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Market Rates
Indian Overnight Rates
NDS-CALL
CROMS
TREPS
NDS-OM
FX-Clear
Market
Open
High
Low
LTR
Volume (Crs.)
WAR
Prev. Day WAR
Prev. Day Vol (Crs.)
CALL
6.50
6.55
5.10
5.75
11220.28
6.48
6.56
9436.54
TREP
6.40
6.50
6.15
6.25
405514.10
6.39
6.45
407485.90
REPO
6.33
6.57
3.00
6.26
168748.84
6.39
6.49
169395.75
Money Market
585483.22
6.39
6.46
586318.19
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
Jul 26 2024 5:06PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
29/07/2024
328
11220.28
6.50
6.55
5.10
5.75
6.4810
17D
T + 0
12/08/2024
2
155.00
6.85
6.95
6.85
6.95
6.9468
18D
T + 0
13/08/2024
1
150.00
6.95
6.95
6.95
6.95
6.9500
4D
T + 0
30/07/2024
7
106.50
6.55
6.55
6.30
6.30
6.5000
7D
T + 0
02/08/2024
1
45.00
6.25
6.25
6.25
6.25
6.2500
10D
T + 0
05/08/2024
1
2.00
6.20
6.20
6.20
6.20
6.2000
31D
T + 0
26/08/2024
1
1.00
6.55
6.55
6.55
6.55
6.5500
14D
T + 0
09/08/2024
1
0.70
6.20
6.20
6.20
6.20
6.2000
Total
342
11680.48
Jul 26 2024 2:31PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
87
T+0
3D
24074.56
23523.14
6.2700
6.4365
CG LIQUID ABV 20 YR
80
T+0
3D
21115.52
20199.75
6.2600
6.4463
FRB
37
T+0
3D
13724.88
13273.25
6.4100
6.4347
CG LIQUID 10 TO 20YR
60
T+0
3D
13263.69
12656.11
6.3000
6.4261
SG SECS UPTO 5YR
122
T+0
3D
9879.43
9629.58
6.3500
6.4702
TBILLS 182 DTB
24
T+0
3D
9414.88
9566.94
6.2600
6.3965
CG LIQUID 3 TO 5 YR
32
T+0
3D
6075.82
5904.03
6.2900
6.4068
CG LIQUID 1 TO 3 YR
33
T+0
3D
5225.84
5137.68
6.2700
6.4292
OIL BONDS
17
T+0
3D
5180.92
5093.24
6.4500
6.4738
TBILLS 364 DTB
18
T+0
3D
3882.91
4019.45
6.2500
6.4233
SG SECS ABV 5YR
18
T+0
3D
3002.93
2948.73
6.4500
6.4534
CG LIQUID UPTO 1 YR
9
T+0
3D
2250.94
2207.13
6.2900
6.3750
CG STRIPS
22
T+0
3D
1547.91
1844.84
6.4800
6.4800
CG RESIDUAL
1
T+0
3D
13.00
11.79
6.4800
6.4800
Total
560
118653.23
116015.66
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.23 GS 2039
34
T+0
3D
4621.00
4817.09
5.0000
4.7297
07.10 GS 2034
29
T+0
3D
4442.00
4582.03
6.3000
6.4234
07.34 GS 2064
11
T+0
3D
3009.00
3173.64
6.4000
6.4392
07.18 GS 2037
13
T+0
3D
2881.00
2929.25
6.4200
6.4255
06.90 OIL SPL 2026
6
T+0
3D
2700.00
2779.69
6.4800
6.4615
07.18 GS 2033
17
T+0
3D
2566.00
2681.56
6.4500
6.4332
07.30 GS 2053
15
T+0
3D
1771.00
1841.49
6.3000
6.4291
06.35 OIL SPL 2024
5
T+0
3D
1770.00
1774.82
6.5000
6.4774
08.20 OIL SP 2024SEP
3
T+0
3D
1500.00
1547.08
6.4400
6.4400
07.38 GS 2027
8
T+0
3D
1208.00
1233.46
6.5000
6.4123
08.37 MP SDL 2028
1
T+0
3D
1000.00
1054.18
6.4400
6.4400
07.37 GS 2028
6
T+0
3D
679.00
704.34
6.4500
6.4497
07.32 GS 2030
5
T+0
3D
664.00
686.79
6.4700
6.4349
08.38 RJ SDL 2028
1
T+0
3D
615.00
648.55
6.4500
6.4500
07.42 MH SGS 2034
2
T+0
3D
515.00
532.91
6.4500
6.4515
07.72 GS 2025
1
T+0
3D
500.00
510.28
6.4900
6.4900
08.29 UP SDL 2029
1
T+0
3D
500.00
522.69
6.4500
6.4500
07.25 GS 2063
4
T+0
3D
466.00
481.08
6.4200
6.4160
07.41 GS 2036
5
T+0
3D
445.00
463.56
6.5000
6.4011
07.36 UK SGS 2026
1
T+0
3D
407.00
418.30
6.4500
6.4500
07.04 GS 2029
5
T+0
3D
405.00
411.97
6.5000
6.3558
05.74 GS 2026
4
T+0
3D
385.00
380.50
6.5000
6.4019
07.10 GS 2029
7
T+0
3D
376.00
386.46
6.0000
6.3529
07.39 TN SDL 2026
2
T+0
3D
355.00
362.18
6.4800
6.4944
06.54 GS 2032
2
T+0
3D
348.00
340.04
6.4000
6.4000
07.38 CG SGS 2032
1
T+0
3D
345.00
356.66
6.4800
6.4800
06.22 GS 2035
4
T+0
3D
329.00
317.31
6.4000
6.4000
05.63 GS 2026
6
T+0
3D
326.00
324.95
6.4000
6.3809
07.46 GS 2073
3
T+0
3D
325.00
347.68
6.4900
6.4614
07.51 UP SGS 2038
2
T+0
3D
325.00
338.02
6.4800
6.4815
06.89 RJ SDL 2025
1
T+0
3D
305.00
312.04
6.4500
6.4500
07.26 GS 2032
3
T+0
3D
300.00
314.57
6.4000
6.4000
07.54 AS SDL 2028
1
T+0
3D
300.00
313.81
6.4500
6.4500
07.89 GJ SDL 2025
1
T+0
3D
295.00
301.33
6.4500
6.4500
08.19 KL SDL 2028
1
T+0
3D
289.00
301.84
6.4400
6.4400
08.09 RJ SDL 2028
1
T+0
3D
269.00
279.54
6.4400
6.4400
06.67 GS 2035
1
T+0
3D
235.00
230.71
6.4000
6.4000
07.39 UK SGS 2030
1
T+0
3D
235.00
238.73
6.4500
6.4500
07.40 GS 2062
5
T+0
3D
210.00
224.56
6.2500
6.2500
08.18 HR UDAY 2025
1
T+0
3D
210.00
213.86
6.4700
6.4700
06.24 MH SDL 2026
1
T+0
3D
200.00
202.42
6.4600
6.4600
07.15 TN SDL 2027
1
T+0
3D
200.00
202.35
6.4800
6.4800
07.17 GJ SDL 2027
1
T+0
3D
200.00
199.97
6.4700
6.4700
07.19 GJ SDL 2027 23 OCT
1
T+0
3D
200.00
203.70
6.4800
6.4800
07.36 KA SGS 2034
1
T+0
3D
200.00
206.46
6.4800
6.4800
07.44 CG SGS 2029
1
T+0
3D
200.00
208.03
6.4400
6.4400
07.84 MH SDL 2026
1
T+0
3D
200.00
203.06
6.4400
6.4400
07.96 MH SDL 2026
1
T+0
3D
200.00
204.05
6.4600
6.4600
07.08 KA SDL 2026
1
T+0
3D
195.00
196.22
6.4700
6.4700
06.67 GS 2050
3
T+0
3D
184.00
177.56
6.2500
6.3356
07.66 GJ SGS 2030 13 DEC
1
T+0
3D
175.00
180.19
6.5000
6.5000
07.21 GJ SDL 2027
1
T+0
3D
160.00
165.46
6.4700
6.4700
08.18 HR UDAY 2026
1
T+0
3D
160.00
164.34
6.4800
6.4800
07.02 GS 2031
2
T+0
3D
150.00
151.86
6.5000
6.4067
07.46 MH SGS 2033
1
T+0
3D
150.00
155.63
6.5000
6.5000
08.60 GS 2028
1
T+0
3D
150.00
160.37
6.4000
6.4000
07.95 FERT BND 2026
1
T+0
3D
142.00
148.62
6.5400
6.5400
08.27 UP SDL 2025
1
T+0
3D
132.00
135.37
6.4700
6.4700
06.79 GS 2027
3
T+0
3D
129.00
130.47
6.2500
6.3477
06.96 HR SDL 2029
1
T+0
3D
127.00
129.98
6.4800
6.4800
08.13 GS 2045
1
T+0
3D
125.00
141.29
6.5100
6.5100
07.62 GJ SDL 2027
1
T+0
3D
120.00
123.61
6.5000
6.5000
08.30 RJ SDL 2026
2
T+0
3D
120.00
122.24
6.4800
6.4867
05.79 GS 2030
3
T+0
3D
117.00
112.06
6.4000
6.4017
06.90 PY SDL 2028
1
T+0
3D
115.00
113.82
6.5000
6.5000
07.06 GS 2028
3
T+0
3D
115.00
118.09
6.5000
6.4739
05.80 RJ SDL 2025
1
T+0
3D
100.00
99.90
6.5000
6.5000
06.21 AS SDL 2026
1
T+0
3D
100.00
101.36
6.5000
6.5000
07.26 KA SGS 2025
1
T+0
3D
100.00
100.48
6.5000
6.5000
07.29 HR SGS 2029
1
T+0
3D
100.00
101.38
6.5000
6.5000
07.43 TN SGS 2034 27 MAR
1
T+0
3D
100.00
103.45
6.5000
6.5000
07.47 GJ SGS 2025
1
T+0
3D
100.00
102.23
6.5000
6.5000
07.48 UP SGS 2044
1
T+0
3D
100.00
104.15
6.5000
6.5000
07.63 ML SGS 2025
1
T+0
3D
100.00
102.46
6.5000
6.5000
07.74 HR SGS 2029
1
T+0
3D
100.00
104.09
6.4500
6.4500
07.64 MH SGS 2032
1
T+0
3D
95.00
99.49
6.5000
6.5000
08.16 MH SDL 2025
1
T+0
3D
95.00
98.70
6.5000
6.5000
07.07 GJ SDL 2031
1
T+0
3D
80.00
81.61
6.5000
6.5000
07.47 TS SGS 2036
1
T+0
3D
80.00
82.09
6.5300
6.5300
07.60 GJ SDL 2026
1
T+0
3D
80.00
83.49
6.4800
6.4800
07.76 MP SGS 2037 01 NOV
1
T+0
3D
80.00
84.34
6.5300
6.5300
07.83 KL SGS 2039
1
T+0
3D
80.00
85.73
6.5000
6.5000
08.08 TN SDL 2028
1
T+0
3D
80.00
83.10
6.5300
6.5300
08.53 TN SDL 2026
1
T+0
3D
80.00
84.27
6.5300
6.5300
07.57 GJ SGS 2026
1
T+0
3D
79.00
80.92
6.5000
6.5000
06.19 GS 2034
1
T+0
3D
75.00
72.27
6.4500
6.4500
07.10 MH SDL 2036
1
T+0
3D
75.00
76.34
6.4500
6.4500
07.47 AP SGS 2037 08 MAY
1
T+0
3D
75.00
77.23
6.5000
6.5000
07.54 GS 2036
1
T+0
3D
75.00
79.29
6.4000
6.4000
08.07 RJ SDL 2029
1
T+0
3D
75.00
78.84
6.5000
6.5000
06.43 RJ SDL 2027
1
T+0
3D
74.00
72.86
6.5000
6.5000
07.33 MH SGS 2031
1
T+0
3D
70.00
71.06
6.5000
6.5000
07.47 MH SGS 2034
1
T+0
3D
70.00
72.66
6.5000
6.5000
05.90 TS SDL 2025
1
T+0
3D
65.00
65.00
6.5000
6.5000
07.75 HR SGS 2035 29 NOV
1
T+0
3D
65.00
68.04
6.4800
6.4800
08.24 GS 2027
1
T+0
3D
65.00
69.45
6.2500
6.2500
06.69 MP SDL 2025
1
T+0
3D
60.00
61.28
6.5000
6.5000
07.23 AP SDL 2026
1
T+0
3D
60.00
61.16
6.5000
6.5000
07.46 KA SGS 2038
1
T+0
3D
60.00
62.35
6.4800
6.4800
07.96 PN SDL 2026
1
T+0
3D
60.00
61.97
6.5000
6.5000
08.03 GOI FCI 2024
2
T+0
3D
60.00
60.77
6.5400
6.5067
07.70 AP SGS 2030 22 FEB
1
T+0
3D
58.00
61.11
6.5000
6.5000
08.21 HR UDAY 2026
1
T+0
3D
58.00
60.49
6.5200
6.5200
07.04 GJ SDL 2026
1
T+0
3D
55.00
56.70
6.4800
6.4800
07.48 UP SGS 2040
1
T+0
3D
55.00
57.14
6.5300
6.5300
07.84 TN SDL 2026
1
T+0
3D
55.00
55.84
6.5000
6.5000
08.27 TN SDL 2026
1
T+0
3D
55.00
56.01
6.5000
6.5000
08.39 RJ UDAY 2026
1
T+0
3D
55.00
57.73
6.4900
6.4900
07.72 GS 2049
1
T+0
3D
52.00
56.75
6.2500
6.2500
05.40 CG SDL 2024
1
T+0
3D
50.00
51.18
6.5000
6.5000
05.49 RJ SDL 2025
1
T+0
3D
50.00
50.51
6.5000
6.5000
05.70 MH SDL 2024
1
T+0
3D
50.00
50.95
6.5000
6.5000
06.17 TS SDL 2025
1
T+0
3D
50.00
50.26
6.5000
6.5000
08.15 GS 2026
1
T+0
3D
50.00
52.06
6.5000
6.5000
09.01 MH SDL 2024
1
T+0
3D
50.00
51.80
6.5000
6.5000
GS06MAY2028C
1
T+0
3D
50.00
38.68
6.5400
6.5400
GS06MAY2030C
1
T+0
3D
50.00
33.69
6.5400
6.5400
GS06MAY2031C
1
T+0
3D
50.00
31.43
6.5400
6.5400
GS06NOV2028C
1
T+0
3D
50.00
37.36
6.5400
6.5400
GS06NOV2030C
1
T+0
3D
50.00
32.53
6.5400
6.5400
GS06NOV2031C
1
T+0
3D
50.00
30.31
6.5400
6.5400
06.25 AS SDL 2026
1
T+0
3D
49.00
49.64
6.5000
6.5000
GS12SEP2024C
2
T+0
3D
45.00
44.60
6.5400
6.5400
06.63 TN SDL 2035
1
T+0
3D
40.00
38.20
6.4800
6.4800
07.41 UP SGS 2034
1
T+0
3D
40.00
40.59
6.5300
6.5300
08.24 AP SDL 2025 09 DEC
2
T+0
3D
40.00
40.99
6.5200
6.5200
06.97 GS 2026
1
T+0
3D
35.00
36.02
6.3500
6.3500
07.36 RJ SGS 2034
1
T+0
3D
35.00
35.10
6.5300
6.5300
07.38 HR SGS 2035
1
T+0
3D
35.00
36.18
6.5300
6.5300
08.07 RJ SDL 2026
3
T+0
3D
35.00
35.88
6.5300
6.5300
07.02 GS 2027
1
T+0
3D
30.00
30.47
6.5000
6.5000
07.05 MH SDL 2032
1
T+0
3D
30.00
30.23
6.5000
6.5000
07.37 KA SGS 2037
1
T+0
3D
30.00
30.98
6.5000
6.5000
07.40 MH SGS 2036
1
T+0
3D
30.00
31.10
6.5000
6.5000
07.42 KA SGS 2035
1
T+0
3D
30.00
31.15
6.5000
6.5000
07.42 RJ SGS 2032
1
T+0
3D
30.00
30.66
6.5000
6.5000
07.51 AP SDL 2037
1
T+0
3D
30.00
31.34
6.5000
6.5000
07.52 UP SGS 2039
1
T+0
3D
30.00
31.30
6.5000
6.5000
08.32 CG SDL 2026
1
T+0
3D
30.00
30.57
6.5200
6.5200
08.35 WB SDL 2029
1
T+0
3D
30.00
32.38
6.5000
6.5000
08.65 RJ SDL 2026
1
T+0
3D
30.00
31.75
6.5200
6.5200
GS12JUN2025C
1
T+0
3D
30.00
28.22
6.5200
6.5200
GS15JUN2025C
1
T+0
3D
27.00
25.45
6.5400
6.5400
07.98 KA SDL 2025
2
T+0
3D
26.00
26.84
6.3500
6.4654
08.17 JH SDL 2025 26 NOV
1
T+0
3D
26.00
26.68
6.5400
6.5400
06.22 KL SDL 2027
1
T+0
3D
25.00
24.52
6.5300
6.5300
06.83 MH SDL 2032
1
T+0
3D
25.00
24.54
6.5000
6.5000
06.95 GJ SDL 2031
1
T+0
3D
25.00
24.64
6.5000
6.5000
07.33 GS 2026
1
T+0
3D
25.00
25.68
6.5000
6.5000
07.42 HR SGS 2035
1
T+0
3D
25.00
25.88
6.5000
6.5000
07.43 HR SGS 2034
1
T+0
3D
25.00
25.51
6.5000
6.5000
07.69 MP UDAY 2026
1
T+0
3D
25.00
25.88
6.4900
6.4900
07.74 TS SGS 2035
1
T+0
3D
25.00
26.15
6.5000
6.5000
08.05 GJ SDL 2026
1
T+0
3D
25.00
25.62
6.5300
6.5300
08.15 MH SDL 2025
1
T+0
3D
25.00
25.65
6.5400
6.5400
08.17 GJ SDL 2028
1
T+0
3D
25.00
26.09
6.5300
6.5300
08.33 AP SDL 2025
1
T+0
3D
25.00
25.34
6.5200
6.5200
08.71 UP SDL 2028
1
T+0
3D
25.00
26.94
6.5300
6.5300
GS06MAY2027C
1
T+0
3D
25.00
20.71
6.5400
6.5400
GS06NOV2027C
1
T+0
3D
25.00
20.01
6.5400
6.5400
GS15JUN2028C
1
T+0
3D
25.00
19.19
6.5400
6.5400
GS16JUN2025C
1
T+0
3D
25.00
23.55
6.5000
6.5000
GS16JUN2029C
1
T+0
3D
25.00
17.91
6.5400
6.5400
GS30JUN2027C
1
T+0
3D
25.00
20.50
6.5400
6.5400
GS31DEC2027C
1
T+0
3D
25.00
19.81
6.5400
6.5400
GS15DEC2025C
1
T+0
3D
22.00
20.04
6.5400
6.5400
06.58 KA SDL 2030
1
T+0
3D
20.00
19.57
6.5000
6.5000
06.79 GS 2029
1
T+0
3D
20.00
19.98
6.4000
6.4000
06.99 GS 2026
1
T+0
3D
20.00
20.42
6.5000
6.5000
06.99 TN SDL 2041
1
T+0
3D
20.00
19.60
6.5000
6.5000
07.38 JK SGS 2049
1
T+0
3D
20.00
20.16
6.4800
6.4800
07.38 RJ SGS 2033
1
T+0
3D
20.00
20.28
6.5000
6.5000
07.46 RJ SGS 2042
1
T+0
3D
20.00
20.79
6.5000
6.5000
07.67 TS SGS 2035
1
T+0
3D
20.00
20.69
6.5000
6.5000
07.69 UP SGS 2035 25 JAN
1
T+0
3D
20.00
20.58
6.5000
6.5000
07.72 TS SGS 2036
1
T+0
3D
20.00
21.00
6.5000
6.5000
07.73 GJ SDL 2029
1
T+0
3D
20.00
20.86
6.5000
6.5000
08.25 PN SDL 2025 09 SEP
1
T+0
3D
20.00
20.86
6.4000
6.4000
08.40 OIL SPL 2026
1
T+0
3D
20.00
20.95
6.5400
6.5400
08.99 TN SDL 2024
1
T+0
3D
20.00
20.72
6.5400
6.5400
GS15DEC2027C
1
T+0
3D
20.00
15.89
6.5400
6.5400
GS17DEC2029C
1
T+0
3D
19.00
13.15
6.5400
6.5400
GS17JUN2029C
1
T+0
3D
19.00
13.61
6.5400
6.5400
GS22FEB2025C
1
T+0
3D
16.00
15.39
6.5400
6.5400
06.83 MH SDL 2032 19 MAY
1
T+0
3D
15.00
14.80
6.5000
6.5000
06.91 MH SDL 2033
1
T+0
3D
15.00
15.01
6.5000
6.5000
07.06 GJ SDL 2032
1
T+0
3D
15.00
15.29
6.5000
6.5000
07.17 GS 2028
1
T+0
3D
15.00
15.19
6.5000
6.5000
07.18 HR SDL 2029 14 AUG
1
T+0
3D
15.00
15.45
6.5000
6.5000
07.34 AP SGS 2029
1
T+0
3D
15.00
15.28
6.3500
6.3500
07.35 HP SGS 2034
1
T+0
3D
15.00
15.09
6.5000
6.5000
07.38 GJ SGS 2030 26 APR
1
T+0
3D
15.00
15.37
6.5000
6.5000
07.38 PN SGS 2033
1
T+0
3D
15.00
15.17
6.5000
6.5000
07.45 MP SGS 2044 21 FEB
1
T+0
3D
15.00
15.67
6.4800
6.4800
07.59 GS 2026
1
T+0
3D
15.00
15.20
6.5000
6.5000
07.61 RJ SGS 2032
1
T+0
3D
15.00
15.40
6.5000
6.5000
07.62 MH SDL 2030
1
T+0
3D
15.00
15.46
6.5000
6.5000
07.75 RJ SGS 2035
1
T+0
3D
15.00
15.70
6.5000
6.5000
07.95 GS 2032
1
T+0
3D
15.00
16.37
6.0000
6.0000
08.55 RJ SDL 2026
1
T+0
3D
15.00
15.81
6.5200
6.5200
182 DTB 22112024
1
T+0
3D
15.00
14.68
6.5000
6.5000
GS06MAY2026C
1
T+0
3D
15.00
13.31
6.5400
6.5400
GS06NOV2026C
1
T+0
3D
15.00
12.86
6.5400
6.5400
GS12MAR2025C
1
T+0
3D
15.00
14.38
6.5400
6.5400
GS12MAR2027C
1
T+0
3D
15.00
12.56
6.5400
6.5400
GS12SEP2026C
1
T+0
3D
15.00
12.99
6.5400
6.5400
GS19DEC2026C
1
T+0
3D
15.00
12.75
6.5400
6.5400
GS22APR2027C
1
T+0
3D
15.00
12.46
6.5400
6.5400
GS22APR2030C
1
T+0
3D
15.00
10.13
6.5400
6.5400
GS22APR2031C
1
T+0
3D
15.00
9.46
6.5400
6.5400
GS22AUG2024C
1
T+0
3D
15.00
14.92
6.5400
6.5400
GS22OCT2027C
1
T+0
3D
15.00
12.04
6.5400
6.5400
GS22OCT2028C
1
T+0
3D
15.00
11.24
6.5400
6.5400
GS22OCT2030C
1
T+0
3D
15.00
9.79
6.5400
6.5400
GS22OCT2031C
1
T+0
3D
15.00
9.12
6.5400
6.5400
GS22FEB2029C
1
T+0
3D
13.00
9.52
6.5400
6.5400
06.99 MP SDL 2041
1
T+0
3D
10.00
9.81
6.4900
6.4900
07.73 KA SGS 2035 03 JAN
1
T+0
3D
10.00
10.34
6.4900
6.4900
08.24 PN SDL 2025
1
T+0
3D
10.00
10.25
6.4000
6.4000
08.26 MH SDL 2025 23 DEC
1
T+0
3D
10.00
10.22
6.5300
6.5300
08.27 HR SDL 2025 09 DEC
1
T+0
3D
10.00
10.25
6.5200
6.5200
08.27 HR SDL 2025 23 DEC
1
T+0
3D
10.00
10.22
6.5200
6.5200
08.48 RJ SDL 2026
1
T+0
3D
10.00
10.58
6.5200
6.5200
08.84 GJ SDL 2024
1
T+0
3D
10.00
10.28
6.5400
6.5400
GS12DEC2028C
1
T+0
3D
10.00
7.38
6.5400
6.5400
GS15DEC2028C
1
T+0
3D
10.00
7.42
6.5400
6.5400
GS19MAR2029C
1
T+0
3D
10.00
7.21
6.5400
6.5400
07.52 RJ SGS 2044
1
T+0
3D
9.00
9.40
6.5400
6.5400
06.45 GS 2029
2
T+0
3D
8.00
8.00
6.3500
6.3813
07.26 GS 2029
1
T+0
3D
7.00
7.12
4.0000
4.0000
05.22 GS 2025
1
T+0
3D
5.00
4.96
6.4000
6.4000
05.77 GS 2030
2
T+0
3D
5.00
4.86
6.2500
6.2500
06.10 GS 2031
1
T+0
3D
5.00
4.78
6.4500
6.4500
06.45 RJ SDL 2027 25 JAN
1
T+0
3D
5.00
4.92
6.5000
6.5000
06.61 MP SDL 2035
1
T+0
3D
5.00
4.89
6.5200
6.5200
06.90 TN SDL 2025
1
T+0
3D
5.00
5.08
6.4500
6.4500
06.99 GS 2051
1
T+0
3D
5.00
5.02
6.4000
6.4000
07.09 GJ SDL 2032
1
T+0
3D
5.00
5.10
6.5000
6.5000
07.17 GS 2030
1
T+0
3D
5.00
5.15
6.4000
6.4000
07.40 TS SDL 2026
1
T+0
3D
5.00
5.10
6.5200
6.5200
07.60 MP SDL 2027
1
T+0
3D
5.00
5.22
6.4800
6.4800
07.85 AP SDL 2026
1
T+0
3D
5.00
5.08
6.4000
6.4000
07.85 UK SDL 2030
1
T+0
3D
5.00
5.24
6.4000
6.4000
07.99 UP SDL 2025
1
T+0
3D
5.00
5.15
6.4500
6.4500
08.25 PN SDL 2025 12 AUG
1
T+0
3D
5.00
5.24
6.4500
6.4500
08.29 MH SDL 2025
1
T+0
3D
5.00
5.23
6.4500
6.4500
08.30 MP SDL 2026
1
T+0
3D
5.00
5.09
6.5200
6.5200
08.31 WB SDL 2026
1
T+0
3D
5.00
5.09
6.4000
6.4000
08.49 RJ SDL 2028
1
T+0
3D
5.00
5.40
6.4000
6.4000
08.51 HR SDL 2026
1
T+0
3D
5.00
5.29
6.5200
6.5200
07.58 MH SDL 2026
1
T+0
3D
3.00
3.12
6.3000
6.3000
05.15 GS 2025
1
T+0
3D
2.00
1.98
6.3500
6.3500
06.89 GS 2025
1
T+0
3D
2.00
2.00
6.5000
6.5000
07.58 GJ SGS 2026
1
T+0
7D
150.00
153.12
6.6500
6.6500
08.37 MP SDL 2028
1
T+0
7D
130.00
137.04
6.6500
6.6500
07.00 MH SDL 2028
1
T+0
7D
110.00
112.81
6.6700
6.6700
07.30 GS 2053
2
T+1
45D
750.00
780.31
6.6000
6.6333
Total
456
49976.00
51307.31
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
06.54 GS 2032
2
T+0
3D
945.0000
923.3926
07.32 GS 2030
2
T+0
3D
550.0000
568.8453
07.10 GOI SGRB 2028
1
T+0
3D
470.0000
489.4593
182 DTB 22112024
1
T+0
3D
460.0000
450.0180
08.08 WB SDL 2025 25 FEB
1
T+0
3D
250.0000
259.7353
08.34 UP SDL 2026
1
T+0
3D
240.0000
244.6228
06.20 RJ SDL 2026
1
T+0
3D
205.0000
208.3500
05.93 RJ SDL 2025
1
T+0
3D
200.0000
203.0654
08.24 TN SDL 2025 09 SEP
1
T+0
3D
200.0000
208.5816
07.27 GS 2026
1
T+0
3D
150.0000
154.2315
05.15 GS 2025
1
T+0
3D
130.0000
128.7507
06.18 GS 2024
1
T+0
3D
67.1800
67.9980
08.29 RJ SDL 2025 29 JUL
1
T+0
3D
30.0000
31.5618
07.25 GS 2063
1
T+1
79D
270.0000
278.9006
06.76 GS 2061
1
T+1
79D
145.0000
143.4059
06.95 GS 2061
1
T+1
80D
325.0000
322.7580
Total
18
4637.1800
4683.6768
Jul 26 2024 9:01PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/290724
T+0
3D
6.40
6.50
6.15
6.25
6.39
1096
405514.10
TREP/310724
T+0
5D
6.35
6.50
6.35
6.50
6.40
3
300.00
TREP/020824
T+0
7D
6.55
6.55
6.45
6.45
6.52
2
350.00
TREP/010824
T+0
6D
6.40
6.40
6.40
6.40
6.40
1
212.00
Total
1102
406376.10
Jul 26 2024 8:06PM
Security Description
Trades
TTA
LTP
LTY
07.10 GS 2034
3395
40645.0000
101.0875
6.9419
07.18 GS 2033
987
12680.0000
101.3700
6.9725
07.32 GS 2030
414
6680.0000
102.0975
6.9003
07.23 GS 2039
494
5980.0000
102.2400
6.9823
07.37 GS 2028
332
5205.0000
101.9000
6.8412
07.04 GS 2029
188
3175.0000
100.8450
6.8291
07.18 GS 2037
294
2540.0000
101.6000
6.9903
07.34 GS 2064
149
2145.0000
103.5000
7.0745
GOI FRB 2028
86
2045.0000
100.5000
7.3463
GOI FRB 2033
67
1355.0000
102.6800
7.6510
07.26 GS 2033
130
1325.0000
101.7650
6.9813
07.02 GS 2031
60
975.0000
100.6200
6.9034
07.10 GS 2029
71
960.0000
101.0000
6.8448
07.06 GS 2028
53
805.0000
100.6900
6.8412
07.30 GS 2053
71
800.0000
103.2000
7.0386
07.17 GS 2030
51
775.0000
101.2500
6.8985
06.19 GS 2034
41
605.0000
94.1500
7.0046
GOI FRB 2034
31
570.0000
100.8000
7.7093
06.99 GS 2026
12
510.0000
100.2400
6.8304
06.54 GS 2032
32
395.0000
97.6800
6.9428
07.26 GS 2032
32
375.0000
101.8600
6.9536
05.63 GS 2026
13
340.0000
98.0900
6.8300
07.54 GS 2036
15
335.0000
104.4800
6.9753
07.25 GS 2063
33
300.0000
102.3900
7.0680
06.10 GS 2031
16
265.0000
95.5550
6.9152
GOI FRB 2031
11
145.0000
101.7500
7.5317
07.50 GS 2034
12
135.0000
103.5600
6.9996
06.67 GS 2035
3
105.0000
97.5000
6.9908
07.88 GS 2030
2
100.0000
104.5000
6.9002
05.15 GS 2025
1
100.0000
97.9625
6.8334
06.79 GS 2029
5
95.0000
99.5800
6.8824
06.64 GS 2035
4
90.0000
97.3500
6.9905
07.41 GS 2036
5
75.0000
103.5000
6.9820
08.28 GS 2032
5
70.0000
107.7300
6.9453
07.26 GS 2029
6
60.0000
101.6500
6.8233
06.22 GS 2035
1
60.0000
94.2800
6.9901
06.67 GS 2050
4
55.0000
95.6500
7.0340
07.72 GS 2025
5
50.0000
100.6925
6.8208
07.72 GS 2049
1
50.0000
108.0500
7.0295
05.77 GS 2030
4
40.0000
94.5000
6.9032
07.40 GS 2035
5
30.0000
103.0900
6.9939
06.62 GS 2051
5
30.0000
95.1000
7.0246
06.57 GS 2033
2
30.0000
97.2500
6.9735
07.95 GS 2032
2
30.0000
106.0700
6.9539
08.24 GS 2033
3
25.0000
108.5000
6.9778
07.16 GS 2050
3
25.0000
101.5000
7.0327
05.85 GS 2030
2
25.0000
94.6500
6.9042
05.79 GS 2030
4
20.0000
94.8000
6.8929
07.38 GS 2027
4
20.0000
101.3900
6.8380
06.76 GS 2061
2
20.0000
95.9000
7.0743
06.99 GS 2051
3
15.0000
99.4500
7.0346
06.95 GS 2061
3
15.0000
98.5000
7.0637
05.74 GS 2026
2
15.0000
97.8500
6.7618
07.17 GS 2028
2
15.0000
101.0000
6.8370
06.45 GS 2029
2
15.0000
98.2500
6.8535
08.28 GS 2027
2
15.0000
104.0100
6.8360
07.06 GS 2046
9
10.2000
100.3200
7.0300
07.59 GS 2029
2
10.0000
102.7000
6.8970
06.83 GS 2039
2
10.0000
98.4800
6.9984
06.80 GS 2060
2
10.0000
96.5900
7.0609
07.36 GS 2052
2
10.0000
104.2000
7.0149
07.33 GS 2026
1
10.0000
100.9800
6.8457
06.90 OIL SPL 2026
1
10.0000
99.7500
7.0759
07.10 GS 2034
13
7.3770
101.1500
6.9330
07.18 GS 2033
23
6.3540
101.3500
6.9755
07.02 GS 2027
1
5.0000
100.4500
6.8370
06.01 GS 2028
1
5.0000
97.2000
6.8860
06.13 GS 2028
1
5.0000
97.5500
6.8621
07.06 GS 2046
1
5.0000
100.4000
7.0229
06.79 GS 2027
1
5.0000
99.8000
6.8643
07.34 GS 2064
4
4.7220
103.6200
7.0657
06.83 GS 2039
3
3.0000
98.6000
6.9849
07.23 GS 2039
7
2.7650
102.2800
6.9780
07.26 GS 2033
2
2.0000
101.8400
6.9696
07.18 GS 2037
10
1.1290
101.7500
6.9728
GOI FRB 2031
1
1.1120
101.4000
7.5940
06.67 GS 2050
1
1.0000
95.5800
7.0401
07.40 GS 2035
2
0.9000
103.0000
7.0055
07.46 GS 2073
1
0.7900
105.4700
7.0596
09.23 GS 2043
1
0.3000
122.5000
7.0784
07.25 GS 2063
1
0.2000
102.5800
7.0539
07.41 GS 2036
1
0.1000
103.6000
6.9701
07.17 GS 2028
1
0.1000
100.9000
6.8699
07.54 GS 2036
1
0.0380
104.4900
6.9741
07.32 GS 2030
3
0.0110
102.0000
6.9194
07.38 GS 2027
2
0.0080
102.0000
6.6050
07.30 GS 2053
1
0.0010
103.3500
7.0267
07.52 WB SGS 2039
5
150.0000
101.7300
7.3239
07.49 MH SGS 2036
2
90.0000
101.4200
7.3052
07.43 TN SGS 2034 27 MAR
4
80.0000
100.8750
7.3001
07.37 AS SGS 2033
10
70.0000
100.3500
7.3129
07.42 KA SGS 2035
1
50.0000
100.9700
7.2856
07.18 TN SDL 2027
3
35.0000
100.2500
7.0854
07.05 RJ SDL 2031
5
25.0000
98.8600
7.2707
07.45 KA SGS 2037
3
25.0000
101.2000
7.3013
07.46 MH SGS 2033
1
25.0000
101.0200
7.3030
07.80 JH SDL 2027
1
25.0000
101.4775
7.1603
07.28 UP SDL 2032
3
20.0000
99.8575
7.3048
07.50 UK SGS 2029
1
20.0000
101.0850
7.2205
07.34 PN SDL 2027
1
20.0000
100.4500
7.1661
07.41 KA SGS 2036
1
18.0000
100.8400
7.3000
07.50 AS SGS 2034
3
15.0000
101.1600
7.3284
07.39 KL SGS 2034
3
15.0000
100.6000
7.3003
07.34 TN SGS 2034
3
15.0000
100.3800
7.2855
07.52 RJ SGS 2044
1
15.0000
101.9500
7.3298
07.36 RJ SGS 2034
2
10.0000
100.3600
7.3083
07.07 RJ SDL 2046
2
10.0000
97.4500
7.3041
06.94 RJ SDL 2033
2
10.0000
97.6600
7.2924
07.43 MH SGS 2035
2
10.0000
101.0000
7.2915
07.20 MH SDL 2027
2
10.0000
100.3150
7.0814
07.52 UP SGS 2039
2
10.0000
101.7700
7.3195
07.78 PY SGS 2036
1
10.0000
103.4700
7.3261
07.29 MP SDL 2035
1
10.0000
99.8000
7.3156
06.99 MP SDL 2041
1
10.0000
96.9000
7.3070
08.07 TN SDL 2026
1
10.0000
101.6700
7.0969
07.69 KA SGS 2033 25 OCT
1
10.0000
102.6800
7.2838
07.70 KA SGS 2034
1
10.0000
102.7950
7.3052
07.48 KA SGS 2033
1
10.0000
101.2500
7.2801
07.74 RJ SGS 2034
2
9.9940
102.7475
7.3300
07.33 TN SGS 2032
3
9.8400
100.2200
7.2929
07.33 TN SGS 2032
1
5.0000
100.2700
7.2845
07.41 UP SGS 2034
1
5.0000
100.7500
7.3003
07.38 UP SGS 2036
1
5.0000
100.4400
7.3215
07.51 UP SGS 2038
1
5.0000
101.6700
7.3129
07.42 TS SGS 2041
1
5.0000
100.9400
7.3200
07.34 RJ SGS 2034
1
5.0000
100.2900
7.2970
07.65 RJ SGS 2033
1
5.0000
102.0600
7.3197
08.65 RJ SDL 2026
1
5.0000
102.3450
7.0395
07.64 MP SGS 2033
1
5.0000
102.1000
7.3042
07.18 MH SDL 2032 28 JUN
1
5.0000
99.3100
7.2948
07.10 MH SDL 2036
1
5.0000
98.7400
7.2587
07.12 KA SDL 2034
1
5.0000
98.6950
7.2998
07.14 KA SDL 2032
1
5.0000
99.1500
7.2889
07.37 KA SGS 2037
1
5.0000
100.5500
7.3011
07.57 GJ SGS 2026
1
5.0000
101.1000
7.0312
07.36 HR SGS 2034
1
5.0000
100.2800
7.3181
07.13 AP SDL 2030
1
5.0000
99.3700
7.2611
07.77 AP SGS 2035
1
5.0000
103.4500
7.3149
07.37 AP SGS 2033 03 JUL
1
4.8020
100.4000
7.3070
07.75 TN SDL 2030
1
3.8810
102.1500
7.2783
07.42 HR SGS 2034
1
3.4940
100.5375
7.3399
07.86 MH SDL 2030
1
3.4720
102.9200
7.2366
07.36 MP SGS 2033
1
3.0000
100.2500
7.3188
07.34 TN SGS 2034
1
2.4670
100.2775
7.3001
07.65 MP SDL 2027
1
2.2000
101.4500
7.1371
07.43 TN SGS 2034 27 MAR
1
1.8820
100.8000
7.3110
06.89 KA SDL 2033
2
1.8000
97.1500
7.3136
07.38 JK SGS 2049
2
1.6680
100.3000
7.3530
07.38 UP SGS 2034
1
1.4630
100.4500
7.3123
07.50 TN SGS 2031
1
1.2930
101.0000
7.3062
06.65 WB SDL 2030
1
1.0000
96.7700
7.3351
07.14 RJ SDL 2030
1
1.0000
99.3000
7.2959
07.62 AR SDL 2027
1
1.0000
100.7500
7.3043
08.10 JH SDL 2032
1
0.8820
104.2500
7.3620
07.27 OD SDL 2036
1
0.8610
99.7300
7.3049
07.63 KA SGS 2039
1
0.7000
102.9100
7.3103
07.83 MH SDL 2030
1
0.6000
102.2700
7.3314
07.75 KA SDL 2027
1
0.4500
101.0350
7.2996
06.48 KA SDL 2031
1
0.4000
95.4000
7.3062
07.48 PN SDL 2042
2
0.3540
100.8000
7.3966
07.76 PN SDL 2037
1
0.2500
102.9300
7.3995
07.71 MH SGS 2033
1
0.2500
102.1200
7.3876
07.23 TN SDL 2032
1
0.0670
99.0700
7.3889
07.29 WB SDL 2034 31 JUL
1
0.0500
99.3200
7.3873
07.77 AP SGS 2035
1
0.0120
103.1500
7.3535
07.71 KL SGS 2042
1
0.0100
103.0000
7.4053
07.65 TS SGS 2039
1
0.0100
102.0000
7.4265
07.49 MH SGS 2030
1
0.0100
100.7000
7.3341
07.57 GJ SGS 2026
1
0.0080
99.2000
7.9520
07.47 GJ SGS 2025
1
0.0030
98.7000
8.5767
07.41 GJ SGS 2026
1
0.0020
99.0000
7.9006
182 DTB 24102024
11
700.0000
98.4512
6.6000
182 DTB 23012025
10
355.0000
96.8039
6.7701
182 DTB 19092024
4
200.0000
99.0825
6.5000
364 DTB 01082024
4
200.0000
99.9462
6.5500
182 DTB 14112024
11
165.0000
98.0504
6.7200
091 DTB 02082024
8
120.0000
99.9299
6.4000
364 DTB 06022025
1
100.0000
96.5613
6.7700
364 DTB 07112024
4
65.0000
98.1877
6.6701
182 DTB 05092024
3
65.0000
99.3237
6.5400
364 DTB 10072025
2
60.0000
93.9611
6.7800
364 DTB 02012025
5
40.0000
97.1744
6.7600
182 DTB 01082024
3
25.0000
99.9466
6.5000
364 DTB 18042025
1
25.0000
95.3291
6.8000
364 DTB 21112024
3
20.0000
97.9327
6.7000
182 DTB 09012025
2
20.0000
97.0479
6.7700
364 DTB 24072025
3
15.0000
93.7234
6.7900
364 DTB 26122024
2
15.0000
97.3028
6.7450
364 DTB 14112024
2
15.0000
98.0561
6.7000
182 DTB 15082024
2
10.0000
99.7079
6.2900
364 DTB 17102024
1
10.0000
98.5528
6.7000
182 DTB 18102024
1
10.0000
98.5673
6.5500
091 DTB 18102024
1
5.0000
98.5565
6.6000
364 DTB 03072025
1
5.0000
94.0760
6.7800
364 DTB 10102024
1
5.0000
98.6914
6.6300
182 DTB 26092024
1
5.0000
98.9492
6.5700
364 DTB 27032025
1
5.0000
95.7333
6.7500
364 DTB 08082024
1
1.0000
99.8222
6.5000
182 DTB 29082024
1
1.0000
99.4510
6.5000
182 DTB 22082024
1
0.7500
99.5927
6.2200
091 DTB 05092024
1
0.0040
99.3792
6.0000
182 DTB 11102024
1
0.0030
98.6432
6.7842
182 DTB 03102024
1
0.0020
98.8259
6.5700
182 DTB 19092024
1
0.0010
99.0126
7.0000
Total
7508
96742.0420
Reported Deals
Trades
TTA
LTP
LTY
GS22FEB2029C
1
65.9800
73.0191
7.0100
GS06NOV2028C
1
50.3550
74.5309
7.0050
GS06MAY2028C
1
40.3550
77.1414
7.0050
GS15JUN2029C
1
20.4000
71.4569
7.0100
GS22OCT2028C
1
15.4140
74.7307
7.0050
GS15DEC2028C
1
10.4850
73.9771
7.0050
GS15JUN2028C
1
10.4850
76.5681
7.0050
07.04 GS 2029
19
3175.0000
100.8962
6.8166
07.23 GS 2039
26
2460.0000
102.3100
6.9747
07.37 GS 2028
8
1925.0000
101.9200
6.8358
07.10 GS 2034
28
1850.0000
101.1625
6.9312
07.34 GS 2064
32
1810.0000
103.6200
7.0657
07.18 GS 2033
18
1355.0000
101.4250
6.9642
07.26 GS 2033
11
930.0000
101.8100
6.9743
07.54 GS 2036
10
900.0000
104.4600
6.9777
07.32 GS 2030
7
675.0000
102.1450
6.8909
06.54 GS 2032
4
400.0000
97.7000
6.9393
07.02 GS 2031
4
375.0000
100.7000
6.8887
07.34 GS 2064
9
318.5350
103.5800
7.0686
07.23 GS 2039
6
303.2820
102.3000
6.9758
07.04 GS 2029
6
209.2070
100.9300
6.8083
06.99 GS 2026
1
200.0000
100.2700
6.8117
07.17 GS 2028
2
100.0000
100.9600
6.8501
07.33 GS 2026
1
100.0000
101.0000
6.8360
06.83 GS 2039
4
75.0000
98.5600
6.9894
06.10 GS 2031
2
75.0000
95.5166
6.9225
07.10 GS 2029
2
75.0000
100.9800
6.8498
05.74 GS 2026
2
65.0000
97.8650
6.7546
07.46 GS 2073
2
65.0000
105.4700
7.0596
06.22 GS 2035
1
60.0000
94.2700
6.9915
07.38 GS 2027
2
50.0000
101.4700
6.8074
07.06 GS 2028
1
50.0000
100.7400
6.8258
GOI FRB 2031
1
50.0000
101.5800
7.5620
06.19 GS 2034
1
45.0000
94.3150
6.9807
07.06 GS 2046
3
35.0000
100.0600
7.0533
05.63 GS 2026
1
35.0000
98.1500
6.7917
07.18 GS 2037
1
25.0000
101.7700
6.9704
07.50 GS 2034
1
15.0000
103.6000
6.9941
07.18 GS 2033
7
14.3180
101.4450
6.9613
05.79 GS 2030
1
10.0000
94.7400
6.9060
07.18 GS 2037
11
9.1660
101.6800
6.9810
06.57 GS 2033
1
6.0000
97.1200
6.9930
08.20 GS 2025
2
5.6600
100.9000
7.3569
06.67 GS 2050
2
5.5000
95.7050
7.0292
06.64 GS 2035
1
5.0000
97.0579
7.0300
06.80 GS 2060
1
5.0000
96.6000
7.0601
06.99 GS 2051
1
5.0000
99.4900
7.0313
07.02 GS 2027
1
5.0000
100.5500
6.7977
07.41 GS 2036
1
5.0000
103.5000
6.9820
08.28 GS 2032
1
5.0000
107.4800
6.9866
08.26 GS 2027
2
3.2000
102.7000
7.2446
07.54 GS 2036
2
3.0380
104.4000
6.9851
07.10 GS 2034
2
3.0000
101.1300
6.9359
05.22 GS 2025
1
2.5000
98.6350
6.8390
08.97 GS 2030
1
2.4500
108.8000
7.2148
06.62 GS 2051
1
2.0000
90.0400
7.4795
07.16 GS 2050
1
2.0000
101.5200
7.0311
07.26 GS 2032
1
2.0000
101.9200
6.9439
08.28 GS 2027
1
1.9000
102.9000
7.2270
08.24 GS 2027
1
1.7000
102.2000
7.2747
08.20 OIL SP 2024SEP
1
1.7000
100.1000
6.9868
07.06 GS 2046
2
1.5000
100.2400
7.0372
09.15 GS 2024
1
1.0500
100.5734
6.9102
06.83 GS 2039
2
1.0000
98.4800
6.9984
06.79 GS 2029
1
1.0000
99.5000
6.9004
07.30 GS 2053
1
1.0000
103.3000
7.0306
06.35 OIL SPL 2024
1
0.8500
99.5200
7.4870
07.95 FERT BND 2026
1
0.5000
100.5000
7.5977
07.40 GS 2035
1
0.4500
102.8700
7.0222
06.90 OIL SPL 2026
1
0.3000
99.4000
7.3247
06.01 GS 2028
1
0.2000
96.2400
7.1944
07.88 GS 2030
1
0.1950
104.2647
6.9500
06.13 GS 2028
1
0.1000
96.4800
7.1901
07.17 GS 2028
1
0.1000
101.0000
6.8370
07.32 GS 2030
2
0.0110
102.1150
6.8968
08.32 UP SDL 2029
3
500.0000
104.2274
7.2100
08.52 TS SDL 2026
2
220.0000
102.1227
7.0300
07.37 KA SGS 2037
1
140.0000
100.5178
7.3050
07.18 TN SDL 2027
1
125.0000
100.3176
7.0600
07.52 WB SGS 2039
2
105.0000
101.7000
7.3272
07.49 MH SGS 2036
2
100.0000
101.4606
7.3000
07.74 KA SGS 2034
2
70.0000
102.9529
7.3000
07.45 KA SGS 2037
3
60.0000
101.2729
7.2925
07.40 MH SGS 2036
2
50.0000
100.8600
7.2875
07.43 MH SGS 2036
1
49.8020
100.9566
7.3050
07.82 KA SDL 2027
1
35.0000
102.1378
7.1000
06.81 MH SDL 2028
1
35.0000
98.7737
7.1500
07.49 MH SGS 2036
1
26.3880
101.4606
7.3000
07.48 UP SGS 2040
1
25.0000
101.5087
7.3150
07.47 MH SGS 2036
1
25.0000
101.3050
7.3000
07.43 MH SGS 2036
1
25.0000
100.9566
7.3050
07.76 MP SGS 2037 29 NOV
1
25.0000
103.7770
7.3100
08.65 RJ SDL 2026
1
25.0000
102.3294
7.0500
07.36 WB SDL 2032
2
20.0000
100.4000
7.2884
07.51 UP SGS 2038
1
20.0000
101.6300
7.3175
07.41 KA SGS 2036
1
18.0000
100.6459
7.3250
07.72 KA SGS 2035 06 DEC
1
18.0000
102.9953
7.3250
07.28 UP SDL 2032
2
15.0000
99.8279
7.3100
07.02 AP SDL 2030
1
15.0000
98.8850
7.2650
07.41 KA SGS 2036
1
15.0000
100.8985
7.2925
07.49 UP SGS 2036
2
10.0000
101.2600
7.3255
07.46 AP SGS 2041
2
10.0000
101.1750
7.3351
07.46 AP SGS 2043 03 APR
2
10.0000
101.2400
7.3355
07.73 KA SGS 2034
1
10.0000
102.8845
7.3250
08.07 TN SDL 2026
1
10.0000
101.6200
7.1255
07.02 KA SDL 2031
1
10.0000
98.5775
7.2700
07.32 MH SGS 2032
1
10.0000
100.1300
7.2955
07.36 WB SGS 2040
1
7.1520
100.2784
7.3300
07.51 UP SGS 2040
1
6.0000
101.8100
7.3124
07.52 AP SDL 2038
1
5.0000
101.6000
7.3311
07.50 AS SGS 2034
1
5.0000
100.9900
7.3531
07.49 RJ SGS 2040
1
5.0000
101.4500
7.3312
07.48 AP SDL 2038
1
5.0000
101.3500
7.3203
07.40 MP SGS 2034
1
5.0000
100.3600
7.3463
07.39 KL SGS 2034
1
5.0000
100.5000
7.3149
07.39 WB SGS 2042
1
5.0000
100.6000
7.3276
07.99 UP SDL 2026
1
5.0000
101.5225
7.1207
07.86 HR SDL 2027
1
5.0000
102.0757
7.1600
07.67 UP SGS 2033
1
5.0000
102.3300
7.3216
07.72 TS SGS 2036
1
5.0000
103.0200
7.3404
07.37 BR SGS 2030
1
5.0000
100.3500
7.2959
07.14 KA SDL 2032
1
5.0000
99.1437
7.2900
07.10 MH SDL 2036
1
5.0000
98.7500
7.2575
06.94 RJ SDL 2033
1
5.0000
97.6700
7.2909
06.83 MH SDL 2032
1
5.0000
97.0900
7.3206
06.99 TS SDL 2028
1
5.0000
99.2500
7.2122
07.70 MH SDL 2032
1
4.9000
102.1129
7.3375
07.44 WB SGS 2041
1
3.0000
100.9410
7.3400
08.59 UP UDAY 2030
1
2.2300
104.7000
7.5513
07.49 TN SGS 2034
1
2.0000
101.0500
7.3348
07.52 TS SDL 2037
1
1.9000
101.4033
7.3500
06.63 TN SDL 2035
1
1.6000
94.7100
7.3210
08.48 KL SDL 2030
1
1.6000
104.6000
7.5158
08.73 UP SDL 2028 10 OCT
1
1.5000
104.2000
7.5386
07.38 HR SGS 2035
1
1.4340
100.5353
7.3050
08.70 UP UDAY 2027
1
1.1800
102.8000
7.5059
08.39 RJ UDAY 2026
1
1.1500
101.2000
7.5826
08.39 RJ UDAY 2025
1
1.0000
100.5000
7.5351
08.28 RJ SDL 2028 21 FEB
1
1.0000
102.4000
7.4969
08.57 UP SDL SPL 2027 04
1
1.0000
103.0000
7.4860
07.75 KL SDL 2028
1
1.0000
100.6000
7.5468
07.72 TN UDAY 2027
1
1.0000
100.7900
7.3728
07.51 AP SDL 2037
1
1.0000
99.7300
7.5412
07.65 UP SDL 2030
1
1.0000
101.3200
7.3591
08.14 HR SDL 2028
1
1.0000
102.4850
7.3484
08.27 GJ SDL 2029
1
0.9250
102.9000
7.4889
08.45 UP UDAY 2029
1
0.9000
103.7000
7.4880
07.27 OD SDL 2036
1
0.8610
99.7600
7.3010
08.87 UP UDAY 2028
1
0.8600
104.3000
7.4854
08.88 WB SDL 2026
1
0.8000
101.9000
7.5665
08.63 UP UDAY 2029
1
0.7600
104.3000
7.5065
08.32 GJ SDL 2028
1
0.7000
103.0000
7.4981
08.34 AS SDL 2029
1
0.7000
103.1000
7.5175
08.71 UP SDL 2028
1
0.7000
104.3000
7.4962
08.77 UP UDAY 2031
1
0.6500
106.6000
7.4879
07.63 TS SGS 2036
1
0.6000
102.2300
7.3379
07.29 WB SDL 2026
1
0.5650
99.5600
7.4883
08.05 TN SDL 2028 18 APR
1
0.5150
101.7000
7.5119
07.67 JH SDL 2032
1
0.5000
101.9991
7.3400
07.68 CG SDL 2027
1
0.5000
100.5000
7.5023
08.57 RJ SDL SPL 2027
1
0.5000
103.0000
7.4970
08.49 UP UDAY 2030
1
0.4000
104.7000
7.4786
08.70 UK SDL 2028
1
0.3200
104.2000
7.5139
08.70 UP UDAY 2031
1
0.3000
106.3000
7.4793
08.15 MH SDL 2025
1
0.3000
100.7000
7.5709
08.08 TN SDL 2028
1
0.2890
102.1000
7.5086
07.11 MH SDL 2029 31 JUL
1
0.2250
99.3500
7.2672
08.43 UP SDL SPL 2026 04
1
0.2120
101.8000
7.5106
07.00 MP SDL 2031
1
0.2000
98.4300
7.2908
08.21 HR UDAY 2025
1
0.2000
100.4000
7.5594
07.40 MH SGS 2031
1
0.2000
100.3114
7.3400
07.49 RJ SGS 2034
1
0.2000
100.9700
7.3512
07.23 TN SDL 2032
1
0.0670
99.2000
7.3663
07.29 WB SDL 2034 31 JUL
1
0.0500
99.5500
7.3543
182 DTB 17012025
4
350.0000
96.8995
6.7900
182 DTB 09012025
2
150.0000
97.0395
6.7900
091 DTB 08082024
2
85.0000
99.8222
6.5000
364 DTB 03102024
1
80.0000
98.8206
6.6000
364 DTB 03102024
1
65.2900
98.8206
6.6000
182 DTB 23012025
1
15.0000
96.8086
6.7600
364 DTB 02012025
1
5.0000
97.1825
6.7401
364 DTB 07112024
1
5.0000
98.1878
6.6699
091 DTB 02082024
1
5.0000
99.9299
6.4000
182 DTB 14112024
1
5.0000
98.0589
6.6900
182 DTB 22082024
1
0.7500
99.5977
6.1430
364 DTB 31102024
1
0.5000
98.3113
6.6698
Total
414
20875.2610
Jul 26 2024 9:00PM
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Whats New
FX-CLEAR Dealing System registered its highest daily volume of USD 5917.07 million on 10th July, 2024
Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 27th June 2024
CCIL's Year-end MTM Prices as on 28th March'24
Go-live of FX-Clear new version (post merger with FX-Swap platform) w.e.f. March 18, 2024.
Portfolio Compression run by CCIL for outstanding Forex Forward market a success! Over 71.31% compression achieved in the 16th cycle
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) markePortfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 86.88% compression achieved in the 33rd cycle
Launch of New CCIL Website - beta version!
The Clearing Corporation of India Ltd. (“CCIL”) receives The Bank of England (the “BoE”) recognition as a non-UK CCP.
Reserve Bank of India and Bank of England sign a Memorandum of Understanding on cooperation and exchange of information related to The Clearing Corporation of India Limited
FX-CLEAR registered its highest daily volume of USD 3895.37 million on 13th December, 2023
Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM)
CCIL’s Application for UK Recognition
Transition of Legacy MIFOR trades to Modified MIFOR benchmark completed by CCIL
SARVAM Rule Book effective from May 02, 2023
SARVAM Notification
CCIL's Year-end Prices as on 31st March'23
Launch of Clearing and Settlement of OTC IRS trades referenced to the MODIFIED MIFOR (MMFOR) benchmark on guaranteed basis w.e.f 3rd April 2023
Consultation Paper: Transitioning Outstanding MIFOR Swaps post Index Cessation - Proposed Cash Computation Methodology and Operational Aspects of Transition
Launch of FBIL USD/INR Reference Rate Trading (R-Spot) on FX-Clear platform w.e.f. November 07, 2022
Consultation Paper on Margining and Collateral Solution for Non-Centrally Cleared Derivative (NCCD) Trades
Consultation Paper on Members Collateral Contribution
Enhancement in Data Dissemination of Trade Repository
Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation
Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models
SWAPTION trade by trade real time data dissemination commenced
Consultation Paper : Introduction of Forward trading in Government Securities
Consultation Paper: Default Management Resources
Statistics