swapna
20-05-2008, 06:23 AM
NFO Dates 5 May-30 May 08
Investment Objective:
The investment objective of the scheme is to generate income (low volatility returns) by taking advantage of opportunities in the cash and the derivative segments of the equity markets including the arbitrage opportunities available within the derivative segment, by using other derivative based strategies and by investing the balance in debt and money market instruments. The derivative segment adopts a relatively low risk strategy and is designed to try to deliver returns irrespective of the direction of the underlying market. The scheme will target low volatility with low correlation to the equity market returns.
Indicative Allocations:
Core Strategies
· Cash Futures Arbitrage
o Cash Futures Arbitrage
o Index/Basket Arbitrage
· Relative Value Trades
o Pair Trades/Statistical Arbitrage
o Alpha Trades
o Buy Back/Open Offer Arbitrage
Tactical Strategies
· Derivative Strategies & Structured Investments
o Volatility Trades (covered call/straddles/strangles)
o Spread Trades
o Equity Linked Debentures
Plans: (Minimum Investment Amount)
There are 2 Plans with minimum investment amount of:
Plan A: Rs.10,000 per application
Plan B: Rs.1,00,000 per application
Investment Objective:
The investment objective of the scheme is to generate income (low volatility returns) by taking advantage of opportunities in the cash and the derivative segments of the equity markets including the arbitrage opportunities available within the derivative segment, by using other derivative based strategies and by investing the balance in debt and money market instruments. The derivative segment adopts a relatively low risk strategy and is designed to try to deliver returns irrespective of the direction of the underlying market. The scheme will target low volatility with low correlation to the equity market returns.
Indicative Allocations:
Core Strategies
· Cash Futures Arbitrage
o Cash Futures Arbitrage
o Index/Basket Arbitrage
· Relative Value Trades
o Pair Trades/Statistical Arbitrage
o Alpha Trades
o Buy Back/Open Offer Arbitrage
Tactical Strategies
· Derivative Strategies & Structured Investments
o Volatility Trades (covered call/straddles/strangles)
o Spread Trades
o Equity Linked Debentures
Plans: (Minimum Investment Amount)
There are 2 Plans with minimum investment amount of:
Plan A: Rs.10,000 per application
Plan B: Rs.1,00,000 per application