Nifty 50 Futures TR
Nifty 50 is the most actively traded index on F&O segment of National Stock Exchange of India Ltd.
The Nifty 50 Futures TR Index is designed to track the performance of total returns from Nifty 50 Futures contract and investment in risk free instrument (MIBOR). The Index assumes that contract value is invested in risk free instrument (MIBOR)
The index can be used as a benchmark for investment products linked to Nifty 50 futures contract.
Nifty 50 Futures TR Methodolgy
ii. The near month futures contract expire on last Thursday of each month. Index will start roll over to mid-month contract 3 days prior to expiry day of near month contract.
iii. The percentage shift in weights is based on the 1 year average roll over percentage observed during the expiry week. This shall be reviewed semi-annually
A professional team manages all NSE indices. There is a three-tier governance structure comprising the Board of Directors of NSE Indices Limited, the Index Advisory Committee (Equity) and the Index Maintenance Sub-Committee.