NOTIFICATION Rupee Derivatives Segment. No. RMD/DF/DRV/ES&H/15/82. Eligible Securities for Contribution towards Default Fund & Haircut Rates

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1 NOTIFICATION Rupee Derivatives Segment No. RMD/DF/DRV/ES&H/15/82 28-Mar-16 Eligible Securities for Contribution towards Default Fund & Haircut Rates Further to our Notification No.RMD/DF/DRV/ES&H/15/81 dated 21-Mar-16 it has been decided to include undernoted securities in the list of securities eligible for contribution towards default fund. Newly issued securities w.e.f 28-Mar-16. Sr. No. ISIN Description Coupon Maturity Rate (%) 1 IN002015X DTB Maturing on 30/06/ Jun IN002015Z DTB Maturing on 30/03/ Mar Sd/- Kaushik Saha Chief Risk Officer Encl : Complete list of eligible securities

2 Complete list of Eligible Securities (w.e.f. 28/03/2016) A. Government of India Treasury Bills & Cash Management Bills Sr. No. ISIN No. Security Description Coupon Maturity Date Rate (%) 1 IN002015X DTB Maturing on 31/03/ Mar IN002015Z DTB Maturing on 05/04/ Apr IN002015Y DTB Maturing on 07/04/ Apr IN002015X DTB Maturing on 07/04/ Apr IN002015Z DTB Maturing on 14/04/ Apr IN002015X DTB Maturing on 14/04/ Apr IN002015X DTB Maturing on 21/04/ Apr IN002015Y DTB Maturing on 22/04/ Apr IN002015Z DTB Maturing on 28/04/ Apr IN002015X DTB Maturing on 05/05/ May IN002015Y DTB Maturing on 05/05/ May IN002015Z DTB Maturing on 12/05/ May IN002015X DTB Maturing on 12/05/ May IN002015Y DTB Maturing on 19/05/ May IN002015X DTB Maturing on 19/05/ May IN002015Z DTB Maturing on 26/05/ May IN002015X DTB Maturing on 02/06/ Jun IN002015Y DTB Maturing on 02/06/ Jun IN002015Z DTB Maturing on 09/06/ Jun IN002015X DTB Maturing on 09/06/ Jun IN002015Y DTB Maturing on 16/06/ Jun IN002015X DTB Maturing on 16/06/ Jun IN002015Z DTB Maturing on 23/06/ Jun IN002015X DTB Maturing on 27/06/ Jun IN002015Y DTB Maturing on 30/06/ Jun IN002015X DTB Maturing on 30/06/ Jun IN002015Z DTB Maturing on 07/07/ Jul IN002015Y DTB Maturing on 14/07/ Jul IN002015Z DTB Maturing on 21/07/ Jul IN002015Y DTB Maturing on 28/07/ Jul IN002015Z DTB Maturing on 04/08/ Aug IN002015Y DTB Maturing on 11/08/ Aug IN002015Z DTB Maturing on 18/08/ Aug IN002015Z DTB Maturing on 01/09/ Sep IN002015Y DTB Maturing on 08/09/ Sep IN002015Z DTB Maturing on 16/09/ Sep IN002015Y DTB Maturing on 26/09/ Sep IN002015Z DTB Maturing on 29/09/ Sep IN002015Z DTB Maturing on 13/10/ Oct

3 40 IN002015Z DTB Maturing on 27/10/ Oct IN002015Z DTB Maturing on 11/11/ Nov IN002015Z DTB Maturing on 24/11/ Nov IN002015Z DTB Maturing on 08/12/ Dec IN002015Z DTB Maturing on 26/12/ Dec IN002015Z DTB Maturing on 05/01/ Jan IN002015Z DTB Maturing on 19/01/ Jan IN002015Z DTB Maturing on 02/02/ Feb IN002015Z DTB Maturing on 16/02/ Feb IN002015Z DTB Maturing on 02/03/ Mar IN002015Z DTB Maturing on 16/03/ Mar IN002015Z DTB Maturing on 30/03/ Mar B. Government of India Securities Sr. No. ISIN No. Security Description Coupon Maturity Date Existing Rate (%) 1 IN % G.S Apr IN GOI FLOATING RATE BOND May IN % G.S Jun IN % G.S Jul IN % G.S Aug IN % G.S Jan IN % G.S Apr IN GOI FLOATING RATE BOND Jul IN % G.S Jul IN % G.S Jul IN % G.S Aug IN % G.S Jan IN % G.S Apr IN % G.S Apr IN % G.S Apr IN % G.S Sep IN % G.S Nov IN % G.S Jan IN % G.S Feb IN % G.S Jun IN % G.S Jun IN % G.S Jul IN % G.S Aug IN % G.S Jan IN000120P % GS 02JAN2020P Jan IN % G.S Jan IN % G.S Apr IN % G.S May IN % G.S Jun IN % G.S Dec IN GOI FLOATING RATE BOND Dec IN % G.S Dec IN % G.S Apr IN % G.S May IN % G.S May IN % G.S Nov IN % G.S Feb IN % G.S May IN % G.S Jun IN % G.S Aug

4 41 IN % G.S Aug IN % G.S Sep IN % G.S Apr IN % G.S May IN % INFLATION INDEX GS Jun IN % G.S Jun IN % G.S Nov IN % G.S Dec IN % G.S Jun IN % G.S Jul IN % G.S Nov IN % G.S May IN % G.S Sep IN % G.S Sep IN % G.S Jan IN % G.S Jul IN % G.S Sep IN % G.S Nov IN % G.S Feb IN % G.S Aug IN % G.S Sep IN % G.S Mar IN % G.S Jun IN % G.S Jun IN % G.S Mar IN % G.S Mar IN % G.S Sep IN % G.S Dec IN % G.S Feb IN % G.S Aug IN % G.S Aug IN % G.S Sep IN % G.S Nov IN % G.S Aug IN % G.S Dec IN % G.S Sep IN % G.S Jun IN % G.S Jan IN % G.S Jul IN000740P % GS 02JUL2040P Jul IN % G.S Dec IN % G.S Dec IN % G.S Dec IN % G.S Dec IN % G.S Jun IN % G.S Oct IN000716C018 GS02JUL2016C - 02-Jul IN000117C019 GS02JAN2017C - 02-Jan IN000717C016 GS02JUL2017C - 02-Jul IN000118C017 GS02JAN2018C - 02-Jan IN000718C014 GS02JUL2018C - 02-Jul IN000119C015 GS02JAN2019C - 02-Jan IN000719C012 GS02JUL2019C - 02-Jul IN000120C013 GS02JAN2020C - 02-Jan IN000720C010 GS02JUL2020C - 02-Jul IN000121C011 GS02JAN2021C - 02-Jan IN000721C018 GS02JUL2021C - 02-Jul IN000122C019 GS02JAN2022C - 02-Jan IN000722C016 GS02JUL2022C - 02-Jul IN000123C017 GS02JAN2023C - 02-Jan IN000723C014 GS02JUL2023C - 02-Jul IN000124C015 GS02JAN2024C - 02-Jan

5 103 IN000724C012 GS02JUL2024C - 02-Jul IN000125C012 GS02JAN2025C - 02-Jan IN000725C019 GS02JUL2025C - 02-Jul IN000126C010 GS02JAN2026C - 02-Jan IN000726C017 GS02JUL2026C - 02-Jul IN000127C018 GS02JAN2027C - 02-Jan IN000727C015 GS02JUL2027C - 02-Jul IN000128C016 GS02JAN2028C - 02-Jan IN000728C013 GS02JUL2028C - 02-Jul IN000129C014 GS02JAN2029C - 02-Jan IN000729C011 GS02JUL2029C - 02-Jul IN000130C012 GS02JAN2030C - 02-Jan IN000730C019 GS02JUL2030C - 02-Jul IN000131C010 GS02JAN2031C - 02-Jan IN000731C017 GS02JUL2031C - 02-Jul IN000132C018 GS02JAN2032C - 02-Jan IN000732C015 GS02JUL2032C - 02-Jul IN000133C016 GS02JAN2033C - 02-Jan IN000733C013 GS02JUL2033C - 02-Jul IN000134C014 GS02JAN2034C - 02-Jan IN000734C011 GS02JUL2034C - 02-Jul IN000135C011 GS02JAN2035C - 02-Jan IN000735C018 GS02JUL2035C - 02-Jul IN000136C019 GS02JAN2036C - 02-Jan IN000736C016 GS02JUL2036C - 02-Jul IN000137C017 GS02JAN2037C - 02-Jan IN000737C014 GS02JUL2037C - 02-Jul IN000138C015 GS02JAN2038C - 02-Jan IN000738C012 GS02JUL2038C - 02-Jul IN000139C013 GS02JAN2039C - 02-Jan IN000739C010 GS02JUL2039C - 02-Jul IN000140C011 GS02JAN2040C - 02-Jan IN000740C018 GS02JUL2040C - 02-Jul

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