Tuletisinstrumendid - Median Quarter-Sigma tellimuse suurus - Explained

Curl 1 | Partial derivatives, gradient, divergence, curl | Multivariable Calculus | Khan Academy (Juuni 2019).

Anonim

Median Quarter-Sigma Tellimuse suurus on tuletisinstrument, mis sisaldab uusi aktsiaid futuuride ja optsiooniturul. Enne Median Quarter-Sigma tellimuse suuruse üksikasjade saamist lugege läbi FNO varude valimise kriteeriumid.

FNO varude valimise kriteeriumid.

1) keskmine kvartali-Sigma tellimuse suurus (MQSOS) on FNO-loendisse sisenemiseks aktsia kohta Rs10 Lakh. Ja pärast tuletisinstrumentide segmendi sisestamist peab aktsia hoidma keskmiselt Rs5 lakh MQSOS-i, vastasel juhul eemaldatakse aktsia tuletisinstrumentide loendist.

2) turupositsiooni limiit (MWPL) varudes peaks olema suurem kui Rs300 Cr. Ja pärast derivatiivse segmendi sisestamist peab aktsia säilitama Rs200 Cr-i MWPL-i.

3) Varud valitakse 500 suurima varude seast jooksva kuue kuu keskmise päevase turukapitaliseerimise ja keskmise päevase kaubeldava väärtuse alusel

3) Viimase kolme kuu madalaim keskmine kuukäibeks peaks olema Rs100 Cr, mida säilitatakse FNO segmendis.

Keskmine keskmine kvartal Sigma tellimuse suurus ja MWPL Väärtpaberite väärtus perioodil 16. juuni 2014 kuni 15. detsember 2014

S. nrSümbolKeskmine keskmine kvartali sigma tellimuse suurus (Rs.lakhs)MWPL Väärtus (Rs. Crs)
1AARTIIND2, 88202, 24
2KEELD56.10357, 04
3ABB7.421156, 28
4ABGSHIP3, 3378, 79
5ABIRLANUVO26.151842, 29
6ACC32, 982682.94
7ADANIENT69, 432512, 24
8ADANIPORTS53, 503005, 20
9ADANIPOWER41, 82656, 96
10AEGISCHEM2.30114, 69
11AHMEDFORGE13, 28106.40
12AIAENG6, 97857, 95
13AIL3, 09244, 26
14AJANTPHARM12.19434, 26
15AKZOINDIA3, 50320, 24
16ALBK38, 66515, 44
17ALEMBICLTD4.5682, 62
18ALLCARGO2.31246, 21
19ALOKTEXT38, 53175, 45
20ALSTOMT & D3, 02594.80
21AMARAJABAT12.111262, 83
22AMBUJACEM27.023325, 21
23AMTEKAUTO26, 32468, 51
24ANANTRAJ7.14112, 93
25ANDHRABANK38, 18387, 05
26APARINDS4, 80121, 39
27.APLLTD8, 90407, 73
28APOLLOHOSP12, 812117, 66
29APOLLOTYRE63, 801267, 21
30ARVIND65, 95810, 71
31ASHOKLEY95, 661436, 21
32ASIANPAINT44, 906391.08
33ASTRAL2.30350, 69
34ATUL7, 04370, 62
35AUROPHARMA95, 812892.40
36AXISBANK103, 8714933.90
37BAJAJ-AUTO40.117661, 26
38BAJAJCORP2, 60232, 17
39BAJAJELEC8.19141, 31
40BAJAJFINSV4, 681490, 81
41BAJAJHIND7.58143, 48
42BAJAJHLDNG3.561869.80
43BAJFINANCE8, 691172, 35
44BALKRISIND6, 80516.50
45BALLARPUR4.30109, 73
46BALMLAWRIE4, 96348, 76
47BALRAMCHIN4, 72173, 75
48BANKBARODA70, 853814, 17
49BANKINDIA69, 781171, 29
50BASF3.04291, 23
51BATAINDIA13, 55762, 94
52BBTC5.58206, 27
53BEL28, 36921, 09
54BERGEPAINT8.19658, 10
55BFUTILITIE10, 32157, 79
56BGRENERGY6.2852.30
57BHARATFORG43, 492367, 28
58BHARTIARTL71.2010669, 27
59BHEL100, 515139, 18
60BHUSANSTL2.82163, 52
61BIOCON26, 53714, 09
62BIRLACORPN2.35260, 74
63BLUEDART3, 87692, 21
64BLUESTARCO1, 98378, 23
65MÕÕTMINE7, 90131, 75
66BOSCHLTD13.063253, 08
67BPCL71, 934696, 32
68BRITANNIA13.111986.16
69CADILAHC8, 881598, 27
70CAIRN43, 904099, 36
71CANBK76, 441094, 95
72CAPF8.15138, 62
73CARBORUNIV1, 71372, 66
74Korraldamine8.93824, 52
75CASTROLIND10.171384, 27
76CCL7.19218, 46
77CEATLTD47, 18360, 47
78CENTRALBK6, 79232, 98
79CENTURYPLY5, 92188, 43
80CENTURYTEX40, 26590, 79
81CERA3, 64190, 63
82CESC24, 81822, 57
83CHAMBLFERT4, 46234, 29
84CHENNPETRO6.3787, 05
85CIPLA54, 536352.63
86CMC7, 71592, 39
87COALINDIA68, 474564, 61
88COLPAL18, 922500.13
89CONCOR7.292176, 62
90COROMANDEL4, 09660, 54
91CORPBANK3, 70393, 26
92COX & KINGS14, 85321.60
93CRISIL5, 96875, 87
94CROMPGREAV63, 591373, 02
95CUB7.051074, 92
96CUMMINSIND9, 462324, 28
97Siitiin2.35894.40
98DABUR20, 532723, 75
99DCBBANK8, 56481, 53
100DCMSHRIRAM3.71201, 77
101DEEPAKFERT3, 45125, 79
102DELTACORP18, 45252, 45
103DEN3.62318, 17
104DENABANK9, 14183, 15
105DHANUKA3.04139, 79
106DHFL15.16624, 52
107DISHMAN15, 4789, 09
108DISHTV25.99377, 51
109DIVISLAB22, 482209.08
110DLF156, 671325, 72
111DREDGECORP4, 5551, 67
112DRREDDY57, 727071, 18
113ECLERX2, 89366, 02
114EICHERMOT56, 853498, 56
115EIDPARRY2, 75419, 28
116EIHOTEL3, 50805, 79
117EMAMILTD6, 45959, 62
118ENGINERSIN14.80464, 34
119EROSMEDIA6, 94162, 24
120ESKORTSID17, 59198, 92
121ESSDEE4, 5595, 77
122ESSELPACK2.77159, 22
123EXIDEIND28, 851496, 95
124FCEL2.05203, 64
125FDC2.31161, 72
126FEDERALBNK40, 272479, 84
127FINANTECH12, 9893, 15
128FINCABLES8, 34484, 07
129FINPIPE3.65335, 43
130FORTIS4, 85284, 77
131FRL8.12199, 92
132FSL10, 75203, 19
133GAIL38, 635256.57
134GDL5.35433, 79
135GESHIP2, 93794, 47
136GILLETTE2.40521.50
137GLAXO2, 491242, 47
138GLENMARK29, 542271.04
139GLOBOFFS2, 83205, 22
140GMDCLTD2, 67224, 23
141GMRINFRA98, 08621, 39
142GODREJCP8, 702430, 22
143GODREJIND9, 56471, 81
144GODREJPROP3.25250, 25
145GOLDBEES10, 87416, 34
146GPPL9, 54910, 65
147GRANULID14, 81164, 31
148GRASIM27, 523891, 26
149GREAVESCOT3, 33331, 51
150GRUH4.47774, 36
151GSFC7.23518, 14
152GSPL6.37777, 67
153GUJFLUORO4.28493, 01
154GUJRATGAS6.20404, 97
155HATHWAY2, 03535, 84
156HAVELLS28, 771482, 23
157HCL-INSYS14, 78126.41
158HCLTECH72, 728981.02
159HDFC86, 5136179.70
160HDFCBANK69, 4627763, 75
161HDIL104, 42430, 39
162HEROMOTOCO79, 547448.41
163HEXAWARE26.27372, 93
164HINDALCO104, 283932, 53
165HINDKOPPER3.17141, 45
166HINDPETRO70, 601812.94
167HINDUNILVR42.1111194, 15
168HINDZINC17.404840, 75
169HITACHIHOM8, 81112, 61
170HMT1, 8259, 38
171HTMEDIA1, 89160.11
172IBREALEST54, 99390, 85
173IBULHSGFIN16, 372264, 14
174ICICIBANK134, 2828277, 95
175IDBI30, 66519, 04
176IDEA53, 546023, 44
177IDFC90.004913, 93
178IFBIND5, 6898, 71
179IFCI57, 31587, 53
180IGL10, 82688, 69
181IL & FSTRANS5.41261, 33
182INDHOTEL6, 701072, 96
183INDIACEM30.55407, 79
184INDIANB5.21314, 06
185INDOCO4.47222.01
186INDUSINDBK28, 445527, 17
187INFRATEL8, 862849, 32
188INFY233.9934638.01
189INGERRAND4, 03148, 11
190INGVYSYABK7.191719, 96
191INOXLEISUR4.17170, 57
192IOB19, 97273, 37
193IOC35, 525326.41
194IPAPPM2.5753, 76
195IPCALAB17.11926, 71
196IRB73, 84691, 98
197ITC130, 9557364.51
198J & KBANK13.18584, 14
199JAGRAN1.05328, 08
200JAICORPLTD9.2381, 72
201JBCHEPHARM5.12162, 19
202JETAIRWAYS18, 32152, 73
203JINDALPOLY7.0163.13
204JINDALSAW8.08336, 13
205JINDALSTEL74, 551026.13
206JISLJALEQS33, 79525, 79
207JKCEMENT6.03281.99
208JKLAKSHMI12, 83491, 37
209JKTYRE33, 84275, 19
210JMFINANCIL5.78247.60
211JPASSOCIAT171, 74857, 09
212JPINFRATEC12, 47166, 63
213JPPOWER51.05283, 38
214JSWENERGY16, 89763, 45
215JSWSTEEL45.113506, 69
216JUBILANT3.16196, 62
217JUBLFOOD21.26955, 99
218JUSTDIAL34, 151474.12
219JYOTHYLAB4.38277, 98
220KAJARIACER5, 05405, 68
221KALPATPOWR3, 92229, 68
222KANSAINER1, 25656, 96
223KARURVYSYA8.041236, 43
224KEC3, 78259, 22
225KITEX7.55232, 95
226KOLTEPATIL5.1675, 35
227KOTAKBANK39, 3710680, 14
228KPIT9, 54523, 05
229KRBL4.34188, 55
230KSCL11, 97506, 78
231KTKBANK30.23538, 75
232L & TFH29.74602, 59
233LAKSHVILAS7.11267.19
234LAOPALA2.46151, 92
235LAXMIMACH3.71687, 45
236LICHSGFIN60, 752445, 52
237LT173.1125769, 92
238Lupiin36, 506935.13
239M & M58, 2611066.44
240M & MFIN21, 761649, 44
241MAGMA1, 93268, 22
242MAHINDCIE4, 0290.01
243MAHINDUGIN3, 90166, 45
244MAHSEAMLES5.00167, 84
245MANAPPURAM14, 66407, 25
246MARICO5.421686, 27
247MARKSANID20.12221, 43
248MARUTI70, 938634, 54
249MAX9.011207, 05
250MCLEODRUSS9.04294, 32
251MERCK2, 91125, 38
252MHRIL2.44111, 46
253MINDTREE13, 411683.13
254MMTC8.28122, 89
255MOIIL3.94213.70
256MONSANTO14, 58275, 35
257MOTHERSUMI32, 272577, 23
258MPHASIS4.31672, 49
259MRF43, 992044, 35
260MRPL4.29206, 69
261MTNL9.23146, 08
262MUTHOOTFIN3.30374, 03
263NATIONALUM13, 61595, 64
264NAUKRI5.611273, 55
265NBCC40, 22191, 23
266NCC12, 53270, 57
267NFL1, 7337, 09
268NHPC51, 39621, 78
269NIITTECH4, 86316, 72
270NITINFIRE2.7443, 75
271NMDC36, 822222.13
272NÄITUMINE1, 84102, 08
273NTPC51, 275829, 07
274OBEROIRLTY4.27429, 49
275OFSS11, 871426, 68
276ÕLI14, 922367, 89
277OMAXE0, 66116, 35
278ONGC121, 7620321.00
279ORIENTBANK39, 42701, 29
280ORIENTCEM2.23372, 08
281PAGEIND8.101015, 10
282PCJEWELLER10, 68252, 76
283PEL5.161315, 72
284Püsiv5.81696, 07
285PETRONET14, 751484, 63
286PFC71, 402143, 74
287PFIZER3.37314, 85
288PFS22, 66248, 44
289PGHH2, 671076, 02
290PHOENIXLTD1.27373, 52
291PIDILITIND7.121330, 41
292PIIND4, 65502, 49
293PNB74, 152972, 97
294POWERGRID30.156200, 75
295PRAJIND5.85161, 39
296PRAKASH5, 6282, 76
297PRESTIGE4.38561, 38
298PSB2, 8462.30
299PTC25, 41479.90
300PURVA2.23107, 78
301PVR6, 68409, 83
302RADICO3, 60128, 16
303RAIN2.58193, 51
304RAJESHEXPO5.31442, 00
305RALLIS6.56418, 97
306RAMCOCEM3.58933, 27
307RANBAXY42, 941840, 14
308RASOYPR1.1338, 16
309RAYMOND13, 45359, 41
310RCF12.50142.99
311RCOM45, 602126, 37
312RECLTD46, 562241.02
313REDINGTON3.34744, 95
314RELCAPITAL107, 951183, 45
315RELIANCE131, 2932889, 15
316RELINFRA86.001582, 77
317RENUKA15, 92139, 87
318REPCOHOME4.32427, 61
319ROLTA10, 33167, 23
320RPOWER49, 34957, 75
321SADBHAV3, 79392, 72
322SAIL46, 231480, 62
323SANOFI2.24671, 97
324SBBJ3, 88207, 22
325SBIN353.4017936, 86
326SBT3.42119, 79
327SCI6.28204, 15
328SHASUNPHAR8.82149, 51
329SHOPERSTOP1, 77265, 76
330SHREECEM5, 862183, 05
331SHRIRAMCIT1, 601251, 23
332SIEMENS25, 341607, 35
333SIMPLEXINF2.36145, 45
334SINTEX37, 41408, 38
335SJVN3.30197, 54
336SKFINDIA3, 43668, 05
337SKSMICRO22, 39793, 67
338SOBHA7.94371.01
339SOUTHBANK14.60733, 49
340SPARC7.61287, 36
341SREINFRA6, 73236, 29
342SRF13, 72491, 75
343SRTRANSFIN25.033481.09
344SSLT74, 904696, 24
345STAR18, 97677.80
346STCINDIA2, 6923, 25
347SUNDARMFIN3.511753, 62
348SUNDRMFAST4, 05409, 33
349SUNPHARMA73, 5512676, 69
350SUNTV17.19627, 38
351SUPREMEIND2, 98785, 67
352SUVEN17, 36167, 16
353SWANENERGY0, 3769, 14
354SÜMPHONIA3.15328, 68
355SYNDIBANK34, 65500.40
356TATACHEM19, 961513, 41
357TATACOFFEE7.57160, 35
358TATACOMM18, 59653, 16
359TATAELXSI16, 59213, 38
360TATAGLOBAL30, 281258.11
361TATAINVEST2, 69171, 88
362TATAMOTORID118, 1712639, 80
363TATAMTRDVR39, 233129, 14
364TATAPOWER46, 433340, 37
365TATASPONGE38, 9194.13
366TATASTEEL169.405976.49
367TBZ3, 0252, 52
368TCI4.34128, 73
369TCS144, 7827133.01
370TECHM62, 427976, 57
371TECHNO1.13166, 97
372TEXRAIL10.81163, 37
373THERMAX4, 85965, 18
374THOMASCOOK5.26233.60
375TIDEWATER3, 55225, 17
376TIMETECHNO1, 4682, 17
377TIMKEN7.55162, 28
378TITAN34, 303036, 65
379TORNTPHARM4, 69984, 76
380TORNTPOWER9, 72698, 46
381PUUMAJA2.16234, 95
382TRENT2.08645, 22
383TTKPRESTIG8.00254, 12
384TTML7.4485, 87
385TUBEINVEST2.74611, 69
386TVSMOTOR46, 34937, 54
387TVTODAY9, 77109, 68
388UBL7.10992.50
389UCOBANK35, 44384, 08
390UFLEX5.52114.70
391ULTRACEMCO43, 154964, 73
392UNICHEMLAB2.52203, 10
393UNIONBANK69, 861028, 21
394UNITECH223.40530, 37
395UNITEDBNK4.2754, 59
396UPL32, 542034, 85
397USHAMART2, 6672.10
398VAIBHAVGBL3.42130, 49
399VAKRANGEE5.32825, 33
400VGUARD5, 68226, 18
401VIDEOIND2, 87238.40
402VIJAYABANK4, 98223, 54
403VIPIND6.57139, 48
404VOLTAS51, 491261, 09
405VSTIND2, 65379, 25
406VTL4, 70203.80
407WABCOINDIA2, 88411, 29
408WELCORP2.31209, 55
409RATTAD3, 0958.00
410WIPRO52.237075, 14
411WOCKPHARMA71, 00461, 36
412WONDERLA8.7286, 57
413YESBANK104, 954491, 69
414ZEEL32, 864070, 22
415ZENSARTECH3, 33271, 65
416ZYDUSWELL1, 77152, 36

Kvartali Sigma Tellimuse suurus on aktsia hinna liikumise järjekorra suurus (hind x maht), mis on vajalik aktsia hinna standardhälve 1 / 4th ja see peaks olema suurem kui Rs10 lakh. Kõrgem kvartal Sigma tellimuse suurus tähendab suuremat likviidsust ja aktsiaseltside operaatoritel karmimalt aktsiahinna liikumisi mõningal määral manipuleerida. Näiteks Abanil on Rs56 lakhsi kvartali Sigma tellimuse suurus. Igaüks, kes soovib aktsiahinna langetada ühe neljandiku aktsiahinna standardhälvega, peaks tema tellimuse suurus olema umbes Rs56 lakh.

SEBI longback oli koostanud professor J. R Varma juhitud tuletisinstrumentide nõuandekomitee, et muu hulgas kontrollida varude valikulisi kriteeriume, mille puhul oleks võimalik noteerida aktsiaoptsioonid ja aktsiafutuurid. Võite lugeda India tuletisinstrumentide turgude arengu ja reguleerimise lühikest aruannet. Komisjon jälgib aeg-ajalt abikõlblikkuse kriteeriume, et säilitada turu terviklikkus ja kaitsta investoreid.

ICICID oma uudiskirjas märkis, et "NSE on viimasel kahel korral teatanud uute varude lisamisest F & O-sse 19. novembril (kuus varud) ja 8. septembril (viis varud). Me eeldame, et 2015. aasta jaanuaris ilmub uus nimekiri, kus varud võivad olla allpool esitatud varudest välja võetud. " Uudiskirjanduses mainiti nimekirja varudest, mis tõenäoliselt kuuluvad F & O segmenti järgmises ülevaatusvoorus, mis on oodata 2015. aasta jaanuaris. Nimekiri järgneb.

1. Aban Offshore
2. Dewani eluaseme rahastamine
3. Jammu ja Kashmir Bank
4. Õli India
5. Sintex Industries
6. Lõuna-India pank
7. Bharat Electronics
8. Ipca Labs
9. Kaveri seemned
10. National Aluminium
11. JK Lakshmi tsement

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