E-UpDates Nov11

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

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E-UpDates Nov11

  1. 1. November 2011Surge 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 — RBIs Review of Monetary Policy for Q2 of 2011-12 25 www.ecofin-surge.co.inE-UpDates November 2011 2 Surge Research Support
  3. 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-10Bank 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 49.1RBI 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.htmlE-UpDates November 2011 3 Surge Research Support
  4. 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 8.5GDP[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. 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 8.71. Mining 117.6 121.7 -3.4 0.2 7.72. Manufacturing 172.6 165.2 4.5 6.0 9.23. 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. 6. InflationWholesale Price Index All Primary Non-food Crude(Base: 2004-05=100) Food Articles Manufactured Commodities Articles Articles Petroleum(Inflation %) ProductsJuly - 2011 154.0 (9.20) 197.9 192.8 175.8 282.5 137.7August - 2011 154.9 (9.78) 199.6 193.7 181.1 280.8 138.3September - 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=100July - 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. 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 RBIs 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 RBIs 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 Governments 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 RBIs 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 banks 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. 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 Bankers 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 Govts 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. 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 64.15E-UpDates November 2011 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 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 5.40E-UpDates November 2011 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-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. 12. Debt Market YieldsConstant 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 8.97Month Average 8.48 8.53 8.53 8.82 8.45 8.75 8.73 8.77 8.88 8.90Bond 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. 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 2014E-UpDates November 2011 April 2016 July 2015 October 2015 January 2017 September 2016 September 2016 July 2017 August 2017 April 201813 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 2027Surge Research Support Yields of Benchmark Corporate Bonds (AAA) - October 2011 September 2026 February 2032 August 2027 August 2028 July 2040 August 2029
  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 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 1.52NSE 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 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.) 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 39.98NSE 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.) 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. 15. Index MovementsBSE: 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 540017650 5350 530017400 5250 520017150 515016900 5100 505016650 500016400 4950 490016150 BSE NSE 485015900 4800 475015650 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. 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 1.42FUTIDX-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. 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 14863.6E-UpDates November 2011 17 Surge Research Support
  18. 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 4290.3E-UpDates November 2011 18 Surge Research Support
  19. 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 FIIs :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 MillionE-UpDates November 2011 19 Surge Research Support
  20. 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 67,063.65 953,370.10 118.26Commodity 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 Spot1-Oct-11 2728.0 1128.0 1164.9 587.4 633.1 3963.0 3875.0 51181.0 51100.03-Oct-11 2746.0 2694.0 1131.4 1154.6 591.4 630.0 3869.0 3875.0 52044.0 52000.04-Oct-11 2729.0 2692.0 1123.8 1150.4 581.5 629.7 3825.0 3836.0 50223.0 51338.05-Oct-11 2720.0 2692.0 1116.6 1145.7 578.0 628.1 3943.0 3725.0 51226.0 49046.06-Oct-11 2720.0 1116.6 578.0 4065.0 3920.0 53237.0 52993.07-Oct-11 2738.0 2690.0 1119.6 1150.0 581.4 627.6 4062.0 4063.0 51901.0 51958.08-Oct-11 2746.0 2688.0 1124.4 1146.7 579.7 625.9 4095.0 4077.0 52297.0 53049.010-Oct-11 2747.0 2700.0 1124.4 1143.8 588.3 623.4 4211.0 4077.0 53028.0 52543.011-Oct-11 2758.0 2721.0 1123.4 1154.6 589.4 621.2 4264.0 4191.0 53269.0 53545.012-Oct-11 2779.0 2723.0 1130.4 1153.0 599.9 624.8 4230.0 4208.0 54162.0 52701.013-Oct-11 2785.0 2743.0 1128.4 1150.9 594.7 623.4 4204.0 4214.0 52914.0 52458.014-Oct-11 2760.0 2754.0 1122.0 1152.8 604.9 627.5 4281.0 4129.0 53292.0 53371.015-Oct-11 2770.0 1117.2 1152.5 608.9 632.8 4299.0 4259.0 53405.0 52873.017-Oct-11 2804.0 2757.0 1109.4 1155.0 609.2 639.5 4279.0 4259.0 52769.0 51764.018-Oct-11 2779.0 2754.0 1106.4 1152.5 606.2 638.4 4363.0 4223.0 53157.0 52497.019-Oct-11 2774.0 2754.0 1093.6 1152.5 613.6 640.5 4357.0 4341.0 52228.0 51504.020-Oct-11 2775.0 2756.0 1088.8 1149.6 609.7 637.9 4291.0 4235.0 51701.0 51939.021-Oct-11 2787.0 1091.2 1143.4 614.5 638.2 4371.0 4279.0 52784.0 52518.022-Oct-11 2777.0 2775.0 1094.6 1143.2 614.0 637.5 4381.0 4376.0 53034.0 52809.024-Oct-11 2766.0 2779.0 1091.8 1141.3 615.8 638.3 4546.0 4376.0 53077.0 53018.025-Oct-11 2807.0 2785.0 1113.4 1143.6 627.8 640.7 4647.0 4552.0 55064.0 53030.026-Oct-11 2785.0 1112.4 625.5 4574.0 4627.0 55711.027-Oct-11 2788.0 2785.0 1109.2 630.1 4595.0 4479.0 57859.0 53030.028-Oct-11 2781.0 2786.0 1082.4 1157.5 621.9 4535.0 4666.0 57395.0 53030.029-Oct-11 2770.0 1092.8 1163.8 623.8 640.6 4541.0 4556.0 57373.0 53030.031-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

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