CCIL: MTM prices for India GSec & T-Bills-Nov 4

IN0020032036 GOI FLOATING RATE BOND 2012 -
10-Nov-12 101.005269 IN0019820037 9.00% G.S. 2013

9.00% 24-May-13 106.161412 IN0020010032 9.81% G.S.
2013 9.81% 30-May-13 108.694145 IN0019980187
12.40% G.S. 2013 12.40% 20-Aug-13 117.378491
IN0020020122 7.27% G.S. 2013 7.27%
3-Sep-13 101.107778 IN0020042043 GOI FLOATING RATE BOND 2013

- 10-Sep-13 102.349874 IN0020030105 5.32% G.S. 2014

5.32% 16-Feb-14 92.957781 IN0020020221
6.72% G.S. 2014 6.72% 24-Feb-14 98.043709
IN0020020049 7.37% G.S. 2014 7.37%
16-Apr-14 100.378868 IN0020090018 6.07% G.S. 2014

6.07% 15-May-14 95.154444 IN0020032010 GOI FLOATING
RATE BONDS 2014 - 20-May-14 102.303823 IN0019830010
10.00% G.S. 2014 10.00% 30-May-14 110.510138
IN0020090067 7.32% G.S. 2014 7.32%
20-Oct-14 101.031500 IN0019840084 10.50% G.S. 2014

10.50% 29-Oct-14 113.422500 IN0020080043 7.56% G.S.
2014 7.56% 3-Nov-14 100.895000 IN0019990137
11.83% G.S. 2014 11.83% 12-Nov-14 119.025000
IN0020020205 NAT BK'S(NT) SPL SEC 2015 -
7-Feb-15 102.112210 IN0020000132 10.47% G.S. 2015
10.47% 12-Feb-15 113.205012 IN0020050061 7.61% OIL MKT
CO GOI BOND 2015 7.61% 7-Mar-15 100.423017 IN0020050095
7.59% OIL MKTG.COS.GOI SB 2015 7.59% 23-Mar-15 100.317717
IN0020000033 10.79% G.S. 2015 10.79%
19-May-15 115.088842 IN0019850034 11.50% G.S. 2015

11.50% 21-May-15 118.317636 IN0020090026 6.49% G.S.
2015 6.49% 8-Jun-15 95.891364 IN0020042027
GOI FLOATING RATE BOND 2015 - 2-Jul-15 103.092985
IN0020000090 11.43% G.S. 2015 11.43%
7-Aug-15 118.392919 IN0020042035 GOI FLOATING RATE BOND 2015
II - 10-Aug-15 104.555090 IN0020020130 7.38% G.S.
2015 7.38% 3-Sep-15 99.565600 IN0020010099
9.85% G.S. 2015 9.85% 16-Oct-15 110.614800
IN0020060219 7.59% G.S. 2016 7.59%
12-Apr-16 100.100000 IN0020010016 10.71% G.S. 2016

10.71% 19-Apr-16 116.109204 IN0020042019 GOI FLOATING
RATE BOND 2016 - 7-May-16 102.759248 IN0020040013
5.59% G.S. 2016 5.59% 4-Jun-16 89.737524
IN0019990129 12.30% G.S. 2016 12.30%
2-Jul-16 125.115000 IN0020090059 7.02% G.S. 2016

7.02% 17-Aug-16 98.500000 IN0020010107 8.07% G.S. 2017

8.07% 15-Jan-17 103.976930 IN0020020031
7.49% G.S. 2017 7.49% 16-Apr-17 99.500000
IN0020022011 GOI FLOATING RATE BOND 2017 -
2-Jul-17 105.402864 IN0020070010 7.99% G.S. 2017

7.99% 9-Jul-17 101.944444 IN0020020098 7.46% G.S. 2017

7.46% 28-Aug-17 99.300000 IN0020020163
6.25% G.S. 2018 6.25% 2-Jan-18 92.769544
IN0020080019 8.24% G.S. 2018 8.24%
22-Apr-18 103.400000 IN0020010024 10.45% G.S. 2018

10.45% 30-Apr-18 118.886734 IN0020030063 5.69% G.S.
2018 5.69% 25-Sep-18 88.370035 IN0019980286
12.60% G.S. 2018 12.60% 23-Nov-18 131.927500
IN0020030097 5.64% G.S. 2019 5.64%
2-Jan-19 87.667883 IN0020080068 6.05% G.S. 2019

6.05% 2-Feb-19 90.000000 IN0020030048 6.05% G.S. 2019

6.05% 12-Jun-19 89.892142 IN0020090042
6.90% G.S. 2019 6.90% 13-Jul-19 97.372000
IN0020010065 10.03% G.S. 2019 10.03%
9-Aug-19 117.278718 IN0020020171 6.35% G.S. 2020

6.35% 2-Jan-20 90.200000 IN0020000025 10.70% G.S.
2020 10.70% 22-Apr-20 120.259126 IN0020000124
11.60% G.S. 2020 11.60% 27-Dec-20 127.427171
IN0020009018 11.50% GOI(IIBI)SPL SEC 2021 11.50%
30-Mar-21 126.459649 IN0020060318 7.94% G.S. 2021

7.94% 24-May-21 101.000000 IN0020010040 10.25% G.S.
2021 10.25% 30-May-21 117.603375 IN0020060094
8.13% OIL MKT COMP GOI SB 2021 8.13% 16-Oct-21 100.867521
IN0020019017 9.75% GOI (IFCI) SPL SEC 2021 9.75%
30-Oct-21 113.387288 IN0020060096 7.75% OMC GOI SPL BONDS
2021 7.75% 28-Nov-21 97.874219 IN0020060037 8.20% G.S.
2022 8.20% 15-Feb-22 100.988571 IN0020020072
8.35% G.S. 2022 8.35% 14-May-22 102.828184
IN0020070028 8.08% G.S. 2022 8.08%
2-Aug-22 100.576863 IN0020039031 5.87% G.S. 2022

5.87% 28-Aug-22 82.739797 IN0020070051 8.13% G.S. 2022

8.13% 21-Sep-22 100.505000 IN0020060095
8.15% GOI FCI SB 2022 8.15% 16-Oct-22 100.586040
IN0020089028 7% FERT COS GOI SPL BOND 2022 7.00%
10-Dec-22 91.157025 IN0020089044 6.20% FERT CO GOI SPLBOND
2022 6.20% 24-Dec-22 84.616346 IN0020089051 6.65% FERT
CO GOISPL BOND 2023 6.65% 29-Jan-23 88.187250 IN0020030014
6.30% G.S. 2023 6.30% 9-Apr-23 85.552900
IN0020030055 6.17% G.S. 2023 6.17%
12-Jun-23 84.274635 IN0020089010 8.20% OIL MKN GOISPL BOND
2023 8.20% 10-Nov-23 100.509476 IN0020079011 8.30% FERT
CO GOI SPLBOND 2023 8.30% 7-Dec-23 101.317974 IN0020060052
8.01% OIL MKT COS GOI SB 2023 8.01% 15-Dec-23 98.836741
IN0020060060 8.20% OIL MKTG COS GOI SB 2024 8.20%
12-Feb-24 100.343134 IN0020079045 8.35%SBI RTS ISU GOISPL
BD2024 8.35% 27-Mar-24 101.642093 IN0020090034 7.35% G.S.
2024 7.35% 22-Jun-24 93.155000 IN0020099019
8.20% OIL MKTG COS GOI SB 2024 8.20% 15-Sep-24 100.084174
IN0020060011 8.03% GOI FCI SPL BONDS 2024 8.03%
15-Dec-24 98.105200 IN0020089036 6.35% OIL MKTNCO GOI BOND
2024 6.35% 23-Dec-24 83.768398 IN0020079029 7.95% OIL
MKTG COS GOI SB 2025 7.95% 18-Jan-25 97.715318
IN0020079052 8.40% OILMKTN CO GOISPL B 2025 8.40%
28-Mar-25 101.622350 IN0020030071 5.97% G.S. 2025

5.97% 25-Sep-25 80.399023 IN0020089069 6.90% OIL MKTG
COS GOI SB 2026 6.90% 4-Feb-26 87.638034 IN0020079037
7.95% FERT CO GOI SPL 2026 7.95% 18-Feb-26 96.981111
IN0020089077 8.00% OIL MKT COS GOI SB 2026 8.00%
23-Mar-26 97.541446 IN0020060102 8.40% OIL MKTG COS GOI SB
2026 8.40% 29-Mar-26 101.171592 IN0020010081 10.18% G.S.
2026 10.18% 11-Sep-26 118.327709 IN0020060029
8.23% GOI FCI SB 2027 8.23% 12-Feb-27 99.172596
IN0020060078 8.24% G.S. 2027 8.24%
15-Feb-27 100.308750 IN0020070036 8.26% G.S. 2027

8.26% 2-Aug-27 100.136000 IN0020070069 8.28% G.S.
2027 8.28% 21-Sep-27 100.342072 IN0020020247
6.01% G.S. 2028 6.01% 25-Mar-28 78.353887
IN0020030022 6.13% G.S. 2028 6.13%
4-Jun-28 79.333425 IN0020060086 8.28% G.S. 2032

8.28% 15-Feb-32 99.381667 IN0020070044 8.32% G.S. 2032

8.32% 2-Aug-32 100.563129 IN0020020106
7.95% G.S. 2032 7.95% 28-Aug-32 96.435000
IN0020070077 8.33% G.S. 2032 8.33%
21-Sep-32 100.645094 IN0020040039 7.50% G.S. 2034

7.50% 10-Aug-34 92.361506 IN0020042050 GOI FLOATING
RATE BONDS 2035 - 25-Jan-35 100.699393 IN0020050012
7.40% G.S. 2035 7.40% 9-Sep-35 90.560135
IN0020060045 8.33% G.S. 2036 8.33%
7-Jun-36 99.770000 IN0020080050 6.83% G.S. 2039

6.83% 19-Jan-39 82.233167 * 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)