,769
23,55,308
24,13,049
23,86,457
24,53,014
23,13,548
23,03,513
23,44,179
23,08,769
(` crore)
SEBI BULLETIN
Notes: 1. Figures are compiled based on reports submitted by FPIs/deemed FPIs issuing ODIs.
2. Column 4 Figures are compiled on the basis of reports submitted by custodians & does not includes positions taken by FPIs/deemed FPIs in derivatives.
3. The total value of ODIs excludes the unhedged positions & portfolio hedging positions taken by the FPIs/deemed FPIs issuing ODIs.
$ indicates as on November 30, 2015.
Source: SEBI.
Table 62: Notional Value of Offshore Derivative Instruments (ODIs) Vs Assets Under Custody (AUC) of FPIs/Deemed FPIs
Note: The data presented above is compiled on the basis of reports submitted to depositories by custodians on 30-Nov-2015 and constitutes trades conducted by deemed
FPIs/FPIs on and upto the previous trading day(s).
Source: NSDL, CDSL
2-Nov-15
3-Nov-15
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Total
Date
Table 61: Daily Trends in Foreign Portfolio Investment during November 2015
DECEMBER
2015
OCBs
NRIs
Mutual Funds
Corporates
Banks
Insurance
Companies
Local Pension
Funds
Financial
Institutions
62
63
62
62
63
63
63
63
63
63
2,54,124
2,45,225
2,47,417
2,50,666
2,49,776
2,59,125
2,40,479
2,42,686
2,48,720
2,45,225
1,286
1,379
1,281
1,299
1,310
1,325
1,334
1,353
1,375
1,379
4,55,033
4,60,058
4,45,954
4,61,223
4,55,303
4,78,237
4,60,007
4,58,342
4,61,298
4,60,058
177
188
177
178
178
179
180
181
187
188
52,184
54,640
51,994
52,582
52,517
52,692
52,610
52,561
53,858
54,640
26
24
24
24
24
24
24
24
24
24
1,784
1,962
1,704
1,775
1,871
1,959
1,845
1,869
1,938
1,962
322
390
325
332
341
334
353
370
379
390
2,093
2,705
2,204
2,281
2,357
2,731
2,652
2,759
2,649
2,705
1,962
1,968
1,951
1,960
1,969
1,959
1,953
1,956
1,978
1,968
9,58,332
11,05,408
10,30,014
10,62,408
10,40,629
11,08,667
10,78,928
10,20,296
10,88,513
11,05,408
439
458
444
450
455
451
459
460
461
458
62,502
56,835
59,199
55,773
55,711
57,899
56,399
55,070
55,721
56,835
117
116
117
117
117
117
118
118
118
116
1,74,169
2,36,892
1,83,686
1,90,357
1,85,346
1,86,993
2,18,442
2,15,471
2,22,013
2,36,892
473
484
473
468
468
509
522
523
483
484
12,16,122
12,23,034
12,15,577
12,43,976
12,41,439
12,54,921
12,10,686
12,06,426
1,220,473
1,223,034
101
104
101
101
104
104
104
104
104
104
1,33,988
1,60,147
1,37,109
1,40,012
1,42,570
1,47,762
1,51,076
1,54,480
1,57,391
1,60,147
32
31
32
32
31
31
31
31
31
31
85,897
78,543
86,256
85,314
83,489
82,223
75,610
76,898
78,504
78,543
24,11,810
23,08,769
23,55,308
24,13,049
23,86,457
24,53,013
23,13,548
23,03,513
23,44,179
23,08,769
Foreign
Venture Capital
Investments
8,319
8,662
8,333
8,369
8,409
8,458
8,471
8,544
8,606
8,662
FDI
Investments
Amount
Amount
Amount
Amount
Amount
Amount
Amount
Amount
Amount
Amount
Amount
Amount
No.
No.
No.
No.
No.
No.
No.
No.
No.
No.
No.
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
(` crore)
Foreign
Depositories
No.
FPIs
7,788
10,772
8,005
8,320
8,751
9,234
9,457
9,714
9,870
10,772
No.
3,79,681
4,06,286
3,80,305
3,86,249
3,82,716
3,86,122
4,00,104
3,93,679
4,02,238
4,06,286
61,87,719
63,40,504
61,96,727
63,45,664
62,80,182
64,72,346
62,62,387
61,84,050
63,37,495
63,40,504
Amount
(` crore)
Total
21,104
24,639
21,325
21,712
22,220
22,788
23,069
23,441
23,679
24,639
Amount
No.
(` crore)
Others
1215
Pvt. Sector
91,43,962
71,59,304
8,66,379
8,71,462
10,91,867
11,85,641
9,13,537
8,13,316
7,81,344
6,35,757
Total
1,10,86,260
87,33,403
10,54,225
10,51,573
13,08,834
14,03,507
11,00,226
10,17,147
9,96,407
8,01,484
Pvt. Sector
90,40,262
70,21,165
7,79,347
8,78,050
11,06,555
10,88,326
9,51,153
8,77,833
6,83,103
6,56,798
Redemption
Public Sector
19,42,710
15,27,974
1,64,309
1,73,279
2,27,365
1,96,121
1,95,823
2,16,455
1,78,740
1,75,882
Total
1,09,82,972
85,49,139
9,43,656
10,51,329
13,33,920
12,84,447
11,46,976
10,94,289
8,61,842
8,32,680
2014-15
Purchase
1,10,26,222
57,545
2,493
1,10,86,260
Sale
1,08,70,940
1,05,075
6,958
1,09,82,972
Net
1,55,282
-47,529
-4,465
1,03,288
Sale
85,06,820
40,694
1,626
85,49,139
2015-16$
Purchase
87,12,957
20,261
184
87,33,402
Net
2,06,137
-20,432
-1,442
1,84,263
Sale
8,32,166
465
49
8,32,680
Nov-15
Purchase
8,00,194
1,287
3
8,01,484
Net Inflow/Outflow
Pvt. Sector
Public Sector
1,03,700
-413
1,38,138
46,124
87,032
23,536
-6,588
6,832
-14,688
-10,398
97,315
21,745
-37,616
-9,134
-64,518
-12,624
98,241
36,323
-21,041
-10,155
Net
-31,972
822
-46
-31,196
Total
1,03,288
1,84,263
1,10,568
244
-25,086
1,19,060
-46,750
-77,142
1,34,565
-31,196
(` crore)
(` crore)
Assets at the
End of Period
10,82,757
12,95,131
11,86,364
12,03,547
11,73,294
13,17,267
12,55,506
11,87,313
13,24,165
12,95,131
SEBI BULLETIN
Open-ended
Close-ended
Interval
Total
Scheme
Table 65: Type-wise Resource Mobilisation by Mutual Funds: Open-ended and Close-ended
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Year/ Month
Gross Mobilisation
Public Sector
19,42,297
15,74,099
1,87,845
1,80,111
2,16,967
2,17,866
1,86,689
2,03,831
2,15,063
1,65,727
Notes: 1. With the commencement of FPI Regime from June 1, 2014, the erstwhile FIIs, Sub Accounts and QFIs are merged into a new investor class termed as Foreign
Portfolio Investors (FPIs).
2. Others include Portfolio manager, partnership firm, trusts, depository receipts, AIFs, FCCB, HUFs, Brokers etc.
$ indicates as on November 30, 2015.
Source: Custodians.
Period
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Client
DECEMBER
2015
1216
9,781
7,711
4,876
0
188
71,030
2,908
68,121
9,826
776
-1,475
2,251
-900
1,03,288
1,03,95,484 1,04,05,265
5,421
13,133
4,88,627
4,93,502
0
0
0
188
77,142
1,48,171
5,434
8,343
71,708
1,39,829
5,591
15,417
9,198
9,974
1,593
118
7,605
9,856
1,509
609
1,09,82,972 1,10,86,260
Net
22,556
Purchase
1,09,12,088
1,08,89,532
Sale
910
0
0
906
0
4
92
16
76
0
0
0
0
0
1,002
364
52
45
267
0
0
342
39
303
25
48
14
34
31
810
0
0
72
0
0
0
0
0
0
0
0
0
0
72
72
52
45
1,245
0
4
434
55
379
25
48
14
34
31
1,884
1,346
No. of Schemes
Open Closed Interval Total
9,80,059 14,982
72,12,187 373
Total
58,480
2,624
40,573
0
230
66,313
2,367
63,946
13,333
3,033
-529
3,562
-322
1,84,263
1,01,906
Net
2,36,485
17,699
5,79,118
0
1,486
4,02,672
40,603
3,62,069
38,559
17,027
5,830
11,197
2,085
12,95,131
8,34,789
Assets at
the end of
Period
0
0
1154
0
7
113
16
97
0
0
0
0
0
1,274
1,161
0
0
84
0
0
0
0
0
0
0
0
0
0
84
84
No. of Folios
Closed Interval
7,51,588
675
33,378
0
0
12,310
557
11,754
1,329
2,181
2
2,179
22
8,01,484
7,85,641
Purchase
Open
2015-16$
7,93,647
755
30,903
0
0
5,932
251
5,682
337
1,038
43
995
67
8,32,680
8,25,305
Sale
Nov-15
77,44,154
Total
-42,059
-80
2,475
0
0
6,378
306
6,072
992
1,143
-40
1,184
-45
-31,196
-39,663
Net
(` crore)
54
347633
0
0
347633
48
69729
0
0
69729
1509
6313664 1000820 12260
7326744
0
0
0
0
0
7
0
48
0
48
463 3,28,47,242 15,20,431
0 3,43,67,673
55 61,63,612 6,12,140
0 67,75,752
408 2,66,83,630 9,08,291
0 2,75,91,921
26
22,84,307
0
0 22,84,307
53
7,08,700
0
0
7,08,700
13
4,53,630
0
0
4,53,630
40
2,55,070
0
0
2,55,070
31
1,32,611
0
0
1,32,611
2,191 4,27,03,886 25,21,299 12,260 4,52,37,445
1,618
No. of Schemes
Open Closed Interval Total
3,11,644
0
0
3,11,644 54
65,225
0
0
65,225 48
58,40,277 9,80,030 14,982 68,35,289 271
0
0
0
0
0
0
29
0
29
0
3,02,33,444 14,58,175
0 3,16,91,619 350
58,54,422 6,37,858
0 64,92,280 39
2,43,79,022 8,20,317
0 2,51,99,339 311
19,90,516
0
0
19,90,516 26
6,99,729
0
0
6,99,729 53
4,65,765
0
0
4,65,765 13
2,33,964
0
0
2,33,964 40
1,46,155
0
0
1,46,155 31
3,92,86,990 24,38,234 14,982 4,17,40,206 833
62,17,146
Open
2014-15
82,25,454
7,900
3,55,522
0
230
1,16,692
4,739
1,11,953
16,633
10,765
22
10,742
206
87,33,402
85,89,106
Purchase
2015-16$
SEBI BULLETIN
Type
81,66,974
5,277
3,14,950
0
0
50,379
2,372
48,007
3,300
7,732
551
7,181
528
85,49,139
84,87,200
Sale
No. of Folios
Closed Interval
1,62,562
14,614
5,15,772
0
1,179
3,45,139
39,470
3,05,669
26,368
14,715
6,655
8,060
2,408
10,82,757
6,94,128
Assets at
the end of
Period
Type
2014-15
Table 66: Scheme-wise Resource Mobilisation and Assets under Management by Mutual Funds
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
Debt
Total
Gross
Purchase
Gross
Sales
Net
Purchase/
Sales
2014-15
2,31,409
1,90,687
40,722
17,17,155
11,30,138
5,87,018
19,48,565
13,20,825
6,27,741
2015-16$
1,89,443
1,30,919
58,525
9,21,461
7,00,529
2,20,933
11,10,903
8,31,447
2,79,458
Apr-15
24,367
15,123
9,244
1,41,787
1,19,137
22,650
1,66,154
1,34,261
31,894
May-15
21,701
17,524
4,177
1,04,974
87,586
17,389
1,26,675
1,05,110
21,566
Jun-15
25,608
15,283
10,326
1,46,832
92,177
54,655
1,72,440
1,07,460
64,980
Jul-15
23,108
17,666
5,442
1,06,552
77,058
29,494
1,29,659
94,724
34,936
Aug-15
28,256
17,723
10,533
1,18,362
94,100
24,262
1,46,618
1,11,823
34,795
Sep-15
23,398
14,078
9,320
1,14,333
97,699
16,634
1,37,732
1,11,777
25,955
Oct-15
21,691
18,756
2,935
93,852
68,842
25,011
1,15,544
87,598
27,947
Nov-15
21,314
14,766
6,548
94,768
63,929
30,839
1,16,082
78,695
37,387
Year/ Month
Gross
Purchase
Net
Purchase/
Sales
Gross
Sales
Gross
Purchase
Net
Purchase/
Sales
Gross
Sales
2014-15
Discretionary
40,558
NonDiscretionary
3,297
Oct-15
Advisory
2,851
Discretionary
NonDiscretionary
49,812
3,502
Nov-15
Advisory
2,272
Discretionary
NonDiscretionary
50,890
3,570
Advisory
2,279
AUM
(` in crore)
Listed Equity
Unlisted Equity
Plain Debt
Structured Debt
40,829
8,651
45,492
9,687
46,915
9,947
1,129
42
1,113
56
1,018
42
6,27,716
33,730
6,87,977
39,026
6,96,267
39,694
137
500
77
427
77
410
180,124
Equity Derivative
Mutual Fund
Others
Total
Total of all Services
1,76,210
1,85,780*
153
-4
186
-2
192
-3
5,866
4,901
6,138
5,190
6,205
5,284
23,473
136
19,008
308
18,683
261
54,692
7,69,357#
55,637
6,99,304
47,957
7,59,991
9,27,385
9,94,588
Notes: 1. *Value of Assets for which Advisory Services are being given.
2. #Of the above AUM `6,86,128 crore is contributed by funds from EPFO/PFs.
3. The above data is based on the monthly reports received from portfolio managers
$ indicates as on November 30, 2015.
Source: SEBI.
1217
10,10,774
crore
`crore
`crore
Number
percent
1218
4,611
1,38,338
22
653
1,02,34,576
44,226
84,81,749
40,638
142.1
271
6,093
Nov-15
85.2
12
5,275
1,58,252
23
679
1,01,97,803
43,625
84,61,919
40,110
141.8
269
6,086
Oct-15
84.1
12
5,378
1,61,342
24
735
98,89,404
39,923
84,54,080
37,012
135.5
273
5,825
Nov-14
0.8
-50.0
-14.3
-14.3
-11.1
-11.1
3.5
10.8
0.3
9.8
4.9
-33.3
-0.7
4.6
%
Change
during the
year
-0.9
-50.0
-12.6
-12.6
-3.8
-3.8
0.4
1.4
0.2
1.3
0.2
0.0
0.7
0.1
%
Change
during the
month
13.0
19
1,291
38,718
15
448
12,80,969
12,708
12,30,011
12,203
102.9
577
6,321
Nov-15
CDSL
13.1
112
1,332
39,954
16
492
12,77,086
12,681
12,26,000
12,129
102.2
578
6,312
Oct-15
13.8
387
1,495
44,865
20
600
13,65,809
11,121
13,24,835
10,836
92.6
574
6,043
Nov-14
-5.4
-95.1
-13.7
-13.7
-25.3
-25.3
-6.2
14.3
-7.2
12.6
11.2
0.0
0.5
4.6
%
Change
during the
year
-0.2
-83.0
-3.1
-3.1
-8.9
-8.9
0.3
0.2
0.3
0.6
0.8
0.0
-0.2
0.1
%
Change
during the
month
SEBI BULLETIN
crore
`crore
crore
`crore
crore
Number
Number
Number
Unit
Parameter
NSDL
Table 70: Progress Report of NSDL & CDSl as on End of November 2015 (Listed Companies)
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
Table 71: Progress of Dematerialisation at NSDL and CDSL (Listed and Unlisted Companies)
NSDL
Year/
Month
Companies
Live
DPs
Live
DPs
Locations
2014-15
13,992
273
15,960
2015-16$
15,003
271
Apr-15
14,200
May-15
CDSL
Demat
Quantity
(million securities)
Demat
Demat Value
Quantity
(` crore)
(million securities)
Demat Value
(` crore)
Companies
Live
DPs
Live
DPs
Locations
9,27,357
1,17,48,315
9,399
574
11,877
2,06,012
13,94,264
19,166
1,02,32,118
1,17,50,473
9,772
577
16,156
2,19,989
13,74,782
273
16,849
9,37,777
1,15,19,700
9,452
574
11,944
2,08,782
13,94,833
14,319
273
16,900
9,53,758
1,18,12,484
9,503
574
12,050
2,09,355
14,61,124
Jun-15
14,449
271
17,137
9,63,076
1,17,04,162
9,549
573
12,183
2,11,178
14,21,673
Jul-15
14,571
270
17,265
9,74,878
1,19,82,064
9,608
574
12,278
2,12,725
14,44,187
Aug-15
14,687
269
17,640
9,86,539
1,15,22,199
9,663
576
12,456
2,14,333
13,32,854
Sep-15
14,809
270
17,711
9,95,870
1,15,06,522
9,714
578
12,561
2,17,269
13,19,167
Oct-15
14,913
269
18,460
1,10,17,201
1,16,84,461
9,742
578
16,116
2,19,295
13,69,155
Nov-15
15,003
271
19,166
1,02,32,118
1,17,50,473
9,772
577
16,156
2,19,989
13,74,782
Notes : 1. For CDSL, the current and historical data of Companies Live has been revised to exclude MF schemes count.
2. The Companies Live figure includes only the number of mutual fund companies and not the mutual fund schemes.
3. DPs Locations represents the total live (main DPs and branch DPs as well as non-live (back office connected collection
centres).
$ indicates as on November 30, 2015.
Source: NSDL and CDSL.
Equity
Others
Total
Unit
Listed
Unlisted
Listed
Unlisted
Listed
Unlisted
Listed
Unlisted
NSDL
Issuers(debt)/ Companies(equity), who have issued
the active instument
Number
671
811
6,093
6,855
55
2,714
6,819
10,380
Active Instruments
Number
10,219
3,875
12,197
7,305
6,553
24,520
28,969
35,700
9,40,077
Dematerialised Quantity
Dematerialised Value
Lakh
Lakh
342
`crore
1,58,451
33,934
44,22,619 58,09,498
65,323
12,905
300
78,570
302
8,805 1,38,338
1,185
51
2,97,973
8,855
CDSL
Issuers(debt)/ Companies(equity), who have issued
the active instument
Number
499
224
6,321
2,079
2,682
353
9,502
2,656
Active Instruments
Number
19,818
4,248
8,603
2,521
36,231
5,520
64,652
12,289
Lakh
1,745
48,748
1,33,382
12,70,818
9,29,072
` crore
37,713
18,475 12,30,011
59,982
13,245
15,357
12,80,969
93,813
Dematerialised Quantity
Dematerialised Value
Quantity settled during the month
Value Settled during the month
Lakh
` crore
448
24
472
402
38,718
1,365
40,485
Note: The categories included in Others are Preference Shares, Mutual Fund Units, Warrants, PTCs, Treasury Bills, CPs, CDs and
Government Securities.
Source: NSDL and CDSL.
1219
DECEMBER
SEBI BULLETIN
2015
Bullion
Energy
21
21
13
13
Exchanges
NCDEX
MCX
NMCE
Regional Exchanges
Note: 1. In Regional Exchanges, data pertaining to Rajkot Commodity Exchange and The Chamber of Commerce, Hapur is considered.
Source: Exchanges
High
Low
2014-15
3,925
4,046
2,775
Close
2,915
2015-16$
2,915
3,290
2,570
2,651
Apr-15
2,915
3,208
2,898
3,190
May-15
3,190
3,290
3,124
3,182
Jun-15
3,182
3,209
3,077
3,095
Jun-15
3,095
3,095
2,771
2,778
Aug-15
2,778
2,881
2,641
2,872
Sep-15
2,872
2,880
2,772
2,792
Oct-15
2,792
2,918
2,768
2,808
Nov-15
2,808
2,821
2,570
2,651
High
Low
Close
2014-15
2,604
2,785
2,379
2,479
2015-16$
2,481
3,043
2,479
2,869
Apr-15
2,481
2,811
2,479
2,740
May-15
2,741
2,904
2,739
2,871
Jun-15
2,871
2,916
2,597
2,671
Jun-15
2,674
2,770
2,664
2,693
Aug-15
2,692
2,790
2,606
2,784
Sep-15
2,784
2,853
2,677
2,765
Oct-15
2,763
3,043
2,763
2,907
Nov-15
2,907
2,959
2,827
2,869
1220
DECEMBER
SEBI BULLETIN
2015
Date
Open
High
Low
Close
2-Nov-15
2,808
2,810
2,791
2,795
3-Nov-15
2,795
2,813
2,792
2,810
4-Nov-15
2,810
2,821
2,775
2,778
5-Nov-15
2,778
2,785
2,766
2,777
6-Nov-15
2,777
2,777
2,743
2,748
9-Nov-15
2,748
2,768
2,734
2,736
10-Nov-15
2,736
2,736
2,713
2,730
11-Nov-15
2,730
2,730
2,707
2,711
12-Nov-15
2,711
2,711
2,664
2,668
13-Nov-15
2,668
2,677
2,647
2,650
16-Nov-15
2,650
2,673
2,623
2,640
17-Nov-15
2,640
2,646
2,615
2,618
18-Nov-15
2,618
2,637
2,601
2,607
19-Nov-15
2,607
2,620
2,596
2,609
20-Nov-15
2,620
2,640
2,598
2,612
23-Nov-15
2,622
2,622
2,570
2,606
24-Nov-15
2,617
2,656
2,612
2,652
25-Nov-15
2,663
2,663
2,636
2,657
26-Nov-15
2,668
2,705
2,668
2,690
27-Nov-15
2,690
2,690
2,660
2,661
30-Nov-15
2,661
2,665
2,647
2,651
Source: MCX
Date
Open
High
Low
Close
2-Nov-15
2,907
2,915
2,873
2,878
3-Nov-15
2,876
2,923
2,875
2,920
4-Nov-15
2,921
2,941
2,920
2,923
5-Nov-15
2,921
2,956
2,900
2,941
6-Nov-15
2,941
2,959
2,935
2,935
9-Nov-15
2,936
2,936
2,890
2,891
10-Nov-15
2,898
2,910
2,891
2,904
11-Nov-15
2,911
2,919
2,904
2,915
12-Nov-15
2,920
2,924
2,912
2,914
13-Nov-15
2,918
2,920
2,869
2,871
16-Nov-15
2,877
2,951
2,876
2,936
17-Nov-15
2,936
2,958
2,922
2,925
18-Nov-15
2,925
2,945
2,919
2,935
19-Nov-15
2,933
2,942
2,928
2,937
20-Nov-15
2,935
2,937
2,902
2,908
23-Nov-15
2,906
2,913
2,859
2,863
24-Nov-15
2,865
2,872
2,827
2,838
25-Nov-15
2,836
2,840
2,833
2,835
26-Nov-15
2,837
2,880
2,837
2,869
27-Nov-15
2,868
2,884
2,855
2,864
30-Nov-15
2,868
2,887
2,862
2,869
Source: NCDEX
1221
21
21
Oct-15
Nov-15
828
1,219
1,201
1,160
831
986
1,041
1,027
8,294
13,504
200,936
261,209
251,441
275,023
268,379
371,247
291,848
345,568
22,65,651
33,71,516
Volume
(Lots)
Agriculture
6,800
9,191
8,551
9,240
9,412
13,713
10,340
12,185
79,432
1,10,268
Turnover
(` crore)
7,524
8,025
8,032
8,171
8,179
6,775
6,057
5,632
58,397
62,083
Volume
('000
tonnes)
5,388,108
5,521,156
5,808,508
5,920,453
6,275,928
5,068,372
4,453,300
4,533,552
4,29,69,377
4,73,52,037
Volume
(Lots)
Metals
117,315
128,315
135,429
138,686
148,937
126,373
119,948
115,100
10,30,103
12,74,213
Turnover
(` crore)
16
21
20
24
21
21
20
21
163
240
Volume
('000
tonnes)
2,880,794
3,748,426
3,657,202
4,112,385
3,697,529
3,333,552
3,451,247
3,557,038
2,84,38,173
4,62,94,585
Volume
(Lots)
Bullion
136,700
170,688
171,118
192,301
178,924
155,803
164,589
158,291
13,28,414
21,53,427
Turnover
(` crore)
56,401
61,054
67,644
67,696
58,668
47,630
50,380
56,247
4,65,720
4,04,556
Volume
('000
tonnes)*
8,932,201
10,002,914
10,372,551
9,909,995
8,927,950
7,615,773
7,137,785
8,032,678
7,09,31,847
5,15,57,804
Volume
(Lots)
Energy
140,859
160,469
167,417
158,007
164,472
159,378
162,674
159,482
12,72,757
16,45,799
Turnover
(` crore)
64,769
70,319
76,897
77,051
67,699
55,412
57,498
62,927
5,32,573
4,80,383
Volume
('000
tonnes)
17,402,039
19,533,705
20,089,702
20,217,856
19,169,786
16,388,944
15,334,180
16,468,836
14,46,05,048
14,85,75,942
Volume
(Lots)
Total
401,674
468,663
482,515
498,233
501,744
455,267
457,552
445,058
37,10,706
779
708
576
578
665
524
507
584
779
Open
Turnover Interest
(` crore) ('000
tonnes)
51,83,707
561
409,857
373,615
378,822
304,923
401,258
391,455
305,865
317,263
4,09,857
3,11,143
Open
Interest
(Lots)
9,514
9,596
9,385
8,496
10,328
10,893
9,429
9,845
9,514
8,715
Value
(` crore)
1222
Turnover
(` crore)
8,70,863
7,55,351
92,598
1,04,670
1,12,328
91,245
85,181
88,819
1,07,272
73,238
No of
contracts
2,70,99,591
2,14,28,177
26,54,507
27,17,470
30,20,259
26,54,457
25,01,685
25,92,666
31,00,082
21,87,051
Bullion
Energy
Volume
Volume
Volume
Volume
No of Turnover
No of Turnover
No of Turnover
('000
('000
('000
('000
contracts (` crore)
contracts (` crore)
contracts (` crore)
tonnes)
tonnes)
tonnes)
tonnes)
1,622
200
7
1.4
1,96,738 32,708
107
7,868
485
1,94,366
0
0
0
0.6
75,535 15,837
0
0
0
1,59,276
0
0
0
0.1
9,852
1,731
0
0
0
19,480
0
0
0
0.1
10,638
2,039
0
0
0
20,829
0
0
0
0.1
13,541
2,733
0
0
0
22,896
0
0
0
0.1
12,863
2,605
0
0
0
19,804
0
0
0
0.1
9,461
1,969
0
0
0
18,586
0
0
0
0.0
4,900
1,230
0
0
0
19,071
0
0
0
0.0
4,661
1,205
0
0
0
22,544
0
0
0
0.0
9,619
2,325
0
0
0
16,067
Metals
2,73,04,397
2,15,03,712
26,64,359
27,28,108
30,33,800
26,67,320
25,11,146
25,97,566
31,04,743
21,96,670
No of
contracts
Total
9,04,063
7,71,187
94,329
1,06,709
1,15,061
93,850
87,150
90,048
1,08,477
75,562
Turnover
(` crore)
Open interest
at the end of
the month
Volume Value
('000
(`
tonnes) crore)
1,433 6,087
1,561 6,947
1,490 7,192
1,607 8,179
1,698 8,087
1,606 7,460
1,606 7,636
1,503 7,098
1,646 7,610
1,561 6,947
SEBI BULLETIN
No. of
Year/
Trading
Volume
Month
days
('000
tonnes)
2014-15
255
1,94,255
2015-16$
172
1,59,275
Apr-15
21
19,480
May-15
21
20,828
Jun-15
22
22,895
Jul-15
23
19,804
Aug-15
21
18,586
Sep-15
22
19,071
Oct-15
21
22,544
Nov-15
21
16,067
Agriculture
Notes: 1. The following commodities are considered in each category: Agriculture: Cardamom, Cotton, Crude Palm Oil, Guarseed, Guargum, Kapas, Kapas Khalli, Mentha
Oil, Potato; Metals: Aluminium, Copper, Lead, Nickel, Zinc and their variants; Bullion: Gold, Silver and their variants; Energy: Brent Crude Oil, Crude Oil, Crude
Oil Mini, Natural Gas.
2. *Natural Gas volumes are in mm BTU and is not included for computing the Total Volume and Total Open Interest in 000 tonnes
$ indicates as on Nov 30, 2015
Source: MCX
22
Sep-15
22
Jun-15
23
21
May-15
21
21
Apr-15
Aug-15
172
2015-16$
Jul-15
255
2014-15
Year/
Month
No. of
Trading
Volume
days
('000
tonnes)
DECEMBER
2015
246
163
19
19
22
23
21
20
20
19
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
15,76,654
5,72,879
106,579
73,580
95,555
88,368
64,576
58,599
47,154
38,468
Volume (Lots)
Agriculture
Turnover
(` crore)
36,040
21,014
2,584
2,594
3,728
3,607
2,658
2,420
1,817
1,605
1223
Volume
('000
tonnes)
35
76
72
50
44
32
26
16
8
26
42
37
36
36
37
37
35
16
56
54
58
46
26
45
49
48
31
31
31
29
26
Value (` crore)
Agriculture
Metals
Bullion
Energy
SEBI BULLETIN
Source: MCX
2-Nov-15
3-Nov-15
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
11-Nov-15
12-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
25-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Date
Total
3,072
1,806
2,869
2,992
2,697
1,801
1,920
2,068
1,962
1,806
Table 81: Daily trends of Commodity Futures Trading at MCX during November 2015
Year/ Month
DECEMBER
2015
1224
138,927
127,977
117,424
113,019
145,648
117,489
29,722
6,491
121,291
115,054
97,264
129,912
95,360
111,121
119,936
134,938
8,009
109,437
112,215
117,804
1,080
964
925
873
1,026
794
201
35
867
858
722
1,048
756
765
931
961
53
769
780
785
3-Nov-15
4-Nov-15
5-Nov-15
6-Nov-15
9-Nov-15
10-Nov-15
11-Nov-15
12-Nov-15
13-Nov-15
16-Nov-15
17-Nov-15
18-Nov-15
19-Nov-15
20-Nov-15
23-Nov-15
24-Nov-15
25-Nov-15
26-Nov-15
27-Nov-15
30-Nov-15
Source: NCDEX
118,013
3,420
3,415
3,369
292
4,290
4,111
3,299
3,275
4,605
3,400
3,926
3,952
167
978
3,703
4,756
4,110
4,376
4,575
5,069
4,149
Volume Turnover
(Lots) (` crore)
873
Volume
('000
tonnes)
2-Nov-15
Date
Agriculture
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Volume
('000
tonnes)
Volume Turnover
(Lots) (` crore)
Metals
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
Volume
('000
tonnes)
294
518
75
52
839
1,194
1,203
200
182
351
278
121
250
101
276
211
505
441
873
1,501
154
69
123
18
13
194
284
301
49
43
84
67
29
59
25
67
52
122
107
212
367
39
Volume Turnover
(Lots) (` crore)
Bullion
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
785
780
769
53
961
931
765
756
1,048
722
858
867
35
201
794
1,026
873
925
964
1,080
873
Volume
Volume
Volume Turnover
('000
('000
(Lots) (` crore)
tonnes)
tonnes)
Energy
Table 82: Daily trends of Commodity Futures Trading at NCDEX during November 2015
1,18,098
1,12,733
1,09,512
8,061
1,35,777
1,21,130
1,12,324
95,560
1,30,094
97,615
1,15,332
1,21,412
6,741
29,823
1,17,765
1,45,859
1,13,524
1,17,865
1,28,850
1,40,428
1,18,167
3,489
3,538
3,387
305
4,485
4,394
3,600
3,324
4,648
3,484
3,992
3,981
227
1,003
3,770
4,808
4,232
4,483
4,788
5,436
4,188
Volume Turnover
(Lots) (` crore)
Total
1,561
1,560
1,556
1,528
1,526
1,559
1,584
1,594
1,573
1,564
1,566
1,638
1,677
1,677
1,666
1,686
1,662
1,650
1,662
1,659
1,651
2,16,799
2,17,455
2,17,145
2,14,772
2,15,207
2,18,321
2,22,247
2,23,237
2,21,067
2,21,214
2,21,582
2,31,171
2,36,485
2,36,515
2,35,147
2,39,113
2,37,979
2,35,917
2,37,159
2,37,004
2,35,495
6,947
6,978
7,001
6,792
6,777
7,064
7,375
7,416
7,376
7,332
7,349
7,598
7,882
7,885
7,841
7,920
7,874
7,832
7,901
7,828
7,586
Volume
Volume Turnover
('000
(Lots) (` crore)
tonnes)
DECEMBER
SEBI BULLETIN
2015
DECEMBER
SEBI BULLETIN
2015
Table 83: Daily trends of Commodity Futures Trading at NMCE during November 2015
Date
02 Nov 2015
03 Nov 2015
04 Nov 2015
05 Nov 2015
06 Nov 2015
09 Nov 2015
10 Nov 2015
11 Nov 2015
13 Nov 2015
16 Nov 2015
17 Nov 2015
18 Nov 2015
19 Nov 2015
20 Nov 2015
23 Nov 2015
24 Nov 2015
26 Nov 2015
27 Nov 2015
30 Nov 2015
Volume (Lots)
2,269
2,928
2,536
2,428
2,350
1,897
1,869
733
1,503
2,156
1,693
1,984
2,171
1,981
1,638
1,794
2,144
2,236
2,158
Agriculture
Turnover (` crore)
92
124
104
114
98
65
76
26
62
87
62
88
96
83
74
77
88
95
93
Source: NMCE
Agriculture
2.13
2.14
2.74
2.26
3.01
1.88
1.85
1.77
1.96
1.69
Energy
31.75
34.30
35.83
35.55
35.01
32.78
31.71
34.70
34.24
35.07
Agriculture
96.33
97.95
98.16
98.09
97.62
97.22
97.74
98.63
98.89
96.92
1225
Energy
0.05
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Turnover
Agriculture Commodities
Pro
Client
Hedgers
41.6
58.4
NA
46.3
53.7
NA
47.8
52.2
NA
45.4
54.6
NA
46.2
53.8
NA
48.4
51.6
NA
47.2
52.8
NA
43.1
56.9
NA
45.5
54.5
NA
40.2
59.8
NA
Non-Agriculture Commodities
Pro
Client
Hedgers
33.0
67.0
NA
24.1
75.9
NA
25.8
74.2
NA
23.3
76.7
NA
23.6
76.4
NA
23.6
76.4
NA
26.4
73.6
NA
23.8
76.2
NA
22.3
77.7
NA
21.8
78.2
NA
1226
85.9
83.7
85.4
86.1
86.1
77.7
89.5
71.1
14.1
16.3
14.6
13.9
13.9
22.3
10.5
28.9
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
27.7
27.5
27.0
27.8
27.5
24.4
23.1
24.1
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
4.2
4.0
4.8
3.9
0.0
5.2
5.1
5.6
37.0
52.2
47.1
58.8
59.0
36.7
38.0
33.9
55.4
38.0
63.0
47.8
52.9
41.2
41.0
63.3
62.0
66.1
44.6
62.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.2
1.7
1.2
1.2
1.8
1.6
0.9
0.7
4.3
1.8
96.8
98.3
98.8
98.8
98.2
98.4
99.1
99.3
95.7
98.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
68.1
68.5
68.2
68.2
68.1
70.5
71.8
70.3
4.1
5.1
SEBI BULLETIN
0
0
0
0
0
0
0
0
0.0
0.0
Turnover
Agriculture Commodities
Non-Agriculture Commodities
Pro
Client
Hedgers
Pro
Client
Hedgers
2014-15
5.3
94.7
2015-16$
4.1
95.9
Apr-15
4.5
95.5
May-15
2.7
97.3
Jun-15
2.1
97.9
Jul-15
2.8
97.2
Aug-15
6.1
93.9
Sep-15
7.8
92.2
Oct-15
8.1
91.9
Nov-15
4.1
95.9
$ indicates as on November 30, 2015.
Source: NMCE
Year/ Month
Table 88: Category-wise Percentage Share of Turnover & Open Interest at NMCE
0.1
0.2
0.3
0.6
0.3
0.2
0.2
0.9
67.7
71.8
47.8
49.1
49.1
46.8
48.4
49.2
51.4
54.4
0.0
0.0
52.1
50.7
50.6
52.6
51.3
50.6
48.4
44.8
26.0
14.9
28.2
23.1
74.0
85.1
53.1
48.9
46.2
50.8
0.7
0.3
Turnover (` crore)
Agriculture Commodities
Non-Agriculture Commodities
Pro
Client
Hedgers
Pro
Client
Hedgers
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Year/ Month
Table 87: Category-wise Percentage Share of Turnover & Open Interest at NCDEX
Notes: 1. All trades executed under client codes other than *OWN* (proprietary account) is treated as client trades and is computed at client Level.
2. All Commodities falling under the category Energy, Bullion and Metals are treated as Non-Agri wheresas all other commodities are treated as Agri.
3. Profile of participants as hedgers or otherwise is not available with the Exchange
$ indicates as on November 30, 2015.
Source: MCX
2014-15
2015-16$
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Year/ Month
Table 86: Category-wise Percentage Share of Turnover & Open Interest at MCX
DECEMBER
2015
DECEMBER
SEBI BULLETIN
2015
II.
Gross Saving as a percent of Gross national Disposable Income at current market prices in 2013-14
30.0
III.
32.3
IV.
September
2015
October
2015
November
2015
4.0
4.0
4.0
7.25
7.25
7.25
6.75
6.75
1,09,43,220
1,09,99,870
1,12,20,050
1,12,27,440
1,12,50,590
88,83,320
89,59,700
91,63,820
91,40,030
91,24,760
66,56,090
66,66,250
68,30,240
68,03,970
68,67,930
7.1
7.0
7.1
6.8
6.8
7.5
7.4
7.4
7.1
7.1
9.7-10.0
9.7-10.0
9.7-10.0
9.3-9.7
9.3-9.7
8.3
8.0
8.0
7.9
7.9
4,53,738
4,93,754
3,82,838
3,91,944
3,57,949
Market Cap-BSE
1,04,79,396
98,27,930
96,48,122
98,33,359
98,88,227
Market Cap-NSE
1,01,68,561
95,29,070
94,91,609
96,54,114
96,75,669
5,319
-16,877
-6,475
6,650
-7,074
353,461
351,920
350,806
353,637
351,616
Re/ Dollar
64.0
66.3
65.6
65.2
66.8
Re/Euro
70.2
74.5
73.1
71.7
70.7
7.1
6.6
6.4
6.6
6.5
2,39,000
2,95,000
3,51,000
4,11,000
4,56,000
177.6
176.5
176.6
176.7
177.6
123.6
124.8
125.4
126.1
126.6
Interest Rate
August
2015
4.0
VI.
July
2015
4.0
V.
1,06,56,925
IX.
X.
180.5
176.6
178.4
181.3
NA
Mining
117.7
119.8
118.8
130.0
NA
Manufacturing
190.9
184.8
187.2
188.1
NA
Electricity
190.3
194.4
195.7
201.6
NA
Exports
23,137
21,266
21,845
21,353
20,014
Imports
35,950
33,744
32,324
31,120
29,796
Trade Balance
-12,812
-12,478
-10,479
-9,767
-9,782
Notes: 1. * Advance estimates; Data as per the new series released by MOSPI
2. CPI Data ia being released on Base 2012=100 from January 2015 by MOSPI
Source : RBI, MOSPI, Ministry of Commerce & Industry.
1227
DECEMBER
SEBI BULLETIN
2015
PUBLICATIONS
1.
2.
Interested persons may contact Publication Division, Department of Economic and Policy Analysis of SEBI to
obtain a copy of Annual Report/Handbook of Statistics at the following address:
Publication Division
Department of Economic and Policy Analysis
Securities and Exchange Board of India
Plot No. C4-A, G Block,
Bandra Kurla Complex,
Bandra (E), Mumbai-400051
Tel no. +91-2226449000
Fax no. +91-2226449021
1228