Default Unit India, Rupees

Default Scale Crores

Current Period Start Date 30-Dec-1899
End Date 30-Dec-1899
Previous Period Start Date
End Date
Identifier 0
Language
Previous To Previous Period Start Date
End Date
Bank Working Code
Bank Name
Report Status
Do Version Check
Seed year 2010
IsRevised
Monthly

Return Name Interest Rate Sensitivity Test

Return Code PD-IRS
Return Version V1.2
 General Information

Name of Primary Dealer 0

Primary Dealer Code 0
Return Name Interest Rate Sensitivity Test
Return Code PD-IRS
Report Status
Date of Audit
Reporting Frequency Monthly
Period of Return 0
Date of Report
Return Version V1.2
Reporting Period Start Date 0

#LAYOUTECER#
 Interest Rate Risk of Rupee Derivatives

1. Cash Bonds Market Value (Rs. In Crore) PV01* (Rs. in Crore)

(a) (b) (c)

(a) HFT
(b) AFS
(c) HTM
Total Cash Bonds 0.000 0.0000000

Notional Amount (Rs. in

2. Rupee Interest Rate Derivatives PV01*
Crore)
(a) Bond Futures
(b) MIBOR (OIS)
(c) MIFOR
(d) G-Sec benchmarks
(e) Other benchmarks
(f) Forward Rate Agreements
(g) IRF
Total [(a) to (g) above] 0.000 0.0000000

3. Tier I Capital

#LAYOUTECER#
 Signatory Information

Name of signing authority

Designation of concerned person
Place of signature
Date of document authorisation

#LAYOUTECER#