RE: [amibroker] Re: singapore nifty, AmiBroker Email List Archive

The Lyxor CNX Nifty Index ETFs (SGX:FC6) is not very liquid (averaging around 30,000 volume each day which is a turnover of around $100K).

The SGX CNX Nifty Index futures are far more liquid – averaging around 20,000 contracts each day (each representing a contract value of around US$9000 (so equivalent to a volume of $100 million).

We cover both sets of data in our SGX and Future feeds.

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of brian_z111
Sent: Sunday, 17 August 2008 10:49 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: singapore nifty

Vinay

You can also download consituents XL file at the NSE:

http://www.nseindia.com/content/indices/ind_niftylist.csv

SGX ETF's list also includes 2 Nifties - I couldn't find them as sucb
but I did find one via a yahooSingapore page:

http://stquote.sgx.com/live/st/STETF.asp

http://sg.finance.yahoo.com/lookup?s=NIFTY&t=A&m=ALL

Lytxor has a little bit of info on their SGX ETF:

http://www.lyxoretf.com.sg/en/quotes/details.php?code=FR0010489435

http://www.lyxoretf.com.sg/en/quotes/details.php?
code=FR0010489435&country=SG&type=BASKET#sub

I couldn't find an ETF with weightings but it appears that the Nifty
is a partnership deal with S&P (S&P methodology used?).

http://www2.standardandpoors.com/portal/site/sp/en/ap/page.topic/indic
es_cnx/2,3,2,6,0,0,0,0,0,2,1,0,0,0,0,0.html