sgx cnx nifty (india) index futures
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SGX CNX Nifty (India)Index Futures
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While care has been taken to ensure the accuracy of theinformation in this document, SGX and its affiliates make nowarranty as to the accuracy, completeness, merchantability orfitness for any purpose, of the information contained in thisdocument or as to the results obtained by any person from theuse of any information or investment product mentioned in thisdocument. SGX reserves the right to make changes to suchinformation from time to time. Any change, omission or error insuch information, shall not form the basis for any claim, demandor cause of action against SGX or any of its affiliates and SGXand its affiliates expressly disclaim liability for the same.
Singapore Index Futures, CNX Nifty Index Futures andFTSE Xinhua China A50 Index Futures.
About the CNX Nifty Index
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The market capitalisation of the CNX Nifty on 5November 2007 was about US$839.66 billion.
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As at 5 November 2007
1 ABB Ltd/India 11.723
2 ACC Ltd 8.419
3 Ambuja Cements Ltd 5.923
4 Bajaj Auto Ltd 5.416
5 Bharat Heavy Electricals Ltd 4.83
6 Bharat Petroleum Corp Ltd 4.213
7 Bharti Airtel Ltd 3.925
8 Cipla Ltd/India 3.722
9 Dr Reddy's Laboratories Ltd 3.649
10 GAIL India Ltd 3.571
11 GlaxoSmithKline Pharmaceuticals Ltd 3.209
12 Grasim Industries Ltd 3.2
13 HCL Technologies Ltd 2.999
14 HDFC Bank Ltd 2.184
15 Hero Honda Motors Ltd 2.144
16 Hindalco Industries Ltd 2.127
17 Hindustan Petroleum Corp Ltd 1.953
18 Hindustan Unilever Ltd 1.947
19 Housing Development Finance Corp 1.908
20 ICICI Bank Ltd 1.839
21 Infosys Technologies Ltd 1.693
22 ITC Ltd 1.293
23 Larsen & Toubro Ltd 1.262
24 Mahanagar Telephone Nigam 1.03
25 Mahindra & Mahindra Ltd 1.028
Component Stocks and Weightings
Constituents
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Constituents
26 Maruti Suzuki India Ltd 1.006
27 National Aluminium Co Ltd 0.954
28 NTPC Ltd 0.939
29 Oil & Natural Gas Corp Ltd 0.882
30 Punjab National Bank Ltd 0.871
31 Ranbaxy Laboratories Ltd 0.865
32 Reliance Communications Ltd 0.735
33 Reliance Energy Ltd 0.684
34 Reliance Industries Ltd 0.667
35 Reliance Petroleum Ltd 0.643
36 Satyam Computer Services Ltd 0.615
37 Siemens India Ltd 0.592
38 State Bank of India Ltd 0.574
39 Steel Authority Of India Ltd 0.554
40 Sterlite Industries India Ltd 0.532
41 Sun Pharmaceuticals Industries Ltd 0.493
42 Suzlon Energy Ltd 0.437
43 Tata Consultancy Services Ltd 0.416
44 Tata Motors Ltd 0.407
45 Tata Power Co Ltd 0.402
46 Tata Steel Ltd 0.379
47 Unitech Ltd 0.316
48 Videsh Sanchar Nigam Ltd 0.307
49 Wipro Ltd 0.268
50 Zee Entertainment Enterprises Ltd 0.253
SGX CNX Nifty (India) Index Futures
Trading Hours T session : 9.00 am - 6.15 pmPre-open routine commences at 8.45 am followed by a 2-minute non-cancel period from 8.58 am
T+1 session : 7.15 pm - 10.55 pmPre-open routine commences at 7.00 pm followed by a 2-minute non-cancel period from 7.13 pm
Tokyo : +1 hourMumbai : -2.5 hoursLondon : -7 hours (Daylight Saving Time)New York : -12 hours (Daylight Saving Time)Chicago : -13 hours (Daylight Saving Time)
The underlying stock market trades from12.30 pm – 6.00 pm Singapore time, whichis 10.00 am – 3.30 pm India time.
Trading Hours 9.00 am - 6.15 pm(Last Trading Day)
Ticker Symbol IN
Contract Months 2 nearest serial months and 4 quarterly months
Minimum Price 0.5 index points (US$1)Fluctuation
Daily PriceLimits
Whenever the price moves by 10% in eitherdirection from the previous day's settlementprice, trading at or within a price limit of 10%is allowed for the next 10 minutes. Thereafter,trading is allowed within an expanded pricelimit of 20% above or below the previous dayssettlement price. When this limit is reached,there shall be a further 10-minute cooling offperiod. Thereafter, there shall be no price limitfor the rest of the day.
There shall be no price limits on the LastTrading Day of the expiring contract.
Last Trading Day Last Thursday of the month. If this happens tofall on an India holiday, the last trading dayshall be the preceding business day.
Settlement Basis Cash Settlement.
Final Settlement The final settlement price shall be the officialPrice closing price of the CNX Nifty Index rounded to
two decimal places.
Bloomberg IHA<INDEX>CT
CQG ZIN
ComStock 2sINNmy
FutureSource SIN
Quick FIN.n/SGX
Reuters SIN:<F3>
Telekurs INyym,344
Contract Size US$2 x Underlying Index Futures Price
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(Singapore Time)
Price Information
Independent Software Vendors connected to SGX:
• CQG
• GL Trade
• Netstock
• Nyfix
• Object Trading
• Orc Software
• Patsystems
• RTS
• Trading Technologies
For more information on SGX CNX Nifty (India) IndexFutures, please
visit www.sgx.com/niftye-mail [email protected]
For more information on IISL and CNX Nifty Indexcomponent stocks and their respective weights,please
visit www.nse-india.com/content/indices/ind_nifty.htm
Other Useful Information
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