Over 30tables & charts of daily and monthly data on the Indian and global economy and financial markets.

1. November 2011
Surge Research Support
www.ecofin-surge.co.in

2. Table of Contents
Contents Page
1. Important Rates to Remember ………… 3
2. Indian Economy — Growth Indicators ………… 4
3. Indian Economy — Price Indicators ………… 6
4. Indian Economy — Banking Indicators ………… 7
5. Indian Economy — Exchange Rates ………… 9
6. Indian Economy — Interest Rates ………… 11
7. Indian Economy — Stock Markets ………… 14
8. Indian Economy — Capital Flows ………… 17
9. Indian Economy — Commodity Markets ………… 20
10. Global Economy — Economic Indicators ………… 22
11. Global Economy — Stock Indices ………… 23
12. Global Economy — Commodity Indices 24
Special Feature —
RBI's Review of Monetary Policy for Q2 of 2011-12 25
www.ecofin-surge.co.in
E-UpDates November 2011 2 Surge Research Support

3. GDP IIP*
2010-11 8.50% Aug-11 4.10%
2009-10 8.00% Aug-10 4.50%
As on 31-Oct-11 30-Oct-10 As on 31-Oct-11 30-Oct-10
Bank rate 6.00% 6.00% CRR 6.00% 6.00%
Repo rate 8.50% 6.00% Base Rate 10.00-10.75% 7.50-8.00%
Reverse repo 7.50% 5.00% CMR 6.90-8.62% 4.75-8.00%
Inflation (WPI) Oil Price (World Average)
Sep-11 9.72% Oct-11 106.04
Sep-10 8.98% Oct-10 79.32
Spot Price FOB $ per barrel
$/Rupee Rate Purchasing Managers Index October
31-Oct-11 48.87 HSBC Markit Mnfg. PMI 52.0
29-Oct-10 44.54 HSBC Markit Services PMI 49.1
RBI Reference rate
*New Series with Base : 2004-05=100.
For Global rates visit: http://www.ecofin-surge.co.in/global%20statistics.html
For explanations visit http://www.ecofin-surge.co.in/terminology.html
E-UpDates November 2011 3 Surge Research Support

4. Growth Indicators
GDP Growth Rates Q1 Q2 Q3 Q4 FY
2011-12 7.7* 7.7*
2010-11 8.8* 8.9 8.3 7.8 8.5
GDP[at Constant(2004-05) prices] Q1 Rs.Crore YoY Growth Q1 Rs.Crore YoY Growth
2010-11* (Share in 2011-12* (Share in
GDP) GDP)
(%) (%)
1 Agriculture, Forestry &
Fishing 160,771 2.4 167,091 3.9
2 Mining & Quarrying 26,354 7.4 26,832 1.8
3 Manufacturing
183,488 10.6 196,699 7.2
4 Electricity, Gas & Water
Supply. 23,204 5.5 25,042 7.9
5 Construction
93,514 7.7 94,639 1.2
6 Trade, Hotels, Transport
and Communication 299,600 12.1 337,872 12.8
7 Financing, Insurance,
Real Estate & Business
Services. 205,870 9.8 224,574 9.1
8 Community, Social &
Personal Services. 145,485 8.2 153,589 5.6
9 GDP at factor cost
(1 to 8) 1,138,286 8.8 1,226,339 7.7
10 Private final consumption
expenditure
748,395 9.5 (61.7) 795,683 6.3 (60.5)
11 Government final
consumption expenditure
134,161 6.7 (11.1) 136,935 2.1 (10.4)
12 Gross fixed capital
formation 380,544 11.1 (31.4) 410,533 7.9 (31.2)
13 Changes in stocks 43,788 (3.6) 45,852 (3.5)
14 Valuables 29,240 (2.4) 40,723 (3.1)
15 Exports
257,587 9.8 (21.2) 320,247 24.3 (24.3)
16 Less Imports 351,037 15.2 (28.9) 433,824 23.6 (33.0)
17 Discrepancies -30,058 (-2.5) -755 (-0.1)
18 GDP at market price
(10 to 17) 1,212,620 9.1 (100) 1,315,395 8.5 (100)
*Estimates based on the New series of IIP.
E-UpDates November 2011 4 Surge Research Support

5. 2009-10 (QE) Rs.Crore YoY Growth 2010-11 Rs.Crore YoY Growth
(%) (RE) (%)
18 GDP at market price
48,69,317 9.1 5,298,129 8.8
19 Net Indirect Taxes (Less
Subsidies ) 375,574 420,287
9 GDP at factor cost
(18-19) 44,93,743 8.0 4,877,842 8.5
20 Net factor income from
abroad -28,889 -43,083
21 Gross national product
at factor cost 44,64,854 7.9 4,834,759 8.3
(9 + 20)
23 Net national
product/National
Income at factor cost
(Less Depreciation) 39,46,540 7.5 4,259,782 7.9
24 Population (in million)
1170 1186
25 Per capita income (Rs.)
(23/24) 33731 6.1 35917 6.5
Aug-11 Aug-10 Aug-11 FY2011-12 * FY2010-11*
Production Index Index 2004-05 =100 Change (YoY, %)
(Index of Industrial
Production) 166.5 157.7 4.1 5.6 8.7
1. Mining 117.6 121.7 -3.4 0.2 7.7
2. Manufacturing 172.6 165.2 4.5 6.0 9.2
3. Electricity 149.4 136.4 9.5 9.5 4.1
*Apr-Aug. The base year of IIP has been revised by the CSO from 1993-94 to 2004-05.
200
IIP-Annual Averages (Base : 2004-05=100)
190
180 Mining &
170 165.4 166.5 Quarrying (141.75)
160 152.9
Manufacturing
150
(755.27)
176.7
175.6
140
161.3
130 Electricity (103.16)
149.0
138.0
120
131.0
130.8
125.2
124.5
110
100
General Index
(1000.0)
2009-10 2010-11 2011-12
E-UpDates November 2011 5 Surge Research Support

6. Inflation
Wholesale Price Index
All Primary Non-food Crude
(Base: 2004-05=100) Food Articles Manufactured
Commodities Articles Articles Petroleum
(Inflation %) Products
July - 2011 154.0 (9.20) 197.9 192.8 175.8 282.5 137.7
August - 2011 154.9 (9.78) 199.6 193.7 181.1 280.8 138.3
September - 2011 155.8 (9.72) 202.6 196.5 184.4 274.6 138.6
All India
General Index Rural Areas Urban Areas Industrial Rural Agricultural
(All Groups (All Groups) (All Groups) Workers Labourers Labourers
combined) Base Base Base Base 1986- Base 1986-
Consumer Price Index Base 2010=100 2010=100 2001=100 87=100 87=100
(Inflation %) 2010=100
July - 2011 110.5 (F) 111.7 (F) 108.9 (F) 193 (8.43) 604 (9.03) 604 (9.03)
August - 2011 111.7 (P) 113.1 (P) 109.8 (P) 194 (8.99) 610 (9.71) 610 (9.53)
September - 2011 113.1 (P) 114.6 (P) 111.1 (P) 197(10.06) 614 (9.25) 615 (9.43)
F: Final; P: Provisional
WPI (Base 2004-05=100) New Series Weekly Inflation (WPI)
160
2009-10 2010-11 2011-12 Date Food price Primary articles
6-Aug-11 9.03 11.64
150
13-Aug-11 9.8 12.40
20-Aug-11 10.05 12.93
140
27-Aug-11 9.66 13.34
3-Sep-11 9.47 13.04
130
10-Sep-11 8.84 12.17
17-Sep-11 9.13 11.43
120 9.41 10.84
24-Sep-11
1-Oct-11 9.32 10.06
110 10.60 11.18
8-Oct-11
15-Oct-11 11.43 11.75
100 22-Oct-11 12.21 12.08
Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
E-UpDates November 2011 6 Surge Research Support

7. COMPONENTS & SOURCES OF MONEY STOCK (M3) AND THEIR VARIATIONS (Rs crores)
March 31 September# October*
2011 2011 2011
M3 6,499,548 6,858,829 6,958,664
% change during the month 2.21 0.35 1.46
% change since March 31 16.49 5.53 7.06
(A) Components of M3 ( 1+2+3+4)
1 Currency with the public 914,197 941,258 952,190
% change during the month 0.95 (0.17) 1.16
% change since March 31 19.03 2.96 4.16
2 Demand deposits with banks 717,660 637,922 646,007
% change during the month 6.51 0.48 1.27
% change since March 31 0.49 (11.11) (9.98)
3 Time deposits with banks 4,863,979 5,277,306 5,359,307
% change during the month 1.84 0.45 1.55
% change since March 31 18.82 8.50 10.18
4 Other deposits with RBI 3,713 2,342 1,160
% change during the month 2.63 (35.14) (50.47)
% change since March 31 (1.90) (36.92) (68.76)
(B) Sources of M3 (5+6+7+8-9)
5 Net bank credit to govt.(i+ii) 1,982,771 2,137,832 2,181,908
% change during the month 6.67 (0.53) 2.06
% change since March 31 18.85 7.82 10.04
i RBI's credit 396,555 356,660 394,737
% change during the month 32.09 (3.12) 10.68
% change since March 31 80.07 (10.06) (0.46)
ii Other banks' credit 1,586,216 1,781,172 1,787,171
% change during the month 1.77 0.00 0.34
% change since March 31 9.54 12.29 12.67
6 Bank credit to commercial sector (i+ii) 4,235,406 4,389,661 4,447,127
% change during the month 3.81 1.24 1.31
% change since March 31 21.59 3.64 5.00
i RBI's credit 2,164 1,783 1,878
% change during the month 37.83 (3.05) 5.33
% change since March 31 62.95 (17.61) (13.22)
ii Other banks' credit 4,233,242 4,387,878 4,445,249
% change during the month 3.80 1.24 1.31
% change since March 31 21.58 3.65 5.01
7 Net foreign exchange assets of the banking
1,393,327 1,549,140 1,598,117
sector
% change during the month (0.24) 3.57 3.16
% change since March 31 9.28 11.18 14.70
8 Government's currency liabilities to the
12,724 12,959 13,312
public
% change during the month 4.71 - 2.72
% change since March 31 16.53 1.85 4.62
9 NNML of the banking sector (i+ii)
1,124,680 1,230,764 1,281,800
% change during the month 13.79 6.21 4.15
% change since March 31 31.10 9.43 13.97
i RBI's NNML 368,274 526,650 578,538
% change during the month (0.87) 18.00 9.85
% change since March 31 18.68 43.00 57.09
ii Other bank's NNML(Residual) 756,406 704,114 703,262
% change during the month 22.62 (1.18) (0.12)
% change since March 31 38.13 (6.91) (7.03)
Note: (i) Figures in parentheses denote negative numbers; (ii) # data are of September 23, 2011;
(iii) * data are of October 21, 2011.
E-UpDates November 2011 7 Surge Research Support

8. COMPONENTS & SOURCES OF RESERVE MONEY AND THEIR VARIATIONS (Rs crore)
March September October
2011 2011 2011
Reserve Money : 1,376,881 1,402,145 1,385,212
% change during the month 7.64 2.39 (1.21)
% change since March 31 19.18 1.83 0.61
(A) Components of Reserve Money (1+2+3)
1 Currency in circulation 949,659 976,318 1,012,140
% change during the month 0.93 (0.73) 3.67
% change since March 31 18.83 2.81 6.58
2 Banker's deposits with RBI 423,509 423,286 371,661
% change during the month 26.58 10.75 (12.20)
% change since March 31 20.21 (0.05) (12.24)
3 "Other" deposits with RBI 3,713 2,541 1,411
% change during the month 2.63 (29.63) (44.47)
% change since March 31 -1.90 (31.56) (62.00)
(B) Sources of Reserve Money (4+5+6+7-8)
4 Net RBI credit to Government 396,555 406,753 391,984
% change during the month 32.09 10.49 (3.63)
% change since March 31 80.07 2.57 (1.15)
RBI credit to Banks & Commercial Sector
7,324 6,120 5,657
5
% change during the month 46.60 70.90 (7.57)
% change since March 31 193.31 (16.44) (22.76)
5.1 RBI credit to banks(including NABARD) 5,159 3,990 3,779
% change during the month 50.58 128.92 (5.29)
% change since March 31 341.32 (22.66) (26.75)
5.2 RBI credit to Commercial Sector 2,165 2,130 1,878
% change during the month 37.90 15.89 (11.83)
% change since March 31 63.03 (1.62) (13.26)
6 Net Foreign Exchange Assets of RBI 1,328,553 1,491,104 1,530,763
% change during the month -0.35 4.20 2.66
% change since March 31 7.84 12.24 15.22
7 Govt's Currency Liabilities to the Public 12,724 13,312 13,312
% change during the month 4.71 2.72 -
% change since March 31 16.53 4.62 4.62
8 Net Non-monetary Liabilities of RBI 368,274 515,142 556,503
% change during the month -0.87 15.42 8.03
% change since March 31 18.68 39.88 51.11
Note: (i) Figures in parentheses denote negative numbers.
E-UpDates November 2011 8 Surge Research Support

9. Exchange Rate Movement of the Rupee (INR)
Average of Buying & Selling
Dollar Euro
Date Day Spot 1 Month 3 Month 6 Month Spot 1 Month 3 Month 6 Month
3-Oct-11 Mon 49.18 49.47 49.83 50.09 65.71 66.07 66.54 66.89
4-Oct-11 Tue 49.36 49.61 49.95 50.14 65.09 65.40 65.85 66.10
7-Oct-11 Fri 49.15 49.41 49.73 49.98 66.02 66.35 66.76 67.09
10-Oct-11 Mon 48.94 49.20 49.56 49.88 66.53 66.87 67.33 67.77
11-Oct-11 Tue 49.34 49.57 49.92 50.20 67.11 67.41 67.86 68.23
12-Oct-11 Wed 48.96 49.20 49.57 49.88 67.44 67.74 68.23 68.65
13-Oct-11 Thu 49.14 49.39 49.76 50.08 67.47 67.80 68.27 68.70
14-Oct-11 Fri 49.04 49.30 49.69 50.04 67.63 67.97 68.47 68.95
18-Oct-11 Tue 49.34 49.62 49.99 50.34 67.56 67.91 68.41 68.87
19-Oct-11 Wed 49.14 49.41 49.83 50.25 68.03 68.39 68.94 69.51
20-Oct-11 Thu 49.71 50.00 50.38 50.78 68.56 68.95 69.45 69.98
21-Oct-11 Fri 50.12 50.42 50.80 51.16 68.97 69.37 69.87 70.36
24-Oct-11 Mon 49.89 50.19 50.60 51.00 68.99 69.38 69.93 70.47
28-Oct-11 Fri 48.85 49.14 49.55 49.98 69.18 69.57 70.12 70.71
31-Oct-11 Mon 48.71 48.96 49.40 49.86 68.20 68.55 69.13 69.76
Pound Yen
Date Day Spot 1 Month 3 Month 6 Month Spot 1 Month 3 Month 6 Month
3-Oct-11 Mon 76.33 76.75 77.28 77.62 63.98 64.38 64.89 65.32
4-Oct-11 Tue 75.86 76.23 76.73 76.97 64.40 64.75 65.25 65.60
7-Oct-11 Fri 76.25 76.62 77.08 77.43 64.10 64.46 64.93 65.35
10-Oct-11 Mon 76.60 76.98 77.52 77.97 63.82 64.18 64.71 65.22
11-Oct-11 Tue 77.20 77.55 78.06 78.45 64.37 64.69 65.20 65.66
12-Oct-11 Wed 77.17 77.52 78.08 78.52 63.83 64.17 64.72 65.21
13-Oct-11 Thu 77.17 77.54 78.08 78.53 63.85 64.19 64.71 65.23
14-Oct-11 Fri 77.33 77.72 78.28 78.81 63.67 64.04 64.58 65.16
18-Oct-11 Tue 77.64 78.04 78.60 79.09 64.38 64.77 65.31 65.87
19-Oct-11 Wed 77.64 78.06 78.67 79.28 64.00 64.38 64.97 65.62
20-Oct-11 Thu 78.43 78.87 79.42 79.99 64.72 65.12 65.66 66.28
21-Oct-11 Fri 79.48 79.94 80.51 81.03 65.31 65.72 66.27 66.85
24-Oct-11 Mon 79.42 79.88 80.49 81.06 65.55 65.97 66.56 67.19
28-Oct-11 Fri 78.65 79.11 79.72 80.34 64.33 64.72 65.31 65.97
31-Oct-11 Mon 78.00 78.39 79.04 79.71 62.49 62.84 63.45 64.15
E-UpDates November 2011 9 Surge Research Support

10. Exchange Rate Movement of the Rupee (INR)
Annualised Premia
Dollar Euro
Date Day 1 Month 3 Month 6 Month 1 Month 3 Month 6 Month
3-Oct-11 Mon 7.18 5.35 3.71 6.87 5.18 3.62
4-Oct-11 Tue 6.25 4.91 3.21 5.96 4.79 3.14
7-Oct-11 Fri 6.41 4.76 3.39 6.17 4.56 3.27
10-Oct-11 Mon 6.43 5.12 3.88 6.21 4.90 3.75
11-Oct-11 Tue 5.74 4.79 3.52 5.40 4.55 3.37
12-Oct-11 Wed 6.04 5.08 3.79 5.47 4.80 3.62
13-Oct-11 Thu 6.28 5.14 3.86 5.94 4.83 3.66
14-Oct-11 Fri 6.55 5.45 4.14 6.11 5.03 3.94
18-Oct-11 Tue 6.90 5.33 4.07 6.49 5.16 3.92
19-Oct-11 Wed 6.93 5.74 4.57 6.54 5.46 4.38
20-Oct-11 Thu 7.36 5.50 4.35 7.04 5.29 4.17
21-Oct-11 Fri 7.42 5.54 4.21 7.09 5.29 4.06
24-Oct-11 Mon 7.46 5.82 4.50 7.09 5.56 4.35
28-Oct-11 Fri 7.36 5.86 4.68 6.98 5.58 4.47
31-Oct-11 Mon 6.47 5.79 4.78 6.34 5.57 4.63
Pound Yen
Date Day 1 Month 3 Month 6 Month 1 Month 3 Month 6 Month
3-Oct-11 Mon 6.89 5.07 3.42 7.77 5.84 4.23
4-Oct-11 Tue 6.01 4.67 2.95 6.72 5.42 3.76
7-Oct-11 Fri 5.98 4.45 3.12 7.05 5.28 3.95
10-Oct-11 Mon 6.12 4.86 3.61 7.08 5.70 4.44
11-Oct-11 Tue 5.58 4.53 3.28 6.23 5.26 4.06
12-Oct-11 Wed 5.58 4.80 3.53 6.68 5.70 4.39
13-Oct-11 Thu 5.91 4.80 3.56 6.58 5.50 4.35
14-Oct-11 Fri 6.22 5.01 3.85 7.30 5.87 4.74
18-Oct-11 Tue 6.44 5.04 3.77 7.42 5.90 4.67
19-Oct-11 Wed 6.61 5.41 4.26 7.36 6.17 5.13
20-Oct-11 Thu 6.94 5.17 4.02 7.77 5.97 4.90
21-Oct-11 Fri 7.17 5.26 3.93 7.90 6.01 4.77
24-Oct-11 Mon 7.10 5.50 4.17 7.97 6.31 5.07
28-Oct-11 Fri 7.17 5.55 4.34 7.62 6.23 5.18
31-Oct-11 Mon 6.09 5.41 4.43 7.03 6.29 5.40
E-UpDates November 2011 10 Surge Research Support

11. Money Market Rates & Liquidity
Over
Net Injection(+)/ Repo Rates night
RBI Absorption(-) of Liquidity (Repo/Reverse Rates Call
LAF (Rs. Crore) Repo) (%) Money* CBLO* Mibor USD Libor
1-Oct-11 0.0 8.25/7.25% 8.04 5.98
3-Oct-11 14660.0 8.20 7.85 8.23 0.144
4-Oct-11 -18905.0 8.09 7.49 8.08 0.143
5-Oct-11 -22625.0 7.79 7.24 7.54 0.143
7-Oct-11 8280.0 7.61 7.87 8.07 0.139
8-Oct-11 0.0 8.29 8.30
10-Oct-11 71815.0 8.28 8.19 8.30 0.139
11-Oct-11 67820.0 8.28 8.21 8.30 0.142
12-Oct-11 57795.0 8.27 8.22 8.30 0.141
13-Oct-11 55725.0 8.27 8.22 8.30 0.141
14-Oct-11 54270.0 8.16 8.04 8.30 0.139
15-Oct-11 0.0 7.78 8.14
17-Oct-11 53635.0 8.27 8.13 8.30 0.143
18-Oct-11 41765.0 8.25 8.21 8.28 0.141
19-Oct-11 56360.0 8.23 8.23 8.29 0.141
20-Oct-11 75885.0 8.23 8.24 8.30 0.142
21-Oct-11 79770.0 8.31 8.38 8.30 0.142
22-Oct-11 0.0 8.31 8.26
24-Oct-11 98285.0 8.32 8.23 8.33 0.142
25-Oct-11 109055.0 8.5/7.5% 8.39 8.19 8.45 0.142
28-Oct-11 58445.0 8.34 8.34 8.58 0.142
29-Oct-11 0.0 8.27 8.23
31-Oct-11 52385.0 8.5/7.5% 8.54 8.44 8.58 0.142
*Weighted.Avg.Rates
Call Money Mibor USD Libor
8.60 0.145
8.40 0.143
8.20
0.141
8.00
0.139
7.80
7.60 0.137
7.40 0.135
1-Oct-11
3-Oct-11
5-Oct-11
7-Oct-11
9-Oct-11
11-Oct-11
13-Oct-11
15-Oct-11
17-Oct-11
19-Oct-11
21-Oct-11
23-Oct-11
25-Oct-11
27-Oct-11
29-Oct-11
31-Oct-11
E-UpDates November 2011 11 Surge Research Support

12. Debt Market Yields
Constant Maturity Yields for Government Bonds - October 2011
>10 Year & >15 Year &
Date 3 months 6 months 1 year 2 Year 3 Year 4 Year 5 Year 7 Year 10 Year <=15 Year <= 20 Year >20 Year
3-Oct-11 8.39 8.51 8.54 8.70 8.72
4-Oct-11 8.33 8.38 8.39 8.33 8.53 8.57 8.72 8.71
5-Oct-11 8.36 8.39 8.50 8.55 8.59 8.74 8.71
7-Oct-11 8.38 8.45 8.35 8.63 8.68 8.80 8.92
10-Oct-11 8.49 8.70 8.74 8.85 8.94
11-Oct-11 8.42 8.44 8.74 8.93 8.92 8.95
12-Oct-11 8.35 8.52 8.82 8.73 8.67 8.89 8.93
13-Oct-11 8.47 8.55 8.49 8.74 8.89 8.87
14-Oct-11 8.44 8.58 8.54 8.78 8.77 8.94 8.95
17-Oct-11 8.45 8.60 8.64 8.82 8.84 8.95 8.95
18-Oct-11 8.73 8.75 8.78 8.93 8.95
19-Oct-11 8.58 8.55 8.75 8.77 8.79 8.93 8.95
20-Oct-11 8.62 8.42 8.67 8.74 8.78 8.81 8.91 8.95
21-Oct-11 8.61 8.39 8.62 8.73 8.82 8.84 8.90 8.96
24-Oct-11 8.60 8.65 8.68 8.82 8.87 8.92 8.97
25-Oct-11 8.64 8.65 8.72 8.73 8.79 8.88 8.91
28-Oct-11 8.58 8.67 8.92 8.85 8.94 8.97 8.94
31-Oct-11 8.59 8.62 8.65 8.89 8.87 8.93 8.97 8.97
Month Average 8.48 8.53 8.53 8.82 8.45 8.75 8.73 8.77 8.88 8.90
Bond Yield Spreads over Gilts - October 2011
Maturity/
Type 6 months 1 Year 2 Year 3 Year 4 Year 5 Year 6 Year 7 Year 8 Year 9 Year 10 Year 15 Year
AAA
PSU 0.89 1.08 0.94 0.93 0.89 0.84 0.79 0.75 0.75 0.76 0.76 0.63
Bank 0.84 1.05 0.95 0.93 0.90 0.86 0.83 0.79 0.80 0.81 0.82 0.68
NBFC 1.08 1.30 1.32 1.27 1.22 1.09 1.10 1.05 1.07 1.08 1.09 0.99
Corporate 1.14 1.45 1.15 1.11 1.08 1.05 1.00 0.96 0.96 0.97 0.97 0.82
AA+
PSU 1.01 1.22 1.08 1.08 1.04 0.99 0.94 0.90 0.90 0.91 0.91 0.78
Bank 0.96 1.16 1.06 1.09 1.05 1.01 0.96 0.92 0.93 0.95 0.95 0.83
NBFC 1.23 1.49 1.54 1.64 1.61 1.58 1.55 1.51 1.48 1.46 1.42 1.39
Corporate 1.29 1.60 1.35 1.33 1.33 1.32 1.29 1.26 1.25 1.25 1.25 1.10
AA
PSU 1.15 1.36 1.25 1.25 1.21 1.18 1.15 1.12 1.11 1.10 1.08 0.95
Bank 1.09 1.31 1.21 1.25 1.22 1.20 1.17 1.14 1.13 1.12 1.11 0.97
NBFC 1.47 1.69 1.69 1.82 1.86 1.89 1.85 1.81 1.78 1.75 1.71 1.57
Corporate 1.49 1.85 1.60 1.58 1.58 1.57 1.54 1.51 1.50 1.50 1.50 1.35
E-UpDates November 2011 12 Surge Research Support

13. Weighted Average YTMs
Weighted Average YTMs
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
9.0
0.0
2.0
4.0
6.0
8.0
10.0
12.0
14.0
October 2012 April 2012
September 2013
May 2012
March 2014
June 2014
E-UpDates November 2011
April 2016
July 2015
October 2015
January 2017
September 2016
September 2016 July 2017
August 2017
April 2018
13
August 2018
August 2019
April 2021
August 2020
Maturity Year
July 2021
Debt Market Yields
Maturity Year
August 2022
August 2021
Yields of Gsecs Traded in October 2011
August 2022
September 2022
August 2023
August 2024 August 2027
August 2025
March 2026 September 2027
Surge Research Support
Yields of Benchmark Corporate Bonds (AAA) - October 2011
September 2026
February 2032
August 2027
August 2028
July 2040
August 2029

14. Equity Market Turnover
BSE Equity Market BSE Sensitive Index, Sensex (30 Scrips) (1978-79=100)
Average
Daily Market
No of co.s No. of scrips Turnover Turnover Capitalisation Month-
Month/Year listed* traded (Rs.cr) (Rs.cr) (Rs.cr)* High Low Closing P/E P/B Div Yield
Jul-11 5096 3039 59076.0 2813.1 6614745.5 19131.7 18131.86 18197.2 19.60 3.44 1.43
Aug-11 5086 2991 52760.3 2512.4 6058776.3 18440.07 15765.53 16676.75 18.36 3.34 1.51
Sep-11 5092 2922 53625.9 2553.6 5952377.6 17211.8 15801.01 16453.76 18.35 3.36 1.52
NSE Capital Market Segment S&P CNX Nifty (50 Scrips)(Nov.3, 1993=100)
Average
Daily Market
No of co.s No. of scrips Turnover Turnover Capitalisation Month-
Month/Year listed* traded (Rs.cr) (Rs.cr) (Rs.cr)* High Low Closing P/E P/B Div Yield
Jul-11 1606 1600 230003.0 10953.0 6462338.0 5740.40 5453.95 5482.00 20.49 3.47 1.27
Aug-11 1615 1611 235253.0 11203.0 5921684.0 5551.90 4720.00 5001.00 18.29 3.08 1.42
Sep-11 1622 1698 235270.0 11203.0 5820334.0 5169.25 4758.85 4943.25 18.11 2.96 1.51
*End of the Month.
Derivatives Turnover
BSE Derivatives (F&O) Trades
Index Futures Stock Futures Index Options Stock Options Total Average
Notional Notional Daily
No. of Turnover (Rs. No. of Turnover No. of Turnover No. of Turnover No. of Turnover Turnover
Month / Year contracts cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) (Rs. cr.)
Jul-11 706 19.76 532 15.58 30 0.85 …. … 1268 36.18 1.72
Aug-11 428 10.81 1736 47.02 …. … …. … 2164 57.82 2.75
Sep-11 19303 474.08 7759 241.04 4627 122.25 93 2.21 31782 839.58 39.98
NSE Derivatives (F&O) Segment
Index Futures Stock Futures Index Options Stock Options Total Average
Notional Notional Daily
No. of Turnover (Rs. No. of Turnover No. of Turnover No. of Turnover No. of Turnover Turnover
Month / Year contracts cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) (Rs. cr.)
Jul-11 10048859 265640.93 12260020 349890.69 66268437 1867725.5 2800430 81707.72 91377746 2564964.83 122141.18
Aug-11 14585694 347176.6 13366537 333790.92 86141851 2209523.7 2791679 73258.02 116885761 2963749.16 141130.91
Sep-11 14796435 346826.29 13329926 326289.5 83122036 2085730 3057248 76418 114305645 2835263.82 135012.56
E-UpDates November 2011 14 Surge Research Support

15. Index Movements
BSE: BSE Sensitive Index, Sensex (30 Scrips) (1978-79=100)
Open High Low Close Price/Earnings Price/Bookvalue Dividend Yield
3-Oct-11 16255.97 16255.97 16056.33 16151.45 17.77 3.25 1.57
4-Oct-11 16081.77 16202.38 15745.43 15864.86 17.45 3.19 1.60
5-Oct-11 15967.72 16044.91 15760.53 15792.41 17.39 3.18 1.60
7-Oct-11 16222.49 16347.48 16148.97 16232.54 17.80 3.26 1.56
10-Oct-11 16270.07 16595.93 16230.77 16557.23 18.18 3.33 1.53
11-Oct-11 16668.15 16774.12 16510.71 16536.47 18.17 3.33 1.53
12-Oct-11 16660.43 16987.06 16608.57 16958.39 18.52 3.39 1.50
13-Oct-11 17048.00 17084.07 16854.03 16883.92 18.39 3.37 1.51
14-Oct-11 16836.83 17112.45 16828.45 17082.69 18.59 3.41 1.50
17-Oct-11 17176.05 17188.55 16928.38 17025.09 18.40 3.39 1.50
18-Oct-11 16817.38 16824.76 16669.04 16748.29 17.91 3.33 1.53
19-Oct-11 16883.36 17106.99 16874.34 17085.34 18.28 3.40 1.50
20-Oct-11 16911.85 16962.06 16744.99 16936.89 18.11 3.38 1.51
21-Oct-11 16975.79 17032.32 16752.21 16785.64 17.97 3.35 1.52
24-Oct-11 17011.06 17104.88 16898.60 16939.28 18.13 3.39 1.50
25-Oct-11 17012.79 17322.13 16900.26 17254.86 18.43 3.44 1.48
26-Oct-11 17336.34 17350.49 17273.52 17288.83 18.48 3.45 1.48
28-Oct-11 17671.86 17908.13 17671.86 17804.80 18.96 3.55 1.44
31-Oct-11 17806.21 17813.11 17668.27 17705.01 18.82 3.52 1.45
5400
17650 5350
5300
17400 5250
5200
17150
5150
16900 5100
5050
16650 5000
16400 4950
4900
16150 BSE NSE 4850
15900 4800
4750
15650 4700
10-Oct-11
11-Oct-11
12-Oct-11
13-Oct-11
14-Oct-11
17-Oct-11
18-Oct-11
19-Oct-11
20-Oct-11
21-Oct-11
24-Oct-11
25-Oct-11
26-Oct-11
28-Oct-11
31-Oct-11
3-Oct-11
4-Oct-11
5-Oct-11
7-Oct-11
E-UpDates November 2011 15 Surge Research Support

16. NSE: S&P CNX Nifty (50 Scrips)(Nov.3, 1993=100)
Open High Low Close Price/Earnings Price/Bookvalue Dividend Yield
3-Oct-11 4874.40 4879.15 4823.90 4849.50 17.51 2.86 1.56
4-Oct-11 4823.50 4869.75 4728.30 4772.15 17.23 2.82 1.59
5-Oct-11 4791.30 4827.80 4741.00 4751.30 17.16 2.81 1.60
7-Oct-11 4883.65 4922.60 4861.20 4888.05 17.65 2.89 1.55
10-Oct-11 4886.85 4991.15 4882.05 4979.60 18.03 2.99 1.51
11-Oct-11 5019.90 5045.10 4964.00 4974.35 18.01 2.98 1.52
12-Oct-11 5011.20 5109.80 4997.65 5099.40 18.43 3.06 1.48
13-Oct-11 5130.80 5136.95 5067.65 5077.85 18.35 3.04 1.49
14-Oct-11 5057.35 5141.40 5056.60 5132.30 18.55 3.08 1.47
17-Oct-11 5156.20 5160.20 5084.50 5118.25 18.50 3.07 1.47
18-Oct-11 5049.45 5057.50 5011.05 5037.50 18.00 3.02 1.50
19-Oct-11 5080.45 5148.05 5075.30 5139.15 18.36 3.08 1.47
20-Oct-11 5086.55 5099.00 5033.95 5091.90 18.14 3.05 1.48
21-Oct-11 5106.60 5120.75 5037.95 5049.95 17.99 3.03 1.49
24-Oct-11 5114.70 5145.65 5084.75 5098.35 18.10 3.06 1.48
25-Oct-11 5137.90 5211.00 5085.55 5191.60 18.39 3.11 1.45
26-Oct-11 5214.95 5219.25 5196.15 5201.80 18.43 3.12 1.45
28-Oct-11 5341.90 5399.70 5322.80 5360.70 19.03 3.21 1.41
31-Oct-11 5358.90 5360.25 5314.60 5326.60 18.90 3.19 1.42
FUTIDX-NIFTY Futures
(Expiry 24-Nov-11)
Open High Low Close Settlement Price No. of contracts Change in OI
3-Oct-11 4869.9 4890.0 4827.7 4871.4 4871.4 8823.0 91700.0
4-Oct-11 4845.0 4897.7 4740.0 4788.5 4788.5 12639.0 1,27,000
5-Oct-11 4802.8 4856.0 4761.0 4782.1 4782.1 11128.0 95450.0
7-Oct-11 4890.3 4951.0 4886.0 4909.9 4909.9 12600.0 -6350.0
10-Oct-11 4914.0 5018.0 4902.5 5007.5 5007.5 12002.0 1,16,100
11-Oct-11 5050.6 5068.0 4985.1 4997.8 4997.8 12909.0 1,75,550
12-Oct-11 5015.6 5135.0 5015.6 5127.5 5127.5 16697.0 2,84,850
13-Oct-11 5150.0 5154.0 5082.1 5089.4 5089.4 16266.0 2,65,350
14-Oct-11 5081.0 5169.0 5077.5 5160.6 5160.6 17295.0 3,02,950
17-Oct-11 5184.0 5184.0 5100.0 5132.5 5132.5 21213.0 1,72,650
18-Oct-11 5075.0 5107.0 5030.1 5060.6 5060.6 48837.0 12,89,600
19-Oct-11 5084.9 5172.9 5084.9 5165.7 5165.7 82834.0 24,39,900
20-Oct-11 5110.2 5126.9 5051.0 5119.7 5119.7 1,03,748 18,81,200
21-Oct-11 5119.0 5149.8 5058.5 5074.1 5074.1 1,75,607 46,55,400
24-Oct-11 5135.6 5176.4 5115.2 5128.7 5128.7 2,01,013 43,56,300
25-Oct-11 5151.5 5249.8 5112.1 5229.2 5229.2 4,15,096 88,91,850
26-Oct-11 5241.2 5257.2 5227.0 5232.1 5232.1 82639.0 6,09,700
28-Oct-11 5376.6 5402.8 5341.3 5385.5 5385.5 3,61,703 10,00,950
31-Oct-11 5369.7 5377.9 5333.7 5347.1 5347.1 2,67,544 2,59,700
E-UpDates November 2011 16 Surge Research Support

17. Capital Market Flows
Mutual Funds Investment Trends
Gross Purchases Gross Sales Net Investment
Equity (Rs Crores) (Rs Crores) (Rs Crores)
3-Oct-11 387.1 620.1 -233.0
4-Oct-11 558.8 654.0 -95.2
5-Oct-11 528.1 424.4 103.7
7-Oct-11 739.3 555.2 184.1
10-Oct-11 694.2 500.4 193.8
11-Oct-11 777.7 433.2 344.5
12-Oct-11 680.2 500.7 179.5
13-Oct-11 429.9 511.9 -82.0
14-Oct-11 465.9 483.6 -17.8
17-Oct-11 292.8 522.4 -229.6
18-Oct-11 451.0 526.1 -75.1
19-Oct-11 423.4 432.9 -9.4
20-Oct-11 302.6 489.5 -186.9
21-Oct-11 340.2 394.6 -54.4
24-Oct-11 323.0 412.9 -89.9
25-Oct-11 772.5 794.5 -22.0
26-Oct-11 39.2 4.2 35.0
28-Oct-11 688.3 845.3 -157.0
31-Oct-11 413.6 563.6 -150.0
Total for Month 9307.8 9669.5 -361.7
Gross Purchases Gross Sales Net Investment
Debt (Rs Crores) (Rs Crores) (Rs Crores)
3-Oct-11 8440.6 3803.1 4637.5
4-Oct-11 5203.1 3350.7 1852.3
5-Oct-11 5556.4 4141.4 1415.0
7-Oct-11 4634.4 1981.7 2652.7
10-Oct-11 2771.1 927.1 1844.0
11-Oct-11 2063.1 2157.8 -94.8
12-Oct-11 2767.2 1672.2 1095.0
13-Oct-11 2479.8 1969.5 510.3
14-Oct-11 1607.9 1599.6 8.3
17-Oct-11 2093.5 1539.6 553.9
18-Oct-11 2345.1 2330.5 14.7
19-Oct-11 2274.7 3054.0 -779.3
20-Oct-11 2360.6 1467.6 893.0
21-Oct-11 2464.8 2158.0 306.8
24-Oct-11 1879.3 2813.3 -934.0
25-Oct-11 3792.6 2619.5 1173.1
26-Oct-11 0.0 53.5 -53.5
28-Oct-11 1714.1 1649.2 64.9
31-Oct-11 3563.4 3859.7 -296.3
Total for Month 58011.7 43148.0 14863.6
E-UpDates November 2011 17 Surge Research Support

18. Mutual Funds Asset Position
Mutual Funds Asset Position Private Sector Public Sector Mutual (of which)
April-September 2011 Mutual Funds Funds UTI Total
Mobilisation of Funds 2,865,442.8 607,350.4 287,785.8 3,472,793.2
Net Inflow/ Outflow (-ve) of funds 52,450.9 2,828.6 4,208.4 55,279.5
Cumulative Position of Net Assets as 529,998.7 111,938.3 55,732.2 641,937.0
on Sep, 30, 2011 (%) 82.56% 17.44% 8.68% 100.00%
in Rs. Crore
ECB Jul-11 Aug-11
Automatic Route 3,677,174,928 2,683,013,998
Approval Route 492,247,312 1,025,219,776
Total ECB (& FCCB) 4,169,422,241 3,708,233,774
Value in USD
FII Investments in Primary & Secondary Markets
Debt Gross Purchases Gross Sales Net Investment Net Investment
(Rs Crores) (Rs Crores) (Rs Crores) US$ million
3-Oct-11 1466.1 723.9 742.2 151.7
4-Oct-11 562.1 1913.3 -1351.2 -273.4
5-Oct-11
1154.5 1504.5 -350.0 -71.1
7-Oct-11 1427.5 1565.4 -137.9 -28.0
10-Oct-11 888.0 638.2 249.9 50.9
11-Oct-11 1161.8 507.2 654.6 133.4
12-Oct-11 1646.5 379.0 1267.6 258.5
13-Oct-11 1184.3 963.5 220.7 44.8
14-Oct-11 1076.4 665.1 411.3 83.9
17-Oct-11 647.9 281.4 366.5 74.7
18-Oct-11 246.6 292.9 -46.3 -9.5
19-Oct-11 486.7 1153.1 -666.4 -135.6
20-Oct-11 1472.3 1212.7 259.6 52.8
21-Oct-11 1390.6 533.2 857.4 172.5
24-Oct-11 1137.4 602.9 534.5 106.8
25-Oct-11 719.4 1854.3 -1134.8 -227.5
28-Oct-11 476.8 657.2 -180.4 -36.3
31-Oct-11 359.5 655.4 -295.9 -60.6
Total for Month 17504.4 16103.2 1401.4 287.8
Total for 2011 218231.0 198873.4 19357.7 4290.3
E-UpDates November 2011 18 Surge Research Support

19. Equity Gross Purchases Gross Sales Net Investment Net Investment
(Rs Crores) (Rs Crores) (Rs Crores) US$ million
3-Oct-11 6193.8 6504.1 -310.3 -63.4
4-Oct-11 1639.8 2422.2 -782.4 -158.3
5-Oct-11 2080.2 3046.4 -966.1 -196.3
7-Oct-11
2026.8 2996.1 -969.3 -197.0
10-Oct-11 3563.9 3072.7 491.3 100.0
11-Oct-11 2471.0 2189.8 281.2 57.3
12-Oct-11 2833.1 2650.0 183.1 37.3
13-Oct-11 2674.9 2025.8 649.2 131.8
14-Oct-11 2539.1 1873.3 665.8 135.8
17-Oct-11 1547.0 1630.3 -83.3 -17.0
18-Oct-11 1889.9 1492.4 397.5 81.3
19-Oct-11 1808.3 2057.5 -249.2 -50.7
20-Oct-11 1776.2 1758.8 17.3 3.5
21-Oct-11 1469.3 1900.2 -430.9 -86.7
24-Oct-11 1376.3 1554.5 -178.2 -35.6
25-Oct-11 1760.1 1613.4 146.8 29.4
28-Oct-11 3688.8 3234.4 454.5 91.5
31-Oct-11 5567.7 3207.3 2360.4 483.5
Total for Month 46906.2 45229.2 1677.4 346.5
Total for 2011 527367.3 525981.6 1385.7 397.8
No of Registered FII's :1750 as on 31.10.2011.
2360.4
800.0
500.0
Net Flows (Rs.Cr.)
200.0
-100.0
-400.0
-700.0 FII Equity MF Equity
-1000.0
3-Oct-
10-Oct-
17-Oct-
24-Oct-
31-Oct-
11
11
11
11
11
Aug-11 Apr.- Aug. 2011-12 Apr.- Aug. 2010-11
Foreign Investment
Direct Investment 2,830 20,973 11,390
Portfolio Investment -1,797 2,493 13,327
Total 1,033 23,466 24,717
in USD Million
E-UpDates November 2011 19 Surge Research Support

20. Commodity Futures & Spot Markets
Value of Trade on Commodity Exchanges (in Rs.Crore)
During MCX NCDEX All Exchanges YoY % Growth
1st - 15th Oct ’11 567,972.64 63,564.37 657,000.22 32.01
16th - 30th Sep ’11 908,638.47 81,178.13 1,021,739.02 122.69
1st - 15th Sep ’11 859,577.39 67,063.65 953,370.10 118.26
Commodity Futures & Spot Prices
Sugar* Wheat** Refined Soya Oil** Energy: Crude Oil* Bullion: Silver*
(100 Kgs) (100 Kgs) (10 Kgs) (1 Bbl.) (1 Kg.)
Date Futures Spot Futures Spot Futures Spot Futures Spot Futures Spot
1-Oct-11 2728.0 1128.0 1164.9 587.4 633.1 3963.0 3875.0 51181.0 51100.0
3-Oct-11 2746.0 2694.0 1131.4 1154.6 591.4 630.0 3869.0 3875.0 52044.0 52000.0
4-Oct-11 2729.0 2692.0 1123.8 1150.4 581.5 629.7 3825.0 3836.0 50223.0 51338.0
5-Oct-11 2720.0 2692.0 1116.6 1145.7 578.0 628.1 3943.0 3725.0 51226.0 49046.0
6-Oct-11 2720.0 1116.6 578.0 4065.0 3920.0 53237.0 52993.0
7-Oct-11 2738.0 2690.0 1119.6 1150.0 581.4 627.6 4062.0 4063.0 51901.0 51958.0
8-Oct-11 2746.0 2688.0 1124.4 1146.7 579.7 625.9 4095.0 4077.0 52297.0 53049.0
10-Oct-11 2747.0 2700.0 1124.4 1143.8 588.3 623.4 4211.0 4077.0 53028.0 52543.0
11-Oct-11 2758.0 2721.0 1123.4 1154.6 589.4 621.2 4264.0 4191.0 53269.0 53545.0
12-Oct-11 2779.0 2723.0 1130.4 1153.0 599.9 624.8 4230.0 4208.0 54162.0 52701.0
13-Oct-11 2785.0 2743.0 1128.4 1150.9 594.7 623.4 4204.0 4214.0 52914.0 52458.0
14-Oct-11 2760.0 2754.0 1122.0 1152.8 604.9 627.5 4281.0 4129.0 53292.0 53371.0
15-Oct-11 2770.0 1117.2 1152.5 608.9 632.8 4299.0 4259.0 53405.0 52873.0
17-Oct-11 2804.0 2757.0 1109.4 1155.0 609.2 639.5 4279.0 4259.0 52769.0 51764.0
18-Oct-11 2779.0 2754.0 1106.4 1152.5 606.2 638.4 4363.0 4223.0 53157.0 52497.0
19-Oct-11 2774.0 2754.0 1093.6 1152.5 613.6 640.5 4357.0 4341.0 52228.0 51504.0
20-Oct-11 2775.0 2756.0 1088.8 1149.6 609.7 637.9 4291.0 4235.0 51701.0 51939.0
21-Oct-11 2787.0 1091.2 1143.4 614.5 638.2 4371.0 4279.0 52784.0 52518.0
22-Oct-11 2777.0 2775.0 1094.6 1143.2 614.0 637.5 4381.0 4376.0 53034.0 52809.0
24-Oct-11 2766.0 2779.0 1091.8 1141.3 615.8 638.3 4546.0 4376.0 53077.0 53018.0
25-Oct-11 2807.0 2785.0 1113.4 1143.6 627.8 640.7 4647.0 4552.0 55064.0 53030.0
26-Oct-11 2785.0 1112.4 625.5 4574.0 4627.0 55711.0
27-Oct-11 2788.0 2785.0 1109.2 630.1 4595.0 4479.0 57859.0 53030.0
28-Oct-11 2781.0 2786.0 1082.4 1157.5 621.9 4535.0 4666.0 57395.0 53030.0
29-Oct-11 2770.0 1092.8 1163.8 623.8 640.6 4541.0 4556.0 57373.0 53030.0
31-Oct-11 2782.0 2759.0 1092.6 1181.3 618.2 634.9 4516.0 4556.0 56427.0 56003.0
*Multi Commodity Exchange of India. ** National Commodity & Derivatives Exchng Ltd. Futures: Nov contract; Silver Dec contract.
E-UpDates November 2011 20 Surge Research Support