Exchange Traded Funds

December 2011

ETF have shown consistent growth in volumes both in terms of number of trade and turnover. Based on the underlying asset different types of ETFs have been identified. The turnover and price of each class of ETF listed on NSE is given below. % Turnover
72.83% November 2011
ETF Based on Asset Total T/O ( ` Lacs) %

10.36% 16.57% 0.24%

Gold Indian Stock Market Money Market International Stock Market

Gold Money Market Equity Market International Equity Market Total

101474.57 23092.5 14428.69 337.99 139333.75

72.83% 16.57% 10.36% 0.24% 100.00%

ETF based on Gold

SYMBOL AXISGOLD BSLGOLDETF GOLDBEES GOLDSHARE HDFCMFGETF IDBIGOLD IPGETF KOTAKGOLD QGOLDHALF RELGOLD RELIGAREGO SBIGETS AXIS BIRLA SUN LIFE GOLDMAN SACS UTI HDFC IDBI ICICI KOTAK QUANTUM RELIANCE RELIGARE SBI AMC Nov-11 NAV Oct-11 Avg T/O ` lacs Return % 1Month 3Months

2839.61 2905.86 2774.33 2787.31 2841.99 2909.16 2859.40 2785.92 1386.27 2712.57 2862.93 2840.24

2687.11 2749.48 2625.34 2636.34 2688.76 NA 2706.44 2635.37 1311.60 2566.34 2708.61 2686.63

28.73 8.62 3240.84 224.45 144.69 23.23 28.63 807.45 12.88 329.58 26.83 197.81

5.67 5.69 5.68 5.73 5.70 NA 5.65 5.71 5.69 5.70 5.70 5.72

7.25 7.48 7.43 7.51 7.47 NA 7.34 7.49 7.52 7.53 7.49 7.52

Spot price gold (Source: http://goldprice.org/charts/history/gold_5_year_o_inr.png)

250000

Gold ETF Monthly T/O ` Lacs

200000

3500 3000

Avg Daily T/O Rs lacs

AXISGOLD GOLDBEES BSLGOLDETF GOLDSHARE IDBIGOLD KOTAKGOLD RELGOLD SBIGETS

150000

2500 2000 1500

HDFCMFGETF IPGETF QGOLDHALF RELIGAREGO

100000

50000

1000
0

500 0

Gold ETF turnover over a period (since Mar 2007)

Gold ETF turnover - November 2011 (` lacs)

Among 12 Gold ETFs the top 3 gold ETF contributed 86.28% of the total trading volumes during the month. The total trading volume for the month was `101474.57 lacs and the top 3 securities were GOLDBEES, KOTAKGOLD & RELGOLD.
ETF based on Money Market Instrument (Government Securities)

50000 45000 40000 35000 30000 25000 20000 15000 10000 5000 0

Average Daily T/O ` Lacs SYMBOL LIQUIDBEES Nov-11 1154.63 Oct-11 1025.78

% Change in T/o 12.56

Source: www.nseindia.com & www.amfinidia.com

The highest turnover in LIQUIDBEES for the month of November 2011 was ` 21.46 Crs. with total traded quantity of 214642 on 30th November 2011.
ETF based on International Index

The highest turnover in HNGSNGBEES for the month was ` 2.36 lacs, on 9th November 2011 whereas the highest turnover in N100 for the month was ` 126.83 lacs, on 02nd November 2011.
Symbol AMC Goldman Sachs MOTILAL OSWAL NAV Nov-11 1259.77 114.98 Oct-11 1297.26 116.87 Avg T/O ` Lacs 7.31 9.59 1Month -2.89 -1.62 Return % 3Months 1.80 12.31

HNGSNGBEES N100

Source: www.nseindia.com & www.amfinidia.com

ETF based on Equity (Index)

Symbol BANKBEES RELBANK INFRABEES M100 KOTAKPSUBK PSUBNKBEES JUNIORBEES M50 IIFLNIFTY KOTAKNIFTY NIFTYBEES QNIFTY RELGRNIFTY BSLNIFTY UTISUNDER SHARIABEES

Underlying Nov-11 BANK NIFTY BANK NIFTY CNX INFRASTRUCTURE CNX MIDCAP CNX PSU BANK CNX PSU BANK JUNIOR NIFTY MOST50 NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY NIFTY SHARIAH 867.59 890.38 242.20 6.74 313.96 304.12 91.19 64.69 482.39 490.78 492.93 491.81 484.57 48.43 531.36 114.03

NAV Oct-11 1011.90 1034.59 267.99 7.36 341.88 331.13 100.83 72.02 531.56 541.09 543.29 542.22 534.11 53.34 580.98 122.44

Average Daily T/O ` lacs 33.00 1.07 2.01 11.35 14.35 7.17 34.60 22.16 48.84 1.74 539.11 0.48 0.74 0.47 4.17 0.17 -14.26 -13.94 -9.62 -8.54 -8.17 -8.15 -9.56 -10.18 -9.25 -9.30 -9.27 -9.30 -9.27 -9.20 -8.54 -6.87

Return % 1Month 3Months -10.24 -9.95 -12.82 -8.82 -8.84 -8.84 -9.03 -4.55 NA -3.34 -3.30 -3.32 -3.41 -3.28 -2.59 2.04

Source: www.nseindia.com & www.amfinidia.com

4 2 0 -2 -4 -6 -8 -10 -12 -14 -16

1Month

3 MONTH RETURN

BANKBEES KOTAKPSUBK IIFLNIFTY RELGRNIFTY

RELBANK PSUBNKBEES KOTAKNIFTY BSLNIFTY

INFRABEES JUNIORBEES NIFTYBEES UTISUNDER

M100 M50 QNIFTY SHARIABEES

The top 3 equity oriented ETF Viz. NIFTYBEES, IIFLNIFTY & JUNIORBEES accounted for 74.73%, 6.77% & 4.80% respectively of the total trading volumes during the month.

Disclaimer: Market conditions can lead to substantial profit or loss. Investors are advised to seek adequate product and market knowledge as well as proper investment advice before trading. The material provided here is for general information purpose only. While care has been taken to ensure accuracy, the information furnished to reader with no warranty as to accuracy or completeness of its contents and on condition that any changes, omissions or errors shall not be made the basis for any claim, demand or cause for action

NSE web site

: www.nseindia.com

Online ETF price watch : http://www.nseindia.com/content/etfsparks.htm NSE circulars : http://nseindia.com/circulars/circular.htm

NSE member directory : http://nseindia.com/membership/dynaContent/find_a_broker.htm

Head- Office
National Stock Exchange of India Ltd
Exchange Plaza, C-1 Block G, Bandra - Kurla Complex, Bandra (E), Mumbai 400051 Tel: 022 26598100 Fax: 022 26598120

Email: nsecrm@nse.co.in

Regional Offices

National Stock Exchange of India Ltd 4th Floor, Jeevan Vihar Building Parliament Street New Delhi- 110001 Phone No 011- 23344313 to 327 Fax No. - 011- 23366658

New Delhi Cash

ETF

Ahmedabad
National Stock Exchange of India Ltd 406, Sakar II Near Ellisbridge Ahmedabad 380006 Tel No: 079-26580212/13 Fax: 079-26576123

Kolkata
National Stock Exchange of India Ltd 1st floor, Park View Apartments, 99 Rash Behari Avenue, Kolkata-700029 Tel No: 033-40400400 Fax No: 033-40400440

Chennai
National Stock Exchange of India Limited 2nd floor, Ispahani centre 123-124, Nungambakkam High Road, Nungambakkam, Next to Indian Oil Bhawan, Chennai -600 034 Tel: 044-28332500/01 Fax: 044-28332510/21

Hyderabad
National stock exchange of India limited, H.No:3-6-322, Mahavir house, 2nd floor, Chamber No 203 & 204, Basheerbagh, Hyderabad- 500029, India Tel No: 040-23227084/85 Fax No: 040-23227086