PRIMARY DEALER'S MONTHLY REPORT

Form PDR 2

Name of the Primary Dealer

Statement as at the end of :

(Rs. in crores)

Cumulative figures

SECTION A - SECURITES MARKETS TURNOVER

Dated GOI securities

State Govt. Securities

T-bills

Total

I. PRIMARY MARKET

NEW SUBSCRIPTIONS

i)

Bidding commitment

N.A.

ii)

Bids Tendered*

iii)

Non-competive bids

iv)

Bids Accepted (A)

v)

Success Ratio

N.A

REDEMPTIONS (B)

II.

TOTAL = I(A)+I(B)

III.

UNDERWRITING

i)

Amount offered for underwriting

N.A.

ii)

Amount of underwriting accepted by RBI

N.A,.

iii)

Amount of devolvement

N.A.

iv)

Underwriting fee received

N.A.

IV. SECONDARY MARKET TURNOVER - OTC

OUTRIGHT (including OMO)

i)

Purchases

ii)

Sales

TOTAL OUTRIGHT TURNOVER (A)

Of which deals done with non-NDS members :

i)

Purchases

ii)

Sales

REPURCHASE AGREEMENTS

i)

Repo (both legs)

ii)

Reverse Repo (both legs)

TOTAL REPOS TURNOVER (B)

V. Total Turnover - OTC (IV(A)+IV(B))

VI. SECONDARY MARKET TURNOVER - STOCK EXCHANGES

i)

Purchases

N.A.

N.A.

ii)

Sales

N.A.

N.A.

Total (VI)

N.A.

N.A.

VII.

TOTAL SECONDARY MARKET TURNOVER (V+VI)

TOTAL TURNOVER (II+VII)

* Includes applications made under tap issues (normally applicable to State Loans)

VIII. CALL/NOTICE/TERM MONEY

(average on daily product basis)

i)

Borrowings

ii)

Lendings

iii)

Net borrowing

IX. LIQUIDITY SUPPORT AVAILED FROM RBI

(average on daily product basis)

Normal

Backstop

Total

SECTION - B: EXCHANGE TRADED INTEREST RATE DERIVATIVES

NPA** of the

NPA of the

NPA of the

NPA of the

futures contract

futures contract

futures contract

futures contract

outstanding at the

entered into during

reversed during

outstanding at the

beginning of the month

the month

the month

end of the the month

I. Activity during the month

91-Day T-bill

month 1

month2

month3

10 year zero coupon bond

month 1

month2

month3

10 year notional bond

month 1

month2

month3

(NPA is to be furnished according to the underlying interest exposure wise break up)

II. Analysis of "highly effective" hedges

A certificate from Concurrent Auditors stating that the size of the hedge portfolio and that the

hedge is highly effective as per the definition of RBI circular dated June 3, 2003

III. Analysis of trading positions

NPA of the Trading Futures Position

MTM value of

the trading

futures position

91-Day T-bill

month2

month3

10 year zero coupon bond

month2

month3

10 year notional bond

month2

month3

Note: the fortnightly return to MPD on FRAs/IRDs would continue.

Signature

** NPA = Notional Principal Amount