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Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018 Date of Auction 8-Apr-11 4.00 15-Apr-11 2.25 21-Apr-11 3.00 Total Auction Amt 2.25 7.00 Monthly Traded Vol 2.92 3.58 6-May-11 4.00 13-May-11 4.00 20-May-11 2.74 27-May-11 4.00 Total Auction Amt 6.74 8.00 Monthly Traded Vol 4.16 9.70 3-Jun-11 3.00 10-Jun-11 3.00 24-Jun-11 3.00 Total Auction Amt 6.00 3.00 Monthly Traded Vol 3.90 11.59 1-Jul-11 3.00 8-Jul-11 3.00 15-Jul-11 3.00 22-Jul-11 4.00 29-Jul-11 3.00 Total Auction Amt 7.00 9.00 Monthly Traded Vol 1.29 10.19 (Amount in '000 Crs)

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

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Page 1: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction

8-Apr-114.00

15-Apr-112.25

21-Apr-113.00

Total Auction Amt2.25 7.00

Monthly Traded Vol2.92 3.58

6-May-114.00

13-May-114.00

20-May-112.74

27-May-114.00

Total Auction Amt6.74 8.00

Monthly Traded Vol4.16 9.70

3-Jun-113.00

10-Jun-113.00

24-Jun-113.00

Total Auction Amt6.00 3.00

Monthly Traded Vol3.90 11.59

1-Jul-113.00

8-Jul-113.00

15-Jul-113.00

22-Jul-114.00

29-Jul-113.00

Total Auction Amt7.00 9.00

Monthly Traded Vol1.29 10.19

(Amount in '000 Crs)

Page 2: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

5-Aug-114.00

12-Aug-113.00

18-Aug-113.00

26-Aug-113.00

Total Auction Amt7.00 6.00

Monthly Traded Vol2.35 18.74

2-Sep-112.27

9-Sep-113.00

Total Auction Amt3.00 2.27

Monthly Traded Vol2.89 2.48

7-Oct-113.00

14-Oct-112.39

28-Oct-113.85

Total Auction Amt3.00 3.85 2.39

Monthly Traded Vol2.30 1.07 10.99

4-Nov-114.00

11-Nov-11

18-Nov-114.00

25-Nov-11

Total Auction Amt8.00

Monthly Traded Vol24.66

Page 3: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

2-Dec-114.00

9-Dec-112.00

23-Dec-114.00

30-Dec-113.00

Total Auction Amt5.00 8.00

Monthly Traded Vol0.69 37.16

6-Jan-124.00

13-Jan-12

20-Jan-124.00

27-Jan-12

Total Auction Amt8.00

Monthly Traded Vol30.20

3-Feb-123.00

10-Feb-12

17-Feb-12

24-Feb-12

Total Auction Amt3.00

Monthly Traded Vol15.92

9-Mar-12

Total Auction Amt

Monthly Traded Vol

Total Amt. (2011-12)0.00 14.99 0.00 20.00 11.13 62.39

Total Trd Vol. (2011-12)0.00 10.98 0.00 8.83 4.24 172.73

Page 4: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

3-Apr-12

13-Apr-12

20-Apr-12

27-Apr-12

Total Auction Amt

Monthly Traded Vol

4-May-12

11-May-12

18-May-12

25-May-12

Total Auction Amt

Monthly Traded Vol

1-Jun-12

8-Jun-12

22-Jun-12

29-Jun-124.00

Total Auction Amt4.00

Monthly Traded Vol

Page 5: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

6-Jul-12

13-Jul-123.00

20-Jul-12

27-Jul-124.00

Total Auction Amt7.00

Monthly Traded Vol10.53

3-Aug-12

10-Aug-124.00

17-Aug-12

24-Aug-124.00

31-Aug-12

Total Auction Amt8.00

Monthly Traded Vol9.95

7-Sep-124.00

21-Sep-12

28-Sep-124.00

Total Auction Amt8.00

Monthly Traded Vol17.49

5-Oct-12

12-Oct-124.00

19-Oct-12

Total Auction Amt4.00

Monthly Traded Vol29.81

Page 6: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

2-Nov-123.00

9-Nov-12

16-Nov-124.00

23-Nov-12

30-Nov-123.00

Total Auction Amt10.00

Monthly Traded Vol16.32

7-Dec-12

21-Dec-123.00

28-Dec-12

Total Auction Amt3.00

Monthly Traded Vol29.67

18-Jan-133.00

Total Auction Amt3.00

Monthly Traded Vol61.83

1-Feb-13

8-Feb-133.00

15-Feb-13

Total Auction Amt3.00

Monthly Traded Vol77.08

Total Amt. (2012-13)0.00 0.00 50.00 0.00 0.00 0.00

Total Trd Vol. (2012-13)0.00 0.00 252.68 0.00 0.00 0.00

Page 7: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

5-Apr-13

12-Apr-133.00

18-Apr-13

Total Auction Amt3.00

Monthly Traded Vol38.04

3-May-133.00

10-May-13

17-May-133.00

24-May-13

31-May-13

Total Auction Amt6.00

Monthly Traded Vol47.93

4-Jun-13

7-Jun-13

21-Jun-13

25-Jun-13

28-Jun-13

Total Auction Amt

Monthly Traded Vol

5-Jul-13

12-Jul-13

19-Jul-13

Page 8: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

26-Jul-132.00

Total Auction Amt2.00

Monthly Traded Vol0.34

2-Aug-13

8-Aug-13

16-Aug-13

23-Aug-13

27-Aug-13

30-Aug-13

Total Auction Amt

Monthly Traded Vol

6-Sep-13

23-Sep-13

24-Sep-13

27-Sep-13

Total Auction Amt

Monthly Traded Vol

4-Oct-13

11-Oct-13

18-Oct-13

30-Oct-13

Total Auction Amt

Monthly Traded Vol

Page 9: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

1-Nov-13

8-Nov-13

14-Nov-13

22-Nov-13

26-Nov-13

29-Nov-13

Total Auction Amt

Monthly Traded Vol

6-Dec-13

20-Dec-13

27-Dec-13

31-Dec-13

Total Auction Amt

Monthly Traded Vol

3-Jan-14

10-Jan-14

31-Jan-14

Total Auction Amt

Monthly Traded Vol

7-Feb-14

Total Auction Amt

Monthly Traded Vol

Page 10: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

Total Amt. (2013-14)2.00 0.00 0.00 0.00 0.00 9.00

Total Trd Vol. (2013-14)0.34 0.00 0.00 0.00 0.00 85.97

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

4-Apr-14

11-Apr-14

17-Apr-14

25-Apr-14

Total Auction Amt

Monthly Traded Vol

2-May-14

9-May-14

16-May-14

23-May-14

30-May-14

Total Auction Amt

Monthly Traded Vol

6-Jun-14

20-Jun-14

27-Jun-14

Total Auction Amt

Monthly Traded Vol

Page 11: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

4-Jul-14

11-Jul-14

18-Jul-14

25-Jul-14

Total Auction Amt

Monthly Traded Vol

1-Aug-14

8-Aug-14

14-Aug-14

22-Aug-14

28-Aug-14

Total Auction Amt

Monthly Traded Vol

5-Sep-14

12-Sep-14

19-Sep-14

26-Sep-14

Total Auction Amt

Monthly Traded Vol

1-Oct-14

10-Oct-14

17-Oct-14

22-Oct-14

Page 12: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS 2017 JUL 08.07% GS 2017 07.99% GS 2017 07.83% GS 2018

Date of Auction (Amount in '000 Crs)

31-Oct-14

Total Auction Amt

Monthly Traded Vol

7-Nov-14

14-Nov-14

21-Nov-14

28-Nov-14

Total Auction Amt

Monthly Traded Vol

5-Dec-14 2.00

19-Dec-14 3.00

26-Dec-14

Total Auction Amt. 5.00

Monthly Traded Vol. 80.26

Total Amt. (2014-15)0.00 0.00 0.00 0.00 0.00 5.00

Ttl Trd Vol. (2014-15)0.00 0.00 0.00 0.00 0.00 80.26

Grand Total Amt 2.00 14.99 50.00 20.00 11.13 76.39

Grand Total Vol 0.34 10.98 252.68 8.83 4.24 338.96

New Auctioned Securities

Page 13: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-11

15-Apr-11

21-Apr-11

Total Auction Amt

Monthly Traded Vol

6-May-11

13-May-11

20-May-11

27-May-11

Total Auction Amt

Monthly Traded Vol

3-Jun-11

10-Jun-11

24-Jun-11

Total Auction Amt

Monthly Traded Vol

1-Jul-11

8-Jul-11

15-Jul-11

22-Jul-11

29-Jul-11

Total Auction Amt

Monthly Traded Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

Page 14: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-115-Aug-11

12-Aug-11

18-Aug-11

26-Aug-11

Total Auction Amt

Monthly Traded Vol

2-Sep-11

9-Sep-11

Total Auction Amt

Monthly Traded Vol

7-Oct-11

14-Oct-11

28-Oct-11

Total Auction Amt

Monthly Traded Vol

4-Nov-11

11-Nov-11

18-Nov-11

25-Nov-11

Total Auction Amt

Monthly Traded Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

Page 15: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-112-Dec-11

9-Dec-11

23-Dec-11

30-Dec-11

Total Auction Amt

Monthly Traded Vol

6-Jan-12

13-Jan-12

20-Jan-12

27-Jan-12

Total Auction Amt

Monthly Traded Vol

3-Feb-12

10-Feb-12

17-Feb-12

24-Feb-12

Total Auction Amt

Monthly Traded Vol

9-Mar-12

Total Auction Amt

Monthly Traded Vol

Total Amt. (2011-12)

Total Trd Vol. (2011-12)

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

4.00

0.00

3.23

7.23

7.51

3.00

3.00

3.00

3.00 6.00

0.33 9.61

3.00

3.00

0.15

3.00 0.00 0.00 13.23 0.00 0.00

0.33 0.00 0.00 17.12 0.00 0.00

Page 16: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-11

Security Description

3-Apr-12

13-Apr-12

20-Apr-12

27-Apr-12

Total Auction Amt

Monthly Traded Vol

4-May-12

11-May-12

18-May-12

25-May-12

Total Auction Amt

Monthly Traded Vol

1-Jun-12

8-Jun-12

22-Jun-12

29-Jun-12

Total Auction Amt

Monthly Traded Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

3.68

4.00

4.00

4.00

8.00 7.68

4.42 13.62

4.00

4.00

4.00

4.00

8.00 8.00

10.02 24.15

4.00

3.00

4.00

3.00 8.00

10.86 48.28

Page 17: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-116-Jul-12

13-Jul-12

20-Jul-12

27-Jul-12

Total Auction Amt

Monthly Traded Vol

3-Aug-12

10-Aug-12

17-Aug-12

24-Aug-12

31-Aug-12

Total Auction Amt

Monthly Traded Vol

7-Sep-12

21-Sep-12

28-Sep-12

Total Auction Amt

Monthly Traded Vol

5-Oct-12

12-Oct-12

19-Oct-12

Total Auction Amt

Monthly Traded Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

4.00

4.00

8.00

55.99

4.00

4.00

4.00

12.00

43.74

4.00

4.00

46.13

3.00

3.00

6.00

50.15

Page 18: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-112-Nov-12

9-Nov-12

16-Nov-12

23-Nov-12

30-Nov-12

Total Auction Amt

Monthly Traded Vol

7-Dec-12

21-Dec-12

28-Dec-12

Total Auction Amt

Monthly Traded Vol

18-Jan-13

Total Auction Amt

Monthly Traded Vol

1-Feb-13

8-Feb-13

15-Feb-13

Total Auction Amt

Monthly Traded Vol

Total Amt. (2012-13)

Total Trd Vol. (2012-13)

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

3.00

3.00

6.00

32.75

4.00

3.00

7.00

4.50

3.00

3.00

6.00

29.30

19.00 0.00 0.00 59.68 13.00 0.00

25.29 0.00 0.00 314.81 33.80 0.00

Page 19: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-11

5-Apr-13

12-Apr-13

18-Apr-13

Total Auction Amt

Monthly Traded Vol

3-May-13

10-May-13

17-May-13

24-May-13

31-May-13

Total Auction Amt

Monthly Traded Vol

4-Jun-13

7-Jun-13

21-Jun-13

25-Jun-13

28-Jun-13

Total Auction Amt

Monthly Traded Vol

5-Jul-13

12-Jul-13

19-Jul-13

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

4.00

3.00

7.00

37.27

3.00

3.00

3.00

3.00 6.00

0.52 41.24

3.00

3.00

3.00

3.00 6.00

5.62 28.43

3.00

3.00

3.00

Page 20: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-1126-Jul-13

Total Auction Amt

Monthly Traded Vol

2-Aug-13

8-Aug-13

16-Aug-13

23-Aug-13

27-Aug-13

30-Aug-13

Total Auction Amt

Monthly Traded Vol

6-Sep-13

23-Sep-13

24-Sep-13

27-Sep-13

Total Auction Amt

Monthly Traded Vol

4-Oct-13

11-Oct-13

18-Oct-13

30-Oct-13

Total Auction Amt

Monthly Traded Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

3.00

6.00 6.00

4.76 17.40

3.00

3.00

4.00

3.00

4.00

11.00 6.00

10.75 12.77

3.00

3.00

3.00

3.00 6.00

28.97 18.71

3.00

4.00

4.00

7.00 4.00

35.33 35.57

Page 21: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-111-Nov-13

8-Nov-13

14-Nov-13

22-Nov-13

26-Nov-13

29-Nov-13

Total Auction Amt

Monthly Traded Vol

6-Dec-13

20-Dec-13

27-Dec-13

31-Dec-13

Total Auction Amt

Monthly Traded Vol

3-Jan-14

10-Jan-14

31-Jan-14

Total Auction Amt

Monthly Traded Vol

7-Feb-14

Total Auction Amt

Monthly Traded Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

4.00

4.00

4.00

3.00

3.00

7.00 11.00

42.88 48.12

4.00

4.00

3.00

7.00 4.00

42.50 34.60

4.00

3.00

3.00

6.00 4.00

54.93 65.95

3.00

3.00

60.37

Page 22: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-11Total Amt. (2013-14)

Total Trd Vol. (2013-14)

Security Description

4-Apr-14

11-Apr-14

17-Apr-14

25-Apr-14

Total Auction Amt

Monthly Traded Vol

2-May-14

9-May-14

16-May-14

23-May-14

30-May-14

Total Auction Amt

Monthly Traded Vol

6-Jun-14

20-Jun-14

27-Jun-14

Total Auction Amt

Monthly Traded Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

0.00 53.00 0.00 0.00 63.00 0.00

0.00 226.26 0.00 0.00 400.43 0.00

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

3.00

4.00

7.00

5.17

4.00

4.00

8.00

18.14

4.00

3.00

7.00

1.01

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Security Description

Date of Auction

8-Apr-114-Jul-14

11-Jul-14

18-Jul-14

25-Jul-14

Total Auction Amt

Monthly Traded Vol

1-Aug-14

8-Aug-14

14-Aug-14

22-Aug-14

28-Aug-14

Total Auction Amt

Monthly Traded Vol

5-Sep-14

12-Sep-14

19-Sep-14

26-Sep-14

Total Auction Amt

Monthly Traded Vol

1-Oct-14

10-Oct-14

17-Oct-14

22-Oct-14

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

3.00

2.00

5.00

21.64

3.00

3.00

18.25

2.00

2.00

2.00

6.00

34.64

3.00

2.00

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Security Description

Date of Auction

8-Apr-1131-Oct-14

Total Auction Amt

Monthly Traded Vol

7-Nov-14

14-Nov-14

21-Nov-14

28-Nov-14

Total Auction Amt

Monthly Traded Vol

5-Dec-14

19-Dec-14

26-Dec-14

Total Auction Amt.

Monthly Traded Vol.

Total Amt. (2014-15)

Ttl Trd Vol. (2014-15)

Grand Total Amt

Grand Total Vol

08.24% GS 2018 7.28% GS 2019 7.80% GS 2020 08.19% GS 2020 08.12% GS 2020 8.27% GS 2020

(Amount in '000 Crs)

3.00

8.00

36.10

2.00

3.00

2.00

3.00

10.00

66.98

6.00

2.00

2.00 6.00

4.11 411.53

2.00 0.00 15.00 0.00 0.00 45.00

4.11 0.00 23.32 0.00 0.00 590.16

24.00 53.00 15.00 72.91 76.00 45.00

29.73 226.26 23.32 331.93 434.23 590.16

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Security Description

Date of Auction

8-Apr-11

15-Apr-11

21-Apr-11

Total Auction Amt

Monthly Traded Vol

6-May-11

13-May-11

20-May-11

27-May-11

Total Auction Amt

Monthly Traded Vol

3-Jun-11

10-Jun-11

24-Jun-11

Total Auction Amt

Monthly Traded Vol

1-Jul-11

8-Jul-11

15-Jul-11

22-Jul-11

29-Jul-11

Total Auction Amt

Monthly Traded Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

5.00

5.00

6.00

11.00 5.00

22.61 29.76

5.00

5.00

5.00

5.00

10.00 5.00 5.00

52.66 25.55 30.93

6.00

6.00

6.00

6.00 6.00 6.00

141.94 23.87 53.46

6.00

6.00

6.00

5.00

18.00 5.00 6.00

134.57 17.50 31.03

(Amount in '000 Crs)

Page 26: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-115-Aug-11

12-Aug-11

18-Aug-11

26-Aug-11

Total Auction Amt

Monthly Traded Vol

2-Sep-11

9-Sep-11

Total Auction Amt

Monthly Traded Vol

7-Oct-11

14-Oct-11

28-Oct-11

Total Auction Amt

Monthly Traded Vol

4-Nov-11

11-Nov-11

18-Nov-11

25-Nov-11

Total Auction Amt

Monthly Traded Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

5.00

6.00

4.00

6.00

12.00 4.00 5.00

193.51 29.47 43.04

5.00

5.00

5.00 5.00

157.10 32.37

6.00

3.58

6.00

3.58 6.00 6.00

113.31 13.95 13.14

6.00

4.85

10.85

71.33

Page 27: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-112-Dec-11

9-Dec-11

23-Dec-11

30-Dec-11

Total Auction Amt

Monthly Traded Vol

6-Jan-12

13-Jan-12

20-Jan-12

27-Jan-12

Total Auction Amt

Monthly Traded Vol

3-Feb-12

10-Feb-12

17-Feb-12

24-Feb-12

Total Auction Amt

Monthly Traded Vol

9-Mar-12

Total Auction Amt

Monthly Traded Vol

Total Amt. (2011-12)

Total Trd Vol. (2011-12)

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

6.00

5.00

11.00

166.35

7.00

7.00

14.00

193.47

7.00

6.00

13.00

150.95

6.00

6.00

117.03

65.58 48.85 31.00 33.00 0.00 0.00

815.71 582.10 140.10 203.96 0.00 0.00

Page 28: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-11

Security Description

3-Apr-12

13-Apr-12

20-Apr-12

27-Apr-12

Total Auction Amt

Monthly Traded Vol

4-May-12

11-May-12

18-May-12

25-May-12

Total Auction Amt

Monthly Traded Vol

1-Jun-12

8-Jun-12

22-Jun-12

29-Jun-12

Total Auction Amt

Monthly Traded Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

7.00

7.00

14.00

102.81

7.00

6.00

13.00

146.86

7.00

7.00

14.00

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Security Description

Date of Auction

8-Apr-116-Jul-12

13-Jul-12

20-Jul-12

27-Jul-12

Total Auction Amt

Monthly Traded Vol

3-Aug-12

10-Aug-12

17-Aug-12

24-Aug-12

31-Aug-12

Total Auction Amt

Monthly Traded Vol

7-Sep-12

21-Sep-12

28-Sep-12

Total Auction Amt

Monthly Traded Vol

5-Oct-12

12-Oct-12

19-Oct-12

Total Auction Amt

Monthly Traded Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

6.00

6.00

12.00

86.23

6.00

6.00

12.00

127.25

7.00

7.00

190.42

7.00

7.00

109.53

Page 30: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-112-Nov-12

9-Nov-12

16-Nov-12

23-Nov-12

30-Nov-12

Total Auction Amt

Monthly Traded Vol

7-Dec-12

21-Dec-12

28-Dec-12

Total Auction Amt

Monthly Traded Vol

18-Jan-13

Total Auction Amt

Monthly Traded Vol

1-Feb-13

8-Feb-13

15-Feb-13

Total Auction Amt

Monthly Traded Vol

Total Amt. (2012-13)

Total Trd Vol. (2012-13)

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

6.00

6.00

114.41

6.00

6.00

95.99

6.00

6.00

351.10

0.00 27.00 0.00 0.00 70.00 0.00

0.00 249.67 0.00 0.00 1074.92 0.00

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Security Description

Date of Auction

8-Apr-11

5-Apr-13

12-Apr-13

18-Apr-13

Total Auction Amt

Monthly Traded Vol

3-May-13

10-May-13

17-May-13

24-May-13

31-May-13

Total Auction Amt

Monthly Traded Vol

4-Jun-13

7-Jun-13

21-Jun-13

25-Jun-13

28-Jun-13

Total Auction Amt

Monthly Traded Vol

5-Jul-13

12-Jul-13

19-Jul-13

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

6.00

6.00

218.46

7.00

7.00

485.28

Page 32: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-1126-Jul-13

Total Auction Amt

Monthly Traded Vol

2-Aug-13

8-Aug-13

16-Aug-13

23-Aug-13

27-Aug-13

30-Aug-13

Total Auction Amt

Monthly Traded Vol

6-Sep-13

23-Sep-13

24-Sep-13

27-Sep-13

Total Auction Amt

Monthly Traded Vol

4-Oct-13

11-Oct-13

18-Oct-13

30-Oct-13

Total Auction Amt

Monthly Traded Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

Page 33: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-111-Nov-13

8-Nov-13

14-Nov-13

22-Nov-13

26-Nov-13

29-Nov-13

Total Auction Amt

Monthly Traded Vol

6-Dec-13

20-Dec-13

27-Dec-13

31-Dec-13

Total Auction Amt

Monthly Traded Vol

3-Jan-14

10-Jan-14

31-Jan-14

Total Auction Amt

Monthly Traded Vol

7-Feb-14

Total Auction Amt

Monthly Traded Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

Page 34: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-11Total Amt. (2013-14)

Total Trd Vol. (2013-14)

Security Description

4-Apr-14

11-Apr-14

17-Apr-14

25-Apr-14

Total Auction Amt

Monthly Traded Vol

2-May-14

9-May-14

16-May-14

23-May-14

30-May-14

Total Auction Amt

Monthly Traded Vol

6-Jun-14

20-Jun-14

27-Jun-14

Total Auction Amt

Monthly Traded Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

0.00 0.00 0.00 0.00 13.00 0.00

0.00 0.00 0.00 0.00 703.74 0.00

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

4.00

5.00

9.00

17.43

4.00

6.00

4.00

14.00

48.24

3.00

3.00

49.32

Page 35: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-114-Jul-14

11-Jul-14

18-Jul-14

25-Jul-14

Total Auction Amt

Monthly Traded Vol

1-Aug-14

8-Aug-14

14-Aug-14

22-Aug-14

28-Aug-14

Total Auction Amt

Monthly Traded Vol

5-Sep-14

12-Sep-14

19-Sep-14

26-Sep-14

Total Auction Amt

Monthly Traded Vol

1-Oct-14

10-Oct-14

17-Oct-14

22-Oct-14

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

3.00

2.00

5.00

28.73

2.00

2.00

10.97

Page 36: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-1131-Oct-14

Total Auction Amt

Monthly Traded Vol

7-Nov-14

14-Nov-14

21-Nov-14

28-Nov-14

Total Auction Amt

Monthly Traded Vol

5-Dec-14

19-Dec-14

26-Dec-14

Total Auction Amt.

Monthly Traded Vol.

Total Amt. (2014-15)

Ttl Trd Vol. (2014-15)

Grand Total Amt

Grand Total Vol

07.80% GS 2021 08.79% GS 2021 08.08% GS 2022 08.13% GS 2022 08.15% GS 2022 8.35% GS 2022

(Amount in '000 Crs)

6.00

6.00

12.00

24.87

0.00 12.00 0.00 0.00 0.00 33.00

0.00 24.87 0.00 0.00 0.00 154.69

65.58 87.85 31.00 33.00 83.00 33.00

815.71 856.65 140.10 203.96 1778.66 154.69

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Security Description

Date of Auction

8-Apr-11

15-Apr-11

21-Apr-11

Total Auction Amt

Monthly Traded Vol

6-May-11

13-May-11

20-May-11

27-May-11

Total Auction Amt

Monthly Traded Vol

3-Jun-11

10-Jun-11

24-Jun-11

Total Auction Amt

Monthly Traded Vol

1-Jul-11

8-Jul-11

15-Jul-11

22-Jul-11

29-Jul-11

Total Auction Amt

Monthly Traded Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

Page 38: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-115-Aug-11

12-Aug-11

18-Aug-11

26-Aug-11

Total Auction Amt

Monthly Traded Vol

2-Sep-11

9-Sep-11

Total Auction Amt

Monthly Traded Vol

7-Oct-11

14-Oct-11

28-Oct-11

Total Auction Amt

Monthly Traded Vol

4-Nov-11

11-Nov-11

18-Nov-11

25-Nov-11

Total Auction Amt

Monthly Traded Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

4.49

6.00

10.49

39.10

Page 39: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-112-Dec-11

9-Dec-11

23-Dec-11

30-Dec-11

Total Auction Amt

Monthly Traded Vol

6-Jan-12

13-Jan-12

20-Jan-12

27-Jan-12

Total Auction Amt

Monthly Traded Vol

3-Feb-12

10-Feb-12

17-Feb-12

24-Feb-12

Total Auction Amt

Monthly Traded Vol

9-Mar-12

Total Auction Amt

Monthly Traded Vol

Total Amt. (2011-12)

Total Trd Vol. (2011-12)

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

6.00

6.00

12.00

137.41

6.00

6.00

12.00

199.92

6.00

6.00

12.00

125.06

0.00 0.00 0.00 46.49 0.00 0.00

0.00 0.00 0.00 501.49 0.00 0.00

Page 40: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-11

Security Description

3-Apr-12

13-Apr-12

20-Apr-12

27-Apr-12

Total Auction Amt

Monthly Traded Vol

4-May-12

11-May-12

18-May-12

25-May-12

Total Auction Amt

Monthly Traded Vol

1-Jun-12

8-Jun-12

22-Jun-12

29-Jun-12

Total Auction Amt

Monthly Traded Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

8.00

7.00

15.00

131.54

8.00

7.00

15.00

130.41

7.00

7.00

14.00

217.66

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Security Description

Date of Auction

8-Apr-116-Jul-12

13-Jul-12

20-Jul-12

27-Jul-12

Total Auction Amt

Monthly Traded Vol

3-Aug-12

10-Aug-12

17-Aug-12

24-Aug-12

31-Aug-12

Total Auction Amt

Monthly Traded Vol

7-Sep-12

21-Sep-12

28-Sep-12

Total Auction Amt

Monthly Traded Vol

5-Oct-12

12-Oct-12

19-Oct-12

Total Auction Amt

Monthly Traded Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

7.00

7.00

7.00

7.00

14.00

28.45

Page 42: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-112-Nov-12

9-Nov-12

16-Nov-12

23-Nov-12

30-Nov-12

Total Auction Amt

Monthly Traded Vol

7-Dec-12

21-Dec-12

28-Dec-12

Total Auction Amt

Monthly Traded Vol

18-Jan-13

Total Auction Amt

Monthly Traded Vol

1-Feb-13

8-Feb-13

15-Feb-13

Total Auction Amt

Monthly Traded Vol

Total Amt. (2012-13)

Total Trd Vol. (2012-13)

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

7.00

7.00

14.00

36.25

6.00

6.00

12.00

77.09

6.00

6.00

12.00

269.69

0.00 0.00 0.00 44.00 59.00 0.00

0.00 0.00 0.00 479.62 411.48 0.00

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Security Description

Date of Auction

8-Apr-11

5-Apr-13

12-Apr-13

18-Apr-13

Total Auction Amt

Monthly Traded Vol

3-May-13

10-May-13

17-May-13

24-May-13

31-May-13

Total Auction Amt

Monthly Traded Vol

4-Jun-13

7-Jun-13

21-Jun-13

25-Jun-13

28-Jun-13

Total Auction Amt

Monthly Traded Vol

5-Jul-13

12-Jul-13

19-Jul-13

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

6.00

6.00

176.53

7.00

6.00

6.00

13.00 6.00

16.08 357.85

6.00

6.00

6.00 6.00

36.09 245.34

6.00

6.00

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Security Description

Date of Auction

8-Apr-1126-Jul-13

Total Auction Amt

Monthly Traded Vol

2-Aug-13

8-Aug-13

16-Aug-13

23-Aug-13

27-Aug-13

30-Aug-13

Total Auction Amt

Monthly Traded Vol

6-Sep-13

23-Sep-13

24-Sep-13

27-Sep-13

Total Auction Amt

Monthly Traded Vol

4-Oct-13

11-Oct-13

18-Oct-13

30-Oct-13

Total Auction Amt

Monthly Traded Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

7.00

12.00 7.00

61.53 176.12

7.00

6.00

6.00

7.00

20.00 6.00

142.75 56.65

6.00

6.00

335.84

6.00

7.00

13.00

237.76

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Security Description

Date of Auction

8-Apr-111-Nov-13

8-Nov-13

14-Nov-13

22-Nov-13

26-Nov-13

29-Nov-13

Total Auction Amt

Monthly Traded Vol

6-Dec-13

20-Dec-13

27-Dec-13

31-Dec-13

Total Auction Amt

Monthly Traded Vol

3-Jan-14

10-Jan-14

31-Jan-14

Total Auction Amt

Monthly Traded Vol

7-Feb-14

Total Auction Amt

Monthly Traded Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

7.00

7.00

7.00 7.00

199.71 28.84

7.00

7.00

14.00

101.49

7.00

7.00

322.28

5.00

5.00

334.66

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Security Description

Date of Auction

8-Apr-11Total Amt. (2013-14)

Total Trd Vol. (2013-14)

Security Description

4-Apr-14

11-Apr-14

17-Apr-14

25-Apr-14

Total Auction Amt

Monthly Traded Vol

2-May-14

9-May-14

16-May-14

23-May-14

30-May-14

Total Auction Amt

Monthly Traded Vol

6-Jun-14

20-Jun-14

27-Jun-14

Total Auction Amt

Monthly Traded Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

77.00 33.00 0.00 0.00 31.00 0.00

1029.75 787.27 0.00 0.00 1012.49 0.00

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

8.00

7.00

15.00

232.03

7.00

7.00

14.00

528.17

7.00

7.00

14.00

637.04

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Security Description

Date of Auction

8-Apr-114-Jul-14

11-Jul-14

18-Jul-14

25-Jul-14

Total Auction Amt

Monthly Traded Vol

1-Aug-14

8-Aug-14

14-Aug-14

22-Aug-14

28-Aug-14

Total Auction Amt

Monthly Traded Vol

5-Sep-14

12-Sep-14

19-Sep-14

26-Sep-14

Total Auction Amt

Monthly Traded Vol

1-Oct-14

10-Oct-14

17-Oct-14

22-Oct-14

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

7.00

7.00

7.00 7.00

385.49 5.58

9.00

4.00

13.00

110.99

6.00

6.00

190.76

7.00

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Security Description

Date of Auction

8-Apr-1131-Oct-14

Total Auction Amt

Monthly Traded Vol

7-Nov-14

14-Nov-14

21-Nov-14

28-Nov-14

Total Auction Amt

Monthly Traded Vol

5-Dec-14

19-Dec-14

26-Dec-14

Total Auction Amt.

Monthly Traded Vol.

Total Amt. (2014-15)

Ttl Trd Vol. (2014-15)

Grand Total Amt

Grand Total Vol

7.16% GS 2023 8.83% GS 2023 8.40% GS 2024 09.15% GS 2024 08.20% GS 2025 8.15% GS 2026

(Amount in '000 Crs)

7.00

14.00

206.06

7.00

6.00

6.00

13.00 6.00

358.72 6.60

3.00

2.00

3.00

3.00 5.00

14.59 3.05

3.00 50.00 53.00 0.00 5.00 6.00

14.59 1782.72 872.10 0.00 3.05 6.60

80.00 83.00 53.00 90.49 95.00 6.00

1044.34 2570.00 872.10 981.11 1427.03 6.60

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Security Description

Date of Auction

8-Apr-11

15-Apr-11

21-Apr-11

Total Auction Amt

Monthly Traded Vol

6-May-11

13-May-11

20-May-11

27-May-11

Total Auction Amt

Monthly Traded Vol

3-Jun-11

10-Jun-11

24-Jun-11

Total Auction Amt

Monthly Traded Vol

1-Jul-11

8-Jul-11

15-Jul-11

22-Jul-11

29-Jul-11

Total Auction Amt

Monthly Traded Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

3.00

3.00

2.10

3.00

3.00

6.00

2.83

3.00

3.00

2.41

3.00

3.00

3.00

3.00 6.00

2.16 1.31

(Amount in '000 Crs)

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Security Description

Date of Auction

8-Apr-115-Aug-11

12-Aug-11

18-Aug-11

26-Aug-11

Total Auction Amt

Monthly Traded Vol

2-Sep-11

9-Sep-11

Total Auction Amt

Monthly Traded Vol

7-Oct-11

14-Oct-11

28-Oct-11

Total Auction Amt

Monthly Traded Vol

4-Nov-11

11-Nov-11

18-Nov-11

25-Nov-11

Total Auction Amt

Monthly Traded Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

3.00

2.00

5.00

3.58

3.00

3.00

3.65

2.81

3.00

2.00

3.00 4.81

1.47 3.28

3.00

3.00

3.00 3.00

0.64 2.22

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Security Description

Date of Auction

8-Apr-112-Dec-11

9-Dec-11

23-Dec-11

30-Dec-11

Total Auction Amt

Monthly Traded Vol

6-Jan-12

13-Jan-12

20-Jan-12

27-Jan-12

Total Auction Amt

Monthly Traded Vol

3-Feb-12

10-Feb-12

17-Feb-12

24-Feb-12

Total Auction Amt

Monthly Traded Vol

9-Mar-12

Total Auction Amt

Monthly Traded Vol

Total Amt. (2011-12)

Total Trd Vol. (2011-12)

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

3.00

3.00

1.18

0.00 0.00 21.00 24.81 0.00 0.00

0.00 0.00 11.60 15.22 0.00 0.00

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Security Description

Date of Auction

8-Apr-11

Security Description

3-Apr-12

13-Apr-12

20-Apr-12

27-Apr-12

Total Auction Amt

Monthly Traded Vol

4-May-12

11-May-12

18-May-12

25-May-12

Total Auction Amt

Monthly Traded Vol

1-Jun-12

8-Jun-12

22-Jun-12

29-Jun-12

Total Auction Amt

Monthly Traded Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

2.00

2.00

4.00

1.93

2.00

2.00

4.00

7.80

2.00

2.00

15.16

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Security Description

Date of Auction

8-Apr-116-Jul-12

13-Jul-12

20-Jul-12

27-Jul-12

Total Auction Amt

Monthly Traded Vol

3-Aug-12

10-Aug-12

17-Aug-12

24-Aug-12

31-Aug-12

Total Auction Amt

Monthly Traded Vol

7-Sep-12

21-Sep-12

28-Sep-12

Total Auction Amt

Monthly Traded Vol

5-Oct-12

12-Oct-12

19-Oct-12

Total Auction Amt

Monthly Traded Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

6.00

7.00

13.00

39.60

7.00

7.00

7.00

21.00

114.14

6.00

6.00

235.95

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Security Description

Date of Auction

8-Apr-112-Nov-12

9-Nov-12

16-Nov-12

23-Nov-12

30-Nov-12

Total Auction Amt

Monthly Traded Vol

7-Dec-12

21-Dec-12

28-Dec-12

Total Auction Amt

Monthly Traded Vol

18-Jan-13

Total Auction Amt

Monthly Traded Vol

1-Feb-13

8-Feb-13

15-Feb-13

Total Auction Amt

Monthly Traded Vol

Total Amt. (2012-13)

Total Trd Vol. (2012-13)

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

7.00

7.00

14.00

101.92

6.00

6.00

264.53

60.00 0.00 0.00 10.00 0.00 0.00

756.14 0.00 0.00 24.89 0.00 0.00

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Security Description

Date of Auction

8-Apr-11

5-Apr-13

12-Apr-13

18-Apr-13

Total Auction Amt

Monthly Traded Vol

3-May-13

10-May-13

17-May-13

24-May-13

31-May-13

Total Auction Amt

Monthly Traded Vol

4-Jun-13

7-Jun-13

21-Jun-13

25-Jun-13

28-Jun-13

Total Auction Amt

Monthly Traded Vol

5-Jul-13

12-Jul-13

19-Jul-13

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

6.00

6.00

218.99

6.00

6.00

511.84

6.00

6.00

320.13

6.00

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Security Description

Date of Auction

8-Apr-1126-Jul-13

Total Auction Amt

Monthly Traded Vol

2-Aug-13

8-Aug-13

16-Aug-13

23-Aug-13

27-Aug-13

30-Aug-13

Total Auction Amt

Monthly Traded Vol

6-Sep-13

23-Sep-13

24-Sep-13

27-Sep-13

Total Auction Amt

Monthly Traded Vol

4-Oct-13

11-Oct-13

18-Oct-13

30-Oct-13

Total Auction Amt

Monthly Traded Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

6.00

175.00

6.00

6.00

48.50

7.00

6.00 2.00

13.00 2.00

23.39 0.85

6.00 3.00

6.00 3.00

90.38 5.59

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Security Description

Date of Auction

8-Apr-111-Nov-13

8-Nov-13

14-Nov-13

22-Nov-13

26-Nov-13

29-Nov-13

Total Auction Amt

Monthly Traded Vol

6-Dec-13

20-Dec-13

27-Dec-13

31-Dec-13

Total Auction Amt

Monthly Traded Vol

3-Jan-14

10-Jan-14

31-Jan-14

Total Auction Amt

Monthly Traded Vol

7-Feb-14

Total Auction Amt

Monthly Traded Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

6.00 2.00

7.00 2.00

6.00 2.00

6.00 13.00 6.00

0.49 120.88 4.41

7.00 2.00

7.00 2.00

62.79 2.17

7.00 2.00

6.00 2.00

13.00 4.00

37.43 6.86

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Security Description

Date of Auction

8-Apr-11Total Amt. (2013-14)

Total Trd Vol. (2013-14)

Security Description

4-Apr-14

11-Apr-14

17-Apr-14

25-Apr-14

Total Auction Amt

Monthly Traded Vol

2-May-14

9-May-14

16-May-14

23-May-14

30-May-14

Total Auction Amt

Monthly Traded Vol

6-Jun-14

20-Jun-14

27-Jun-14

Total Auction Amt

Monthly Traded Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

30.00 0.00 19.00 39.00 0.00 17.00

1274.45 0.00 37.91 297.44 0.00 19.87

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

7.00 2.00

9.00 3.00

9.00 7.00 5.00

32.66 41.32 1.79

7.00 3.00

8.00 3.00

7.00 2.00

8.00 7.00 7.00 8.00

62.91 88.77 2.11 3.51

7.00 3.00

7.00 3.00

30.46 9.70

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Security Description

Date of Auction

8-Apr-114-Jul-14

11-Jul-14

18-Jul-14

25-Jul-14

Total Auction Amt

Monthly Traded Vol

1-Aug-14

8-Aug-14

14-Aug-14

22-Aug-14

28-Aug-14

Total Auction Amt

Monthly Traded Vol

5-Sep-14

12-Sep-14

19-Sep-14

26-Sep-14

Total Auction Amt

Monthly Traded Vol

1-Oct-14

10-Oct-14

17-Oct-14

22-Oct-14

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

7.00 3.00

7.00 3.00

14.00 6.00

101.88 8.30

7.00 2.00

7.00 2.00

104.65 2.89

6.00 2.00

6.00 2.00

12.00 4.00

193.40 6.84

2.00

7.00

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Security Description

Date of Auction

8-Apr-1131-Oct-14

Total Auction Amt

Monthly Traded Vol

7-Nov-14

14-Nov-14

21-Nov-14

28-Nov-14

Total Auction Amt

Monthly Traded Vol

5-Dec-14

19-Dec-14

26-Dec-14

Total Auction Amt.

Monthly Traded Vol.

Total Amt. (2014-15)

Ttl Trd Vol. (2014-15)

Grand Total Amt

Grand Total Vol

08.33% GS 2026 8.24% GS 2027 08.26% GS 2027 08.28% GS 2027 8.60% GS 2028 9.20% GS 2030

(Amount in '000 Crs)

2.00

7.00 4.00

223.84 7.97

7.00

2.00

2.00

7.00 4.00

329.99 11.15

3.00

3.00

3.00

6.00 3.00

2.53 4.94

6.00 17.00 0.00 14.00 64.00 36.00

2.53 95.57 0.00 130.09 991.27 52.16

96.00 17.00 40.00 87.81 64.00 53.00

2033.12 95.57 49.52 467.64 991.27 72.03

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Security Description

Date of Auction

8-Apr-11

15-Apr-11

21-Apr-11

Total Auction Amt

Monthly Traded Vol

6-May-11

13-May-11

20-May-11

27-May-11

Total Auction Amt

Monthly Traded Vol

3-Jun-11

10-Jun-11

24-Jun-11

Total Auction Amt

Monthly Traded Vol

1-Jul-11

8-Jul-11

15-Jul-11

22-Jul-11

29-Jul-11

Total Auction Amt

Monthly Traded Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

3.00

3.00

6.00

2.05

(Amount in '000 Crs)

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Security Description

Date of Auction

8-Apr-115-Aug-11

12-Aug-11

18-Aug-11

26-Aug-11

Total Auction Amt

Monthly Traded Vol

2-Sep-11

9-Sep-11

Total Auction Amt

Monthly Traded Vol

7-Oct-11

14-Oct-11

28-Oct-11

Total Auction Amt

Monthly Traded Vol

4-Nov-11

11-Nov-11

18-Nov-11

25-Nov-11

Total Auction Amt

Monthly Traded Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

3.00

3.00

1.13

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Security Description

Date of Auction

8-Apr-112-Dec-11

9-Dec-11

23-Dec-11

30-Dec-11

Total Auction Amt

Monthly Traded Vol

6-Jan-12

13-Jan-12

20-Jan-12

27-Jan-12

Total Auction Amt

Monthly Traded Vol

3-Feb-12

10-Feb-12

17-Feb-12

24-Feb-12

Total Auction Amt

Monthly Traded Vol

9-Mar-12

Total Auction Amt

Monthly Traded Vol

Total Amt. (2011-12)

Total Trd Vol. (2011-12)

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

3.00

3.00

6.00

11.77

3.00

4.00

3.00

7.00 3.00

8.89 3.41

3.00

3.00

6.00

5.89

19.00 12.00 0.00 0.00 0.00 0.00

26.56 6.58 0.00 0.00 0.00 0.00

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Security Description

Date of Auction

8-Apr-11

Security Description

3-Apr-12

13-Apr-12

20-Apr-12

27-Apr-12

Total Auction Amt

Monthly Traded Vol

4-May-12

11-May-12

18-May-12

25-May-12

Total Auction Amt

Monthly Traded Vol

1-Jun-12

8-Jun-12

22-Jun-12

29-Jun-12

Total Auction Amt

Monthly Traded Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

2.12

2.00

2.00

3.00

4.12 5.00

4.36 1.00

3.00

2.00

2.00

3.00

5.00 5.00

8.19 2.72

2.00

3.00 2.00

2.00 2.00

5.00 2.00 4.00

7.70 3.05 3.38

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Security Description

Date of Auction

8-Apr-116-Jul-12

13-Jul-12

20-Jul-12

27-Jul-12

Total Auction Amt

Monthly Traded Vol

3-Aug-12

10-Aug-12

17-Aug-12

24-Aug-12

31-Aug-12

Total Auction Amt

Monthly Traded Vol

7-Sep-12

21-Sep-12

28-Sep-12

Total Auction Amt

Monthly Traded Vol

5-Oct-12

12-Oct-12

19-Oct-12

Total Auction Amt

Monthly Traded Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

2.00

3.00 3.00

2.00

3.00 2.00

6.00 4.00 5.00

12.12 1.19 3.04

2.00

3.00 2.00

2.00

3.00 2.00

2.00

6.00 6.00 4.00

3.55 1.15 1.56

2.37 2.00

2.00

3.00 2.00

5.37 2.00 4.00

17.84 3.36 1.02

3.00

3.00

38.18

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Security Description

Date of Auction

8-Apr-112-Nov-12

9-Nov-12

16-Nov-12

23-Nov-12

30-Nov-12

Total Auction Amt

Monthly Traded Vol

7-Dec-12

21-Dec-12

28-Dec-12

Total Auction Amt

Monthly Traded Vol

18-Jan-13

Total Auction Amt

Monthly Traded Vol

1-Feb-13

8-Feb-13

15-Feb-13

Total Auction Amt

Monthly Traded Vol

Total Amt. (2012-13)

Total Trd Vol. (2012-13)

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

3.00

3.00

3.00

9.00

21.05

3.00

3.00

28.83

3.00

3.00

52.51

3.00

3.00

42.82

52.49 14.00 0.00 0.00 0.00 27.00

237.14 8.77 0.00 0.00 0.00 12.73

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Security Description

Date of Auction

8-Apr-11

5-Apr-13

12-Apr-13

18-Apr-13

Total Auction Amt

Monthly Traded Vol

3-May-13

10-May-13

17-May-13

24-May-13

31-May-13

Total Auction Amt

Monthly Traded Vol

4-Jun-13

7-Jun-13

21-Jun-13

25-Jun-13

28-Jun-13

Total Auction Amt

Monthly Traded Vol

5-Jul-13

12-Jul-13

19-Jul-13

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

2.00

3.00

3.00

3.00 5.00

33.82 2.31

3.00

2.00

2.00

3.00

3.00

8.00 5.00

63.49 5.06

2.00

3.00

3.00 2.00

3.00 5.00 2.00

22.72 1.48 0.21

3.00

3.00 3.00

3.00

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Security Description

Date of Auction

8-Apr-1126-Jul-13

Total Auction Amt

Monthly Traded Vol

2-Aug-13

8-Aug-13

16-Aug-13

23-Aug-13

27-Aug-13

30-Aug-13

Total Auction Amt

Monthly Traded Vol

6-Sep-13

23-Sep-13

24-Sep-13

27-Sep-13

Total Auction Amt

Monthly Traded Vol

4-Oct-13

11-Oct-13

18-Oct-13

30-Oct-13

Total Auction Amt

Monthly Traded Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

3.00

3.00 3.00 6.00 3.00

12.49 2.03 3.89 1.64

3.00 2.00

3.00

3.00 3.00

3.00

3.00

9.00 6.00 5.00

4.34 4.02 3.38

3.00

3.00

3.26

3.00

2.00

5.00

10.36

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Security Description

Date of Auction

8-Apr-111-Nov-13

8-Nov-13

14-Nov-13

22-Nov-13

26-Nov-13

29-Nov-13

Total Auction Amt

Monthly Traded Vol

6-Dec-13

20-Dec-13

27-Dec-13

31-Dec-13

Total Auction Amt

Monthly Traded Vol

3-Jan-14

10-Jan-14

31-Jan-14

Total Auction Amt

Monthly Traded Vol

7-Feb-14

Total Auction Amt

Monthly Traded Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

2.00

2.00

4.00

5.70

2.00

2.00

4.00

4.75

2.00

2.00

5.34

2.00

2.00

2.56

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Security Description

Date of Auction

8-Apr-11Total Amt. (2013-14)

Total Trd Vol. (2013-14)

Security Description

4-Apr-14

11-Apr-14

17-Apr-14

25-Apr-14

Total Auction Amt

Monthly Traded Vol

2-May-14

9-May-14

16-May-14

23-May-14

30-May-14

Total Auction Amt

Monthly Traded Vol

6-Jun-14

20-Jun-14

27-Jun-14

Total Auction Amt

Monthly Traded Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

17.00 12.00 47.00 0.00 10.00 0.00

132.52 6.37 48.73 0.00 5.24 0.00

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

3.00

2.00

5.00

1.72

2.00

3.00

5.00

3.75

2.00

2.00

4.00

3.44

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Security Description

Date of Auction

8-Apr-114-Jul-14

11-Jul-14

18-Jul-14

25-Jul-14

Total Auction Amt

Monthly Traded Vol

1-Aug-14

8-Aug-14

14-Aug-14

22-Aug-14

28-Aug-14

Total Auction Amt

Monthly Traded Vol

5-Sep-14

12-Sep-14

19-Sep-14

26-Sep-14

Total Auction Amt

Monthly Traded Vol

1-Oct-14

10-Oct-14

17-Oct-14

22-Oct-14

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

2.00

2.00

4.00

1.37

2.00

2.00

1.09

2.00

2.00

1.38

3.00

Page 72: Security Description 7.38% GS 2015 07.59% GS 2016 08.07% GS … Auction and Traded data (05-0… · Monthly Traded Vol 0.34 2-Aug-13 8-Aug-13 16-Aug-13 23-Aug-13 27-Aug-13 30-Aug-13

Security Description

Date of Auction

8-Apr-1131-Oct-14

Total Auction Amt

Monthly Traded Vol

7-Nov-14

14-Nov-14

21-Nov-14

28-Nov-14

Total Auction Amt

Monthly Traded Vol

5-Dec-14

19-Dec-14

26-Dec-14

Total Auction Amt.

Monthly Traded Vol.

Total Amt. (2014-15)

Ttl Trd Vol. (2014-15)

Grand Total Amt

Grand Total Vol

08.97% GS 2030 08.28% GS 2032 8.32% GS 2032 8.24% GS 2033 7.40% GS 2035 08.33% GS 2036

(Amount in '000 Crs)

3.00

1.97

3.00

3.00

6.00

1.90

0.00 0.00 25.00 6.00 0.00 0.00

0.00 0.00 14.73 1.90 0.00 0.00

88.49 38.00 72.00 6.00 10.00 27.00

396.22 21.72 63.46 1.90 5.24 12.73

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Security Description

Date of Auction

8-Apr-11

15-Apr-11

21-Apr-11

Total Auction Amt

Monthly Traded Vol

6-May-11

13-May-11

20-May-11

27-May-11

Total Auction Amt

Monthly Traded Vol

3-Jun-11

10-Jun-11

24-Jun-11

Total Auction Amt

Monthly Traded Vol

1-Jul-11

8-Jul-11

15-Jul-11

22-Jul-11

29-Jul-11

Total Auction Amt

Monthly Traded Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

3.00

3.00

6.00

1.46

3.00

3.00

6.00

0.98

3.00

3.00

3.00

9.00

1.83

(Amount in '000 Crs)

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Security Description

Date of Auction

8-Apr-115-Aug-11

12-Aug-11

18-Aug-11

26-Aug-11

Total Auction Amt

Monthly Traded Vol

2-Sep-11

9-Sep-11

Total Auction Amt

Monthly Traded Vol

7-Oct-11

14-Oct-11

28-Oct-11

Total Auction Amt

Monthly Traded Vol

4-Nov-11

11-Nov-11

18-Nov-11

25-Nov-11

Total Auction Amt

Monthly Traded Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

3.00

3.00

1.30

3.00

3.00

1.01

2.29

3.00

5.29

1.06

2.14

4.00 2.90

6.14 2.90

3.58 1.65

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Security Description

Date of Auction

8-Apr-112-Dec-11

9-Dec-11

23-Dec-11

30-Dec-11

Total Auction Amt

Monthly Traded Vol

6-Jan-12

13-Jan-12

20-Jan-12

27-Jan-12

Total Auction Amt

Monthly Traded Vol

3-Feb-12

10-Feb-12

17-Feb-12

24-Feb-12

Total Auction Amt

Monthly Traded Vol

9-Mar-12

Total Auction Amt

Monthly Traded Vol

Total Amt. (2011-12)

Total Trd Vol. (2011-12)

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

3.00 1.60

3.00

6.00 1.60

2.83 7.60

3.00

3.00

2.76

3.00

3.00

6.00

1.77

3.00

3.00

1.77

38.43 15.00 0.00 0.00 0.00 0.00 4.50

11.22 7.35 0.00 0.00 0.00 0.00 9.25

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Security Description

Date of Auction

8-Apr-11

Security Description

3-Apr-12

13-Apr-12

20-Apr-12

27-Apr-12

Total Auction Amt

Monthly Traded Vol

4-May-12

11-May-12

18-May-12

25-May-12

Total Auction Amt

Monthly Traded Vol

1-Jun-12

8-Jun-12

22-Jun-12

29-Jun-12

Total Auction Amt

Monthly Traded Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

3.00

3.00

6.00

2.54

3.00

2.00

5.00

4.11

2.00

2.00

4.00

7.43

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Security Description

Date of Auction

8-Apr-116-Jul-12

13-Jul-12

20-Jul-12

27-Jul-12

Total Auction Amt

Monthly Traded Vol

3-Aug-12

10-Aug-12

17-Aug-12

24-Aug-12

31-Aug-12

Total Auction Amt

Monthly Traded Vol

7-Sep-12

21-Sep-12

28-Sep-12

Total Auction Amt

Monthly Traded Vol

5-Oct-12

12-Oct-12

19-Oct-12

Total Auction Amt

Monthly Traded Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

3.00

2.00

5.00

3.66

2.00

2.00

2.00

6.00

2.44

2.00

2.00

3.15

3.00

3.00

6.00

6.31

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Security Description

Date of Auction

8-Apr-112-Nov-12

9-Nov-12

16-Nov-12

23-Nov-12

30-Nov-12

Total Auction Amt

Monthly Traded Vol

7-Dec-12

21-Dec-12

28-Dec-12

Total Auction Amt

Monthly Traded Vol

18-Jan-13

Total Auction Amt

Monthly Traded Vol

1-Feb-13

8-Feb-13

15-Feb-13

Total Auction Amt

Monthly Traded Vol

Total Amt. (2012-13)

Total Trd Vol. (2012-13)

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

3.00

3.00

6.00

5.77

2.00

3.00

2.00 3.00

16.18 0.97

3.00

3.00

6.00

3.76

0.00 42.00 9.00 0.00 0.00 0.00 0.00

0.00 51.59 4.73 0.00 0.00 0.00 0.00

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Security Description

Date of Auction

8-Apr-11

5-Apr-13

12-Apr-13

18-Apr-13

Total Auction Amt

Monthly Traded Vol

3-May-13

10-May-13

17-May-13

24-May-13

31-May-13

Total Auction Amt

Monthly Traded Vol

4-Jun-13

7-Jun-13

21-Jun-13

25-Jun-13

28-Jun-13

Total Auction Amt

Monthly Traded Vol

5-Jul-13

12-Jul-13

19-Jul-13

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

3.00

3.00

3.00

3.00 6.00

8.54 2.01

3.00

3.00

3.00

3.00

3.00

9.00 6.00

12.85 8.49

1.00

3.00

3.00

1.00

3.00 3.00 2.00

4.80 2.90 1.69

3.00

3.00

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Security Description

Date of Auction

8-Apr-1126-Jul-13

Total Auction Amt

Monthly Traded Vol

2-Aug-13

8-Aug-13

16-Aug-13

23-Aug-13

27-Aug-13

30-Aug-13

Total Auction Amt

Monthly Traded Vol

6-Sep-13

23-Sep-13

24-Sep-13

27-Sep-13

Total Auction Amt

Monthly Traded Vol

4-Oct-13

11-Oct-13

18-Oct-13

30-Oct-13

Total Auction Amt

Monthly Traded Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

6.00

2.45

3.00

3.00

1.00

3.00

3.00 6.00 1.00

0.75 2.49 0.59

3.00

1.00

3.00

3.00 3.00 1.00

6.17 1.81 1.07

3.00

2.00

2.00

1.00

2.00 5.00 1.00

3.28 3.91 0.21

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Security Description

Date of Auction

8-Apr-111-Nov-13

8-Nov-13

14-Nov-13

22-Nov-13

26-Nov-13

29-Nov-13

Total Auction Amt

Monthly Traded Vol

6-Dec-13

20-Dec-13

27-Dec-13

31-Dec-13

Total Auction Amt

Monthly Traded Vol

3-Jan-14

10-Jan-14

31-Jan-14

Total Auction Amt

Monthly Traded Vol

7-Feb-14

Total Auction Amt

Monthly Traded Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

2.00

2.00

2.00

3.00

1.00

3.00

7.00 5.00 1.00

2.51 2.31 1.17

2.00

2.00

3.00

5.00

2.00 5.00 5.00

2.14 1.49 0.69

2.00

3.00

3.00

5.00 3.00

0.83 1.76

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Security Description

Date of Auction

8-Apr-11Total Amt. (2013-14)

Total Trd Vol. (2013-14)

Security Description

4-Apr-14

11-Apr-14

17-Apr-14

25-Apr-14

Total Auction Amt

Monthly Traded Vol

2-May-14

9-May-14

16-May-14

23-May-14

30-May-14

Total Auction Amt

Monthly Traded Vol

6-Jun-14

20-Jun-14

27-Jun-14

Total Auction Amt

Monthly Traded Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

0.00 30.00 47.00 8.00 0.00 11.00 0.00

0.00 38.90 29.34 3.24 0.00 5.41 0.00

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

3.00

2.00

3.00

3.00

5.00 6.00

1.22 4.47

2.00

3.00

3.00

2.00

3.00

5.00 8.00

2.81 2.63

3.00

2.00

3.00

6.00 2.00

6.11 4.44

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Security Description

Date of Auction

8-Apr-114-Jul-14

11-Jul-14

18-Jul-14

25-Jul-14

Total Auction Amt

Monthly Traded Vol

1-Aug-14

8-Aug-14

14-Aug-14

22-Aug-14

28-Aug-14

Total Auction Amt

Monthly Traded Vol

5-Sep-14

12-Sep-14

19-Sep-14

26-Sep-14

Total Auction Amt

Monthly Traded Vol

1-Oct-14

10-Oct-14

17-Oct-14

22-Oct-14

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

2.00

3.00

2.00

3.00

6.00 4.00

3.00 2.30

2.00

3.00

2.00

3.00 4.00

3.81 4.06

2.00

2.00

2.00

4.00 2.00

5.25 2.79

3.00

3.00

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Security Description

Date of Auction

8-Apr-1131-Oct-14

Total Auction Amt

Monthly Traded Vol

7-Nov-14

14-Nov-14

21-Nov-14

28-Nov-14

Total Auction Amt

Monthly Traded Vol

5-Dec-14

19-Dec-14

26-Dec-14

Total Auction Amt.

Monthly Traded Vol.

Total Amt. (2014-15)

Ttl Trd Vol. (2014-15)

Grand Total Amt

Grand Total Vol

08.30% GS 2040 08.83% GS 2041 08.30% GS 2042 9.23% GS 2043 8.17% GS 2044 1.44% IIGS 2023 GOI FRB 2020

(Amount in '000 Crs)

3.00

3.00 6.00

2.31 5.10

3.00

3.00

3.00

3.00

6.00 3.00 3.00

1.85 4.82

6.00 0.00 32.00 35.00 3.00 0.00 0.00

1.85 0.00 24.52 30.61 0.00 0.00 0.00

44.43 87.00 88.00 43.00 3.00 11.00 4.50

13.07 97.85 58.59 33.86 0.00 5.41 9.25