SETTLEMENT STATISTICS CCIL (Excel)

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					                      SECURITIES                                            CBLO
                                  April 06, 2012
                          Trades                Value
Outright                           2748               29368   Overnight
Repo                                313               37083   Term
Total                             3061               66450    Total
Daily Avg. Outright                1374               14684   Average
Daily Avg. Repo                     104               12361



                        FOREX                                              FX-CLEAR
                                   April 6, 2012
                          Deals             Value (USD Mn.)

Cash                             544                   7106   Spot
Tom                              814                   8921   Daily Avg.
Spot                           22004                  25288
Forward                          684                   5793
Total                          24046                  47108
Daily Avg.                     12023                  23554
 CBLO
      April 6, 2012
Trades        Value (Rs. Mn.)
      973                 56244
      537                 27357
     1510                 83602
     503                  27867




FX-CLEAR
         April 6, 2012
Trades          Value (USD Mn.)

     1162                    607
      581                    304
                       CATEGORY WISE MARKET SHARE IN OUTRIGHT NDS AND NDS-OM      Market Share (%)
A) Buying
Category                      Current Week   Previous week   1 month ago   3 months ago   6 months ago
Foreign Banks                      30.65           26.35         32.99         27.07          28.45
Primary Dealers                    19.57           22.11         16.14         23.68          22.37
Public Sector Banks                14.66           16.50         25.73         19.20          24.18
Others                             13.00            2.61          2.44          4.19           1.11
Private Sector Banks               12.53           26.20         16.08         16.13          14.64
Ins. Cos                            3.34            1.44          1.65          1.19           2.01
Mutual Funds                        3.34            2.36          2.33          4.59           3.83
Co-operative Banks                  1.86            2.10          2.12          3.87           3.06
FIs                                 1.05            0.33          0.54          0.09           0.35

B) Selling
Category                      Current Week   Previous week   1 month ago   3 months ago   6 months ago
Foreign Banks                      34.65           36.31         35.75         25.84          38.76
Primary Dealers                    27.31           28.55         22.84         28.29          27.74
Private Sector Banks               20.57           17.93         17.01         16.34          13.47
Public Sector Banks                11.21            6.97         17.19         19.74          10.44
Mutual Funds                        2.47            3.65          1.83          4.24           6.15
Ins. Cos                            2.47            3.92          3.04          1.51           1.32
Co-operative Banks                  1.14            1.85          2.24          3.98           1.76
FIs                                 0.12            0.70          0.08          0.03           0.16
Others                              0.05            0.13          0.03          0.01           0.21
e (%)

        1 year ago
            23.89
            17.64
            23.67
             0.29
            21.79
             1.86
             8.99
             1.74
             0.13


        1 year ago
            35.92
            21.92
            14.63
            21.99
             3.15
             0.40
             1.53
             0.25
             0.22
                               CATEGORYWISE REPO ACTIVITY      Market Share (%)
A) Lending
Category               Current Week   Previous week   1 month ago   3 months ago   6 months ago
Mutual Funds                47.03           50.56         53.99         16.56          36.97
Ins. Cos                    19.68           19.16         15.66         27.73           9.84
Public Sector Banks         14.89            3.41         13.66         21.34          13.81
Private Sector Banks         8.43           12.56          8.97         17.65           6.88
Foreign Banks                5.85            8.43          6.94          9.43          28.23
Primary Dealers              2.55            3.94          0.54          7.27           3.86
Co-operative Banks           1.54            0.42          0.07          0.02           0.42
FIs                          0.03            1.53          0.00          0.00           0.00
Others                       0.00            0.00          0.18          0.00           0.00

B) Borrowing
Category               Current Week   Previous week   1 month ago   3 months ago   6 months ago
Foreign Banks               45.21           44.32         33.69         20.50          20.67
Primary Dealers             22.03           49.20         38.76         63.20          22.14
Public Sector Banks         22.03            2.91         14.63          3.31          14.24
Private Sector Banks        10.48            3.23         12.32          8.47          41.32
Co-operative Banks           0.25            0.33          0.60          4.52           1.63
Mutual Funds                 0.00            0.00          0.00          0.00           0.00
Ins. Cos                     0.00            0.00          0.00          0.00           0.00
Others                       0.00            0.00          0.00          0.00           0.00
FIs                          0.00            0.00          0.00          0.00           0.00
1 year ago
    78.34
     9.73
     0.97
     6.28
     4.19
     0.38
     0.11
     0.00
     0.00


1 year ago
    33.28
    15.44
     8.05
    38.71
     4.52
     0.00
     0.00
     0.00
     0.00
                               CATEGORYWISE CBLO ACTIVITY      Market Share (%)
A) Lending
Category               Current Week   Previous Week   1 month ago   3 months ago   6 months ago
Mutual Funds                61.84           75.66         53.05         38.48          41.92
Ins. Cos                    16.66           12.85         23.70         20.68          11.28
Public Sector Banks         10.27            4.67         12.59         28.08          38.21
Private Sector Banks         4.17            0.92          2.38          4.30           3.00
FIs                          2.41            1.37          1.78          0.30           0.45
Others                       1.85            1.91          3.58          2.40           0.98
Co-operative Banks           1.56            1.12          1.08          0.67           1.26
Foreign Banks                1.22            1.49          1.80          4.96           2.89
Primary Dealers              0.02            0.02          0.04          0.14           0.02

B) Borrowing
Category               Current Week   Previous Week   1 month ago   3 months ago   6 months ago
Public Sector Banks         29.95           37.80         32.77         26.53          42.60
Others                      21.10           13.28         15.12         20.86          12.27
Private Sector Banks        14.31            7.27         15.95         13.39          25.89
Foreign Banks               12.15           22.50         14.75         21.63           9.23
Mutual Funds                 7.48            4.61          2.14          2.55           0.98
FIs                          6.73            5.55          5.53          7.44           4.31
Primary Dealers              4.84            4.90          9.65          3.90           3.09
Co-operative Banks           3.45            4.08          4.10          3.71           1.49
Ins. Cos                     0.00            0.00          0.00          0.00           0.15
1 year ago
    76.38
    13.99
     5.59
     0.42
     1.06
     1.35
     0.70
     0.45
     0.06


1 year ago
    40.93
     7.55
    21.88
    22.55
     0.46
     2.64
     1.86
     2.10
     0.03
CATEGORYWISE FOREX ACTIVITY                      Market Share (%)

CATEGORY                      BUY      SELL      CASH     TOM      SPOT
Foreign Banks                    51.06     50.06    52.39    53.08    46.63
Public Sector Banks              29.11     29.59    30.72    27.88    31.17
Private Sector Banks             19.73     20.23    16.68    18.91    22.11
Cooperative Banks                 0.09      0.09     0.18     0.11      0.06
Financial Institutions            0.01      0.03     0.03     0.01      0.02
FORWARD
     61.58
     21.96
     16.36
      0.09
      0.00
                                                       Trading Platform Analysis - Trading Volume (Amou
                              NDS (G-Sec)                                      NDS-OM (G-Sec)
                     No. of                   Market                        No. of
Date       Trades    Securities Value         Share (%) Trades              Securities Value
  3/Apr/12       106          12      2385.91       19.88    1308                  12      9614.40
  4/Apr/12       135          10      2409.55       14.81    1814                  12     13865.55
Total            889                  7594.33       17.36    4764                         36159.42




                              NDS (T-Bills)                                    NDS-OM (T-Bills)
                        No. of                     Market                   No. of
Date        Trades      Securities Value           Share (%) Trades         Securities Value
   3-Apr-12        35           16       1723.05        87.77          12           5       240.00
   4-Apr-12        30           13        967.23        58.81          33          10       677.34
Total             293                   11611.26        82.65         143                  2436.72
is - Trading Volume (Amount in Rs. Crore)
(G-Sec)                           Brokered Deals (G-Sec)                        Total (G-Sec)
            Market              No. of                   Market               No. of
            Share (%) Trades    Securities Value         Share (%) Trades     Securities Value
                 80.12     22            6       555.00       4.62     1414           13          12000.32
                 85.19     61            8      1550.00       9.52     1949           13          16275.09
                 82.64    196                   5372.00 12.277799      5653                       43753.77




(T-Bills)                        Brokered Deals (T-Bills)                            Total (T-Bills)
            Market              No. of                    Market              No. of
            Share (%) Trades    Securities Value          Share (%) Trades    Securities Value
                 12.23     17            7      1325.00      67.50       47           17           1963.05
                 41.19      8            5       395.00      24.02       63           20           1644.59
                 17.35     76                   8405.97      59.84      436                       14048.01
INTEREST RATE SWAP TRANSACTIONS (MATCHED)          Amount in Rs. Crore
                 MIBOR           MIFOR           INBMK               TOTAL
      Date Trades   Volume Trades   Volume Trades   Volume Trades       Volume
  3/Apr/12    98      7000    11       450     0        0        109      7450
  4/Apr/12    103     12212    4       193     0        0        107      12405
     Total    201     19212   15       643     0        0        216      19855
   Average    40      3842     3       129     0        0         43      3971
                      Wt.Avg. Rates (%)                                                       Volumes (Rs. Bn.)
                                                       LAF -
                                                      Reverse    LAF -   Outrigh
  Date      Call    NDS-Call Repo CROMS     CBLO       Repo      Repo       t      Forex**
3/31/2012      9.02     9.08 0.00    0.00      7.03       0.00      0.00    0.00       0.00
 4/3/2012      9.32     9.35 8.46    8.45      8.01      27.00   1380.85 129.83       23.03
 4/4/2012      9.23     9.25 8.59    8.59      7.69      51.50    837.95 163.85       24.08
Volumes (Rs. Bn.)
                                                         Share of   Share of
                                                        NDS-Call CROMS
   Repo      CROMS      CBLO      Call*     NDS-Call*      (%)        (%)
      0.00       0.00    107.96       18.23    14.58        79.98 -
    105.40      76.19    442.26     288.39    261.17        90.56      72.29
    265.18     236.01    285.80     251.69    243.94        96.92      89.00

				
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