Annexure II-  CNX Nifty Jr. Index : Jan. 2012,,,,,,,,,,,
,,,,,,,,,,,
Sr. No,Security Symbol,Security Name,Industry,Equity Capital,Free Float Market Capitalisation for Jan. 2012,Weightage,Beta,R2,Volatility,Monthly Return,Avg. Impact Cost Jan. 2012
,,,,(In Rs.),(Rs. Crores),%,,,%,,%
1,ABIRLANUVO,Aditya Birla Nuvo Ltd.,FINANCE,1135135640,4430.43,1.52,0.88,0.34,1.74,10.56,0.12
2,ADANIENT,Adani Enterprises Ltd.,TRADING,1099810083,9918.41,3.4,1.34,0.26,5.17,41.66,0.15
3,ADANIPORTS,Adani Ports and Special Economic Zone Ltd.,SHIPPING,4006788200,6593.77,2.26,1.06,0.24,3.52,21.82,0.14
4,ANDHRABANK,Andhra Bank,BANKS,5595803640,2394.65,0.82,1.18,0.58,1.94,27.45,0.12
5,ASHOKLEY,Ashok Leyland Ltd.,AUTOMOBILES - 4 WHEELERS,2660676634,3554.05,1.22,1.09,0.28,2.33,19.52,0.13
6,ASIANPAINT,Asian Paints Ltd.,PAINTS,959197790,13567.31,4.65,0.48,0.16,1.19,15.54,0.1
7,BANKBARODA,Bank of Baroda,BANKS,3915460790,12683.09,4.35,1.08,0.46,2.16,13.29,0.12
8,BANKINDIA,Bank of India,BANKS,5464803700,6431.02,2.21,1.26,0.45,2.65,29.4,0.1
9,BEL,Bharat Electronics Ltd.,ELECTRONICS - INDUSTRIAL,800000000,2713.69,0.93,0.43,0.16,1.55,4.07,0.15
10,BHARATFORG,Bharat Forge Ltd.,CASTINGS/FORGINGS,465588632,3926.71,1.35,1.22,0.47,2.34,15.47,0.14
11,BIOCON,Biocon Ltd.,PHARMACEUTICALS,1000000000,1838.09,0.63,1.01,0.37,2.38,-3.23,0.1
12,BOSCHLTD,Bosch Ltd.,AUTO ANCILLARIES,313989000,6560.74,2.25,0.28,0.11,0.68,7,0.1
13,CANBK,Canara Bank,BANKS,4430000000,6722.43,2.31,1.25,0.48,2.94,28.97,0.1
14,COLPAL,Colgate Palmolive (India) Ltd.,PERSONAL CARE,135992817,6685.64,2.29,0.34,0.08,1.11,1.29,0.1
15,CONCOR,Container Corporation of India Ltd.,TRAVEL AND TRANSPORT,1299827940,4668.75,1.6,0.51,0.12,1.62,15.97,0.19
16,CROMPGREAV,Crompton Greaves Ltd.,ELECTRICAL EQUIPMENT,1282983072,4987.84,1.71,1.3,0.3,2.84,5.75,0.12
17,CUMMINSIND,Cummins India Ltd.,DIESEL ENGINES,554400000,5702.72,1.96,0.65,0.21,1.71,19.87,0.15
18,DABUR,Dabur India Ltd.,PERSONAL CARE,1742047322,5136.8,1.76,0.32,0.07,0.85,-5.28,0.09
19,EXIDEIND,Exide Industries Ltd.,AUTO ANCILLARIES,850000000,6086.94,2.09,0.68,0.15,1.49,26.23,0.12
20,FEDERALBNK,Federal Bank Ltd.,BANKS,1712115340,6829.63,2.34,1.21,0.47,2.15,18.44,0.13
21,GLAXO,Glaxosmithkline Pharmaceuticals Ltd.,PHARMACEUTICALS,847030170,8106.6,2.78,0.2,0.05,0.63,-0.26,0.14
22,GLENMARK,Glenmark Pharmaceuticals Ltd.,PHARMACEUTICALS,270412753,4126.06,1.42,0.58,0.09,2.13,0.53,0.12
23,GMRINFRA,GMR Infrastructure Ltd.,CONSTRUCTION,3892434782,3259.9,1.12,1.52,0.41,4.03,39.52,0.14
24,HDIL,Housing Development and Infrastructure Ltd.,CONSTRUCTION,4190039860,2027.47,0.7,2.14,0.53,4.67,49.11,0.11
25,HINDPETRO,Hindustan Petroleum Corporation Ltd.,REFINERIES,3386272500,4886.22,1.68,0.74,0.18,1.93,16.68,0.1
26,IDBI,IDBI Bank Ltd.,BANKS,9845703710,3481.18,1.19,1.41,0.65,2.02,30.08,0.1
27,IDEA,Idea Cellular Ltd.,TELECOMMUNICATION - SERVICES,33074278400,7585.18,2.6,0.67,0.13,2.59,15.86,0.09
28,IFCI,IFCI Ltd.,FINANCIAL INSTITUTION,7378373310,1939.84,0.67,1.7,0.5,1.7,31.35,0.14
29,INDHOTEL,Indian Hotels Co. Ltd.,HOTELS,759472787,3319,1.14,0.94,0.34,2.01,21.07,0.15
30,INDUSINDBK,IndusInd Bank Ltd.,BANKS,4667321740,10071.76,3.46,1.36,0.54,2.94,29.25,0.13
31,IOB,Indian Overseas Bank ,BANKS,6187493430,1849.06,0.63,1.16,0.46,2.32,19.36,0.1
32,JSWSTEEL,JSW Steel Ltd.,STEEL AND STEEL PRODUCTS,2231172000,7413.99,2.54,1.75,0.47,3.37,37.91,0.09
33,LICHSGFIN,LIC Housing Finance Ltd.,FINANCE - HOUSING,949326000,7560.64,2.59,1.18,0.41,2.17,13.4,0.1
34,LUPIN,Lupin Ltd.,PHARMACEUTICALS,893196904,11255.29,3.86,0.62,0.18,1.51,6.06,0.1
35,MCDOWELL-N,United Spirits Ltd.,BREW/DISTILLERIES,1307949680,5892.27,2.02,1.28,0.27,4.57,35.83,0.11
36,MPHASIS,MphasiS Ltd.,COMPUTERS - SOFTWARE,2100358200,2767.84,0.95,1.04,0.17,2.23,25.5,0.13
37,OFSS,Oracle Financial Services Software Ltd.,COMPUTERS - SOFTWARE,419708510,3265.81,1.12,0.66,0.22,1.35,6.85,0.13
38,PFC,Power Finance Corporation Ltd.,FINANCIAL INSTITUTION,13199317050,5893.32,2.02,1.47,0.4,3.02,22.98,0.11
39,RECLTD,Rural Electrification Corporation Ltd.,FINANCIAL INSTITUTION,9874590000,6245.58,2.14,1.6,0.51,3.1,23.9,0.13
40,RELCAPITAL,Reliance Capital Ltd.,FINANCE,2456328000,4054.3,1.39,1.67,0.41,2.71,53.15,0.11
41,SRTRANSFIN,Shriram Transport Finance Co. Ltd.,FINANCE,2262216680,7722.96,2.65,0.94,0.21,2.95,38.52,0.12
42,TATACHEM,Tata Chemicals Ltd.,CHEMICALS - INORGANIC,2547562780,5993.86,2.06,0.78,0.36,1.5,9.21,0.1
43,TECHM,Tech Mahindra Ltd.,COMPUTERS - SOFTWARE,1273073060,2408.63,0.83,1.09,0.33,2.02,13.65,0.11
44,TITAN,Titan Industries Ltd.,"GEMS, JEWELLERY AND WATCHES",887786160,8401.72,2.88,1.03,0.28,1.91,18.71,0.09
45,TORNTPOWER,Torrent Power Ltd.,POWER,4724483080,3500.41,1.2,0.68,0.18,1.85,5,0.26
46,ULTRACEMCO,UltraTech Cement Ltd.,CEMENT AND CEMENT PRODUCTS,2740599920,11868.9,4.07,0.68,0.27,1.49,4.14,0.12
47,UNIONBANK,Union Bank of India,BANKS,5243324150,5137.19,1.76,1.29,0.41,2.64,34.35,0.11
48,UNIPHOS,United Phosphorus Ltd.,PESTICIDES AND AGROCHEMICALS,923608548,5006.59,1.72,0.99,0.27,2.6,16.31,0.12
49,YESBANK,Yes Bank Ltd.,BANKS,3519299690,8020.45,2.75,1.64,0.61,2.77,38.38,0.08
50,ZEEL,Zee Entertainment Enterprises Ltd.,MEDIA & ENTERTAINMENT,964105209,6989.75,2.4,0.59,0.18,1.71,8.53,0.12
,,,,,291484.4714,,,,,,0.12
,,,,,,,,,,,
* Beta & R2 are calculated for the period 01-Feb-2011 to 31-Jan-2012,,,,,,,,,,,
,,,,,,,,,,,
* Beta measures the degree to which any portfolio of stocks is affected as compared to the effect,,,,,,,,,,,
  on the market as a whole.,,,,,,,,,,,
,,,,,,,,,,,
* The coefficient of determination (R2) measures the strength of relationship between two variables,,,,,,,,,,,
   the return on  a security versus that of the market.,,,,,,,,,,,
,,,,,,,,,,,
* Volatility is the Std. deviation of the daily returns for the period 02-Jan-2012 to 31-Jan-2012,,,,,,,,,,,
,,,,,,,,,,,
* Last day of trading was 31-Jan-2012,,,,,,,,,,,
,,,,,,,,,,,
* Impact Cost for CNX Nifty Junior is for a portfolio of Rs. 25 Lakhs  ,,,,,,,,,,,
,,,,,,,,,,,
* Impact Cost for CNX Nifty Junior is the weightage average impact cost,,,,,,,,,,,