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Dec2010 by xiaopangnv

VIEWS: 17 PAGES: 215

									                                                     CORPORATE BONDS TRADED DATA AND SPREADS AS ON 31st December, 2010

Year Of                                                                                                       Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN                 Description                Coupon    Maturity     Ratings    Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                                      Avg. Yield     Yield           Sec          (Cr)




  2011     INE916D076A2   KOTAK MAHINDRA PRIME LIMITED          7.30     18-Jan-11   LAA(ICRA)   31-Dec-10       0.00         7.37            -          24.00           1            99.96




  2011     INE895D07263             TATA SONS                   0.00     20-May-11     AAA       31-Dec-10       0.00         7.37            -          2.00            1           100.15




  2011     INE804I07488        ECL FINANCE LIMITED              7.25      9-Jun-11     AA-       31-Dec-10       0.00         7.37            -         150.00           2            99.98




  2011     INE909H07107   TML FINANCIAL SERVICES LIMITED        8.73     24-Jun-11      A+       31-Dec-10       0.00         7.37            -          1.40            2            99.54




                          MAPEX INFRASTRUCTURE PRIVATE
  2011     INE290L07013                                         8.80     17-Jul-11    AAA(so)    31-Dec-10       0.00         7.37            -          64.00           1            99.31
                                     LIMITED
                      RURAL ELECTRIFICATION CORPORATION
2011   INE020B07DU7                                       10.95   14-Aug-11   AAA   31-Dec-10   9.06   7.37   1.69   70.00   2   100.92
                                    LIMITED




                       FULLERTON INDIA CREDIT COMPANY
2011   INE535H08249                                       9.35    10-Oct-11    -    31-Dec-10   0.00   7.37    -     0.50    1   98.81
                                   LIMITED




                        INFRASTRUCTURE DEVELOPMENT
2011   INE043D08CA7                                         -     21-Nov-11   AA+   31-Dec-10   9.19   7.37   1.82   30.00   2   92.49
                          FINANCE COMPANY LIMITED




                       MAHINDRA & MAHINDRA FINANCIAL
2011   INE774D07FN5                                         -     12-Nov-12   AA-   31-Dec-10   0.00   7.37    -     20.00   2   98.32
                                SERVICES LTD




2011   INE134E08768   POWER FINANCE CORPORATION LIMITED   7.00    2-Nov-14    AAA   31-Dec-10   7.49   7.37   0.12   40.00   1   98.36




2011   INE134E08768   POWER FINANCE CORPORATION LIMITED   7.00    2-Nov-14    AAA   31-Dec-10   7.49   7.37   0.12   40.00   1   98.36
                         MAPEX INFRASTRUCTURE PRIVATE
2012   INE290L07021                                          8.80   17-Jan-12   AAA(so)   31-Dec-10   16.24   7.59   8.65   32.00    2   97.69
                                    LIMITED




                      ICICI SECURITIES AND FINANCE COMPANY
2012   INE849D08TF0                                          8.25   21-Feb-12    AAA      31-Dec-10   9.49    7.59   1.90    1.00    1   97.97
                                       LIMITED




                         HOUSING DEVELOPMENT FINANCE
2012   INE001A07FE8                                           -     9-Mar-12     AAA      31-Dec-10   9.38    7.59   1.79   120.00   3   103.85
                             CORPORATION LIMITED




                       MAHINDRA & MAHINDRA FINANCIAL
2012   INE774D07FT2                                          0.00   4-Apr-12     AA+      31-Dec-10   9.59    7.59   2.00   15.00    1   89.16
                              SERVICES LIMITED




                       MAHINDRA & MAHINDRA FINANCIAL
2012   INE774D07FT2                                          0.00   4-Apr-12     AA+      31-Dec-10   9.59    7.59   2.00   15.00    1   89.16
                              SERVICES LIMITED




                      INFRASTRUCTURE LEASING & FINANCIAL
2012   INE871D07KA6                                          8.35   3-Jul-12       -      31-Dec-10   9.22    7.59   1.63    2.00    1   98.75
                                 SERVICES LTD
                        MAPEX INFRASTRUCTURE PRIVATE
2012   INE290L07039                                       8.80    17-Jul-12   AAA(so)   31-Dec-10   11.65   7.59   4.05   32.00   1   96.06
                                   LIMITED




                        HOUSING DEVELOPMENT FINANCE
2012   INE001A07EV5                                       0.00    24-Aug-12    AAA      31-Dec-10   8.97    7.59   1.38   25.00   1   108.97
                            CORPORATION LIMITED




                         SHRIRAM TRANSPORT FINANCE
2012   INE721A07994                                       10.75   26-Aug-12   AAA(SO)   31-Dec-10   9.65    7.59   2.06   46.00   2   101.59
                              COMPANY LIMITED




                      RURAL ELECTRIFICATION CORPORATION
2012   INE020B07EU5                                       7.90    6-Oct-12     AAA      31-Dec-10   8.84    7.59   1.24   50.00   1   98.45
                                    LIMITED




                      RURAL ELECTRIFICATION CORPORATION
2012   INE020B07EU5                                       7.90    6-Oct-12     AAA      31-Dec-10   8.84    7.59   1.25   50.00   1   98.45
                                    LIMITED




                        MAPEX INFRASTRUCTURE PRIVATE
2013   INE290L07047                                       8.80    17-Jan-13   AAA(so)   31-Dec-10   13.71   7.61    -     32.00   1   96.06
                                   LIMITED
                      MAPEX INFRASTRUCTURE PRIVATE
2013   INE290L07054                                  8.80   17-Jul-13   AAA(so)   31-Dec-10   10.60   7.61   2.99   32.00   1   96.06
                                 LIMITED




2013   INE557F08DO0     NATIONAL HOUSING BANK        8.20   30-Aug-13    AAA      31-Dec-10   8.99    7.61   1.38   80.00   5   98.12




2013   INE557F08DO0     NATIONAL HOUSING BANK        8.20   30-Aug-13    AAA      31-Dec-10   8.99    7.61   1.38   80.00   5   98.12




2013   INE115A07AF4    LIC HOUSING FINANCE LIMITED   9.40   20-Dec-13    AAA      31-Dec-10   9.40    7.61   1.79   5.00    1   100.00




                      MAPEX INFRASTRUCTURE PRIVATE
2014   INE290L07062                                  8.80   17-Jan-14   AAA(so)   31-Dec-10   12.22   7.74    -     32.00   1   96.06
                                 LIMITED




                      INDIA INFRASTRUCTURE FINANCE
2014   INE787H09038                                  6.85   22-Jan-14   AAA(so)   31-Dec-10   6.43    7.74    -     5.80    2   101.15
                             COMPANY LIMITED
                        MAPEX INFRASTRUCTURE PRIVATE
2014   INE290L07070                                      8.80   17-Jul-14   AAA(so)   31-Dec-10   10.14   7.74   2.41   32.00   1   96.06
                                   LIMITED




2014   INE208A07299        ASHOK LEYLAND LIMITED         8.20   22-Jul-14      -      31-Dec-10   10.00   7.74   2.26   20.00   1   94.72




2014   INE208A07299        ASHOK LEYLAND LIMITED         8.20   22-Jul-14      -      31-Dec-10   10.01   7.74   2.27   20.00   1   94.72




2014   INE689L07016   MANDAVA HOLDINGS PRIVATE LIMITED   5.64   24-Nov-14      -      31-Dec-10   5.65    7.74    -     40.00   1   99.94




                        MAPEX INFRASTRUCTURE PRIVATE
2015   INE290L07088                                      8.80   17-Jan-15   AAA(so)   31-Dec-10   11.47   7.99   3.48   32.00   1   96.06
                                   LIMITED




                        MAPEX INFRASTRUCTURE PRIVATE
2015   INE290L07096                                      8.80   17-Jul-15   AAA(so)   31-Dec-10   9.89    7.99   1.90   32.00   1   96.06
                                   LIMITED
2015   INE516L07011      TATA BLUESCOPE STEEL LIMITED     10.25   27-Sep-15    -    31-Dec-10   10.50   7.99   2.51   0.40    2   100.90




                      SMALL INDUSTRIES DEVELOPMENT BANK
2015   INE556F09205                                       9.00    21-Dec-15   AAA   31-Dec-10   9.00    7.99   1.01   5.00    1   100.00
                                   OF INDIA




                      SMALL INDUSTRIES DEVELOPMENT BANK
2017   INE556F08IP8                                       9.60    5-Mar-17    AAA   31-Dec-10   8.98    7.99   0.99   5.00    1   102.72
                                   OF INDIA




                      SMALL INDUSTRIES DEVELOPMENT BANK
2017   INE556F08IP8                                       9.60    5-Mar-17    AAA   31-Dec-10   8.98    7.99   0.99   5.00    1   102.72
                                   OF INDIA




                       JINDAL TRACTEBEL POWER COMPANY
2017   INE121E07213                                       9.75    30-Sep-17    -    31-Dec-10   10.00   7.99   2.01   10.00   4   100.00
                                   LIMITED




                         INFRASTRUCTURE DEVELOPMENT
2018   INE043D08839                                       8.95    17-Jan-18   AA+   31-Dec-10   9.06    8.02   1.04   0.10    1   99.45
                           FINANCE COMPANY LIMITED
                       INDIAN RAILWAY FINANCE
2018   INE053F09FO3                                 10.60   11-Sep-18    AAA       31-Dec-10   8.71    8.02   0.69   1.40    1   110.42
                         CORPORATION LIMITED




2019   INE516L07029   TATA BLUESCOPESTEEL LIMITED   10.75   27-Sep-19     0.00     31-Dec-10   9.92    8.06   1.86   0.10    1   104.59




2019   INE008A08S21        IDBI BANK LIMITED        0.00    31-Dec-99     AA+      31-Dec-10   9.30    8.06   1.24   4.50    3   100.05




                      SHRIRAM TRANSPORT FINANCE
2020   INE721A08901                                 11.00   20-Apr-20   AAA (SO)   31-Dec-10   10.86   8.10   2.76   20.00   2   100.69
                            COMPANY LTD




                      SHRIRAM TRANSPORT FINANCE
2020   INE721A08901                                 11.00   20-Apr-20   AAA (SO)   31-Dec-10   10.86   8.10   2.76   20.00   2   100.69
                            COMPANY LTD




2020   INE296A08433   BAJAJ AUTO FINANCE LIMITED    9.45     2-Jul-20     AA+      31-Dec-10   9.65    8.10   1.55   0.80    1   98.70
                        INFRASTRUCTURE DEVELOPMENT
2020   INE043D07336                                       8.89   2-Dec-20    AA+     31-Dec-10   9.02   8.10   0.92   0.80   1   99.16
                          FINANCE COMPANY LIMITED




                      RURAL ELECTRIFICATION CORPORATION
2020   INE020B08476                                        -     15-Dec-20   AAA     31-Dec-10   8.26   8.10   0.16   0.12   1   45.39
                                    LIMITED




2020   INE134E08DH5   POWER FINANCE CORPORATION LIMITED   9.05   15-Dec-20   AAA     31-Dec-10   8.98   8.10   0.88   3.10   4   100.45




                       ANDHRA PRADESH POWER FINANCE
2022   INE847E09029                                       8.74   14-Nov-22   A(SO)   31-Dec-10   8.80   8.22   0.58   8.00   3   99.55
                           CORPORATION LIMITED




                           INDIAN RAILWAY FINANCE
2025   INE053F09GV6                                       8.95   10-Mar-25   AAA     31-Dec-10   9.02   8.40   0.62   5.00   1   100.74
                             CORPORATION LIMITED




                        INFRASTRUCTURE DEVELOPMENT
2025   INE043D07120                                       8.80   21-Jul-25   AA+     31-Dec-10   9.08   8.40   0.68   0.60   1   97.70
                          FINANCE COMPANY LIMITED
2030   INE134E08DJ1   POWER FINANCE CORPORATION LIMITED             9.05       15-Dec-30      AAA        31-Dec-10       9.05   8.56   0.49   0.30   1   100.00




                             INDIAN RAILWAY FINANCE
2032   INE053F09HE0                                                 8.83       14-May-32      AAA        31-Dec-10       8.93   8.56   0.37   2.00   1   100.29
                               CORPORATION LIMITED




                                                                 AMOUNT
                              REPORTING PLATFORMS                              TRADES
                                                                 ( IN CRS)
                                      FIMMDA                       1033.42        64
                                        NSE                        281.50         13
                                        BSE                         50.00          9
                                      TOTAL I                      1364.92       86.00
                            LESS POSSIBLE DUPLICATION              230.00         12
                                     TOTAL II                      1134.92       74.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                        CORPORATE BONDS TRADED DATA AND SPREADS AS ON 30th December, 2010

Year Of                                                                                                    Weighted Avg.   G-Sec Base   Spread over G-
               ISIN                Description          Coupon       Maturity     Ratings     Date Dealt                                               Cum. Value (Cr)   No Of Trades   W. A. Price
Maturity                                                                                                       Yield         Yield           Sec


                          POWER FINANCE CORPORATION
  2011     INE134E08AK5                                   9.01       15-Feb-11     AAA        30-Dec-10        8.92           7.45           1.47           10.00             2            99.95
                                    LIMITED




                          INFRASTRUCTURE DEVELOPMENT
  2011     INE043D08BY9                                    -         4-Mar-11      AA+        30-Dec-10        7.99           7.45           0.54           50.00             2            98.83
                            FINANCE COMPANY LIMITED




                          INFRASTRUCTURE DEVELOPMENT
  2011     INE043D08BF8                                    -        15-Mar-11      AA+        30-Dec-10        9.43           7.45           1.98           25.00             1            98.16
                            FINANCE COMPANY LIMITED




  2011     INE660A07DT4    SUNDARAM FINANCE LIMITED       7.77       5-Apr-11      AA+        30-Dec-10        0.00           7.45            -             45.00             1            99.10




                            THE TATA IRON AND STEEL
  2011     INE081A07183                                   2.50       7-May-11       AA        30-Dec-10        8.71           7.45           1.26           75.00             1           100.14
                               COMPANY LIMITED




  2011     INE115A07791   LIC HOUSING FINANCE LIMITED     7.05       9-Jun-11      AAA        30-Dec-10        9.49           7.45           2.04           99.00             1            99.00




  2011     INE804I07488       ECL FINANCE LIMITED         7.25       9-Jun-11      AA-        30-Dec-10        0.00           7.45            -            550.00             5           100.00




  2011     INE580B07216      GRUH FINANCE LIMITED         7.15       30-Jun-11       -        30-Dec-10        0.00           7.45            -             63.00             1            99.00




                             RURAL ELECTRIFICATION
  2011     INE020B07DU7                                  10.95      14-Aug-11      AAA        30-Dec-10        9.09           7.45           1.64           50.00             2           100.91
                              CORPORATION LIMITED




  2011     INE115A07775   LIC HOUSING FINANCE LIMITED     7.38      26-Aug-11      AAA        30-Dec-10        9.41           7.45           1.96          100.00             1            98.80
2011   INE242A07199   INDIAN OIL CORPORATION LIMITED   11.15   10-Sep-11   AAA   30-Dec-10   9.27    7.45   1.82   30.00   2   101.07




                       POWER FINANCE CORPORATION
2011   INE134E08BC0                                    11.15   15-Sep-11   AAA   30-Dec-10   9.31    7.45   1.86   50.00   2   101.07
                                 LIMITED




                      INFRASTRUCTURE DEVELOPMENT
2011   INE043D08CA7                                      -     21-Nov-11   AA+   30-Dec-10   9.24    7.45   1.79   15.00   1   92.41
                        FINANCE COMPANY LIMITED




2011   INE909H07099   TML FINANCIAL SERVICES LIMITED   9.35    25-Nov-11    -    30-Dec-10   9.85    7.45   2.39   5.00    1   99.56




2011   INE909H07131   TML FINANCIAL SERVICES LIMITED   8.90    16-Dec-11   AA-   30-Dec-10   0.00    7.45    -     1.00    1   99.01




2011   INE916D078E0   KOTAK MAHINDRA PRIME LIMITED     10.15   19-Dec-11   AA    30-Dec-10   0.00    7.45    -     1.00    1   99.91




2011   INE557F09435      NATIONAL HOUSING BANK         6.40    27-Jan-13   AAA   30-Dec-10   6.69    7.45    -     35.00   3   99.43




                          RURAL ELECTRIFICATION
2011   INE020B07DZ6                                    11.35   24-Oct-13   AAA   30-Dec-10   10.67   7.45   3.21   15.00   1   101.48
                           CORPORATION LIMITED




                          RURAL ELECTRIFICATION
2011   INE020B07DZ6                                    11.35   24-Oct-13   AAA   30-Dec-10   10.67   7.45   3.22   15.00   1   101.48
                           CORPORATION LIMITED




                      RANK INVESTMENTS AND CREDIT
2012   INE704I07AE1                                    0.00    30-Jan-12    -    30-Dec-10   0.00    7.58    -     5.60    1   118.02
                             (INDIA) LIMITED




                      HOUSING DEVELOPMENT FINANCE
2012   INE001A07FE8                                      -     9-Mar-12    AAA   30-Dec-10   9.35    7.58   1.77   35.00   1   103.81
                          CORPORATION LIMITED
                       INFRASTRUCTURE DEVELOPMENT
2012   INE043D08CR1                                    0.00    12-Mar-12     AA+       30-Dec-10   9.33    7.58   1.75   40.00   2   89.88
                         FINANCE COMPANY LIMITED




                       INFRASTRUCTURE DEVELOPMENT
2012   INE043D08CX9                                      -     5-Apr-12      AA+       30-Dec-10   9.32    7.58   1.74   60.00   2   89.35
                         FINANCE COMPANY LIMITED




2012   INE895D08220          TATA SONS LIMITED         7.45    15-Apr-12     AAA       30-Dec-10   9.62    7.58   2.04   50.00   2   97.41




                      CHOLAMANDALAM INVESTMENT &
2012   INE121A07CX1                                    8.25    28-May-12      AA-      30-Dec-10   9.20    7.58   1.62   20.00   1   97.95
                        FINANCE COMPANY LIMITED




                      NATIONAL BANK FOR AGRICULTURAL
2012   INE261F09DN9                                    9.50    15-Oct-12     AAA       30-Dec-10   9.09    7.58   1.51   1.00    1   100.58
                          AND RURAL DEVELOPMENT




2013   INE115A07AF4     LIC HOUSING FINANCE LIMITED    9.40    20-Dec-13     AAA       30-Dec-10   9.40    7.60   1.79   5.00    1   100.00




2014   INE151A07028    TATA COMMUNICATIONS LIMITED     11.00   23-Jul-14   AAA(CARE)   30-Dec-10   9.19    7.70   1.49   10.00   2   105.20




2015   INE514E08738             EXIM BANK              8.10    15-Jul-15     AAA       30-Dec-10   8.50    8.03   0.47   10.00   2   98.46




2015   INE751F08014     TATA INTERNATIONAL LIMITED       -     15-Dec-15       -       30-Dec-10   10.45   8.03   2.42   30.00   1   61.08




2015   INE751F08014     TATA INTERNATIONAL LIMITED       -     15-Dec-15       -       30-Dec-10   10.45   8.03   2.42   30.00   1   61.08




2015   INE895D08295          TATA SONS LIMITED         9.30    24-Dec-15     AAA       30-Dec-10   9.30    8.03   1.27   5.00    1   100.00
                       SMALL INDUSTRIES DEVELOPMENT
2017   INE556F08IP8                                    9.60   5-Mar-17     AAA      30-Dec-10   8.98   8.00   0.99   5.00    1   102.72
                               BANK OF INDIA




                       SMALL INDUSTRIES DEVELOPMENT
2017   INE556F08IP8                                    9.60   5-Mar-17     AAA      30-Dec-10   8.99   8.00   0.99   5.00    1   102.72
                               BANK OF INDIA




2017   INE129A07115         GAIL (INDIA) LIMITED       8.80   13-Dec-17    AAA      30-Dec-10   8.80   8.00   0.80   12.50   1   100.00




                          RURAL ELECTRIFICATION
2018   INE020B07DE1                                    9.07   28-Feb-18    AAA      30-Dec-10   8.96   8.06   0.90   5.00    1   100.55
                           CORPORATION LIMITED




2018   INE129A07123         GAIL (INDIA) LIMITED       8.80   13-Dec-18    AAA      30-Dec-10   8.80   8.06   0.73   12.50   1   100.00




2019   INE129A07131         GAIL (INDIA) LIMITED       8.80   13-Dec-19    AAA      30-Dec-10   8.80   8.11   0.69   12.50   1   100.00




                      NATIONAL AVIATION COMPANY OF
2020   INE954K08014                                    9.13   26-Mar-20   AAA(SO)   30-Dec-10   8.68   8.10   0.58   0.10    1   103.95
                              INDIA LIMITED



                       WEST BENGAL INFRASTRUCTURE
2020   INE740F08397       DEVELOPMENT FINANCE          9.20   6-Apr-20     A(SO)    30-Dec-10   8.97   8.10   0.87   0.40    2   102.65
                              CORPORATION




2020   INE873F09030   WATER & SANITATION POOLED FUND   7.50   9-Sep-20       -      30-Dec-10   7.38   8.10    -     1.75    1   100.76




                        INFOTEL BROADBAND SERVICES
2020   INE110L08011                                    8.95   15-Sep-20      -      30-Dec-10   9.56   8.10   1.46   25.00   1   96.18
                                  LIMITED




2020   INE115A08336     LIC HOUSING FINANCE LIMITED    8.95   15-Sep-20    AAA      30-Dec-10   9.18   8.10   1.08   1.60    1   98.50
2020   INE115A07AA5     LIC HOUSING FINANCE LIMITED     8.88   13-Oct-20   AAA     30-Dec-10   9.12   8.10   1.02   0.20    1   98.40




                        POWER FINANCE CORPORATION
2020   INE134E08DG7                                     8.78   15-Nov-20   AAA     30-Dec-10   8.96   8.10   0.86   0.30    1   98.83
                                  LIMITED




                           RURAL ELECTRIFICATION
2020   INE020B08468                                     8.80   29-Nov-20   AAA     30-Dec-10   8.90   8.10   0.80   0.10    1   99.27
                            CORPORATION LIMITED




2020   INE129A07149         GAIL (INDIA) LIMITED        8.80   13-Dec-20   AAA     30-Dec-10   8.80   8.10   0.70   12.50   1   100.00




                        POWER FINANCE CORPORATION
2020   INE134E08DH5                                     9.05   15-Dec-20   AAA     30-Dec-10   8.95   8.10   0.85   0.20    1   100.60
                                  LIMITED




2020   INE660A08BH1     SUNDARAM FINANCE LIMITED        9.93   22-Dec-20   AA+     30-Dec-10   9.91   8.10   1.81   10.00   1   100.12




                       INFRASTRUCTURE DEVELOPMENT
2020   INE043D07351                                     9.05   27-Dec-20   AA+     30-Dec-10   9.05   8.10   0.95   15.20   4   100.00
                         FINANCE COMPANY LIMITED




                      ANDHRA PRADESH POWER FINANCE
2022   INE847E09029                                     8.74   14-Nov-22   A(SO)   30-Dec-10   8.79   8.22   0.57   1.20    3   99.59
                          CORPORATION LIMITED




2023   INE752E07HX4   POWER GRID CORPORATION OF INDIA   8.84   21-Oct-23   AAA     30-Dec-10   8.96   8.28   0.68   0.12    1   99.05




                          RURAL ELECTRIFICATION
2025   INE020B08443                                     8.75   12-Jul-25   AAA     30-Dec-10   8.92   8.41   0.51   4.00    1   98.50
                          CORPORATION LIMITED




                       INFRASTRUCTURE DEVELOPMENT
2025   INE043D07120                                     8.80   21-Jul-25   AA+     30-Dec-10   9.00   8.41   0.59   10.70   4   98.34
                         FINANCE COMPANY LIMITED
2025   INE752E07HZ9   POWER GRID CORPORATION OF INDIA             8.84        21-Oct-25        AAA           30-Dec-10        8.97   8.41   0.56   0.12    1   98.90




                        POWER FINANCE CORPORATION
2025   INE134E08DI3                                               9.05        15-Dec-25        AAA           30-Dec-10        9.02   8.41   0.61   10.00   1   100.20
                                  LIMITED




2030   INE039A09MN1               IFCI LIMITED                    9.98        29-Oct-30          -           30-Dec-10        9.84   8.57   1.27   0.30    1   101.10




2030   INE039A09MN1               IFCI LIMITED                    9.98        29-Oct-30          -           30-Dec-10        9.84   8.57   1.28   0.30    1   101.10




2099   INE141A09116      ORIENTAL BANK OF COMMERCE                9.05        31-Dec-99         AA+          30-Dec-10        9.27   8.62   0.65   1.70    2   99.75




                                                               AMOUNT
                             REPORTING PLATFORMS                               TRADES
                                                               ( IN CRS)
                                    FIMMDA                       1139.60         64
                                      NSE                         474.00         17
                                      BSE                         70.30           4
                                    TOTAL I                      1683.90        85.00
                          LESS POSSIBLE DUPLICATION               50.30           4
                                   TOTAL II                      1633.60        81.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                      CORPORATE BONDS TRADED DATA AND SPREADS AS ON 29th December, 2010


Year Of                                                                                                          Weighted Avg.   G-Sec Base   Spread over G-   Cum. Value
               ISIN                 Description            Coupon      Maturity        Ratings      Date Dealt                                                              No Of Trades   W. A. Price
Maturity                                                                                                             Yield         Yield           Sec           (Cr)




                           INFRASTRUCTURE DEVELOPMENT
  2011     INE043D08BY9                                       -       4-Mar-11          AA+         29-Dec-10        10.63          7.50           3.13          28.00           2            98.60
                             FINANCE COMPANY LIMITED




  2011     INE895D07255           TATA SONS LTD              9.90     20-May-11         AAA         29-Dec-10        0.00           7.50            -             0.20           1           100.31




  2011     INE804I07488        ECL FINANCE LIMITED           7.25      9-Jun-11         AA-         29-Dec-10        0.00           7.50            -            25.00           1           100.01




                          ETHL COMMUNICATIONS HOLDINGS
  2011     INE216J07012                                      0.00      22-Jul-11   AAA(ind) FITCH   29-Dec-10        9.96           7.50           2.46          50.00           1            94.83
                                  PRIVATE LIMITED




                              RURAL ELECTRIFICATION
  2011     INE020B07DU7                                     10.95     14-Aug-11         AAA         29-Dec-10        9.33           7.50           1.83          80.00           4           100.77
                               CORPORATION LIMITED




                           POWER FINANCE CORPORATION
  2011     INE134E08BC0                                     11.15     15-Sep-11         AAA         29-Dec-10        9.31           7.50           1.81          50.00           2           101.07
                                     LIMITED
2011   INE092A08063      TATA CHEMICALS LIMITED      7.40   23-Nov-11   AA+(CARE)   29-Dec-10   8.89   7.50   1.39    0.20    1   98.25




                      HOUSING DEVELOPMENT FINANCE
2012   INE001A07FS8                                   -     27-Jan-12     AAA       29-Dec-10   0.00   7.63    -      5.00    1   101.25
                          CORPORATION LIMITED




2012   INE151A08307   TATA COMMUNICATIONS LIMITED    7.74   25-Mar-12   AAA(CARE)   29-Dec-10   8.66   7.63   1.03    8.00    1   98.91




                       POWER FINANCE CORPORATION
2012   INE134E08DC6                                  7.10   15-Jul-12     AAA       29-Dec-10   9.04   7.63   1.41   50.00    2   97.23
                                 LIMITED




                          RURAL ELECTRIFICATION
2012   INE020B07EU5                                  7.90   6-Oct-12      AAA       29-Dec-10   8.90   7.63   1.27   100.00   4   98.37
                           CORPORATION LIMITED




2012   INE115A07AD9    LIC HOUSING FINANCE LIMITED   9.40   8-Dec-12      AAA       29-Dec-10   9.40   7.63   1.77   50.00    1   99.98




2013   INE660A07EJ3     SUNDARAM FINANCE LIMITED      -     30-Apr-13     AA+       29-Dec-10   9.80   7.67   2.13   25.00    1   80.37
2013   INE660A07EJ3   SUNDARAM FINANCE LIMITED        -     30-Apr-13   AA+   29-Dec-10   9.81    7.67   2.14   25.00   1   80.37




2013   INE208A07281     ASHOK LEYLAND LIMITED       8.20    22-Jul-13   P1+   29-Dec-10   9.94    7.67   2.27   50.00   1   96.11




2013   INE115A07AF4   LIC HOUSING FINANCE LIMITED   9.40    20-Dec-13   AAA   29-Dec-10   9.40    7.67   1.73   10.00   1   100.00




2014   INE895D08196        TATA SONS LIMITED        10.30   23-Apr-14   AAA   29-Dec-10   9.31    7.74   1.57   10.00   1   102.62




2014   INE208A07299     ASHOK LEYLAND LIMITED       8.20    22-Jul-14    -    29-Dec-10   10.01   7.74   2.27   10.00   1   94.70




2015   INE514E08738           EXIM BANK             8.10    15-Jul-15   AAA   29-Dec-10   8.51    8.01   0.50   5.00    1   98.44




2015   INE208A07307     ASHOK LEYLAND LIMITED       8.20    22-Jul-15    -    29-Dec-10   10.01   8.01   2.00   10.00   1   93.54
2015   INE751F08014    TATA INTERNATIONAL LIMITED     -     15-Dec-15      -       29-Dec-10   0.00   8.01    -     60.00   2   61.07




2015   INE895D08295        TATA SONS LIMITED         9.30   24-Dec-15    AAA       29-Dec-10   9.30   8.01   1.29   34.00   5   100.00




                        GUJARAT URJA VIKAS NIGAM
2016   INE661E08240                                  8.00   21-Sep-16   BBB+(SO)   29-Dec-10   8.08   7.96   0.12   1.50    1   99.65
                                LIMITED




                       POWER GRID CORPORATION OF
2016   INE752E07HQ8                                  8.84   21-Oct-16    AAA       29-Dec-10   8.87   7.96   0.91   5.00    1   99.82
                                 INDIA




                       POWER GRID CORPORATION OF
2016   INE752E07HQ8                                  8.84   21-Oct-16    AAA       29-Dec-10   8.87   7.96   0.91   5.00    1   99.82
                                 INDIA




2016   INE692A09126       UNION BANK OF INDIA        8.95   16-Oct-21    AAA       29-Dec-10   9.03   7.96   1.07   5.00    1   100.61




                      SMALL INDUSTRIES DEVELOPMENT
2017   INE556F08IP8                                  9.60   5-Mar-17     AAA       29-Dec-10   9.02   7.98   1.04   10.00   1   102.56
                              BANK OF INDIA
                      NATIONAL BANK FOR AGRICULTURE
2017   INE261F09DL3                                   0.00    1-Aug-17     AAA      29-Dec-10   8.25    7.98   0.27    0.19    2   59.31
                         AND RURAL DEVELOPMENT




                          RURAL ELECTRIFICATION
2017   INE020B07CU9                                   9.85    28-Sep-17    AAA      29-Dec-10   8.98    7.98   1.00    5.40    1   104.19
                           CORPORATION LIMITED




                       WEST BENGAL INFRASTRUCTURE
2020   INE740F08397       DEVELOPMENT FINANCE         9.20    6-Apr-20     A(SO)    29-Dec-10   8.97    8.09   0.88    0.20    1   102.65
                              CORPORATION




2020   INE909H08030    TATA MOTORS FINANCE LIMITED    10.70   10-Apr-20     A       29-Dec-10   10.16   8.09   2.07    0.70    1   103.02




2020   INE155A08068        TATA MOTORS LIMITED        9.70    18-Jun-20   AAA(so)   29-Dec-10   9.65    8.09   1.56    0.40    1   100.21




                       INFOTEL BROADBAND SERVICES
2020   INE110L08011                                   8.95    15-Sep-20      -      29-Dec-10   9.18    8.09   1.09   100.00   2   98.49
                                 LIMITED




                       INFRASTRUCTURE DEVELOPMENT
2020   INE043D07237                                   8.72    29-Sep-20    AA+      29-Dec-10   8.92    8.09   0.83   10.00    1   98.67
                         FINANCE COMPANY LIMITED
                      NATIONAL BANK FOR AGRICULTURE
2020   INE261F09FN4                                    -     1-Nov-20    AAA     29-Dec-10   7.92   8.09    -     0.74   2    47.25
                           & RURAL DEVELOPMENT




                       POWER FINANCE CORPORATION
2020   INE134E08DG7                                   8.78   15-Nov-20   AAA     29-Dec-10   8.96   8.09   0.87   0.10   1    98.83
                                 LIMITED




2020   INE115A07AC1    LIC HOUSING FINANCE LIMITED    9.00   23-Nov-20   AAA     29-Dec-10   9.12   8.09   1.03   0.10   1    99.18




                       POWER FINANCE CORPORATION
2020   INE134E08DH5                                   9.05   15-Dec-20   AAA     29-Dec-10   8.96   8.09   0.87   1.20   2    100.54
                                 LIMITED




                      ANDHRA PRADESH POWER FINANCE
2022   INE847E09029                                   8.74   14-Nov-22   A(SO)   29-Dec-10   8.79   8.21   0.58   3.70   3    99.59
                          CORPORATION LIMITED




2022   INE005A11309         ICICI BANK LIMITED         -     5-Dec-22    AAA     29-Dec-10   0.00   8.21    -     1.28   1   31195.00




                       INFRASTRUCTURE DEVELOPMENT
2025   INE043D07120                                   8.80   21-Jul-25   AA+     29-Dec-10   9.07   8.41   0.66   0.90   1    97.79
                         FINANCE COMPANY LIMITED
                        SHRIRAM TRANSPORT FINANCE
2025   INE721A08AH3                                           11.00       30-Aug-25       AA         29-Dec-10       10.71    8.41   2.30   0.20   2   101.99
                             COMPANY LIMITED




                        POWER FINANCE CORPORATION
2025   INE134E08DI3                                            9.05       15-Dec-25       AAA        29-Dec-10       8.55     8.41   0.14   0.30   1   104.15
                                  LIMITED




                        POWER FINANCE CORPORATION
2030   INE134E08DJ1                                            9.05       15-Dec-30       AAA        29-Dec-10       9.05     8.57   0.48   0.30   1   100.00
                                  LIMITED




2099   INE909H08055         TATA MOTORS LIMITED               11.35      23-Nov-99      AAA(so)      29-Dec-10       10.90    8.62   2.28   0.35   2   104.10




2099   INE141A09116     ORIENTAL BANK OF COMMERCE              9.05       31-Dec-99       AA+        29-Dec-10       9.27     8.62   0.65   0.30   1   99.75




                                                            AMOUNT
                            REPORTING PLATFORMS                           TRADES
                                                            ( IN CRS)
                                   FIMMDA                     589.50         47
                                     NSE                      220.00         9
                                     BSE                      28.76          12
                                   TOTAL I                    838.26        68.00
                         LESS POSSIBLE DUPLICATION            30.00           2
                                  TOTAL II                    808.26        66.00


                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                            CORPORATE BONDS TRADED DATA AND SPREADS AS ON 28th December, 2010

Year Of                                                                                                          Weighted Avg.   G-Sec Base   Spread over G-   Cum. Value
               ISIN                  Description                Coupon      Maturity     Ratings    Date Dealt                                                              No Of Trades   W. A. Price
Maturity                                                                                                             Yield         Yield           Sec            (Cr)




  2011     INE155A07169         TATA MOTORS LIMITED              2.00      31-Mar-11    AAA(so)     28-Dec-10        0.00           7.42            -             5.00           1           107.00




                          THE TATA IRON AND STEEL COMPANY
  2011     INE081A07191                                          9.80       7-May-11      AA        28-Dec-10        0.00           7.42            -             1.00           1            99.88
                                       LIMITED




                           KOTAK MAHINDRA INVESTMENTS
  2011     INE975F07BI2                                          7.10       9-May-11     LAA-       28-Dec-10        0.00           7.42            -             5.50           1            99.07
                                    LIMITED




  2011     INE895D07255            TATA SONS LTD                 9.90      20-May-11      AAA       28-Dec-10        0.00           7.42            -             0.30           1           100.31




  2011     INE804I07488         ECL FINANCE LIMITED              7.25       9-Jun-11      AA-       28-Dec-10        0.00           7.42            -            295.00          2           100.00
2011   INE523E07418          L&T FINANCE LIMITED          8.10   21-Jul-11   AA+(CARE)   28-Dec-10   9.75    7.42   2.33   35.00    1   99.05




2011   INE523E07418          L&T FINANCE LIMITED          8.10   21-Jul-11   AA+(CARE)   28-Dec-10   9.75    7.42   2.33   35.00    1   99.05




2011   INE115A07767      LIC HOUSING FINANCE LIMITED      6.85   28-Sep-11     AAA       28-Dec-10   9.36    7.42   1.94   50.00    1   98.30




2011   INE115A07890      LIC HOUSING FINANCE LIMITED       -     3-Oct-11      AAA       28-Dec-10   10.02   7.42   2.60   100.00   3   92.96




                        CHOLAMANDALAM INVESTMENT &
2011   INE121A07CV5                                       8.00   24-Nov-11     AA-       28-Dec-10   0.00    7.42    -     35.00    1   98.39
                          FINANCE COMPANY LIMITED




2011   INE134E08768   POWER FINANCE CORPORATION LIMITED   7.00   2-Nov-14      AAA       28-Dec-10   7.35    7.42    -     20.00    1   98.82
2011   INE134E08768   POWER FINANCE CORPORATION LIMITED   7.00   2-Nov-14       AAA       28-Dec-10   7.35    7.42    -     20.00    1   98.82




                        INFRASTRUCTURE DEVELOPMENT
2012   INE043D07344                                       9.18   22-Jan-12      AA+       28-Dec-10   13.83   7.61    -     300.00   2   100.01
                          FINANCE COMPANY LIMITED




                       CITIFINANCIAL CONSUMER FINANCE
2012   INE915D07OV9                                       8.50   26-Mar-12    AA+(SO)     28-Dec-10   0.00    7.61    -     18.00    2   98.72
                                INDIA LIMITED




2012   INE296A07112         BAJAJ AUTO FINANCE LTD        8.80   23-Apr-12   LAA+(ICRA)   28-Dec-10   11.29   7.61   3.68   30.00    2   98.87




2012   INE976I07336          TATA CAPITAL LIMITED         8.60   23-Apr-12      AA        28-Dec-10   11.30   7.61   3.69   30.00    2   98.63




                       NATIONAL BANK FOR AGRICULTURAL
2012   INE261F09DN9                                       9.50   15-Oct-12      AAA       28-Dec-10   9.11    7.61   1.50    0.20    2   100.55
                           AND RURAL DEVELOPMENT
2012   INE013A07KI4        RELIANCE CAPITAL LIMITED        9.25   23-Nov-12   CARE AAA   28-Dec-10   0.00    7.61    -     38.00    1   99.18




                       RANK INVESTMENTS & CREDIT (INDIA)
2013   INE704I07DF2                                        9.50   15-Jan-13      -       28-Dec-10   12.19   7.65    -     800.00   5   100.01
                                   LIMITED




2013   INE660A07EI5       SUNDARAM FINANCE LIMITED          -     26-Apr-13     AA+      28-Dec-10   0.00    7.65    -      0.50    1   80.46




2013   INE660A07EJ3       SUNDARAM FINANCE LIMITED          -     30-Apr-13     AA+      28-Dec-10   0.00    7.65    -     25.00    1   80.35




                      INFRASTRUCTURE LEASING & FINANCIAL
2013   INE871D07MA2                                        9.35   24-Dec-13   CARE AAA   28-Dec-10   9.35    7.65   1.70   15.00    1   100.00
                               SERVICES LIMITED




2013   INE514E08894      EXPORT IMPORT BANK OF INDIA       9.00   27-Dec-13     AAA      28-Dec-10   9.00    7.65   1.35   100.00   1   100.00
2013   INE514E08894      EXPORT IMPORT BANK OF INDIA      9.00    27-Dec-13    AAA      28-Dec-10   9.00    7.65   1.35   100.00   1   100.00




                        INDIA INFRASTRUCTURE FINANCE
2014   INE787H09038                                       6.85    22-Jan-14   AAA(so)   28-Dec-10   8.75    7.77   0.98    0.20    1   101.90
                               COMPANY LIMITED




                      RURAL ELECTRIFICATION CORPORATION
2014   INE020B07BW7                                       7.30    30-Jun-14    AAA      28-Dec-10   9.11    7.77   1.33    0.10    1   94.70
                                    LIMITED




2015   INE242A07181        INDIAN OIL CORPORATION         7.40    15-Sep-15    AAA      28-Dec-10   9.08    7.98   1.10    0.10    1   93.70




2015   INE907A07056         KALYANI STEELS LIMITED        10.75   18-Sep-15      -      28-Dec-10   10.50   7.98   2.52   10.00    3   100.83




2015   INE895D08295           TATA SONS LIMITED           9.30    24-Dec-15    AAA      28-Dec-10   9.30    7.98   1.32   10.00    1   100.00
2015   INE134E08883   POWER FINANCE CORPORATION LIMITED   7.60    30-Dec-15   AAA   28-Dec-10   11.26   7.98   3.28   0.10    1   94.15




2017   INE667F08046    SUNDARAM HOME FINANCE LIMITED      10.00   3-Feb-17    AA    28-Dec-10   10.06   8.01   2.05   0.10    1   100.45




                       POWER GRID CORPORATION OF INDIA
2017   INE752E07HF1                                       8.64    8-Jul-17    AAA   28-Dec-10   8.81    8.01   0.80   50.00   2   98.72
                                   LIMITED




                        HOUSING DEVELOPMENT FINANCE
2017   INE001A07AU5                                       7.60    8-Dec-17    AAA   28-Dec-10   9.14    8.01   1.13   20.00   2   92.74
                            CORPORATION LIMITED




2017   INE129A07115          GAIL (INDIA) LIMITED         8.80    13-Dec-17   AAA   28-Dec-10   8.80    8.01   0.78   2.50    1   100.00




                       POWER GRID CORPORATION OF INDIA
2018   INE752E07HG9                                       8.64    8-Jul-18    AAA   28-Dec-10   8.80    8.04   0.76   60.00   2   98.46
                                   LIMITED
2018   INE752E07HS4   POWER GRID CORPORATION OF INDIA   8.84    21-Oct-18   AAA   28-Dec-10   8.91    8.04   0.88   10.00   1   99.55




2018   INE752E07HS4   POWER GRID CORPORATION OF INDIA   8.84    21-Oct-18   AAA   28-Dec-10   8.91    8.04   0.88   10.00   1   99.55




2018   INE129A07123          GAIL (INDIA) LIMITED       8.80    13-Dec-18   AAA   28-Dec-10   8.80    8.04   0.76   2.50    1   100.00




2018   INE008A08Q72           IDBI BANK LIMITED         11.30   15-Dec-18   AA+   28-Dec-10   8.32    8.04   0.28   0.20    1   116.87




2020   INE909H08030     TATA MOTORS FINANCE LIMITED     10.70   10-Apr-20    A    28-Dec-10   10.18   8.09   2.09   1.45    3   102.91




                      NATIONAL BANK FOR AGRICULTURE &
2020   INE261F09FN4                                       -     1-Nov-20    AAA   28-Dec-10   8.12    8.09   0.03   11.10   3   46.37
                            RURAL DEVELOPMENT
                        HOUSING DEVELOPMENT FINANCE
2020   INE001A07FW0                                       8.98   26-Nov-20   AAA     28-Dec-10   9.12   8.09   1.04   20.00   2   99.06
                            CORPORATION LIMITED




                      RURAL ELECTRIFICATION CORPORATION
2020   INE020B08468                                       8.80   29-Nov-20   AAA     28-Dec-10   8.94   8.09   0.85   4.90    2   99.07
                                    LIMITED




                        INFRASTRUCTURE DEVELOPMENT
2020   INE043D07336                                       8.89   2-Dec-20    AA+     28-Dec-10   9.01   8.09   0.92   0.50    1   99.23
                          FINANCE COMPANY LIMITED




                       MAHINDRA & MAHINDRA FINANCIAL
2021   INE774D08KV6                                       9.80   25-Jan-21   AA-     28-Dec-10   9.33   8.15   1.18   0.10    1   103.11
                              SERVICES LIMITED




2022   INE040A09011           HDFC BANK LIMITED            -     23-May-22   AAA     28-Dec-10   0.00   8.21    -     1.00    1   107.89




                       ANDHRA PRADESH POWER FINANCE
2022   INE847E09029                                       8.74   14-Nov-22   A(SO)   28-Dec-10   8.82   8.21   0.61   9.40    6   99.40
                           CORPORATION LIMITED
                      PUNJAB INFRASTRUCTURE DEVELOPMENT
2023   INE091D11063                                       0.00    27-Dec-23    A-(SO)    28-Dec-10   321.31   8.28    -     13.40   1   31.09
                                     BOARD




                         INFRASTRUCTURE DEVELOPMENT
2024   INE043D08BC5                                       9.05    31-Aug-24     AA+      28-Dec-10    9.03    8.34   0.69   1.90    2   100.10
                           FINANCE COMPANY LIMITED




2024   INE752E07HY2    POWER GRID CORPORATION OF INDIA    8.84    21-Oct-24    AAA       28-Dec-10    8.85    8.34   0.51   4.50    1   99.90




2025   INE483A09229         CENTRAL BANK OF INDIA           -     11-Jun-25     AA+      28-Dec-10    8.59    8.40   0.19   15.00   1   99.76




2025   INE037E08037        TATA TELESERVICES LIMITED      11.69   14-Aug-25   LA(ICRA)   28-Dec-10   11.02    8.40   2.62   0.20    1   104.70




                          SHRIRAM TRANSPORT FINANCE
2025   INE721A08AH3                                       11.00   30-Aug-25     AA       28-Dec-10   10.91    8.40   2.51   0.10    1   100.50
                               COMPANY LIMITED
2025   INE062A08025          STATE BANK OF INDIA              -       4-Nov-25    AAA   28-Dec-10   8.90   8.40   0.49   0.48   4   104.82




2025   INE134E08DI3   POWER FINANCE CORPORATION LIMITED     9.05      15-Dec-25   AAA   28-Dec-10   8.97   8.40   0.57   1.10   2   100.60




                           INDIAN RAILWAY FINANCE
2030   INE053F09GX2                                         8.79      4-May-30    AAA   28-Dec-10   9.27   8.57   0.70   0.30   1   99.65
                            CORPORATION LIMITED




                        INFRASTRUCTURE DEVELOPMENT
2030   INE039A09MC4                                         9.75      13-Jul-30   AA+   28-Dec-10   9.83   8.57   1.26   0.50   1   99.20
                          FINANCE COMPANY LIMITED




2030   INE134E08DJ1   POWER FINANCE CORPORATION LIMITED     9.05      15-Dec-30   AAA   28-Dec-10   9.05   8.57   0.48   7.20   5   100.01




2099   INE141A09116      ORIENTAL BANK OF COMMERCE          9.05      31-Dec-99   AA+   28-Dec-10   8.53   8.61    -     0.20   1   103.30




                                                          AMOUNT
                            REPORTING PLATFORMS                       TRADES
                                                          ( IN CRS)
                FIMMDA                       1036.34         65
                  NSE                         295.00         11
                  BSE                         997.29         20
                TOTAL I                      2328.63        96.00
      LESS POSSIBLE DUPLICATION               165.00          4
               TOTAL II                      2163.63        92.00

* Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
* Simple Average is taken of the WAY & WAP with due consideration to the
  volume for the same bond reported on either of the reporting platform.
* Columns in bold are the benchmarks decided for the month of December 2010
                                                 CORPORATE BONDS TRADED DATA AND SPREADS AS ON 27th December, 2010

Year Of                                                                                         Weighted Avg.   G-Sec Base   Spread over G-   Cum. Value
               ISIN            Description      Coupon     Maturity     Ratings    Date Dealt                                                              No Of Trades   W. A. Price
Maturity                                                                                            Yield         Yield           Sec            (Cr)




                          ICICI HOME FINANCE
  2011     INE071G08247                          7.68      29-Mar-11    AAA(SO)     27-Dec-10       9.07           7.46          1.61            6.50           1            99.60
                           COMPANY LIMITED




                          LIC HOUSING FINANCE
  2011     INE115A07791                          7.05      9-Jun-11      AAA        27-Dec-10       7.97           7.46          0.51            5.00           1            98.95
                                LIMITED




  2011     INE804I07488   ECL FINANCE LIMITED    7.25      9-Jun-11      AA-        27-Dec-10       0.00           7.46            -            270.00          1           100.01




  2011     INE523E07418   L&T FINANCE LIMITED    8.10      21-Jul-11   AA+(CARE)    27-Dec-10       9.66           7.46          2.20           70.00           4            99.04




                          LIC HOUSING FINANCE
  2011     INE115A07908                           -        8-Aug-11      AAA        27-Dec-10       9.67           7.46          2.21           50.00           2            94.48
                                LIMITED
                      RURAL ELECTRIFICATION
2011   INE020B07DU7                             10.95   14-Aug-11   AAA   27-Dec-10   9.08   7.46   1.62   10.00    2   100.93
                       CORPORATION LIMITED




                       LIC HOUSING FINANCE
2011   INE115A07890                               -     3-Oct-11    AAA   27-Dec-10   9.98   7.46   2.52   150.00   6   92.94
                             LIMITED




2011   INE557F09435   NATIONAL HOUSING BANK     6.40    27-Jan-13   AAA   27-Dec-10   6.71   7.46    -     20.00    1   99.38




2011   INE557F09435   NATIONAL HOUSING BANK     6.40    27-Jan-13   AAA   27-Dec-10   6.71   7.46    -     20.00    1   99.38




2012   INE018A08AC5   LARSEN & TOUBRO LIMITED   9.20    21-Jan-12   AAA   27-Dec-10   9.18   7.61   1.57   80.00    5   100.00
                        POWER FINANCE
2012   INE134E08701                           9.25    20-Feb-12    AAA      27-Dec-10   8.82   7.61   1.21   0.40    1   100.40
                      CORPORATION LIMITED




                        SUNDARAM HOME
2012   INE667F07105                           7.60    26-Mar-12     AA      27-Dec-10   9.55   7.61   1.94   3.00    1   97.75
                        FINANCE LIMITED




                        CHOLAMANDALAM
2012   INE121A07CX1   INVESTMENT & FINANCE    8.25    28-May-12    AA-      27-Dec-10   9.21   7.61   1.60   20.00   1   97.93
                        COMPANY LIMITED




                      RURAL ELECTRIFICATION
2012   INE020B07EN0                           7.15    5-Aug-12     AAA      27-Dec-10   9.26   7.61   1.65   50.00   2   96.88
                       CORPORATION LIMITED




                       SHRIRAM TRANSPORT
2012   INE721A07994     FINANCE COMPANY       10.75   26-Aug-12   AAA(SO)   27-Dec-10   9.60   7.61   1.99   20.00   1   101.68
                             LIMITED
2012   INE514E08472        EXIM BANK         9.25   26-Dec-12   AAA   27-Dec-10   8.99   7.61   1.38   25.00   1   100.43




2012   INE514E08472        EXIM BANK         9.25   26-Dec-12   AAA   27-Dec-10   8.99   7.61   1.38   25.00   1   100.43




                      PUNJAB NATIONAL BANK
2012   INE572E09056                          9.30   29-Dec-12   AA+   27-Dec-10   8.89   7.61   1.28   2.80    1   101.05
                        HOUSING FINANCE




                       SUNDARAM FINANCE
2013   INE660A07EJ3                           -     30-Apr-13   AA+   27-Dec-10   9.80   7.66   2.14   50.00   1   80.33
                            LIMITED




                       SUNDARAM FINANCE
2013   INE660A07EJ3                           -     30-Apr-13   AA+   27-Dec-10   9.81   7.66   2.15   50.00   1   80.33
                            LIMITED
                      BAJAJ AUTO FINANCE
2013   INE296A08383                         8.15   3-May-13    LAA+(ICRA)   27-Dec-10   9.80    7.66   2.14   55.00    2   96.60
                            LIMITED




                      BAJAJ AUTO FINANCE
2013   INE296A08383                         8.15   3-May-13    LAA+(ICRA)   27-Dec-10   9.80    7.66   2.14   55.00    2   96.60
                            LIMITED




                      LIC HOUSING FINANCE
2013   INE115A07AF4                         9.40   20-Dec-13      AAA       27-Dec-10   9.40    7.66   1.73   15.00    2   100.00
                            LIMITED




                      MANDAVA HOLDINGS
2014   INE689L07016                         5.64   24-Nov-14       -        27-Dec-10   6.03    7.71    -     100.00   2   98.69
                       PRIVATE LIMITED




                      TATA INTERNATIONAL
2015   INE751F08022                          -     15-Dec-15       -        27-Dec-10   10.46   8.00   2.46   26.30    5   60.94
                            LIMITED
                        SMALL INDUSTRIES
2015   INE556F09205   DEVELOPMENT BANK OF   9.00    21-Dec-15     AAA      27-Dec-10   9.00    8.00   1.00   40.00   1   100.00
                             INDIA




2015   INE895D08295    TATA SONS LIMITED    9.30    24-Dec-15     AAA      27-Dec-10   9.30    8.00   1.30   15.00   2   100.00




2016   INE465A07048      BHARAT FORGE       10.75   28-Apr-16     LA+      27-Dec-10   10.34   7.98   2.36   15.00   1   102.67




2017   INE722A07166       SHRIRAM CITY      10.50   23-Nov-17   CARE AA-   27-Dec-10   10.67   7.96   2.71   5.00    1   99.16




                      HOUSING DEVELOPMENT
2017   INE001A07AU5   FINANCE CORPORATION   7.60    8-Dec-17      AAA      27-Dec-10   9.22    7.96   1.26   5.00    1   92.78
                            LIMITED
                      HOUSING DEVELOPMENT
2017   INE001A07AU5   FINANCE CORPORATION      7.60    8-Dec-17    AAA   27-Dec-10   9.22   7.96   1.26   5.00    1   92.78
                            LIMITED




2017   INE129A07115     GAIL (INDIA) LIMITED   8.80    13-Dec-17   AAA   27-Dec-10   8.80   7.96   0.84   12.50   1   100.00




2018   INE129A07123     GAIL (INDIA) LIMITED   8.80    13-Dec-18   AAA   27-Dec-10   8.80   8.03   0.77   25.00   2   100.00




2018   INE008A08Q72      IDBI BANK LIMITED     11.30   15-Dec-18   AA+   27-Dec-10   8.94   8.03   0.91   0.20    1   113.05




2018   INE557F09310   NATIONAL HOUSING BANK    0.00    24-Dec-18   AAA   27-Dec-10   8.18   8.03   0.15   10.00   1   53.35
2018   INE557F09310   NATIONAL HOUSING BANK    0.00    24-Dec-18   AAA    27-Dec-10   8.18    8.03   0.15   10.00   1   53.35




                        NATIONAL BANK FOR
2019   INE261F09EW8   AGRICULTURE AND RURAL    0.00    1-Jan-19    AAA    27-Dec-10   8.18    8.10   0.08   20.00   1   53.25
                           DEVELOPMENT




                        NATIONAL BANK FOR
2019   INE261F09EW8   AGRICULTURE AND RURAL    0.00    1-Jan-19    AAA    27-Dec-10   8.18    8.10   0.08   20.00   1   53.25
                           DEVELOPMENT




                       TATA BLUESCOPESTEEL
2019   INE516L07029                            10.75   27-Sep-19   0.00   27-Dec-10   10.71   8.10   2.61   50.00   1   102.10
                             LIMITED




2019   INE129A07131     GAIL (INDIA) LIMITED   8.80    13-Dec-19   AAA    27-Dec-10   8.80    8.10   0.69   25.00   2   100.00
2019   INE008A08R97     IDBI BANK LIMITED   0.00   19-Nov-24    AA+      27-Dec-10   9.04   8.10   0.94   2.30    3   99.38




                       NATIONAL AVIATION
2020   INE954K08014    COMPANY OF INDIA     9.13   26-Mar-20   AAA(SO)   27-Dec-10   8.68   8.09   0.59   0.30    1   103.93
                            LIMITED




                           WEST BENGAL
                         INFRASTRUCTURE
2020   INE740F08397                         9.20   6-Apr-20     A(SO)    27-Dec-10   8.98   8.09   0.89   0.10    1   102.60
                      DEVELOPMENT FINANCE
                           CORPORATION




                       INFOTEL BROADBAND
2020   INE110L08011                         8.95   15-Sep-20      -      27-Dec-10   9.01   8.09   0.92   50.00   1   99.56
                         SERVICES LIMITED




                         INFRASTRUCTURE
2020   INE043D07237   DEVELOPMENT FINANCE   8.72   29-Sep-20    AA+      27-Dec-10   8.70   8.09   0.61   1.50    1   100.05
                        COMPANY LIMITED
                      HOUSING DEVELOPMENT
2020   INE001A07FV2   FINANCE CORPORATION     8.95   19-Oct-20   AAA   27-Dec-10   9.20   8.09   1.11   10.00   2   98.38
                            LIMITED




                      HOUSING DEVELOPMENT
2020   INE001A07FW0   FINANCE CORPORATION     8.98   26-Nov-20   AAA   27-Dec-10   9.09   8.09   1.00   0.20    1   99.28
                            LIMITED




                      RURAL ELECTRIFICATION
2020   INE020B08468                           8.80   29-Nov-20   AAA   27-Dec-10   8.90   8.09   0.81   10.40   3   99.30
                       CORPORATION LIMITED




                         INFRASTRUCTURE
2020   INE043D07336   DEVELOPMENT FINANCE     8.89   2-Dec-20    AA+   27-Dec-10   9.01   8.09   0.92   0.20    1   99.23
                        COMPANY LIMITED




2020   INE129A07149    GAIL (INDIA) LIMITED   8.80   13-Dec-20   AAA   27-Dec-10   8.80   8.09   0.70   12.50   1   100.00
                         POWER FINANCE
2020   INE134E08DH5                            9.05   15-Dec-20   AAA     27-Dec-10   9.04    8.09   0.95   6.60    2   100.02
                       CORPORATION LIMITED




                      INDIAN RAILWAY FINANCE
2020   INE053F09HL5                            6.72   20-Dec-20   AAA     27-Dec-10   6.72    8.09    -     25.00   1   100.00
                        CORPORATION LIMITED




                      MAHINDRA & MAHINDRA
2021   INE774D08KV6    FINANCIAL SERVICES      9.80   25-Jan-21   AA-     27-Dec-10   11.19   8.16   3.03   0.10    1   100.00
                            LIMITED




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION     8.74   14-Nov-22   A(SO)   27-Dec-10   8.80    8.22   0.57   2.50    4   99.55
                             LIMITED




                           POWER GRID
2023   INE752E07HX4                            8.84   21-Oct-23   AAA     27-Dec-10   8.97    8.29   0.68   0.25    1   99.00
                       CORPORATION OF INDIA
                      INDIAN RAILWAY FINANCE
2023   INE053F09FS4                            8.50   26-Dec-23   AAA   27-Dec-10   8.99   8.29   0.70   0.20   1   97.70
                         CORPORATION LTD.




                         INFRASTRUCTURE
2024   INE043D08BC5   DEVELOPMENT FINANCE      9.05   31-Aug-24   AA+   27-Dec-10   9.02   8.35   0.67   3.50   1   100.16
                        COMPANY LIMITED




                         POWER FINANCE
2025   INE134E08DI3                            9.05   15-Dec-25   AAA   27-Dec-10   9.05   8.41   0.64   6.90   3   100.02
                       CORPORATION LIMITED




                         INDIAN RAILWAY
2030   INE053F09GX2   FINANCE CORPORATION      8.79   4-May-30    AAA   27-Dec-10   8.94   8.58   0.36   0.50   1   99.63
                             LIMITED




                         POWER FINANCE
2030   INE134E08DJ1                            9.05   15-Dec-30   AAA   27-Dec-10   9.05   8.58   0.47   0.30   1   100.00
                       CORPORATION LIMITED
                         ORIENTAL BANK OF
2099   INE141A09116                                    9.05        31-Dec-99        AA+         27-Dec-10        9.25         8.62   0.63   0.20   1   99.90
                            COMMERCE




                                                    AMOUNT
                       REPORTING PLATFORMS                         TRADES
                                                    ( IN CRS)
                               FIMMDA                1156.15          70
                                 NSE                  295.00          15
                                 BSE                  119.10          13
                               TOTAL I               1570.25         98.00
                            LESS POSSIBLE
                                                      190.00           9
                            DUPLICATION
                              TOTAL II               1380.25         89.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                      CORPORATE BONDS TRADED DATA AND SPREADS AS ON 24TH December, 2010

Year Of                                                                                                   Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN                Description              Coupon     Maturity    Ratings   Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                                  Avg. Yield     Yield           Sec          (Cr)



                          KOTAK MAHINDRA INVESTMENTS
  2011     INE975F07BL6                                       8.05     9-Feb-11       -       24-Dec-10      0.00         7.47           -            4.00           1            99.93
                                   LIMITED




                          DECCAN CHRONICLE HOLDING
  2011     INE137G08410                                       9.70     16-Feb-11   CARE AA    24-Dec-10      0.00         7.47           -           50.00           1            99.95
                                   LIMITED




  2011     INE660A07DR8    SUNDARAM FINANCE LIMITED           0.00     15-Mar-11    AA+       24-Dec-10     13.96         7.47           -           26.00           1            98.01




  2011     INE155A07169       TATA MOTORS LIMITED             2.00     31-Mar-11   AAA(so)    24-Dec-10      0.00         7.47           -           65.00           2           107.01




                          INFRASTRUCTURE DEVELOPMENT
  2011     INE043D08AT1                                       7.75     15-Apr-11    AA+       24-Dec-10     10.03         7.47          2.56         40.00           2            99.22
                            FINANCE COMPANY LIMITED




  2011     INE090A08FR1        ICICI BANK LIMITED             0.00     28-Apr-11    AAA       24-Dec-10      0.00         7.47           -           15.00           1            99.42




                          TRAPTI TRADING & INVESTMENTS
  2011     INE977J08157                                       8.20     2-Jun-11      A1+      24-Dec-10      0.00         7.47           -            3.00           1            99.29
                                 PRIVATE LIMITED
2011   INE804I07488         ECL FINANCE LIMITED       7.25   9-Jun-11         AA-       24-Dec-10   0.00    7.47    -     90.00    1   99.96




                       INFRASTRUCTURE DEVELOPMENT
2011   INE043D08BX1                                   0.00   11-Jun-11        AA+       24-Dec-10   10.98   7.47   3.51   25.00    1   99.55
                         FINANCE COMPANY LIMITED




                      MAHINDRA & MAHINDRA FINANCIAL
2011   INE774D07EN8                                   9.45   14-Jun-11        AA-       24-Dec-10   7.57    7.47   0.10    6.00    1   100.06
                             SERVICES LIMITED




                       NORTH KARNATAKA EXPRESSWAY
2011   INE898G07021                                    -     15-Jul-11      AAA(so)     24-Dec-10   0.00    7.47    -     36.10    1   100.36
                                 LIMITED




                      ETHL COMMUNICATIONS HOLDINGS
2011   INE216J07012                                   0.00   22-Jul-11   AAA(ind) FITCH 24-Dec-10   10.60   7.47   3.13    9.90    1   94.45
                             PRIVATE LIMITED




2011   INE976I07559        TATA CAPITAL LIMITED       7.00   20-Sep-11        AA        24-Dec-10   8.78    7.47   1.31   20.00    1   97.86




2011   INE115A07890     LIC HOUSING FINANCE LIMITED    -     3-Oct-11        AAA        24-Dec-10   10.02   7.47   2.55   150.00   3   92.86




2011   INE557F09435       NATIONAL HOUSING BANK       6.40   27-Jan-13       AAA        24-Dec-10   6.70    7.47    -      5.00    1   99.40
2011   INE557F09435      NATIONAL HOUSING BANK           6.40    27-Jan-13   AAA   24-Dec-10   6.71   7.47    -     5.00    1   99.40




2011   INE514E08639             EXIM BANK                6.05    28-Jan-13   AAA   24-Dec-10   6.22   7.47    -     70.00   1   99.65




2011   INE514E08639             EXIM BANK                6.05    28-Jan-13   AAA   24-Dec-10   6.22   7.47    -     70.00   1   99.65




2012   INE667F07105   SUNDARAM HOME FINANCE LIMITED      7.60    26-Mar-12   AA    24-Dec-10   9.54   7.59   1.95   6.00    1   97.75




                       POWER FINANCE CORPORATION
2012   INE134E08BK3                                      6.90    11-May-12   AAA   24-Dec-10   9.28   7.59   1.69   60.00   2   96.99
                                 LIMITED




                      HOUSING DEVELOPMENT FINANCE
2012   INE001A07CL0                                      10.25   29-May-12   AAA   24-Dec-10   9.36   7.59   1.77   10.00   1   101.02
                          CORPORATION LIMITED




                      HINDSUTAN ORGANIC CHEMICALS
2012   INE048A09139                                      8.80    28-Aug-12    -    24-Dec-10   8.91   7.59   1.32   9.00    1   99.81
                                LIMITED




2012   INE136E07FR6   CITICORP FINANCE (INDIA) LIMITED     -     1-Oct-12    AA+   24-Dec-10   0.00   7.59    -     0.40    2   116.96
                      POWER GRID CORPORATION OF INDIA
2013   INE752E07FG3                                     9.20   12-Mar-13   AAA   24-Dec-10   8.91    7.62   1.29    5.00    1   100.48
                                  LIMITED




                      POWER GRID CORPORATION OF INDIA
2013   INE752E07FG3                                     9.20   12-Mar-13   AAA   24-Dec-10   8.91    7.62   1.29    5.00    1   100.48
                                  LIMITED




2013   INE115A07AF4     LIC HOUSING FINANCE LIMITED     9.40   20-Dec-13   AAA   24-Dec-10   9.40    7.62   1.78    6.00    2   100.00




                      POWER GRID CORPORATION OF INDIA
2014   INE752E07FH1                                     9.20   12-Mar-14   AAA   24-Dec-10   8.91    7.72   1.19    5.00    1   100.70
                                  LIMITED




                      POWER GRID CORPORATION OF INDIA
2014   INE752E07FH1                                     9.20   12-Mar-14   AAA   24-Dec-10   8.91    7.72   1.19    5.00    1   100.70
                                  LIMITED




                      POWER GRID CORPORATION OF INDIA
2015   INE752E07FI9                                     9.20   12-Mar-15   AAA   24-Dec-10   8.91    8.00   0.90    5.00    1   100.91
                                  LIMITED




                      POWER GRID CORPORATION OF INDIA
2015   INE752E07FI9                                     9.20   12-Mar-15   AAA   24-Dec-10   8.91    8.00   0.91    5.00    1   100.91
                                  LIMITED




2015   INE751F08014     TATA INTERNATIONAL LIMITED       -     15-Dec-15    -    24-Dec-10   10.41   8.00   2.41   100.00   1   61.11
2015   INE751F08014     TATA INTERNATIONAL LIMITED        -     15-Dec-15    -    24-Dec-10   10.41   8.00   2.41   100.00   1   61.11




2015   INE751F08022     TATA INTERNATIONAL LIMITED        -     15-Dec-15    -    24-Dec-10   10.46   8.00   2.46   90.00    2   60.94




2015   INE751F08022     TATA INTERNATIONAL LIMITED        -     15-Dec-15    -    24-Dec-10   10.46   8.00   2.46   90.00    2   60.94




                       SMALL INDUSTRIES DEVELOPMENT
2015   INE556F09205                                     9.00    21-Dec-15   AAA   24-Dec-10   9.00    8.00   1.00   25.00    1   100.00
                               BANK OF INDIA




                      POWER GRID CORPORATION OF INDIA
2016   INE752E07FJ7                                     9.20    12-Mar-16   AAA   24-Dec-10   8.91    7.98   0.92    5.00    1   101.08
                                  LIMITED




                      POWER GRID CORPORATION OF INDIA
2016   INE752E07FJ7                                     9.20    12-Mar-16   AAA   24-Dec-10   8.91    7.98   0.93    5.00    1   101.08
                                  LIMITED




2016   INE465A07048            BHARAT FORGE             10.75   28-Apr-16   LA+   24-Dec-10   10.57   7.98   2.59   15.00    1   101.75




                      POWER GRID CORPORATION OF INDIA
2017   INE752E07FK5                                     9.20    12-Mar-17   AAA   24-Dec-10   8.91    7.99   0.91    5.00    1   101.26
                                  LIMITED
                      POWER GRID CORPORATION OF INDIA
2017   INE752E07FK5                                     9.20   12-Mar-17   AAA   24-Dec-10   8.91   7.99   0.92   5.00    1   101.26
                                  LIMITED




                      NATIONAL BANK FOR AGRICULTURE
2017   INE261F09DL3                                     0.00   1-Aug-17    AAA   24-Dec-10   8.15   7.99   0.16   0.04    1   59.64
                         AND RURAL DEVELOPMENT




                       HOUSING DEVELOPMENT FINANCE
2017   INE001A07AU5                                     7.60   8-Dec-17    AAA   24-Dec-10   9.23   7.99   1.24   25.00   3   92.75
                           CORPORATION LIMITED




2017   INE129A07115         GAIL (INDIA) LIMITED        8.80   13-Dec-17   AAA   24-Dec-10   8.80   7.99   0.80   12.50   1   100.00




                       HOUSING DEVELOPMENT FINANCE
2017   INE001A07AV3                                     7.60   21-Dec-17   AAA   24-Dec-10   9.23   7.99   1.23   25.00   2   92.71
                           CORPORATION LIMITED




                       HOUSING DEVELOPMENT FINANCE
2017   INE001A07AV3                                     7.60   21-Dec-17   AAA   24-Dec-10   9.23   7.99   1.24   25.00   2   92.71
                           CORPORATION LIMITED




2019   INE557F09336       NATIONAL HOUSING BANK         0.00   31-Mar-19   AAA   24-Dec-10   8.18   8.05   0.13   25.00   1   52.21




2019   INE557F09336       NATIONAL HOUSING BANK         0.00   31-Mar-19   AAA   24-Dec-10   8.18   8.05   0.13   25.00   1   52.21
2020   INE909H08014     TML FINANCIAL SERVICES LTD.    10.90   20-Jan-20   AAA(so)   24-Dec-10   10.16   8.09   2.07   0.10    1   104.24




                       WEST BENGAL INFRASTRUCTURE
2020   INE740F08397       DEVELOPMENT FINANCE          9.20    6-Apr-20     A(SO)    24-Dec-10   8.76    8.09   0.67   0.80    2   102.73
                              CORPORATION




2020   INE660A08BG3     SUNDARAM FINANCE LIMITED       9.85    7-May-20     AA+      24-Dec-10   9.54    8.09   1.45   0.10    1   101.75




                      HOUSING DEVELOPMENT FINANCE
2020   INE001A07FT6                                    8.90    18-Aug-20    AAA      24-Dec-10   9.19    8.09   1.10   5.00    1   98.06
                          CORPORATION LIMITED




                      HOUSING DEVELOPMENT FINANCE
2020   INE001A07FT6                                    8.90    18-Aug-20    AAA      24-Dec-10   9.20    8.09   1.11   5.00    1   98.06
                          CORPORATION LIMITED




2020   INE873F09030   WATER & SANITATION POOLED FUND   7.50    9-Sep-20       -      24-Dec-10   7.39    8.09    -     7.30    1   100.72




                      HOUSING DEVELOPMENT FINANCE
2020   INE001A07FV2                                    8.95    19-Oct-20    AAA      24-Dec-10   9.20    8.09   1.11   10.00   2   98.38
                          CORPORATION LIMITED




                        POWER FINANCE CORPORATION
2020   INE134E08DG7                                    8.78    15-Nov-20    AAA      24-Dec-10   8.89    8.09   0.80   0.10    1   99.24
                                  LIMITED
                      HOUSING DEVELOPMENT FINANCE
2020   INE001A07FW0                                 8.98   26-Nov-20   AAA   24-Dec-10   9.11   8.09   1.02   3.10    2   99.16
                          CORPORATION LIMITED




                         RURAL ELECTRIFICATION
2020   INE020B08468                                 8.80   29-Nov-20   AAA   24-Dec-10   8.91   8.09   0.82   3.50    3   99.24
                          CORPORATION LIMITED




                      INFRASTRUCTURE DEVELOPMENT
2020   INE043D07336                                 8.89   2-Dec-20    AA+   24-Dec-10   9.01   8.09   0.92   0.40    1   99.23
                        FINANCE COMPANY LIMITED




2020   INE129A07149        GAIL (INDIA) LIMITED     8.80   13-Dec-20   AAA   24-Dec-10   8.80   8.09   0.71   12.50   1   100.00




                         RURAL ELECTRIFICATION
2020   INE020B08476                                  -     15-Dec-20   AAA   24-Dec-10   0.00   8.09    -     1.50    1   45.51
                          CORPORATION LIMITED




                       POWER FINANCE CORPORATION
2020   INE134E08DH5                                 9.05   15-Dec-20   AAA   24-Dec-10   8.97   8.09   0.88   1.80    3   100.50
                                 LIMITED




                        INDIAN RAILWAY FINANCE
2020   INE053F09HL5                                 6.72   20-Dec-20   AAA   24-Dec-10   6.72   8.09    -     25.00   1   100.00
                          CORPORATION LIMITED




2021   INE005A086X8        ICICI BANK LIMITED        -     16-Oct-21   AAA   24-Dec-10   0.00   8.15    -     0.15    2   245.55
                      ANDHRA PRADESH POWER FINANCE
2022   INE847E09029                                  8.74   14-Nov-22   A(SO)   24-Dec-10   8.79   8.22   0.57   1.00   4   99.60
                          CORPORATION LIMITED




                         INDIAN RAILWAY FINANCE
2023   INE053F09FS4                                  8.50   26-Dec-23   AAA     24-Dec-10   8.95   8.29   0.66   0.50   1   98.00
                            CORPORATION LTD.




                       INFRASTRUCTURE DEVELOPMENT
2025   INE043D07120                                  8.80   21-Jul-25   AA+     24-Dec-10   9.04   8.42   0.62   0.50   1   97.98
                         FINANCE COMPANY LIMITED




2025   INE062A08025        STATE BANK OF INDIA        -     4-Nov-25    AAA     24-Dec-10   8.88   8.42   0.46   0.15   1   105.00




                         INDIAN RAILWAY FINANCE
2030   INE053F09GX2                                  8.79   4-May-30    AAA     24-Dec-10   8.94   8.58   0.36   0.70   1   99.65
                          CORPORATION LIMITED




2030   INE039A09MN1            IFCI LIMITED          9.98   29-Oct-30     -     24-Dec-10   9.86   8.58   1.28   0.20   1   101.00




                       POWER FINANCE CORPORATION
2030   INE134E08DJ1                                  9.05   15-Dec-30   AAA     24-Dec-10   9.05   8.58   0.47   1.40   3   100.00
                                 LIMITED




2099   INE141A09116    ORIENTAL BANK OF COMMERCE     9.05   31-Dec-99   AA+     24-Dec-10   9.27   8.63   0.64   6.90   2   99.74
                                         AMOUNT
       REPORTING PLATFORMS                             TRADES
                                         ( IN CRS)
               FIMMDA                      909.09         70
                 NSE                       315.40         18
                 BSE                       252.15         10
               TOTAL I                    1476.64        98.00
     LESS POSSIBLE DUPLICATION             345.00         14
              TOTAL II                    1131.64        84.00

* Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
* Simple Average is taken of the WAY & WAP with due consideration to the
  volume for the same bond reported on either of the reporting platform.
* Columns in bold are the benchmarks decided for the month of December 2010
                                                       CORPORATE BONDS TRADED DATA AND SPREADS AS ON 23rd December, 2010


Year Of                                                                                                   Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN                Description              Coupon     Maturity    Ratings   Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                                  Avg. Yield     Yield           Sec         (Cr)




                           STEEL AUTHORITY OF INDIA
  2010     INE114A07208                                      12.10     3-Feb-10     AAA      23-Dec-10       5.36         7.40            -           0.20           1           101.38
                                   LIMITED




  2010     INE657K08039   RHC HOLDING PRIVATE LIMITED         8.00     28-Dec-10      -      23-Dec-10       0.00         7.40            -          50.00           1           100.00




                            CITICORP FINANCE (INDIA)
  2011     INE136E07CB7                                        -       4-Jan-11       -      23-Dec-10      14.57         7.53            -           0.20           1           103.65
                                    LIMITED




                            CITICORP FINANCE (INDIA)
  2011     INE136E07CC5                                        -       4-Jan-11     AA+      23-Dec-10      13.97         7.53            -           0.70           2           121.52
                                    LIMITED




                          DECCAN CHRONICLE HOLDING
  2011     INE137G08410                                       9.70     16-Feb-11   CARE AA   23-Dec-10       0.00         7.53            -          50.00           1            99.95
                                   LIMITED




                          ICICI HOME FINANCE COMPANY
  2011     INE071G08247                                       7.68     29-Mar-11   AAA(SO)   23-Dec-10       0.00         7.53            -           7.00           1            99.76
                                     LIMITED




  2011     INE660A07DT4   SUNDARAM FINANCE LIMITED            7.77     5-Apr-11     AA+      23-Dec-10       0.00         7.53            -           5.00           1            99.44
                         HOUSING DEVELOPMENT
2011   INE001A07ER3                                 8.00   8-Apr-11    AAA   23-Dec-10   0.00   7.53    -     24.50    1   99.74
                      FINANCE CORPORATION LIMITED




2011   INE115A07791   LIC HOUSING FINANCE LIMITED   7.05   9-Jun-11    AAA   23-Dec-10   8.81   7.53   1.28    1.00    1   99.17




2011   INE804I07488       ECL FINANCE LIMITED       7.25   9-Jun-11    AA-   23-Dec-10   0.00   7.53    -     65.00    2   99.98




2011   INE115A07775   LIC HOUSING FINANCE LIMITED   7.38   26-Aug-11   AAA   23-Dec-10   8.54   7.53   1.01   24.00    2   98.71




                      INFRASTRUCTURE DEVELOPMENT
2011   INE043D08CE9                                 0.00   14-Dec-11   AA+   23-Dec-10   8.96   7.53   1.43    2.00    1   91.98
                        FINANCE COMPANY LIMITED




2011   INE514E08639           EXIM BANK             6.05   28-Jan-13   AAA   23-Dec-10   6.23   7.53    -     145.00   2   99.64




2011   INE514E08639           EXIM BANK             6.05   28-Jan-13   AAA   23-Dec-10   6.22   7.53    -     145.00   2   99.65




2012   INE115A07650   LIC HOUSING FINANCE LIMITED   9.45    1-Jan-12   AAA   23-Dec-10   9.25   7.60   1.65   60.00    2   100.19
                         HOUSING DEVELOPMENT
2012   INE001A07FB4                                 7.35   15-Feb-12   AAA   23-Dec-10   9.25   7.60   1.65   30.00   1    97.98
                      FINANCE CORPORATION LIMITED




                         HOUSING DEVELOPMENT
2012   INE001A07FB4                                 7.35   15-Feb-12   AAA   23-Dec-10   9.25   7.60   1.65   30.00   1    97.98
                      FINANCE CORPORATION LIMITED




                        SUNDARAM HOME FINANCE
2012   INE667F07105                                 7.60   26-Mar-12   AA    23-Dec-10   9.50   7.60   1.90   4.00    1    97.78
                               LIMITED




2012   INE909H07149   TATA MOTORS FINANCE LIMITED   9.00   8-Jun-12    A+    23-Dec-10   9.65   7.60   2.05   5.00    1    98.70




                        INDIAN OIL CORPORATION
2012   INE242A07165                                 7.15   10-Jun-12   AAA   23-Dec-10   8.62   7.60   1.02   5.00    1    97.99
                                LIMITED




                          HINDSUTAN ORGANIC
2012   INE048A09139                                 8.80   28-Aug-12    -    23-Dec-10   8.92   7.60   1.32   9.00    1    99.79
                           CHEMICALS LIMITED




                        CITICORP FINANCE (INDIA)
2012   INE136E07FR6                                  -     1-Oct-12    AA+   23-Dec-10   0.00   7.60    -     8.95    24   116.96
                                LIMITED




                         PUNJAB NATIONAL BANK
2012   INE572E09056                                 9.30   29-Dec-12   AA+   23-Dec-10   8.92   7.60   1.32   2.80    1    101.00
                           HOUSING FINANCE
2013   INE013A07KX3     RELIANCE CAPITAL LIMITED     8.25   3-May-13    AAA(CARE)   23-Dec-10   9.42   7.64   1.78   15.00   3   97.53




                           NATIONAL BANK FOR
2013   INE261F09FM6       AGRICULTURE & RURAL        8.90   2-Dec-13      AAA       23-Dec-10   0.00   7.64    -     15.00   2   99.91
                             DEVELOPMENT




2013   INE115A07AF4   LIC HOUSING FINANCE LIMITED    9.40   20-Dec-13     AAA       23-Dec-10   9.40   7.64   1.75   10.00   1   100.00




                      INDIA INFRASTRUCTURE FINANCE
2014   INE787H09038                                  6.85   22-Jan-14    AAA(so)    23-Dec-10   6.23   7.74    -     1.00    1   101.70
                             COMPANY LIMITED




                           NORTH KARNATAKA
2014   INE898G07088                                   -     15-Jul-14    AAA(so)    23-Dec-10   9.15   7.74   1.41   26.40   1   100.54
                           EXPRESSWAY LIMITED




                           NORTH KARNATAKA
2014   INE898G07088                                   -     15-Jul-14    AAA(so)    23-Dec-10   9.15   7.74   1.41   26.40   1   100.54
                           EXPRESSWAY LIMITED




                       POWER GRID CORPORATION OF
2014   INE752E07FT6                                  8.80   29-Sep-14     AAA       23-Dec-10   8.90   7.74   1.16   10.00   1   99.60
                                 INDIA




                       POWER GRID CORPORATION OF
2014   INE752E07FT6                                  8.80   29-Sep-14     AAA       23-Dec-10   8.91   7.74   1.17   10.00   1   99.60
                                 INDIA
                      MAHARASHTRA PATBANDHARE
2014   INE041G07093                                9.50   16-Apr-16   BBB+   23-Dec-10   9.49   7.74   1.74    1.00    2   100.00
                        VITTIYA COMPANY LTD.




                        RURAL ELECTRIFICATION
2015   INE020B07BX5                                7.30   30-Jun-15   AAA    23-Dec-10   9.95   8.03   1.92    0.50    1   90.64
                         CORPORATION LIMITED




2015   INE514E08738           EXIM BANK            8.10   15-Jul-15   AAA    23-Dec-10   8.50   8.03   0.47   15.00    1   98.44




2015   INE751F08014   TATA INTERNATIONAL LIMITED    -     15-Dec-15    -     23-Dec-10   0.00   8.03    -     100.00   1   60.97




                           SMALL INDUSTRIES
2015   INE556F09205                                9.00   21-Dec-15   AAA    23-Dec-10   9.00   8.03   0.97   130.00   3   100.00
                      DEVELOPMENT BANK OF INDIA




                      POWER GRID CORPORATION OF
2016   INE752E07FV2                                8.80   29-Sep-16   AAA    23-Dec-10   8.90   8.03   0.87   15.00    1   99.46
                                INDIA




                      POWER GRID CORPORATION OF
2016   INE752E07FV2                                8.80   29-Sep-16   AAA    23-Dec-10   8.91   8.03   0.88   15.00    1   99.46
                                INDIA




                       NATIONAL CAPITAL REGION
2016   INE525E09070                                8.68   18-Aug-19   AAA    23-Dec-10   8.81   8.03   0.78    3.00    2   99.12
                           PLANNING BOARD
2017   INE660A08BE8   SUNDARAM FINANCE LIMITED      10.00   4-Jan-17     AA+      23-Dec-10   9.76    8.04   1.72   15.00   3   101.04




                       SUNDARAM HOME FINANCE
2017   INE667F08046                                 10.00   3-Feb-17      AA      23-Dec-10   9.89    8.04   1.85   0.50    1   100.40
                              LIMITED




2017   INE129A07115       GAIL (INDIA) LIMITED      8.80    13-Dec-17    AAA      23-Dec-10   8.80    8.04   0.76   25.00   2   100.00




2018   INE129A07123       GAIL (INDIA) LIMITED      8.80    13-Dec-18    AAA      23-Dec-10   8.80    8.06   0.74   23.80   2   100.00




2018   INE008A08Q72        IDBI BANK LIMITED        11.30   15-Dec-18    AA+      23-Dec-10   8.95    8.06   0.89   0.80    1   112.98




2018   INE040A08245         HDFC BANK LTD           10.70   26-Dec-18    AAA      23-Dec-10   8.91    8.06   0.85   15.00   1   110.02




2019   INE129A07131       GAIL (INDIA) LIMITED      8.80    13-Dec-19    AAA      23-Dec-10   8.80    8.08   0.72   12.50   1   100.00




2020   INE909H08014   TML FINANCIAL SERVICES LTD.   10.90   20-Jan-20   AAA(so)   23-Dec-10   10.11   8.11   2.00   0.05    1   104.53
                        TML FINANCIAL SERVICES
2020   INE909H08022                                10.75   25-Mar-20     A+      23-Dec-10   10.10   8.11   1.99   0.05   1   103.70
                               LIMITED




                      NATIONAL AVIATION COMPANY
2020   INE954K08014                                9.13    26-Mar-20   AAA(SO)   23-Dec-10   8.67    8.11   0.56   0.50   1   104.03
                           OF INDIA LIMITED




                      WEST BENGAL INFRASTRUCTURE
2020   INE740F08397      DEVELOPMENT FINANCE       9.20    6-Apr-20     A(SO)    23-Dec-10   8.97    8.11   0.86   0.40   1   102.65
                             CORPORATION




                        STEEL AUTHORITY OF INDIA
2020   INE114A07703                                8.72    30-Apr-20    AAA      23-Dec-10   8.90    8.11   0.79   0.10   1   98.82
                                LIMITED




2020   INE155A08068       TATA MOTORS LIMITED      9.70    18-Jun-20   AAA(so)   23-Dec-10   9.63    8.11   1.52   0.10   1   100.30




                      INFRASTRUCTURE DEVELOPMENT
2020   INE043D07237                                8.72    29-Sep-20    AA+      23-Dec-10   9.05    8.11   0.94   0.80   1   97.87
                        FINANCE COMPANY LIMITED




                        RURAL ELECTRIFICATION
2020   INE020B08450                                8.80    25-Oct-20    AAA      23-Dec-10   8.90    8.11   0.79   0.20   1   99.30
                        CORPORATION LIMITED




                        RURAL ELECTRIFICATION
2020   INE020B08450                                8.80    25-Oct-20    AAA      23-Dec-10   8.90    8.11   0.79   0.20   1   99.30
                        CORPORATION LIMITED
                      POWER FINANCE CORPORATION
2020   INE134E08DG7                                8.78   15-Nov-20   AAA   23-Dec-10   8.95   8.11   0.84   36.60   6   98.86
                                LIMITED




2020   INE895D08287        TATA SONS LIMITED       9.18   23-Nov-20   AAA   23-Dec-10   9.15   8.11   1.04   4.00    1   100.18




2020   INE895D08287        TATA SONS LIMITED       9.18   23-Nov-20   AAA   23-Dec-10   9.15   8.11   1.04   4.00    1   100.18




                         RURAL ELECTRIFICATION
2020   INE020B08468                                8.80   29-Nov-20   AAA   23-Dec-10   8.90   8.11   0.79   6.50    4   99.29
                          CORPORATION LIMITED




                      INFRASTRUCTURE DEVELOPMENT
2020   INE043D07336                                8.89   2-Dec-20    AA+   23-Dec-10   8.99   8.11   0.88   0.20    1   99.35
                        FINANCE COMPANY LIMITED




2020   INE129A07149       GAIL (INDIA) LIMITED     8.80   13-Dec-20   AAA   23-Dec-10   8.80   8.11   0.69   12.50   1   100.00




                         RURAL ELECTRIFICATION
2020   INE020B08476                                 -     15-Dec-20   AAA   23-Dec-10   0.00   8.11    -     6.90    2   45.45
                          CORPORATION LIMITED




                      POWER FINANCE CORPORATION
2020   INE134E08DH5                                9.05   15-Dec-20   AAA   23-Dec-10   8.95   8.11   0.84   2.00    2   100.63
                                LIMITED
2022   INE040A09011        HDFC BANK LIMITED          -     23-May-22    AAA       23-Dec-10   0.00    8.24    -     2.00   1   107.95




                         ANDHRA PRADESH POWER
2022   INE847E09029                                 8.74    14-Nov-22    A(SO)     23-Dec-10   8.79    8.24   0.55   0.50   2   99.63
                      FINANCE CORPORATION LIMITED




                        INDIAN RAILWAY FINANCE
2023   INE053F09FP0                                 10.70   11-Sep-23    AAA       23-Dec-10   9.02    8.30   0.72   4.00   1   114.09
                          CORPORATION LIMITED




                      POWER GRID CORPORATION OF
2024   INE752E07GD8                                 8.80    29-Sep-24    AAA       23-Dec-10   8.99    8.36   0.63   0.75   1   98.50
                                INDIA




                      INFRASTRUCTURE DEVELOPMENT
2025   INE043D07120                                 8.80    21-Jul-25     AA+      23-Dec-10   8.91    8.43   0.48   1.00   1   99.00
                        FINANCE COMPANY LIMITED




2025   INE037E08037    TATA TELESERVICES LIMITED    11.69   14-Aug-25   LA(ICRA)   23-Dec-10   11.01   8.43   2.58   0.10   1   104.70




                      SHRIRAM TRANSPORT FINANCE
2025   INE721A08AH3                                 11.00   30-Aug-25     AA       23-Dec-10   10.98   8.43   2.55   0.30   1   100.00
                           COMPANY LIMITED




2025   INE062A08025       STATE BANK OF INDIA         -     4-Nov-25     AAA       23-Dec-10   8.88    8.43   0.45   0.20   1   104.94
                      POWER FINANCE CORPORATION
2025   INE134E08DI3                                 9.05      15-Dec-25   AAA   23-Dec-10   9.00   8.43   0.57   7.70    4   100.38
                                LIMITED




                       INDIAN RAILWAY FINANCE
2030   INE053F09GX2                                 8.79      4-May-30    AAA   23-Dec-10   8.94   8.58   0.36   0.20    1   99.66
                        CORPORATION LIMITED




2030   INE039A09MD2          IFCI LIMITED           9.75      16-Jul-30    -    23-Dec-10   9.80   8.58   1.22   1.10    2   99.50




                      POWER FINANCE CORPORATION
2030   INE134E08DJ1                                 9.05      15-Dec-30   AAA   23-Dec-10   9.01   8.58   0.43   6.70    4   100.38
                                LIMITED




                       INDIAN RAILWAY FINANCE
2034   INE053F09HG5                                 8.83      14-May-34   AAA   23-Dec-10   8.99   8.59   0.40   15.00   1   99.79
                         CORPORATION LIMITED




2099   INE008A08S70         IDBI BANK LTD             -       31-Dec-99   AA+   23-Dec-10   9.34   8.63   0.71   0.50    1   100.02




2099   INE028A09180        BANK OF BARODA             -       31-Dec-99   AAA   23-Dec-10   9.23   8.63   0.60   0.40    1   100.13




                                                  AMOUNT
                         REPORTING PLATFORMS                  TRADES
                                                  ( IN CRS)
                               FIMMDA              997.05        93
                                 NSE               266.25        34
                                 BSE               12.50          9
            TOTAL I                 1275.80       136.00
  LESS POSSIBLE DUPLICATION          230.60         8
           TOTAL II                 1045.20       128.00

* Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
* Simple Average is taken of the WAY & WAP with due consideration to the
  volume for the same bond reported on either of the reporting platform.
* Columns in bold are the benchmarks decided for the month of December 2010
                                                 CORPORATE BONDS TRADED DATA AND SPREADS AS ON 22nd December, 2010


Year Of                                                                                            Weighted Avg.   G-Sec Base   Spread over G-   Cum. Value
               ISIN             Description        Coupon     Maturity     Ratings    Date Dealt                                                              No Of Trades   W. A. Price
Maturity                                                                                               Yield         Yield           Sec            (Cr)




                          RHC HOLDING PRIVATE
  2010     INE657K08039                             8.00      28-Dec-10       -       22-Dec-10        0.00           7.38            -            50.00           1           100.00
                                LIMITED




                          HOUSING DEVELOPMENT
  2011     INE001A07DK0   FINANCE CORPORATION       8.95      16-Jan-11     AAA       22-Dec-10        9.55           7.45           2.10           5.00           1            99.93
                                LIMITED




                           DECCAN CHRONICLE
  2011     INE137G08410                             9.70      16-Feb-11   CARE AA     22-Dec-10        0.00           7.45            -            50.00           1            99.95
                            HOLDING LIMITED




                          KOTAK MAHINDRA PRIME
  2011     INE916D07W57                             7.50      4-Apr-11    LAA(ICRA)   22-Dec-10        7.94           7.45           0.49          15.00           1            99.46
                                 LIMITED




                           SUNDARAM FINANCE
  2011     INE660A07DT4                             7.77      5-Apr-11      AA+       22-Dec-10        0.00           7.45            -            40.00           1            99.44
                                LIMITED
                      KOTAK MAHINDRA PRIME
2011   INE916D07Q14                            8.40   11-Apr-11   LAA(ICRA)    22-Dec-10   0.00   7.45    -     12.00   1   99.72
                             LIMITED




                         INFRASTRUCTURE
2011   INE043D08AT1   DEVELOPMENT FINANCE      7.75   15-Apr-11      AA+       22-Dec-10   9.50   7.45   2.05   10.00   2   99.37
                        COMPANY LIMITED




                       KESORAM INDUSTRIES
2011   INE087A08022                             -     15-Apr-11   AA(CARE)     22-Dec-10   0.00   7.45    -     24.42   2   97.29
                            LIMITED




2011   INE296A07146   BAJAJ AUTO FINANCE LTD   7.70   15-Apr-11   LAA+(ICRA)   22-Dec-10   0.00   7.45    -     44.00   2   99.53




2011   INE895D07263         TATA SONS          0.00   20-May-11      AAA       22-Dec-10   0.00   7.45    -     50.00   1   100.25




                       LIC HOUSING FINANCE
2011   INE115A07791                            7.05   9-Jun-11       AAA       22-Dec-10   9.38   7.45   1.93   1.00    1   99.00
                             LIMITED
2011   INE804I07488     ECL FINANCE LIMITED      7.25   9-Jun-11         AA-         22-Dec-10   0.00   7.45    -     85.00   2   99.97




                          INFRASTRUCTURE
2011   INE043D08BX1    DEVELOPMENT FINANCE       0.00   11-Jun-11        AA+         22-Dec-10   9.70   7.45   2.25   50.00   2   99.50
                         COMPANY LIMITED




                       TML FINANCIAL SERVICES
2011   INE909H07107                              8.73   24-Jun-11        A+          22-Dec-10   0.00   7.45    -     20.00   1   99.59
                              LIMITED




                       ETHL COMMUNICATIONS
2011   INE216J07012                              0.00   22-Jul-11   AAA(ind) FITCH   22-Dec-10   9.17   7.45   1.72   0.10    1   95.06
                      HOLDINGS PRIVATE LIMITED




                        RHC HOLDING PRIVATE
2011   INE657K08062                              7.65   27-Jul-11         -          22-Dec-10   0.00   7.45    -     4.00    1   99.00
                              LIMITED




2011   INE557F09344   NATIONAL HOUSING BANK      6.75   25-Jun-12       AAA          22-Dec-10   7.04   7.45    -     13.00   1   99.52
2011   INE514E08639          EXIM BANK           6.05   28-Jan-13   AAA   22-Dec-10   6.23   7.45    -     220.00   3   99.64




2012   INE564G07383   BHW HOME FINANCE LIMITED   7.30   28-Mar-12    -    22-Dec-10   9.25   7.56   1.69    5.00    1   97.54




                          CHOLAMANDALAM
2012   INE121A07CR3     INVESTMENT & FINANCE     8.60   14-Aug-12   AA-   22-Dec-10   9.35   7.56   1.79    1.00    1   98.37
                          COMPANY LIMITED




2012   INE860A07024       HCL TECHNOLOGY         8.20   25-Aug-12   AA+   22-Dec-10   8.79   7.56   1.23   20.00    1   99.50




                         HINDSUTAN ORGANIC
2012   INE048A09139                              8.80   28-Aug-12    -    22-Dec-10   8.57   7.56   1.01   14.60    3   100.31
                          CHEMICALS LIMITED




                          POWER FINANCE
2012   INE134E08AF5                              9.80   20-Sep-12   AAA   22-Dec-10   9.06   7.56   1.50   20.00    3   101.06
                        CORPORATION LIMITED
                      INDIAN RAILWAY FINANCE
2013   INE053F09FM7                               8.75    7-Jan-13     AAA      22-Dec-10   8.85    7.61   1.24   1.00    2   100.12
                        CORPORATION LIMITED




2013   INE069A08020   ADITYA BIRLA NUVO LIMITED   7.90   10-May-13      -       22-Dec-10   8.88    7.61   1.27   11.00   1   97.89




                      MAGMA SHRACHI FINANCE
2013   INE511C08191                                -     19-Jul-13   CARE AA-   22-Dec-10   11.07   7.61   3.46   2.00    1   99.39
                             LIMITED




                        LIC HOUSING FINANCE
2013   INE115A07981                               8.48   27-Sep-13     AAA      22-Dec-10   9.51    7.61   1.90   2.00    1   97.54
                              LIMITED




                       HOUSING DEVELOPMENT
2013   INE001A07FY6    FINANCE CORPORATION        9.25   6-Dec-13      AAA      22-Dec-10   9.24    7.61   1.63   25.00   1   100.00
                             LIMITED




                        LIC HOUSING FINANCE
2013   INE115A07AF4                               9.40   20-Dec-13     AAA      22-Dec-10   9.39    7.61   1.78   43.00   6   100.02
                              LIMITED
2014   INE155A07185   TATA MOTORS LIMITED     2.00   31-Mar-14   AAA(so)   22-Dec-10   8.93   7.73   1.20   25.00   1   108.86




2014   INE155A07185   TATA MOTORS LIMITED     2.00   31-Mar-14   AAA(so)   22-Dec-10   8.93   7.73   1.20   25.00   1   108.86




                       SAMRUDDHI CEMENT
2016   INE676K07031                           8.01   14-Jul-16      -      22-Dec-10   8.63   8.06   0.57   5.00    1   97.28
                            LIMITED




                       SAMRUDDHI CEMENT
2016   INE676K07031                           8.01   14-Jul-16      -      22-Dec-10   8.63   8.06   0.57   5.00    1   97.28
                            LIMITED




                      STATE BANK OF BIKANER
2016   INE648A09037                           9.15   10-Aug-16    AAA      22-Dec-10   8.59   8.06   0.53   0.10    1   102.37
                            AND JAIPUR




2016   INE062A09056    STATE BANK OF INDIA    8.80    5-Jul-21    AAA      22-Dec-10   8.89   8.06   0.83   0.10    1   100.60
2016   INE084A09118      BANK OF INDIA       9.35   31-Jul-21   AAA   22-Dec-10   9.07   8.06   1.01   0.10   1   103.00




2016   INE062A09072   STATE BANK OF INDIA    8.96   12-Sep-21   AAA   22-Dec-10   8.94   8.06   0.88   0.10   1   101.35




2016   INE062A09080   STATE BANK OF INDIA    8.97   13-Sep-21   AAA   22-Dec-10   8.94   8.06   0.88   0.10   1   101.39




2016   INE062A09106   STATE BANK OF INDIA    0.00   4-Oct-21    AAA   22-Dec-10   8.89   8.06   0.83   0.10   1   100.88




2016   INE692A09126   UNION BANK OF INDIA    8.95   16-Oct-21   AAA   22-Dec-10   8.97   8.06   0.91   0.10   1   101.06




2017   INE129A07115   GAIL (INDIA) LIMITED   8.80   13-Dec-17   AAA   22-Dec-10   8.80   8.07   0.73   6.00   2   100.01
2017   INE652A09021   STATE BANK OF PATIALA   10.25   31-Mar-22   AAA   22-Dec-10   9.34   8.07   1.27   0.10   1   107.19




                         STATE BANK OF
2017   INE654A09134                           10.25   18-May-22   AAA   22-Dec-10   8.78   8.07   0.71   0.10   1   107.28
                          TRAVANCORE




2017   INE160A09173   PUNJAB NATIONAL BANK    9.35    12-Dec-22   AAA   22-Dec-10   9.00   8.07   0.93   0.10   1   103.56




2018   INE692A09134   UNION BANK OF INDIA     9.35    12-Apr-18   AAA   22-Dec-10   9.83   8.08   1.75   0.10   1   103.73




2018   INE129A07123    GAIL (INDIA) LIMITED   8.80    13-Dec-18   AAA   22-Dec-10   8.80   8.08   0.71   7.20   3   100.00




                      HOUSING DEVELOPMENT
2018   INE001A07EM4   FINANCE CORPORATION     9.90    23-Dec-18   AAA   22-Dec-10   9.06   8.08   0.98   4.40   1   104.66
                            LIMITED
2019   INE129A07131      GAIL (INDIA) LIMITED    8.80    13-Dec-19    AAA      22-Dec-10   8.80    8.12   0.68   21.00   4   100.00




                        NATIONAL AVIATION
2020   INE954K08014                              9.13    26-Mar-20   AAA(SO)   22-Dec-10   8.68    8.12   0.56   0.10    1   103.95
                      COMPANY OF INDIA LIMITED




                        TATA MOTORS FINANCE
2020   INE909H08030                              10.70   10-Apr-20     A       22-Dec-10   10.15   8.12   2.03   0.05    1   103.10
                              LIMITED




                        TATA MOTORS FINANCE
2020   INE155A08050                              9.75    24-May-20      -      22-Dec-10   9.69    8.12   1.57   0.10    1   100.25
                              LIMITED




                         BAJAJ AUTO FINANCE
2020   INE296A08433                              9.45     2-Jul-20    AA+      22-Dec-10   9.73    8.12   1.61   4.00    1   98.20
                               LIMITED




2020   INE924F08025         MYSORE PAPER         8.49    16-Jul-20      -      22-Dec-10   8.44    8.12   0.32   0.50    1   100.25
                      HOUSING DEVELOPMENT
2020   INE001A07FT6   FINANCE CORPORATION     8.90   18-Aug-20   AAA   22-Dec-10   9.12   8.12   1.00   11.00   3   98.52
                            LIMITED




                       NATIONAL BANK FOR
2020   INE261F09FN4   AGRICULTURE & RURAL      -     1-Nov-20    AAA   22-Dec-10   7.82   8.12    -     1.69    9   47.59
                         DEVELOPMENT




                        POWER FINANCE
2020   INE134E08DG7                           8.78   15-Nov-20   AAA   22-Dec-10   8.91   8.12   0.79   17.70   5   99.15
                      CORPORATION LIMITED




                       LIC HOUSING FINANCE
2020   INE115A07AC1                           9.00   23-Nov-20   AAA   22-Dec-10   9.05   8.12   0.93   0.70    1   99.64
                             LIMITED




                      RURAL ELECTRIFICATION
2020   INE020B08468                           8.80   29-Nov-20   AAA   22-Dec-10   8.90   8.12   0.78   7.50    4   99.26
                       CORPORATION LIMITED




2020   INE129A07149    GAIL (INDIA) LIMITED   8.80   13-Dec-20   AAA   22-Dec-10   8.80   8.12   0.68   21.00   4   100.00
                          POWER FINANCE
2020   INE134E08DH5                               9.05    15-Dec-20    AAA       22-Dec-10   9.01    8.12   0.89   25.20   4   100.28
                        CORPORATION LIMITED




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION        8.74    14-Nov-22    A(SO)     22-Dec-10   8.80    8.24   0.57   10.50   3   99.50
                             LIMITED




                          INFRASTRUCTURE
2024   INE043D08BC5    DEVELOPMENT FINANCE        9.05    31-Aug-24     AA+      22-Dec-10   9.02    8.36   0.66   9.00    1   100.16
                         COMPANY LIMITED




                      POWER GRID CORPORATION
2024   INE752E07GD8                               8.80    29-Sep-24    AAA       22-Dec-10   8.95    8.36   0.59   1.25    2   98.76
                             OF INDIA




2025   INE037E08037   TATA TELESERVICES LIMITED   11.69   14-Aug-25   LA(ICRA)   22-Dec-10   11.02   8.42   2.60   0.10    1   104.70




                         SHRIRAM TRANSPORT
2025   INE721A08AH3                               11.00   30-Aug-25     AA       22-Dec-10   10.93   8.42   2.52   5.00    2   100.35
                      FINANCE COMPANY LIMITED
2025   INE062A08025     STATE BANK OF INDIA      -     4-Nov-25     AAA      22-Dec-10   8.87    8.42   0.45   0.59    1   105.06




                         POWER FINANCE
2025   INE134E08DI3                            9.05    15-Dec-25    AAA      22-Dec-10   9.02    8.42   0.60   40.00   3   100.23
                       CORPORATION LIMITED




                      INDIAN RAILWAY FINANCE
2030   INE053F09GX2                            8.79    4-May-30     AAA      22-Dec-10   8.79    8.58   0.21   0.90    3   100.53
                       CORPORATION LIMITED




2030   INE039A09MD2         IFCI LIMITED       9.75    16-Jul-30      -      22-Dec-10   9.82    8.58   1.24   0.40    1   99.25




                         POWER FINANCE
2030   INE134E08DJ1                            9.05    15-Dec-30    AAA      22-Dec-10   9.05    8.58   0.47   15.30   2   100.03
                       CORPORATION LIMITED




2099   INE909H08055    TATA MOTORS LIMITED     11.35   23-Nov-99   AAA(so)   22-Dec-10   10.87   8.63   2.24   0.30    2   104.33
2099   INE008A08S70          IDBI BANK LTD                -        31-Dec-99       AA+         22-Dec-10       9.37           8.63   0.74   0.10   1   99.75




2099   INE028A09180        BANK OF BARODA                 -        31-Dec-99       AAA         22-Dec-10       9.24           8.63   0.61   0.40   1   100.07




                          ORIENTAL BANK OF
2099   INE141A09116                                     9.05       31-Dec-99       AA+         22-Dec-10       9.27           8.63   0.64   0.30   1   99.78
                             COMMERCE




                                                     AMOUNT
                        REPORTING PLATFORMS                         TRADES
                                                     ( IN CRS)
                                FIMMDA                 776.01         101
                                  NSE                  296.00          10
                                  BSE                   39.49          19
                                TOTAL I                1111.50       130.00

                      LESS POSSIBLE DUPLICATION         30.00          2

                                TOTAL II               1081.50       128.00


                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                       CORPORATE BONDS TRADED DATA AND SPREADS AS ON 21st December, 2010


Year Of                                                                                                        Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN                Description              Coupon     Maturity        Ratings    Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                                       Avg. Yield     Yield           Sec          (Cr)



                            IL&FS FINANCIAL SERVICES
  2011     INE121H07729                                      7.46      4-Mar-11           -       21-Dec-10       0.00         7.49            -          25.00           1            99.51
                                     LIMITED




  2011     INE804I07488       ECL FINANCE LIMITED            7.25      9-Jun-11         AA-       21-Dec-10       0.00         7.49            -          170.00          2           100.03




                          INFRASTRUCTURE DEVELOPMENT
  2011     INE043D08BX1                                      0.00      11-Jun-11        AA+       21-Dec-10       9.10         7.49          1.61         50.00           2            99.50
                            FINANCE COMPANY LIMITED




                          INFRASTRUCTURE DEVELOPMENT
  2011     INE043D08CT7                                        -       15-Jun-11        AA+       21-Dec-10       6.87         7.49            -          90.00           2            95.53
                            FINANCE COMPANY LIMITED




                          INFRASTRUCTURE DEVELOPMENT
  2011     INE043D08CV3                                        -       15-Jun-11        AA+       21-Dec-10       6.85         7.49            -          210.00          2            95.53
                            FINANCE COMPANY LIMITED




  2011     INE976I07245      TATA CAPITAL LIMITED            8.00      20-Jul-11        AA        21-Dec-10       9.12         7.49          1.63          0.50           1            99.22




                            ETHL COMMUNICATIONS
  2011     INE216J07012                                      0.00      22-Jul-11   AAA(ind) FITCH 21-Dec-10       9.10         7.49          1.61         18.50           1            95.07
                           HOLDINGS PRIVATE LIMITED
                         HOUSING DEVELOPMENT
2011   INE001A07FX8                                  8.95    2-Dec-11    AAA   21-Dec-10   9.01    7.49   1.52   50.00    1   99.93
                      FINANCE CORPORATION LIMITED




                         HOUSING DEVELOPMENT
2011   INE001A07FX8                                  8.95    2-Dec-11    AAA   21-Dec-10   9.01    7.49   1.52   50.00    1   99.93
                      FINANCE CORPORATION LIMITED




                      POWER FINANCE CORPORATION
2011   INE134E08776                                  7.00    24-Dec-11   AAA   21-Dec-10   8.90    7.49   1.41    4.10    1   98.24
                                LIMITED




2011   INE557F09427     NATIONAL HOUSING BANK        6.21    19-Jan-13   AAA   21-Dec-10   6.42    7.49    -     15.00    1   99.58




2011   INE514E08639            EXIM BANK             6.05    28-Jan-13   AAA   21-Dec-10   6.23    7.49    -     100.00   1   99.65




2011   INE691I07018   L & T INFRASTRUCTURE FINANCE   10.15   27-Mar-13   AA    21-Dec-10   10.00   7.49   2.51   61.50    1   100.26




2012   INE564G07383    BHW HOME FINANCE LIMITED      7.30    28-Mar-12    -    21-Dec-10   9.24    7.60   1.64   20.00    1   97.54




                      POWER FINANCE CORPORATION
2012   INE134E08BK3                                  6.90    11-May-12   AAA   21-Dec-10   9.28    7.60   1.68   20.00    1   96.97
                                LIMITED
                      CITIFINANCIAL CONSUMER
2012   INE915D07HQ3                              10.00   24-Jul-12     AA+      21-Dec-10   9.78    7.60   2.18   2.20    1   86.22
                       FINANCE INDIA LIMITED




                        HINDSUTAN ORGANIC
2012   INE048A09139                              8.80    28-Aug-12      -       21-Dec-10   8.82    7.60   1.22   2.60    1   99.94
                         CHEMICALS LIMITED




                         BHARAT PETROLEUM
2012   INE029A07042                              7.73    9-Oct-12      AAA      21-Dec-10   8.86    7.60   1.26   20.00   2   97.95
                          CORPORATION LTD




2012   INE013A07KI4   RELIANCE CAPITAL LIMITED   9.25    23-Nov-12   CARE AAA   21-Dec-10   16.03   7.60    -     60.00   1   96.97




                       HINDUSTAN PETROLEUM
2013   INE094A07038                              7.70    12-Apr-13     AAA      21-Dec-10   8.79    7.67   1.12   5.00    1   97.72
                       CORPORATION LIMITED




                       HINDUSTAN PETROLEUM
2013   INE094A07038                              7.70    12-Apr-13     AAA      21-Dec-10   8.79    7.67   1.12   5.00    1   97.72
                       CORPORATION LIMITED




                        NATIONAL BANK FOR
2013   INE261F09FD5   AGRICULTURE AND RURAL      6.50    30-Jun-13     AAA      21-Dec-10   7.15    7.67    -     5.00    2   98.48
                           DEVELOPMENT




2014   INE895D08196      TATA SONS LIMITED       10.30   23-Apr-14     AAA      21-Dec-10   9.31    7.79   1.52   5.00    1   102.63
2014   INE064K08012      ONGC VIDESH LIMITED       8.40    23-Dec-14   AAA   21-Dec-10   8.80    7.79   1.01    1.00    1   98.70




2015   INE010A08032      PRISM CEMENT LIMITED      10.42   17-Sep-15    -    21-Dec-10   10.36   8.03   2.34    0.10    1   100.50




                      POWER GRID CORPORATION OF
2015   INE752E07HP0                                8.84    21-Oct-15   AAA   21-Dec-10   8.74    8.03   0.71   10.00    2   100.31
                                INDIA




                           SMALL INDUSTRIES
2015   INE556F09197                                9.00    15-Dec-15   AAA   21-Dec-10   9.00    8.03   0.97    1.60    1   100.00
                      DEVELOPMENT BANK OF INDIA




2015   INE751F08014   TATA INTERNATIONAL LIMITED     -     15-Dec-15    -    21-Dec-10   0.00    8.03    -     105.00   1   60.92




2016   INE676K07031   SAMRUDDHI CEMENT LIMITED     8.01    14-Jul-16    -    21-Dec-10   8.63    8.04   0.59    5.00    1   97.28




2016   INE676K07031   SAMRUDDHI CEMENT LIMITED     8.01    14-Jul-16    -    21-Dec-10   8.63    8.04   0.59    5.00    1   97.28




2017   INE129A07115       GAIL (INDIA) LIMITED     8.80    13-Dec-17   AAA   21-Dec-10   8.80    8.04   0.75    7.50    2   100.00
2018   INE129A07123       GAIL (INDIA) LIMITED      8.80   13-Dec-18    AAA      21-Dec-10   8.80   8.07   0.72   7.50    2   100.00




2019   INE129A07131       GAIL (INDIA) LIMITED      8.80   13-Dec-19    AAA      21-Dec-10   8.80   8.12   0.68   7.50    2   100.00




2019   INE008A08R97        IDBI BANK LIMITED        0.00   19-Nov-24    AA+      21-Dec-10   9.09   8.12   0.97   0.50    1   99.38




2019   INE008A08S21        IDBI BANK LIMITED        0.00   31-Dec-99    AA+      21-Dec-10   9.17   8.12   1.05   2.10    1   100.38




                      NATIONAL AVIATION COMPANY
2020   INE954K08014                                 9.13   26-Mar-20   AAA(SO)   21-Dec-10   8.68   8.11   0.57   0.50    1   103.97
                           OF INDIA LIMITED




2020   INE155A08050   TATA MOTORS FINANCE LIMITED   9.75   24-May-20      -      21-Dec-10   9.73   8.11   1.62   0.40    1   100.00




2020   INE924F08025          MYSORE PAPER           8.49   16-Jul-20      -      21-Dec-10   8.70   8.11   0.59   2.00    1   99.80




                      INFOTEL BROADBAND SERVICES
2020   INE110L08011                                 8.95   15-Sep-20      -      21-Dec-10   9.50   8.11   1.39   50.00   1   96.48
                                LIMITED
                      INFRASTRUCTURE DEVELOPMENT
2020   INE043D07237                                 8.72   29-Sep-20   AA+   21-Dec-10   9.05   8.11   0.94   0.80    1   97.87
                        FINANCE COMPANY LIMITED




2020   INE115A07AA5   LIC HOUSING FINANCE LIMITED   8.88   13-Oct-20   AAA   21-Dec-10   9.08   8.11   0.97   0.10    1   98.65




                        RURAL ELECTRIFICATION
2020   INE020B08450                                 8.80   25-Oct-20   AAA   21-Dec-10   8.92   8.11   0.81   25.00   2   99.12
                        CORPORATION LIMITED




                        RURAL ELECTRIFICATION
2020   INE020B08450                                 8.80   25-Oct-20   AAA   21-Dec-10   8.92   8.11   0.81   25.00   2   99.12
                        CORPORATION LIMITED




                          NATIONAL BANK FOR
2020   INE261F09FN4      AGRICULTURE & RURAL         -     1-Nov-20    AAA   21-Dec-10   8.05   8.11    -     5.49    1   46.62
                            DEVELOPMENT




                          NATIONAL BANK FOR
2020   INE261F09FN4      AGRICULTURE & RURAL         -     1-Nov-20    AAA   21-Dec-10   8.05   8.11    -     5.49    1   46.62
                            DEVELOPMENT




                      POWER FINANCE CORPORATION
2020   INE134E08DG7                                 8.78   15-Nov-20   AAA   21-Dec-10   8.93   8.11   0.82   7.10    3   99.02
                                LIMITED




2020   INE115A07AC1   LIC HOUSING FINANCE LIMITED   9.00   23-Nov-20   AAA   21-Dec-10   9.06   8.11   0.95   1.60    2   99.60
2020   INE895D08287        TATA SONS LIMITED        9.18    23-Nov-20    AAA       21-Dec-10   9.16    8.11   1.05   0.40    2    100.10




                         HOUSING DEVELOPMENT
2020   INE001A07FW0                                 8.98    26-Nov-20    AAA       21-Dec-10   9.12    8.11   1.01   21.00   3    99.10
                      FINANCE CORPORATION LIMITED




                         RURAL ELECTRIFICATION
2020   INE020B08468                                 8.80    29-Nov-20    AAA       21-Dec-10   8.90    8.11   0.79   17.90   10   99.33
                          CORPORATION LIMITED




2020   INE129A07149       GAIL (INDIA) LIMITED      8.80    13-Dec-20    AAA       21-Dec-10   8.80    8.11   0.69   7.50    2    100.00




                      POWER FINANCE CORPORATION
2020   INE134E08DH5                                 9.05    15-Dec-20    AAA       21-Dec-10   8.99    8.11   0.88   10.00   2    100.39
                                LIMITED




                         ANDHRA PRADESH POWER
2022   INE847E09029                                 8.74    14-Nov-22    A(SO)     21-Dec-10   8.81    8.24   0.57   13.00   5    99.49
                      FINANCE CORPORATION LIMITED




                      POWER GRID CORPORATION OF
2024   INE752E07GD8                                 8.80    29-Sep-24    AAA       21-Dec-10   8.94    8.36   0.58   0.25    1    98.83
                                INDIA




2025   INE037E08037    TATA TELESERVICES LIMITED    11.69   14-Aug-25   LA(ICRA)   21-Dec-10   11.01   8.42   2.59   0.40    1    104.75
                      SHRIRAM TRANSPORT FINANCE
2025   INE721A08AH3                                11.00   30-Aug-25   AA    21-Dec-10   10.98   8.42   2.56   2.00    1   100.00
                           COMPANY LIMITED




                      POWER GRID CORPORATION OF
2025   INE752E07HZ9                                8.84    21-Oct-25   AAA   21-Dec-10   8.98    8.42   0.56   0.38    1   98.85
                                INDIA




2025   INE062A08025       STATE BANK OF INDIA        -     4-Nov-25    AAA   21-Dec-10   8.89    8.42   0.46   37.15   3   104.90




                      INFRASTRUCTURE DEVELOPMENT
2025   INE043D07328                                8.90    19-Nov-25   AA+   21-Dec-10   9.11    8.42   0.69   3.10    5   98.35
                        FINANCE COMPANY LIMITED




                      POWER FINANCE CORPORATION
2025   INE134E08DI3                                9.05    15-Dec-25   AAA   21-Dec-10   9.05    8.42   0.63   5.00    2   100.00
                                LIMITED




                        INDIAN RAILWAY FINANCE
2030   INE053F09GX2                                8.79    4-May-30    AAA   21-Dec-10   8.85    8.58   0.27   0.30    1   100.43
                         CORPORATION LIMITED




2030   INE039A09MD2           IFCI LIMITED         9.75    16-Jul-30    -    21-Dec-10   9.82    8.58   1.24   0.10    1   99.30




                      POWER FINANCE CORPORATION
2030   INE134E08DJ1                                9.05    15-Dec-30   AAA   21-Dec-10   9.06    8.58   0.48   20.20   8   99.88
                                LIMITED
2099   INE909H08055        TATA MOTORS LIMITED              11.35      23-Nov-99     AAA(so)      21-Dec-10       10.88       8.62   2.26   0.05   1   104.30




2099   INE008A08S70            IDBI BANK LTD                  -        31-Dec-99       AA+        21-Dec-10        9.13       8.62   0.51   0.80   1   100.00




2099   INE476A09223            CANARA BANK                    -        31-Dec-99         -        21-Dec-10        0.00       8.62    -     0.30   1   99.86




                                                         AMOUNT
                          REPORTING PLATFORMS                           TRADES
                                                         ( IN CRS)
                                  FIMMDA                   895.49          89
                                    NSE                    430.00          11
                                    BSE                     80.02          13
                                  TOTAL I                  1405.51       113.00
                        LESS POSSIBLE DUPLICATION           90.49          6
                                 TOTAL II                  1315.02       107.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                  CORPORATE BONDS TRADED DATA AND SPREADS AS ON 20th December, 2010


Year Of                                                                                            Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN              Description         Coupon     Maturity    Ratings   Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                           Avg. Yield     Yield           Sec          (Cr)



                          IL&FS FINANCIAL SERVICES
  2011     INE121H07729                                7.46     4-Mar-11       -       20-Dec-10      0.00         7.52            -          25.00           1            99.49
                                   LIMITED




                            ICICI HOME FINANCE
  2011     INE071G08247                                7.68     29-Mar-11   AAA(SO)    20-Dec-10      0.00         7.52            -          58.00           1            99.79
                             COMPANY LIMITED




  2011     INE804I07488     ECL FINANCE LIMITED        7.25      9-Jun-11    AA-       20-Dec-10      0.00         7.52            -          310.00          2           100.00




                             INFRASTRUCTURE
  2011     INE043D08CT7   DEVELOPMENT FINANCE           -       15-Jun-11    AA+       20-Dec-10      9.94         7.52          2.42         45.00           1            95.51
                            COMPANY LIMITED




                             INFRASTRUCTURE
  2011     INE043D08CV3   DEVELOPMENT FINANCE           -       15-Jun-11    AA+       20-Dec-10      9.94         7.52          2.42         105.00          1            95.51
                            COMPANY LIMITED




                           AMN AMRO SECURITIES
  2011     INE521E07909                                 -       12-Dec-11      -       20-Dec-10      0.00         7.52            -           0.26           1           136.00
                             (INDIA) PVT LTD.




  2011     INE557F09351   NATIONAL HOUSING BANK        6.90     1-Sep-12     AAA       20-Dec-10      7.83         7.52          0.31         40.00           1            98.50
2011   INE557F09351   NATIONAL HOUSING BANK       6.90   1-Sep-12    AAA   20-Dec-10   7.84   7.52   0.32   40.00   1   98.50




2011   INE557F09369   NATIONAL HOUSING BANK       6.90   30-Oct-12   AAA   20-Dec-10   7.91   7.52   0.39   13.00   1   98.26




2011   INE557F09369   NATIONAL HOUSING BANK       6.90   30-Oct-12   AAA   20-Dec-10   7.92   7.52   0.40   13.00   1   98.26




2011   INE557F09377   NATIONAL HOUSING BANK       6.55   20-Nov-12   AAA   20-Dec-10   7.76   7.52   0.23   15.00   1   97.88




2011   INE557F09377   NATIONAL HOUSING BANK       6.55   20-Nov-12   AAA   20-Dec-10   7.76   7.52   0.24   15.00   1   97.88




                             ABN AMRO
2012   INE521E07982   SECURITIES(INDIA) PRIVATE    -     7-May-12     -    20-Dec-10   0.00   7.61    -     0.05    1   151.00
                               LIMITED




                         POWER FINANCE
2012   INE134E08BK3                               6.90   11-May-12   AAA   20-Dec-10   9.27   7.61   1.66   30.00   1   96.97
                       CORPORATION LIMITED




                          POWER FINANCE
2012   INE134E08DC6                               7.10   15-Jul-12   AAA   20-Dec-10   8.83   7.61   1.23   10.00   1   97.47
                       CORPORATION LIMITED
                         POWER FINANCE
2012   INE134E08DC6                           7.10    15-Jul-12   AAA   20-Dec-10   8.84   7.61   1.23   10.00   1   97.47
                      CORPORATION LIMITED




                        POWER FINANCE
2012   INE134E08DF9                           7.89    15-Sep-12   AAA   20-Dec-10   8.84   7.61   1.23   20.00   1   98.45
                      CORPORATION LIMITED




                        POWER FINANCE
2012   INE134E08DF9                           7.89    15-Sep-12   AAA   20-Dec-10   8.84   7.61   1.23   20.00   1   98.45
                      CORPORATION LIMITED




                      HINDUSTAN PETROLEUM
2013   INE094A07038                           7.70    12-Apr-13   AAA   20-Dec-10   8.79   7.67   1.11   5.00    1   97.72
                      CORPORATION LIMITED




                      HINDUSTAN PETROLEUM
2013   INE094A07038                           7.70    12-Apr-13   AAA   20-Dec-10   8.79   7.67   1.12   5.00    1   97.72
                      CORPORATION LIMITED




                      RURAL ELECTRIFICATION
2013   INE020B07BN6                           7.20    17-Sep-13   AAA   20-Dec-10   8.60   7.67   0.93   1.50    1   96.63
                       CORPORATION LIMITED




                      HOUSING DEVELOPMENT
2013   INE001A07FY6   FINANCE CORPORATION     9.25    6-Dec-13    AAA   20-Dec-10   9.28   7.67   1.61   2.00    1   100.00
                            LIMITED




2014   INE895D08196     TATA SONS LIMITED     10.30   23-Apr-14   AAA   20-Dec-10   9.21   7.76   1.45   5.00    1   102.92
2014   INE701B07069      PUNJ LLOYD LTD       10.00   10-Sep-14   AA (CARE)   20-Dec-10   8.97   7.76   1.21    0.10    1   103.06




2014   INE064K08012    ONGC VIDESH LIMITED    8.40    23-Dec-14     AAA       20-Dec-10   8.80   7.76   1.04    1.00    1   98.70




                      HOUSING DEVELOPMENT
2015   INE001A07FO7   FINANCE CORPORATION     8.30    23-Jun-15     AAA       20-Dec-10   9.03   8.01   1.02   10.00    1   97.32
                            LIMITED




                          POWER GRID
2015   INE752E07HP0                           8.84    21-Oct-15     AAA       20-Dec-10   8.76   8.01   0.75    5.00    1   100.27
                      CORPORATION OF INDIA




                        SMALL INDUSTRIES
2015   INE556F09197   DEVELOPMENT BANK OF     9.00    15-Dec-15     AAA       20-Dec-10   9.00   8.01   0.99   307.40   7   100.00
                             INDIA




                          POWER GRID
2016   INE752E07GS6   CORPORATION OF INDIA    8.84    29-Mar-16     AAA       20-Dec-10   8.82   8.03   0.78   10.00    1   99.99
                            LIMITED




                          POWER GRID
2016   INE752E07GS6   CORPORATION OF INDIA    8.84    29-Mar-16     AAA       20-Dec-10   8.82   8.03   0.79   10.00    1   99.99
                            LIMITED




                      STATE BANK OF BIKANER
2016   INE648A09037                           9.15    10-Aug-16     AAA       20-Dec-10   8.60   8.03   0.57    0.10    1   102.32
                            AND JAIPUR
                      STATE BANK OF BIKANER
2016   INE648A09037                           9.15   10-Aug-16   AAA   20-Dec-10   8.60   8.03   0.57   0.10    1   102.32
                            AND JAIPUR




2016   INE062A09056    STATE BANK OF INDIA    8.80    5-Jul-21   AAA   20-Dec-10   8.80   8.03   0.77   0.20    2   100.55




2016   INE084A09118       BANK OF INDIA       9.35   31-Jul-21   AAA   20-Dec-10   8.99   8.03   0.96   0.20    2   102.95




2016   INE062A09072    STATE BANK OF INDIA    8.96   12-Sep-21   AAA   20-Dec-10   8.85   8.03   0.82   0.20    2   101.30




2016   INE062A09080    STATE BANK OF INDIA    8.97   13-Sep-21   AAA   20-Dec-10   8.85   8.03   0.82   0.20    2   101.34




2016   INE062A09106    STATE BANK OF INDIA    0.00   4-Oct-21    AAA   20-Dec-10   8.81   8.03   0.78   0.20    2   100.83




2016   INE692A09126   UNION BANK OF INDIA     8.95   16-Oct-21   AAA   20-Dec-10   8.88   8.03   0.85   0.20    2   101.01




                          POWER GRID
2017   INE752E07HF1   CORPORATION OF INDIA    8.64    8-Jul-17   AAA   20-Dec-10   8.85   8.05   0.79   20.00   1   98.88
                            LIMITED
                          POWER GRID
2017   INE752E07HF1   CORPORATION OF INDIA    8.64     8-Jul-17   AAA   20-Dec-10   8.85   8.05   0.80   20.00   1   98.88
                            LIMITED




                          POWER GRID
2017   INE752E07HR6                           8.84    21-Oct-17   AAA   20-Dec-10   8.85   8.05   0.80   10.00   1   99.88
                      CORPORATION OF INDIA




                          POWER GRID
2017   INE752E07HR6                           8.84    21-Oct-17   AAA   20-Dec-10   8.85   8.05   0.80   10.00   1   99.88
                      CORPORATION OF INDIA




2017   INE652A09021   STATE BANK OF PATIALA   10.25   31-Mar-22   AAA   20-Dec-10   9.27   8.05   1.22   0.20    2   107.14




                          STATE BANK OF
2017   INE654A09134                           10.25   18-May-22   AAA   20-Dec-10   8.98   8.05   0.93   0.20    2   107.23
                           TRAVANCORE




2017   INE160A09173   PUNJAB NATIONAL BANK    9.35    12-Dec-22   AAA   20-Dec-10   8.93   8.05   0.88   0.20    2   103.51




2018   INE692A09134    UNION BANK OF INDIA    9.35    12-Apr-18   AAA   20-Dec-10   9.25   8.08   1.17   0.20    2   103.68




2018   INE008A08Q72     IDBI BANK LIMITED     11.30   15-Dec-18   AA+   20-Dec-10   8.91   8.08   0.83   0.20    1   113.21
2018   INE557F09310   NATIONAL HOUSING BANK   0.00   24-Dec-18     AAA       20-Dec-10   8.18    8.08   0.10   10.00   1   53.26




                        NATIONAL BANK FOR
2019   INE261F09EW8   AGRICULTURE AND RURAL   0.00   1-Jan-19      AAA       20-Dec-10   8.22    8.11   0.11   21.00   2   53.01
                           DEVELOPMENT




2019   INE557F09336   NATIONAL HOUSING BANK   0.00   31-Mar-19     AAA       20-Dec-10   8.19    8.11   0.08   25.00   1   52.12




2019   INE008A08S21      IDBI BANK LIMITED    0.00   31-Dec-99     AA+       20-Dec-10   9.30    8.11   1.19   4.20    2   100.16




                        NATIONAL AVIATION
2020   INE954K08014     COMPANY OF INDIA      9.13   26-Mar-20   AAA(SO)     20-Dec-10   8.68    8.14   0.54   0.80    3   103.95
                             LIMITED



                           WEST BENGAL
                         INFRASTRUCTURE
2020   INE740F08397                           9.20   6-Apr-20      A(SO)     20-Dec-10   8.97    8.14   0.83   0.20    2   102.65
                      DEVELOPMENT FINANCE
                           CORPORATION




2020   INE528G08170      YES BANK LIMITED     9.30   30-Apr-20   LA+(ICRA)   20-Dec-10   10.28   8.14   2.14   10.00   1   98.06




                         KARNATAKA STATE
2020   INE549F08467                           8.39   24-Jun-20    AA-(SO)    20-Dec-10   8.68    8.14   0.54   0.10    1   99.30
                      FINANCIAL CORPORATION
2020   INE924F08025       MYSORE PAPER        8.49   16-Jul-20    -    20-Dec-10   9.20   8.14   1.06    2.00    1    99.80




                         INFRASTRUCTURE
2020   INE043D07161   DEVELOPMENT FINANCE     8.79   15-Sep-20   AA+   20-Dec-10   9.06   8.14   0.92    3.50    1    98.21
                        COMPANY LIMITED




                          POWER GRID
2020   INE752E07HU0                           8.84   21-Oct-20   AAA   20-Dec-10   8.91   8.14   0.77    0.50    1    99.52
                      CORPORATION OF INDIA




                        POWER FINANCE
2020   INE134E08DG7                           8.78   15-Nov-20   AAA   20-Dec-10   8.83   8.14   0.69   23.80    6    99.64
                      CORPORATION LIMITED




                      HOUSING DEVELOPMENT
2020   INE001A07FW0   FINANCE CORPORATION     8.98   26-Nov-20   AAA   20-Dec-10   9.13   8.14   0.99    6.00    2    99.03
                            LIMITED




                      RURAL ELECTRIFICATION
2020   INE020B08468                           8.80   29-Nov-20   AAA   20-Dec-10   8.90   8.14   0.76   113.70   13   99.29
                       CORPORATION LIMITED




                         INFRASTRUCTURE
2020   INE043D07336   DEVELOPMENT FINANCE     8.89   2-Dec-20    AA+   20-Dec-10   9.00   8.14   0.86    3.40    4    99.29
                        COMPANY LIMITED




                        POWER FINANCE
2020   INE134E08DH5                           9.05   15-Dec-20   AAA   20-Dec-10   9.01   8.14   0.87   50.00    8    100.22
                      CORPORATION LIMITED
2020   INE008A08S54     IDBI BANK LIMITED      -     31-Dec-99     AA+      20-Dec-10   9.59    8.14   1.45   0.10   1   102.65




                      MAHINDRA & MAHINDRA
2021   INE774D08KV6    FINANCIAL SERVICES    9.80    25-Jan-21     AA-      20-Dec-10   9.48    8.20   1.28   0.60   2   102.18
                            LIMITED




2021   INE005A086X8     ICICI BANK LIMITED     -     16-Oct-21    AAA       20-Dec-10   0.00    8.20    -     0.13   1   244.60




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION   8.74    14-Nov-22    A(SO)     20-Dec-10   8.82    8.25   0.57   2.60   5   99.37
                             LIMITED




                        TATA TELESERVICES
2025   INE037E08037                          11.69   14-Aug-25   LA(ICRA)   20-Dec-10   11.02   8.43   2.59   0.20   1   104.70
                             LIMITED




                       SHRIRAM TRANSPORT
2025   INE721A08AH3     FINANCE COMPANY      11.00   30-Aug-25     AA       20-Dec-10   10.98   8.43   2.56   2.00   1   100.00
                             LIMITED




                         INFRASTRUCTURE
2025   INE043D07195   DEVELOPMENT FINANCE    8.86    20-Sep-25     AA+      20-Dec-10   9.06    8.43   0.64   0.40   1   98.31
                        COMPANY LIMITED




                          POWER GRID
2025   INE752E07HZ9                          8.84    21-Oct-25    AAA       20-Dec-10   8.99    8.43   0.56   0.38   1   98.75
                      CORPORATION OF INDIA
2025   INE062A08025     STATE BANK OF INDIA      -     4-Nov-25     AAA      20-Dec-10   8.92   8.43   0.49   21.59   3    104.66




                          INFRASTRUCTURE
2025   INE043D07328    DEVELOPMENT FINANCE     8.90    19-Nov-25    AA+      20-Dec-10   9.10   8.43   0.67   2.60    5    98.40
                         COMPANY LIMITED




                         POWER FINANCE
2025   INE134E08DI3                            9.05    15-Dec-25    AAA      20-Dec-10   9.05   8.43   0.62   24.40   5    100.00
                       CORPORATION LIMITED




                      INDIAN RAILWAY FINANCE
2030   INE053F09GX2                            8.79    4-May-30     AAA      20-Dec-10   8.94   8.59   0.35   0.10    1    99.67
                       CORPORATION LIMITED




2030   INE039A09MD2         IFCI LIMITED       9.75    16-Jul-30      -      20-Dec-10   9.74   8.59   1.15   4.70    2    100.00




2030   INE039A09MN1         IFCI LIMITED       9.98    29-Oct-30      -      20-Dec-10   9.85   8.59   1.26   0.10    1    101.10




                         POWER FINANCE
2030   INE134E08DJ1                            9.05    15-Dec-30    AAA      20-Dec-10   9.09   8.59   0.50   55.20   12   99.65
                       CORPORATION LIMITED




2099   INE909H08055    TATA MOTORS LIMITED     11.35   23-Nov-99   AAA(so)   20-Dec-10   0.00   8.62    -     0.50    1    101.37
2099   INE008A08S70         IDBI BANK LTD               -        31-Dec-99      AA+         20-Dec-10      9.12          8.62   0.50   0.10   1   100.10




2099   INE028A09180       BANK OF BARODA                -        31-Dec-99      AAA         20-Dec-10      9.24          8.62   0.62   1.00   2   100.09




                          ORIENTAL BANK OF
2099   INE141A09116                                   9.05       31-Dec-99      AA+         20-Dec-10      9.27          8.62   0.65   0.90   2   99.75
                             COMMERCE




                                                   AMOUNT
                       REPORTING PLATFORMS                       TRADES
                                                   ( IN CRS)
                               FIMMDA                1251.27        125
                                 NSE                 320.10          26
                                 BSE                  14.13          10
                               TOTAL I               1585.50       161.00
                            LESS POSSIBLE
                                                     143.10         10
                            DUPLICATION
                              TOTAL II               1442.40       151.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                        CORPORATE BONDS TRADED DATA AND SPREADS AS ON 16th December, 2010

Year Of                                                                                                   Weighted Avg.   G-Sec Base   Spread over G-   Cum. Value
               ISIN                Description          Coupon      Maturity     Ratings     Date Dealt                                                              No Of Trades   W. A. Price
Maturity                                                                                                      Yield         Yield           Sec            (Cr)




  2010     INE657K07049   RHC HOLDING PRIVATE LIMITED    7.35      27-Dec-10        -        16-Dec-10        0.00           7.46            -            50.00           1            99.97




                             MAHINDRA & MAHINDRA
  2011     INE101A07213                                  9.15       9-Jan-11      AA-        16-Dec-10        0.00           7.52            -             3.00           1           100.08
                           FINANCIAL SERVICES LIMITED




                           INFRASTRUCTURE LEASING &
  2011     INE121H07737                                  7.35       8-Mar-11        -        16-Dec-10        0.00           7.52            -             1.00           1            99.51
                           FINANCIAL SERVICES LIMITED




  2011     INE804I07488       ECL FINANCE LIMITED        7.25       9-Jun-11      AA-        16-Dec-10        0.00           7.52            -            80.00           2           100.00




                            CITIFINANCIAL CONSUMER
  2011     INE915D07IZ2                                   -         5-Aug-11      AA+        16-Dec-10        0.00           7.52            -             1.36           2           121.07
                             FINANCE INDIA LIMITED




                              BHARAT PETROLEUM
  2011     INE029A07059                                  6.23       28-Oct-11     AAA        16-Dec-10        9.12           7.52           1.60          100.00          2            97.71
                             CORPORATION LIMITED




                            TML FINANCIAL SERVICES
  2011     INE909H07131                                  8.90      16-Dec-11      AA-        16-Dec-10        15.32          7.52            -            99.00           3            99.09
                                   LIMITED




  2011     INE557F09369     NATIONAL HOUSING BANK        6.90       30-Oct-12     AAA        16-Dec-10        7.92           7.52           0.40          13.00           1            98.24
2011   INE557F09369    NATIONAL HOUSING BANK      6.90   30-Oct-12     AAA       16-Dec-10   7.92    7.52   0.40   13.00   1   98.24




2011   INE557F09401    NATIONAL HOUSING BANK      6.75    6-Jan-13     AAA       16-Dec-10   7.82    7.52   0.30   50.00   1   98.00




2011   INE557F09401    NATIONAL HOUSING BANK      6.75    6-Jan-13     AAA       16-Dec-10   7.83    7.52   0.31   50.00   1   98.00




                          CHOLAMANDALAM
2012   INE121A07CX1     INVESTMENT & FINANCE      8.25   28-May-12      AA-      16-Dec-10   9.73    7.58   2.15   0.20    1   97.98
                          COMPANY LIMITED




                      POWER FINANCE CORPORATION
2012   INE134E08DF9                               7.89   15-Sep-12     AAA       16-Dec-10   9.26    7.58   1.68   50.00   1   97.80
                                LIMITED




                      POWER FINANCE CORPORATION
2012   INE134E08AF5                               9.80   20-Sep-12     AAA       16-Dec-10   8.94    7.58   1.36   25.00   1   101.24
                                LIMITED




                      POWER FINANCE CORPORATION
2012   INE134E08AF5                               9.80   20-Sep-12     AAA       16-Dec-10   8.94    7.58   1.36   25.00   1   101.24
                                LIMITED




2012   INE013A07KI4    RELIANCE CAPITAL LIMITED   9.25   23-Nov-12   CARE AAA    16-Dec-10   14.34   7.58    -     6.00    1   99.39




2013   INE013A07KX3    RELIANCE CAPITAL LIMITED   8.25   3-May-13    AAA(CARE)   16-Dec-10   9.37    7.67   1.70   5.00    1   97.61
2013   INE514E08845   EXPORT IMPORT BANK OF INDIA   8.00    28-Sep-13    AAA      16-Dec-10   8.59   7.67   0.92   25.00   1   98.52




2013   INE514E08845   EXPORT IMPORT BANK OF INDIA   8.00    28-Sep-13    AAA      16-Dec-10   8.59   7.67   0.92   25.00   1   98.52




2013   INE115A07AB3   LIC HOUSING FINANCE LIMITED   8.75    11-Nov-13    AAA      16-Dec-10   8.73   7.67   1.06   20.00   1   100.00




                        HOUSING DEVELOPMENT
2013   INE001A07FY6     FINANCE CORPORATION         9.25    6-Dec-13     AAA      16-Dec-10   9.29   7.67   1.62   70.00   5   100.00
                              LIMITED




                         INDIA INFRASTRUCTURE
2014   INE787H09038                                 6.85    22-Jan-14   AAA(so)   16-Dec-10   6.15   7.76    -     0.50    1   101.88
                       FINANCE COMPANY LIMITED




                         INDIA INFRASTRUCTURE
2014   INE787H09046                                 6.85    6-Mar-14    AAA(so)   16-Dec-10   6.25   7.76    -     0.10    1   101.65
                       FINANCE COMPANY LIMITED




2014   INE895D08196        TATA SONS LIMITED        10.30   23-Apr-14    AAA      16-Dec-10   9.31   7.76   1.54   15.00   2   102.64




                        RURAL ELECTRIFICATION
2014   INE020B07EQ3                                 8.35    4-Sep-14     AAA      16-Dec-10   8.89   7.76   1.13   15.00   1   98.25
                         CORPORATION LIMITED




                        RURAL ELECTRIFICATION
2014   INE020B07EQ3                                 8.35    4-Sep-14     AAA      16-Dec-10   8.90   7.76   1.14   15.00   1   98.25
                         CORPORATION LIMITED
2017   INE129A07115      GAIL (INDIA) LIMITED     8.80    13-Dec-17     AAA      16-Dec-10   8.80    8.05   0.75   20.00   2   100.00




                        NATIONAL BANK FOR
2018   INE261F09DY6   AGRICULTURAL AND RURAL      0.00    1-Jan-18      AAA      16-Dec-10   0.00    8.07    -     0.20    1   57.43
                           DEVELOPMENT




2018   INE628A08122   UNITED PHOSPHORUS LIMITED   10.25   5-Oct-18    CARE AA+   16-Dec-10   10.17   8.07   2.10   75.00   1   100.30




2018   INE129A07123      GAIL (INDIA) LIMITED     8.80    13-Dec-18     AAA      16-Dec-10   8.80    8.07   0.73   20.00   2   100.00




2018   INE557F09310    NATIONAL HOUSING BANK      0.00    24-Dec-18     AAA      16-Dec-10   8.18    8.07   0.11   10.00   1   53.24




                         NATIONAL BANK FOR
2019   INE261F09EW8    AGRICULTURE AND RURAL      0.00    1-Jan-19      AAA      16-Dec-10   8.18    8.10   0.08   20.00   1   53.15
                            DEVELOPMENT




                         NATIONAL BANK FOR
2019   INE261F09EZ1    AGRICULTURE AND RURAL      0.00    31-Mar-19     AAA      16-Dec-10   8.26    8.10   0.16   1.20    1   51.82
                            DEVELOPMENT




2019   INE557F09336    NATIONAL HOUSING BANK      0.00    31-Mar-19     AAA      16-Dec-10   8.18    8.10   0.08   25.00   1   52.14




2019   INE628A08130   UNITED PHOSPHORUS LIMITED   10.35   5-Oct-19    CARE AA+   16-Dec-10   10.25   8.10   2.15   25.00   1   100.45
2019   INE129A07131       GAIL (INDIA) LIMITED      8.80   13-Dec-19   AAA     16-Dec-10   8.80   8.10   0.70   20.00   2   100.00




                            WEST BENGAL
                          INFRASTRUCTURE
2020   INE740F08397                                 9.20   6-Apr-20    A(SO)   16-Dec-10   8.98   8.12   0.86   0.40    2   102.60
                        DEVELOPMENT FINANCE
                            CORPORATION




                       STEEL AUTHORITY OF INDIA
2020   INE114A07703                                 8.72   30-Apr-20   AAA     16-Dec-10   8.89   8.12   0.77   3.00    4   98.81
                               LIMITED




2020   INE296A08433   BAJAJ AUTO FINANCE LIMITED    9.45    2-Jul-20   AA+     16-Dec-10   9.59   8.12   1.47   0.10    1   99.00




2020   INE115A07AA5   LIC HOUSING FINANCE LIMITED   8.88   13-Oct-20   AAA     16-Dec-10   9.08   8.12   0.96   0.30    1   98.60




                      POWER FINANCE CORPORATION
2020   INE134E08DG7                                 8.78   15-Nov-20   AAA     16-Dec-10   8.94   8.12   0.82   5.20    4   98.95
                                LIMITED




2020   INE895D08287       TATA SONS LIMITED         9.18   23-Nov-20   AAA     16-Dec-10   9.18   8.12   1.06   0.10    1   100.00




                        HOUSING DEVELOPMENT
2020   INE001A07FW0     FINANCE CORPORATION         8.98   26-Nov-20   AAA     16-Dec-10   8.97   8.12   0.85   23.00   2   100.00
                              LIMITED




                        RURAL ELECTRIFICATION
2020   INE020B08468                                 8.80   29-Nov-20   AAA     16-Dec-10   8.81   8.12   0.69   62.70   5   99.85
                         CORPORATION LIMITED
                          INFRASTRUCTURE
2020   INE043D07336     DEVELOPMENT FINANCE       8.89    2-Dec-20    AA+     16-Dec-10   8.92    8.12   0.80   0.10    1   99.75
                          COMPANY LIMITED




2020   INE129A07149       GAIL (INDIA) LIMITED    8.80    13-Dec-20   AAA     16-Dec-10   8.80    8.12   0.68   20.00   2   100.00




                        RURAL ELECTRIFICATION
2020   INE020B08476                                 -     15-Dec-20   AAA     16-Dec-10   0.00    8.12    -     22.08   1   45.28
                         CORPORATION LIMITED




                      POWER FINANCE CORPORATION
2020   INE134E08DH5                               9.05    15-Dec-20   AAA     16-Dec-10   8.99    8.12   0.87   65.00   8   100.39
                                LIMITED




2021   INE628A08148   UNITED PHOSPHORUS LIMITED   10.42   5-Oct-21      -     16-Dec-10   10.33   8.18   2.15   20.10   1   100.44




                        ANDHRA PRADESH POWER
2022   INE847E09029      FINANCE CORPORATION      8.74    14-Nov-22   A(SO)   16-Dec-10   8.79    8.24   0.55   0.10    1   99.60
                               LIMITED




                        RURAL ELECTRIFICATION
2025   INE020B08427                               8.75    8-Jun-25    AAA     16-Dec-10   8.79    8.42   0.37   0.10    1   99.50
                         CORPORATION LIMITED




                        RURAL ELECTRIFICATION
2025   INE020B08443                               8.75    12-Jul-25   AAA     16-Dec-10   8.76    8.42   0.34   5.00    1   99.80
                        CORPORATION LIMITED




                          INFRASTRUCTURE
2025   INE043D07120     DEVELOPMENT FINANCE       8.80    21-Jul-25   AA+     16-Dec-10   9.03    8.42   0.61   0.40    1   98.10
                          COMPANY LIMITED
2025   INE037E08037    TATA TELESERVICES LIMITED     11.69     14-Aug-25   LA(ICRA)   16-Dec-10   11.01   8.42   2.59   0.20    1    104.75




2025   INE062A08025      STATE BANK OF INDIA           -       4-Nov-25     AAA       16-Dec-10   8.89    8.42   0.47   6.90    2    104.91




                          INFRASTRUCTURE
2025   INE043D07328     DEVELOPMENT FINANCE          8.90      19-Nov-25     AA+      16-Dec-10   9.10    8.42   0.68   5.20    7    98.30
                          COMPANY LIMITED




                      POWER FINANCE CORPORATION
2025   INE134E08DI3                                  9.05      15-Dec-25    AAA       16-Dec-10   9.05    8.42   0.63   73.00   12   100.00
                                LIMITED




2030   INE039A09MD2           IFCI LIMITED           9.75      16-Jul-30      -       16-Dec-10   9.82    8.59   1.23   0.40    1    99.25




                      POWER FINANCE CORPORATION
2030   INE134E08DJ1                                  9.05      15-Dec-30    AAA       16-Dec-10   9.12    8.59   0.53   30.00   3    99.39
                                LIMITED




2099   INE909H08055      TATA MOTORS LIMITED         11.35     23-Nov-99   AAA(so)    16-Dec-10   0.00    8.61    -     1.00    1    102.25




2099   INE141A09116   ORIENTAL BANK OF COMMERCE      9.05      31-Dec-99     AA+      16-Dec-10   9.24    8.61   0.63   1.50    2    100.01




                                                   AMOUNT
                         REPORTING PLATFORMS                   TRADES
                                                   ( IN CRS)
                               FIMMDA               1090.38      104
                                 NSE                 228.36       9
                                 BSE                  0.70        2
                               TOTAL I              1319.44     115.00
                       LESS POSSIBLE DUPLICATION     128.00       5
           TOTAL II                 1191.44        110.00

* Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
* Simple Average is taken of the WAY & WAP with due consideration to the
  volume for the same bond reported on either of the reporting platform.
* Columns in bold are the benchmarks decided for the month of December 2010
                                                     CORPORATE BONDS TRADED DATA AND SPREADS AS ON 15th December, 2010

Year Of                                                                                                Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN              Desciption             Coupon     Maturity    Ratings    Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                               Avg. Yield     Yield           Sec          (Cr)



                          CITICORP FINANCE (INDIA)
  2011     INE136E07CB7                                   -        4-Jan-11       -       15-Dec-10      11.45         7.59          3.86          1.60           8           103.49
                                  LIMITED




                          CITICORP FINANCE (INDIA)
  2011     INE136E07CC5                                   -        4-Jan-11     AA+       15-Dec-10      11.87         7.59          4.27         24.10           18          121.29
                                  LIMITED




                             INFRASTRUCTURE
  2011     INE043D08AT1   DEVELOPMENT FINANCE            7.75     15-Apr-11     AA+       15-Dec-10       9.65         7.59          2.06         10.00           2            99.28
                            COMPANY LIMITED




                          HOUSING DEVELOPMENT
  2011     INE001A07ET9   FINANCE CORPORATION            6.84     22-Apr-11     AAA       15-Dec-10       9.14         7.59          1.55         20.00           2            99.13
                                LIMITED




                            ULTRATECH CEMENT
  2011     INE481G07083                                  0.00     13-May-11     AAA       15-Dec-10       8.93         7.59          1.34         25.00           4            99.93
                                 LIMITED




                          KOTAK MAHINDRA PRIME
  2011     INE916D07Q55                                  8.25     17-May-11   LAA(ICRA)   15-Dec-10       0.00         7.59            -          12.00           1            99.59
                                 LIMITED




                           LIC HOUSING FINANCE
  2011     INE115A07791                                  7.05      9-Jun-11     AAA       15-Dec-10       9.47         7.59          1.88         10.00           1            98.92
                                 LIMITED
2011   INE804I07488   ECL FINANCE LIMITED    7.25    9-Jun-11    AA-   15-Dec-10   0.00   7.59    -     115.00   2   100.00




                         INFRASTRUCTURE
2011   INE043D08BX1   DEVELOPMENT FINANCE    0.00    11-Jun-11   AA+   15-Dec-10   9.19   7.59   1.60   100.00   4   99.36
                        COMPANY LIMITED




2011   INE976I07245   TATA CAPITAL LIMITED   8.00    20-Jul-11   AA    15-Dec-10   9.20   7.59   1.61    0.90    1   99.16




                      LIC HOUSING FINANCE
2011   INE115A07767                          6.85    28-Sep-11   AAA   15-Dec-10   9.34   7.59   1.75   25.00    1   98.23
                            LIMITED




                      LIC HOUSING FINANCE
2011   INE115A07767                          6.85    28-Sep-11   AAA   15-Dec-10   9.34   7.59   1.75   25.00    1   98.23
                            LIMITED




                       BHARAT PETROLEUM
2011   INE029A07059                          6.23    28-Oct-11   AAA   15-Dec-10   9.12   7.59   1.53   105.00   3   97.69
                      CORPORATION LIMITED




2011   INE976I07427   TATA CAPITAL LIMITED   7.40    7-Dec-11    AA    15-Dec-10   9.88   7.59   2.29   25.00    2   97.77




                      RELIANCE INDUSTRIES
2011   INE002A07742                          10.10   12-Dec-11   AAA   15-Dec-10   8.90   7.59   1.31   50.00    1   101.09
                            LIMITED
                       RELIANCE INDUSTRIES
2011   INE002A07742                            10.10   12-Dec-11     AAA       15-Dec-10   8.90   7.59   1.31   50.00    1   101.09
                             LIMITED




                      GVK AIRPORT DEVELOPERS
2011   INE711K07028                            10.00   14-Dec-11       -       15-Dec-10   9.95   7.59   2.36   525.00   2   100.05
                          PRIVATE LIMITED




                      GVK AIRPORT DEVELOPERS
2011   INE711K07028                            10.00   14-Dec-11       -       15-Dec-10   9.95   7.59   2.36   525.00   2   100.05
                          PRIVATE LIMITED




                        ADITYA BIRLA NUVO
2011   INE069A07105                            11.50   19-Dec-11   AAA(CARE)   15-Dec-10   9.36   7.59   1.77   23.50    1   101.98
                             LIMITED




2011   INE557F09351   NATIONAL HOUSING BANK    6.90    1-Sep-12      AAA       15-Dec-10   7.84   7.59   0.25   40.00    1   98.47




2011   INE557F09351   NATIONAL HOUSING BANK    6.90    1-Sep-12      AAA       15-Dec-10   7.85   7.59   0.26   40.00    1   98.47




2011   INE557F09377   NATIONAL HOUSING BANK    6.55    20-Nov-12     AAA       15-Dec-10   7.78   7.59   0.18   15.00    1   97.84




2011   INE557F09377   NATIONAL HOUSING BANK    6.55    20-Nov-12     AAA       15-Dec-10   7.78   7.59   0.19   15.00    1   97.84
                         ICICI SECURITIES AND
2012   INE849D08TF0                             8.25   21-Feb-12    AAA      15-Dec-10   9.02   7.60   1.42   7.00    1   99.16
                      FINANCE COMPANY LIMITED




                      CITIFINANCIAL CONSUMER
2012   INE915D07OV9                             8.50   26-Mar-12   AA+(SO)   15-Dec-10   9.50   7.60   1.90   8.00    1   98.86
                       FINANCE INDIA LIMITED




                       RURAL ELECTRIFICATION
2012   INE020B07EJ8                             7.00   2-Jun-12     AAA      15-Dec-10   9.00   7.60   1.40   20.00   1   97.28
                        CORPORATION LIMITED




                       RURAL ELECTRIFICATION
2012   INE020B07EJ8                             7.00   2-Jun-12     AAA      15-Dec-10   9.00   7.60   1.40   20.00   1   97.28
                        CORPORATION LIMITED




                      INDIAN OIL CORPORATION
2012   INE242A07223                             7.00   24-Jul-12    AAA      15-Dec-10   9.00   7.60   1.40   30.00   1   97.05
                              LIMITED




                      INDIAN OIL CORPORATION
2012   INE242A07223                             7.00   24-Jul-12    AAA      15-Dec-10   9.00   7.60   1.40   30.00   1   97.05
                              LIMITED




                       RURAL ELECTRIFICATION
2012   INE020B07EN0                             7.15   5-Aug-12     AAA      15-Dec-10   9.24   7.60   1.64   25.00   1   96.86
                        CORPORATION LIMITED




                       HOUSING DEVELOPMENT
2012   INE001A07EV5    FINANCE CORPORATION      0.00   24-Aug-12    AAA      15-Dec-10   9.15   7.60   1.55   5.00    1   108.19
                             LIMITED
                       HOUSING DEVELOPMENT
2012   INE001A07EV5    FINANCE CORPORATION       0.00   24-Aug-12     AAA      15-Dec-10   9.15    7.60   1.55    5.00    1   108.19
                             LIMITED




                         POWER FINANCE
2012   INE134E08AF5                              9.80   20-Sep-12     AAA      15-Dec-10   8.95    7.60   1.35   34.50    2   101.24
                       CORPORATION LIMITED




                      CITICORP FINANCE (INDIA)
2012   INE136E07FR6                               -     1-Oct-12      AA+      15-Dec-10   0.00    7.60    -      0.60    3   116.73
                              LIMITED




                        NATIONAL BANK FOR
2012   INE261F09DN9   AGRICULTURAL AND RURAL     9.50   15-Oct-12     AAA      15-Dec-10   9.29    7.60   1.69    0.30    2   100.25
                           DEVELOPMENT




2012   INE013A07KI4   RELIANCE CAPITAL LIMITED   9.25   23-Nov-12   CARE AAA   15-Dec-10   14.23   7.60    -      6.00    1   99.39




2012   INE557F09385   NATIONAL HOUSING BANK      6.42   27-Nov-12     AAA      15-Dec-10   7.79    7.60   0.19   130.00   1   97.57




2012   INE557F09385   NATIONAL HOUSING BANK      6.42   27-Nov-12     AAA      15-Dec-10   7.79    7.60   0.19   130.00   1   97.57




                      INFRASTRUCTURE DEV FIN
2013   INE043D07211                              8.48   28-Sep-13     AA+      15-Dec-10   9.30    7.70   1.60   25.00    1   97.98
                            CO. LIMITED
                      INFRASTRUCTURE DEV FIN
2013   INE043D07211                            8.48    28-Sep-13   AA+   15-Dec-10   9.30   7.70   1.60   25.00   1   97.98
                            CO. LIMITED




                      EXPORT IMPORT BANK OF
2013   INE514E08845                            8.00    28-Sep-13   AAA   15-Dec-10   8.60   7.70   0.90   40.00   2   98.49
                              INDIA




                      EXPORT IMPORT BANK OF
2013   INE514E08845                            8.00    28-Sep-13   AAA   15-Dec-10   8.60   7.70   0.90   40.00   2   98.49
                              INDIA




                          TATA HOUSING
2013   INE582L07013   DEVELOPMENT COMPANY        -     15-Oct-13    -    15-Dec-10   0.00   7.70    -     15.00   1   101.89
                             LIMITED




                        NATIONAL BANK FOR
2013   INE261F09FM6    AGRICULTURE & RURAL     8.90    2-Dec-13    AAA   15-Dec-10   8.93   7.70   1.23   13.00   1   99.89
                          DEVELOPMENT




                        NATIONAL BANK FOR
2013   INE261F09FM6    AGRICULTURE & RURAL     8.90    2-Dec-13    AAA   15-Dec-10   8.93   7.70   1.23   13.00   1   99.89
                          DEVELOPMENT




                      HOUSING DEVELOPMENT
2013   INE001A07FY6   FINANCE CORPORATION      9.25    6-Dec-13    AAA   15-Dec-10   9.29   7.70   1.59   33.00   4   100.00
                            LIMITED




2014   INE895D08196     TATA SONS LIMITED      10.30   23-Apr-14   AAA   15-Dec-10   9.28   7.77   1.51   15.00   2   102.74
                        MANDAVA HOLDINGS
2014   INE689L07016                             5.64    24-Nov-14      -      15-Dec-10   6.10    7.77    -     50.00   1   98.43
                         PRIVATE LIMITED




2014   INE064K08012     ONGC VIDESH LIMITED     8.40    23-Dec-14    AAA      15-Dec-10   8.85    7.77   1.08   15.00   1   98.52




2014   INE064K08012     ONGC VIDESH LIMITED     8.40    23-Dec-14    AAA      15-Dec-10   8.85    7.77   1.08   15.00   1   98.52




                         SHRIRAM TRANSPORT
2015   INE721A08844                             10.00   29-Jul-15   AAA(SO)   15-Dec-10   10.05   8.14   1.91   8.70    1   99.85
                      FINANCE COMPANY LIMITED




                      POWER GRID CORPORATION
2016   INE752E07GS6                             8.84    29-Mar-16    AAA      15-Dec-10   8.82    8.14   0.68   10.00   1   99.97
                         OF INDIA LIMITED




2016   INE270A07489   ALOK INDUSTRIES LIMITED   11.50   29-Jun-16      -      15-Dec-10   11.32   8.14   3.18   10.00   2   101.69




                      POWER GRID CORPORATION
2016   INE752E07HQ8                             8.84    21-Oct-16    AAA      15-Dec-10   8.82    8.14   0.68   10.00   1   100.00
                             OF INDIA




                      POWER GRID CORPORATION
2016   INE752E07HQ8                             8.84    21-Oct-16    AAA      15-Dec-10   8.82    8.14   0.68   10.00   1   100.00
                             OF INDIA
                      SUNDARAM HOME FINANCE
2017   INE667F08046                            10.00   3-Feb-17      AA       15-Dec-10   9.88    8.14   1.74   0.10    1   100.45
                             LIMITED




                      POWER GRID CORPORATION
2017   INE752E07HF1                            8.64     8-Jul-17     AAA      15-Dec-10   8.85    8.14   0.71   20.00   1   98.86
                         OF INDIA LIMITED




                      POWER GRID CORPORATION
2017   INE752E07HR6                            8.84    21-Oct-17     AAA      15-Dec-10   8.85    8.14   0.71   10.00   1   99.87
                             OF INDIA




2017   INE722A07166        SHRIRAM CITY        10.50   23-Nov-17   CARE AA-   15-Dec-10   10.68   8.14   2.54   5.00    1   99.12




                        NATIONAL BANK FOR
2018   INE261F09DY6   AGRICULTURAL AND RURAL   0.00    1-Jan-18      AAA      15-Dec-10   0.00    8.17    -     0.11    2   57.43
                           DEVELOPMENT




                       HOUSING DEVELOPMENT
2018   INE001A07EM4    FINANCE CORPORATION     9.90    23-Dec-18     AAA      15-Dec-10   9.18    8.17   1.01   5.00    1   103.90
                             LIMITED




                        NATIONAL BANK FOR
2019   INE261F09EW8   AGRICULTURE AND RURAL    0.00    1-Jan-19      AAA      15-Dec-10   8.23    8.19   0.04   3.80    2   52.90
                           DEVELOPMENT




                        NATIONAL BANK FOR
2019   INE261F09EZ1   AGRICULTURE AND RURAL    0.00    31-Mar-19     AAA      15-Dec-10   8.26    8.19   0.07   1.20    1   51.78
                           DEVELOPMENT
2019   INE523E07459     L&T FINANCE LIMITED      10.24   17-Sep-19   AA+(CARE)   15-Dec-10   9.02    8.19   0.83   0.78    5   107.47




                       UNITED PHOSPHOROUS
2020   INE628A08114                                -     9-Apr-20        -       15-Dec-10   10.01   8.23   1.78   5.00    1   100.05
                             LIMITED




                       TATA MOTORS FINANCE
2020   INE909H08030                              10.70   10-Apr-20      A        15-Dec-10   10.15   8.23   1.92   0.20    1   103.05
                             LIMITED




                      STEEL AUTHORITY OF INDIA
2020   INE114A07703                              8.72    30-Apr-20     AAA       15-Dec-10   8.90    8.23   0.67   5.00    1   98.76
                              LIMITED




                         POWER FINANCE
2020   INE134E08CX4                              8.70    14-May-20     AAA       15-Dec-10   9.00    8.23   0.77   15.00   2   98.01
                       CORPORATION LIMITED




                         POWER FINANCE
2020   INE134E08CX4                              8.70    14-May-20     AAA       15-Dec-10   9.00    8.23   0.77   15.00   2   98.01
                       CORPORATION LIMITED




2020   INE924F08025        MYSORE PAPER          8.49    16-Jul-20       -       15-Dec-10   8.51    8.23   0.28   1.10    1   99.80




                          INFRASTRUCTURE
2020   INE043D07161    DEVELOPMENT FINANCE       8.79    15-Sep-20     AA+       15-Dec-10   9.01    8.23   0.78   2.80    1   98.50
                         COMPANY LIMITED
                        INFOTEL BROADBAND
2020   INE110L08011                            8.95   15-Sep-20     -     15-Dec-10   8.93   8.23   0.70   35.00    1    100.03
                          SERVICES LIMITED




                          INFRASTRUCTURE
2020   INE043D07237    DEVELOPMENT FINANCE     8.72   29-Sep-20   AA+     15-Dec-10   9.03   8.23   0.80    2.90    1    97.90
                         COMPANY LIMITED




                         POWER FINANCE
2020   INE134E08DG7                            8.78   15-Nov-20   AAA     15-Dec-10   8.97   8.23   0.74    4.50    3    98.74
                       CORPORATION LIMITED




                       RURAL ELECTRIFICATION
2020   INE020B08468                            8.80   29-Nov-20   AAA     15-Dec-10   8.85   8.23   0.62   242.40   13   99.65
                        CORPORATION LIMITED




2020   INE008A08S54      IDBI BANK LIMITED      -     31-Dec-99   AA+     15-Dec-10   9.59   8.23   1.36    1.20    3    102.64




                      POWER GRID CORPORATION
2022   INE752E07HW6                            8.84   21-Oct-22   AAA     15-Dec-10   9.00   8.34   0.66    0.25    1    98.80
                             OF INDIA




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION     8.74   14-Nov-22   A(SO)   15-Dec-10   8.79   8.34   0.46    2.90    4    99.58
                             LIMITED




                          INFRASTRUCTURE
2024   INE043D08BC5    DEVELOPMENT FINANCE     9.05   31-Aug-24   AA+     15-Dec-10   9.01   8.44   0.57    1.00    1    100.16
                         COMPANY LIMITED
                         SHRIRAM TRANSPORT
2025   INE721A08AH3                             11.00   30-Aug-25     AA      15-Dec-10   10.98   8.49   2.49   1.20    1   100.00
                      FINANCE COMPANY LIMITED




2025   INE062A08025     STATE BANK OF INDIA       -     4-Nov-25     AAA      15-Dec-10   8.91    8.49   0.42   27.46   2   104.75




                          INFRASTRUCTURE
2025   INE043D07328    DEVELOPMENT FINANCE      8.90    19-Nov-25    AA+      15-Dec-10   9.12    8.49   0.63   13.70   5   98.16
                         COMPANY LIMITED




                      INDIAN RAILWAY FINANCE
2030   INE053F09GX2                             8.79    4-May-30     AAA      15-Dec-10   9.06    8.64   0.42   0.20    1   99.25
                       CORPORATION LIMITED




2030   INE039A09MD2         IFCI LIMITED        9.75    16-Jul-30      -      15-Dec-10   9.82    8.64   1.18   5.10    2   99.23




2099   INE909H08055     TATA MOTORS LIMITED     11.35   23-Nov-99   AAA(so)   15-Dec-10   0.00    8.68    -     1.00    2   101.81




2099   INE476A09223        CANARA BANK            -     31-Dec-99      -      15-Dec-10   0.00    8.68    -     5.00    1   99.77
                               AMOUNT
  REPORTING PLATFORMS                        TRADES
                               ( IN CRS)
          FIMMDA                1798.80         110
            NSE                 679.30           54
            BSE                 537.00           5
          TOTAL I               3015.10       169.00

LESS POSSIBLE DUPLICATION        958.00         18

          TOTAL II              2057.10       151.00

* Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
* Simple Average is taken of the WAY & WAP with due consideration to the
  volume for the same bond reported on either of the reporting platform.
* Columns in bold are the benchmarks decided for the month of December 2010
                                                     CORPORATE BONDS TRADED DATA AND SPREADS AS ON 14th December, 2010

Year Of                                                                                               Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN              Description            Coupon     Maturity    Ratings   Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                              Avg. Yield     Yield           Sec          (Cr)




                          CITICORP FINANCE (INDIA)
  2011     INE136E07CB7                                    -        4-Jan-11      -       14-Dec-10     11.45         7.54          3.92          5.20           17          103.49
                                  LIMITED




                          HOUSING DEVELOPMENT
  2011     INE001A07DI4   FINANCE CORPORATION             0.00     10-Jan-11    AAA       14-Dec-10      7.49         7.54            -          20.00           1            99.47
                                LIMITED




                             POWER FINANCE
  2011     INE134E08AK5                                   9.01     15-Feb-11    AAA       14-Dec-10      9.14         7.54          1.60         10.00           2            99.89
                           CORPORATION LIMITED




                          HOUSING DEVELOPMENT
  2011     INE001A07ER3   FINANCE CORPORATION             8.00     8-Apr-11     AAA       14-Dec-10      0.00         7.54            -           5.00           1            99.74
                                LIMITED




                          HOUSING DEVELOPMENT
  2011     INE001A07ET9   FINANCE CORPORATION             6.84     22-Apr-11    AAA       14-Dec-10      9.16         7.54          1.62         20.00           2            99.12
                                LIMITED




                             INFRASTRUCTURE
  2011     INE043D08BX1   DEVELOPMENT FINANCE             0.00     11-Jun-11    AA+       14-Dec-10      8.74         7.54          1.20         25.00           1            99.36
                            COMPANY LIMITED
                      EMAS EXPRESSWAY PRIVATE
2011   INE177L07012                             8.80    15-Jun-11   AAA(SO)   14-Dec-10   0.00   7.54    -     18.00   1   96.79
                              LIMITED




                       RURAL ELECTRIFICATION
2011   INE020B07DU7                             10.95   14-Aug-11    AAA      14-Dec-10   9.07   7.54   1.53   55.00   2   101.01
                        CORPORATION LIMITED




                        LIC HOUSING FINANCE
2011   INE115A07767                             6.85    28-Sep-11    AAA      14-Dec-10   9.35   7.54   1.81   25.00   1   98.22
                              LIMITED




                        BHARAT PETROLEUM
2011   INE029A07059                             6.23    28-Oct-11    AAA      14-Dec-10   9.10   7.54   1.56   5.00    1   97.70
                       CORPORATION LIMITED




                       RURAL ELECTRIFICATION
2011   INE020B07EC3                             11.75   3-Nov-11     AAA      14-Dec-10   9.05   7.54   1.51   90.00   2   102.13
                        CORPORATION LIMITED




                        RELIANCE INDUSTRIES
2011   INE002A07742                             10.10   12-Dec-11    AAA      14-Dec-10   8.91   7.54   1.38   50.00   1   101.08
                              LIMITED




                        RELIANCE INDUSTRIES
2011   INE002A07742                             10.10   12-Dec-11    AAA      14-Dec-10   8.91   7.54   1.37   50.00   1   101.08
                              LIMITED
                      EMAS EXPRESSWAY PRIVATE
2011   INE177L07020                             8.80    15-Dec-11    AAA(SO)    14-Dec-10   23.61   7.54    -     18.00   1   96.79
                              LIMITED




                         ADITYA BIRLA NUVO
2011   INE069A07105                             11.50   19-Dec-11   AAA(CARE)   14-Dec-10   9.31    7.54   1.77   11.50   1   102.03
                              LIMITED




                         POWER FINANCE
2011   INE134E08776                             7.00    24-Dec-11     AAA       14-Dec-10   9.05    7.54   1.51   40.00   1   98.08
                       CORPORATION LIMITED




2011   INE557F09344   NATIONAL HOUSING BANK     6.75    25-Jun-12     AAA       14-Dec-10   7.06    7.54    -     45.00   1   99.49




2011   INE557F09351   NATIONAL HOUSING BANK     6.90    1-Sep-12      AAA       14-Dec-10   7.86    7.54   0.32   25.00   1   98.45




2011   INE557F09351   NATIONAL HOUSING BANK     6.90    1-Sep-12      AAA       14-Dec-10   7.86    7.54   0.32   25.00   1   98.45




                      KOTAK MAHINDRA PRIME
2012   INE916D07V41                             7.75    30-Jan-12   LAA(ICRA)   14-Dec-10   9.41    7.61   1.80   10.00   2   98.24
                             LIMITED
                          POWER FINANCE
2012   INE134E08701                              9.25   20-Feb-12      AAA        14-Dec-10   9.05    7.61   1.44   5.00     1    100.15
                        CORPORATION LIMITED




                         KARNATAKA STATE
2012   INE549F08392                              8.30   20-Feb-12     AA-(so)     14-Dec-10   6.70    7.61    -     0.37     1    101.75
                      FINANCIAL CORPORATION




                         ICICI SECURITIES AND
2012   INE849D08TF0                              8.25   21-Feb-12      AAA        14-Dec-10   8.88    7.61   1.27   5.00     1    99.32
                      FINANCE COMPANY LIMITED




                      EMAS EXPRESSWAY PRIVATE
2012   INE177L07038                              8.80   15-Jun-12    AAA(SO)      14-Dec-10   14.70   7.61    -     18.00    1    96.79
                              LIMITED




                        LIC HOUSING FINANCE
2012   INE115A07874                              7.25   29-Jun-12      AAA        14-Dec-10   9.04    7.61   1.43   10.00    1    97.43
                              LIMITED




2012   INE238A08187        AXIS BANK LTD         7.86   25-Jul-12   LAA+ (ICRA)   14-Dec-10   0.00    7.61    -     25.00    1    98.50




                      CITICORP FINANCE (INDIA)
2012   INE136E07FR6                               -     1-Oct-12       AA+        14-Dec-10   0.00    7.61    -     34.27   122   116.73
                              LIMITED
                        LIC HOUSING FINANCE
2012   INE115A07AD9                             9.40    8-Dec-12     AAA      14-Dec-10   9.40    7.61   1.78   105.00   4   100.00
                              LIMITED




                      EMAS EXPRESSWAY PRIVATE
2012   INE177L07046                             8.80    15-Dec-12   AAA(SO)   14-Dec-10   16.30   7.61    -     18.00    1   96.79
                              LIMITED




2012   INE976I07153    TATA CAPITAL LIMITED     12.00   5-Mar-14      AA      14-Dec-10   10.78   7.61   3.17    6.33    1   102.95




                         POWER FINANCE
2013   INE134E08AJ7                             8.94    15-Jan-13    AAA      14-Dec-10   9.01    7.70   1.31   35.00    1   99.82
                       CORPORATION LIMITED




                         POWER FINANCE
2013   INE134E08AJ7                             8.94    15-Jan-13    AAA      14-Dec-10   9.01    7.70   1.31   35.00    1   99.82
                       CORPORATION LIMITED




                       RURAL ELECTRIFICATION
2013   INE020B07FB2                             7.60    22-Jan-13    AAA      14-Dec-10   8.99    7.70   1.29   20.00    1   97.38
                        CORPORATION LIMITED




                       RURAL ELECTRIFICATION
2013   INE020B07FB2                             7.60    22-Jan-13    AAA      14-Dec-10   9.00    7.70   1.30   20.00    1   97.38
                        CORPORATION LIMITED
2013   INE557F09476   NATIONAL HOUSING BANK     7.04    14-May-13    AAA       14-Dec-10   8.66    7.70   0.96   50.00    1   96.51




2013   INE557F09476   NATIONAL HOUSING BANK     7.04    14-May-13    AAA       14-Dec-10   8.66    7.70   0.96   50.00    1   96.51




2013   INE557F09484   NATIONAL HOUSING BANK     6.95    24-May-13        AAA   14-Dec-10   8.56    7.70   0.86   100.00   2   96.50




                      EMAS EXPRESSWAY PRIVATE
2013   INE177L07053                             8.80    15-Jun-13   AAA(SO)    14-Dec-10   12.47   7.70   4.77   18.00    1   96.79
                              LIMITED




                      INFRASTRUCTURE DEV FIN
2013   INE043D07211                             8.48    28-Sep-13    AA+       14-Dec-10   9.25    7.70   1.55   13.20    4   98.10
                            CO. LIMITED




                         SHRIRAM TRANSPORT
2013   INE721A08570                             0.00    3-Oct-13    AAA(SO)    14-Dec-10   10.16   7.70   2.46    1.00    1   100.82
                      FINANCE COMPANY LIMITED




                       RURAL ELECTRIFICATION
2013   INE020B07EF6                             11.50   26-Nov-13    AAA       14-Dec-10   8.95    7.70   1.25   45.00    3   106.32
                        CORPORATION LIMITED
                       RURAL ELECTRIFICATION
2013   INE020B07EF6                             11.50   26-Nov-13    AAA      14-Dec-10   8.95    7.70   1.25   45.00   3   106.32
                        CORPORATION LIMITED




                        NATIONAL BANK FOR
2013   INE261F09FM6    AGRICULTURE & RURAL      8.90    2-Dec-13     AAA      14-Dec-10   8.93    7.70   1.23   13.00   1   99.89
                          DEVELOPMENT




                        NATIONAL BANK FOR
2013   INE261F09FM6    AGRICULTURE & RURAL      8.90    2-Dec-13     AAA      14-Dec-10   8.93    7.70   1.23   13.00   1   99.89
                          DEVELOPMENT




                       HOUSING DEVELOPMENT
2013   INE001A07FY6    FINANCE CORPORATION      9.25    6-Dec-13     AAA      14-Dec-10   9.29    7.70   1.59   85.00   7   100.00
                             LIMITED




                      EMAS EXPRESSWAY PRIVATE
2013   INE177L07061                             8.80    15-Dec-13   AAA(SO)   14-Dec-10   13.97   7.70    -     18.00   1   96.79
                              LIMITED




                      POWER GRID CORPORATION
2013   INE752E07EV5                             9.33    15-Dec-13    AAA      14-Dec-10   8.87    7.70   1.17   5.00    1   101.15
                           OF INDIA LTD




                      POWER GRID CORPORATION
2013   INE752E07EV5                             9.33    15-Dec-13    AAA      14-Dec-10   8.87    7.70   1.17   5.00    1   101.15
                           OF INDIA LTD
2013   INE514E08597         EXIM BANK           9.25   18-Dec-13    AAA      14-Dec-10   8.90    7.70   1.20   35.00   5   100.87




                       HOUSING DEVELOPMENT
2013   INE001A07EL6    FINANCE CORPORATION      9.90   19-Dec-13    AAA      14-Dec-10   8.87    7.70   1.17   5.00    1   102.61
                             LIMITED




                      INDIAN RAILWAY FINANCE
2014   INE053F09FT2                             8.46   15-Jan-14    AAA      14-Dec-10   8.90    7.81   1.09   75.00   1   99.32
                         CORPORATION LTD




                      INDIAN RAILWAY FINANCE
2014   INE053F09FT2                             8.46   15-Jan-14    AAA      14-Dec-10   8.90    7.81   1.09   75.00   1   99.32
                         CORPORATION LTD




                      EMAS EXPRESSWAY PRIVATE
2014   INE177L07079                             8.80   15-Jun-14   AAA(SO)   14-Dec-10   11.52   7.81   3.71   18.00   1   96.79
                              LIMITED




                       RURAL ELECTRIFICATION
2014   INE020B07EO8                             8.00   5-Aug-14     AAA      14-Dec-10   8.70    7.81   0.89   5.00    1   97.80
                        CORPORATION LIMITED




                      EMAS EXPRESSWAY PRIVATE
2014   INE177L07087                             8.80   15-Dec-14   AAA(SO)   14-Dec-10   12.82   7.81    -     18.00   1   96.79
                              LIMITED
2014   INE064K08012     ONGC VIDESH LIMITED     8.40    23-Dec-14    AAA      14-Dec-10   8.83    7.81   1.02   10.00   1   98.58




2014   INE064K08012     ONGC VIDESH LIMITED     8.40    23-Dec-14    AAA      14-Dec-10   8.83    7.81   1.02   10.00   1   98.58




                       HOUSING DEVELOPMENT
2014   INE191I07118     AND INFRASTRUCTURE      12.00   27-Dec-14    AAA      14-Dec-10   12.41   7.81   4.60   10.00   2   99.60
                              LIMITED




                          POWER FINANCE
2015   INE134E08CW6                             8.70    14-May-15    AAA      14-Dec-10   8.70    8.15   0.55   5.00    1   99.89
                        CORPORATION LIMITED




                      EMAS EXPRESSWAY PRIVATE
2015   INE177L07095                             8.80    15-Jun-15   AAA(SO)   14-Dec-10   11.00   8.15   2.86   18.00   1   96.79
                              LIMITED




2016   INE270A07489   ALOK INDUSTRIES LIMITED   11.50   29-Jun-16      -      14-Dec-10   11.30   8.14   3.16   12.00   4   101.76




                      POWER GRID CORPORATION
2017   INE752E07HR6                             8.84    21-Oct-17    AAA      14-Dec-10   8.85    8.14   0.71   5.00    1   99.87
                             OF INDIA
                      POWER GRID CORPORATION
2017   INE752E07HR6                             8.84    21-Oct-17    AAA      14-Dec-10   8.85    8.14   0.71   5.00    1   99.87
                             OF INDIA




                        LIC HOUSING FINANCE
2017   INE115A07452                             9.80    22-Oct-17    AAA      14-Dec-10   9.27    8.14   1.13   15.00   3   102.55
                              LIMITED




                        LIC HOUSING FINANCE
2018   INE115A07494                             9.75    24-Mar-18    AAA      14-Dec-10   9.27    8.18   1.09   15.00   3   102.36
                              LIMITED




                        NATIONAL BANK FOR
2018   INE261F09EP2   AGRICULTURE AND RURAL       -      1-Jul-18    AAA      14-Dec-10   0.00    8.18    -     0.05    1   55.35
                           DEVELOPMENT




                       HOUSING DEVELOPMENT
2018   INE001A07EM4    FINANCE CORPORATION      9.90    23-Dec-18    AAA      14-Dec-10   9.18    8.18   1.00   7.70    3   103.90
                             LIMITED




                         SHRIRAM TRANSPORT
2019   INE721A08786                             10.25   31-Dec-19   AAA(SO)   14-Dec-10   10.82   8.20   2.62   1.10    1   96.75
                      FINANCE COMPANY LIMITED




                            WEST BENGAL
                          INFRASTRUCTURE
2020   INE740F08397                             9.20    6-Apr-20     A(SO)    14-Dec-10   8.95    8.24   0.71   0.10    1   102.75
                       DEVELOPMENT FINANCE
                            CORPORATION
                      STEEL AUTHORITY OF INDIA
2020   INE114A07703                              8.72    30-Apr-20    AAA      14-Dec-10   8.90    8.24   0.66   5.00    1   98.75
                              LIMITED




                         SHRIRAM TRANSPORT
2020   INE721A08927                              10.75   3-May-20    AAA(SO)   14-Dec-10   10.78   8.24   2.54   1.00    1   99.69
                      FINANCE COMPANY LIMITED




                          INFRASTRUCTURE
2020   INE043D07237    DEVELOPMENT FINANCE       8.72    29-Sep-20    AA+      14-Dec-10   9.04    8.24   0.80   0.50    1   97.87
                         COMPANY LIMITED




                          POWER FINANCE
2020   INE134E08DG7                              8.78    15-Nov-20    AAA      14-Dec-10   8.96    8.24   0.72   12.00   4   98.80
                        CORPORATION LIMITED




2020   INE895D08287      TATA SONS LIMITED       9.18    23-Nov-20    AAA      14-Dec-10   9.21    8.24   0.96   20.60   2   99.81




                       RURAL ELECTRIFICATION
2020   INE020B08468                              8.80    29-Nov-20    AAA      14-Dec-10   8.81    8.24   0.57   44.00   5   99.89
                        CORPORATION LIMITED




                          INFRASTRUCTURE
2020   INE043D07336    DEVELOPMENT FINANCE       8.89    2-Dec-20     AA+      14-Dec-10   9.03    8.24   0.79   1.00    1   99.10
                         COMPANY LIMITED
                          INFRASTRUCTURE
2020   INE043D07336    DEVELOPMENT FINANCE      8.89   2-Dec-20    AA+     14-Dec-10   9.03   8.24   0.79   1.00    1   99.10
                         COMPANY LIMITED




2020   INE008A08S54      IDBI BANK LIMITED       -     31-Dec-99   AA+     14-Dec-10   9.59   8.24   1.35   0.20    1   102.65




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION      8.74   14-Nov-22   A(SO)   14-Dec-10   8.79   8.35   0.44   7.00    5   99.60
                             LIMITED




2025   INE483A09229    CENTRAL BANK OF INDIA     -     11-Jun-25   AA+     14-Dec-10   8.61   8.50   0.11   8.00    1   99.55




                      INDIAN RENEWABLE ENERGY
2025   INE202E07062     DEVELOPMENT AGENCY      9.02   24-Sep-25     -     14-Dec-10   9.01   8.50   0.51   3.40    1   99.96
                               LIMITED




2025   INE062A08025     STATE BANK OF INDIA      -     4-Nov-25    AAA     14-Dec-10   8.89   8.50   0.39   42.50   3   104.88




                          INFRASTRUCTURE
2025   INE043D07328    DEVELOPMENT FINANCE      8.90   19-Nov-25   AA+     14-Dec-10   9.10   8.50   0.60   6.10    4   98.32
                         COMPANY LIMITED
2030   INE039A09MD2           IFCI LIMITED              9.75       16-Jul-30        -        14-Dec-10       9.73         8.65   1.08   1.90   2   100.00




                          ORIENTAL BANK OF
2099   INE141A09116                                     9.05       31-Dec-99      AA+        14-Dec-10       9.27         8.68   0.59   2.40   2   99.78
                             COMMERCE




                                                     AMOUNT
                        REPORTING PLATFORMS                        TRADES
                                                     ( IN CRS)

                                FIMMDA                1333.55         107

                                  NSE                  497.47         163

                                  BSE                  21.40           7
                                TOTAL I               1852.42       277.00

                      LESS POSSIBLE DUPLICATION        334.00         14


                                TOTAL II              1518.42       263.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                 CORPORATE BONDS TRADED DATA AND SPREADS AS ON 13th December, 2010

Year Of                                                                                          Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN             Description       Coupon     Maturity     Ratings   Date Dealt                                                         No Of Trades   W. A. Price
Maturity                                                                                         Avg. Yield     Yield           Sec          (Cr)


                            CITICORP FINANCE
  2010     INE136E07EY5                              -       31-Dec-10     AA+      13-Dec-10      11.63         7.49          4.14         22.34           1           117.93
                             (INDIA) LIMITED




                             IL&FS FINANCIAL
  2011     INE121H07729                             7.46     4-Mar-11        -      13-Dec-10       0.00         7.54            -          15.00           1            99.71
                             SERVICES LIMITED




  2011     INE804I07488    ECL FINANCE LIMITED      7.25      9-Jun-11     AA-      13-Dec-10       0.00         7.54            -          515.00          6            99.98




                          KOTAK MAHINDRA PRIME
  2011     INE916D079A6                             8.10     3-Aug-11      AA+      13-Dec-10       0.00         7.54            -          25.00           1
                                 LIMITED
                                                                                                                                                                           99.1091


                            CHOLAMANDALAM
  2011     INE121A07CV5   INVESTMENT & FINANCE      8.00     24-Nov-11     AA-      13-Dec-10       9.81         7.54          2.27         32.00           1            98.44
                            COMPANY LIMITED



                            POWER FINANCE
  2011     INE134E08776                             7.00     24-Dec-11     AAA      13-Dec-10       9.03         7.54          1.49          3.00           1            98.10
                          CORPORATION LIMITED



                              SREI EQUIPMENT
  2011     INE881J07AA3      FINANCE PRIVATE        9.00     26-Dec-11   AA(CARE)   13-Dec-10      11.52         7.54          3.98          7.00           1            98.14
                                  LIMITED




  2011     INE514E08639        EXIM BANK            6.05     28-Jan-13     AAA      13-Dec-10       6.22         7.54            -          85.00           1            99.66




                            POWER FINANCE
  2012     INE134E08BK3                             6.90     11-May-12     AAA      13-Dec-10       8.85         7.58          1.27          7.00           1            97.43
                          CORPORATION LIMITED
                          INDIAN OIL
2012   INE242A07223                           7.00   24-Jul-12   AAA   13-Dec-10   8.90   7.58   1.32   15.00     1    97.18
                      CORPORATION LIMITED




                          INDIAN OIL
2012   INE242A07223                           7.00   24-Jul-12   AAA   13-Dec-10   8.90   7.58   1.32   15.00     1    97.18
                      CORPORATION LIMITED




                        POWER FINANCE
2012   INE134E08DF9                           7.89   15-Sep-12   AAA   13-Dec-10   9.26   7.58   1.68   50.00     1    97.79
                      CORPORATION LIMITED




                        CITICORP FINANCE
2012   INE136E07FR6                            -     1-Oct-12    AA+   13-Dec-10   0.00   7.58    -     32.85    130   116.73
                         (INDIA) LIMITED




                      LIC HOUSING FINANCE
2012   INE115A07AD9                           9.40   8-Dec-12    AAA   13-Dec-10   9.40   7.58   1.82   55.00     2    100.00
                            LIMITED




                        POWER FINANCE
2013   INE134E08AJ7                           8.94   15-Jan-13   AAA   13-Dec-10   9.02   7.67   1.35   35.00     1    99.80
                      CORPORATION LIMITED




                        POWER FINANCE
2013   INE134E08AJ7                           8.94   15-Jan-13   AAA   13-Dec-10   9.02   7.67   1.35   35.00     1    99.80
                      CORPORATION LIMITED




                      RURAL ELECTRIFICATION
2013   INE020B07FB2                           7.60   22-Jan-13   AAA   13-Dec-10   9.00   7.67   1.33   110.00    5    97.37
                       CORPORATION LIMITED




                      ELECTROSTEEL CASTINGS
2013   INE086A07059                           9.15   8-Feb-13     -    13-Dec-10   9.06   7.67   1.39   55.00     1    100.10
                             LIMITED




                       NATIONAL HOUSING
2013   INE557F09476                           7.04   14-May-13   AAA   13-Dec-10   8.66   7.67   0.99   50.00     1    96.50
                             BANK
                       NATIONAL HOUSING
2013   INE557F09476                           7.04    14-May-13    AAA      13-Dec-10   8.66   7.67   0.99   50.00   1   96.50
                             BANK




                      RELIANCE INDUSTRIES
2013   INE002A07700                           11.45   25-Nov-13    AAA      13-Dec-10   9.00   7.67   1.33   10.00   1   106.06
                            LIMITED




                      RELIANCE INDUSTRIES
2013   INE002A07700                           11.45   25-Nov-13    AAA      13-Dec-10   9.00   7.67   1.33   10.00   1   106.06
                            LIMITED




                        POWER FINANCE
2013   INE134E08BF3                           11.40   28-Nov-13    AAA      13-Dec-10   9.00   7.67   1.33   45.00   1   105.96
                      CORPORATION LIMITED




                        POWER FINANCE
2013   INE134E08BF3                           11.40   28-Nov-13    AAA      13-Dec-10   9.00   7.67   1.33   45.00   1   105.96
                      CORPORATION LIMITED




2013   INE514E08597        EXIM BANK          9.25    18-Dec-13    AAA      13-Dec-10   8.90   7.67   1.23   25.00   4   100.87




                      INDIA INFRASTRUCTURE
2014   INE787H09038     FINANCE COMPANY       6.85    22-Jan-14   AAA(so)   13-Dec-10   6.04   7.80    -     73.00   1   102.20
                              LIMITED



                      RURAL ELECTRIFICATION
2014   INE020B07EO8                           8.00    5-Aug-14     AAA      13-Dec-10   8.89   7.80   1.10   5.00    1   97.22
                       CORPORATION LIMITED




                      RURAL ELECTRIFICATION
2014   INE020B07EO8                           8.00    5-Aug-14     AAA      13-Dec-10   8.89   7.80   1.09   5.00    1   97.22
                       CORPORATION LIMITED




                        POWER FINANCE
2015   INE134E08CW6                           8.70    14-May-15    AAA      13-Dec-10   8.90   8.19   0.71   5.00    1   99.18
                      CORPORATION LIMITED
                        POWER FINANCE
2015   INE134E08CW6                           8.70    14-May-15    AAA      13-Dec-10   8.90    8.19   0.71    5.00    1   99.18
                      CORPORATION LIMITED



                          POWER GRID
2017   INE752E07HF1   CORPORATION OF INDIA    8.64     8-Jul-17    AAA      13-Dec-10   8.85    8.21   0.64   10.00    1   98.86
                            LIMITED


                          POWER GRID
2017   INE752E07HF1   CORPORATION OF INDIA    8.64     8-Jul-17    AAA      13-Dec-10   8.85    8.21   0.64   10.00    1   98.86
                            LIMITED



                          POWER GRID
2017   INE752E07HR6                           8.84    21-Oct-17    AAA      13-Dec-10   8.86    8.21   0.65   115.00   9   99.87
                      CORPORATION OF INDIA




                      RURAL ELECTRIFICATION
2018   INE020B07DE1                           9.07    28-Feb-18    AAA      13-Dec-10   8.82    8.24   0.58    0.20    1   101.30
                       CORPORATION LIMITED




                        LARSEN & TOUBRO
2019   INE018A07755                           9.15     5-Jan-19    AAA      13-Dec-10   9.00    8.26   0.74   65.00    5   100.77
                            LIMITED




2019   INE008A08S21     IDBI BANK LIMITED     0.00    31-Dec-99    AA+      13-Dec-10   9.04    8.26   0.78    0.20    2   101.80




                       NATIONAL AVIATION
2020   INE954K08014    COMPANY OF INDIA       9.13    26-Mar-20   AAA(SO)   13-Dec-10   8.65    8.27   0.38    0.10    1   104.10
                            LIMITED



                      TATA MOTORS FINANCE
2020   INE909H08030                           10.70   10-Apr-20     A       13-Dec-10   10.16   8.27   1.89    0.10    1   103.00
                            LIMITED




                        POWER FINANCE
2020   INE134E08CX4                           8.70    14-May-20    AAA      13-Dec-10   9.00    8.27   0.73    5.00    1   98.01
                      CORPORATION LIMITED
                        POWER FINANCE
2020   INE134E08CX4                           8.70   14-May-20   AAA   13-Dec-10   9.00   8.27   0.73    5.00    1    98.01
                      CORPORATION LIMITED




                       BAJAJ AUTO FINANCE
2020   INE296A08433                           9.45    2-Jul-20   AA+   13-Dec-10   9.61   8.27   1.34    0.30    1    98.90
                             LIMITED




                       INFOTEL BROADBAND
2020   INE110L08011                           8.95   15-Sep-20    -    13-Dec-10   8.92   8.27   0.65   45.00    1    100.09
                         SERVICES LIMITED



                      HOUSING DEVELOPMENT
2020   INE001A07FV2   FINANCE CORPORATION     8.95   19-Oct-20   AAA   13-Dec-10   8.99   8.27   0.72    0.80    1    99.62
                            LIMITED


                             RURAL
2020   INE020B08450     ELECTRIFICATION       8.80   25-Oct-20   AAA   13-Dec-10   8.95   8.27   0.68    5.00    1    98.93
                      CORPORATION LIMITED



                        POWER FINANCE
2020   INE134E08DG7                           8.78   15-Nov-20   AAA   13-Dec-10   8.98   8.27   0.71    9.50    3    98.65
                      CORPORATION LIMITED




2020   INE895D08287     TATA SONS LIMITED     9.18   23-Nov-20   AAA   13-Dec-10   9.15   8.27   0.88    0.10    1    100.17




                      RURAL ELECTRIFICATION
2020   INE020B08468                           8.80   29-Nov-20   AAA   13-Dec-10   8.89   8.27   0.62   133.80   17   99.36
                       CORPORATION LIMITED




2020   INE008A08S54     IDBI BANK LIMITED      -     31-Dec-99   AA+   13-Dec-10   9.62   8.27   1.35    9.20    4    102.33




                      MAHINDRA & MAHINDRA
2021   INE774D08KV6    FINANCIAL SERVICES     9.80   25-Jan-21   AA-   13-Dec-10   9.36   8.33   1.03    0.15    2    102.91
                            LIMITED
                         ANDHRA PRADESH
2022   INE847E09029       POWER FINANCE              8.74      14-Nov-22       A(SO)       13-Dec-10       8.77         8.38   0.39   2.70    3   99.79
                       CORPORATION LIMITED


                         INFRASTRUCTURE
2025   INE043D07328   DEVELOPMENT FINANCE            8.90      19-Nov-25       AA+         13-Dec-10       9.05         8.53   0.52   10.00   2   98.78
                        COMPANY LIMITED




2030   INE039A09MD2         IFCI LIMITED             9.75       16-Jul-30        -         13-Dec-10       9.81         8.67   1.14   0.50    1   99.30




                                                  AMOUNT
                       REPORTING PLATFORMS                      TRADES
                                                  ( IN CRS)
                              FIMMDA                1221.30        69
                                NSE                  593.19       155
                                BSE                  55.35         8
                              TOTAL I               1869.84      232.00
                           LESS POSSIBLE
                                                    180.00          9
                           DUPLICATION
                             TOTAL II              1689.84       223.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                 CORPORATE BONDS TRADED DATA AND SPREADS AS ON 10th December, 2010


Year Of                                                                                          Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN             Description      Coupon     Maturity     Ratings    Date Dealt                                                         No Of Trades W. A. Price
Maturity                                                                                         Avg. Yield     Yield           Sec          (Cr)




                            CHOLAMANDALAM
  2010     INE121A07CE1   INVESTMENT & FINANCE    12.48     15-Dec-10     AA+       10-Dec-10       0.00         7.44           -           25.00           1          100.07
                            COMPANY LIMITED




                          RHC HOLDING PRIVATE
  2010     INE657K07049                           7.35      27-Dec-10       -       10-Dec-10       0.00         7.44           -           50.00           1          99.96
                                LIMITED




                            KOTAK MAHINDRA
  2011     INE916D076A2                           7.30      18-Jan-11   LAA(ICRA)   10-Dec-10       0.00         7.49           -           24.00           1          99.92
                             PRIME LIMITED




                            IL&FS FINANCIAL
  2011     INE121H07729                           7.46      4-Mar-11        -       10-Dec-10       0.00         7.49           -           15.00           1          99.70
                            SERVICES LIMITED




                             SREI EQUIPMENT
  2011     INE881J07AZ0     FINANCE PRIVATE       7.00      4-May-11       AA       10-Dec-10       0.00         7.49           -            1.00           1          99.02
                                 LIMITED




  2011     INE804I07488    ECL FINANCE LIMITED    7.25       9-Jun-11     AA-       10-Dec-10       0.00         7.49           -           280.00          3          99.96
                            HOUSING
2011   INE001A08296   DEVELOPMENT FINANCE   0.00   23-Jul-11     AAA      10-Dec-10   10.17   7.49   2.68   170.00   1   99.04
                      CORPORATION LIMITED




                         INDIA INFOLINE
2011   INE866I07065   INVESTMENT SERVICES   8.30   15-Sep-11      -       10-Dec-10   0.00    7.49    -     11.00    1   98.95
                            LIMITED




                         SREI EQUIPMENT
2011   INE881J07AV9     FINANCE PRIVATE     8.30   15-Sep-11   AA(CARE)   10-Dec-10   0.00    7.49    -     11.50    1   99.03
                             LIMITED




                         SREI EQUIPMENT
2011   INE881J07AA3     FINANCE PRIVATE     9.00   26-Dec-11   AA(CARE)   10-Dec-10   11.49   7.49   4.01    3.00    1   98.14
                             LIMITED




                       NATIONAL HOUSING
2011   INE557F09435                         6.40   27-Jan-13     AAA      10-Dec-10   6.72    7.49    -     20.00    1   99.35
                             BANK




                       NATIONAL HOUSING
2011   INE557F09435                         6.40   27-Jan-13     AAA      10-Dec-10   6.72    7.49    -     20.00    1   99.35
                             BANK




                      LIC HOUSING FINANCE
2012   INE115A07841                         7.25   10-Jun-12     AAA      10-Dec-10   8.99    7.51   1.48   35.00    1   97.57
                            LIMITED
                      LIC HOUSING FINANCE
2012   INE115A07718                         7.45   21-Jul-12     AAA       10-Dec-10   9.14    7.51   1.63   9.00    1   97.48
                            LIMITED




                          INDIAN OIL
2012   INE242A07223                         7.00   24-Jul-12     AAA       10-Dec-10   8.92    7.51   1.41   15.00   2   97.15
                      CORPORATION LIMITED



                       NATIONAL HOUSING
2012   INE557F09385                         6.42   27-Nov-12     AAA       10-Dec-10   7.75    7.51   0.24   20.00   1   97.65
                             BANK



                       NATIONAL HOUSING
2012   INE557F09385                         6.42   27-Nov-12     AAA       10-Dec-10   7.75    7.51   0.24   20.00   1   97.65
                             BANK




                        POWER FINANCE
2013   INE134E08AJ7                         8.94   15-Jan-13     AAA       10-Dec-10   9.02    7.61   1.41   35.00   1   99.80
                      CORPORATION LIMITED




2013   INE523E07483   L&T FINANCE LIMITED   8.50   3-Mar-13    AA+(CARE)   10-Dec-10   0.00    7.61    -     11.80   2   97.69




2013   INE523E07475   L&T FINANCE LIMITED   8.40   4-Mar-13    AA+(CARE)   10-Dec-10   11.75   7.61   4.13   26.78   1   97.94




                        MAGMA SHRACHI
2013   INE511C08159                          -     11-May-13   AA(CARE)    10-Dec-10   10.06   7.61   2.45   40.00   1   100.78
                        FINANCE LIMITED




                       NATIONAL HOUSING
2013   INE557F09484                         6.95   24-May-13         AAA   10-Dec-10   8.57    7.61   0.96   50.00   1   96.47
                             BANK
                      SHRIRAM TRANSPORT
2013   INE721A08554    FINANCE COMPANY        -     24-Jun-13   AAA(SO)   10-Dec-10   0.00   7.61    -     2.00    1   100.57
                            LIMITED




                       NATIONAL HOUSING
2013   INE557F08DO0                         8.20    30-Aug-13    AAA      10-Dec-10   9.10   7.61   1.49   25.00   1   97.82
                             BANK




                       NATIONAL HOUSING
2013   INE557F08DP7                         7.85    13-Sep-13    AAA      10-Dec-10   8.21   7.61   0.60   25.00   1   99.06
                             BANK




                       NATIONAL HOUSING
2013   INE557F08DP7                         7.85    13-Sep-13    AAA      10-Dec-10   8.21   7.61   0.60   25.00   1   99.06
                             BANK




                      RELIANCE INDUSTRIES
2013   INE002A07700                         11.45   25-Nov-13    AAA      10-Dec-10   8.95   7.61   1.34   25.00   1   106.20
                            LIMITED




                      RELIANCE INDUSTRIES
2013   INE002A07700                         11.45   25-Nov-13    AAA      10-Dec-10   8.95   7.61   1.34   25.00   1   106.20
                            LIMITED




                      RELIANCE INDUSTRIES
2013   INE002A07718                         11.45   25-Nov-13    AAA      10-Dec-10   8.95   7.61   1.34   20.00   1   106.20
                            LIMITED




                      RELIANCE INDUSTRIES
2013   INE002A07718                         11.45   25-Nov-13    AAA      10-Dec-10   8.95   7.61   1.34   20.00   1   106.20
                            LIMITED
                       NATIONAL BANK FOR
2013   INE261F09FM6   AGRICULTURE & RURAL     8.90    2-Dec-13      AAA      10-Dec-10   8.94    7.61   1.33   20.00   1   99.89
                         DEVELOPMENT




                       NATIONAL BANK FOR
2013   INE261F09FM6   AGRICULTURE & RURAL     8.90    2-Dec-13      AAA      10-Dec-10   8.94    7.61   1.33   20.00   1   99.89
                         DEVELOPMENT




                      INDIA INFRASTRUCTURE
2014   INE787H09038     FINANCE COMPANY       6.85    22-Jan-14   AAA(so)    10-Dec-10   6.45    7.78    -     6.00    2   101.06
                              LIMITED




                      JAIPRAKASH ASSOCIATES
2015   INE455F07295                           12.50   31-Jan-15   A+(CARE)   10-Dec-10   11.10   8.19   2.91   10.00   2   105.34
                             LIMITED




                      JAIPRAKASH ASSOCIATES
2015   INE455F07303                           12.50   30-Apr-15   A+(CARE)   10-Dec-10   11.10   8.19   2.91   10.00   3   105.58
                             LIMITED




                        NATIONAL CAPITAL
2016   INE525E09070     REGION PLANNING       8.68    18-Aug-19     AAA      10-Dec-10   8.79    8.19   0.60   1.50    1   99.26
                             BOARD




2016   INE692A09126   UNION BANK OF INDIA     8.95    16-Oct-21     AAA      10-Dec-10   9.07    8.19   0.88   10.00   1   100.35
                        BHUSHAN STEEL &
2018   INE824B07333                         10.90   26-Aug-18   PR1+ (CARE)   10-Dec-10   10.70   8.21   2.49   14.00   3   100.87
                         STRIPS LIMITED




                          HOUSING
2018   INE001A07EM4 DEVELOPMENT FINANCE     9.90    23-Dec-18      AAA        10-Dec-10   9.15    8.21   0.94   15.00   2   104.09
                    CORPORATION LIMITED




                      NATIONAL BANK FOR
2019   INE261F09EZ1    AGRICULTURE AND      0.00    31-Mar-19      AAA        10-Dec-10   8.20    8.23    -     0.70    1   52.00
                      RURAL DEVELOPMENT




                         INDIAN RAILWAY
2019   INE053F09FY2   FINANCE CORPORATION   8.19    27-Apr-19      AAA        10-Dec-10   8.94    8.23   0.71   4.90    1   96.68
                             LIMITED




2019   INE008A08R97     IDBI BANK LIMITED   0.00    19-Nov-24      AA+        10-Dec-10   9.10    8.23   0.87   2.00    1   99.35




                           WEST BENGAL
                         INFRASTRUCTURE
2020   INE740F08397                         9.20    6-Apr-20       A(SO)      10-Dec-10   8.97    8.25   0.72   0.10    1   102.65
                      DEVELOPMENT FINANCE
                           CORPORATION




2020   INE528G08170     YES BANK LIMITED    9.30    30-Apr-20   LA+(ICRA)     10-Dec-10   10.29   8.25   2.04   10.00   1   98.00
                        POWER FINANCE
2020   INE134E08CX4                         8.70   14-May-20   AAA   10-Dec-10   8.99   8.25   0.74   5.00    1   98.07
                      CORPORATION LIMITED




                        POWER FINANCE
2020   INE134E08CX4                         8.70   14-May-20   AAA   10-Dec-10   8.99   8.25   0.74   5.00    1   98.07
                      CORPORATION LIMITED




                       INFOTEL BROADBAND
2020   INE110L08011                         8.95   15-Sep-20    -    10-Dec-10   8.93   8.25   0.68   65.00   2   100.04
                         SERVICES LIMITED




                      LIC HOUSING FINANCE
2020   INE115A07AA5                         8.88   13-Oct-20   AAA   10-Dec-10   9.05   8.25   0.80   0.20    1   98.85
                            LIMITED




                             RURAL
2020   INE020B08450     ELECTRIFICATION     8.80   25-Oct-20   AAA   10-Dec-10   8.94   8.25   0.69   50.00   4   98.98
                      CORPORATION LIMITED




                        POWER FINANCE
2020   INE134E08DG7                         8.78   15-Nov-20   AAA   10-Dec-10   8.97   8.25   0.72   15.40   2   98.72
                      CORPORATION LIMITED




                            RURAL
2020   INE020B08468     ELECTRIFICATION     8.80   29-Nov-20   AAA   10-Dec-10   8.79   8.25   0.54   56.00   9   100.00
                      CORPORATION LIMITED
                         INFRASTRUCTURE
2020   INE043D07336   DEVELOPMENT FINANCE   8.89    2-Dec-20    AA+     10-Dec-10   8.90    8.25   0.65   0.10    1   99.90
                        COMPANY LIMITED




                          MAHINDRA &
2021   INE774D08KV6   MAHINDRA FINANCIAL    9.80    25-Jan-21   AA-     10-Dec-10   11.18   8.31   2.88   0.15    1   100.00
                        SERVICES LIMITED




                        ANDHRA PRADESH
2022   INE847E09029      POWER FINANCE      8.74    14-Nov-22   A(SO)   10-Dec-10   8.74    8.36   0.38   2.20    2   99.97
                      CORPORATION LIMITED




                             RURAL
2025   INE020B08443     ELECTRIFICATION     8.75    12-Jul-25   AAA     10-Dec-10   8.76    8.51   0.25   11.50   2   99.76
                      CORPORATION LIMITED




                       SHRIRAM TRANSPORT
2025   INE721A08AH3     FINANCE COMPANY     11.00   30-Aug-25    AA     10-Dec-10   11.03   8.51   2.52   3.50    1   99.65
                             LIMITED




                         INFRASTRUCTURE
2025   INE043D07245   DEVELOPMENT FINANCE   8.82    29-Sep-25   AA+     10-Dec-10   9.05    8.51   0.54   15.60   1   98.01
                           CO. LIMITED
2025   INE062A08025    STATE BANK OF INDIA           -         4-Nov-25        AAA        10-Dec-10       9.01          8.51   0.50   0.40    1   103.90




                         INFRASTRUCTURE
2025   INE043D07328   DEVELOPMENT FINANCE          8.90       19-Nov-25        AA+        10-Dec-10       9.09          8.51   0.58   3.40    2   98.44
                        COMPANY LIMITED




                        ORIENTAL BANK OF
2099   INE141A09116                                9.05        31-Dec-99       AA+        10-Dec-10       9.24          8.69   0.55   10.00   1   100.00
                           COMMERCE




                                                AMOUNT
                      REPORTING PLATFORMS                      TRADES
                                                ( IN CRS)

                              FIMMDA              1020.33         69

                                NSE               160.00           9

                                BSE               247.40           9

                              TOTAL I             1427.73        87.00
                           LESS POSSIBLE
                                                  400.00          11
                           DUPLICATION

                             TOTAL II             1027.73        76.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                      CORPORATE BONDS TRADED DATA AND SPREADS AS ON 9th December, 2010


Year Of                                                                                                   Weighted Avg.                  Spread over G-                   No Of
               ISIN               Description            Coupon      Maturity     Ratings    Date Dealt                 G-Sec Base Yield                Cum. Value (Cr)            W. A. Price
Maturity                                                                                                      Yield                           Sec                         Trades




                           CITICORP FINANCE (INDIA)
  2010     INE136E07CA9                                     -        27-Dec-10     AA+        9-Dec-10         0.00           7.24             -            49.80           2        118.54
                                   LIMITED




                          DSP MERRILL LYNCH CAPITAL
  2010     INE090H07DK8                                     -        28-Dec-10    AA+(SO)     9-Dec-10        13.83           7.24             -            49.00           6        111.86
                                   LIMITED




                              POWER FINANCE
  2011     INE134E08AK5                                    9.01      15-Feb-11     AAA        9-Dec-10         8.11           7.28            0.83          35.00           1        100.05
                            CORPORATION LIMITED




                           IL&FS FINANCIAL SERVICES
  2011     INE121H07729                                    7.46      4-Mar-11        -        9-Dec-10         0.00           7.28             -            15.00           1         99.69
                                    LIMITED




                           KOTAK MAHINDRA PRIME
  2011     INE916D07Q63                                    8.25     24-May-11    LAA(ICRA)    9-Dec-10         0.00           7.28             -            10.00           1         99.57
                                  LIMITED




                            LIC HOUSING FINANCE
  2011     INE115A07791                                    7.05      9-Jun-11      AAA        9-Dec-10         9.30           7.28            2.02          25.00           1         98.95
                                  LIMITED
                        LIC HOUSING FINANCE
2011   INE115A07791                              7.05   9-Jun-11        AAA        9-Dec-10   9.31   7.28   2.03   25.00   1   98.95
                              LIMITED




                       ETHL COMMUNICATIONS
2011   INE216J07012                              0.00   22-Jul-11   AAA(ind) FITCH 9-Dec-10   9.06   7.28   1.78   19.00   1   94.82
                      HOLDINGS PRIVATE LIMITED




2011   INE557F09351   NATIONAL HOUSING BANK      6.90   1-Sep-12        AAA        9-Dec-10   7.85   7.28   0.56   25.00   1   98.45




2011   INE557F09351   NATIONAL HOUSING BANK      6.90   1-Sep-12        AAA        9-Dec-10   7.85   7.28   0.57   25.00   1   98.45




2011   INE557F09369   NATIONAL HOUSING BANK      6.90   30-Oct-12       AAA        9-Dec-10   7.91   7.28   0.63   25.00   1   98.25




2011   INE557F09369   NATIONAL HOUSING BANK      6.90   30-Oct-12       AAA        9-Dec-10   7.91   7.28   0.63   25.00   1   98.25




2011   INE557F09377   NATIONAL HOUSING BANK      6.55   20-Nov-12       AAA        9-Dec-10   7.72   7.28   0.44   80.00   1   97.93




2011   INE557F09377   NATIONAL HOUSING BANK      6.55   20-Nov-12       AAA        9-Dec-10   7.72   7.28   0.44   80.00   1   97.93
2011   INE557F09435   NATIONAL HOUSING BANK     6.40    27-Jan-13    AAA       9-Dec-10   6.73    7.28    -     80.00   1   99.32




2011   INE557F09435   NATIONAL HOUSING BANK     6.40    27-Jan-13    AAA       9-Dec-10   6.73    7.28    -     80.00   1   99.32




2011   INE556F08IQ6            SIDBI            6.50    19-Mar-13      -       9-Dec-10   6.76    7.28    -     50.00   1   99.41




2012   INE018A08AC5   LARSEN & TOUBRO LIMITED   9.20    21-Jan-12    AAA       9-Dec-10   9.05    7.45   1.60   25.00   1   100.11




2012   INE018A08AC5   LARSEN & TOUBRO LIMITED   9.20    21-Jan-12    AAA       9-Dec-10   9.05    7.45   1.60   25.00   1   100.11




                       INDIABULLS FINANCIAL
2012   INE894F07139                             8.90    29-Feb-12     AA-      9-Dec-10   13.45   7.45    -     40.00   1   99.53
                         SERVICES LIMITED




                      MAHARASHTRA KRISHNA
2012   INE343E08013    VALLEY DEVLOPEMENT       11.50   31-May-12   BBB-(SO)   9-Dec-10   10.55   7.45   3.10   2.00    1   101.18
                          CORPORATION




                      RURAL ELECTRIFICATION
2012   INE020B07EJ8                             7.00    2-Jun-12     AAA       9-Dec-10   9.00    7.45   1.55   25.00   1   97.25
                       CORPORATION LIMITED
                       RURAL ELECTRIFICATION
2012   INE020B07EJ8                            7.00   2-Jun-12    AAA   9-Dec-10   9.00   7.45   1.55   25.00    1   97.25
                        CORPORATION LIMITED




2013   INE160A09116    PUNJAB NATIONAL BANK    5.90   8-Jun-13    AAA   9-Dec-10   8.75   7.58   1.17    0.30    1   93.82




                        NATIONAL BANK FOR
2013   INE261F09FE3   AGRICULTURAL AND RURAL   6.85   6-Jul-13    AAA   9-Dec-10   7.46   7.58    -     75.00    1   98.54
                           DEVELOPMENT




                        NATIONAL BANK FOR
2013   INE261F09FE3   AGRICULTURAL AND RURAL   6.85   6-Jul-13    AAA   9-Dec-10   7.46   7.58    -     75.00    1   98.54
                           DEVELOPMENT




2013   INE557F08DP7   NATIONAL HOUSING BANK    7.85   13-Sep-13   AAA   9-Dec-10   8.20   7.58   0.62   25.00    1   99.09




2013   INE557F08DP7   NATIONAL HOUSING BANK    7.85   13-Sep-13   AAA   9-Dec-10   8.20   7.58   0.62   25.00    1   99.09




                        NATIONAL BANK FOR
2013   INE261F09FM6    AGRICULTURE & RURAL     8.90   2-Dec-13    AAA   9-Dec-10   8.92   7.58   1.34   220.00   6   99.91
                          DEVELOPMENT
                        INDIA INFRASTRUCTURE
2014   INE787H09038                              6.85    22-Jan-14    AAA(so)    9-Dec-10   6.01    7.74    -     0.70    1   102.30
                      FINANCE COMPANY LIMITED




2017   INE722A07166        SHRIRAM CITY          10.50   23-Nov-17   CARE AA-    9-Dec-10   10.68   8.22   2.46   5.00    1   99.12




                      POWER GRID CORPORATION
2018   INE752E07FX8                              8.80    29-Sep-18     AAA       9-Dec-10   8.90    8.24   0.66   5.00    1   99.36
                             OF INDIA




                      POWER GRID CORPORATION
2018   INE752E07FX8                              8.80    29-Sep-18     AAA       9-Dec-10   8.90    8.24   0.66   5.00    1   99.36
                             OF INDIA




                      INDIAN RAILWAY FINANCE
2019   INE053F09FY2                              8.19    27-Apr-19     AAA       9-Dec-10   8.77    8.27   0.50   13.00   3   97.14
                        CORPORATION LIMITED




                      STEEL AUTHORITY OF INDIA
2019   INE114A07463                              8.80    22-Jun-19     AAA       9-Dec-10   8.91    8.27   0.64   10.00   1   99.29
                              LIMITED




                      STEEL AUTHORITY OF INDIA
2019   INE114A07463                              8.80    22-Jun-19     AAA       9-Dec-10   8.91    8.27   0.63   10.00   1   99.29
                              LIMITED




2020   INE528G08147       YES BANK LIMITED       9.65    22-Jan-20   LA+(ICRA)   9-Dec-10   9.58    8.30   1.28   10.00   2   100.34
                        NATIONAL AVIATION
2020   INE954K08014                                9.13    26-Mar-20   AAA(SO)   9-Dec-10   8.68    8.30   0.38   0.30    2   103.95
                      COMPANY OF INDIA LIMITED




                        TATA MOTORS FINANCE
2020   INE909H08030                                10.70   10-Apr-20     A       9-Dec-10   10.14   8.30   1.84   0.10    1   103.10
                              LIMITED




                          POWER FINANCE
2020   INE134E08CZ9                                8.65    15-Jun-20    AAA      9-Dec-10   8.75    8.30   0.45   10.00   1   99.25
                        CORPORATION LIMITED




2020   INE296A08433   BAJAJ AUTO FINANCE LIMITED   9.45     2-Jul-20    AA+      9-Dec-10   9.55    8.30   1.25   0.20    1   99.25




                           INFRASTRUCTURE
2020   INE043D07161     DEVELOPMENT FINANCE        8.79    15-Sep-20    AA+      9-Dec-10   8.98    8.30   0.68   11.70   5   98.68
                          COMPANY LIMITED




                         INFOTEL BROADBAND
2020   INE110L08011                                8.95    15-Sep-20      -      9-Dec-10   8.93    8.30   0.63   15.00   1   100.01
                           SERVICES LIMITED




                           INFRASTRUCTURE
2020   INE043D07187     DEVELOPMENT FINANCE        8.77    20-Sep-20    AAA      9-Dec-10   9.00    8.30   0.70   36.00   3   98.44
                          COMPANY LIMITED
                       LIC HOUSING FINANCE
2020   INE115A07AA5                           8.88   13-Oct-20   AAA     9-Dec-10   8.85   8.30   0.55   0.20    1   100.15
                             LIMITED




                         POWER FINANCE
2020   INE134E08DG7                           8.78   15-Nov-20   AAA     9-Dec-10   8.95   8.30   0.65   0.40    3   98.84
                       CORPORATION LIMITED




                      HOUSING DEVELOPMENT
2020   INE001A07FW0   FINANCE CORPORATION     8.98   26-Nov-20   AAA     9-Dec-10   9.00   8.30   0.70   0.50    1   99.81
                            LIMITED




                      RURAL ELECTRIFICATION
2020   INE020B08468                           8.80   29-Nov-20   AAA     9-Dec-10   8.84   8.30   0.55   43.60   9   99.70
                       CORPORATION LIMITED




                         INFRASTRUCTURE
2020   INE043D07336   DEVELOPMENT FINANCE     8.89   2-Dec-20    AA+     9-Dec-10   9.06   8.30   0.76   20.00   1   98.92
                        COMPANY LIMITED




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION    8.74   14-Nov-22   A(SO)   9-Dec-10   8.78   8.40   0.38   0.30    2   99.69
                             LIMITED
                       RURAL ELECTRIFICATION
2025   INE020B08443                             8.75   12-Jul-25   AAA   9-Dec-10   8.86   8.57   0.29   0.10    1   99.00
                       CORPORATION LIMITED




                          INFRASTRUCTURE
2025   INE043D07120    DEVELOPMENT FINANCE      8.80   21-Jul-25   AA+   9-Dec-10   9.06   8.57   0.49   15.00   1   97.85
                         COMPANY LIMITED




                      INDIAN RENEWABLE ENERGY
2025   INE202E07062     DEVELOPMENT AGENCY      9.02   24-Sep-25    -    9-Dec-10   9.02   8.57   0.45   5.00    1   99.90
                               LIMITED




                          INFRASTRUCTURE
2025   INE043D07245   DEVELOPMENT FINANCE CO.   8.82   29-Sep-25   AA+   9-Dec-10   8.85   8.57   0.28   6.80    4   99.64
                              LIMITED




2025   INE062A08025     STATE BANK OF INDIA      -     4-Nov-25    AAA   9-Dec-10   8.85   8.57   0.29   0.30    2   105.21




                          INFRASTRUCTURE
2025   INE043D07328    DEVELOPMENT FINANCE      8.90   19-Nov-25   AA+   9-Dec-10   9.05   8.57   0.48   10.00   1   98.70
                         COMPANY LIMITED
                       INDIAN RAILWAY FINANCE
2030   INE053F09GX2                                      8.79        4-May-30       AAA         9-Dec-10       9.03           8.67   0.36   0.20    1   99.51
                        CORPORATION LIMITED




                           INFRASTRUCTURE
2030   INE039A09MC4     DEVELOPMENT FINANCE              9.75        13-Jul-30      AA+         9-Dec-10       9.83           8.67   1.16   0.50    1   99.14
                          COMPANY LIMITED




2036   INE039A09LW4           IFCI LIMITED                 -          7-Jul-36        -         9-Dec-10       0.00           8.69    -     19.45   1    9.35




2099   INE008A08S70          IDBI BANK LTD                 -         31-Dec-99      AA+         9-Dec-10       9.06           8.71   0.35   0.20    1   100.45




                                                      AMOUNT
                         REPORTING PLATFORMS                         TRADES
                                                      ( IN CRS)

                                FIMMDA                  957.65          72

                                  NSE                   445.90          17


                                   BSE                  111.10           7

                                TOTAL I                 1514.65        96.00


                      LESS POSSIBLE DUPLICATION         400.00          11


                                TOTAL II                1114.65        85.00


                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                          CORPORATE BONDS TRADED DATA AND SPREADS AS ON 8th December, 2010


          Year Of                                                                                           Weighted Avg.   G-Sec Base   Spread over G- Cum. Value
                         ISIN            Description        Coupon     Maturity     Ratings    Date Dealt                                                            No Of Trades   W. A. Price
          Maturity                                                                                              Yield         Yield           Sec          (Cr)




                                       INFRASTRUCTURE
            2010     INE043D08BK8   DEVELOPMENT FINANCE        -       15-Dec-10     AA+        8-Dec-10        7.82           7.23          0.59         10.00           1            99.87
                                      COMPANY LIMITED




                                     DSP MERRILL LYNCH
AA+(SO)     2010     INE090H07DK8                              -       28-Dec-10                8-Dec-10        0.00           7.23            -          24.50           3           124.10
                                      CAPITAL LIMITED




                                    HOUSING DEVELOPMENT
            2011     INE001A07DI4   FINANCE CORPORATION      0.00      10-Jan-11     AAA        8-Dec-10        7.45           7.27          0.18         70.00           2            99.35
                                          LIMITED




                                      KOTAK MAHINDRA
            2011     INE916D076A2                            7.30      18-Jan-11   LAA(ICRA)    8-Dec-10        0.00           7.27            -          24.00           1            99.92
                                       PRIME LIMITED




                                      POWER FINANCE
            2011     INE134E08AK5                            9.01      15-Feb-11     AAA        8-Dec-10        8.12           7.27          0.85         35.00           1           100.06
                                    CORPORATION LIMITED




                                       INFRASTRUCTURE
            2011     INE043D08BY9   DEVELOPMENT FINANCE        -       4-Mar-11      AA+        8-Dec-10        8.68           7.27          1.41          5.00           1            98.02
                                      COMPANY LIMITED
2011   INE090A08EN3    ICICI BANK LIMITED   0.00   29-Apr-11   AAA   8-Dec-10   0.00   7.27    -     30.00   1   99.63




                       THE TATA IRON AND
2011   INE081A07183      STEEL COMPANY      2.50   7-May-11    AA    8-Dec-10   9.18   7.27   1.91   95.00   1   99.99
                             LIMITED




                      LIC HOUSING FINANCE
2011   INE115A07791                         7.05   9-Jun-11    AAA   8-Dec-10   9.13   7.27   1.86   25.00   1   98.95
                            LIMITED




2011   INE804I07488   ECL FINANCE LIMITED   7.25   9-Jun-11    AA-   8-Dec-10   0.00   7.27    -     30.00   1   100.02




                         INFRASTRUCTURE
2011   INE043D08BX1   DEVELOPMENT FINANCE   0.00   11-Jun-11   AA+   8-Dec-10   8.88   7.27   1.61   75.00   3   99.22
                        COMPANY LIMITED




                          MAHINDRA &
2011   INE774D07FD6   MAHINDRA FINANCIAL     -     15-Jul-11   AA-   8-Dec-10   9.76   7.27   2.49   20.00   1   100.55
                        SERVICES LIMITED
                       BAJAJ AUTO FINANCE
2011   INE296A07104                          8.15    21-Jul-11    LAA+(ICRA)    8-Dec-10   0.00    7.27    -     3.00    1   99.04
                             LIMITED




                      ETHL COMMUNICATIONS
2011   INE216J07012     HOLDINGS PRIVATE     0.00    22-Jul-11   AAA(ind) FITCH 8-Dec-10   10.12   7.27   2.85   9.30    2   94.23
                             LIMITED




                      LIC HOUSING FINANCE
2011   INE115A07908                            -     8-Aug-11         AAA       8-Dec-10   9.29    7.27   2.02   1.00    1   94.28
                            LIMITED




                            RURAL
2011   INE020B07DU7     ELECTRIFICATION      10.95   14-Aug-11        AAA       8-Dec-10   9.06    7.27   1.79   40.00   2   101.05
                      CORPORATION LIMITED




                         INFRASTRUCTURE
2011   INE043D08375   DEVELOPMENT FINANCE    8.60    24-Nov-11        AA+       8-Dec-10   9.18    7.27   1.91   0.40    1   99.46
                        COMPANY LIMITED




                       RELIANCE INDUSTRIES
2011   INE002A07742                          10.10   12-Dec-11        AAA       8-Dec-10   8.75    7.27   1.47   25.00   1   101.25
                             LIMITED
                      RELIANCE INDUSTRIES
2011   INE002A07742                          10.10   12-Dec-11   AAA   8-Dec-10   8.75   7.27   1.48   25.00    1   101.25
                            LIMITED




                       NATIONAL HOUSING
2011   INE557F09369                          6.90    30-Oct-12   AAA   8-Dec-10   7.91   7.27   0.64   25.00    1   98.24
                             BANK




                       NATIONAL HOUSING
2011   INE557F09369                          6.90    30-Oct-12   AAA   8-Dec-10   7.91   7.27   0.64   25.00    1   98.24
                             BANK




                       NATIONAL HOUSING
2011   INE557F09435                          6.40    27-Jan-13   AAA   8-Dec-10   6.74   7.27    -     190.00   4   99.30
                             BANK




                         INFRASTRUCTURE
2012   INE043D07302   DEVELOPMENT FINANCE      -     31-Jan-12   AA+   8-Dec-10   0.00   7.45    -     11.00    1   90.64
                        COMPANY LIMITED




                      INDIABULLS FINANCIAL
2012   INE894F07147                          8.90    27-Feb-12   AA-   8-Dec-10   9.30   7.45   1.85   50.00    1   99.57
                        SERVICES LIMITED




                         INFRASTRUCTURE
2012   INE043D08CU5   DEVELOPMENT FINANCE    7.25    19-Mar-12   AA+   8-Dec-10   9.11   7.45   1.66   10.00    2   97.78
                        COMPANY LIMITED
                         MAHARASHTRA
                        KRISHNA VALLEY
2012   INE343E08013                         11.50   31-May-12   BBB-(SO)   8-Dec-10   10.61   7.45   3.16   2.00    1   101.10
                         DEVLOPEMENT
                         CORPORATION




                         INDIAN RAILWAY
2012   INE053F09FH7   FINANCE CORPORATION   9.68     3-Jul-12    AAA       8-Dec-10   8.75    7.45   1.30   10.00   2   101.58
                             LIMITED




2012   INE910H08012   CAIRN INDIA LIMITED   8.35    12-Jul-12     0.00     8-Dec-10   8.90    7.45   1.45   75.00   1   99.23




                        CITICORP FINANCE
2012   INE136E07FR6                           -     1-Oct-12     AA+       8-Dec-10   0.00    7.45    -     0.40    2   116.55
                         (INDIA) LIMITED




                      NATIONAL BANK FOR
2012   INE261F09DN9    AGRICULTURAL AND     9.50    15-Oct-12    AAA       8-Dec-10   8.75    7.45   1.30   5.00    1   101.16
                      RURAL DEVELOPMENT




                      NATIONAL BANK FOR
2012   INE261F09DN9    AGRICULTURAL AND     9.50    15-Oct-12    AAA       8-Dec-10   8.75    7.45   1.30   5.00    1   101.16
                      RURAL DEVELOPMENT
                            RURAL
2012   INE020B07EX9     ELECTRIFICATION     7.75   17-Nov-12   AAA   8-Dec-10   8.69   7.45   1.24   50.00    1   98.35
                      CORPORATION LIMITED




                            RURAL
2012   INE020B07EX9     ELECTRIFICATION     7.75   17-Nov-12   AAA   8-Dec-10   8.69   7.45   1.24   50.00    1   98.35
                      CORPORATION LIMITED




                       NATIONAL HOUSING
2012   INE557F09385                         6.42   27-Nov-12   AAA   8-Dec-10   7.76   7.45   0.31   20.00    1   97.62
                             BANK




                       NATIONAL HOUSING
2012   INE557F09385                         6.42   27-Nov-12   AAA   8-Dec-10   7.76   7.45   0.31   20.00    1   97.62
                             BANK




                       AIRPORTS AUTHORITY
2013   INE309K07013                         7.40   22-Jan-13    -    8-Dec-10   9.00   7.58   1.42   45.00    4   96.98
                            OF INDIA




                      HINDUSTAN PETROLEUM
2013   INE094A07038                         7.70   12-Apr-13   AAA   8-Dec-10   9.00   7.58   1.42   15.00    3   97.26
                      CORPORATION LIMITED




                       NATIONAL HOUSING
2013   INE557F08DO0                         8.20   30-Aug-13   AAA   8-Dec-10   8.98   7.58   1.40   130.00   6   98.09
                             BANK
                       NATIONAL HOUSING
2013   INE557F08DP7                         7.85    13-Sep-13   AAA   8-Dec-10   8.20   7.58   0.62   25.00    1   99.08
                             BANK




                       NATIONAL HOUSING
2013   INE557F08DP7                         7.85    13-Sep-13   AAA   8-Dec-10   8.20   7.58   0.62   25.00    1   99.08
                             BANK




                      LIC HOUSING FINANCE
2013   INE115A07981                         8.48    27-Sep-13   AAA   8-Dec-10   9.48   7.58   1.90    5.00    1   97.55
                            LIMITED




                        POWER FINANCE
2013   INE134E08BF3                         11.40   28-Nov-13   AAA   8-Dec-10   8.98   7.58   1.40    5.00    1   106.06
                      CORPORATION LIMITED




                        POWER FINANCE
2013   INE134E08BF3                         11.40   28-Nov-13   AAA   8-Dec-10   8.98   7.58   1.40    5.00    1   106.06
                      CORPORATION LIMITED




                       NATIONAL BANK FOR
2013   INE261F09FM6   AGRICULTURE & RURAL   8.90    2-Dec-13    AAA   8-Dec-10   8.91   7.58   1.33   385.00   4   99.97
                         DEVELOPMENT
                            RURAL
2014   INE020B07BP1     ELECTRIFICATION     7.20    17-Sep-14     AAA       8-Dec-10   8.53    7.74   0.79    0.50    1   95.80
                      CORPORATION LIMITED




                       SHRIRAM TRANSPORT
2015   INE721A08AG5     FINANCE COMPANY       -     24-Aug-15      AA       8-Dec-10   0.00    8.21    -     100.00   6   106.62
                             LIMITED




                         DEWAN HOUSING
2017   INE202B08355   FINANCE CORPORATION   10.00   24-Sep-17     AA-       8-Dec-10   10.34   8.21   2.13   20.00    1   100.00
                            LIMITED




                         INDIAN RAILWAY
2018   INE053F09FR6   FINANCE CORPORATION   8.45    26-Dec-18     AAA       8-Dec-10   8.95    8.23   0.72    0.10    1   98.21
                             LIMITED




                         INDIAN RAILWAY
2019   INE053F09FU0   FINANCE CORPORATION   8.55    15-Jan-19     AAA       8-Dec-10   8.85    8.26   0.59   42.90    3   98.86
                               LTD




2020   INE528G08147     YES BANK LIMITED    9.65    22-Jan-20   LA+(ICRA)   8-Dec-10   9.58    8.29   1.29    5.00    1   100.33
                         INDIAN RAILWAY
2020   INE053F09GP8   FINANCE CORPORATION   8.55   3-Feb-20      AAA       8-Dec-10   8.86   8.29   0.57   10.00   2   98.67
                             LIMITED




2020   INE528G08170     YES BANK LIMITED    9.30   30-Apr-20   LA+(ICRA)   8-Dec-10   9.97   8.29   1.68   30.00   2   99.82




                         INFRASTRUCTURE
2020   INE043D08DJ6   DEVELOPMENT FINANCE   8.65   24-May-20     AA+       8-Dec-10   9.00   8.29   0.71   12.00   3   97.69
                        COMPANY LIMITED




                      WATER & SANITATION
2020   INE873F09030                         7.50   9-Sep-20        -       8-Dec-10   7.41   8.29    -     9.75    1   100.57
                        POOLED FUND




                         INFRASTRUCTURE
2020   INE043D07237   DEVELOPMENT FINANCE   8.72   29-Sep-20     AA+       8-Dec-10   8.96   8.29   0.67   50.50   5   98.37
                        COMPANY LIMITED




                       BIRLA CORPORATION
2020   INE340A07068                         9.05   13-Oct-20     AA+       8-Dec-10   9.31   8.29   1.02   15.00   1   98.33
                             LIMITED




                       BIRLA CORPORATION
2020   INE340A07068                         9.05   13-Oct-20     AA+       8-Dec-10   9.31   8.29   1.01   15.00   1   98.33
                             LIMITED
                        POWER FINANCE
2020   INE134E08DG7                         8.78   15-Nov-20   AAA   8-Dec-10   8.98   8.29   0.69   73.70   12   98.66
                      CORPORATION LIMITED




2020   INE895D08287    TATA SONS LIMITED    9.18   23-Nov-20   AAA   8-Dec-10   9.15   8.29   0.85   0.10    1    100.20




                      HOUSING DEVELOPMENT
2020   INE001A07FW0   FINANCE CORPORATION   8.98   26-Nov-20   AAA   8-Dec-10   9.10   8.29   0.81   75.00   15   99.17
                            LIMITED




                            RURAL
2020   INE020B08468     ELECTRIFICATION     8.80   29-Nov-20   AAA   8-Dec-10   8.91   8.29   0.62   5.60    7    99.28
                      CORPORATION LIMITED




                         INFRASTRUCTURE
2020   INE043D07336   DEVELOPMENT FINANCE   8.89   2-Dec-20    AA+   8-Dec-10   8.89   8.29   0.60   10.00   1    100.00
                        COMPANY LIMITED




2020   INE008A08S54     IDBI BANK LIMITED    -     31-Dec-99   AA+   8-Dec-10   9.60   8.29   1.31   2.10    2    102.45
                        ANDHRA PRADESH
2022   INE847E09029      POWER FINANCE       8.74   14-Nov-22   A(SO)   8-Dec-10   8.73   8.40   0.33   25.10   5   100.02
                      CORPORATION LIMITED




                             RURAL
2025   INE020B08443     ELECTRIFICATION      8.75   12-Jul-25   AAA     8-Dec-10   9.00   8.57   0.43   20.00   4   97.86
                      CORPORATION LIMITED




                         INFRASTRUCTURE
2025   INE043D07120   DEVELOPMENT FINANCE    8.80   21-Jul-25   AA+     8-Dec-10   8.92   8.57   0.35   24.00   5   98.96
                        COMPANY LIMITED




                       INDIAN RENEWABLE
2025   INE202E07062   ENERGY DEVELOPMENT     9.02   24-Sep-25     -     8-Dec-10   8.98   8.57   0.41   1.50    1   100.24
                         AGENCY LIMITED




2025   INE062A08025    STATE BANK OF INDIA    -     4-Nov-25    AAA     8-Dec-10   8.83   8.57   0.26   0.40    2   105.40
                         INFRASTRUCTURE
2030   INE039A09MC4   DEVELOPMENT FINANCE          9.75       13-Jul-30      AA+        8-Dec-10       9.81          8.67     1.14   0.70   2   99.35
                        COMPANY LIMITED




                         INDIAN RAILWAY
2035   INE053F09HH3   FINANCE CORPORATION          8.83      14-May-35       AAA        8-Dec-10       9.05          8.69     0.36   3.00   2   99.72
                             LIMITED




2099   INE008A08S70        IDBI BANK LTD             -        31-Dec-99      AA+        8-Dec-10       9.13          8.71     0.42   0.30   1   100.00




                        ORIENTAL BANK OF
2099   INE141A09116                                9.05       31-Dec-99      AA+        8-Dec-10       9.27          8.71     0.56   1.80   4   99.78
                           COMMERCE



                                                AMOUNT
                      REPORTING PLATFORMS                     TRADES
                                                ( IN CRS)
                              FIMMDA              1464.25        121
                                NSE                460.40         32
                                BSE                365.00          9
                              TOTAL I             2289.65      162.00
                           LESS POSSIBLE
                                                  170.00          8
                           DUPLICATION
                             TOTAL II             2119.65      154.00


                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                     CORPORATE BONDS TRADED DATA AND SPREADS AS ON 7th December, 2010

Year Of                                                                                               Weighted Avg.   G-Sec Base   Spread over G- Cum. Value   No Of
               ISIN              Description         Coupon      Maturity     Ratings    Date Dealt                                                                     W. A. Price
Maturity                                                                                                  Yield         Yield           Sec          (Cr)      Trades



                             KOTAK MAHINDRA
  2011     INE916D07Y06                                7.05     25-Feb-11    LAA(ICRA)    7-Dec-10        0.00           7.29           -           25.00        1         99.31
                               PRIMELIMITED




  2011     INE102D08056      GODREJ CONSUMER            -       16-Mar-11        -        7-Dec-10        0.00           7.29           -           25.00        1        101.39




  2011     INE090A08FR1      ICICI BANK LIMITED        0.00     28-Apr-11      AAA        7-Dec-10        0.00           7.29           -            9.00        1         99.36




                              KOTAK MAHINDRA
  2011     INE975F07BI2                                7.10      9-May-11      LAA-       7-Dec-10        0.00           7.29           -            7.00        1         99.07
                            INVESTMENTS LIMITED




  2011     INE804I07488     ECL FINANCE LIMITED        7.25      9-Jun-11       AA-       7-Dec-10        0.00           7.29           -           155.00       2        100.00




                              INFRASTRUCTURE
  2011     INE043D08BX1    DEVELOPMENT FINANCE         0.00      11-Jun-11     AA+        7-Dec-10        8.69           7.29          1.40         50.00        2         99.20
                             COMPANY LIMITED




  2011     INE013A07IW9   RELIANCE CAPITAL LIMITED     8.15      22-Jul-11   AAA(CARE)    7-Dec-10        10.06          7.29          2.77         20.00        2         98.71




                             NAMAN FINANCE &
  2011     INE873I08242                                8.75      29-Jul-11      0.00      7-Dec-10        0.00           7.29           -           12.00        1         95.86
                          INVESTMENT PVT LIMITED
                        BHARAT PETROLEUM
2011   INE029A07059                            6.23   28-Oct-11   AAA   7-Dec-10   8.80   7.29   1.51   50.00   1   97.90
                       CORPORATION LIMITED




                        BHARAT PETROLEUM
2011   INE029A07059                            6.23   28-Oct-11   AAA   7-Dec-10   8.79   7.29   1.50   50.00   1   97.90
                       CORPORATION LIMITED




                      TML FINANCIAL SERVICES
2011   INE909H07099                            9.35   25-Nov-11    -    7-Dec-10   0.00   7.29    -     51.20   1   99.83
                             LIMITED




2011   INE557F09351   NATIONAL HOUSING BANK    6.90   1-Sep-12    AAA   7-Dec-10   7.85   7.29   0.57   10.00   1   98.44




2011   INE557F09351   NATIONAL HOUSING BANK    6.90   1-Sep-12    AAA   7-Dec-10   7.85   7.29   0.56   10.00   1   98.44




2011   INE557F09377   NATIONAL HOUSING BANK    6.55   20-Nov-12   AAA   7-Dec-10   7.73   7.29   0.44   80.00   1   97.91




2011   INE557F09377   NATIONAL HOUSING BANK    6.55   20-Nov-12   AAA   7-Dec-10   7.73   7.29   0.44   80.00   1   97.91




2011   INE557F09435   NATIONAL HOUSING BANK    6.40   27-Jan-13   AAA   7-Dec-10   6.74   7.29    -     80.00   1   99.31




2011   INE557F09435   NATIONAL HOUSING BANK    6.40   27-Jan-13   AAA   7-Dec-10   6.74   7.29    -     80.00   1   99.31
2012   INE339K07010   SOLARIS HOLDINGS LIMITED    -     12-Sep-12    -    7-Dec-10   0.00   7.41    -     10.00   1   111.93




                          POWER FINANCE
2012   INE134E08DF9                              7.89   15-Sep-12   AAA   7-Dec-10   9.25   7.41   1.84   50.00   1   97.78
                        CORPORATION LIMITED




                       ELECTROSTEEL CASTINGS
2013   INE086A07059                              9.15   8-Feb-13     -    7-Dec-10   9.11   7.54   1.57   55.00   1   100.00
                              LIMITED




                       HINDUSTAN PETROLEUM
2013   INE094A07038                              7.70   12-Apr-13   AAA   7-Dec-10   8.98   7.54   1.44   45.00   5   97.31
                       CORPORATION LIMITED




2013   INE557F08DP7   NATIONAL HOUSING BANK      7.85   13-Sep-13   AAA   7-Dec-10   8.20   7.54   0.67   25.00   1   99.08




2013   INE557F08DP7   NATIONAL HOUSING BANK      7.85   13-Sep-13   AAA   7-Dec-10   8.20   7.54   0.66   25.00   1   99.08




                        LIC HOUSING FINANCE
2013   INE115A07981                              8.48   27-Sep-13   AAA   7-Dec-10   9.48   7.54   1.94   20.00   1   97.55
                              LIMITED




                        LIC HOUSING FINANCE
2013   INE115A07981                              8.48   27-Sep-13   AAA   7-Dec-10   9.48   7.54   1.94   20.00   1   97.55
                              LIMITED




                        NATIONAL BANK FOR
2013   INE261F09FM6    AGRICULTURE & RURAL       8.90   2-Dec-13    AAA   7-Dec-10   8.90   7.54   1.36   35.00   2   100.00
                          DEVELOPMENT
                       INDIA INFRASTRUCTURE
2014   INE787H09038      FINANCE COMPANY       6.85   22-Jan-14   AAA(so)   7-Dec-10   6.26   7.74    -     25.70   2   101.85
                               LIMITED




                      POWER GRID CORPORATION
2015   INE752E07FU4                            8.80   29-Sep-15    AAA      7-Dec-10   8.75   8.18   0.57   5.00    1   100.11
                             OF INDIA




                      POWER GRID CORPORATION
2015   INE752E07FU4                            8.80   29-Sep-15    AAA      7-Dec-10   8.75   8.18   0.57   5.00    1   100.11
                             OF INDIA




                         ORIENTAL BANK OF
2016   INE141A09074                            9.40   7-Dec-16     AA+      7-Dec-10   9.58   8.20   1.38   10.00   1   101.08
                            COMMERCE




2018   INE557F09310   NATIONAL HOUSING BANK    0.00   24-Dec-18    AAA      7-Dec-10   8.05   8.23    -     1.85    1   53.61




                        NATIONAL BANK FOR
2019   INE261F09EW8   AGRICULTURE AND RURAL    0.00   1-Jan-19     AAA      7-Dec-10   8.11   8.25    -     1.27    4   53.28
                           DEVELOPMENT




                        NATIONAL BANK FOR
2019   INE261F09EX6   AGRICULTURAL AND RURAL   0.00   1-Feb-19     AAA      7-Dec-10   0.00   8.25    -     0.20    2   52.80
                           DEVELOPMENT
                      INDIAN RAILWAY FINANCE
2019   INE053F09FY2                            8.19    27-Apr-19     AAA       7-Dec-10   8.91    8.25   0.66   2.00    1   96.83
                        CORPORATION LIMITED




                      TML FINANCIAL SERVICES
2020   INE909H08014                            10.90   20-Jan-20    AAA(so)    7-Dec-10   10.20   8.29   1.91   0.50    1   103.93
                               LTD.




                        NATIONAL AVIATION
2020   INE954K08014     COMPANY OF INDIA       9.13    26-Mar-20   AAA(SO)     7-Dec-10   8.70    8.29   0.41   7.00    1   103.81
                             LIMITED




2020   INE528G08170      YES BANK LIMITED      9.30    30-Apr-20   LA+(ICRA)   7-Dec-10   9.90    8.29   1.62   10.00   1   100.21




                       RELIANCE INDUSTRIES
2020   INE002A07775                            8.75    7-May-20      AAA       7-Dec-10   8.80    8.29   0.51   10.00   1   99.55
                             LIMITED




                        WATER & SANITATION
2020   INE873F09030                            7.50    9-Sep-20        -       7-Dec-10   7.41    8.29    -     2.00    1   100.57
                          POOLED FUND




                        INFOTEL BROADBAND
2020   INE110L08011                            8.95    15-Sep-20       -       7-Dec-10   8.93    8.29   0.64   95.00   2   100.00
                          SERVICES LIMITED




                         POWER FINANCE
2020   INE134E08DG7                            8.78    15-Nov-20     AAA       7-Dec-10   8.96    8.29   0.67   37.10   9   98.81
                       CORPORATION LIMITED
                        LIC HOUSING FINANCE
2020   INE115A07AC1                            9.00   23-Nov-20   AAA     7-Dec-10   9.00   8.29   0.71    5.00    1    100.00
                              LIMITED




2020   INE895D08287      TATA SONS LIMITED     9.18   23-Nov-20   AAA     7-Dec-10   9.13   8.29   0.84    0.80    2    100.33




                       HOUSING DEVELOPMENT
2020   INE001A07FW0    FINANCE CORPORATION     8.98   26-Nov-20   AAA     7-Dec-10   9.00   8.29   0.71    0.50    1    99.81
                             LIMITED




                       RURAL ELECTRIFICATION
2020   INE020B08468                            8.80   29-Nov-20   AAA     7-Dec-10   8.89   8.29   0.60   179.40   14   99.44
                        CORPORATION LIMITED




                          INFRASTRUCTURE
2020   INE043D07336    DEVELOPMENT FINANCE     8.89   2-Dec-20    AA+     7-Dec-10   8.89   8.29   0.60   49.50    6     3.00
                         COMPANY LIMITED




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION     8.74   14-Nov-22   A(SO)   7-Dec-10   8.78   8.40   0.38    0.10    1    99.70
                             LIMITED




                      POWER GRID CORPORATION
2024   INE752E07HY2                            8.84   21-Oct-24   AAA     7-Dec-10   8.85   8.50   0.35    4.50    1    99.85
                             OF INDIA
                      RURAL ELECTRIFICATION
2025   INE020B08443                            8.75    12-Jul-25    AAA       7-Dec-10   8.73    8.56   0.17   5.00    1   100.02
                      CORPORATION LIMITED




                          INFRASTRUCTURE
2025   INE043D07120    DEVELOPMENT FINANCE     8.80    21-Jul-25     AA+      7-Dec-10   8.79    8.56   0.23   12.00   3   100.03
                         COMPANY LIMITED




                        TATA TELESERVICES
2025   INE037E08037                            11.69   14-Aug-25   LA(ICRA)   7-Dec-10   11.01   8.56   2.46   1.00    1   104.75
                             LIMITED




                        INDIAN RENEWABLE
2025   INE202E07062    ENERGY DEVELOPMENT      9.02    24-Sep-25      -       7-Dec-10   8.99    8.56   0.43   1.50    1   100.20
                          AGENCY LIMITED




                          INFRASTRUCTURE
2025   INE043D07328    DEVELOPMENT FINANCE     8.90    19-Nov-25     AA+      7-Dec-10   0.00    8.56    -     6.50    1   99.15
                         COMPANY LIMITED




                      INDIAN RAILWAY FINANCE
2031   INE053F09HD2                            8.83    14-May-31    AAA       7-Dec-10   8.98    8.67   0.31   10.00   1   100.32
                        CORPORATION LIMITED
                      INDIAN RAILWAY FINANCE
2033   INE053F09HF7                                    8.83       14-May-33        AAA           7-Dec-10         8.93        8.67   0.26   5.00   1   100.84
                        CORPORATION LIMITED




                          ORIENTAL BANK OF
2099   INE141A09116                                    9.05        31-Dec-99        AA+          7-Dec-10         9.27        8.69   0.58   0.90   2   99.78
                             COMMERCE




                                                     AMOUNT
                        REPORTING PLATFORMS                        TRADES
                                                     ( IN CRS)

                                FIMMDA                1181.67         82

                                  NSE                  356.85         15

                                  BSE                  35.00           3

                                TOTAL I               1573.52       100.00


                      LESS POSSIBLE DUPLICATION        270.00          7


                               TOTAL II               1303.52        93.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                       CORPORATE BONDS TRADED DATA AND SPREADS AS ON 6th December, 2010


Year Of                                                                                                   Weighted     G-Sec Base   Spread over G- Cum. Value
               ISIN               Description             Coupon      Maturity     Ratings   Date Dealt                                                       No Of Trades   W. A. Price
Maturity                                                                                                  Avg. Yield     Yield           Sec         (Cr)




                           INDIAN RAILWAY FINANCE
  2011     INE053F09FL9                                     8.69      7-Jan-11      AAA      6-Dec-10        8.58         7.28          1.30         10.00         2           100.02
                             CORPORATION LIMITED




                            MAHINDRA & MAHINDRA
  2011     INE101A07213                                     9.15      9-Jan-11      AA-      6-Dec-10        0.00         7.28           -           26.00         1           100.09
                          FINANCIAL SERVICES LIMITED




                            HOUSING DEVELOPMENT
  2011     INE001A07ER3     FINANCE CORPORATION             8.00      8-Apr-11      AAA      6-Dec-10        0.00         7.28           -           16.00         1            99.83
                                  LIMITED




                               INFRASTRUCTURE
  2011     INE043D08961     DEVELOPMENT FINANCE             0.00      28-Apr-11     AA+      6-Dec-10        8.71         7.28          1.43        170.00         1           100.17
                              COMPANY LIMITED




  2011     INE090A08EN3       ICICI BANK LIMITED            0.00      29-Apr-11     AAA      6-Dec-10        0.00         7.28           -           30.00         1            99.51




                           THE TATA IRON AND STEEL
  2011     INE081A07183                                     2.50      7-May-11      AA       6-Dec-10        8.55         7.28          1.27         25.00         1           100.30
                              COMPANY LIMITED
                       THE TATA IRON AND STEEL
2011   INE081A07191                                9.80   7-May-11      AA      6-Dec-10   8.52   7.28   1.24   7.00    1   100.31
                          COMPANY LIMITED




                           KOTAK MAHINDRA
2011   INE975F07BI2                                7.10   9-May-11     LAA-     6-Dec-10   0.00   7.28    -     11.80   3   99.10
                         INVESTMENTS LIMITED




                         ICICI HOME FINANCE
2011   INE071G08254                                7.65   16-May-11   AAA(SO)   6-Dec-10   0.00   7.28    -     4.00    2   99.76
                          COMPANY LIMITED




2011   INE895D07263           TATA SONS            0.00   20-May-11    AAA      6-Dec-10   0.00   7.28    -     20.00   1   100.30




                          TRAPTI TRADING &
2011   INE977J08140     INVESTMENTS PRIVATE        8.00   30-May-11    A1+      6-Dec-10   0.00   7.28    -     25.00   2   99.31
                              LIMITED




                          TRAPTI TRADING &
2011   INE977J08157     INVESTMENTS PRIVATE        8.20   2-Jun-11     A1+      6-Dec-10   0.00   7.28    -     7.00    2   99.39
                              LIMITED




                        MAHINDRA & MAHINDRA
2011   INE774D07EN8                                9.45   14-Jun-11    AA-      6-Dec-10   7.76   7.28   0.48   19.00   1   100.11
                      FINANCIAL SERVICES LIMITED




                         ICICI HOME FINANCE
2011   INE071G08213                                7.60   30-Jun-11   AAA(SO)   6-Dec-10   8.23   7.28   0.95   5.00    1   99.51
                          COMPANY LIMITED
2011   INE976I07245     TATA CAPITAL LIMITED     8.00    20-Jul-11   AA    6-Dec-10   9.33   7.28   2.05   0.80    1   99.06




                        HOUSING DEVELOPMENT
2011   INE001A08296     FINANCE CORPORATION      0.00    23-Jul-11   AAA   6-Dec-10   0.00   7.28    -     2.90    1   99.52
                              LIMITED




                        RURAL ELECTRIFICATION
2011   INE020B07DU7                              10.95   14-Aug-11   AAA   6-Dec-10   8.91   7.28   1.63   70.00   2   101.16
                         CORPORATION LIMITED




                         BHARAT PETROLEUM
2011   INE029A07059                              6.23    28-Oct-11   AAA   6-Dec-10   8.84   7.28   1.56   50.00   1   97.86
                        CORPORATION LIMITED




                         BHARAT PETROLEUM
2011   INE029A07059                              6.23    28-Oct-11   AAA   6-Dec-10   8.83   7.28   1.55   50.00   1   97.86
                        CORPORATION LIMITED




2011   INE660A07DW8   SUNDARAM FINANCE LIMITED     -     28-Oct-11   AA+   6-Dec-10   9.00   7.28   1.72   25.00   1   92.58




                        HOUSING DEVELOPMENT
2011   INE001A07FX8     FINANCE CORPORATION      8.95    2-Dec-11    AAA   6-Dec-10   0.00   7.28    -     75.00   2   100.00
                              LIMITED
                       RELIANCE INDUSTRIES
2011   INE002A07742                           10.10   12-Dec-11   AAA   6-Dec-10   8.70   7.28   1.42   70.00   2   101.31
                             LIMITED




                      K RAHEJA CORPORATION
2011   INE053J07019                             -     12-Dec-11    -    6-Dec-10   0.00   7.28    -     15.00   1   100.54
                         PRIVATE LIMITED




2011   INE557F09369   NATIONAL HOUSING BANK   6.90    30-Oct-12   AAA   6-Dec-10   7.91   7.28   0.64   25.00   1   98.24




2011   INE557F09369   NATIONAL HOUSING BANK   6.90    30-Oct-12   AAA   6-Dec-10   7.91   7.28   0.63   25.00   1   98.24




                       LIC HOUSING FINANCE
2012   INE115A07759                           6.90    8-Jan-12    AAA   6-Dec-10   9.15   7.41   1.74   25.00   1   97.74
                             LIMITED




                       LIC HOUSING FINANCE
2012   INE115A07759                           6.90    8-Jan-12    AAA   6-Dec-10   9.16   7.41   1.75   25.00   1   97.74
                             LIMITED




2012   INE895D08220     TATA SONS LIMITED     7.45    15-Apr-12   AAA   6-Dec-10   8.87   7.41   1.46   25.00   2   98.19




                         INFRASTRUCTURE
2012   INE043D08AZ8   DEVELOPMENT FINANCE     7.40    17-Jul-12   AA+   6-Dec-10   9.00   7.41   1.59   5.00    1   97.60
                        COMPANY LIMITED
                          INFRASTRUCTURE
2012   INE043D08AZ8    DEVELOPMENT FINANCE      7.40   17-Jul-12    AA+      6-Dec-10   9.00   7.41   1.59   5.00    1   97.60
                         COMPANY LIMITED




                          INFRASTRUCTURE
2013   INE043D08821    DEVELOPMENT FINANCE      8.95   7-Jan-13     AA+      6-Dec-10   8.71   7.53   1.18   10.00   1   100.39
                         COMPANY LIMITED




                       RURAL ELECTRIFICATION
2013   INE020B07FB2                             7.60   22-Jan-13    AAA      6-Dec-10   8.74   7.53   1.21   25.00   1   97.81
                        CORPORATION LIMITED




                         NATIONAL BANK FOR
2013   INE261F09FM6     AGRICULTURE & RURAL     8.90   2-Dec-13     AAA      6-Dec-10   8.90   7.53   1.37   10.00   1   100.00
                           DEVELOPMENT




                      INDIAN RAILWAY FINANCE
2014   INE053F09FT2                             8.46   15-Jan-14    AAA      6-Dec-10   8.75   7.72   1.02   5.00    1   99.70
                         CORPORATION LTD




                      INDIAN RAILWAY FINANCE
2014   INE053F09FT2                             8.46   15-Jan-14    AAA      6-Dec-10   8.75   7.72   1.03   5.00    1   99.70
                         CORPORATION LTD




                        INDIA INFRASTRUCTURE
2014   INE787H09038                             6.85   22-Jan-14   AAA(so)   6-Dec-10   6.24   7.72    -     5.00    1   101.65
                      FINANCE COMPANY LIMITED
                       RURAL ELECTRIFICATION
2014   INE020B07EK6                              7.70    2-Jun-14     AAA      6-Dec-10   8.63    7.72   0.91   1.70    1   97.23
                        CORPORATION LIMITED




                          POWER FINANCE
2014   INE134E08BN7                              8.60    7-Aug-14     AAA      6-Dec-10   8.60    7.72   0.88   5.00    1   99.90
                        CORPORATION LIMITED




                      STEEL AUTHORITY OF INDIA
2014   INE114A07448                              8.90    1-May-19     AAA      6-Dec-10   8.91    7.72   1.19   5.00    1   99.86
                              LIMITED




                      STEEL AUTHORITY OF INDIA
2014   INE114A07448                              8.90    1-May-19     AAA      6-Dec-10   8.91    7.72   1.18   5.00    1   99.86
                              LIMITED




2018   INE538F07116     ESSAR POWER LIMITED      11.25   31-Mar-18      -      6-Dec-10   11.48   8.33   3.15   4.00    1   101.64




                      INDIAN RAILWAY FINANCE
2019   INE053F09FY2                              8.19    27-Apr-19    AAA      6-Dec-10   8.80    8.37   0.43   10.00   1   97.45
                        CORPORATION LIMITED




                        NATIONAL AVIATION
2020   INE954K08014                              9.13    26-Mar-20   AAA(SO)   6-Dec-10   8.64    8.38   0.26   0.10    1   104.19
                      COMPANY OF INDIA LIMITED
                       HOUSING DEVELOPMENT
2020   INE001A07FR0    FINANCE CORPORATION      8.79   21-Jul-20   AAA   6-Dec-10   8.89   8.38   0.51   0.20    2   99.25
                             LIMITED




                        INFOTEL BROADBAND
2020   INE110L08011                             8.95   15-Sep-20    -    6-Dec-10   8.93   8.38   0.55   65.00   1   100.00
                          SERVICES LIMITED




                      INDIAN RENEWABLE ENERGY
2020   INE202E07054     DEVELOPMENT AGENCY      8.87   24-Sep-20    -    6-Dec-10   8.91   8.38   0.53   10.20   3   99.66
                               LIMITED




                          POWER FINANCE
2020   INE134E08DG7                             8.78   15-Nov-20   AAA   6-Dec-10   8.97   8.38   0.59   25.00   4   98.72
                        CORPORATION LIMITED




                          POWER FINANCE
2020   INE134E08DG7                             8.78   15-Nov-20   AAA   6-Dec-10   8.97   8.38   0.59   25.00   4   98.72
                        CORPORATION LIMITED




                        LIC HOUSING FINANCE
2020   INE115A07AC1                             9.00   23-Nov-20   AAA   6-Dec-10   9.01   8.38   0.63   20.00   3   99.93
                              LIMITED




2020   INE895D08287      TATA SONS LIMITED      9.18   23-Nov-20   AAA   6-Dec-10   9.13   8.38   0.75   0.20    1   100.33
                       HOUSING DEVELOPMENT
2020   INE001A07FW0    FINANCE CORPORATION     8.98   26-Nov-20   AAA     6-Dec-10   9.10   8.38   0.72   22.40    4    99.18
                             LIMITED




                       RURAL ELECTRIFICATION
2020   INE020B08468                            8.80   29-Nov-20   AAA     6-Dec-10   8.85   8.38   0.47   221.60   12   99.65
                        CORPORATION LIMITED




2020   INE008A08S54      IDBI BANK LIMITED      -     31-Dec-99   AA+     6-Dec-10   9.58   8.38   1.20    0.70    2    102.65




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION     8.74   14-Nov-22   A(SO)   6-Dec-10   8.75   8.46   0.29   18.20    4    99.90
                             LIMITED




                      POWER GRID CORPORATION
2024   INE752E07HY2                            8.84   21-Oct-24   AAA     6-Dec-10   8.85   8.53   0.32    4.50    1    99.83
                             OF INDIA




                      RURAL ELECTRIFICATION
2025   INE020B08443                            8.75   12-Jul-25   AAA     6-Dec-10   8.73   8.57   0.16   14.40    2    100.00
                      CORPORATION LIMITED




                          INFRASTRUCTURE
2025   INE043D07120    DEVELOPMENT FINANCE     8.80   21-Jul-25   AA+     6-Dec-10   8.79   8.57   0.21   15.00    1    100.03
                         COMPANY LIMITED
2025   INE062A08025     STATE BANK OF INDIA     -     4-Nov-25    AAA   6-Dec-10   8.88   8.57   0.31   21.00   2   104.95




                          INFRASTRUCTURE
2025   INE043D07328    DEVELOPMENT FINANCE     8.90   19-Nov-25   AA+   6-Dec-10   0.00   8.57    -     0.20    2   99.64
                         COMPANY LIMITED




                      INDIAN RAILWAY FINANCE
2030   INE053F09GX2                            8.79   4-May-30    AAA   6-Dec-10   8.90   8.67   0.23   0.10    1   100.70
                       CORPORATION LIMITED




                      INDIAN RAILWAY FINANCE
2033   INE053F09HF7                            8.83   14-May-33   AAA   6-Dec-10   8.91   8.68   0.23   12.00   1   101.00
                        CORPORATION LIMITED




                      INDIAN RAILWAY FINANCE
2035   INE053F09HH3                            8.83   14-May-35   AAA   6-Dec-10   8.98   8.69   0.29   12.00   2   100.35
                        CORPORATION LIMITED




                         ORIENTAL BANK OF
2099   INE141A09116                            9.05   31-Dec-99   AA+   6-Dec-10   9.26   8.71   0.55   0.50    1   99.80
                            COMMERCE
                                AMOUNT
   REPORTING PLATFORMS                         TRADES
                                ( IN CRS)

          FIMMDA                  1176.50         88
            NSE                   245.00          14

             BSE                   27.00          4
          TOTAL I                 1448.50       106.00
 LESS POSSIBLE DUPLICATION        140.00          10

          TOTAL II                1308.50        96.00


* Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
* Simple Average is taken of the WAY & WAP with due consideration to the
  volume for the same bond reported on either of the reporting platform.
* Columns in bold are the benchmarks decided for the month of December 2010
                                                     CORPORATE BONDS TRADED DATA AND SPREADS AS ON 3RD December, 2010

  Year Of                                                                                                Weighted Avg.   G-Sec Base   Spread over G- Cum. Value
                 ISIN                Description          Coupon      Maturity    Ratings   Date Dealt                                                          No Of Trades W. A. Price
  Maturity                                                                                                   Yield         Yield           Sec          (Cr)


                             DSP MERILL LYNCH CAPITAL
    2010
AA+(SO)      INE090H07CU9                                    -        6-Dec-10               3-Dec-10        0.00           7.12            -          7.17           1         128.15
                                      LIMITED



                                  INFRASTRUCTURE
    2010     INE043D08BK8      DEVELOPMENT FINANCE           -       15-Dec-10     AA+       3-Dec-10        8.94           7.12          1.82         5.00           2         99.78
                                 COMPANY LIMITED




    2010     INE090H07GB0    DSP MERRILL LYNCH CAPITAL       -       20-Dec-10     AAA       3-Dec-10        13.85          7.12            -          4.40           1         109.33




                              CITICORP FINANCE (INDIA)
    2011     INE136E07CC5                                    -        4-Jan-11     AA+       3-Dec-10        10.11          7.17          2.94         1.50           2         121.07
                                      LIMITED




                              INDIAN RAILWAY FINANCE
    2011     INE053F09FL9                                   8.69      7-Jan-11     AAA       3-Dec-10        8.34           7.17          1.17         20.00          2         100.04
                                CORPORATION LIMITED




                               HOUSING DEVELOPMENT
    2011     INE001A07DI4                                   0.00     10-Jan-11     AAA       3-Dec-10        7.85           7.17          0.68         20.00          1         99.25
                            FINANCE CORPORATION LIMITED




                            SHRIRAM TRANSPORT FINANCE
    2011     INE721A07AB8                                   8.50     12-Apr-11   AAA(so)     3-Dec-10        8.75           7.17          1.58         25.00          1         99.88
                                 COMPANY LIMITED




    2011     INE087A08022   KESORAM INDUSTRIES LIMITED       -       15-Apr-11   AA(CARE)    3-Dec-10        0.00           7.17            -          25.41          1         96.94
2011   INE296A07146     BAJAJ AUTO FINANCE LTD      7.70   15-Apr-11   LAA+(ICRA)   3-Dec-10   0.00   7.17    -     10.00    3   99.59




2011   INE090A08EP8        ICICI BANK LIMITED       7.25   29-Apr-11      AAA       3-Dec-10   9.41   7.17   2.23   24.90    1   99.17




                        THE TATA IRON AND STEEL
2011   INE081A07183                                 2.50   7-May-11       AA        3-Dec-10   8.92   7.17   1.75   95.00    7   100.06
                           COMPANY LIMITED




2011   INE895D07263           TATA SONS             0.00   20-May-11      AAA       3-Dec-10   0.00   7.17    -     72.00    5   100.49




2011   INE523E07418       L&T FINANCE LIMITED       8.10   21-Jul-11   AA+(CARE)    3-Dec-10   8.87   7.17   1.70   100.00   2   99.43




                          BHARAT PETROLEUM
2011   INE029A07059                                 6.23   28-Oct-11      AAA       3-Dec-10   8.88   7.17   1.70   100.00   2   97.82
                         CORPORATION LIMITED




                          BHARAT PETROLEUM
2011   INE029A07059                                 6.23   28-Oct-11      AAA       3-Dec-10   8.88   7.17   1.71   100.00   2   97.82
                         CORPORATION LIMITED




                         HOUSING DEVELOPMENT
2011   INE001A07FX8                                 8.95   2-Dec-11       AAA       3-Dec-10   8.95   7.17   1.78   160.00   2   100.00
                      FINANCE CORPORATION LIMITED




                         HOUSING DEVELOPMENT
2011   INE001A07FX8                                 8.95   2-Dec-11       AAA       3-Dec-10   8.95   7.17   1.78   160.00   2   100.00
                      FINANCE CORPORATION LIMITED




2011   INE514E08621           EXIM BANK             6.00    7-Jan-13      AAA       3-Dec-10   6.13   7.17    -     40.00    1   99.72
2011   INE514E08621           EXIM BANK              6.00   7-Jan-13    AAA   3-Dec-10   6.13   7.17    -     40.00   1   99.72




2012   INE115A07759   LIC HOUSING FINANCE LIMITED    6.90   8-Jan-12    AAA   3-Dec-10   9.15   7.37   1.78   25.00   1   97.74




                         HOUSING AND URBAN
2012   INE031A09BW2   DEVELOPMENT COPRPORATION       9.00   30-Jan-12    -    3-Dec-10   6.71   7.37    -     0.15    1   102.42
                              LIMITED




                      ICICI SECURITIES AND FINANCE
2012   INE849D08TF0                                  8.25   21-Feb-12   AAA   3-Dec-10   8.64   7.37   1.27   24.00   1   99.55
                             COMPANY LIMITED




                      POWER GRID CORPORATION OF
2012   INE752E07EI2                                  9.47   31-Mar-12   AAA   3-Dec-10   8.65   7.37   1.28   10.00   1   100.87
                              INDIA LTD




                      POWER GRID CORPORATION OF
2012   INE752E07EI2                                  9.47   31-Mar-12   AAA   3-Dec-10   8.65   7.37   1.28   10.00   1   100.87
                              INDIA LTD




2012   INE692A09092      UNION BANK OF INDIA          -     23-Apr-12   AAA   3-Dec-10   0.00   7.37    -     5.00    1   99.13




                        INDIAN OIL CORPORATION
2012   INE242A07165                                  7.15   10-Jun-12   AAA   3-Dec-10   8.37   7.37   1.00   5.00    1   98.28
                                LIMITED




2012   INE115A07718   LIC HOUSING FINANCE LIMITED    7.45   21-Jul-12   AAA   3-Dec-10   9.05   7.37   1.68   25.00   1   97.58
                            INFRASTRUCTURE
2013   INE043D08821      DEVELOPMENT FINANCE        8.95     7-Jan-13     AA+       3-Dec-10   8.82   7.52   1.30   10.00   1   100.19
                           COMPANY LIMITED




2013   INE069A08020    ADITYA BIRLA NUVO LIMITED    7.90    10-May-13       -       3-Dec-10   8.89   7.52   1.37   25.00   1   97.81




2013   INE115A07981   LIC HOUSING FINANCE LIMITED   8.48    27-Sep-13     AAA       3-Dec-10   9.13   7.52   1.61   25.00   3   98.37




2013   INE115A07981   LIC HOUSING FINANCE LIMITED   8.48    27-Sep-13     AAA       3-Dec-10   9.13   7.52   1.61   25.00   3   98.37




                         INDIA INFRASTRUCTURE
2014   INE787H09038                                 6.85    22-Jan-14    AAA(so)    3-Dec-10   6.19   7.68    -     1.00    1   101.80
                       FINANCE COMPANY LIMITED




2014   INE669C07033     TECH MAHINDRA LIMITED       10.25   17-Apr-14   AAA(CARE)   3-Dec-10   8.40   7.68   0.72   10.00   1   105.10




                      POWER GRID CORPORATION OF
2014   INE752E07HO3                                 8.84    21-Oct-14     AAA       3-Dec-10   8.82   7.68   1.14   6.25    1   100.00
                                INDIA




                      POWER GRID CORPORATION OF
2015   INE752E07HP0                                 8.84    21-Oct-15     AAA       3-Dec-10   8.82   8.10   0.72   6.25    1   100.00
                                INDIA
                      POWER GRID CORPORATION OF
2016   INE752E07HQ8                                8.84    21-Oct-16   AAA   3-Dec-10   8.82    8.16   0.66   6.25    1   100.00
                                INDIA




                       DEWAN HOUSING FINANCE
2017   INE202B08355                                10.00   24-Sep-17   AA-   3-Dec-10   10.34   8.22   2.12   10.00   1   100.00
                        CORPORATION LIMITED




                      POWER GRID CORPORATION OF
2017   INE752E07HR6                                8.84    21-Oct-17   AAA   3-Dec-10   8.82    8.22   0.60   6.25    1   100.00
                                INDIA




                      POWER GRID CORPORATION OF
2018   INE752E07HS4                                8.84    21-Oct-18   AAA   3-Dec-10   8.83    8.27   0.56   6.25    1   100.00
                                INDIA




2019   INE667A09144        SYNDICATE BANK          9.40    12-Jan-19   AA+   3-Dec-10   9.52    8.33   1.19   3.90    1   101.07




                        INDIAN RAILWAY FINANCE
2019   INE053F09FY2                                8.19    27-Apr-19   AAA   3-Dec-10   8.80    8.33   0.47   30.00   3   97.44
                          CORPORATION LIMITED




                      THE GREAT EASTERN SHIPPING
2019   INE017A08128                                9.75    20-Aug-19   AAA   3-Dec-10   9.26    8.33   0.93   4.00    1   102.72
                           COMPANY LIMITED




                      POWER GRID CORPORATION OF
2019   INE752E07HT2                                8.84    21-Oct-19   AAA   3-Dec-10   8.83    8.33   0.50   3.38    1   100.00
                                INDIA
                      POWER FINANCE CORPORATION
2019   INE134E08CK1                                   -     20-Nov-19    AAA      3-Dec-10   8.56    8.33   0.23   400.00   1   101.97
                                LIMITED




                      SREI INFRASTRUCTURE FINANCE
2020   INE872A08BE9                                 10.20   23-Mar-20      -      3-Dec-10   10.59   8.34   2.25   11.00    1   99.20
                                 LIMITED




                      NATIONAL AVIATION COMPANY
2020   INE954K08014                                 9.13    26-Mar-20   AAA(SO)   3-Dec-10   8.69    8.34   0.35    1.10    1   103.90
                           OF INDIA LIMITED




2020   INE002A07775   RELIANCE INDUSTRIES LIMITED   8.75    7-May-20     AAA      3-Dec-10   8.92    8.34   0.58   15.00    3   98.81




                        TATA AUTOCOM SYSTEMS
2020   INE928F08026                                 10.15   20-May-20    AA-      3-Dec-10   9.57    8.34   1.23    0.10    1   103.55
                               LIMITED




                      POWER FINANCE CORPORATION
2020   INE134E08DE2                                 8.70    15-Jul-20    AAA      3-Dec-10   8.89    8.34   0.55    1.60    1   98.69
                                LIMITED




                      WATER & SANITATION POOLED
2020   INE873F09030                                 7.50    9-Sep-20       -      3-Dec-10   7.41    8.34    -     10.00    1   100.54
                                FUND




                       INDIAN RENEWABLE ENERGY
2020   INE202E07054                                 8.87    24-Sep-20      -      3-Dec-10   8.82    8.34   0.48    4.00    1   100.25
                      DEVELOPMENT AGENCY LIMITED
                            INFRASTRUCTURE
2020   INE043D07237      DEVELOPMENT FINANCE        8.72   29-Sep-20   AA+   3-Dec-10   8.91   8.34   0.57    1.80    1    98.70
                           COMPANY LIMITED




                      POWER GRID CORPORATION OF
2020   INE752E07HU0                                 8.84   21-Oct-20   AAA   3-Dec-10   8.85   8.34   0.51   16.00    1    99.85
                                INDIA




                      POWER FINANCE CORPORATION
2020   INE134E08DG7                                 8.78   15-Nov-20   AAA   3-Dec-10   8.92   8.34   0.58   20.00    4    99.07
                                LIMITED




2020   INE115A07AC1   LIC HOUSING FINANCE LIMITED   9.00   23-Nov-20   AAA   3-Dec-10   9.05   8.34   0.71   10.00    1    99.70




2020   INE115A07AC1   LIC HOUSING FINANCE LIMITED   9.00   23-Nov-20   AAA   3-Dec-10   9.05   8.34   0.71   10.00    1    99.70




2020   INE895D08287        TATA SONS LIMITED        9.18   23-Nov-20   AAA   3-Dec-10   9.12   8.34   0.79    0.80    1    100.35




                         HOUSING DEVELOPMENT
2020   INE001A07FW0                                 8.98   26-Nov-20   AAA   3-Dec-10   8.97   8.34   0.63   10.30    3    100.00
                      FINANCE CORPORATION LIMITED




                         RURAL ELECTRIFICATION
2020   INE020B08468                                 8.80   29-Nov-20   AAA   3-Dec-10   8.82   8.34   0.48   264.80   19   99.89
                          CORPORATION LIMITED




2020   INE008A08S54        IDBI BANK LIMITED         -     31-Dec-99   AA+   3-Dec-10   9.58   8.34   1.24    0.20    1    102.65
2021   INE628A08148    UNITED PHOSPHORUS LIMITED    10.42   5-Oct-21      -     3-Dec-10   10.32   8.37   1.95   0.10    1   100.48




2021   INE005A086X8        ICICI BANK LIMITED         -     16-Oct-21   AAA     3-Dec-10   0.00    8.37    -     0.02    1   244.83




                         ANDHRA PRADESH POWER
2022   INE847E09029                                 8.74    14-Nov-22   A(SO)   3-Dec-10   8.74    8.41   0.33   46.50   5   99.95
                      FINANCE CORPORATION LIMITED




                        RURAL ELECTRIFICATION
2025   INE020B08443                                 8.75    12-Jul-25   AAA     3-Dec-10   8.76    8.52   0.24   3.40    2   99.76
                        CORPORATION LIMITED




                            INFRASTRUCTURE
2025   INE043D07328      DEVELOPMENT FINANCE        8.90    19-Nov-25   AA+     3-Dec-10   0.00    8.52    -     5.00    1   99.95
                           COMPANY LIMITED




                        INDIAN RAILWAY FINANCE
2030   INE053F09GX2                                 8.79    4-May-30    AAA     3-Dec-10   8.91    8.63   0.28   0.10    1   100.55
                         CORPORATION LIMITED




2030   INE039A09MD2           IFCI LIMITED          9.75    16-Jul-30     -     3-Dec-10   9.79    8.63   1.16   0.20    1   99.45
2099   INE008A08S70            IDBI BANK LTD                  -        31-Dec-99       AA+        3-Dec-10         9.32       8.68   0.64   0.30   1   100.20




2099   INE141A09116   ORIENTAL BANK OF COMMERCE             9.05       31-Dec-99       AA+        3-Dec-10         9.26       8.68   0.58   0.20   1   99.83




2099   INE476A09223           CANARA BANK                     -        31-Dec-99        -         3-Dec-10         0.00       8.68    -     0.70   1   99.95




                                                         AMOUNT
                          REPORTING PLATFORMS                          TRADES
                                                         ( IN CRS)

                                  FIMMDA                   1600.65        101

                                    NSE                    325.80         17

                                    BSE                    199.82          8

                                  TOTAL I                  2126.27       126.00

                        LESS POSSIBLE DUPLICATION          345.00         10

                                  TOTAL II                 1781.27       116.00

                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                         CORPORATE BONDS TRADED DATA AND SPREADS AS ON 2nd December, 2010


    Year Of                                                                                                      Weighted Avg.   G-Sec Base   Spread over G- Cum. Value   No Of
                   ISIN               Description           Coupon     Maturity        Ratings      Date Dealt                                                                     W. A. Price
    Maturity                                                                                                         Yield         Yield           Sec         (Cr)       Trades




                                   INFRASTRUCTURE
      2010     INE043D08BK8     DEVELOPMENT FINANCE            -       15-Dec-10        AA+         2-Dec-10         7.26           7.12          0.14          1.00        1         99.76
                                  COMPANY LIMITED




      2010     INE090H07GB0   DSP MERRILL LYNCH CAPITAL        -       20-Dec-10        AAA         2-Dec-10         13.85          7.12            -           4.28        1        109.33




                              DSP MERRILL LYNCH CAPITAL
      2010
AA+(SO)        INE090H07HP8                                    -       20-Dec-10                    2-Dec-10         13.77          7.12            -           0.20        1        112.22
                                       LIMITED




                                 ICICI HOME FINANCE
      2011     INE071G08254                                  7.65      16-May-11      AAA(SO)       2-Dec-10         0.00           7.18            -           5.00        2         99.78
                                  COMPANY LIMITED




                               ETHL COMMUNICATIONS
      2011     INE216J07012                                  0.00      22-Jul-11   AAA(ind) FITCH   2-Dec-10         8.73           7.18          1.55         14.00        1         94.84
                              HOLDINGS PRIVATE LIMITED
                        BHARAT PETROLEUM
2011   INE029A07059                            6.23   28-Oct-11   AAA   2-Dec-10   8.90   7.18   1.72   25.00    1   97.78
                       CORPORATION LIMITED




                        BHARAT PETROLEUM
2011   INE029A07059                            6.23   28-Oct-11   AAA   2-Dec-10   8.90   7.18   1.72   25.00    1   97.78
                       CORPORATION LIMITED




                      TML FINANCIAL SERVICES
2011   INE909H07099                            9.35   25-Nov-11    -    2-Dec-10   9.46   7.18   2.28   15.00    1   99.90
                             LIMITED




                      TML FINANCIAL SERVICES
2011   INE909H07099                            9.35   25-Nov-11    -    2-Dec-10   9.46   7.18   2.28   15.00    1   99.90
                             LIMITED




2011   INE514E08621         EXIM BANK          6.00    7-Jan-13   AAA   2-Dec-10   6.14   7.18    -     130.00   3   99.71




2011   INE514E08621         EXIM BANK          6.00    7-Jan-13   AAA   2-Dec-10   6.14   7.18    -     130.00   3   99.71




                      POWER GRID CORPORATION
2012   INE752E07EI2                            9.47   31-Mar-12   AAA   2-Dec-10   8.70   7.39   1.31    5.00    1   100.82
                           OF INDIA LTD




                      POWER GRID CORPORATION
2012   INE752E07EI2                            9.47   31-Mar-12   AAA   2-Dec-10   8.70   7.39   1.31    5.00    1   100.82
                           OF INDIA LTD
                        NATIONAL BANK FOR
2012   INE261F09CX0   AGRICULTURAL AND RURAL   10.00   14-May-12   AAA   2-Dec-10   8.60   7.39   1.21   25.00   1   101.71
                           DEVELOPMENT




                        NATIONAL BANK FOR
2012   INE261F09CX0   AGRICULTURAL AND RURAL   10.00   14-May-12   AAA   2-Dec-10   8.60   7.39   1.21   25.00   1   101.71
                           DEVELOPMENT




                          INFRASTRUCTURE
2012   INE043D08581    DEVELOPMENT FINANCE     10.00   22-May-12   AA+   2-Dec-10   8.80   7.39   1.41   24.80   3   101.46
                         COMPANY LIMITED




                          INFRASTRUCTURE
2012   INE043D08581    DEVELOPMENT FINANCE     10.00   22-May-12   AA+   2-Dec-10   8.80   7.39   1.41   24.80   3   101.46
                         COMPANY LIMITED




                       HOUSING DEVELOPMENT
2012   INE001A07CL0    FINANCE CORPORATION     10.25   29-May-12   AAA   2-Dec-10   8.80   7.39   1.41   25.00   2   101.81
                             LIMITED




                       HOUSING DEVELOPMENT
2012   INE001A07CL0    FINANCE CORPORATION     10.25   29-May-12   AAA   2-Dec-10   8.80   7.39   1.41   25.00   2   101.81
                             LIMITED
                      RURAL ELECTRIFICATION
2012   INE020B07EJ8                            7.00   2-Jun-12    AAA   2-Dec-10   8.60   7.39   1.21   10.00   1   97.74
                       CORPORATION LIMITED




                      RURAL ELECTRIFICATION
2012   INE020B07EJ8                            7.00   2-Jun-12    AAA   2-Dec-10   8.60   7.39   1.21   10.00   1   97.74
                       CORPORATION LIMITED




                      INDIAN RAILWAY FINANCE
2012   INE053F09FE4                            9.76   3-Jul-12    AAA   2-Dec-10   8.78   7.39   1.39   10.00   1   101.69
                        CORPORATION LIMITED




                      INDIAN RAILWAY FINANCE
2012   INE053F09FE4                            9.76   3-Jul-12    AAA   2-Dec-10   8.77   7.39   1.38   10.00   1   101.69
                        CORPORATION LIMITED




                         POWER FINANCE
2012   INE134E08DC6                            7.10   15-Jul-12   AAA   2-Dec-10   8.50   7.39   1.11   10.00   1   97.89
                      CORPORATION LIMITED




                         POWER FINANCE
2012   INE134E08DC6                            7.10   15-Jul-12   AAA   2-Dec-10   8.50   7.39   1.11   10.00   1   97.89
                      CORPORATION LIMITED




                      INDIAN OIL CORPORATION
2012   INE242A07223                            7.00   24-Jul-12   AAA   2-Dec-10   8.50   7.39   1.11   10.00   1   97.73
                              LIMITED
                      INDIAN OIL CORPORATION
2012   INE242A07223                            7.00   24-Jul-12   AAA   2-Dec-10   8.49   7.39   1.10   10.00    1   97.73
                              LIMITED




                        BHARAT PETROLEUM
2012   INE029A07042                            7.73   9-Oct-12    AAA   2-Dec-10   8.55   7.39   1.16   380.00   9   98.63
                         CORPORATION LTD




                        NATIONAL BANK FOR
2012   INE261F09DN9   AGRICULTURAL AND RURAL   9.50   15-Oct-12   AAA   2-Dec-10   8.51   7.39   1.12   10.00    2   101.59
                           DEVELOPMENT




                      POWER GRID CORPORATION
2013   INE752E07FG3                            9.20   12-Mar-13   AAA   2-Dec-10   8.80   7.50   1.30    5.00    1   100.69
                         OF INDIA LIMITED




                      POWER GRID CORPORATION
2013   INE752E07FG3                            9.20   12-Mar-13   AAA   2-Dec-10   8.80   7.50   1.30    5.00    1   100.69
                         OF INDIA LIMITED




2013   INE895D08238      TATA SONS LIMITED     7.95   19-Apr-13   AAA   2-Dec-10   8.96   7.50   1.46   10.00    2   97.84




2013   INE895D08238      TATA SONS LIMITED     7.95   19-Apr-13   AAA   2-Dec-10   8.96   7.50   1.46   10.00    2   97.84
                         SHRIRAM TRANSPORT
2013   INE721A08554                               -     24-Jun-13   AAA(SO)   2-Dec-10   0.00   7.50    -     5.00    1   100.31
                      FINANCE COMPANY LIMITED




2013   INE208A07281    ASHOK LEYLAND LIMITED    8.20    22-Jul-13     P1+     2-Dec-10   9.35   7.50   1.85   15.00   1   97.31




                        LIC HOUSING FINANCE
2013   INE115A07981                             8.48    27-Sep-13    AAA      2-Dec-10   9.13   7.50   1.63   25.00   1   98.37
                              LIMITED




                          INFRASTRUCTURE
2013   INE043D08AN4    DEVELOPMENT FINANCE      10.00   16-Dec-13    AA+      2-Dec-10   8.57   7.50   1.07   5.00    1   103.68
                         COMPANY LIMITED




2014   INE208A07299    ASHOK LEYLAND LIMITED    8.20    22-Jul-14      -      2-Dec-10   9.35   7.68   1.67   15.00   1   96.48




                          POWER FINANCE
2014   INE134E08BN7                             8.60    7-Aug-14     AAA      2-Dec-10   8.32   7.68   0.64   9.00    1   100.77
                        CORPORATION LIMITED




                          POWER FINANCE
2014   INE134E08BN7                             8.60    7-Aug-14     AAA      2-Dec-10   8.32   7.68   0.64   9.00    1   100.77
                        CORPORATION LIMITED
                       HIMACHAL PRADESH
2014   INE983F09151      INFRASTRUCTURE       8.00    11-Jun-16        -        2-Dec-10   8.69   7.68   1.01   0.30    1   96.98
                       DEVELOPMENT BOARD




2015   INE514E08738         EXIM BANK         8.10    15-Jul-15      AAA        2-Dec-10   8.50   8.08   0.42   5.00    1   98.43




2015   INE895D08279     TATA SONS LIMITED     8.80    21-Sep-15       AA        2-Dec-10   9.01   8.08   0.92   15.00   1   99.17




2017   INE238A08286     AXIS BANK LIMITED     10.10   30-Mar-17   LAA+ (ICRA)   2-Dec-10   8.99   8.18   0.81   5.00    1   105.05




2017   INE849A08041       TRENT LIMITED         -     30-Jun-17   AA-(CARE)     2-Dec-10   9.65   8.18   1.47   5.00    1   104.32




2017   INE849A08041       TRENT LIMITED         -     30-Jun-17   AA-(CARE)     2-Dec-10   9.65   8.18   1.47   5.00    1   104.32




                        NATIONAL BANK FOR
2019   INE261F09EW8   AGRICULTURE AND RURAL   0.00    1-Jan-19       AAA        2-Dec-10   8.15   8.17    -     0.30    1   53.06
                           DEVELOPMENT
                       INDIAN RAILWAY FINANCE
2019   INE053F09FY2                               8.19    27-Apr-19     AAA       2-Dec-10   8.80    8.17   0.63   40.00   3   97.44
                         CORPORATION LIMITED




                        TATA BLUESCOPESTEEL
2019   INE516L07029                               10.75   27-Sep-19     0.00      2-Dec-10   9.76    8.17   1.59   0.20    2   105.61
                              LIMITED




                             WEST BENGAL
                           INFRASTRUCTURE
2020   INE740F08397                               9.20    6-Apr-20      A(SO)     2-Dec-10   8.95    8.25   0.70   0.10    1   102.75
                        DEVELOPMENT FINANCE
                             CORPORATION




2020   INE528G08170       YES BANK LIMITED        9.30    30-Apr-20   LA+(ICRA)   2-Dec-10   10.22   8.25   1.96   5.60    1   98.40




2020   INE340A07068   BIRLA CORPORATION LIMITED   9.05    13-Oct-20     AA+       2-Dec-10   9.21    8.25   0.96   25.00   3   98.96




2020   INE340A07068   BIRLA CORPORATION LIMITED   9.05    13-Oct-20     AA+       2-Dec-10   9.21    8.25   0.95   25.00   3   98.96




                       RURAL ELECTRIFICATION
2020   INE020B08450                               8.80    25-Oct-20     AAA       2-Dec-10   8.84    8.25   0.59   5.00    1   99.64
                       CORPORATION LIMITED
                      RURAL ELECTRIFICATION
2020   INE020B08450                            8.80    25-Oct-20   AAA     2-Dec-10   8.84    8.25   0.59    5.00    1    99.64
                      CORPORATION LIMITED




2020   INE895D08287      TATA SONS LIMITED     9.18    23-Nov-20   AAA     2-Dec-10   9.14    8.25   0.89    5.80    3    100.25




                       RURAL ELECTRIFICATION
2020   INE020B08468                            8.80    29-Nov-20   AAA     2-Dec-10   8.81    8.25   0.56   453.00   25   99.94
                        CORPORATION LIMITED




2020   INE008A08S54      IDBI BANK LIMITED       -     31-Dec-99   AA+     2-Dec-10   9.59    8.25   1.34    1.60    2    102.63




                        UNITED PHOSPHORUS
2021   INE628A08148                            10.42   5-Oct-21      -     2-Dec-10   10.33   8.30   2.03   15.00    2    100.48
                             LIMITED




                      ANDHRA PRADESH POWER
2022   INE847E09029    FINANCE CORPORATION     8.74    14-Nov-22   A(SO)   2-Dec-10   8.75    8.35   0.40    1.90    3    99.92
                             LIMITED




                      POWER GRID CORPORATION
2023   INE752E07HX4                            8.84    21-Oct-23   AAA     2-Dec-10   8.79    8.39   0.40    0.75    1    100.30
                             OF INDIA
                          INFRASTRUCTURE
2025   INE043D07153    DEVELOPMENT FINANCE     8.89   15-Sep-25   AA+   2-Dec-10   8.92   8.49   0.43   4.00   1   99.62
                         COMPANY LIMITED




                          INFRASTRUCTURE
2025   INE043D07195    DEVELOPMENT FINANCE     8.86   20-Sep-25   AA+   2-Dec-10   8.93   8.49   0.44   6.00   1   99.39
                         COMPANY LIMITED




2025   INE062A08025     STATE BANK OF INDIA     -     4-Nov-25    AAA   2-Dec-10   8.88   8.49   0.39   1.00   1   105.00




                          INFRASTRUCTURE
2025   INE043D07328    DEVELOPMENT FINANCE     8.90   19-Nov-25   AA+   2-Dec-10   0.00   8.49    -     6.00   1   99.75
                         COMPANY LIMITED




                      INDIAN RAILWAY FINANCE
2030   INE053F09GX2                            8.79   4-May-30    AAA   2-Dec-10   8.90   8.61   0.29   1.00   1   100.63
                       CORPORATION LIMITED




2030   INE039A09MD2         IFCI LIMITED       9.75   16-Jul-30    -    2-Dec-10   9.79   8.61   1.18   2.90   3   99.50
                       INDIAN RAILWAY FINANCE
2034   INE053F09HG5                                     8.83       14-May-34       AAA         2-Dec-10        8.94           8.64   0.30   5.00   1   100.73
                         CORPORATION LIMITED




2099   INE008A08S70          IDBI BANK LTD                -        31-Dec-99       AA+         2-Dec-10        9.24           8.67   0.57   0.50   3   100.05




2099   INE028A09180        BANK OF BARODA                 -        31-Dec-99       AAA         2-Dec-10        9.24           8.67   0.57   0.20   1   100.02




                          ORIENTAL BANK OF
2099   INE141A09116                                     9.05       31-Dec-99       AA+         2-Dec-10        9.26           8.67   0.59   3.10   3   99.80
                             COMMERCE




2099   INE476A09223          CANARA BANK                  -        31-Dec-99         -         2-Dec-10        0.00           8.67    -     3.00   1   99.93




                                                     AMOUNT
                        REPORTING PLATFORMS                         TRADES
                                                     ( IN CRS)


                                FIMMDA                 980.15         88


                                  NSE                  518.58         29


                                  BSE                  260.60         20

                                TOTAL I                1759.33       137.00

                      LESS POSSIBLE DUPLICATION        348.80         25


                                TOTAL II               1410.53       112.00


                      * Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
                      * Simple Average is taken of the WAY & WAP with due consideration to the
                        volume for the same bond reported on either of the reporting platform.
                      * Columns in bold are the benchmarks decided for the month of December 2010
                                                        CORPORATE BONDS TRADED DATA AND SPREADS AS ON 1st December, 2010


Year Of                                                                                                     Weighted Avg.                  Spread over   Cum. Value
               ISIN                Description           Coupon       Maturity      Ratings    Date Dealt                 G-Sec Base Yield                            No Of Trades   W. A. Price
Maturity                                                                                                        Yield                         G-Sec         (Cr)


                          GE MONEY FINANCIAL SERVICES
  2010     INE157D07CA7                                   12.20       7-Sep-10       AAA        1-Dec-10         0.00           6.95            -           3.50           1           100.52
                                      LTD



                           DSP MERILL LYNCH CAPITAL
  2011
AA+(SO)    INE090H07HK9                                    7.00       13-Jun-11                 1-Dec-10         0.00           6.98            -           0.20           1           105.01
                                    LIMITED


  2011     INE660A07DK3   SUNDARAM FINANCE LIMITED         8.40        6-Jul-11      AA+        1-Dec-10         9.15           6.98           2.17        13.60           1            99.41

  2011     INE523E07418       L&T FINANCE LIMITED          8.10       21-Jul-11   AA+(CARE)     1-Dec-10         9.07           6.98           2.09        100.00          2            99.30
  2011     INE013A07JC9    RELIANCE CAPITAL LIMITED         -         5-Aug-11       AAA        1-Dec-10         8.79           6.98           1.81         0.10           1            99.80
  2011     INE296A07120   BAJAJ AUTO FINANCE LIMITED       8.50       23-Sep-11   LAA+(ICRA)    1-Dec-10         8.72           6.98           1.74        50.00           1            99.78
                              BHARAT PETROLEUM
  2011     INE029A07059                                    6.23       28-Oct-11      AAA        1-Dec-10         8.73           6.98           1.75        200.00          4            97.91
                             CORPORATION LIMITED
  2011     INE296A07179   BAJAJ AUTO FINANCE LIMITED       8.50       29-Oct-11      AA+        1-Dec-10         8.71           6.98           1.73        25.00           1            99.80
                            TML FINANCIAL SERVICES
  2011     INE909H07099                                    9.35       25-Nov-11        -        1-Dec-10         9.46           6.98           2.47        50.00           1            99.90
                                   LIMITED
                            TML FINANCIAL SERVICES
  2011     INE909H07099                                    9.35       25-Nov-11        -        1-Dec-10         9.46           6.98           2.48        50.00           1            99.90
                                   LIMITED
                          POWER FINANCE CORPORATION
  2011     INE134E08776                                    7.00       24-Dec-11      AAA        1-Dec-10         8.58           6.98           1.60        50.00           2            98.46
                                    LIMITED
                            SREI EQUIPMENT FINANCE
  2011     INE881J07AA3                                    9.00       26-Dec-11   AA(CARE)      1-Dec-10        11.18           6.98           4.20        10.00           1            98.38
                                 PRIVATE LIMITED
  2011     INE514E08621           EXIM BANK                6.00        7-Jan-13      AAA        1-Dec-10         6.14           6.98            -          270.00          5            99.70
                          POWER GRID CORPORATION OF
  2012     INE752E07EI2                                    9.47       31-Mar-12      AAA        1-Dec-10         8.70           7.41           1.29        15.00           3           100.82
                                  INDIA LTD
                            RURAL ELECTRIFICATION
  2012     INE020B07EJ8                                    7.00       2-Jun-12       AAA        1-Dec-10         8.60           7.41           1.19        15.00           1            97.74
                             CORPORATION LIMITED
                            INDIAN RAILWAY FINANCE
  2012     INE053F09FH7                                    9.68        3-Jul-12      AAA        1-Dec-10         8.78           7.41           1.36         5.00           1           101.57
                              CORPORATION LIMITED
                            INDIAN RAILWAY FINANCE
  2012     INE053F09FH7                                    9.68        3-Jul-12      AAA        1-Dec-10         8.77           7.41           1.36         5.00           1           101.57
                              CORPORATION LIMITED
                          POWER FINANCE CORPORATION
  2012     INE134E08DF9                                    7.89       15-Sep-12      AAA        1-Dec-10         8.56           7.41           1.15        25.00           1            98.87
                                    LIMITED
                          POWER FINANCE CORPORATION
  2012     INE134E08DF9                                    7.89       15-Sep-12      AAA        1-Dec-10         8.56           7.41           1.15        25.00           1            98.87
                                    LIMITED
                              BHARAT PETROLEUM
  2012     INE029A07042                                    7.73       9-Oct-12       AAA        1-Dec-10         8.57           7.41           1.16        120.00          1            98.59
                               CORPORATION LTD
                                INFRASTRUCTURE
  2012     INE043D07294      DEVELOPMENT FINANCE           8.50       19-Oct-12      AA+        1-Dec-10         8.82           7.41           1.41        10.00           1            99.41
                               COMPANY LIMITED
                            RURAL ELECTRIFICATION
  2012     INE020B07EX9                                    7.75       17-Nov-12      AAA        1-Dec-10         8.55           7.41           1.14        190.00          13           98.60
                             CORPORATION LIMITED
  2012     INE976I07153      TATA CAPITAL LIMITED         12.00       5-Mar-14       AA         1-Dec-10        10.59           7.41           3.17         5.00           1           103.48
  2013     INE129A07099        GAIL INDIA LIMITED          5.85       25-Mar-13      AAA        1-Dec-10         8.86           7.50           1.36         0.10           1            93.88
  2013     INE476A09074          CANARA BANK               6.90       22-Apr-13      AAA        1-Dec-10         8.77           7.50           1.27         0.05           1            96.07
2013   INE013A07KX3     RELIANCE CAPITAL LIMITED    8.25    3-May-13    AAA(CARE)   1-Dec-10   9.24   7.50   1.74   25.00    1    97.83
2013   INE557F09476     NATIONAL HOUSING BANK       7.04    14-May-13     AAA       1-Dec-10   8.29   7.50   0.79   53.00    1    97.24
2014   INE476A09108          CANARA BANK            6.75    31-May-14     AAA       1-Dec-10   8.83   7.63   1.20    0.10    1    93.96
                      POWER FINANCE CORPORATION
2017   INE134E08AC2                                 9.96    18-May-17     AAA       1-Dec-10   8.70   8.17   0.53   10.00    1    105.88
                                LIMITED
                        INDIAN RAILWAY FINANCE
2019   INE053F09FY2                                 8.19    27-Apr-19     AAA       1-Dec-10   8.80   8.16   0.64   75.00    3    97.44
                          CORPORATION LIMITED
2019   INE028A09131         BANK OF BARODA          9.20    9-Oct-19      AAA       1-Dec-10   9.10   8.16   0.94    0.10    1    101.09
2019   INE976I08094      TATA CAPITAL LIMITED       10.25   15-Dec-19      AA       1-Dec-10   9.58   8.16   1.42    0.90    2    103.89
2019   INE028A09149         BANK OF BARODA          9.15    31-Dec-99     AAA       1-Dec-10   9.30   8.16   1.14   10.00    2    100.72
                        HOUSING DEVELOPMENT
2020   INE001A07FV2     FINANCE CORPORATION         8.95    19-Oct-10     AAA       1-Dec-10   8.95   6.95   2.00    0.50    1    99.92
                              LIMITED

                      WEST BENGAL INFRASTRUCTURE
2020   INE740F08397      DEVELOPMENT FINANCE        9.20    6-Apr-20      A(SO)     1-Dec-10   8.95   8.28   0.67    0.10    1    102.80
                             CORPORATION


                         HOUSING DEVELOPMENT
2020   INE001A07FR0                                 8.79    21-Jul-20     AAA       1-Dec-10   8.95   8.28   0.67    0.20    1    98.86
                      FINANCE CORPORATION LIMITED


                         HOUSING DEVELOPMENT
2020   INE001A07FT6                                 8.90    18-Aug-20     AAA       1-Dec-10   8.94   8.28   0.66    0.40    1    99.60
                      FINANCE CORPORATION LIMITED

                      POWER FINANCE CORPORATION
2020   INE134E08DG7                                 8.78    15-Nov-20     AAA       1-Dec-10   8.78   8.28   0.50    1.00    1    99.92
                                LIMITED

2020   INE115A07AC1   LIC HOUSING FINANCE LIMITED   9.00    23-Nov-20     AAA       1-Dec-10   9.00   8.28   0.72   13.90    3    100.00

2020   INE895D08287        TATA SONS LIMITED        9.18    23-Nov-20     AAA       1-Dec-10   9.17   8.28   0.90   27.50    2    100.03

                         HOUSING DEVELOPMENT
2020   INE001A07FW0                                 8.98    26-Nov-20     AAA       1-Dec-10   8.98   8.28   0.70   25.30    4    100.00
                      FINANCE CORPORATION LIMITED

                         RURAL ELECTRIFICATION
2020   INE020B08468                                 8.80    29-Nov-20     AAA       1-Dec-10   8.81   8.28   0.53   233.40   12   99.96
                          CORPORATION LIMITED

                         ANDHRA PRADESH POWER
2022   INE847E09029                                 8.74    14-Nov-22     A(SO)     1-Dec-10   8.73   8.36   0.37    6.30    4    100.02
                      FINANCE CORPORATION LIMITED

                      POWER FINANCE CORPORATION
2022   INE134E08693                                 0.00    30-Dec-22     AAA       1-Dec-10   8.82   8.36   0.46    8.21    2    36.01
                                LIMITED
                      POWER GRID CORPORATION OF
2023   INE752E07HX4                                 8.84    21-Oct-23     AAA       1-Dec-10   8.81   8.41   0.40    0.75    1    100.16
                                INDIA
                            INFRASTRUCTURE
2025   INE043D07328      DEVELOPMENT FINANCE        8.90    19-Nov-25     AA+       1-Dec-10   8.90   8.50   0.40   40.70    3    100.00
                           COMPANY LIMITED
                      POWER FINANCE CORPORATION
2030   INE134E08DB8                                 8.85    15-Jun-30     AAA       1-Dec-10   8.88   8.61   0.27    0.80    1    99.57
                                LIMITED
2030   INE039A09MD2           IFCI LIMITED          9.75    16-Jul-30       -       1-Dec-10   9.79   8.61   1.18    5.00    2    99.50

2099   INE141A09116   ORIENTAL BANK OF COMMERCE     9.05    31-Dec-99     AA+       1-Dec-10   9.26   8.66   0.60    1.20    1    99.80

2099   INE649A09118    STATE BANK OF HYDERABAD      9.05    31-Dec-99     AAA       1-Dec-10   9.67   8.66   1.01    0.10    1    100.12
                                 AMOUNT         (
    REPORTING PLATFORMS                              TRADES
                                    IN CRS)

            FIMMDA                    1027.11           70
              NSE                      545.00           17
              BSE                      204.90           14
            TOTAL I                   1777.01         101.00

  LESS POSSIBLE DUPLICATION            80.00            3

           TOTAL II                   1697.01          98.00


* Cum Value & No. of Trades are added for the same bond reported on either of the reporting platform.
* Simple Average is taken of the WAY & WAP with due consideration to the
  volume for the same bond reported on either of the reporting platform.
* Columns in bold are the benchmarks decided for the month of December 2010
           Corporate Bond Benchmark for the month of December 2010
Tenor       ISIN                 Description            Coupon
                            POWER FINANCE
2012    INE134E08DC6                                     7.1
                          CORPORATION LIMITED

2013    INE514E08860            EXIM BANK                8.2

                       POWER GRID CORPORATION OF
2014    INE752E07HO3   INDIA LIMITED (S-XXXIV, STRPP-    8.84
                                    A)
                       POWER GRID CORPORATION OF
2015    INE752E07HP0   INDIA LIMITED (S-XXXIV, STRPP-    8.84
                                    B)
                       POWER GRID CORPORATION OF
2017    INE752E07HR6   INDIA LIMITED (S-XXXIV, STRPP-    8.84
                                    D)
                       POWER GRID CORPORATION OF
2018    INE752E07HS4   INDIA LIMITED (S-XXXIV, STRPP-    8.84
                                    E)
                       POWER GRID CORPORATION OF
2019    INE752E07HT2   INDIA LIMITED (S-XXXIV, STRPP-    8.84
                                    F)
                         RURAL ELECTRIFICATION
2020    INE020B08450                                     8.8
                          CORPORATION LIMITED


                         RURAL ELECTRIFICATION
2025    INE020B08443                                     8.75
                          CORPORATION LIMITED



                        INDIAN RAILWAY FINANCE
2030    INE053F09GX2                                     8.79
                          CORPORATION LIMITED



                         HOUSING DEVELOPMENT
2012    INE001A07FS8     FINANCE CORPORATION              -
                               LIMITED
2013   INE115A07940   LIC HOUSING FINANCE LIMITED    8.4




                        HOUSING DEVELOPMENT
2014   INE001A07FK5     FINANCE CORPORATION         7.95
                              LIMITED



                        HOUSING DEVELOPMENT
2020   INE001A07FV2     FINANCE CORPORATION         8.95
                              LIMITED



2013   INE002A07700   RELIANCE INDUSTRIES LIMITED   11.45


2020   INE002A07775   RELIANCE INDUSTRIES LIMITED   8.75
f December 2010
            Rating     Sector

            AAA      PSU & FI's

            AAA      PSU & FI's


            AAA      PSU & FI's



            AAA      PSU & FI's



            AAA      PSU & FI's



            AAA      PSU & FI's



            AAA      PSU & FI's


            AAA      PSU & FI's



            AAA      PSU & FI's




            AAA      PSU & FI's




            AAA        NBFC
AAA     NBFC




AAA     NBFC




AAA     NBFC




AAA   CORPORATE


AAA   CORPORATE

								
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