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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
6.50
6.10
6.40
5486.25
6.50
6.16
1178.75
TREP
6.38
6.38
6.32
6.34
118581.65
6.34
6.21
8795.05
REPO
6.00
6.50
4.00
6.44
135260.26
6.36
5.96
179.52
Money Market
259328.16
6.35
6.20
10153.32
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 6 2024 10:44AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
07/05/2024
59
5486.25
6.50
6.50
6.10
6.40
6.4971
18D
T + 0
24/05/2024
2
250.00
6.80
6.80
6.80
6.80
6.8000
2D
T + 0
08/05/2024
6
194.00
6.50
6.50
6.35
6.50
6.4869
Total
67
5930.25
May 6 2024 10:44AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
39
T+0
1D
16404.77
16103.03
6.4100
6.4041
CG LIQUID 5 TO 10 YR
58
T+0
1D
11953.68
11811.04
6.3700
6.3841
TBILLS 182 DTB
19
T+0
1D
10528.91
10824.80
6.3800
6.3921
FRB
18
T+0
1D
10049.90
9897.63
6.3700
6.3912
SG SECS UPTO 5YR
59
T+0
1D
9696.69
9518.06
6.4600
6.4087
CG LIQUID 10 TO 20YR
53
T+0
1D
9417.66
8872.26
6.3700
6.3891
CG LIQUID 3 TO 5 YR
34
T+0
1D
6899.82
6727.38
6.3700
6.3865
CG LIQUID 1 TO 3 YR
37
T+0
1D
6498.81
6470.72
6.3700
6.3908
TBILLS 91 DTB
10
T+0
1D
3701.96
3759.89
6.3800
6.3834
TBILLS 364 DTB
11
T+0
1D
3560.94
3741.82
6.3600
6.3778
CG STRIPS
18
T+0
1D
1556.91
1807.45
6.4000
6.4113
CG RESIDUAL
3
T+0
1D
1500.00
1422.72
6.3900
6.3933
SG SECS ABV 5YR
8
T+0
1D
1467.95
1439.96
6.4600
6.4171
CG LIQUID UPTO 1 YR
3
T+0
1D
949.98
938.27
6.3600
6.3789
OIL BONDS
3
T+0
1D
791.98
783.23
6.4500
6.4080
Total
373
94979.96
94118.26
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
77
T+0
1D
9762.00
9941.66
6.2000
6.0567
07.18 GS 2037
28
T+0
1D
5223.00
5323.12
6.2500
6.2314
07.30 GS 2053
14
T+0
1D
3349.00
3464.31
6.3100
6.3448
08.20 OIL SP 2024SEP
5
T+0
1D
2500.00
2537.54
6.3900
6.3920
06.35 OIL SPL 2024
4
T+0
1D
1800.00
1831.52
6.3900
6.3956
06.90 OIL SPL 2026
4
T+0
1D
1600.00
1615.45
6.3900
6.3938
07.38 GS 2027
6
T+0
1D
1135.00
1173.45
6.4200
6.4259
05.22 GS 2025
4
T+0
1D
940.00
941.05
6.3500
6.3500
06.69 GS 2024
2
T+0
1D
888.00
908.75
6.3800
6.3800
07.25 GS 2063
6
T+0
1D
880.00
903.76
6.3000
6.3775
07.06 GS 2028
9
T+0
1D
875.00
876.66
6.4000
6.3529
07.72 GS 2025
2
T+0
1D
800.00
833.12
6.4000
6.4000
05.77 GS 2030
6
T+0
1D
716.00
676.91
6.4000
6.3973
07.32 GS 2030
5
T+0
1D
615.00
641.68
6.3800
6.3480
09.15 GS 2024
1
T+0
1D
500.00
527.16
6.4000
6.4000
07.10 GS 2034
6
T+0
1D
490.00
492.18
6.2500
6.1199
05.15 GS 2025
2
T+0
1D
419.00
418.36
6.4000
6.3932
06.83 TN SDL 2031 15 DEC
1
T+0
1D
400.00
396.17
6.4000
6.4000
07.89 GJ SDL 2025
1
T+0
1D
395.00
411.98
6.4000
6.4000
07.54 AS SDL 2028
1
T+0
1D
300.00
306.29
6.3800
6.3800
07.33 GS 2026
2
T+0
1D
275.00
276.57
6.4500
6.4500
07.10 GS 2029
3
T+0
1D
265.00
265.29
6.4000
6.3321
05.63 GS 2026
4
T+0
1D
222.00
216.95
6.2500
6.2815
07.23 GS 2039
6
T+0
1D
200.00
201.63
4.0000
4.0000
07.08 KA SDL 2026
1
T+0
1D
195.00
198.88
6.4100
6.4100
07.37 GS 2028
4
T+0
1D
190.00
192.04
6.4000
6.4000
07.34 GS 2064
2
T+0
1D
185.00
187.19
6.3100
6.3100
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
182.09
6.4200
6.4200
07.26 GS 2029
1
T+0
1D
163.00
167.35
6.3000
6.3000
07.21 GJ SDL 2027
1
T+0
1D
160.00
161.74
6.4000
6.4000
06.54 GS 2032
2
T+0
1D
142.00
139.53
6.4000
6.3282
06.97 GS 2026
3
T+0
1D
135.00
136.10
6.0000
6.0167
07.26 GS 2032
2
T+0
1D
135.00
137.72
6.4000
6.3630
08.27 UP SDL 2025
1
T+0
1D
132.00
138.46
6.4500
6.4500
06.96 HR SDL 2029
1
T+0
1D
127.00
126.77
6.4500
6.4500
07.73 UP SGS 2035
1
T+0
1D
125.00
132.13
6.4500
6.4500
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
125.87
6.4200
6.4200
06.90 PY SDL 2028
1
T+0
1D
115.00
114.95
6.4500
6.4500
07.57 GS 2033
3
T+0
1D
115.00
121.33
6.3500
6.3391
07.26 GS 2033
7
T+0
1D
111.00
113.57
6.0500
6.3068
07.68 GJ SGS 2030
1
T+0
1D
105.00
107.84
6.4500
6.4500
08.16 MH SDL 2025
2
T+0
1D
105.00
107.09
6.4400
6.4490
05.80 MH SDL 2025
1
T+0
1D
100.00
100.40
6.4200
6.4200
07.26 KA SGS 2025
1
T+0
1D
100.00
102.39
6.4500
6.4500
07.45 KA SGS 2037
1
T+0
1D
100.00
100.82
6.4500
6.4500
07.47 GJ SGS 2025
1
T+0
1D
100.00
100.33
6.4500
6.4500
07.64 MH SGS 2032
1
T+0
1D
95.00
96.79
6.4500
6.4500
07.07 GJ SDL 2031
1
T+0
1D
90.00
89.39
6.4500
6.4500
07.48 UP SGS 2040
1
T+0
1D
90.00
90.87
6.4500
6.4500
07.41 UP SGS 2034
1
T+0
1D
85.00
87.17
6.4500
6.4500
07.52 WB SGS 2039
1
T+0
1D
80.00
81.01
6.4500
6.4500
364 DTB 30052024
2
T+0
1D
80.00
79.60
6.4500
6.4500
07.63 KA SGS 2040
1
T+0
1D
75.00
78.33
6.4500
6.4500
091 DTB 16052024
2
T+0
1D
75.00
74.86
6.4500
6.4500
07.59 GS 2026
3
T+0
1D
70.00
72.22
6.4500
6.4500
07.46 KA SGS 2038
1
T+0
1D
65.00
65.57
6.4500
6.4500
07.17 GS 2030
1
T+0
1D
60.00
60.23
6.4200
6.4200
07.48 MH SGS 2042
1
T+0
1D
60.00
60.48
6.4500
6.4500
06.45 GS 2029
2
T+0
1D
55.00
53.55
6.3500
6.3091
07.45 MH SGS 2038 20 MAR
1
T+0
1D
55.00
55.44
6.4500
6.4500
08.15 GS 2026
1
T+0
1D
55.00
58.29
6.3000
6.3000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.37
6.4500
6.4500
05.70 MH SDL 2024
1
T+0
1D
50.00
50.13
6.4500
6.4500
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.40
6.4500
6.4500
06.58 KA SDL 2030
1
T+0
1D
50.00
49.27
6.4500
6.4500
07.39 KL SGS 2034
1
T+0
1D
50.00
50.30
6.4500
6.4500
07.51 UP SGS 2038
1
T+0
1D
50.00
50.40
6.4500
6.4500
08.36 MP SDL 2025
1
T+0
1D
50.00
51.86
6.4500
6.4500
08.39 MP SDL 2026
1
T+0
1D
50.00
51.95
6.4500
6.4500
09.01 MH SDL 2024
1
T+0
1D
50.00
50.98
6.4500
6.4500
05.74 GS 2026
1
T+0
1D
45.00
44.80
6.4500
6.4500
07.05 MH SDL 2032
1
T+0
1D
45.00
44.11
6.4500
6.4500
07.52 HP SGS 2039
1
T+0
1D
45.00
45.57
6.4500
6.4500
07.43 MH SGS 2036
1
T+0
1D
40.00
40.45
6.4700
6.4700
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.30
6.4700
6.4700
07.45 MH SGS 2039 22 MAR
1
T+0
1D
40.00
40.29
6.4500
6.4500
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.85
6.4500
6.4500
08.26 GS 2027
2
T+0
1D
40.00
42.11
6.2500
6.2500
06.10 GS 2031
3
T+0
1D
35.00
33.59
6.2500
6.3786
06.67 GS 2035
1
T+0
1D
35.00
34.46
6.4200
6.4200
06.99 GS 2026
1
T+0
1D
35.00
35.04
6.4500
6.4500
07.40 MP SGS 2034
1
T+0
1D
35.00
35.87
6.4700
6.4700
07.77 AP SGS 2035
1
T+0
1D
33.00
34.89
6.5000
6.5000
07.37 KA SGS 2037
2
T+0
1D
31.00
30.99
6.4500
6.4558
08.21 HR UDAY 2026
1
T+0
1D
31.00
31.70
6.4500
6.4500
08.23 GOI FCI 2027
1
T+0
1D
31.00
32.21
6.4500
6.4500
06.18 GS 2024
1
T+0
1D
30.00
29.88
6.1000
6.1000
06.86 KL SDL 2035
1
T+0
1D
30.00
28.88
6.4500
6.4500
07.40 GS 2062
1
T+0
1D
30.00
30.76
6.2500
6.2500
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.24
6.4700
6.4700
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.28
6.4700
6.4700
07.48 RJ SGS 2037
1
T+0
1D
30.00
30.32
6.4700
6.4700
07.48 UP SGS 2042
1
T+0
1D
30.00
30.27
6.4500
6.4500
07.48 UP SGS 2044
1
T+0
1D
30.00
30.25
6.4500
6.4500
07.72 MH SGS 2031
1
T+0
1D
30.00
30.83
6.4500
6.4500
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.14
6.4500
6.4500
07.45 KA SGS 2035
1
T+0
1D
26.00
26.22
6.5000
6.5000
06.79 GS 2027
2
T+0
1D
25.00
25.56
6.2500
6.2700
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.84
6.4500
6.4500
07.36 GS 2052
2
T+0
1D
25.00
25.52
6.2000
6.2340
07.41 HP SGS 2036
1
T+0
1D
25.00
25.17
6.4700
6.4700
07.72 MH SGS 2035
1
T+0
1D
25.00
26.09
6.4800
6.4800
07.73 KA SGS 2034
1
T+0
1D
25.00
26.32
6.4800
6.4800
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.39
6.4700
6.4700
07.76 MP SGS 2037 29 NOV
1
T+0
1D
25.00
26.46
6.4700
6.4700
08.17 GS 2044
1
T+0
1D
25.00
28.35
6.2500
6.2500
08.24 GS 2033
2
T+0
1D
25.00
27.82
6.2500
6.2600
08.96 TN SDL 2024
1
T+0
1D
25.00
25.80
6.4500
6.4500
182 DTB 16052024
1
T+0
1D
25.00
24.95
6.4500
6.4500
GS12MAR2028C
1
T+0
1D
25.00
19.05
6.4500
6.4500
07.74 BR SGS 2039
1
T+0
1D
21.00
21.96
6.4700
6.4700
06.92 UP SDL 2031
1
T+0
1D
20.00
19.50
6.4500
6.4500
06.99 TN SDL 2041
1
T+0
1D
20.00
19.69
6.4800
6.4800
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.50
6.5000
6.5000
07.42 MH SGS 2034
1
T+0
1D
20.00
20.12
6.4500
6.4500
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.15
6.4800
6.4800
07.50 UP SGS 2035
1
T+0
1D
20.00
20.38
6.4800
6.4800
07.51 AP SDL 2037
1
T+0
1D
20.00
20.29
6.4800
6.4800
07.62 MH SDL 2030
1
T+0
1D
20.00
20.84
6.4500
6.4500
07.65 UP SGS 2034
1
T+0
1D
20.00
20.82
6.4800
6.4800
07.68 KA SGS 2034
1
T+0
1D
20.00
20.89
6.4800
6.4800
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.34
6.4500
6.4500
07.95 FERT BND 2026
1
T+0
1D
20.00
20.53
6.4500
6.4500
07.98 KA SDL 2025
1
T+0
1D
20.00
20.26
6.4500
6.4500
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.66
6.4500
6.4500
08.30 RJ SDL 2026
1
T+0
1D
20.00
20.80
6.4500
6.4500
08.36 MH SDL 2026
1
T+0
1D
20.00
20.77
6.4500
6.4500
08.97 KL SDL 2024
1
T+0
1D
20.00
20.58
6.4500
6.4500
05.79 GS 2030
1
T+0
1D
18.00
17.31
6.2500
6.2500
06.85 WB SDL 2031
1
T+0
1D
15.00
14.65
6.4700
6.4700
07.46 AP SGS 2041
1
T+0
1D
15.00
15.08
6.4800
6.4800
07.46 UP SGS 2039
1
T+0
1D
15.00
15.12
6.4800
6.4800
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.30
6.5000
6.5000
07.51 UP SGS 2040
1
T+0
1D
15.00
15.17
6.4500
6.4500
07.81 HR SDL 2032 13 JUL
1
T+0
1D
15.00
15.68
6.4700
6.4700
08.17 WB SDL 2025 27 MAY
2
T+0
1D
15.00
15.67
6.4500
6.4500
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.50
6.4500
6.4500
07.17 GS 2028
2
T+0
1D
13.00
13.31
6.2500
6.3654
07.16 GS 2050
1
T+0
1D
11.00
10.96
6.2500
6.2500
06.22 GS 2035
1
T+0
1D
10.00
9.37
6.3000
6.3000
07.40 GS 2035
1
T+0
1D
10.00
10.28
6.2500
6.2500
07.77 HR SGS 2036
1
T+0
1D
10.00
10.48
6.4500
6.4500
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.44
6.5000
6.5000
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.47
6.4500
6.4500
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.44
6.4500
6.4500
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.39
6.4500
6.4500
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.37
6.4500
6.4500
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.38
6.4500
6.4500
07.06 GS 2046
1
T+0
1D
8.00
7.87
6.2500
6.2500
07.72 GS 2049
1
T+0
1D
6.00
6.50
6.2500
6.2500
05.85 GS 2030
1
T+0
1D
5.00
4.79
6.3500
6.3500
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.96
6.4700
6.4700
07.51 PN SGS 2037
1
T+0
1D
5.00
5.03
6.4700
6.4700
07.54 GS 2036
1
T+0
1D
5.00
5.31
6.2500
6.2500
07.96 MH SDL 2025
1
T+0
1D
5.00
5.06
6.4500
6.4500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.4700
6.4700
08.30 MP SDL 2026
1
T+0
1D
5.00
5.20
6.4500
6.4500
08.51 HR SDL 2026
1
T+0
1D
5.00
5.19
6.4500
6.4500
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.4500
6.4500
06.99 GS 2051
1
T+0
1D
2.00
1.99
6.2500
6.2500
Total
366
40947.00
41689.82
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
GOI FRB 2024
1
T+0
1D
195.0000
201.8156
Total
1
195.0000
201.8156
May 6 2024 10:44AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/070524
T+0
1D
6.38
6.38
6.32
6.34
6.34
236
118581.65
TREP/080524
T+0
2D
6.45
6.50
6.45
6.49
6.49
10
800.00
TREP/310524
T+0
25D
6.50
6.50
6.50
6.50
6.50
1
5.00
Total
247
119386.65
May 6 2024 10:44AM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
510
5715.0000
100.3500
7.1254
07.10 GS 2034
325
3585.0000
100.0550
7.0910
07.23 GS 2039
147
1615.0000
100.5850
7.1648
07.37 GS 2028
72
1065.0000
100.9500
7.1165
07.32 GS 2030
38
770.0000
100.9700
7.1309
07.18 GS 2037
43
605.0000
100.0450
7.1728
07.33 GS 2026
9
295.0000
100.5300
7.0922
07.06 GS 2028
19
205.0000
99.8100
7.1140
07.25 GS 2063
14
195.0000
100.1500
7.2376
07.30 GS 2053
15
175.0000
100.8500
7.2287
07.10 GS 2029
15
155.0000
99.9075
7.1211
07.17 GS 2028
2
125.0000
100.0800
7.1404
07.34 GS 2064
10
60.0000
101.3200
7.2382
06.54 GS 2032
2
35.0000
96.4600
7.1437
07.38 GS 2027
4
30.0000
100.7000
7.1215
07.10 GS 2034
7
8.9580
100.0550
7.0910
07.18 GS 2033
8
8.1020
100.3750
7.1217
06.67 GS 2035
1
5.0000
96.0000
7.1826
06.35 OIL SPL 2024
1
5.0000
99.4100
7.3106
08.24 GS 2033
1
5.0000
107.5000
7.1398
06.67 GS 2050
2
2.0000
93.3700
7.2340
07.34 GS 2064
2
1.5770
101.3000
7.2397
07.25 GS 2063
1
0.0050
100.1000
7.2415
07.23 GS 2039
1
0.0010
100.6000
7.1632
07.51 UP SGS 2038
3
45.0000
100.2000
7.4852
07.77 AP SGS 2040
2
0.4880
102.0000
7.5494
364 DTB 23052024
1
60.0000
99.7093
6.6500
182 DTB 18072024
1
10.0000
98.6668
6.8501
Total
1256
14781.1310
Reported Deals
Trades
TTA
LTP
LTY
07.18 GS 2033
3
150.0000
100.3750
7.1217
07.33 GS 2026
1
100.0000
100.5300
7.0922
07.37 GS 2028
1
100.0000
100.9575
7.1145
07.25 GS 2063
1
50.0000
100.1500
7.2376
07.38 GS 2027
1
25.0000
100.7200
7.1143
Total
7
425.0000
May 6 2024 10:45AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4400
83.4725
83.4400
83.4625
83.4550
0.0075
R-SPOT
0.2500
0.2500
0.2000
0.2000
0.0000
0.2000
SPOT
83.4350
83.4725
83.4200
83.4625
83.4550
0.0075
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Market Liquidity Indicators
Notifications
Discussion Papers
Request For Proposal
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FPI Debt (GSec) Utilisation Status
GST Registration Details
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RBI RETAIL DIRECT
FBIL Overnight MIBOR Methodology
FBIL T-Bills Curve Methodology
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FBIL Forwards and MIFOR Methodology
FBIL MIBOR-OIS Methodology
Whats New
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.
FX-CLEAR registered its highest daily volume of USD 3895.37 million on 13th December, 2023
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
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