CCIL: MTM prices for India GSec & T-Bills-Jul 04

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.