E-Updates_Apr12—Indian & Global Economic Indicators

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Monthly statistical e-bulletin comprising about 30 tables and some charts with the latest available economic/financial market indicators, both Indian and Global.

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E-Updates_Apr12—Indian & Global Economic Indicators

  1. 1. April 2012Surge Research Supportwww.ecofin-surge.co.in
  2. 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 Highlights of the Union Budget 2012-2013 25 www.ecofin-surge.co.inE-UpDates April 2012 2 Surge Research Support
  3. 3. GDP IIP* 2011-12* 6.90% Jan-12 1.10% 2010-11 8.40% Jan-11 7.50% *Advanced Estimates *New Series with Base : 2004-05=100. As on 30-Mar-12 31-Mar-11 As on 30-Mar-12 31-Mar-11Bank rate 9.50% 6.00% CRR 4.75% 6.00%Repo rate 8.50% 6.75% Base Rate 10.00-10.75% 8.25-9.50%Reverse repo 7.50% 5.75% CMR 6.75-15.0% 7.85-9.50% Inflation (WPI) Oil Price (World Average) Feb-12 6.95% Mar-12 117.8 Feb-11 9.54% Mar-11 108.6 US$ per barrel $/Rupee Rate Purchasing Managers Index March 30-Mar-12 51.15 HSBC Markit Mnfg. PMI 54.7 31-Mar-11 44.65 HSBC Markit Services PMI 52.3RBI Reference rate For global rates visit: http://www.ecofin-surge.co.in/publications.html For explanations visit: http://www.ecofin-surge.co.in/terminology.htmlE-UpDates April 2012 3 Surge Research Support
  4. 4. Growth Indicators GDP Growth Rates Q1 Q2 Q3 Q4 FY 2011-12 7.7* 6.9* 6.1 6.9 (AE)* 2010-11 8.5* 7.6* 8.3* 7.8 8.4 (QE)*GDP[at Constant(2004-05) prices] Q3 Rs.Crore YoY Growth Q3 Rs.Crore YoY Growth 2010-11* (Share in 2011-12* (Share in GDP) GDP) (%) (%) 1 Agriculture, Forestry & Fishing 224,044 11.0 230,168 2.7 2 Mining & Quarrying 28,200 6.1 27,334 -3.1 3 Manufacturing 194,435 7.8 195,228 0.4 4 Electricity, Gas & Water Supply. 22,480 3.8 24,509 9.0 5 Construction 96,000 8.7 102,887 7.2 6 Trade, Hotels, Transport and Communication 330,573 9.8 361,074 9.2 7 Financing, Insurance, Real Estate & Business Services. 214,205 11.2 233,537 9.0 8 Community, Social & Personal Services. 152,857 -0.8 164,866 7.9 9 GDP at factor cost (1 to 8) 1,262,794 8.3 1,339,603 6.1 10 Private final consumption expenditure 818,122 7.6 (60.4) 869,193 6.2 (60.4) 11 Government final consumption expenditure 168,576 4.7 (12.5) 175,952 4.4 (12.2) 12 Gross fixed capital formation 437,564 11.1 (32.3) 432,169 -1.2 (30.0) 13 Changes in stocks 48,036 (3.5) 47,820 (3.3) 14 Valuables 29,981 (2.2) 32,909 (2.3) 15 Exports 316,694 28.1 (23.4) 358,160 13.1 (24.9) 16 Less Imports 401,587 14.2 (29.7) 471,062 17.3 (32.7) 17 Discrepancies -63,628 (-4.7) -6,222 (-0.4) 18 GDP at market price (10 to 17) 1,353,757 10.1 (100) 1,438,918 6.2 (100) *Estimates based on the New series of IIP. QE: Quick Estimates; AE: Advanced Estimates. E-UpDates April 2012 4 Surge Research Support
  5. 5. 2010-11 Rs.Crore YoY Growth 2011-12 Rs.Crore YoY Growth (QE)* (%) (AE)* (%) 18 GDP at market price 5,236,823 9.6 5,627,685 7.5 19 Net Indirect Taxes (Less Subsidies ) 350,869 405,658 9 GDP at factor cost (18-19) 4,885,954 8.4 5,222,027 6.9 20 Net factor income from abroad -52,776 -50,489 21 Gross national income at factor cost 4,833,178 7.9 5,171,538 7.0 (9 + 20) 23 Net national product/National Income at factor cost (Less Depreciation) 4,268,715 7.8 4,568,249 7.0 24 Population (in million) 1186 1202 25 Per capita income (Rs.) (23/24) 35993 6.4 38005 5.6 Jan-12 Jan-11 Jan-12 FY2011-12 * FY2010-11* Production Index Index 2004-05 =100 Change (YoY, %) (Index of Industrial Production) 187.9 175.9 6.8 4.0 8.31. Mining 137.2 141.0 -2.7 -2.6 6.32. Manufacturing 202.4 186.5 8.5 4.4 8.93. Electricity 151.1 146.4 3.2 8.8 5.3 *April-January. The base year of IIP has been revised by the CSO from 1993-94 to 2004-05. 200 190 IIP-Annual Averages (Base : 2004-05=100) Mining & Quarrying (141.75) 180 169.0 170 159.3 Manufacturing 160 152.9 (755.27) 150 179.9 140 Electricity (103.16) 168.9 161.3 130 148.8 136.7 120 130.8 125.5 General Index 124.7 124.5 110 (1000.0) 100 2009-10 2010-11 2011-12 E-UpDates April 2012 5 Surge Research Support
  6. 6. InflationWholesale Price Index All Primary Non-food Crude(Base: 2004-05=100) Food Articles Manufactured Commodities Articles Articles Petroleum(Inflation %) ProductsDecember - 2011 156.9 (7.47) 197.9 190.8 178.6 300.0 140.6January - 2012 157.7 (6.55) 199.7 191.4 182.8 304.5 141.2February - 2012 158.4 (6.95) 201.5 192.3 186.7 304.5 141.7Build up of inflation in the financial year so far is 5.95% compared to a build up of 8.66% in the corresponding period of the previous year. All India General Index Rural Areas Urban Areas Rural Agricultural Industrial (All Groups (All Groups) (All Groups) Labourers Labourers Workers Base combined) Base Base Base 1986- Base 1986- 2001=100Consumer Price Index Base 2010=100 2010=100 87=100 87=100(Inflation %) 2010=100December - 2011 113.6 (F) 114.5 (F) 112.3 (F) 197 (6.49) 619 (6.72) 618 (6.37)January - 2012 114.0(F) 114.9 (F) 112.8(F) 198 (5.32) 619 (5.27) 618 (4.92)February - 2012 114.6(P)(8.83) 115.4 (P)(8.36) 113.5(P)(9.45) 199 (7.57) 623 (6.68) 621 (6.34)F: Final; P: Provisional. WPI (Base 2004-05=100) New Series 2009-10 2010-11 2011-12 160 150 140 130 120 110 100 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar CPI Inflation-February 2012 Rural Urban Combined Cereals & Pdcts. 2.95 0.69 2.40 Pulses & Pdcts. 4.45 3.59 4.17 Oils etc 11.87 14.52 12.76 Egg, Meat & Fish 10.68 10.48 10.62 Milk & Pdcts. 15.88 15.31 15.76 Vegetables -4.83 -4.27 -4.73 Food & Beverages 6.33 7.17 6.62 Fuel & Light 13.05 12.19 12.78 Clothing etc 12.68 9.45 13.22 E-UpDates April 2012 6 Surge Research Support
  7. 7. COMPONENTS & SOURCES OF MONEY STOCK (M3) AND THEIR VARIATIONS (Rs crores) March 31 January February# 2011 2012 2012 M3 6,499,548 7,159,470 7,226,270 % change during the month 2.21 (0.54) 0.93 % change since March 31 16.49 10.15 11.18(A) Components of M3 ( 1+2+3+4) 1 Currency with the public 914,197 996,650 1,015,980 % change during the month 0.95 1.91 1.94 % change since March 31 19.03 9.02 11.13 2 Demand deposits with banks 717,660 664,540 667,340 % change during the month 6.51 (6.32) 0.42 % change since March 31 0.49 (7.40) (7.01) 3 Time deposits with banks 4,863,979 5,495,600 5,541,880 % change during the month 1.84 (0.24) 0.84 % change since March 31 18.82 12.99 13.94 4 Other deposits with RBI 3,713 2,680 1,060 % change during the month 2.63 17.03 (60.45) % change since March 31 (1.90) (27.82) (71.45)(B) Sources of M3 (5+6+7+8-9) 5 Net bank credit to govt.(i+ii) 1,982,771 2,301,010 2,326,600 % change during the month 6.67 2.95 1.11 % change since March 31 18.85 16.05 17.34 i RBIs credit 396,555 518,400 488,370 % change during the month 32.09 15.18 (5.79) % change since March 31 80.07 30.73 23.15 ii Other banks credit 1,586,216 1,782,610 1,838,230 % change during the month 1.77 (0.14) 3.12 % change since March 31 9.54 12.38 15.89 6 Bank credit to commercial sector (i+ii) 4,235,406 4,669,320 4,726,820 % change during the month 3.81 (0.27) 1.23 % change since March 31 21.59 10.24 11.60 i RBIs credit 2,164 3,260 3,430 % change during the month 37.83 (0.31) 5.21 % change since March 31 62.95 50.65 58.50 ii Other banks credit 4,233,242 4,666,060 4,723,390 % change during the month 3.80 (0.27) 1.23 % change since March 31 21.58 10.22 11.58 7 Net foreign exchange assets of the banking 1,393,327 1,481,270 1,461,960 sector % change during the month (0.24) (6.87) (1.30) % change since March 31 9.28 6.31 4.93 8 Governments currency liabilities to the 12,724 13,720 13,720 public % change during the month 4.71 - - % change since March 31 16.53 7.83 7.83 9 NNML of the banking sector (i+ii) 1,124,680 1,305,850 1,302,830 % change during the month 13.79 (1.26) (0.23) % change since March 31 31.10 16.11 15.84 i RBIs NNML 368,274 549,610 537,570 % change during the month (0.87) (11.81) (2.19) % change since March 31 18.68 49.24 45.97 ii Other banks NNML(Residual) 756,406 756,240 765,260 % change during the month 22.62 8.15 1.19 % change since March 31 38.13 (0.02) 1.17 Note: (i) Figures in parentheses denote negative numbers. (ii) # data are of February 24, 2012.E-UpDates April 2012 7 Surge Research Support
  8. 8. COMPONENTS & SOURCES OF RESERVE MONEY AND THEIR VARIATIONS (Rs crore) March February March 2011 2012 2012 Reserve Money : 1,376,881 1,441,000 1,414,830 % change during the month 7.64 0.75 (1.82) % change since March 31 19.18 4.66 2.76(A) Components of Reserve Money (1+2+3) 1 Currency in circulation 949,659 1,057,660 1,072,220 % change during the month 0.93 1.87 1.38 % change since March 31 18.83 11.37 12.91 2 Bankers deposits with RBI 423,509 380,070 340,850 % change during the month 26.58 (2.36) (10.32) % change since March 31 20.21 (10.26) (19.52) 3 "Other" deposits with RBI 3,713 3,270 1,760 % change during the month 2.63 22.01 (46.18) % change since March 31 -1.90 (11.93) (52.60) (B) Sources of Reserve Money (4+5+6+7-8) 4 Net RBI credit to Government 396,555 543,600 517,100 % change during the month 32.09 4.86 (4.87) % change since March 31 80.07 37.08 30.40 RBI credit to Banks & Commercial Sector 7,324 8,430 12,750 5 % change during the month 46.60 (32.83) 51.25 % change since March 31 193.31 15.10 74.09 5.1 RBI credit to banks(including NABARD) 5,159 4,970 8,790 % change during the month 50.58 (46.50) 76.86 % change since March 31 341.32 (3.66) 70.38 5.2 RBI credit to Commercial Sector 2,165 3,460 3,960 % change during the month 37.90 6.13 14.45 % change since March 31 63.03 59.82 82.91 6 Net Foreign Exchange Assets of RBI 1,328,553 1,421,460 1,462,780 % change during the month -0.35 (0.96) 2.91 % change since March 31 7.84 6.99 10.10 7 Govts Currency Liabilities to the Public 12,724 13,720 13,720 % change during the month 4.71 - - % change since March 31 16.53 7.83 7.83 8 Net Non-monetary Liabilities of RBI 368,274 546,200 591,520 % change during the month -0.87 (0.62) 8.30 % change since March 31 18.68 48.31 60.62 Note: (i) Figures in parentheses denote negative numbers.E-UpDates April 2012 8 Surge Research Support
  9. 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 2-Mar-12 Fri 49.52 49.97 50.58 51.33 65.66 66.26 67.12 68.11 6-Mar-12 Tue 50.00 50.42 51.07 51.80 65.99 66.54 67.44 68.42 7-Mar-12 Wed 50.30 50.73 51.37 52.12 66.17 66.73 67.63 68.61 9-Mar-12 Fri 49.89 50.33 50.99 51.78 65.99 66.57 67.46 68.54 12-Mar-12 Mon 49.91 50.37 51.05 51.81 65.52 66.11 67.02 68.06 13-Mar-12 Tue 49.89 50.34 50.98 51.82 65.47 66.05 66.94 68.06 14-Mar-12 Wed 49.98 50.41 51.08 51.87 65.31 65.86 66.76 67.83 15-Mar-12 Thu 50.46 50.89 51.56 52.37 65.84 66.40 67.32 68.38 16-Mar-12 Fri 50.34 50.77 51.45 52.25 65.70 66.25 67.14 68.23 17-Mar-12 Sat 50.24 50.70 51.36 52.20 66.11 66.70 67.57 68.72 20-Mar-12 Tue 50.42 50.87 51.56 52.43 66.57 67.16 68.06 69.27 21-Mar-12 Wed 50.54 51.01 51.68 52.59 67.00 67.61 68.55 69.77 22-Mar-12 Thu 51.11 51.59 52.27 53.11 67.29 67.92 68.84 69.97 27-Mar-12 Tue 50.74 51.26 51.87 52.68 67.76 68.43 69.26 70.38 28-Mar-12 Wed 50.92 51.42 52.06 52.79 67.97 68.62 69.46 70.50 29-Mar-12 Thu 51.33 51.73 52.36 53.11 68.14 68.66 69.53 70.53 30-Mar-12 Fri 50.89 51.29 51.94 52.66 67.92 68.44 69.32 70.33 Pound Yen Date Day Spot 1 Month 3 Month 6 Month Spot 1 Month 3 Month 6 Month 2-Mar-12 Fri 78.89 79.60 80.56 81.68 60.77 61.35 62.14 63.09 6-Mar-12 Tue 79.27 79.91 80.93 82.02 61.37 61.90 62.74 63.68 7-Mar-12 Wed 79.18 79.83 80.83 81.94 62.28 62.83 63.66 64.64 9-Mar-12 Fri 78.68 79.35 80.39 81.57 60.95 61.52 62.38 63.38 12-Mar-12 Mon 78.22 78.92 79.92 81.10 60.67 61.25 62.07 63.08 13-Mar-12 Tue 78.08 78.77 79.79 81.02 60.39 60.97 61.80 62.85 14-Mar-12 Wed 78.49 79.15 80.21 81.38 59.93 60.45 61.30 62.29 15-Mar-12 Thu 79.00 79.66 80.69 81.91 60.48 61.01 61.84 62.87 16-Mar-12 Fri 79.17 79.83 80.85 82.08 60.10 60.63 61.46 62.48 17-Mar-12 Sat 79.58 80.29 81.30 82.58 60.41 60.99 61.81 62.87 20-Mar-12 Tue 80.01 80.71 81.75 83.10 60.16 60.71 61.54 62.65 21-Mar-12 Wed 80.20 80.92 82.00 83.37 60.25 60.82 61.68 62.79 22-Mar-12 Thu 80.75 81.49 82.54 83.82 61.63 62.22 63.07 64.14 27-Mar-12 Tue 81.05 81.85 82.82 84.04 61.30 61.94 62.72 63.74 28-Mar-12 Wed 81.12 81.89 82.86 84.00 61.32 61.92 62.70 63.65 29-Mar-12 Thu 81.44 82.05 83.02 84.16 62.43 62.93 63.71 64.68 30-Mar-12 Fri 81.54 82.16 83.14 84.29 62.05 62.56 63.36 64.33E-UpDates April 2012 9 Surge Research Support
  10. 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 2-Mar-12 Fri 11.60 8.84 7.44 11.64 9.23 7.62 6-Mar-12 Tue 10.56 8.88 7.33 10.47 9.08 7.50 7-Mar-12 Wed 10.76 8.83 7.37 10.74 9.12 7.53 9-Mar-12 Fri 11.11 9.12 7.72 11.07 9.25 7.89 12-Mar-12 Mon 11.64 9.41 7.74 11.46 9.48 7.90 13-Mar-12 Tue 11.38 9.07 7.89 11.16 9.29 8.05 14-Mar-12 Wed 10.70 9.10 7.71 10.59 9.18 7.87 15-Mar-12 Thu 10.72 9.05 7.71 10.80 9.30 7.88 16-Mar-12 Fri 10.75 9.16 7.73 10.62 9.09 7.87 17-Mar-12 Sat 11.56 9.22 7.93 11.35 9.13 8.07 20-Mar-12 Tue 11.25 9.36 8.13 11.17 9.23 8.28 21-Mar-12 Wed 11.75 9.38 8.28 11.59 9.58 8.46 22-Mar-12 Thu 11.87 9.39 7.98 11.83 9.54 8.14 27-Mar-12 Tue 12.88 9.21 7.77 12.63 9.19 7.90 28-Mar-12 Wed 12.31 9.22 7.46 12.10 9.06 7.58 29-Mar-12 Thu 9.76 8.27 7.04 9.55 8.41 7.15 30-Mar-12 Fri 9.85 8.55 7.08 9.68 8.54 7.24 Pound Yen Date Day 1 Month 3 Month 6 Month 1 Month 3 Month 6 Month 2-Mar-12 Fri 11.35 8.74 7.20 12.07 9.33 7.80 6-Mar-12 Tue 10.05 8.64 7.06 10.76 9.20 7.65 7-Mar-12 Wed 10.39 8.63 7.11 11.13 9.20 7.72 9-Mar-12 Fri 10.71 9.01 7.49 11.71 9.69 8.12 12-Mar-12 Mon 11.20 8.98 7.50 11.98 9.52 8.10 13-Mar-12 Tue 11.14 9.02 7.67 12.15 9.71 8.31 14-Mar-12 Wed 10.49 9.03 7.49 10.92 9.50 8.03 15-Mar-12 Thu 10.50 8.81 7.49 11.04 9.30 8.04 16-Mar-12 Fri 10.39 8.76 7.47 11.11 9.36 8.08 17-Mar-12 Sat 11.16 8.93 7.68 12.04 9.56 8.29 20-Mar-12 Tue 10.94 8.99 7.87 11.54 9.50 8.43 21-Mar-12 Wed 11.40 9.31 8.07 12.07 9.87 8.63 22-Mar-12 Thu 11.57 9.17 7.74 12.11 9.68 8.29 27-Mar-12 Tue 12.43 9.03 7.51 13.27 9.59 8.10 28-Mar-12 Wed 12.01 8.89 7.24 12.50 9.35 7.74 29-Mar-12 Thu 9.37 7.99 6.79 9.94 8.46 7.34 30-Mar-12 Fri 9.60 8.11 6.87 10.32 8.72 7.47E-UpDates April 2012 10 Surge Research Support
  11. 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-Mar-12 191665.0 8.5/7.5% 8.97 8.83 9.05 0.139 2-Mar-12 159460.0 8.72 7.54 9.09 0.139 3-Mar-12 0.0 8.34 7.07 0.140 5-Mar-12 103400.0 8.84 8.14 8.86 0.141 6-Mar-12 85420.0 8.85 8.59 8.78 0.142 7-Mar-12 127280.0 # 8.85 8.53 8.88 0.142 9-Mar-12 131725.0 8.68 6.70 8.95 0.142 10-Mar-12 0.0 8.53 8.51 12-Mar-12 129895.0 8.78 8.46 8.80 0.142 13-Mar-12 123090.0 8.83 8.48 8.90 0.143 14-Mar-12 124855.0 8.86 8.51 8.90 0.147 15-Mar-12 134795.0 8.88 8.57 8.92 0.147 16-Mar-12 177680.0 8.83 8.43 9.10 0.149 17-Mar-12 0.0 8.90 7.05 19-Mar-12 158770.0 8.94 8.54 8.99 0.149 20-Mar-12 149465.0 8.93 8.60 8.96 0.152 21-Mar-12 150070.0 # 8.96 8.66 8.95 0.152 22-Mar-12 197940.0 # 9.17 8.73 9.28 0.153 24-Mar-12 0.0 # 9.00 8.49 26-Mar-12 195935.0 # 9.42 7.24 9.62 0.153 27-Mar-12 178885.0 # 9.41 7.38 9.52 0.153 28-Mar-12 164175.0 # 9.43 8.53 9.51 0.153 29-Mar-12 164840.0 # 9.50 9.23 9.53 0.153 30-Mar-12 202785.0 8.5/7.5 # 11.77 9.42 11.99 0.153*Weighted average rates; # Includes liquidity provided under MSF at 9.5%. Call Money Mibor USD Libor 0.154 11.90 0.152 11.30 0.150 10.70 0.148 10.10 0.146 0.144 9.50 0.142 8.90 0.140 8.30 0.138 1-Mar-12 3-Mar-12 5-Mar-12 7-Mar-12 9-Mar-12 11-Mar-12 13-Mar-12 15-Mar-12 17-Mar-12 19-Mar-12 21-Mar-12 23-Mar-12 25-Mar-12 27-Mar-12 29-Mar-12 E-UpDates April 2012 11 Surge Research Support
  12. 12. Debt Market YieldsConstant Maturity Yields for Government Bonds - March 2012 >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 1-Mar-12 8.98 8.73 8.45 8.31 8.42 8.43 8.22 8.47 8.54 8.57 2-Mar-12 8.95 8.72 8.40 8.24 8.41 8.54 8.60 5-Mar-12 8.96 8.21 8.40 8.54 8.49 6-Mar-12 8.91 8.23 8.22 8.36 8.54 8.56 7-Mar-12 9.00 8.45 8.20 8.32 8.35 8.24 8.36 8.54 8.56 9-Mar-12 8.98 8.32 8.25 8.32 8.49 12-Mar-12 8.92 8.72 8.34 8.55 8.58 13-Mar-12 8.92 8.30 8.40 8.55 8.61 14-Mar-12 8.90 8.05 8.51 8.38 8.58 8.60 15-Mar-12 8.93 8.59 8.38 8.45 8.39 8.53 8.60 16-Mar-12 8.93 8.15 8.17 8.49 8.58 8.64 19-Mar-12 8.86 8.62 8.30 8.43 8.55 8.64 20-Mar-12 8.93 8.24 8.52 8.47 8.59 8.64 21-Mar-12 8.97 8.30 8.36 8.55 8.52 8.59 8.62 22-Mar-12 8.97 8.37 8.06 8.29 8.60 8.44 8.57 8.62 26-Mar-12 8.95 8.26 8.45 8.42 8.51 8.66 8.65 27-Mar-12 8.95 8.42 8.27 8.48 8.64 8.66 28-Mar-12 8.59 8.65 8.69 29-Mar-12 8.96 8.64 8.27 8.73 8.63 8.73 8.53 30-Mar-12 8.88 8.58 8.30 8.16 8.60 8.62 8.79Month Average 8.94 8.66 8.38 8.12 8.25 8.33 8.37 8.56 8.29 8.45 8.58 8.61Bond Yield Spreads over Gilts - March 2012 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 1.51 1.59 1.38 1.14 0.95 0.77 0.79 0.78 0.80 0.86 0.90 0.77 Bank 1.03 1.14 1.14 0.82 0.67 0.50 0.51 0.52 0.54 0.56 0.58 0.50 NBFC 1.70 1.94 1.45 1.22 1.11 1.04 1.09 1.09 1.13 1.18 1.26 1.12 Corporate 1.61 1.76 1.47 1.17 1.05 0.95 0.97 0.96 0.98 1.04 1.08 1.00 AA+ PSU 1.65 1.73 1.48 1.33 1.14 0.96 0.95 0.91 0.94 1.00 1.05 0.98 Bank 1.17 1.28 1.34 1.08 0.89 0.69 0.69 0.69 0.74 0.79 0.84 0.71 NBFC 1.80 2.14 1.58 1.47 1.48 1.51 1.55 1.55 1.53 1.55 1.55 1.56 Corporate 1.76 1.91 1.59 1.44 1.32 1.22 1.26 1.26 1.27 1.32 1.36 1.28 AA PSU 1.90 1.98 1.70 1.58 1.41 1.26 1.28 1.27 1.33 1.43 1.52 1.45 Bank 1.42 1.53 1.56 1.33 1.17 0.99 1.02 1.05 1.11 1.16 1.21 1.02 NBFC 2.04 2.34 1.78 1.72 1.76 1.82 1.85 1.85 1.83 1.84 1.84 1.74 Corporate 1.96 2.11 1.82 1.69 1.57 1.47 1.51 1.51 1.52 1.57 1.61 1.53 E-UpDates April 2012 12 Surge Research Support
  13. 13. Weighted Average YTMs Weighted Average YTMs 8.0 8.5 9.0 9.5 10.0 10.5 8.0 8.2 8.4 8.6 8.8 9.0 9.2 9.4 9.6 9.8 10.0 July 2012 10.0 April 2012 9.85 December 2012 10.4 May 2012 9.22 April 2013 9.9 November 2014 8.19 June 2013 8.25 10.4 June 2015E-UpDates April 2012 December 2014 September 2015 8.22 9.9 October 2015 8.13 December 2014 9.5 April 2016 8.33 January 2015 9.5 August 2016 8.34 February 2015 9.7 January 2017 8.35 June 2015 9.8 July 2017 8.47 September 2016 August 2017 8.23 9.4 December 2016 April 2018 8.44 9.6 April 2018 8.3513 June 2017 9.8 January 2020 8.51 December 2017 9.3 January 2020 8.40 December 2018 9.4 April 2021 8.49 Maturity Year June 2019 Maturity Year 8.25 9.2 May 2021 Debt Market Yields June 2019 November 2021 8.36 9.2 August 2022 8.40 December 2020 9.3 Yields of GSecs Traded in March 2012 September 2022 8.46 July 2021 November 2024 8.39 August 2021 10.1 10.1 February 2027 8.43 Yields of Benchmark Corporate Bonds (AAA) - March 2012 November 2021 8.51 9.3 August 2027 December 2022 September 2027 8.54 9.1 8.63Surge Research Support December 2030 December 2023 9.2 February 2032 8.51 December 2024 9.3 August 2032 8.63 December 2025 9.3 August 2034 8.42 March 2026 9.2 July 2040 8.61 August 2026 December 2041 8.64 9.3
  14. 14. Equity Market TurnoverBSE 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 Jan-12 5115 3016 52339.8 2379.1 6053984.4 17258.97 15358.02 17193.55 17.09 3.30 1.56 Feb-12 5122 3101 68912.8 3445.6 6351265.5 18523.78 17061.55 17752.68 18.32 3.55 1.44 Mar-12 5133 3064 61694.1 2804.3 6209534.6 18040.69 16920.61 17404.2 17.85 3.46 1.47NSE 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 Jan-12 1641 1721 236872.0 10767.0 5937039.0 5217.00 4588.05 5199.25 17.71 2.89 1.56 Feb-12 1644 1649 327808.0 16390.0 6233250.0 5629.95 5159.00 5385.20 19.09 3.06 1.46 Mar-12 1646 1807 272482.0 12386.0 6096518.0 5499.40 5135.95 5295.55 18.74 3.01 1.50*End of the Month. Derivatives TurnoverBSE 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 TurnoverMonth / Year contracts cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) (Rs. cr.) Jan-12 1899450 46638.88 64293 1939.51 829122 20576.78 .. .. 2792865 69155.17 3143.42 Feb-12 1268794 34075.22 46795 1730.21 16386797 398579.00 1063 34.44 17703449 434418.80 21720.94 Mar-12 1434598 37677.91 52032 1488.20 7167217 189304.23 9798 248.00 8663645 228718.34 10396.29NSE 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 TurnoverMonth / Year contracts cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) contracts (Rs. cr.) (Rs. cr.) Jan-12 10856475 250737.87 13958030 350848.12 62424041 1542542.16 4157796 107359.31 91396342 2251487.46 102340.34 Feb-12 11289436 291138.4 15306021 451869.29 65316148 1777219.75 4028055 121550.66 95939660 2641778.08 132088.90 Mar-12 13492062 337971.8 13262789 384126.28 80472606 2156836.57 3335448 100296.38 110562905 2979231.03 135419.59 E-UpDates April 2012 14 Surge Research Support
  15. 15. Index MovementsBSE: BSE Sensitive Index, Sensex (30 Scrips) (1978-79=100) Open High Low Close Price/Earnings Price/Bookvalue Dividend Yield 1-Mar-12 17714.62 17717.53 17463.27 17583.97 18.11 3.51 1.45 2-Mar-12 17661.39 17731.88 17504.38 17636.80 18.13 3.51 1.45 3-Mar-12 17648.47 17676.83 17617.88 17636.99 18.12 3.51 1.45 5-Mar-12 17598.42 17598.42 17312.30 17362.87 17.88 3.47 1.47 6-Mar-12 17336.64 17691.96 17128.28 17173.29 17.70 3.43 1.48 7-Mar-12 17127.18 17239.35 17008.77 17145.52 17.62 3.42 1.49 9-Mar-12 17325.82 17531.62 17325.82 17503.24 17.96 3.48 1.46 12-Mar-12 17772.10 17772.10 17494.65 17587.67 18.04 3.50 1.46 13-Mar-12 17680.23 17842.92 17680.23 17813.62 18.28 3.54 1.44 14-Mar-12 18003.15 18040.69 17837.22 17919.30 18.37 3.56 1.43 15-Mar-12 17916.85 17918.25 17622.13 17675.85 18.14 3.52 1.45 16-Mar-12 17656.81 17871.00 17426.58 17466.20 17.88 3.47 1.47 19-Mar-12 17531.47 17561.46 17226.43 17273.37 17.66 3.42 1.49 20-Mar-12 17308.89 17410.13 17211.73 17316.18 17.69 3.43 1.48 21-Mar-12 17301.16 17622.87 17275.88 17601.71 17.96 3.48 1.46 22-Mar-12 17586.06 17687.01 17136.50 17196.47 17.62 3.42 1.49 23-Mar-12 17257.72 17458.35 17179.33 17361.74 17.76 3.44 1.48 26-Mar-12 17377.59 17377.59 17021.85 17052.78 17.44 3.38 1.51 27-Mar-12 17209.13 17366.84 17061.16 17257.36 17.61 3.41 1.49 28-Mar-12 17234.48 17245.82 17040.12 17121.62 17.47 3.39 1.50 29-Mar-12 17039.85 17109.35 16920.61 17058.61 17.44 3.38 1.51 30-Mar-12 17117.41 17439.51 17105.22 17404.20 17.78 3.45 1.48 18200 BSE High Low NSE High Low 5550 5500 18000 5450 17800 5400 17600 5350 5300 17400 5250 17200 5200 17000 5150 1-Mar-12 2-Mar-12 3-Mar-12 5-Mar-12 6-Mar-12 7-Mar-12 9-Mar-12 12-Mar-12 13-Mar-12 14-Mar-12 15-Mar-12 16-Mar-12 19-Mar-12 20-Mar-12 21-Mar-12 22-Mar-12 23-Mar-12 26-Mar-12 27-Mar-12 28-Mar-12 29-Mar-12 E-UpDates April 2012 15 Surge Research Support
  16. 16. NSE: S&P CNX Nifty (50 Scrips)(Nov.3, 1993=100) Open High Low Close Price/Earnings Price/Bookvalue Dividend Yield 1-Mar-12 5366.00 5372.45 5297.50 5339.75 18.92 3.01 1.48 2-Mar-12 5369.45 5392.55 5315.05 5359.35 18.99 3.04 1.48 3-Mar-12 5360.05 5369.60 5353.40 5359.40 18.99 3.04 1.48 5-Mar-12 5342.55 5344.50 5265.70 5280.35 18.71 2.99 1.50 6-Mar-12 5266.00 5382.05 5206.40 5222.40 18.51 2.96 1.52 7-Mar-12 5207.05 5243.85 5171.45 5220.45 18.50 2.96 1.52 9-Mar-12 5294.10 5342.30 5291.60 5333.55 18.90 3.02 1.48 12-Mar-12 5420.10 5421.90 5327.30 5359.55 18.94 3.05 1.49 13-Mar-12 5391.05 5438.65 5390.80 5429.50 19.18 3.09 1.47 14-Mar-12 5490.55 5499.40 5437.80 5463.90 19.31 3.10 1.46 15-Mar-12 5462.50 5462.50 5362.30 5380.50 19.01 3.06 1.48 16-Mar-12 5380.35 5445.65 5305.00 5317.90 18.79 3.02 1.50 19-Mar-12 5337.35 5340.70 5238.55 5257.05 18.58 2.99 1.51 20-Mar-12 5257.15 5297.35 5233.25 5274.85 18.64 3.00 1.51 21-Mar-12 5267.20 5372.35 5256.00 5364.95 18.96 3.05 1.48 22-Mar-12 5361.10 5385.95 5205.65 5228.45 18.47 2.97 1.52 23-Mar-12 5255.65 5312.00 5220.00 5278.20 18.65 3.00 1.51 26-Mar-12 5274.35 5274.95 5174.90 5184.25 18.32 2.95 1.54 27-Mar-12 5242.95 5277.95 5184.65 5243.15 18.53 2.98 1.52 28-Mar-12 5231.70 5236.55 5169.60 5194.75 18.36 2.95 1.53 29-Mar-12 5145.95 5194.30 5135.95 5178.85 18.30 2.94 1.54 30-Mar-12 5206.60 5307.10 5203.65 5295.55 18.71 3.01 1.50FUTIDX-NIFTY Futures(Expiry 29-Mar-12) Open High Low Close Settlement Price No. of contracts Change in OI 1-Mar-12 5413.7 5427.0 5341.0 5390.8 5390.8 3,47,663 -4,57,500 2-Mar-12 5405.0 5438.0 5351.5 5391.5 5391.5 3,17,808 -4,60,100 3-Mar-12 5394.1 5403.0 5386.5 5396.5 5396.5 15970 24750 5-Mar-12 5377.0 5377.4 5295.0 5318.6 5318.6 2,91,518 -2,17,850 6-Mar-12 5292.0 5428.0 5232.0 5250.4 5250.4 6,76,885 8,84,300 7-Mar-12 5219.0 5279.2 5201.0 5258.7 5258.7 4,17,591 -9,09,100 9-Mar-12 5318.0 5373.8 5311.7 5364.2 5364.2 3,20,492 3,70,850 12-Mar-12 5434.0 5434.0 5345.3 5388.8 5388.8 3,21,651 -2,93,350 13-Mar-12 5401.0 5476.0 5370.0 5468.4 5468.4 2,68,373 1,04,200 14-Mar-12 5531.2 5542.0 5472.0 5506.1 5506.1 3,00,704 6,86,250 15-Mar-12 5495.0 5508.4 5397.4 5419.1 5419.1 3,84,522 6,18,200 16-Mar-12 5414.1 5482.0 5330.7 5342.7 5342.7 6,80,488 10,61,150 19-Mar-12 5355.1 5359.9 5258.6 5277.3 5277.3 3,61,144 -6,67,800 20-Mar-12 5267.0 5326.8 5251.0 5297.0 5297.0 3,50,373 -8,90,250 21-Mar-12 5289.0 5405.0 5275.6 5394.5 5394.5 3,92,165 -6,00,550 22-Mar-12 5376.6 5410.0 5220.5 5240.1 5240.1 5,23,888 -8,54,900 23-Mar-12 5252.3 5328.8 5231.3 5285.4 5285.4 4,63,368 -16,58,200 26-Mar-12 5279.8 5279.8 5181.0 5191.3 5191.3 4,47,398 -12,14,500 27-Mar-12 5245.0 5295.0 5188.2 5251.8 5251.8 5,73,096 -25,58,100 28-Mar-12 5235.0 5247.3 5171.0 5197.4 5197.4 3,98,323 -13,45,150 29-Mar-12 5155.0 5187.5 5133.5 5177.0 5178.9 4,48,939 -10,38,650 E-UpDates April 2012 16 Surge Research Support
  17. 17. Capital Market Flows Mutual Funds Investment Trends Gross Purchases Gross Sales Net Investment Equity (Rs Crores) (Rs Crores) (Rs Crores) 1-Mar-12 464.3 655.2 -190.8 2-Mar-12 398.0 547.6 -149.7 3-Mar-12 0.0 2.8 -2.8 5-Mar-12 415.2 558.8 -143.6 6-Mar-12 554.3 525.3 29.0 7-Mar-12 463.7 652.3 -188.7 9-Mar-12 649.7 524.5 125.2 12-Mar-12 678.9 435.3 243.6 13-Mar-12 463.8 483.1 -19.4 14-Mar-12 811.0 751.7 59.2 15-Mar-12 299.3 650.4 -351.1 16-Mar-12 566.9 884.7 -317.8 19-Mar-12 600.1 689.5 -89.4 20-Mar-12 496.9 571.1 -74.2 21-Mar-12 483.5 518.3 -34.8 22-Mar-12 569.0 628.4 -59.4 23-Mar-12 373.0 285.7 87.2 26-Mar-12 369.6 503.6 -133.9 27-Mar-12 554.4 706.5 -152.1 28-Mar-12 445.9 501.3 -55.3 29-Mar-12 442.0 570.4 -128.4 30-Mar-12 485.5 487.6 -2.1 Total for Month 10585.0 12134.1 -1549.3 Gross Purchases Gross Sales Net Investment Debt (Rs Crores) (Rs Crores) (Rs Crores) 1-Mar-12 6529.0 3686.8 2842.2 2-Mar-12 11096.4 4686.6 6409.8 3-Mar-12 0.0 0.0 0.0 5-Mar-12 6964.0 2793.4 4170.6 6-Mar-12 8672.2 3539.5 5132.8 7-Mar-12 11855.9 4695.1 7160.8 9-Mar-12 8386.3 4094.8 4291.5 12-Mar-12 7992.3 2842.7 5149.6 13-Mar-12 5543.6 2193.6 3349.9 14-Mar-12 6291.3 3156.7 3134.7 15-Mar-12 8016.3 4352.2 3664.1 16-Mar-12 9696.3 3812.8 5883.4 19-Mar-12 12302.2 4085.7 8216.5 20-Mar-12 10950.7 3188.7 7761.9 21-Mar-12 12604.2 3817.4 8786.8 22-Mar-12 13911.9 3629.5 10282.4 23-Mar-12 5.9 7.3 -1.4 26-Mar-12 10571.0 4592.3 5978.7 27-Mar-12 12266.1 4920.2 7346.0 28-Mar-12 13606.1 5603.7 8002.4 29-Mar-12 12661.7 10426.9 2234.8 30-Mar-12 8156.9 17381.8 -9224.9 Total for Month 198080.3 97507.7 100572.6E-UpDates April 2012 17 Surge Research Support
  18. 18. Mutual Funds Asset Position Mutual Funds Asset Position Private Sector Public Sector April 2011-February 2012 Mutual Funds Mutual Funds (of which) UTI Total Mobilisation of Funds 51,30,191.7 1,028,991.6 473,351.0 6,159,183.3 Net Inflow/ Outflow (-ve) of funds 49,470.1 12,272.1 9,455.3 61,742.2 549,855.2 125,383.2 62,737.2 675,238.4 Cumulative Position of Net Assets as on Feb. 29, 2012 (%) 81.43% 18.57% 9.29% 100.00% ECB Dec-11 Jan-12 Automatic Route 2,709,250,006 1,784,205,937 Approval Route 1,759,592,317 917,685,565 Total ECB 4,468,842,323 2,701,891,502 Value in USD FII Investments in Primary & Secondary Markets Net Debt Gross Purchases Gross Sales Net Investment Investment (Rs Crores) (Rs Crores) (Rs Crores) US$ million 1-Mar-12 1145.1 106.5 1038.6 212.2 2-Mar-12 496.3 1000.7 -504.4 -102.6 3-Mar-12 5-Mar-12 291.8 700.3 -408.6 -82.8 6-Mar-12 513.7 541.2 -27.4 -5.5 7-Mar-12 287.7 728.8 -441.1 -88.2 9-Mar-12 491.5 1592.3 -1100.8 -217.7 12-Mar-12 601.1 591.7 9.4 1.9 13-Mar-12 85.3 554.6 -469.3 -94.0 14-Mar-12 614.5 840.8 -226.3 -45.4 15-Mar-12 473.0 369.1 103.9 20.8 16-Mar-12 1090.2 962.6 127.5 25.4 19-Mar-12 314.1 397.7 -83.6 -16.6 20-Mar-12 249.7 306.3 -56.6 -11.3 21-Mar-12 367.9 1277.0 -909.1 -180.9 22-Mar-12 1262.1 934.8 327.3 64.7 23-Mar-12 26-Mar-12 1584.4 701.2 883.2 173.5 27-Mar-12 726.3 1062.8 -336.6 -65.6 28-Mar-12 634.2 2049.7 -1415.5 -278.1 29-Mar-12 469.2 2479.5 -2010.3 -394.8 30-Mar-12 804.4 1893.3 -1088.9 -212.9 Total for Month 12502.5 19090.9 -6588.6 -1297.8 Total for 2012 62318.4 42920.2 19398.2 3788.4E-UpDates April 2012 18 Surge Research Support

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