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| NSE Zero Curve as on Aug 6 2008 |
| Issue Name |
Security |
Days |
Accured Interest |
Market Price |
Model Price |
Error |
Market Yield |
Model Yield |
Yield Error |
| 7 |
CG2034 |
1 |
0.1667 |
87.94 |
87.88 |
0.06 |
8.67 |
8.67 |
-0.01 |
| 7 |
CG2021 |
1 |
1.8527 |
98.2 |
98.48 |
-0.27 |
8.37 |
8.34 |
0.03 |
| 7 |
CG2015 |
1 |
3.3825 |
99.48 |
99.26 |
0.22 |
7.99 |
8.03 |
-0.04 |
| 7 |
CG2014 |
1 |
2.4976 |
99.22 |
99.33 |
-0.1 |
7.95 |
7.93 |
0.02 |
| 7 |
CG2012 |
1 |
2.1583 |
100.58 |
100.49 |
0.09 |
7.74 |
7.76 |
-0.02 |
| 9 |
CG2011 |
1 |
1.1998 |
108.26 |
108.02 |
0.24 |
7.62 |
7.68 |
-0.06 |
| 7 |
CG2010 |
1 |
1.9714 |
102.11 |
101.88 |
0.23 |
7.5 |
7.57 |
-0.07 |
| 7 |
CG2009 |
1 |
3.2781 |
101.97 |
103 |
-1.04 |
7.9 |
7.45 |
0.46 |
| 7 |
CG2009 |
1 |
2.8476 |
101.16 |
101.95 |
-0.79 |
7.79 |
7.45 |
0.34 |
| 171106 |
91D |
1 |
0 |
98.43 |
98.25 |
0.18 |
6.45 |
7.23 |
-0.78 |
| 30807 |
364D |
1 |
0 |
93.83 |
93.38 |
0.45 |
6.75 |
7.27 |
-0.52 |
| 60707 |
364D |
1 |
0 |
94.32 |
93.9 |
0.41 |
6.74 |
7.26 |
-0.51 |
| 220607 |
364D |
1 |
0 |
94.58 |
94.16 |
0.42 |
6.71 |
7.25 |
-0.54 |
| 270407 |
364D |
1 |
0 |
95.55 |
95.21 |
0.34 |
6.71 |
7.24 |
-0.53 |
| 11206 |
182D |
1 |
0 |
98.19 |
97.98 |
0.21 |
6.44 |
7.22 |
-0.78 |
| 90207 |
182D |
1 |
0 |
96.92 |
96.66 |
0.26 |
6.64 |
7.22 |
-0.58 |
| 260107 |
182D |
1 |
0 |
97.18 |
96.92 |
0.26 |
6.59 |
7.22 |
-0.63 |
| 120107 |
182D |
1 |
0 |
97.41 |
97.18 |
0.23 |
6.62 |
7.22 |
-0.6 |
| 151206 |
182D |
1 |
0 |
97.95 |
97.71 |
0.24 |
6.46 |
7.22 |
-0.76 |
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