CCIL: MTM prices for India GSec & T-Bills-Nov 7

IN0020010032 9.81% G.S. 2013 9.81%
30-May-13 108.758546 IN0019980187 12.40% G.S. 2013

12.40% 20-Aug-13 117.106667 IN0020020122 7.27% G.S.
2013 7.27% 3-Sep-13 101.289516 IN0020042043
GOI FLOATING RATE BOND 2013 - 10-Sep-13 102.293661
IN0020030105 5.32% G.S. 2014 5.32%
16-Feb-14 93.010599 IN0020020221 6.72% G.S. 2014

6.72% 24-Feb-14 98.092810 IN0020020049 7.37% G.S.
2014 7.37% 16-Apr-14 100.424081 IN0020090018
6.07% G.S. 2014 6.07% 15-May-14 95.410000
IN0020032010 GOI FLOATING RATE BONDS 2014 -
20-May-14 102.269478 IN0019830010 10.00% G.S. 2014

10.00% 30-May-14 110.549187 IN0020090067 7.32% G.S.
2014 7.32% 20-Oct-14 100.948889 IN0019840084
10.50% G.S. 2014 10.50% 29-Oct-14 113.104140
IN0020080043 7.56% G.S. 2014 7.56%
3-Nov-14 100.925055 IN0019990137 11.83% G.S. 2014
11.83% 12-Nov-14 118.599236 IN0020020205 NAT BK'S(NT)
SPL SEC 2015 - 7-Feb-15 102.157626 IN0020000132
10.47% G.S. 2015 10.47% 12-Feb-15 113.245948
IN0020050061 7.61% OIL MKT CO GOI BOND 2015 7.61%
7-Mar-15 100.469765 IN0020050095 7.59% OIL MKTG.COS.GOI SB
2015 7.59% 23-Mar-15 100.364861 IN0020000033 10.79% G.S.
2015 10.79% 19-May-15 115.133124 IN0019850034
11.50% G.S. 2015 11.50% 21-May-15 118.360939
IN0020090026 6.49% G.S. 2015 6.49%
8-Jun-15 95.895000 IN0020042027 GOI FLOATING RATE BOND 2015

- 2-Jul-15 103.048883 IN0020000090 11.43% G.S.
2015 11.43% 7-Aug-15 118.439955 IN0020042035
GOI FLOATING RATE BOND 2015 II - 10-Aug-15 104.501048
IN0020020130 7.38% G.S. 2015 7.38%
3-Sep-15 99.651875 IN0020010099 9.85% G.S. 2015

9.85% 16-Oct-15 111.269046 IN0020060219 7.59% G.S. 2016

7.59% 12-Apr-16 100.100000 IN0020010016
10.71% G.S. 2016 10.71% 19-Apr-16 116.168688
IN0020042019 GOI FLOATING RATE BOND 2016 -
7-May-16 102.725766 IN0020040013 5.59% G.S. 2016

5.59% 4-Jun-16 89.803971 IN0019990129 12.30% G.S.
2016 12.30% 2-Jul-16 124.727016 IN0020090059
7.02% G.S. 2016 7.02% 17-Aug-16 98.232000
IN0020010107 8.07% G.S. 2017 8.07%
15-Jan-17 104.045781 IN0020020031 7.49% G.S. 2017

7.49% 16-Apr-17 99.500000 IN0020022011 GOI FLOATING
RATE BOND 2017 - 2-Jul-17 105.381505 IN0020070010
7.99% G.S. 2017 7.99% 9-Jul-17 101.955333
IN0020020098 7.46% G.S. 2017 7.46%
28-Aug-17 99.300000 IN0020020163 6.25% G.S. 2018

6.25% 2-Jan-18 92.830842 IN0020080019 8.24% G.S.
2018 8.24% 22-Apr-18 103.406332 IN0020010024
10.45% G.S. 2018 10.45% 30-Apr-18 118.941006
IN0020030063 5.69% G.S. 2018 5.69%
25-Sep-18 88.410646 IN0019980286 12.60% G.S. 2018

12.60% 23-Nov-18 133.666762 IN0020030097 5.64% G.S.
2019 5.64% 2-Jan-19 85.995000 IN0020080068
6.05% G.S. 2019 6.05% 2-Feb-19 89.953546
IN0020030048 6.05% G.S. 2019 6.05%
12-Jun-19 89.903164 IN0020090042 6.90% G.S. 2019

6.90% 13-Jul-19 97.155417 IN0020010065 10.03% G.S.
2019 10.03% 9-Aug-19 117.284033 IN0020020171
6.35% G.S. 2020 6.35% 2-Jan-20 90.415000
IN0020000025 10.70% G.S. 2020 10.70%
22-Apr-20 120.227522 IN0020000124 11.60% G.S. 2020

11.60% 27-Dec-20 127.355099 IN0020009018 11.50%
GOI(IIBI)SPL SEC 2021 11.50% 30-Mar-21 126.371413
IN0020060318 7.94% G.S. 2021 7.94%
24-May-21 100.498333 IN0020010040 10.25% G.S. 2021

10.25% 30-May-21 117.504786 IN0020060094 8.13% OIL MKT
COMP GOI SB 2021 8.13% 16-Oct-21 100.747356 IN0020019017
9.75% GOI (IFCI) SPL SEC 2021 9.75% 30-Oct-21 113.263069
IN0020060096 7.75% OMC GOI SPL BONDS 2021 7.75%
28-Nov-21 97.748342 IN0020060037 8.20% G.S. 2022

8.20% 15-Feb-22 101.097371 IN0020020072 8.35% G.S.
2022 8.35% 14-May-22 102.673785 IN0020070028
8.08% G.S. 2022 8.08% 2-Aug-22 100.410872
IN0020039031 5.87% G.S. 2022 5.87%
28-Aug-22 82.574789 IN0020070051 8.13% G.S. 2022

8.13% 21-Sep-22 100.505000 IN0020060095 8.15% GOI FCI
SB 2022 8.15% 16-Oct-22 100.410279 IN0020089028
7% FERT COS GOI SPL BOND 2022 7.00% 10-Dec-22 90.977128
IN0020089044 6.20% FERT CO GOI SPLBOND 2022 6.20%
24-Dec-22 84.436735 IN0020089051 6.65% FERT CO GOISPL BOND
2023 6.65% 29-Jan-23 88.001972 IN0020030014 6.30% G.S.
2023 6.30% 9-Apr-23 85.358034 IN0020030055
6.17% G.S. 2023 6.17% 12-Jun-23 84.073264
IN0020089010 8.20% OIL MKN GOISPL BOND 2023 8.20%
10-Nov-23 100.286065 IN0020079011 8.30% FERT CO GOI SPLBOND
2023 8.30% 7-Dec-23 101.091390 IN0020060052 8.01% OIL
MKT COS GOI SB 2023 8.01% 15-Dec-23 98.610635
IN0020060060 8.20% OIL MKTG COS GOI SB 2024 8.20%
12-Feb-24 100.110390 IN0020079045 8.35%SBI RTS ISU GOISPL
BD2024 8.35% 27-Mar-24 101.420000 IN0020090034 7.35% G.S.
2024 7.35% 22-Jun-24 93.000000 IN0020099019
8.20% OIL MKTG COS GOI SB 2024 8.20% 15-Sep-24 99.833829
IN0020060011 8.03% GOI FCI SPL BONDS 2024 8.03%
15-Dec-24 98.105700 IN0020089036 6.35% OIL MKTNCO GOI BOND
2024 6.35% 23-Dec-24 83.524188 IN0020079029 7.95% OIL
MKTG COS GOI SB 2025 7.95% 18-Jan-25 97.459371
IN0020079052 8.40% OILMKTN CO GOISPL B 2025 8.40%
28-Mar-25 101.359452 IN0020030071 5.97% G.S. 2025

5.97% 25-Sep-25 80.145028 IN0020089069 6.90% OIL MKTG
COS GOI SB 2026 6.90% 4-Feb-26 87.380135 IN0020079037
7.95% FERT CO GOI SPL 2026 7.95% 18-Feb-26 97.077448
IN0020089077 8.00% OIL MKT COS GOI SB 2026 8.00%
23-Mar-26 97.273366 IN0020060102 8.40% OIL MKTG COS GOI SB
2026 8.40% 29-Mar-26 100.899780 IN0020010081 10.18% G.S.
2026 10.18% 11-Sep-26 118.034316 IN0020060029
8.23% GOI FCI SB 2027 8.23% 12-Feb-27 98.907950
IN0020060078 8.24% G.S. 2027 8.24%
15-Feb-27 100.413333 IN0020070036 8.26% G.S. 2027

8.26% 2-Aug-27 100.136000 IN0020070069 8.28% G.S.
2027 8.28% 21-Sep-27 100.081513 IN0020020247
6.01% G.S. 2028 6.01% 25-Mar-28 78.133801
IN0020030022 6.13% G.S. 2028 6.13%
4-Jun-28 79.117965 IN0020060086 8.28% G.S. 2032

8.28% 15-Feb-32 99.588571 IN0020070044 8.32% G.S. 2032

8.32% 2-Aug-32 100.505184 IN0020020106
7.95% G.S. 2032 7.95% 28-Aug-32 96.611631
IN0020070077 8.33% G.S. 2032 8.33%
21-Sep-32 98.910000 IN0020040039 7.50% G.S. 2034

7.50% 10-Aug-34 91.172069 IN0020042050 GOI FLOATING
RATE BONDS 2035 - 25-Jan-35 100.705235 IN0020050012
7.40% G.S. 2035 7.40% 9-Sep-35 90.686867
IN0020060045 8.33% G.S. 2036 8.33%
7-Jun-36 99.770000 IN0020080050 6.83% G.S. 2039

6.83% 19-Jan-39 82.528201 * Clean Price NOTE:

Mark to Market (MTM) prices of Securities are calculated by
CCIL at the end of the each trading day. These are expressed in
terms of Clean Prices (i.e. accrued interest is not taken into
account for arriving at such prices).

CCIL's Model Prices for India Government Securities and
T-Bills are worked out at the end of each trading day using
Nelson Siegel equation based Zero Coupon Yield Curve generated
from the data on trades in India Government Securities and
T-Bills done by market participants during the day. (Mumbai
Rate Reporting Unit, +91 22 6636-9222,
rru.data@thomsonreuters.com)