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HANDBOOK OF STATISTICS ON INDIAN SECURITIES MARKET 2017

Conventions used in this report: `

:

Indian Rupees

Lakh

:

One Hundred Thousand

Million

:

Ten Lakh

Crore

:

10 Million

Billion

:

1000 Million / 100 Crore

$

:

US Dollar

NA

:

Not Available

Na

:

Not Applicable

O

Difference in total may be due to rounding off and may not add up to exactly hundred percent.

O

Data in a few tables have revised and hence may not match with previous issues.

Copies available at: Department of Economic and Policy Analysis Securities and Exchange Board of India Plot No C4-A, “G” Block, Bandra Kurla Complex, Bandra (East), Mumbai – 400 051

FOREWORD A comprehensive, dependable and up-to-date statistical information base is essential for sound decision-making by regulators worldwide. There is a need to disseminate information about the Indian securities market at one place to all stakeholders, viz., investors, intermediaries, institutions, researchers and others on a regular basis. With this objective, Securities and Exchange Board of India (SEBI) has been making continuous efforts to IXO¿OOWKLVVSHFL¿FQHHG:KLOHWKH¿UVWHGLWLRQRIWKH+DQGERRNRIVWDWLVWLFVZDVSXEOLVKHGLQWKHFRQWHQWRI subsequent editions have been continuously updated and enriched.

7KLV HGLWLRQ RI WKH ³+DQGERRN RI 6WDWLVWLFV RQ WKH ,QGLDQ 6HFXULWLHV 0DUNHW ´ SXEOLVKHG E\ WKH 6HFXULWLHV and Exchange Board of India serves as a useful publication. The Handbook provides historical data on the Indian securities market at one place arranged in an annual and monthly series. The volume also contains tables on the international securities market. The data for this Handbook has been compiled from SEBI, Reserve Bank of India, stock exchanges, commodity exchanges, credit rating agencies, depositaries, World Federation of Exchanges and others. The Handbook is available both in hardcover and online on SEBI website with download option in various formats, which enables users to access the most up-to-date data around the clock.

I believe the Handbook will be useful for policy-makers, institutions, market participants, academicians, researchers and all others interested in the development of the Indian securities market. We would welcome feedback on the same and suggestions for further improvement.

Ajay Tyagi Chairman

Table No.

Page No.

Part I : Indian Securities Market (Annual Series) Primary Market 1

Resources Mobilised from the Primary Market

3

 3

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4 5

4 5 6

Sector-wise and Region-wise Distribution of Resources Mobilised Resources Mobilised through SME Platform 5HVRXUFHV0RELOLVHGWKURXJK4XDOL¿HG,QVWLWXWLRQDO3ODFHPHQWV

5 6 6

 8

Preferential Allotments Listed at BSE and NSE Private Placement of Corporate Debt Reported to NSE & BSE

6 

9

ADR/GDR Issues and ECBs



10

Offer for Sale through Stock Exchanges



Secondary Market 11

Trading Statistics of Stock Exchanges

8



Turnover at Equity Cash Segment of Exchanges

9

13 14

Trends in Equity Cash Segment of BSE Trends in Equity Cash Segment of NSE

9 9

15 16

Settlement Statistics for Equity Cash Segment of BSE Settlement Statistics for Equity Cash Segment of NSE

10 10



Percentage Share of Top ‘N’ Securities/Members in Turnover in Equity Cash Segment

11

18 19

Annual Averages of Major Indices and Market Capitalisation of BSE and NSE City-wise Distribution of Turnover of Equity Cash Segment at BSE and NSE

11 



Trends of Broader Stock Indices





Volatility of Major Indices

13

 

Indicators of Liquidity Trends in Equity Derivatives Segment of BSE and NSE

13 14



Settlement Statistics of Equity Derivatives Segment at BSE and NSE

15

Commodity Derivatives Market  Commodity Exchanges - Number of Permitted Commodities  Trends in MCX COMDEX and DHAANYA Index

16 



Trends in Commodity Futures at MCX

18



Trends in Commodity Futures at NCDEX

19

 30

Trends in Commodity Futures at NMCE Trends in Commodity Futures at ICEX

19 

31 

Trends in Commodity Option at MCX Trends in Commodity Futures at Regional Commodity Exchange

 

33

Product segment wise percentage share in turnover at MCX,NCDEX,NMCE & ICEX



34

Participant-wise Percentage Share in Turnover & Open Interest at MCX



35 36

Participant - wise Percentage Share in Turnover & Open Interest at NCDEX Participant-wise Percentage Share in Turnover & Open Interest at NMCE

 



Participant-wise Percentage Share in Turnover & Open Interest at ICEX



38

Commodity-wise Snapshot at MCX



39 40

Commodity-wise Snapshot at NCDEX Commodity-wise Snapshot at NMCE

 

Intermediaries Associated with Securities Market 41 SEBI Registered Market Intermediaries  Exchange-wise Brokers Registered with SEBI in Equity Cash Segment i

 

Table No.

Page No.

43

Exchange-wise Brokers Registered with SEBI in Equity Derivatives Segment

30

44

Exchange-wise Brokers Registered with SEBI in Currency Derivatives Segment

30

45

Stock Brokers on the basis of ownership in Equity Cash Segment

31

46

Stock Brokers on the basis of ownership in Equity Derivatives Segment

33



Stock Brokers on the basis of ownership in Currency Derivatives Segment

34

48 49

Brokers on the basis of ownership in National Commodities Derivatives Segment Brokers on the basis of ownership in Regional Commodity Exchanges

35 35

50

Registered Sub- Brokers

36

Mutual Funds 51

Trends in Resource Mobilisation by Mutual Funds





Scheme-wise Resouce Mobilisation by Mutual Funds

38

53

Net Resources Mobilised By Mutual Funds

40

54

Trends in Transactions on Stock Exchanges by Mutual Funds



55

City-wise Resource Mobilisation and Assets Under Management of Mutual Funds

43

56

Resource Mobilised by Mutual Funds under Direct and Regular Plans

44



Type-wise Resource Mobilisation by Mutual Funds: Open ended and Close-ended

45

Foreign Portfolio Investment 58

)RUHLJQ,QYHVWPHQW,QÀRZV

46

59

Trends in Foreign Portfolio Investment

46

60

Foreign Portfolio Investment in Equity and Debt Segment



61

Notional Value of Offshore Derivative Instruments vs Assets Under Custody of Foreign Portfolio Investors/Deemed FPIs





Assets under the Custody of Custodians

48

Other Activities 63

Trading in the Corporate Debt Market

49

64 65

Ratings Assigned to Cprporate Debt Securities Review of Accepted Ratings of Corporate Debt Securities

49 50

66

Receipt and Redressal of Investor Grievances

50



Investigations by SEBI

51

68 69

Nature of Investigations Taken up by SEBI Nature of Investigations Completed by SEBI

51 51



Action Taken by SEBI



 

Substancial Acquisition of Shares and Takeovers Progress of Dematerialisation at NSDL and CDSL

 53

Part II : Indian Securities Market (Monthly Series) Primary Market  Resource Mobilised from the Primary market (Public and Right Issues)





Resource Mobilised by Corporate Sector (Public,Rights and Private Placements)

59

 

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61 69



6HFWRUZLVHDQG5HJLRQZLVH&ODVVL¿FDWLRQRI5HVRXUFH0RELOLVHG



 

Resource Mobilised Through SME Platform 5HVRXUFH0RELOLVDWLRQ7KURXJK4XDOL¿HG,QVWLWXWLRQDO3ODFHPHQW

 

80

Preferential Allotments Listed at BSE and NSE



81 

Offer for sale through Stock Exchanges ADR/GDR Issues

  ii

Table No.

Page No.

Secondary Market 83 Monthly Averages of S & P BSE Sensex

80

84 85 86

Monthly Averages of Nifty 50 Comparative Valuations of Indices (P/E and P/B Ratios) Volatility of Major Indices (percent)

80 81 83

 88 89

Trends Sectoral Stock Indices Trends in Broader Stock Indices Mode of Trading in the Cash Segment at NSE (as percentage of Total Turnover)

85  89

90 91 

Mode of Trading in the Cash Segment at BSE (as percentage of Total Turnover) Trends in Equity Cash Segment of BSE Trends in Equity Cash Segment of NSE

91 93 95

93 94 95

Advances/Declines in Equity Cash Segment of BSE and NSE (No.of Companies) Percentage Share of Top ‘N’ Securities in Turnover in Equity Cash Segment Percentage Share of Top ‘N’ Members in Turnover in Equity Cash Segment

 99 101

96

Settlement Statistics for Equity Cash Segment of BSE

103

 98

Settlement Statistics for Equity Cash Segment of NSE Categorywise share of Turnover in Equity Cash Segment of BSE and NSE (percent)

105 

99

Mode of Trading in the Equity Derivatives Segment at NSE (as percentage of Total Turnover)

109

100 101

Mode of Trading in the Equity Derivatives Segment at BSE (as percentage of Total Turnover) Trends in Equity Derivatives segment of BSE (Turnover in Notional Value)

111 113



Trends in Equity Derivatives segment of NSE

116

103 104 105 106 

Settlement Statistics for Equity Derivative Segment of BSE and NSE Category wise Share of Turnover & Open Interest in Equity Derivative Segment of BSE (percent) Category wise Share of Turnover & Open Interest in Equity Derivative Segment of NSE (percent)

119  

Instrument wise Turnover in Index Derivatives at BSE Instrument wise Turnover in Index Derivatives at NSE

 

108

Trading Statistics of Currency Derivatives Segment



109

Settlement Statistics of Currency Derivatives Segment

131

110 111

Instrument wise Turnover and Open Interest in Currency Derivatives Segment of BSE(percent) Instrument wise Turnover and Open Interest in Currency Derivatives Segment of NSE(percent)

110 134



Instrument-wise Turnover and Open Interest in Currency Derivatives Segment of MSEI (percent)

136

113 114

Trading Statistics of Interest Rate Futures Segment at BSE,NSE and MSEI Settlement Statistics in Interest Rate Futures Segment at BSE,NSE,and MSEI

138 140

115

Instrumentwise Turnover in Interst Rate Derivatives of BSE,NSE and MSEI



116 

Business Growth on the Negotiated Trade Reporting Paltform of NSE Instrument-wise Share of Securities Traded in Negotiated Trade Reporting Platform of NSE

146 

Commodity Derivatives Market 118 Trends in MCX COMDEX and DHAANYA Index

148

119 

Trends in Commodity Futures at MCX Trends in Commodity Futures at NCDEX

150 154



Trends in Commodity Futures at NMCE

158

  

Trends in Commodity Futures at ICEX Trends in Commodity Options at MCX Trends in Commodity Futures at Regional Commodity Exchanges

160 160 161

  

Product Segment - wise percentage Share in Turnover at MCX,NCDEX,NMCE and ICEX Participant wise Percentage Share of Turnover & Open Interest at MCX Participant wise Percentage Share of Turnover & Open Interest at NCDEX

163 165 

 

Participant wise Percentage Share of Turnover & Open Interest at NMCE Participant wise Percentage Share of Turnover & Open Interest at ICEX

169 

iii

Table No.

Page No.

Foreign Portfolio Investment 130

Trends in Foreign Portfolio Investment



131

Foreign Portfolio Investment in Debt and Equity Segment



 133

Assets under the Custody of Custodians Notional Value of Offshore derivative instruments Vs Assets under Custody of Foreign Portfolio Investors

 

Mutual Funds 134 Trends in Resource Mobilisation by Mutual Funds

180

135



Trends in Transactions on Stock Exchanges by Mutual Funds

Other Activities 136

Trading Statistics of Corporate Bond Market

184



Ratings Assigned to Corporate debt Securities

186

138

Review of Accepted Ratings of Corporate Debt Securities

188

139

Industry-wise Cumulative Investment Details of Venture Capital Funds and Foreign Venture Capital Investors

190

140

Cumulative amount mobilised by AIFs

193

141

Assets Managed by Portfolio Managers

196



Progress of Dematerialisation at NSDL and CDSL

198

143

Substantial Acquisition of Shares and Takeovers



Part III: International Securities Market 144

Market Capitalisation of International Equity Markets



145 146

Companies Listed in International Equity Markets Value of Shares Traded in International Equity Markets

 



Number of Trading Days in International Equity Markets



148

Trends in Exchange Traded Funds Listed



149

Trends in International Fixed Income Markets



150

Number and Value of Bonds Traded in International Fixed Income Markets



151

International Derivatives Market (Stock Options)





International Derivatives Market (Stock Futures)



153

International Derivatives Market (Index Options)



154

International Derivatives Market (Index Futures)



155 156

Worldwide Number of Mutual Fund Schemes and Net Assets Investment Flow through IPOs, FPOs and Rights Issues

 



Annualised Volatility of the Major International Indices



158

Yearly Closing Values and Annual Returns of Major International Indices



159

P/E Ratio, P/B Ratio and Dividend Yield of Major International Indices



160

Investment Flows - New Capital raised by Share & Bonds in Major Exchnages



iv

PART I SECURITIES MARKET (ANNUAL SERIES)

Table 1: Resources Mobilised from the Primary Market (Amt. in ` crore) Total

Category - wise

Year/Month

Public

Issuer Type

Rights

Listed

IPOs

No.

Amt

No.

Amt

No.

Amt

No.

Amt

No.

Amt

2

3

4

5

6

7

8

9

10

11

2010-11

91



68

58,105



9,503

38



53

35,559

2011-12



48,468

55

46,093

16





6,953

54

41,515

2012-13

69



53



16

8,945

36



33



2013-14

90







15





54,416

38



2014-15

88







18





15,891

46

3,311

2015-16

108

58,166

95



13



34

43,351



14,815

2016-17

134





58,651



3,416





106



Apr 16-Dec 16

85



80

48,408

5



16



69



Apr 17-Dec 17

153



139



14





8,658

133



1

Instrument - wise Year/Month

Equities CCPs At Par

Bonds

Others

At Premium

No.

Amt

No.

Amt

No.

Amt

No.

Amt

No.

Amt

12

13

14

15

16
...