| Financial Markets - Key Indicators | |||||||||||||
| Particulars | 16-31 Mar | 01-15 Mar | 16-29 Feb | Full Fiscal Year | |||||||||
| 2012 | 2012 | 2012 | 2011-12 | 2010-11 | 2009-10 | ||||||||
| A | Money Market | ||||||||||||
| 1 | Call Money | Volume | Rs crore | 177165 | 164820 | 121176 | 3065218 | 2376928 | 2035858 | ||||
| Weighted Average Rate | in % | 9.27 | 8.86 | 8.86 | 8.21 | 5.87 | 3.28 | ||||||
| Range of Rates | in % | 8.83-11.77 | 8.34-8.97 | 8.47-8.97 | 5.45-11.77 | 2.80-8.61 | 1.68-4.58 | ||||||
| 2 | CBLO | Volume | Rs crore | 483666 | 483021 | 337036 | 10890980 | 12259716 | 14826085 | ||||
| Weighted Average Rate | in % | 8.50 | 8.47 | 8.39 | 7.65 | 5.35 | 2.69 | ||||||
| Range of Rates | in % | 7.03-12.04 | 7.07-8.83 | 7.09-8.85 | 1.03-12.04 | 1.07-7.84 | 0.03-4.73 | ||||||
| 3 | Market Repo | Volume | Rs crore | 131426 | 147848 | 126538 | 3693927 | 4099285 | 6072828 | ||||
| Weighted Average Rate | in % | 8.87 | 8.56 | 8.58 | 7.72 | 5.27 | 2.77 | ||||||
| Range of Rates | in % | 7.00-10.98 | 8.35-8.84 | 8.31-8.78 | 1.50-10.98 | 0.50-7.80 | 0.50-5.04 | ||||||
| 4 | Liquidity Adjustment Facility of RBI $ | Repo Average | Rs crore | 139206 | 133347 | 157367 | 81740 | 56771 | 68 | ||||
| Reverse Repo Average | Rs crore | 3264 | 2378 | 2024 | 2396 | 9403 | 101780 | ||||||
| Outstanding Amount with RBI @ | Rs crore | -169155 | -131725 | -134470 | -169155 | -67585 | 990 | ||||||
| 5 | Major Policy Rates @ | Repo Rate | in % | 8.50 | 8.50 | 8.50 | 8.50 | 6.75 | 5.00 | ||||
| Reverse Repo rate | in % | 7.50 | 7.50 | 7.50 | 7.50 | 5.75 | 3.50 | ||||||
| Base Rate | in % | 10.00/10.75 | 10.00/10.75 | 10.00/10.75 | 10.00/10.75 | 8.25/9.50 | 11.00/12.00 | ||||||
| Deposit Rate | in % | 8.50/9.25 | 8.50/9.25 | 8.50/9.25 | 8.50/9.25 | 7.75/9.50 | 6.00/7.50 | ||||||
| B | Forex Market | ||||||||||||
| INR-USD Reference Rate @ | 51.16 | 50.22 | 48.94 | 51.16 | 44.65 | 45.14 | |||||||
| Settlement Volume $ | US $ Bn | 3194 | 2267 | 1277 | 46426 | 40581 | 29005 | ||||||
| 1 | Currency Derivatives Turnover@@ | Total Turnover | Rs crore | 328500 | 268642 | 195433 | 9897037 | 8406307 | 3727262 | ||||
| C | Government Securities Market | ||||||||||||
| 1 | Dated Securities | ||||||||||||
| i | Primary Issues | Gross Amount* | Rs crore | Nil | 12000 | 24000 | 511000 | 420000 | 418000 | ||||
| Cut-off Yield | in % | Nil | 8.37 | 8.35 | 8.46 | 7.86 | 7.23 | ||||||
| ii | Secondary Market Transactions | ||||||||||||
| Outright Trades ^ | Rs crore | 72426 | 111891 | 142335 | 2796282 | 4195243 | 2463833 | ||||||
| Yield to Maturity | in % | 8.55 | 8.33 | 8.25 | 8.41 | 7.80 | 7.00 | ||||||
| 2 | Treasury Bills (TBs) | ||||||||||||
| i | Primary Issues | ||||||||||||
| 91-Day TBs | Face Value | Rs crore | 16000 | 16000 | 26000 | 321000 | 218000 | 301503 | |||||
| Weighted Average Cut-off Rate | in % | 9.00 | 9.02 | 9.01 | 8.44 | 6.03 | 3.56 | ||||||
| 182-Day TBs | Face Value | Rs crore | 4000 | 4000 | 8000 | 86000 | 43000 | 42875 | |||||
| Weighted Average Cut-off Rate | in % | 8.66 | 8.66 | 8.71 | 8.47 | 6.47 | 4.01 | ||||||
| 364-Day TBs | Face Value | Rs crore | 4000 | 4000 | 4000 | 81742 | 42000 | 41497 | |||||
| Weighted Average Cut-off Rate | in % | 8.40 | 8.45 | 8.51 | 8.36 | 6.67 | 4.53 | ||||||
| ii | Secondary Market Transactions | ||||||||||||
| 91-Day TBs | Face Value | Rs crore | 10275 | 8907 | 9665 | 172393 | 180157 | 203484 | |||||
| Yield to Maturity | in % | 8.97 | 8.91 | 8.94 | 8.24 | 5.41 | 3.49 | ||||||
| 182-Day TBs | Face Value | Rs crore | 3080 | 2325 | 865 | 42089 | 40638 | 34028 | |||||
| Yield to Maturity | in % | 8.90 | 8.72 | 8.94 | 8.40 | 5.74 | 3.62 | ||||||
| 364-Day TBs | Face Value | Rs crore | 7932 | 2728 | 3520 | 70147 | 53072 | 47077 | |||||
| Yield to Maturity | in % | 8.58 | 8.55 | 8.58 | 8.33 | 6.00 | 3.87 | ||||||
| D | Capital Market | ||||||||||||
| 1 | Primary Market # | IPOs | Rs crore | 224 | 25 | 672 | 10480 | 35063 | 46737 | ||||
| 2 | Secondary Market Turnover | ||||||||||||
| NSE | Cash | Rs crore | 139217 | 133265 | 156982 | 2593282 | 3169470 | 4138023 | |||||
| Derivatives | Rs crore | 1920264 | 1058967 | 1330411 | 29429468 | 29248221 | 17663665 | ||||||
| BSE | Cash | Rs crore | 33348 | 29369 | 30448 | 620588 | 996513 | 1378809 | |||||
| Derivatives | Rs crore | 139785 | 88934 | 255398 | 808476 | 154 | 234 | ||||||
| BSE Sensex @ | 17404 | 17676 | 17753 | 17404 | 19445 | 17528 | |||||||
| NSE Nifty@ | 5296 | 5381 | 5385 | 5296 | 5834 | 5249 | |||||||
| India VIX@ | 22.38 | 25.42 | 26.93 | 22.38 | 22.18 | 19.87 | |||||||
| 3 | Mutual Funds Investments in Debt and Equity | Purchases | Rs crore | 40521 | 35776 | 54858 | 921285 | 992598 | 846437 | ||||
| Sales | Rs crore | 43685 | 30820 | 32798 | 827562 | 846161 | 703779 | ||||||
| Net Investment | Rs crore | -3164 | 4956 | 22060 | 93726 | 146438 | 142658 | ||||||
| Net Investment in Equities | -616 | 1003 | 4492 | 18923 | 32226 | 30252 | |||||||
| 4 | FII Investments in Debt and Equity | Purchases | Rs crore | 281 | 1404 | 2755 | 9012 | 24295 | 110220 | ||||
| Sales | Rs crore | 122120 | 86546 | 47252 | 1248896 | 916861 | 819976 | ||||||
| Net Investment | Rs crore | 67813 | 41828 | 43826 | 915434 | 687511 | 649901 | ||||||
| Net Investment | US $ mn | 54306 | 44717 | 3426 | 333462 | 229352 | 170076 | ||||||
| Net Investment in Equities | US $ mn | -960 | -589 | -1274 | -1357 | -19802 | -10512 | ||||||
| E | Corporate Bonds Market | ||||||||||||
| Secondary Market Turnover | Rs crore | 28899 | 23335 | 43522 | 593783 | 605274 | 401198 | ||||||
| F | Commodities Derivatives Market | ||||||||||||
| Total Turnover^^ | Rs crore | 756553 | 745970 | 691082 | 18126104 | 11948942 | 7764754 | ||||||
| Turnover in Agri. Commodities | Rs crore | 162949 | 123538 | 116706 | 2196150 | 1456390 | 1217949 | ||||||
| Turnover in Non-agri. Commoditi | Rs crore | 593603 | 622432 | 574376 | 15929946 | 10492524 | 6543671 | ||||||
| Source: RBI, SEBI, CCIl, BSE, NSE AMFI and FMC websites and related publications | |||||||||||||
| Financial Market Indiators | |||||||||||||
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| Money Market | |||||||||||||
| Table 1: Average Daily Turnover in Call Money Market & Notice Money Market | |||||||||||||
| Foreign Exchange Market | |||||||||||||
| Table 1a : Turnover in Foreign Exchange Market: Purchases (All Transactions) | |||||||||||||
| Table 1b : Turnover in Foreign Exchange Market: Sales (All Transactions) | |||||||||||||
| Table 2: Settlement Volume and Netting Factor for Total Forex Transactions Settled at CCIL | |||||||||||||
| Securities Market | |||||||||||||
| Table 1: Settlement Volume and Netting Factor for Government Securities Transactions Settled at CCIL - Monthly and Annual Basis. | |||||||||||||
| Capital Market | |||||||||||||
| Table 1: Mobilisation of Resources from the Primary Market (Institution-Wise) | |||||||||||||
| Table 2: New Capital Issues by Non-Government Public Limited Companies | |||||||||||||
| Table 3: Capital Raised: Instrument-Wise | |||||||||||||
| Table 4: Capital Raised: Category- Wise, Issue Type and Sector- Wise | |||||||||||||
| Table 5: Capital Raised: Region- Wise and Size-Wise | |||||||||||||
| Table 6: Capital Raised: Industry-Wise Classification | |||||||||||||
| Table 7: Business Growth of Capital Market Segment of National Stock Exchange | |||||||||||||
| Table 8: Business Growth on the Wholesale Debt Segment of NSE | |||||||||||||
| Table 9: Settlement Statistics of NSE | |||||||||||||
| Table 10: Trade and Settlement Statistics of Bombay Stock Exchange | |||||||||||||
| Table 11: Investment by Foreign Institutional Investors in Secondary Market | |||||||||||||
| Table 12: Growth of Derivatives Segment in National Stock Exchange | |||||||||||||
| Table 13: Growth of Derivatives Segment in Bombay Stock Exchange | |||||||||||||
| Table 14: Resource Mobilisation by Mutual Funds - Category -wise | |||||||||||||
| Table 15: Accretion of Funds with Mutual Funds : Details of Sales and Purchases | |||||||||||||
| Table 16: Resources Mobilised by Mutual Funds | |||||||||||||
| Table 17: Equity Price Indices | |||||||||||||
| Table 18: Stock Market Activities: Daily Quotations | |||||||||||||