Business Statistics-Weekly - CCIL

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					                      SECURITIES                                          CBLO
                              September 23, 2011
                          Trades              Value
Outright                         7238               62492   Overnight
Repo                               643              89505   Term
Total                           7881              151998    Total
Daily Avg. Outright              1448               12498   Average
Daily Avg. Repo                   107               14918



                        FOREX                                            FX-CLEAR
                             September 23, 2011
                          Deals        Value (USD Mn.)

Cash                             882               9898     Spot
Tom                             1460              14370     Daily Avg.
Spot                           57612              56917
Forward                          320               2657
Total                          60274              83841
Daily Avg.                     12055              16768
 CBLO
    September 23, 2011
Trades        Value (Rs. Mn.)
      2878               239732
        463               21320
      3341               261052
       557                43509




FX-CLEAR
    September 23, 2011
Trades       Value (USD Mn.)

     3075                 1616
      615                  323
                       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                      32.14           30.05         34.61         30.70          31.44
Primary Dealers                    22.66           25.85         24.50         24.00          19.72
Public Sector Banks                20.16           18.58         17.46         20.25          22.11
Private Sector Banks               15.06           17.40         13.82         15.29          17.81
Mutual Funds                        4.10            3.75          4.51          4.68           4.31
Co-operative Banks                  2.70            2.13          2.98          3.25           2.45
Ins. Cos                            1.65            1.70          0.90          0.99           0.82
Others                              1.32            0.40          0.62          0.72           1.22
FIs                                 0.20            0.13          0.59          0.12           0.11

B) Selling
Category                      Current Week   Previous week   1 month ago   3 months ago   6 months ago
Foreign Banks                      33.14           33.14         29.93         30.38          31.93
Primary Dealers                    24.30           34.04         29.57         28.57          24.08
Private Sector Banks               18.75           12.76         12.80         14.70          16.50
Public Sector Banks                15.60           13.26         19.42         16.70          18.75
Mutual Funds                        3.41            2.86          3.42          4.89           4.83
Co-operative Banks                  3.02            1.91          3.27          3.19           2.43
Ins. Cos                            1.55            0.83          1.21          1.19           1.11
Others                              0.13            0.07          0.17          0.34           0.18
FIs                                 0.11            1.13          0.21          0.05           0.19
e (%)

        1 year ago
            44.43
            14.74
            17.62
            10.94
             7.16
             2.94
             0.57
             1.32
             0.27


        1 year ago
            42.32
            19.99
            11.12
            14.76
             7.09
             3.01
             1.31
             0.07
             0.34
                               CATEGORYWISE REPO ACTIVITY      Market Share (%)
A) Lending
Category               Current Week   Previous week   1 month ago   3 months ago   6 months ago
Mutual Funds                38.58           32.21         24.26         63.60          77.71
Foreign Banks               31.78           43.10         42.63          8.06           4.99
Ins. Cos                    12.27           15.47         14.54         11.84           8.92
Public Sector Banks          8.23            2.22         12.32          2.58           0.48
Private Sector Banks         7.57            6.14          5.53          9.88           7.41
FIs                          0.79            0.00          0.00          0.00           0.00
Primary Dealers              0.53            0.53          0.32          3.40           0.45
Co-operative Banks           0.25            0.32          0.39          0.55           0.03
Others                       0.00            0.00          0.01          0.08           0.01

B) Borrowing
Category               Current Week   Previous week   1 month ago   3 months ago   6 months ago
Private Sector Banks        38.55           35.62         37.50          7.55          26.31
Foreign Banks               24.97           26.73         29.24         41.83          27.86
Primary Dealers             23.00           35.00         31.43         45.59          20.98
Public Sector Banks         12.20            0.45          0.24          2.61          15.86
Co-operative Banks           1.27            2.20          1.58          2.43           8.98
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
    64.52
    16.59
     7.89
     2.79
     7.75
     0.00
     0.03
     0.34
     0.09


1 year ago
    33.12
    42.29
    18.36
     6.23
     0.00
     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                50.11           48.33         43.64         70.10          85.64
Public Sector Banks         28.25           29.71         35.85         13.86           3.89
Ins. Cos                    10.07           11.33          9.41          9.44           6.76
Private Sector Banks         4.68            3.59          0.36          0.60           0.71
Foreign Banks                4.47            3.58          6.99          1.55           0.55
Co-operative Banks           1.37            1.16          1.19          0.43           0.78
Others                       0.81            0.77          1.62          1.41           1.58
FIs                          0.23            1.45          0.90          2.55           0.08
Primary Dealers              0.01            0.08          0.03          0.06           0.01

B) Borrowing
Category               Current Week   Previous Week   1 month ago   3 months ago   6 months ago
Public Sector Banks         43.62           34.78         31.85         35.42          50.43
Private Sector Banks        17.97           24.07         22.81         17.58          14.20
Others                      13.36           12.88         13.93         13.85           4.76
Foreign Banks               13.08           15.03         16.48         16.47          19.14
FIs                          5.45            3.93          5.95          4.65           4.56
Primary Dealers              4.37            5.76          4.96          7.58           3.05
Co-operative Banks           1.65            2.49          2.65          4.07           3.34
Mutual Funds                 0.50            1.07          1.36          0.38           0.45
Ins. Cos                     0.00            0.00          0.00          0.00           0.06
1 year ago
    69.03
     9.35
    14.61
     1.56
     2.28
     0.57
     1.72
     0.88
     0.00


1 year ago
    44.70
    16.09
     8.70
    20.29
     2.56
     4.57
     2.50
     0.59
     0.00
CATEGORYWISE FOREX ACTIVITY                      Market Share (%)

CATEGORY                      BUY      SELL      CASH     TOM      SPOT
Foreign Banks                    45.87     46.46    44.79    47.40    44.81
Public Sector Banks              33.74     33.44    39.44    33.75    33.51
Private Sector Banks             20.16     19.88    15.38    18.61    21.48
Cooperative Banks                 0.19      0.20     0.23     0.23      0.19
Financial Institutions            0.03      0.02     0.15     0.01      0.01
FORWARD
     73.65
     12.62
     13.63
      0.10
      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
 19/Sep/11        99          16      1485.48       20.28     850                    8      5839.93
 20/Sep/11       161          17      2150.99       18.87    1254                   13      9245.89
 21/Sep/11       121          17      1679.84       26.65     671                   11      4622.85
 22/Sep/11       157          13      2261.68       13.96    1887                   11     13939.89
 23/Sep/11       145          11      2707.40       20.94    1319                   14     10222.53
Total            683                10285.39        18.99    5981                          43871.09




                               NDS (T-Bills)                                    NDS-OM (T-Bills)
                         No. of                     Market                   No. of
Date        Trades       Securities Value           Share (%) Trades         Securities Value
  19-Sep-11         18            6        929.87        65.49          19           6       490.00
  20-Sep-11         17            9        744.42        79.24           9           3       195.00
  21-Sep-11         22            9        868.40        78.70           6           3       235.00
  22-Sep-11         59           12       1794.68        68.80          37           3       814.04
  23-Sep-11         16           11        570.81        48.76          37           5       599.82
Total              132                    4908.17        67.77         108                  2333.86
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
                 79.72     42            7      1075.00        14.67    949           17           7325.41
                 81.13     76            7      1752.00        15.37   1415           20          11396.88
                 73.35     48           10      1230.00        19.52    792           19           6302.69
                 86.04     86            7      2080.00        12.84   2044           15          16201.57
                 79.06     85            7      2405.00        18.60   1464           16          12929.93
                 81.01    337                   8542.00    15.772812   6664                       54156.48




(T-Bills)                        Brokered Deals (T-Bills)                            Total (T-Bills)
            Market              No. of                    Market              No. of
            Share (%) Trades    Securities Value          Share (%) Trades    Securities Value
                 34.51      8            2        630.00       44.37     37            9           1419.87
                 20.76     10            4        665.00       70.79     26           10            939.42
                 21.30      8            5        425.00       38.52     28            9           1103.40
                 31.20      2            1        100.00        3.83     96           12           2608.73
                 51.24      7            6        378.69       32.35     53           12           1170.63
                 32.23     35                    2198.69       30.36    240                        7242.05
INTEREST RATE SWAP TRANSACTIONS (MATCHED)           Amount in Rs. Crore
                  MIBOR           MIFOR           INBMK               TOTAL
       Date Trades   Volume Trades   Volume Trades   Volume Trades       Volume
  19/Sep/11    77       6123   15       900     0        0         92      7023
  20/Sep/11    98       6183   23      1250     0        0        121      7433
  21/Sep/11    78      5393.5  20      1082     0        0         98      6476
  22/Sep/11    165      9860   10       396     0        0        175      10256
  23/Sep/11    208     13706    4       175     0        0        212      13881
      Total    626    41265.5  72      3803     0        0        698      45069
    Average    125      8253   14       761     0        0        140      9014
                      Wt.Avg. Rates (%)                                                          Volumes (Rs. Bn.)
                                                        LAF -
                                    CROM               Reverse    LAF -     Outrigh
  Date      Call    NDS-Call Repo     S      CBLO       Repo      Repo         t      Forex**
9/17/2011      7.98     8.23 0.00     0.00      7.73       0.00      0.00      0.00       0.00
9/19/2011      8.27     8.30 8.21     8.23      8.22       4.20    637.60    144.43      15.52
9/20/2011      8.28     8.30 8.21     8.23      8.21       2.10    652.10     87.53      14.48
9/21/2011      8.26     8.28 8.22     8.25      8.19       0.35    474.10    124.58      16.97
9/22/2011      8.25     8.27 8.22     8.23      8.21       5.00    421.90     76.92      18.12
9/23/2011      8.23     8.26 8.04     8.00      6.81     147.15    746.45    191.46      18.75
Volumes (Rs. Bn.)
                                                          Share of   Share of
                                                         NDS-Call CROMS
   Repo      CROMS      CBLO      Call*      NDS-Call*      (%)        (%)
      0.00       0.00     26.87       9.34        6.75       72.24 -
    130.00      74.62    578.51     185.75     164.76        88.70      57.40
    149.40      66.46    580.79     196.45     173.88        88.51      44.48
    125.99      65.45    594.78     172.01     149.12        86.69      51.95
    157.16      88.94    593.02     165.05     142.16        86.13      56.59
    332.50     247.86    236.54     151.79     129.07        85.03      74.54

				
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posted:10/11/2011
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