-Monthly Market Review

August 2017
August 2017

S. No. Particulars CONTENTS Page No.

1. Important Circulars 1

2. Primary Market Statistics 1

a. Capital Raised

b. New Listings

3. Equity & Equity Derivatives 2

a. Index Watch 2

b. Trade Statistics & Growth 3

c. Instrument wise Turnover 4

d. Participant wise Turnover 4

e. Participant wise Open Interest 5

f. Internet Based Trading Turnover 6

4. NIFTY Futures Spreads 6

5. Indices Correlation Matrix 6

6. Most Active Securities based on Turnover 7

a. Top 5 Stocks in Cash Market 7

b. Top 5 Contracts in Stock Futures 7

c. Top 5 Contracts in Stock Options 7

7. Index Derivatives 7

8. Currency Derivatives 8

a. Turnover & Open Interest 8

b. Spread between Reference Rate & Exchange Rate 8

9. NSE Bond Futures II 9

10. INDIA VIX 9

11. Record Statistics 9

12. Global Perspective 10

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 Key Highlights
1. The benchmark index NIFTY 50 depreciated by 1.58% in the current month and
closed at 9917.90 experiencing a high of 10137.85 and a low of 9685.55

2. During the month the volatility index India VIX appreciated by 0.44% and closed at
11.95 experiencing a high of 15.54 and a low of 10.49

3. The average equity volume was seen at Rs 26373 Cr vs Rs 21392 Cr; up by 23.3%
on YoY basis.

4. The average equity derivative volume was seen at Rs 81386 Cr vs Rs 67664 cr; up
by 20.3% on YoY basis.
1 . Important Circulars
1. Change in the Constituents of Indices

Download Ref No: NSE/FA/ 35679 Date: Aug 29, 2017

https://nseindia.com/content/circulars/FAOP35679.pdf

2. Discontinuation of quarterly spread contracts on S&P500 and DJIA

Download Ref No: NSE/FAOP/35613 Date: Aug 29, 2017

https://nseindia.com/content/circulars/FAOP35613.pdf

3. GST invoice Commission on Sovereign Gold Bonds Scheme

Download Ref.No.: NSE/FA/35585 Date : August 11, 2017

https://nseindia.com/content/circulars/FATAX35585.pdf

4. Revision of transaction charges for Currency Futures

Download Ref No: NSE/FA/35551 Date : August 8, 2017

https://nseindia.com/content/circulars/FA35551.pdf

2. Primary Market Statistics

a. Capital Raised

Capital Raised in Month Rs Mn USD Mn

Newly issued shares (IPOs)- 23235.15 362.96
FPOs 0.00 0.00
Public issue of NCDs 12327.49 192.57
Further Issues (FIs) 75770.95 1183.64
Total 111,333.59 1739.17

b. New Listings

Sr. Symbol Name of the Company Series Date of Listing

No.
1 SHANTI Shanti Overseas (India) Limited SM 1-Aug-2017
2 TOTAL Total Transport Systems Limited SM 2-Aug-2017
3 KEERTI Keerti Knowledge and Skills Limited SM 2-Aug-2017
4 SUREVIN Surevin BPO Services Limied SM 7-Aug-2017
5 SIS Security and Intelligence Services (India) Ltd EQ 8-Aug-2017
6 COCHINSHIP Cochin Shipyard Limited EQ 9-Aug-2017
7 VAISHALI Vaishali Pharma Limited SM 17-Aug-2017
8 LEXUS Lexus Granito (India) Limited SM 21-Aug-2017
9 SERVOTECH Servotech Power Systems Limited SM 21-Aug-2017
10 GEEKAYWIRE Geekay Wires Limited SM 21-Aug-2017

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1
3. Equity & Equity Derivatives
a. Index Watch

Index Dashboard
August 31, 2017

Returns (%) Volatility (%) Beta Correlation R2 P/E P/B Dividend

Index Name 1M 3M 1 Yr 3 Yr 5 Yr 1 Yr 1 Yr 1 Yr 1 Yr Yield
Broad Market Indices
NIFTY 50 -1.58 3.08 12.88 7.63 13.53 10.98 1.00 1.00 1.00 25.62 3.49 0.94
NIFTY Next 50 0.47 7.79 21.95 18.72 23.18 15.95 1.22 0.84 0.71 31.48 3.89 1.17
NIFTY 100 -1.26 3.80 14.29 9.29 14.95 11.46 1.04 0.99 0.99 26.40 3.54 0.98
NIFTY 200 -1.22 3.92 15.00 10.04 15.33 11.86 1.06 0.98 0.97 27.78 3.44 0.93
NIFTY 500 -1.12 4.12 16.08 10.98 16.06 12.05 1.07 0.97 0.94 29.63 3.32 0.89
NIFTY Midcap 150 0.01 6.06 22.46 19.62 23.33 15.25 1.14 0.82 0.68 42.26 3.10 0.60
NIFTY Midcap 50 -1.77 4.91 21.04 14.56 18.74 19.35 1.42 0.81 0.65 72.79 2.27 0.62
NIFTY Full Midcap 100 -0.91 4.83 20.89 17.88 21.71 16.87 1.26 0.82 0.67 45.54 2.80 0.61
NIFTY Smallcap 250 -1.71 3.87 25.16 16.94 22.11 17.67 1.27 0.79 0.62 - 2.16 0.53
NIFTY Smallcap 50 -2.28 4.27 28.47 15.61 19.60 21.48 1.54 0.79 0.62 47.38 2.02 0.43
NIFTY Full Smallcap 100 -2.02 4.09 26.57 15.65 20.29 19.80 1.42 0.79 0.62 61.39 2.01 0.48
NIFTY MidSmallcap 400 -0.59 5.29 23.38 18.77 22.95 15.92 1.19 0.82 0.67 54.46 2.70 0.57
NIFTY Free Float Midcap 100 -1.28 4.38 18.91 18.04 20.93 16.44 1.23 0.82 0.68 32.93 2.48 1.20
NIFTY Free Float Smallcap 100 -0.67 7.87 25.55 15.68 19.66 19.75 1.35 0.75 0.56 - 1.67 0.66

Thematic Indices
NIFTY Commodities 4.50 8.64 25.02 9.44 10.63 15.30 1.15 0.83 0.68 17.77 2.22 1.91
NIFTY CPSE 2.86 -4.23 11.90 -0.76 6.14 15.85 0.87 0.60 0.36 11.55 2.07 3.87
NIFTY Energy 2.50 10.27 36.08 10.95 11.53 14.53 0.83 0.62 0.39 15.14 1.94 0.99
NIFTY India Consumption 0.59 4.76 13.99 13.05 18.44 13.05 1.01 0.85 0.73 54.62 5.48 0.90
NIFTY Infrastructure -2.28 3.44 13.25 2.20 8.27 14.39 1.06 0.81 0.65 49.14 2.21 1.05
NIFTY MNC 1.66 10.21 26.84 17.13 19.22 13.85 1.04 0.82 0.68 27.35 7.71 0.97
NIFTY PSE 4.08 1.86 17.22 4.36 7.77 15.01 0.94 0.68 0.47 14.10 2.02 3.00
NIFTY Services Sector -2.22 4.25 16.71 10.62 16.02 11.69 0.99 0.93 0.87 25.57 3.25 0.77
NIFTY100 Liquid 15 1.35 8.37 17.85 7.09 14.13 17.89 1.42 0.87 0.76 20.26 2.57 0.98
NIFTY Midcap Liquid 15 -3.58 -1.35 19.61 11.33 19.16 19.59 1.42 0.80 0.63 27.13 2.41 0.76
NIFTY Aditya Birla Group 0.80 3.35 12.52 10.37 16.68 20.21 1.28 0.69 0.48 - 2.43 0.33
NIFTY Mahindra Group 0.57 2.22 -1.04 -1.25 14.90 16.87 1.02 0.66 0.44 21.76 3.63 1.20
NIFTY Tata Group -0.89 -1.55 0.67 0.74 13.03 16.76 0.92 0.60 0.36 32.42 4.36 1.36
NIFTY Tata Group 25% Cap -1.38 -1.32 2.61 1.91 12.63 18.29 1.31 0.78 0.62 45.00 3.11 1.04
NIFTY Shariah 25 0.76 5.64 14.18 11.22 16.88 11.19 0.90 0.88 0.78 32.55 5.02 0.98
NIFTY50 Shariah 2.70 7.80 21.63 10.65 15.51 11.24 0.86 0.84 0.70 27.11 4.57 1.10
NIFTY500 Shariah 1.37 6.42 20.24 13.65 17.99 11.35 0.92 0.89 0.78 31.14 5.03 0.88
Strategy Indices
NIFTY100 Equal Weight -0.62 4.71 14.32 11.16 16.87 13.15 1.09 0.91 0.83 27.88 3.29 1.35
NIFTY Alpha 50 1.28 8.52 31.17 20.83 25.37 19.95 1.49 0.82 0.68 22.46 3.05 0.78
NIFTY Dividend Opportunities 50 1.87 2.27 15.55 6.77 10.66 12.03 0.97 0.88 0.78 17.99 3.23 2.43
NIFTY High Beta 50 -2.67 6.15 22.30 3.78 8.77 23.82 1.75 0.81 0.65 - 1.31 0.72
NIFTY Low Volatility 50 -0.81 3.56 9.12 14.65 17.78 11.01 0.93 0.93 0.87 26.38 3.75 1.39
NIFTY100 Low Volatility 30 -0.07 3.96 9.60 11.00 15.38 10.32 0.88 0.94 0.87 23.94 4.06 1.46
NIFTY Quality 30 -0.61 0.77 3.84 6.48 14.58 10.75 0.87 0.89 0.79 26.15 6.26 1.70
NIFTY50 Value 20 -1.91 3.68 13.44 4.72 12.81 11.22 0.90 0.88 0.78 20.43 2.45 1.34
NIFTY Growth Sectors 15 -0.27 1.87 10.79 9.91 18.09 11.63 0.84 0.79 0.63 32.29 8.25 0.97
NIFTY50 PR 1x Inverse 2.01 -1.69 -6.97 -2.51 -7.28 10.98 -1.00 -1.00 1.00 - - -
NIFTY50 TR 1x Inverse 1.92 -2.43 -8.14 -3.68 -8.41 10.99 -1.00 -1.00 1.00 - - -
NIFTY50 PR 2x Leverage -3.73 4.47 18.48 6.17 17.35 21.96 2.00 1.00 1.00 - - -
NIFTY50 TR 2x Leverage -3.53 6.04 21.54 8.78 20.26 21.99 2.00 1.00 1.00 - - -
NIFTY 50 Arbitrage 0.39 1.39 5.12 6.61 7.38 1.85 0.01 0.03 0.00 - - -
NIFTY 50 Futures -1.92 2.35 8.29 2.15 7.01 10.71 0.96 0.99 0.98 - - -
NIFTY50 USD -1.63 3.63 17.80 5.52 10.34 13.10 1.14 0.96 0.92 - - -
NIFTY50 Equal Weight -0.41 3.66 11.45 6.59 12.40 12.02 1.04 0.95 0.90 25.10 3.19 1.16
Sectoral Indices
NIFTY Auto -3.55 -2.38 7.23 11.37 22.23 17.61 1.30 0.81 0.66 40.55 6.34 0.58
NIFTY Bank -3.13 3.81 22.90 15.60 19.47 14.58 1.13 0.85 0.73 27.21 2.80 0.19
NIFTY Financial Services -1.66 6.19 24.07 15.94 18.99 13.95 1.13 0.89 0.79 28.46 3.42 0.30
NIFTY FMCG 0.35 -0.03 14.27 10.19 13.62 17.45 0.98 0.62 0.38 42.99 13.49 1.42
NIFTY IT -1.84 0.09 0.12 -0.38 11.70 15.70 0.55 0.38 0.15 17.12 4.08 1.98
NIFTY Media -4.32 -3.25 0.01 16.17 17.75 20.48 1.23 0.66 0.43 37.99 6.53 0.65
NIFTY Metal 6.59 17.67 35.38 4.10 6.34 23.87 1.52 0.70 0.49 16.51 1.90 3.12
NIFTY Pharma -6.51 -1.83 -22.89 -4.22 9.42 18.96 0.82 0.48 0.23 43.38 4.24 0.57
NIFTY Private Bank -2.09 4.62 22.75 19.31 23.66 14.66 1.13 0.85 0.72 27.19 3.08 0.13
NIFTY PSU Bank -11.59 -6.35 5.81 -1.89 3.89 26.89 1.48 0.60 0.36 33.76 1.08 0.70
NIFTY Realty -0.90 11.98 36.41 8.37 7.10 31.19 1.75 0.62 0.38 69.96 1.26 0.42

# Returns upto one year are absolute returns. Returns for greater than one year are CAGR returns.
-Volatility (Average daily standard deviation annualized), Beta, Correlation
2
& R for 1 year period.
-P/E, P/B & Dividend Yield as on August 31, 2017
-Returns of NIFTY50 Inverse, NIFTY50 Leverage and fixed income indices are not considered to identify the highest gainer and loser in the table above.

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 b. Trade Statistics & Growth

Cash Market
Turnover (INR Crore) NIFTY50 Index

45000 10200
40000
10100
35000
Turnover (INR Crore)

10000
30000

NIFTY50 Index
25000 9900
Rs. 26373 Crore
20000 9800 Average Daily Turnover
15000
10000
9700 for Aug 2017
9600
5000
0 9500

Instrument Aug-17 Aug-16 YOY Change Instrument Aug-17 Jul-17 MOM Change
Daily Average T/O Rs Cr. 26373 21392 23.3% Daily Average T/O Rs Cr. 26373 25902 1.8%

Equity Derivatives Market

NM Futures Turnover NIFTY50 Index Nifty Near Month

1600000 10200

1400000 10100
Turnover Rs lacs

1200000
10000
Index value

1000000

800000
9900
Rs. 81386 Crore
Average Daily Turnover
9800
600000

400000
9700
for Aug 2017
200000 9600

0 9500

Daily Average Turnover Rs. Crs Daily Average Turnover Rs. Crs
Instrument Instrument
Aug-17 Aug-16 % Change Aug-17 Jul-17 % Change
Index Futures 19015 17695 7.5% Index Futures 19015 16511 15.2%
Stock Futures 59903 48294 24.0% Stock Futures 59903 58779 1.9%
Index Options Premium 1862 1268 46.8% Index Options Premium 1862 1490 25.0%
Stock Options Premium 606 407 48.9% Stock Options Premium 606 531 14.2%
Total 81386 67664 20.3% Total 81386 77311 5.3%

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3
 c. Instrument wise Turnover

STK OPT
0.7%

IDX OPT
2.3% IDX FUT
23.4%
Index derivatives contributed
25.65% of total
STK FUT
73.6% equity derivatives turnover.

d. Participant wise Turnover

Cash Markets
Cash Market Equity Derivatives
EQUITY DERIVATIVES

RETAIL RETAIL
54.81% 54.26%
Client Proprietary Other
PRO
81.47% 26.17% 73.83%
18.53%

FII DII FII

16.77% 9.90% 16.36%
DII
3.21%

IndexFUTIDX
Futures StockFUTSTK
Futures

RETAIL RETAIL
57.6% 53.7%
Proprietary Proprietary Other
29.6% Other, 70.4% 24.4% 75.6%

FII FII DII

DII 18.0% 4.0%
11.6%
1.3%

Index Options
OPTIDX Stock Options
OPTSTK

RETAIL RETAIL
Proprietary 42.2% 45.7%
Other, DII
43.2% Proprietary Other
56.8% 0.1%
40.3% 59.7%
DII
FII 0.0%
FII
14.5% 14.0%

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 Currency Derivatives
CURRENCY DERIVATIVES

RETAIL
PRO Other 31.01%
64.94% 35.06% DII
0.54%

FII
3.51%

e. Participant wise Open interest - as on Aug 30, 2017, i.e. one day prior to equity derivatives expiry

Participant wise OI - Index Futures Participant wise OI - Stock Futures

50.0% 46.4% 45.6% 70.0% 64.0%
45.0% 41.9% 40.8%
60.0%
40.0%
35.0% 50.0%
42.3%
30.0%
40.0%
25.0% 30.0%
20.0% 30.0% 24.2%
21.5%
15.0% 20.0%
10.0% 6.7% 7.5% 6.2% 10.4%
5.0% 10.0% 6.2%
5.0% 1.3%
0.0% 0.0%
Client DII FII Pro Client DII FII Pro

Future Index Long Future Index Short Future Stock Long Future Stock Short

Participant wise OI - Index Calls Participant wise OI - Index Puts

60.0%
80.0%
52.5% 53.4%
70.0% 66.7%
50.0%
60.0%
50.6%
40.0%
50.0%

30.0% 26.7% 40.0%

24.1% 31.6%
19.9% 30.0%
20.0% 21.4%
13.8%
9.7% 20.0% 13.5%
10.0% 11.9%
10.0% 4.2%
0.0% 0.0%
0.0%
0.0%
Client DII FII Pro
Client DII FII Pro
Option Index Call Long Option Index Call Short
Option Index Put Long Option Index Put Short

Participant wise OI - Stock Calls Participant wise OI - Stock Puts

80.0% 75.9% 70.0%

70.0% 60.0% 56.9% 57.7%

60.0% 55.2%
50.0%
50.0%
40.0%
40.0%
32.4% 30.6%
30.0% 24.7%
30.0%
18.4%
20.0%
20.0% 15.3% 11.7%
12.4%
8.8% 10.0%
10.0%
0.0% 0.0% 0.0% 0.0%
0.0% 0.0%
Client DII FII Pro Client DII FII Pro

Option Stock Call Long Option Stock Call Short Option Stock Put Long Option Stock Put Short

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5
 f. Internet Based Trading Turnover

Cash Market Equity Derivatives

1800000 430000
4000000 9500
Number of Trades Traded Value (INR Cr) 1600000 Number of Trades Traded Value (INR Cr) 380000
3500000 8500
1400000
330000
3000000 7500
1200000

Traded value (INR Cr)

Number of Trades
280000

Traded Value (INR Cr)

2500000 6500
1000000
Number of Trades

230000
2000000 5500
800000
180000
1500000 4500 600000

1000000 3500 130000

400000

500000 2500 200000 80000

0 1500 0 30000

Peak Turnover (Rs Cr.) 8554.11 Peak Turnover (Rs Cr.) 396571.06
Average Traded value (Rs Cr.) 7483.65 Average Traded Value (Rs Cr.) 201597.87

4. NIFTY Futures Spreads

NIFTY Futures spread in points NIFTY Futures spread in %

120
Spread Spot Vs NM Spread NM Vs MM Spread NM Vs FM
100 1.5%

80
1.0%
Spread Points

% Futures Spread Vs Spot

60

40 0.5%

20
0.0%
0

AUG SEP OCT

-20
-0.5%

5. Indices Correlation Matrix

INDEX NIFTY50 NIFTY BANK NIFTY IT NIFTY INFRA NIFTY PSE NIFTY MIDCAP 50 INDIA VIX
NIFTY50 100% 89% 51% 84% 71% 81% -75%
NIFTY BANK 89% 100% 35% 66% 56% 75% -60%
NIFTY IT 51% 35% 100% 23% 29% 15% -30%
NIFTY INFRA 84% 66% 23% 100% 79% 87% -71%
NIFTY PSE 71% 56% 29% 79% 100% 70% -53%
NIFTY MIDCAP 50 81% 75% 15% 87% 70% 100% -48%
INDIA VIX -75% -60% -30% -71% -53% -48% 100%

Correlation based on daily closing returns of the respective index

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6
6. Most Active Securities based on Turnover

a. Top 5 stocks in Cash market

Sr. No. Symbol Gross Traded Quantity (Lacs) Gross Traded Value (Cr) % Contribution
1 INFY 2912 26915 4.87%
2 HDFC 588 10258 1.85%
3 RELIANCE 643 10218 1.85%
4 SBIN 3379 9764 1.77%
5 YESBANK 474 8341 1.51%

b. Top 5 Contracts in Stock Futures

Sr. No. Symbol No of Contracts Turnover (Rs Cr) % Contribution

1 INFY 846229 39349 3.13%
2 TATASTEEL 294615 36357 2.89%
3 SBIN 410600 35627 2.83%
4 RELCAPITAL 279328 32434 2.58%
5 RELIANCE 375259 29842 2.37%

c. Top 5 Contracts in Stock Options

Sr. No. Symbol No of Contracts Premium Turnover (Rs Cr) % Contribution

1 SBIN 625648 736 6.68%
2 INFY 1113143 850 6.38%
3 RELIANCE 596039 530 5.78%
4 TATASTEEL 372252 637 5.54%
5 MARUTI 277390 227 3.84%

7. Index Derivatives
Index Futures Index Options
NIFTYIT
0.1%

NIFTY
37.3%
BANKNIFTY
39.2%

NIFTY
60.7%
BANKNIFTY
62.7%

NIFTY FUTURE - EXPIRY WISE VOLUME NIFTY OPTIONS - EXPIRY WISE VOLUME
(NUMBER expiry
NIFTY Futures OF CONTRACTS
wise )trading volume NIFTY Options expiry
(NUMBER wise trading
OF CONTRACTS ) volume
Oct Others
Sep 0.73% Sep 0.84%
14.25% 7.45%

Oct
0.39%

Aug Aug
85.02% 91.32%
* No. of contracts traded
between 27 Jul 2017 to 31 Aug 2017

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8. Currency Derivatives

a) Turnover & Open Interest

Currency Options Turnover vs OI

Currency Futures Turnover vs OI
80 Premium Turnover in Rs Crs Open Interest (Contracts lacs) 45
Premium Turnover in Rs Crs Open Interest (Contracts lacs)
18,000 40
70 40

Notional Turnovwer Rs Cr.

16,000
32 60 35
14,000

OI contracts Lacs

OI Contracts lacs
30
Notional Turnover Rs Cr

12,000 50
24 25
10,000
40
8,000
16
20
6,000 30
15
4,000 8 20 10
2,000
10 5
- -
0 0

Daily Average Turnover Rs. Crs Daily Average Premium Turnover Rs. Crs
Instrument Instrument
Aug-17 Aug-16 YOY Change Aug-17 Aug-16 YOY Change
8477.25 8086.15 4.84% 28.73 21.50 33.66%
Currency Currency
Aug-17 Jul-17 MOM Change Aug-17 Jul-17 MOM Change
Futures Options
8,477.25 7567.36 12.02% 28.73 23.82 20.62%
Currency pair wise open interest
(NUMBER OF CONTRACTS )
Currency pair wise Open Interest Currency
Currency pairturnover
pair wise wise Turnover
(Rs. Crs)

USDINR
EURINR 82.10% EURINR
3.35% 8.55%
USDINR
95.10%
GBPINR
1.06%
JPYINR
0.49% GBPINR
JPYINR 7.25%
2.10%

b) Spread between Reference Rate & Exchange Rate

USDINR Rate Movement GBPINR Rate Movement
65.5 0.30 86.0 0.6
65.3 0.5
65.1 0.20 0.4
85.0
64.9 0.3
0.10 0.2
GBPINR
USDINR RATE

64.7
SPREAD
SPREAD

64.5 0.00 84.0 0.1

0.0
64.3
-0.10 -0.1
64.1 83.0
-0.2
63.9 -0.20 -0.3
63.7 82.0 -0.4
63.5 -0.30
11-Aug

13-Aug

15-Aug

17-Aug

19-Aug

21-Aug

23-Aug

25-Aug

27-Aug

29-Aug
1-Aug

3-Aug

5-Aug

7-Aug

9-Aug
1-Aug

3-Aug

5-Aug

7-Aug

9-Aug

11-Aug

13-Aug

15-Aug

17-Aug

19-Aug

21-Aug

23-Aug

25-Aug

27-Aug

29-Aug

DSP Ref. Rate Spread

DSP Ref. Rate Spread

EURINR Rate Movement JPYINR Rate Movement

59.0 0.5
77.5 0.6
77.0 0.4
76.5 0.5
76.0 58.0
75.5 0.4 0.3
75.0
JPYINR RATE

74.5 0.3
EURINR RATE

74.0 0.2
SPREAD

73.5 57.0
SPREAD

73.0 0.2
0.1
72.5 0.1
72.0
71.5 0.0 56.0
0.0
71.0
70.5 -0.1
70.0 -0.1
69.5
69.0 -0.2 55.0 -0.2
68.5
68.0 -0.3
1-Aug

3-Aug

5-Aug

7-Aug

9-Aug

11-Aug

13-Aug

15-Aug

17-Aug

19-Aug

21-Aug

23-Aug

25-Aug

27-Aug

29-Aug
3-Aug

9-Aug
1-Aug

5-Aug

7-Aug

11-Aug

13-Aug

15-Aug

17-Aug

19-Aug

21-Aug

23-Aug

25-Aug

27-Aug

29-Aug

DSP Ref. Rate Spread

DSP Ref. Rate Spread

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9. NSE Bond Futures II

Turnover Rs. Crs Open Interest

4500
4000 185000
Turnover Rs. Crs

3500 165000

OI Contracts
3000 145000
2500 125000 Rs. 1079 Crore
2000 105000
1500 85000
Average Daily Turnover
1000 65000 for Aug 2017
500 45000
0 25000

10. INDIA VIX

India VIX moving average

14.00

13.50

13.00
13.46 HIGH 15.54
12.50
12.62 LOW 10.49
12.00

11.50
11.92
11.70 CLOSE 11.95
11.00

10.50
10 day 30 day 60 day 90 day

11. Record Statistics

Instrument Turnover Rs. Crs Date

Index Futures 58105.67 29, September, 2016
Stock Futures 153978.85 27, July, 2017
Index Options Premium 4423.88 09, November, 2016
Stock Options Premium 942.96 11, August, 2017
Equity Turnover 45012.36 29, September, 2016

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 12. Global Perspective

a. NSEs Global Ranking b. Top 3 Exchanges in Stock futures Contracts

Instruments Ranking Rank Name of the Exchange No. of Contracts

Index Options 1 1 Korea Exchange 131943167
Index Futures 11 2 Moscow Exchange 117936390
Stock Options 8 3 National Stock Exchange of India 113521160
Stock Futures 3
Currency Options 1 c. Top 3 Exchanges in Index options
Currency Futures 2 Rank Name of the Exchange No. of Contracts
Equity Shares (No. of Trades) 4 1 National Stock Exchange of India 719402250
2 Korea Exchange 300869174
*Ranking in no. of contracts traded till YTD basis
Source:WFE data as on JuL 2017 3 Chicago Board Options Exchange 272781774

d. NSEs contribution to Global Trade

Stock Option Stock Future
Stock Option Stock Future

EMEA
10.61%
Rest of Asia- Pacific
6.57% EMEA Asia - Pacific
Asia- Pacific Rest of Asia-
Americas 10.24% 45.24% 54.70% NSE Pacific
79.16% 22.22% 32.49%
NSE
3.66%
Americas
0.05%

Index Option
Index Option Index Future
Index Future

EMEA
EMEA 32.60%
NSE
15.73%
39.28%
Rest of Asia- Pacific
Asia - Pacific Rest of Asia- 27.06%
Asia - Pacific
Americas 63.40% Pacific 29.42%
20.87% 24.12%
Americas
37.97%
NSE
2.36%

Currency Option Currency Future

Currency Option Currency Future
Rest of Asia-
Pacific
NSE EMEA 16.81%
44.95% 44.08%
EMEA
9.86% Asia - Pacific
86.54% Rest of Asia - Pacific NSE
Americas
Asia- 33.66% 16.85%
3.60%
Pacific
41.59%
Americas
22.26%

Disclaimer:
The National Stock Exchange of India Limited is proposing, subject to receipt of requisite approvals, market conditions and other considerations, an initial public offer of its equity shares and has filed a Draft Red Herring Prospectus
dated December 28, 2016 (DRHP) with the Securities and Exchange Board of India (SEBI). The DRHP is available on the websites of SEBI and the BSE Limited at www.sebi.gov.in and www.bseindia.com, respectively and of the
Managers, Citigroup Global Markets India Private Limited at http://www.online.citibank.co.in/rhtm/citigroupglobalscreen1.htm, JM Financial Institutional Securities Limited at www.jmfl.com, Kotak Mahindra Capital Company Limited
at http://www.investmentbank.kotak.com, Morgan Stanley India Company Private Limited at http://www.morganstanley.com/about-us/global-offices/india/, HDFC Bank Limited at www.hdfcbank.com, ICICI Securities Limited at www.
icicisecurities.com, IDFC Bank Limited at www.idfcbank.com and IIFL Holdings Limited at www.iiflcap.com. Investors should not rely on the DRHP for making any investment decision, and should note that investment in equity shares
involves a high degree of risk, and for details see the section titled Risk Factors in the red herring prospectus, when available.
Any securities referred to herein have not been and will not be registered under the U.S. Securities Act of 1933, as amended (the Securities Act), and may not be offered or sold in the United States absent registration or an exemption
from registration under the Securities Act. There is no intention to register any securities referred to herein in the United States or to make a public offering of the securities in the United States.

Incase you have any feedback on this reports please feel free to drop a mail to feedback@nse.co.in.
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