"Sr.

No" "Security Symbol" "Security Name" "Industry" "Equity

Capital" "Free Float Market Capitalisation for July 2010" "Weighta
ge" "Beta" "R2" "Volatility" "Monthly Return" "Avg. Impact Cos
t July 2010"
"(In Rs.)" "(Rs. Crores)" "%"
"%" "%"
1 "ABB" "ABB Ltd." "ELECTRICAL EQUIPMENT" 423816750 8606.18
0.55 0.66 0.36 1.47 -0.27 0.06
2 "ACC" "ACC Ltd." "CEMENT AND CEMENT PRODUCTS" 187744866
8515.39 0.54 0.76 0.51 1.07 -0.24 0.05
3 "AMBUJACEM" "Ambuja Cements Ltd." "CEMENT AND CEMENT PRODUCTS"
3049440622 9801.31 0.63 0.7 0.46 1.44 0.12 0.09
4 "AXISBANK" "Axis Bank Ltd." "BANKS" 4069409790 34015.51
2.17 1.1 0.66 1.29 0.36 0.05
5 "BHEL" "Bharat Heavy Electricals Ltd." "ELECTRICAL EQUIPMENT" 48952000
00 38238.35 2.44 0.71 0.6 0.95 -0.04 0.05
6 "BPCL" "Bharat Petroleum Corporation Ltd." "REFINERIES" 36154212
40 8230.89 0.53 0.22 0.11 2.24 -0.12 0.07
7 "BHARTIARTL" "Bharti Airtel Ltd." "TELECOMMUNICATION - SERVICES"
18987650480 38484.73 2.46 0.65 0.3 2.53 0.74 0.06
8 "CAIRN" "Cairn India Ltd." "OIL EXPLORATION/PRODUCTION" 18972975
440 14417.45 0.92 1.03 0.65 1.39 0.45 0.07
9 "CIPLA" "Cipla Ltd." "PHARMACEUTICALS" 1605842714 16643.87
1.06 0.4 0.28 0.83 -0.16 0.06
10 "DLF" "DLF Ltd." "CONSTRUCTION" 3394813100 11167.82
0.71 1.63 0.73 2 0.22 0.06
11 "GAIL" "GAIL (India) Ltd." "GAS" 12684774000 20347.99
1.3 0.61 0.4 1.72 -0.27 0.07
12 "HCLTECH" "HCL Technologies Ltd." "COMPUTERS - SOFTWARE" 13549986
40 8181.64 0.52 1.09 0.52 1.68 0.35 0.07
13 "HDFCBANK" "HDFC Bank Ltd." "BANKS" 4596907030 73542.3
4.69 0.72 0.61 1.15 0.48 0.06
14 "HEROHONDA" "Hero Honda Motors Ltd." "AUTOMOBILES - 2 AND 3 W
HEELERS" 399375000 16593.61 1.06 0.78 0.49 1.93
-0.53 0.05
15 "HINDALCO" "Hindalco Industries Ltd." "ALUMINIUM" 19134763
24 20859.79 1.33 1.92 0.75 1.23 0.48 0.07
16 "HINDUNILVR" "Hindustan Unilever Ltd." "DIVERSIFIED" 21820804
02 26898.29 1.72 0.47 0.34 1.22 -0.27 0.07
17 "HDFC" "Housing Development Finance Corporation Ltd." "FINANCE - HOUSI
NG" 290951373 77142.54 4.92 0.93 0.68 1.25 0.06
0.05
18 "ITC" "I T C Ltd." "CIGARETTES" 3818176790 80895.57
5.16 0.7 0.52 0.84 0.05 0.06
19 "ICICIBANK" "ICICI Bank Ltd." "BANKS" 11151066010 103370.3
8 6.59 1.5 0.82 1.51 0.23 0.06
20 "IDEA" "Idea Cellular Ltd." "TELECOMMUNICATION - SERVICES" 33002313
060 5413.17 0.35 0.72 0.33 3.55 0.85 0.08
21 "INFOSYSTCH" "Infosys Technologies Ltd." "COMPUTERS - SOFTWARE"
2869505505 135627.76 8.65 0.74 0.59 1.23 0 0.04
22 "IDFC" "Infrastructure Development Finance Co. Ltd." "FINANCIAL INSTI
TUTION" 14593967580 21593.64 1.38 1.19 0.63 1.48 0.18
0.06
23 "JPASSOCIAT" "Jaiprakash Associates Ltd." "DIVERSIFIED" 42492692
66 13569.69 0.87 1.72 0.75 1.66 -0.37 0.06
24 "JINDALSTEL" "Jindal Steel & Power Ltd." "STEEL AND STEEL PRODUCT
S" 933943010 24014.01 1.53 1.27 0.67 1.2 -0.01
0.05
25 "KOTAKBANK" "Kotak Mahindra Bank Ltd." "BANKS" 3485943990
13177.7 0.84 1.26 0.69 1.09 0.01 0.06
26 "LT" "Larsen & Toubro Ltd." "ENGINEERING" 1206334244 97531.95
6.22 0.97 0.7 1.18 -0.03 0.06
27 "M&M" "Mahindra & Mahindra Ltd." "AUTOMOBILES - 4 WHEELERS"
2892172390 27310.77 1.74 1.29 0.64 1.78 0.26 0.06
28 "MARUTI" "Maruti Suzuki India Ltd." "AUTOMOBILES - 4 WHEELER
S" 1444550300 15861.77 1.01 0.83 0.47 2.68 -0.74
0.06
29 "NTPC" "NTPC Ltd." "POWER" 82454644000 25562.09 1.63
0.57 0.55 0.74 -0.02 0.06
30 "ONGC" "Oil & Natural Gas Corporation Ltd." "OIL EXPLORATION/PRODUCT
ION" 21388725300 41819.12 2.67 0.62 0.44 1.08 -0.28
0.06
31 "POWERGRID" "Power Grid Corporation of India Ltd." "POWER" 42088412
300 5768.04 0.37 0.53 0.51 0.59 -0.16 0.06
32 "PNB" "Punjab National Bank" "BANKS" 3153025000 13971.42
0.89 0.8 0.63 1.19 0.1 0.06
33 "RANBAXY" "Ranbaxy Laboratories Ltd." "PHARMACEUTICALS"
2103341010 6697.21 0.43 0.86 0.5 1.04 -0.1 0.06
34 "RELCAPITAL" "Reliance Capital Ltd." "FINANCE" 2456328000
8836.49 0.56 1.38 0.71 1.12 0.13 0.05
35 "RCOM" "Reliance Communications Ltd." "TELECOMMUNICATION - SERVICES"
10320134405 12177.73 0.78 1.23 0.52 1.62 -0.46 0.06
36 "RELIANCE" "Reliance Industries Ltd." "REFINERIES" 32869755
460 171685.19 10.95 1.13 0.74 0.94 -0.34 0.05
37 "RELINFRA" "Reliance Infrastructure Ltd." "POWER" 2448702620
15777.18 1.01 1.27 0.68 0.81 -0.36 0.06
38 "RPOWER" "Reliance Power Ltd." "POWER" 23968000000 6092.16
0.39 1.06 0.62 1.38 -0.2 0.05
39 "SIEMENS" "Siemens Ltd." "ELECTRICAL EQUIPMENT" 674320400
10759.69 0.69 1.17 0.68 1.26 -0.23 0.06
40 "SBIN" "State Bank of India" "BANKS" 6348835090 63388.23
4.04 1.14 0.72 1.27 0.39 0.04
41 "SAIL" "Steel Authority of India Ltd." "STEEL AND STEEL PRODUCTS"
41304005450 12007.08 0.77 1.37 0.73 1.23 0.27 0.05
42 "STER" "Sterlite Industries (India) Ltd." "METALS" 33615674
44 28516.38 1.82 1.71 0.77 1.87 0.15 0.07
43 "SUNPHARMA" "Sun Pharmaceutical Industries Ltd." "PHARMACEUTICALS
" 1035581955 13334.71 0.85 0.36 0.26 1.23 -0.03
0.06
44 "SUZLON" "Suzlon Energy Ltd." "ELECTRICAL EQUIPMENT" 34907461
30 4635.42 0.3 1.21 0.5 1.5 -0.1 0.07
45 "TCS" "Tata Consultancy Services Ltd." "COMPUTERS - SOFTWARE"
1957220996 42998.31 2.74 0.75 0.5 1.86 0.53 0.05
46 "TATAMOTORS" "Tata Motors Ltd." "AUTOMOBILES - 4 WHEELERS"
5064818640 27248.4 1.74 1.55 0.66 1.62 0.39 0.05
47 "TATAPOWER" "Tata Power Co. Ltd." "POWER" 2373072360 21627.11
1.38 0.75 0.56 0.51 0.04 0.05
48 "TATASTEEL" "Tata Steel Ltd." "STEEL AND STEEL PRODUCTS"
8873890170 32303.53 2.06 1.7 0.77 1.46 0.47 0.05
49 "UNITECH" "Unitech Ltd." "CONSTRUCTION" 4995715656 11369.24
0.73 1.81 0.71 2.15 0.42 0.07
50 "WIPRO" "Wipro Ltd." "COMPUTERS - SOFTWARE" 4898080190 20794.55
1.33 0.8 0.54 1.28 0.33 0.06
"Total" 1567423.38
0.06
"* Beta & R2 are calculated for the period 01-Aug-2009 to 31-Jul-2010"
"* Beta measures the degree to which any portfolio of stocks is affected as com
pared to the effect"
" on the market as a whole."
"* The coefficient of determination (R2) measures the strength of relationship b
etween two variables"
" the return on a security versus that of the market."
"* Volatility is the Std. deviation of the daily returns for the period 01-Jul-2
010 to 31-Jul-2010"
"* Last day of trading was 30-Jul-2010"
"* Impact Cost for S&P CNX Nifty is for a portfolio of Rs. 50 Lakhs "
"* Impact Cost for S&P CNX Nifty is the weightage average impact cost"