THE CLEARING CORPORATION OF INDIA LTD

Summary- Securities Segment for July 06, 2012

. (Amount in Rs Mn)
SETTLEMENT VOLUME
Cumulative for Cumulative for
July 6, 2012 Jul/12 FY 2012-2013
Trade Type
No of No of No of
trades Amount (F.V.) trades Amount (F.V.) trades Amount (F.V.)
Outright:
Central Govt Dated Securities 1,893 180,613 10,224 871,254 145,729 12,376,568
State Govt Securities 23 2,258 146 8,452 3,338 223,157
T Bills 90 23,245 256 83,408 3,876 1,283,957
Sub-total 2006 206116 10626 963114 152943 13883682
Repo (First Leg) 172 197210 623 749850 10425 12380600

Total 2,178 403,326 11,249 1,712,964 163,368 26264282

1
 Total Volume Last Traded Last Traded Wtd Avg Wtd Avg
Description Maturity Date No. of Trades
(F.V. Rs. Mn.)
High Price Low Price
Price YTM Price Yield
9.15% GOVT.STOCK 2024 14-Nov-2024 853 80,687.50 105.9500 105.7400 105.8500 8.3780 105.8532 8.3776
8.33% GOVT.STOCK 2026 09-Jul-2026 263 44,912.00 100.4500 100.0000 100.3875 8.2827 100.1784 8.3082
8.19% GOVT.STOCK 2020 16-Jan-2020 317 36,496.90 99.9500 99.8250 99.9300 8.2021 99.8930 8.2088
8.79% GOVT.STOCK 2021 08-Nov-2021 194 17,494.40 103.0100 102.8800 102.9600 8.3244 102.9598 8.3244
8.15% GOVT.STOCK 2022 11-Jun-2022 180 16,700.00 99.9600 99.8525 99.9600 8.1544 99.9268 8.1593
8.28% GOVT.STOCK 2027 21-Sep-2027 121 7,106.50 98.9600 98.6400 98.9000 8.4071 98.8231 8.4162
8.83% GOVT.STOCK 2041 12-Dec-2041 39 6,326.30 102.1200 101.8900 101.9200 8.6479 101.9513 8.6450
8.97% GOVT.STOCK 2030 05-Dec-2030 45 3,950.00 104.1375 103.9875 104.0500 8.5285 104.0875 8.5245
8.07% GOVT.STOCK 2017 03-Jul-2017 54 3,750.00 100.0450 99.9700 100.0100 8.0669 99.9919 8.0714
8.28% GOVT.STOCK 2032 15-Feb-2032 19 2,514.60 97.5800 97.4500 97.4600 8.5479 97.5007 8.5435
8.24% GOVT.STOCK 2018 22-Apr-2018 13 650.70 100.1000 100.0000 100.0775 8.2184 100.0606 8.2222
8.26% GOVT.STOCK 2027 02-Aug-2027 5 630.00 98.5200 98.3200 98.5200 8.4342 98.4875 8.4381
8.13% GOVT.STOCK 2022 21-Sep-2022 10 570.80 98.7000 98.6000 98.6000 8.3335 98.6333 8.3285
7.83% GOVT.STOCK2018 11-Apr-2018 6 550.00 98.2000 98.1900 98.2000 8.2245 98.1982 8.2249
GOI FLOATING RATE BOND 2020 21-Dec-2020 5 500.00 93.8000 93.8000 93.8000 9.3290 93.8000 9.3290
7.27% G.S 2013 03-Sep-2013 5 452.00 99.3600 99.2000 99.2700 7.9329 99.2523 7.9493
8.33% GOVT.STOCK 2036 07-Jun-2036 6 320.00 97.3900 97.3500 97.3650 8.5901 97.3645 8.5901
7.80% GOVT.STOCK 2021 11-Apr-2021 1 250.00 96.7700 96.7700 96.7700 8.3236 96.7700 8.3236
8.08% GOVT.STOCK 2022 02-Aug-2022 2 200.00 98.4000 98.4000 98.4000 8.3164 98.4000 8.3164
5.69% GOVT. STOCK 2018 25-Sep-2018 2 100.70 87.8700 87.8500 87.8700 8.2198 87.8699 8.2198
10.00% 2014 30-May-2014 1 100.00 103.4662 103.4662 103.4662 7.9800 103.4662 7.9800
8.24% GOVT.STOCK 2027 15-Feb-2027 1 50.00 98.4000 98.4000 98.4000 8.4309 98.4000 8.4309
6.83% GOVT.STOCK 2039 19-Jan-2039 1 35.00 79.7200 79.7200 79.7200 8.8199 79.7200 8.8199
7.5% GOVT. STOCK 2034 10-Aug-2034 2 35.00 90.0000 89.5200 90.0000 8.5105 89.7943 8.5331
6.13% GOVT. STOCK 2028 04-Jun-2028 1 20.00 78.2900 78.2900 78.2900 8.6700 78.2900 8.6700
6.30% GOVT. STOCK 2023 09-Apr-2023 2 5.00 85.1700 82.4700 85.1700 8.4216 83.8200 8.6406
6.35% G.S 2020 02-Jan-2020 2 5.00 88.6600 85.9100 88.6600 8.4236 87.2850 8.6999
6.25% G.S 2018 02-Jan-2018 1 4.50 91.3500 91.3500 91.3500 8.2428 91.3500 8.2428
6.35% MAH S.G. 2013 12-Jun-2013 1 50.00 98.3550 98.3550 98.3550 8.2239 98.3550 8.2239
8.91% PUN S.G. 2022 04-Jul-2022 6 216.10 100.3500 100.1466 100.3500 8.8561 100.2844 8.8661
8.9% A.P. S.G. 2022 04-Jul-2022 4 68.00 100.2900 100.2000 100.2600 8.8598 100.2710 8.8582
8.9% HAR S.G. 2022 04-Jul-2022 1 57.50 100.2600 100.2600 100.2600 8.8598 100.2600 8.8598
8.99% BIH S.G. 2022 07-Mar-2022 1 20.00 100.7500 100.7500 100.7500 8.8695 100.7500 8.8695
8.95% W.B. S.G. 2022 20-Jun-2022 2 8.60 101.1500 100.3000 101.1500 8.7730 100.4977 8.8724
091 DTB 07-Sep-2012 16 3,970.00 98.6764 98.6700 98.6764 8.1600 98.6721 8.1869
091 DTB 05-Oct-2012 7 2,300.00 98.0567 98.0567 98.0567 8.2200 98.0567 8.2200
182 DTB 12-Oct-2012 6 2,100.00 97.9104 97.9104 97.9104 8.1998 97.9104 8.1999
091 DTB 14-Sep-2012 3 2,000.00 98.5207 98.5171 98.5207 8.1800 98.5180 8.1951
091 DTB 17-Aug-2012 5 1,500.00 99.1314 99.1314 99.1314 8.2000 99.1314 8.2000
091 DTB 21-Sep-2012 2 1,500.00 98.3647 98.3647 98.3647 8.2001 98.3647 8.2001
091 DTB 10-Aug-2012 3 1,100.00 99.2862 99.2862 99.2862 8.2000 99.2862 8.2000
091 DTB 13-Jul-2012 5 1,100.00 99.9113 99.9113 99.9113 8.1000 99.9113 8.1000
091 DTB 20-Jul-2012 2 750.00 99.7550 99.7550 99.7550 8.1500 99.7550 8.1500
364 DTB 28-Jun-2013 8 650.00 92.7998 92.7998 92.7998 8.0000 92.7998 8.0000
182 DTB 14-Sep-2012 1 500.00 98.5171 98.5171 98.5171 8.2001 98.5171 8.2001
182 DTB 21-Dec-2012 2 100.00 96.4509 96.4341 96.4509 8.1399 96.4425 8.1599
091 DTB 27-Jul-2012 1 50.00 99.6046 99.6046 99.6046 8.0500 99.6046 8.0500
TOTAL 2227 242,457.10
 THE CLEARING CORPORATION OF INDIA LTD
Summary- Forex Segment for July, 2012
SETTLEMENT VOLUME
Cumulative for Cumulative for
July 6, 2012 Jul-12 FY 2012-2013
Trade Type
No. of No. of
trades USD Mn INR Mn trades USD Mn INR Mn No. of trades USD Mn INR Mn
Cash 92 2192 121506 325 7911 436539 6077 161795 8729058
Tom 156 2793 153526 288 5006 275682 9952 230,847 12,457,095
Spot 5002 9938 541866 25498 54311 3025511 315473 664,202 35,973,524
Forward 101 1127 62193 244 2969 163299 32681 303,072 15,283,236

TOTAL 5351 16050 879091 26355 70198 3901030 364183 1359917 72442912

Note : Spot and Forward volumes include spot and forward legs of swaps respectively.
 CLEARING CORPORATION OF INDIA LTD
Funds

Cumulative for
6/07/12 FY 2012-2013
Gross (Rs. mn) 592840.40 38810872.50
Net (Rs. mn) 93694.00 6560683.60
Netting Factor (per cent) 84.20 83.10

Securities

Cumulative for
FY 2012-2013
6/07/12 Amount (F.V)
Gross (Rs. mn) 589463.00 38504234.30
Net (Rs. mn) 196923.60 13789394.00
Netting Factor (per cent) 66.59 64.19

Forex

Cumulative for
6/07/12 FY 2012-2013
Amount (F.V) Amount (F.V)
Gross (USD mn) 16049.61 1359917.00
Net (USD mn) 797.00 61981.21
Netting Factor (per cent) 95.03 95.44