| The
CCIL All Soveriegn Bond Index |
|
| Date | PRI | TRI | Duration | Coupon |
| 29-Jul-10 | 820.76 | 1275.57 | 6.7483 | 7.6017 |
| 30-Jul-10 | 819.21 | 1274.02 | 6.7395 | 7.6017 |
| | | | | |
|
|
TENOR INDEX |
|
| | Upto 5 yrs | 5-10 yrs | 10-15 yrs | 15-20 yrs | 20-30 yrs |
| 30/Jul/10 | | | | | |
| TRI | 1370.71 | 1292.02 | 1309.19 | 1259.35 | 1221.64 |
| PRI | 837.82 | 858.81 | 821.30 | 819.24 | 775.21 |
| 29/Jul/10 | | | | | |
| TRI | 1370.15 | 1292.69 | 1310.35 | 1267.57 | 1222.93 |
| PRI | 837.52 | 859.60 | 822.52 | 826.85 | 776.54 |
|
|