The investment objective of the scheme is to generate income by taking advantage of the arbitrage opportunities that potentially exists between cash and derivative market and within the derivative segment along with investments in debt securities & money market instruments. Under normal circumstances, the anticipated asset allocation would be:-Equities and equity related instruments, Derivatives including index futures, stock futures, index options, & stock options, etc 65%-90% -Debt and Money market instruments (including investments in securitized debt) 10%-35%.