Electric Discharge Machining provides one of the best method for producing through transverse holes in a wire(SMA). It has the advantage that the heat input is minimum to the work piece, the process is almost stress free, and is independent of work piece hardness. The tool for making the hole has less hardness than the work piece. The tool itself is a hollow tube. It helps in flushing the die electric more effectively. Experiments have been conducted to determine optimum operating parameters such as current, time duration, and die electric flow rate. Cryogenic conditions at the tool holder obtained by keeping part of the tool dipped in liquid nitrogen have also been studied. Roundness, and taper of the hole generated are also checked as ithey are important for proper assembly. The shape memory properties of the wire with drilled hole are determined and it is found that they are satisfactory.