Impact cost represents the cost of executing a transaction in a given stock, for a specific predefined order size (Rs. 5 lakhs), at any given point of time.Impact cost is a practical and realistic measure of market liquidity.
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Impact Cost Data of F&O Stocks
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Data for the period 16/01/2017
To 15/07/2018 The following stocks fall in the top 500 as per
average market capitalisation and top 500 as per average daily
traded value.
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500410 | ACC LTD | 0.09 |
512599 | ADANI ENTER | 0.08 |
532921 | ADANI PORTS | 0.07 |
533096 | ADANI POWER | 0.26 |
532331 | AJANTA PHARM | 0.14 |
532480 | ALLAHABAD BK | 0.27 |
500008 | AMARA RAJA | 0.13 |
500425 | AMBUJA CEME | 0.11 |
532418 | ANDHRA BANK | 0.28 |
508869 | APOLLO HOS E | 0.16 |
500877 | APOLLO TYRE. | 0.08 |
500101 | ARVIND LTD | 0.11 |
500477 | ASHOK LEYLND | 0.05 |
500820 | ASIAN PAINTS | 0.06 |
524804 | AUROBINDO PH | 0.06 |
532215 | AXIS BANK | 0.03 |
532977 | BAJAJ AUTO | 0.06 |
532978 | BAJAJ FINSE | 0.08 |
500034 | BAJFINANCE | 0.05 |
502355 | BALKRISH IND | 0.16 |
500038 | BALRAMPUR C | 0.22 |
532149 | BANK OF INDI | 0.10 |
532134 | BANKBARODA | 0.06 |
500043 | BATA INDI LT | 0.09 |
500048 | BEML LTD | 0.09 |
509480 | BERGE PAINT | 0.20 |
534816 | BH INFRATEL | 0.21 |
500049 | BHARAT ELECT | 0.11 |
500493 | BHARAT FORGE | 0.09 |
500547 | BHARAT PETRO | 0.06 |
533228 | BHARATFIN | 0.08 |
532454 | BHARTI ARTL | 0.05 |
500103 | BHEL | 0.11 |
532523 | BIOCON LTD | 0.05 |
500530 | BOSCH LTD | 0.15 |
500825 | BRITANIA IN | 0.08 |
532321 | CADILA HEALT | 0.12 |
532483 | CANARA BANK | 0.06 |
511196 | CANFIN HOME | 0.16 |
532938 | CAPF | 0.11 |
500870 | CASTROL INDI | 0.18 |
500878 | CEAT | 0.07 |
500040 | CENTURY TEXT | 0.07 |
500084 | CESC LTD | 0.11 |
500093 | CGPOWER | 0.24 |
500110 | CHENNAI PETR | 0.19 |
511243 | CHOLAFIN | 0.15 |
500087 | CIPLA LTD. | 0.06 |
533278 | COAL INDIA | 0.07 |
500830 | COLGATE PALM | 0.12 |
531344 | CONTAIN CORP | 0.15 |
500480 | CUMMINS INDI | 0.20 |
500096 | DABUR INDIA | 0.11 |
533309 | DALMIABHA | 0.17 |
532772 | DCBBANK | 0.17 |
511072 | DEWAN HOU FI | 0.06 |
532839 | DISH TV | 0.17 |
532488 | DIVIS LAB | 0.08 |
532868 | DLF LIMITED | 0.07 |
500124 | DR.REDDYS L | 0.05 |
505200 | EICHER MOTOR | 0.07 |
532178 | ENGINER IN | 0.17 |
539844 | EQUITAS | 0.17 |
500495 | ESCORTS LTD. | 0.06 |
500086 | EXIDE INDUS | 0.11 |
500469 | FEDERAL BANK | 0.09 |
532155 | GAIL INDIA | 0.08 |
532296 | GLENMARK PHA | 0.10 |
532754 | GMR INFRASTR | 0.25 |
500163 | GODFREY PHIP | 0.30 |
532424 | GODREJ CONS | 0.12 |
500164 | GODREJ INDUS | 0.19 |
532482 | GRANULES IND | 0.23 |
500300 | GRASIM INDUS | 0.10 |
500690 | GUJARAT STAT | 0.16 |
517354 | HAVELLSINDIA | 0.10 |
532281 | HCL TECHNO | 0.06 |
500180 | HDFC BANK LT | 0.03 |
500182 | HEROMOTOCO | 0.06 |
532129 | HEXAWARE LTD | 0.12 |
500696 | HIND UNI LT | 0.05 |
500188 | HIND.ZINC | 0.10 |
500440 | HINDALCO IN | 0.05 |
500185 | HINDUS CONST | 0.31 |
500104 | HINDUSTAN PE | 0.07 |
500010 | HOUSING DEVE | 0.04 |
500875 | I T C LTD | 0.04 |
535789 | IBUL HSG FIN | 0.06 |
532174 | ICICI BANK L | 0.03 |
540133 | ICICIPRULI | 0.13 |
500116 | IDBI BANK L | 0.09 |
532822 | IDEA CELL | 0.10 |
532659 | IDFC | 0.19 |
539437 | IDFCBANK | 0.15 |
500106 | IFCI LTD | 0.33 |
530005 | INDIA CEMENT | 0.13 |
532814 | INDIAN BANK | 0.12 |
530965 | INDIAN OIL C | 0.06 |
539448 | INDIGO | 0.09 |
532514 | INDRA GAS | 0.17 |
532187 | INDUS IND BK | 0.05 |
539807 | INFIBEAM | 0.12 |
500209 | INFOSYS LTD | 0.03 |
532947 | IRB INFRA | 0.14 |
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500219 | JAIN IRRI SY | 0.10 |
532532 | JAIPRAK ASSO | 0.23 |
532617 | JET AIRWAYS | 0.06 |
532286 | JINDAL STEEL | 0.06 |
500228 | JSW SL | 0.06 |
533155 | JUBL FOOD | 0.05 |
535648 | JUSTDIAL | 0.07 |
500233 | KAJARIA CERA | 0.19 |
532652 | KARNATAKA BK | 0.13 |
532899 | KAVERI SEED | 0.17 |
500247 | KOTAK BANK | 0.05 |
532400 | KPIT | 0.12 |
500510 | LARSEN & TOU | 0.04 |
500253 | LIC H. FINAN | 0.09 |
533519 | LNT FH | 0.08 |
500257 | LUPIN LTD | 0.05 |
532720 | M&M FINANSER | 0.10 |
500290 | M.R.F LTD | 0.09 |
500520 | MAHINDRA & M | 0.06 |
531213 | MANAP FIN | 0.12 |
500109 | MANGALORE RE | 0.25 |
531642 | MARICO LTD | 0.15 |
532500 | MARUTISUZUK | 0.03 |
534091 | MCX LTD | 0.11 |
500271 | MFSL | 0.21 |
539957 | MGL | 0.16 |
532819 | MINDTREE LTD | 0.09 |
517334 | MOTH SUMI SY | 0.09 |
533398 | MUTHOOT FIN | 0.19 |
532234 | NAT ALUM CO | 0.12 |
534309 | NBCC | 0.15 |
500294 | NCC | 0.10 |
500790 | NESTLE LTD | 0.10 |
533098 | NHPC | 0.26 |
532541 | NIIT TECHNO | 0.09 |
526371 | NMDC LTD | 0.13 |
532555 | NTPC LTD | 0.09 |
533106 | OIL INDIA | 0.27 |
500312 | ONG CORP LTD | 0.07 |
532466 | ORACLE FIN | 0.37 |
500315 | ORIENTAL BK | 0.18 |
532827 | PAGE INDUSTR | 0.23 |
534809 | PC JEWELLER | 0.09 |
500302 | PEL | 0.11 |
532522 | PETRONET LNG | 0.13 |
500331 | PIDILITE IND | 0.09 |
532810 | POWER FINAN | 0.12 |
532898 | POWER GRID | 0.08 |
532524 | PTC INDIA | 0.24 |
532461 | PUNJAB NATBK | 0.07 |
532689 | PVR LTD | 0.14 |
500260 | RAMCOCEM | 0.40 |
500330 | RAYMOND LTD | 0.09 |
540065 | RBLBANK | 0.08 |
532955 | RECLTD | 0.10 |
532712 | REL COM LTD | 0.19 |
500390 | REL INFRA | 0.06 |
500325 | RELIANCE | 0.03 |
500111 | RELIANCE CAP | 0.05 |
535322 | REPCO HOME | 0.47 |
532939 | RPOWER | 0.17 |
500387 | SHREE CEMENT | 0.24 |
511218 | SHRIRAM TRAN | 0.09 |
500550 | SIEMENS LTD | 0.16 |
532218 | SOUTH INDIA | 0.23 |
523756 | SREI INFRA | 0.29 |
503806 | SRF LIMITED | 0.12 |
532531 | STAR | 0.14 |
500112 | STATE BANK O | 0.03 |
500113 | STEEL AUTHOR | 0.08 |
524715 | SUN PHARMACE | 0.04 |
532733 | SUN TVNET | 0.07 |
532667 | SUZLONENERGY | 0.25 |
532276 | SYNDICATE | 0.23 |
500770 | TATA CHEMICA | 0.10 |
500483 | TATA COMM | 0.14 |
500408 | TATA ELXSI | 0.09 |
500570 | TATA MOTORS | 0.04 |
500400 | TATA POWER | 0.13 |
500470 | TATA STL | 0.03 |
500800 | TATAGLOBAL | 0.07 |
570001 | TATAMTRTDVR | 0.12 |
532540 | TCS LTD. | 0.03 |
532755 | TECH MAH | 0.05 |
500114 | TITAN | 0.05 |
532779 | TORNT POWER | 0.17 |
500420 | TORRENT PHAR | 0.21 |
532800 | TV18BRDCST | 0.15 |
532343 | TVS MOTOR L | 0.08 |
539874 | UJJIVAN | 0.10 |
532538 | ULTRATECH CM | 0.08 |
532477 | UNION BANK | 0.10 |
532432 | UNITD SPR | 0.08 |
532478 | UNITED BREW | 0.14 |
512070 | UPL | 0.08 |
532953 | V GUARD IND | 0.20 |
500295 | VEDL | 0.04 |
500575 | VOLTAS LTD | 0.08 |
507685 | WIPRO LTD. | 0.08 |
532300 | WOCKHARDT LT | 0.07 |
532648 | YES BANK | 0.04 |
505537 | ZEE ENTER | 0.09 |
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