Nifty 100 December 31, 2015

The Nifty 100 tracks the behavior of combined portfolio of two indices viz. Nifty 50 and Nifty Next 50. It is a diversified 100 stock index. The maintenance of the Nifty 50 and the Nifty Next 50 are synchronized so that the two indices will always be disjoint sets; i.e. a stock will never appear in both indices at the same time.

Nifty 100 is computed using free float market capitalization method wherein the level of the index reflects total free float market value of all the stocks in the index relative to a particular base market capitalization value. Nifty 100 Index can be used for a variety of purposes such as benchmarking fund portfolios, launching of index funds, ETFs and structured products.

Index Variants: Nifty 100 Total Returns Index, Nifty 100 Equal Weight.

Eligibility Criteria for Selection of Index Governance: Constituent Stocks Nifty 100 index would comprise of the A professional team at IISL manages securities which are constituents of Nifty 50 Nifty 100 Index. There is a three-tier and Nifty Next 50. In other words, this index is governance structure comprising the a combination of the Nifty 50 and Nifty Next Board of Directors of IISL, the Index 50. Any changes i.e. inclusion and exclusion of Policy Committee, and the Index securities in Nifty 50 and Nifty Next 50 would Maintenance Sub-Committee. be automatically mirrored in this index.

Index Re-Balancing: Index Methodology Index is re-balanced on semi – annual basis. The cut-off date is January 31 and July 31 of each year, i.e. For semi-annual review of indices, average data for six months ending the cut-off date is considered. Four weeks prior notice is given to market from the date of change.

Bloomberg: CNX100 Index Thomson Reuters: .CNX100

Contact Us: Email: [email protected]

Tel: +91 22 26598386 Fax: +91 22 26598120

Nifty 100 December 31, 2015

Portfolio Characteristics Statistics Methodology Free Float Market Capitalization Since QTD YTD 1 Year 5 Years Inception No. of Constituents 100 # Returns (%) 0.14 -2.41 -2.41 6.04 17.44 Launch Date December 01, 2005 Base Date January 01, 2003 Since 1 Year 5 Years Base Value 1000 Inception Calculation Frequency Real-time Daily Std. Deviation * 16.11 16.68 24.16 Index Rebalancing Semi-Annually Beta (Nifty 50) 1.00 0.98 0.99 Correlation (Nifty 50) 1.00 1.00 1.00 Sector Representation Fundamentals Weight P/E P/B Dividend Yield Sector (%) 21.6 3.12 1.48 FINANCIAL SERVICES 29.53 Top 10 constituents by weightage IT 13.81 Weight Company’s Name CONSUMER GOODS 12.02 (%) ENERGY 11.41 Ltd. 6.49 AUTOMOBILE 10.07 HDFC Bank Ltd. 6.29 PHARMA 7.77 Housing Development Finance Corporation Ltd. 5.86 CONSTRUCTION 3.07 I T C Ltd. 5.41 METALS 3.04 TELECOM 2.79 Ltd. 4.92 CEMENT & CEMENT PRODUCTS 2.37 ICICI Bank Ltd. 4.46 INDUSTRIAL MANUFACTURING 1.50 Tata Consultancy Services Ltd. 3.69 SERVICES 0.98 Larsen & Toubro Ltd. 3.07 MEDIA & ENTERTAINMENT 0.70 Sun Pharmaceutical Industries Ltd. 2.63 FERTILISERS & PESTICIDES 0.39 Ltd. 2.22 HEALTHCARE SERVICES 0.33 CHEMICALS 0.21

# QTD,YTD and 1 year returns are absolute returns.Returns for greater than one year are CAGR returns. * Average daily standard deviation annualised Disclaimer: All information contained herewith is provided for reference purpose only. IISL ensures accuracy and reliability of the above information to the best of its endeavors. However, IISL makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and disclaim any and all liability whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the information provided herein. The information contained in this document is not intended to provide any professional advice.