CCIL: MTM prices for India GSec & T-Bills-Nov 3

IN0020032036 GOI FLOATING RATE BOND 2012 -
10-Nov-12 101.014752 IN0019820037 9.00% G.S. 2013

9.00% 24-May-13 106.210747 IN0020010032 9.81% G.S.
2013 9.81% 30-May-13 108.744634 IN0019980187
12.40% G.S. 2013 12.40% 20-Aug-13 117.378491
IN0020020122 7.27% G.S. 2013 7.27%
3-Sep-13 101.108000 IN0020042043 GOI FLOATING RATE BOND 2013

- 10-Sep-13 102.351223 IN0020030105 5.32% G.S. 2014

5.32% 16-Feb-14 92.929430 IN0020020221
6.72% G.S. 2014 6.72% 24-Feb-14 98.017927
IN0020020049 7.37% G.S. 2014 7.37%
16-Apr-14 100.345353 IN0020090018 6.07% G.S. 2014

6.07% 15-May-14 94.997619 IN0020032010 GOI FLOATING
RATE BONDS 2014 - 20-May-14 102.303535 IN0019830010
10.00% G.S. 2014 10.00% 30-May-14 110.475496
IN0020090067 7.32% G.S. 2014 7.32%
20-Oct-14 101.020000 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-15 102.037411 IN0020000132 10.47% G.S. 2015
10.47% 12-Feb-15 113.135421 IN0020050061 7.61% OIL MKT
CO GOI BOND 2015 7.61% 7-Mar-15 100.345561 IN0020050095
7.59% OIL MKTG.COS.GOI SB 2015 7.59% 23-Mar-15 100.239437
IN0020000033 10.79% G.S. 2015 10.79%
19-May-15 115.014510 IN0019850034 11.50% G.S. 2015

11.50% 21-May-15 118.244696 IN0020090026 6.49% G.S.
2015 6.49% 8-Jun-15 96.019500 IN0020042027
GOI FLOATING RATE BOND 2015 - 2-Jul-15 103.092936
IN0020000090 11.43% G.S. 2015 11.43%
7-Aug-15 118.316768 IN0020042035 GOI FLOATING RATE BOND 2015
II - 10-Aug-15 104.555341 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-16 100.989696 IN0020010016 10.71% G.S. 2016

10.71% 19-Apr-16 116.043724 IN0020042019 GOI FLOATING
RATE BOND 2016 - 7-May-16 102.758621 IN0020040013
5.59% G.S. 2016 5.59% 4-Jun-16 89.669204
IN0019990129 12.30% G.S. 2016 12.30%
2-Jul-16 125.115000 IN0020090059 7.02% G.S. 2016

7.02% 17-Aug-16 98.584583 IN0020010107 8.07% G.S. 2017

8.07% 15-Jan-17 103.942190 IN0020020031
7.49% G.S. 2017 7.49% 16-Apr-17 99.536000
IN0020022011 GOI FLOATING RATE BOND 2017 -
2-Jul-17 105.402763 IN0020070010 7.99% G.S. 2017

7.99% 9-Jul-17 102.318333 IN0020020098 7.46% G.S. 2017

7.46% 28-Aug-17 99.300000 IN0020020163
6.25% G.S. 2018 6.25% 2-Jan-18 92.803411
IN0020080019 8.24% G.S. 2018 8.24%
22-Apr-18 103.400000 IN0020010024 10.45% G.S. 2018

10.45% 30-Apr-18 118.953433 IN0020030063 5.69% G.S.
2018 5.69% 25-Sep-18 88.462486 IN0019980286
12.60% G.S. 2018 12.60% 23-Nov-18 131.927500
IN0020030097 5.64% G.S. 2019 5.64%
2-Jan-19 87.781400 IN0020080068 6.05% G.S. 2019

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

6.05% 12-Jun-19 90.040735 IN0020090042
6.90% G.S. 2019 6.90% 13-Jul-19 97.743750
IN0020010065 10.03% G.S. 2019 10.03%
9-Aug-19 117.449696 IN0020020171 6.35% G.S. 2020

6.35% 2-Jan-20 90.529167 IN0020000025 10.70% G.S.
2020 10.70% 22-Apr-20 120.480297 IN0020000124
11.60% G.S. 2020 11.60% 27-Dec-20 127.694598
IN0020009018 11.50% GOI(IIBI)SPL SEC 2021 11.50%
30-Mar-21 126.740479 IN0020060318 7.94% G.S. 2021

7.94% 24-May-21 101.000000 IN0020010040 10.25% G.S.
2021 10.25% 30-May-21 117.200000 IN0020060094
8.13% OIL MKT COMP GOI SB 2021 8.13% 16-Oct-21 101.152010
IN0020019017 9.75% GOI (IFCI) SPL SEC 2021 9.75%
30-Oct-21 113.685234 IN0020060096 7.75% OMC GOI SPL BONDS
2021 7.75% 28-Nov-21 98.159400 IN0020060037 8.20% G.S.
2022 8.20% 15-Feb-22 100.988571 IN0020020072
8.35% G.S. 2022 8.35% 14-May-22 103.134937
IN0020070028 8.08% G.S. 2022 8.08%
2-Aug-22 100.886051 IN0020039031 5.87% G.S. 2022

5.87% 28-Aug-22 83.030715 IN0020070051 8.13% G.S. 2022

8.13% 21-Sep-22 100.255000 IN0020060095
8.15% GOI FCI SB 2022 8.15% 16-Oct-22 100.899129
IN0020089028 7% FERT COS GOI SPL BOND 2022 7.00%
10-Dec-22 91.460936 IN0020089044 6.20% FERT CO GOI SPLBOND
2022 6.20% 24-Dec-22 84.912842 IN0020089051 6.65% FERT
CO GOISPL BOND 2023 6.65% 29-Jan-23 88.489335 IN0020030014
6.30% G.S. 2023 6.30% 9-Apr-23 85.856468
IN0020030055 6.17% G.S. 2023 6.17%
12-Jun-23 84.577525 IN0020089010 8.20% OIL MKN GOISPL BOND
2023 8.20% 10-Nov-23 100.836003 IN0020079011 8.30% FERT
CO GOI SPLBOND 2023 8.30% 7-Dec-23 101.645417 IN0020060052
8.01% OIL MKT COS GOI SB 2023 8.01% 15-Dec-23 99.160648
IN0020060060 8.20% OIL MKTG COS GOI SB 2024 8.20%
12-Feb-24 100.669696 IN0020079045 8.35%SBI RTS ISU GOISPL
BD2024 8.35% 27-Mar-24 101.971408 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-24 100.410469
IN0020060011 8.03% GOI FCI SPL BONDS 2024 8.03%
15-Dec-24 98.228650 IN0020089036 6.35% OIL MKTNCO GOI BOND
2024 6.35% 23-Dec-24 84.066461 IN0020079029 7.95% OIL
MKTG COS GOI SB 2025 7.95% 18-Jan-25 98.035477
IN0020079052 8.40% OILMKTN CO GOISPL B 2025 8.40%
28-Mar-25 101.948393 IN0020030071 5.97% G.S. 2025

5.97% 25-Sep-25 80.686075 IN0020089069 6.90% OIL MKTG
COS GOI SB 2026 6.90% 4-Feb-26 87.929348 IN0020079037
7.95% FERT CO GOI SPL 2026 7.95% 18-Feb-26 97.415347
IN0020089077 8.00% OIL MKT COS GOI SB 2026 8.00%
23-Mar-26 97.849484 IN0020060102 8.40% OIL MKTG COS GOI SB
2026 8.40% 29-Mar-26 101.486236 IN0020010081 10.18% G.S.
2026 10.18% 11-Sep-26 118.671069 IN0020060029
8.23% GOI FCI SB 2027 8.23% 12-Feb-27 99.469543
IN0020060078 8.24% G.S. 2027 8.24%
15-Feb-27 100.212000 IN0020070036 8.26% G.S. 2027

8.26% 2-Aug-27 100.136000 IN0020070069 8.28% G.S.
2027 8.28% 21-Sep-27 100.634247 IN0020020247
6.01% G.S. 2028 6.01% 25-Mar-28 78.592105
IN0020030022 6.13% G.S. 2028 6.13%
4-Jun-28 79.569744 IN0020060086 8.28% G.S. 2032

8.28% 15-Feb-32 99.230000 IN0020070044 8.32% G.S. 2032

8.32% 2-Aug-32 100.784212 IN0020020106
7.95% G.S. 2032 7.95% 28-Aug-32 96.435000
IN0020070077 8.33% G.S. 2032 8.33%
21-Sep-32 100.865475 IN0020040039 7.50% G.S. 2034

7.50% 10-Aug-34 92.543505 IN0020042050 GOI FLOATING
RATE BONDS 2035 - 25-Jan-35 100.627580 IN0020050012
7.40% G.S. 2035 7.40% 9-Sep-35 90.734514
IN0020060045 8.33% G.S. 2036 8.33%
7-Jun-36 99.770000 IN0020080050 6.83% G.S. 2039

6.83% 19-Jan-39 82.389993 * 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)