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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
6.75
5.50
6.15
12491.48
6.48
6.16
1178.75
TREP
6.38
6.81
6.32
6.75
306502.30
6.39
6.21
8795.05
REPO
6.00
6.79
4.00
6.65
167058.25
6.38
5.96
179.52
Money Market
486052.03
6.39
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 5:06PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
07/05/2024
234
12491.48
6.50
6.75
5.50
6.15
6.4755
2D
T + 0
08/05/2024
98
1434.98
6.50
6.50
5.40
5.85
6.3230
18D
T + 0
24/05/2024
4
500.00
6.80
6.80
6.80
6.80
6.8000
15D
T + 0
21/05/2024
6
212.00
6.80
6.80
6.45
6.80
6.7849
21D
T + 0
27/05/2024
1
100.00
6.80
6.80
6.80
6.80
6.8000
4D
T + 0
10/05/2024
2
90.00
6.40
6.50
6.40
6.50
6.4444
45D
T + 0
20/06/2024
1
50.00
6.90
6.90
6.90
6.90
6.9000
7D
T + 0
13/05/2024
6
39.00
6.40
6.40
6.30
6.30
6.3538
8D
T + 0
14/05/2024
2
25.00
6.20
6.45
6.20
6.45
6.4400
3D
T + 0
09/05/2024
2
15.90
6.30
6.40
6.30
6.40
6.3975
Total
356
14958.36
May 6 2024 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
73
T+0
1D
21135.65
20803.07
6.7900
6.4077
CG LIQUID 10 TO 20YR
69
T+0
1D
14729.58
14019.44
6.5500
6.4186
CG LIQUID 5 TO 10 YR
78
T+0
1D
14557.59
14370.98
6.5500
6.3934
SG SECS UPTO 5YR
114
T+0
1D
12963.39
12690.03
6.7900
6.4374
TBILLS 182 DTB
21
T+0
1D
10840.90
11146.26
6.6000
6.3978
FRB
18
T+0
1D
10049.90
9897.63
6.3700
6.3912
CG LIQUID 3 TO 5 YR
40
T+0
1D
7776.80
7592.22
6.6000
6.4068
CG LIQUID 1 TO 3 YR
42
T+0
1D
6711.78
6683.18
6.6500
6.3979
TBILLS 91 DTB
10
T+0
1D
3701.96
3759.89
6.3800
6.3834
SG SECS ABV 5YR
29
T+0
1D
3576.85
3518.09
6.7900
6.4784
TBILLS 364 DTB
11
T+0
1D
3560.94
3741.82
6.3600
6.3778
OIL BONDS
10
T+0
1D
1756.95
1735.59
6.4800
6.4264
CG STRIPS
20
T+0
1D
1680.90
1976.21
6.5500
6.4215
CG RESIDUAL
6
T+0
1D
1608.99
1523.36
6.7900
6.4171
CG LIQUID UPTO 1 YR
12
T+0
1D
1479.91
1461.33
6.7800
6.3942
Total
553
116132.09
114919.10
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
86
T+0
1D
10490.00
10683.06
6.1800
6.0666
07.18 GS 2037
29
T+0
1D
5623.00
5730.78
6.4500
6.2469
07.30 GS 2053
15
T+0
1D
3356.00
3471.55
5.5000
6.3431
08.20 OIL SP 2024SEP
7
T+0
1D
3100.00
3146.55
6.4800
6.4129
06.35 OIL SPL 2024
4
T+0
1D
1800.00
1831.52
6.3900
6.3956
06.90 OIL SPL 2026
5
T+0
1D
1800.00
1817.39
6.5500
6.4111
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
07.43 TN SGS 2034
1
T+0
1D
500.00
502.95
6.4500
6.4500
07.44 KA SGS 2033
1
T+0
1D
500.00
503.41
6.3900
6.3900
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
07.34 GS 2064
3
T+0
1D
255.00
258.02
6.2500
6.2935
08.15 GS 2026
2
T+0
1D
255.00
270.26
6.3900
6.3706
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
07.75 UP SGS 2034
1
T+0
1D
180.00
189.81
6.5000
6.5000
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
182.09
6.4200
6.4200
07.73 KA SGS 2034
2
T+0
1D
175.00
184.27
6.5000
6.4971
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
07.57 GJ SGS 2026
2
T+0
1D
159.00
165.46
6.5000
6.5000
07.70 MH SGS 2034 08 NOV
1
T+0
1D
150.00
158.27
6.5000
6.5000
08.33 GS 2026
1
T+0
1D
150.00
157.67
6.6000
6.6000
07.95 FERT BND 2026
2
T+0
1D
149.00
152.93
6.5500
6.5366
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
06.10 GS 2031
4
T+0
1D
125.00
119.97
6.2500
6.2860
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
09.18 AP SDL 2024
1
T+0
1D
120.00
124.99
6.5000
6.5000
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
06.80 OD SDL 2025
1
T+0
1D
100.00
101.44
6.5000
6.5000
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
08.51 WB SDL 2026
1
T+0
1D
100.00
103.83
6.5000
6.5000
08.87 HP SDL 2024
1
T+0
1D
100.00
101.17
6.5000
6.5000
08.90 HR SDL 2024
1
T+0
1D
100.00
101.62
6.5000
6.5000
07.29 PY SGS 2026
1
T+0
1D
95.00
95.87
6.5000
6.5000
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
08.08 CG SDL 2025
1
T+0
1D
85.00
87.30
6.5000
6.5000
07.52 WB SGS 2039
1
T+0
1D
80.00
81.01
6.4500
6.4500
08.05 PN SDL 2025 28 JAN
1
T+0
1D
80.00
82.14
6.5000
6.5000
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
08.24 TN SDL 2025 09 SEP
1
T+0
1D
75.00
76.79
6.6000
6.6000
08.26 MH SDL 2025 12 AUG
1
T+0
1D
75.00
77.26
6.5000
6.5000
091 DTB 16052024
2
T+0
1D
75.00
74.86
6.4500
6.4500
06.43 RJ SDL 2027
1
T+0
1D
74.00
73.63
6.5000
6.5000
06.92 RJ SDL 2025
1
T+0
1D
70.00
70.43
6.6000
6.6000
07.51 UP SGS 2038
2
T+0
1D
70.00
70.56
6.5000
6.4643
07.59 GS 2026
3
T+0
1D
70.00
72.22
6.4500
6.4500
07.70 AP SGS 2028
1
T+0
1D
70.00
71.55
6.6000
6.6000
08.27 MP SDL 2025 12 AUG
1
T+0
1D
70.00
72.11
6.6000
6.6000
05.90 TS SDL 2025
1
T+0
1D
65.00
65.76
6.5000
6.5000
07.46 KA SGS 2038
1
T+0
1D
65.00
65.57
6.4500
6.4500
05.94 RJ SDL 2025
1
T+0
1D
60.00
59.53
6.6000
6.6000
06.69 MP SDL 2025
1
T+0
1D
60.00
60.23
6.5000
6.5000
06.94 CG SDL 2029
1
T+0
1D
60.00
59.24
6.6000
6.6000
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
07.96 PN SDL 2026
1
T+0
1D
60.00
60.74
6.5000
6.5000
07.99 MH SDL 2025
1
T+0
1D
60.00
60.63
6.6000
6.6000
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.54
6.5000
6.5000
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
07.84 TN SDL 2026
1
T+0
1D
55.00
56.83
6.5000
6.5000
08.27 TN SDL 2026
1
T+0
1D
55.00
57.18
6.5000
6.5000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.37
6.4500
6.4500
05.49 RJ SDL 2025
1
T+0
1D
50.00
49.59
6.5000
6.5000
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
07.36 UK SGS 2026
1
T+0
1D
50.00
50.38
6.5500
6.5500
07.38 HR SGS 2035
1
T+0
1D
50.00
50.24
6.4500
6.4500
07.39 KL SGS 2034
1
T+0
1D
50.00
50.30
6.4500
6.4500
07.70 MH SGS 2033 15 NOV
2
T+0
1D
50.00
52.63
6.5500
6.5400
08.27 KA SDL 2026
1
T+0
1D
50.00
51.98
6.5500
6.5500
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
08.43 JH SDL 2029
1
T+0
1D
50.00
52.65
6.6000
6.6000
08.96 MH SDL 2024
1
T+0
1D
50.00
51.60
6.5000
6.5000
09.01 MH SDL 2024
1
T+0
1D
50.00
50.98
6.4500
6.4500
09.11 MH SDL 2024
1
T+0
1D
50.00
52.06
6.5000
6.5000
06.25 AS SDL 2026
1
T+0
1D
49.00
48.62
6.5000
6.5000
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
07.28 HR SDL 2026
1
T+0
1D
40.00
40.90
6.5200
6.5200
07.43 MH SGS 2036
1
T+0
1D
40.00
40.45
6.4700
6.4700
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
39.97
6.5000
6.5000
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
08.38 TN SDL 2026
1
T+0
1D
40.00
41.55
6.5000
6.5000
08.61 TN SDL 2027
1
T+0
1D
40.00
41.96
6.5200
6.5200
GS12DEC2029C
1
T+0
1D
40.00
26.95
6.6000
6.6000
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
07.46 UP SGS 2034
1
T+0
1D
35.00
35.48
6.4500
6.4500
07.86 HR SDL 2032
1
T+0
1D
35.00
36.81
6.4500
6.4500
08.51 HR SDL 2026
2
T+0
1D
35.00
36.34
6.5000
6.4929
07.77 AP SGS 2035
1
T+0
1D
33.00
34.89
6.5000
6.5000
08.21 HR UDAY 2026
2
T+0
1D
33.00
33.74
6.5200
6.4542
07.37 KA SGS 2037
2
T+0
1D
31.00
30.99
6.4500
6.4558
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
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.33
6.5000
6.5000
07.65 RJ SDL 2027 29 NOV
1
T+0
1D
30.00
31.19
6.5200
6.5200
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
06.22 KL SDL 2027
1
T+0
1D
25.00
24.72
6.5200
6.5200
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
07.15 KL SDL 2027
1
T+0
1D
25.00
25.40
6.5200
6.5200
07.27 KA SDL 2026
1
T+0
1D
25.00
25.55
6.5200
6.5200
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
07.62 UP SDL 2027
1
T+0
1D
25.00
25.54
6.5200
6.5200
07.72 MH SGS 2035
1
T+0
1D
25.00
26.09
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
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.81
6.5000
6.5000
08.44 JH SDL 2029
1
T+0
1D
25.00
26.38
6.5000
6.5000
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
GS16JUN2024C
1
T+0
1D
25.00
24.80
6.5500
6.5500
GS16JUN2025C
1
T+0
1D
25.00
23.13
6.5000
6.5000
GS30JUN2027C
1
T+0
1D
25.00
20.02
6.4400
6.4400
GS31DEC2027C
1
T+0
1D
25.00
19.32
6.4400
6.4400
GS15DEC2025C
1
T+0
1D
22.00
19.65
6.5500
6.5500
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
07.49 UP SGS 2036
1
T+0
1D
20.00
20.20
6.5000
6.5000
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
07.52 RJ SGS 2044
1
T+0
1D
20.00
20.23
6.5000
6.5000
07.52 UP SGS 2039
1
T+0
1D
20.00
20.17
6.4700
6.4700
07.58 RJ SDL 2026
1
T+0
1D
20.00
20.44
6.5200
6.5200
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
07.98 KA SDL 2025
1
T+0
1D
20.00
20.26
6.4500
6.4500
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.72
6.5500
6.5500
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
GS15JUN2024C
1
T+0
1D
20.00
19.84
6.5500
6.5500
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
08.54 BR SDL 2026
1
T+0
1D
10.00
10.39
6.5200
6.5200
GS19MAR2027C
1
T+0
1D
10.00
8.17
6.4400
6.4400
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
08.28 GS 2027
1
T+0
1D
5.00
5.22
6.2500
6.2500
08.30 MP SDL 2026
1
T+0
1D
5.00
5.20
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
457
48155.00
49017.92
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.10 GS 2029
1
T+0
1D
1160.0000
1161.9140
06.69 GS 2024
1
T+0
1D
470.0000
480.9851
07.32 GS 2030
1
T+0
1D
460.0000
479.9533
364 DTB 14112024
1
T+0
1D
395.0000
380.9044
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.1030
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.3401
08.34 UP SDL 2026
1
T+0
1D
240.0000
249.8168
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.5336
364 DTB 16012025
1
T+0
1D
200.0000
190.4596
GOI FRB 2024
1
T+0
1D
195.0000
201.8156
07.35 GS 2024
1
T+0
1D
57.1500
58.7421
08.69 TN SDL 2026
1
T+0
1D
22.0000
22.8510
07.46 GS 2073
1
T+0
87D
605.0000
621.0325
Total
13
4589.1500
4648.4511
May 6 2024 6:37PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/070524
T+0
1D
6.38
6.81
6.32
6.75
6.39
924
306502.30
TREP/080524
T+0
2D
6.45
6.75
6.25
6.75
6.44
27
1605.00
TREP/090524
T+0
3D
6.50
6.50
6.49
6.49
6.50
2
1800.00
TREP/150524
T+0
9D
6.50
6.50
6.50
6.50
6.50
2
1000.00
TREP/310524
T+0
25D
6.50
6.50
6.50
6.50
6.50
2
97.50
Total
957
311004.80
May 6 2024 6:37PM
Security Description
Trades
TTA
LTP
LTY
GS15JUN2024C
1
20.0000
99.2892
6.7000
07.18 GS 2033
2190
22985.0000
100.4750
7.1068
07.10 GS 2034
1345
13860.0000
100.1850
7.0726
07.23 GS 2039
467
5110.0000
100.7075
7.1514
07.37 GS 2028
217
3145.0000
101.0200
7.0980
07.18 GS 2037
208
2690.0000
100.2100
7.1533
07.32 GS 2030
175
2345.0000
101.0100
7.1232
07.25 GS 2063
87
1060.0000
100.3500
7.2223
07.30 GS 2053
76
1015.0000
101.1200
7.2066
07.10 GS 2029
59
920.0000
99.9700
7.1059
07.33 GS 2026
61
915.0000
100.5600
7.0788
07.34 GS 2064
82
760.0000
101.5800
7.2184
07.06 GS 2028
42
450.0000
99.8600
7.0992
05.63 GS 2026
20
395.0000
97.4325
7.0729
GOI FRB 2028
9
330.0000
100.0300
7.6643
07.26 GS 2033
21
280.0000
100.8000
7.1330
05.22 GS 2025
5
275.0000
98.0750
7.0533
GOI FRB 2024
8
245.0000
99.9500
7.1846
07.46 GS 2073
8
230.0000
103.2200
7.2203
07.95 GS 2032
7
225.0000
104.9800
7.1423
07.17 GS 2028
6
225.0000
100.1425
7.1208
07.17 GS 2030
19
210.0000
100.1875
7.1295
08.13 GS 2045
2
190.0000
109.8600
7.2125
07.38 GS 2027
19
180.0000
100.7500
7.1035
06.67 GS 2035
19
155.0000
96.1500
7.1628
06.54 GS 2032
10
115.0000
96.5000
7.1367
06.64 GS 2035
5
95.0000
96.0800
7.1562
07.16 GS 2050
13
75.0000
99.3500
7.2144
GOI FRB 2033
5
70.0000
102.1450
7.9242
07.18 GS 2033
57
55.1570
100.4625
7.1087
06.10 GS 2031
7
45.0000
94.3100
7.1238
08.20 GS 2025
1
45.0000
101.4050
7.1036
GOI FRB 2034
2
35.0000
100.1600
7.9861
07.10 GS 2034
30
25.8060
100.1900
7.0718
07.40 GS 2035
2
20.0000
101.8000
7.1636
07.26 GS 2032
3
15.0000
100.7300
7.1393
07.50 GS 2034
1
10.0000
102.3800
7.1661
06.97 GS 2026
1
10.0000
99.7500
7.0818
07.27 GS 2026
1
10.0000
100.3000
7.0952
06.18 GS 2024
1
10.0000
99.5800
7.0001
06.62 GS 2051
1
10.0000
92.9200
7.2147
06.79 GS 2029
1
10.0000
98.4000
7.1372
07.33 GS 2026
4
6.8660
100.5275
7.0933
07.18 GS 2037
7
5.3990
100.1900
7.1557
07.34 GS 2064
3
5.3630
101.5600
7.2200
05.79 GS 2030
2
5.0000
93.1000
7.2252
06.67 GS 2035
2
5.0000
96.0900
7.1707
05.74 GS 2026
1
5.0000
96.9200
7.0942
05.79 GS 2030
1
5.0000
93.4100
7.1580
08.24 GS 2033
1
5.0000
107.5000
7.1398
07.88 GS 2030
1
5.0000
103.4000
7.1573
06.35 OIL SPL 2024
1
5.0000
99.4100
7.3106
07.40 GS 2035
3
4.6000
101.9200
7.1482
07.25 GS 2063
3
4.4110
100.2000
7.2338
07.30 GS 2053
4
3.0000
101.1300
7.2057
06.67 GS 2050
4
3.0000
93.4500
7.2268
07.23 GS 2039
5
1.8050
100.6900
7.1533
07.50 GS 2034
1
1.0000
102.3000
7.1771
07.37 GS 2028
3
0.8210
100.9900
7.1059
08.30 GS 2040
1
0.5430
110.0800
7.2305
07.38 GS 2027
1
0.5000
100.6750
7.1306
08.97 GS 2030
1
0.3800
109.0000
7.2248
07.26 GS 2033
1
0.2500
100.6200
7.1609
07.26 GS 2032
1
0.0500
100.6400
7.1538
07.54 GS 2036
1
0.0030
102.6800
7.2028
07.46 GS 2073
1
0.0010
103.1000
7.2290
07.52 UP SGS 2039
16
310.0000
100.3000
7.4849
07.50 AP SGS 2032
2
95.0000
100.4100
7.4301
07.81 HR SDL 2032 13 JUL
2
95.0000
102.2825
7.4300
07.51 UP SGS 2038
4
70.0000
100.2000
7.4852
07.45 MH SGS 2038 20 MAR
1
60.0000
99.9000
7.4602
07.54 AS SGS 2034
6
55.0000
100.4700
7.4721
08.09 UK SDL 2025
2
50.0000
100.6150
7.1789
06.95 RJ SDL 2031
3
30.0000
97.6000
7.4047
07.45 KA SGS 2035
2
30.0000
99.9125
7.4601
07.45 KA SGS 2037
4
25.0000
100.0300
7.4447
07.39 TN SDL 2026
2
25.0000
100.2000
7.3009
06.18 GJ SDL 2026 31 MAR
1
25.0000
98.1400
7.2418
08.08 BR SDL 2025
1
25.0000
100.5950
7.1976
07.37 KA SGS 2037
3
20.0000
99.3700
7.4453
08.06 KA SDL 2025 11 FEB
1
20.0000
100.5625
7.2624
08.17 TN SDL 2025
1
20.0000
101.1800
7.3472
07.48 RJ SGS 2037
1
20.0000
100.0600
7.4710
07.47 MH SGS 2036
3
15.0000
100.1200
7.4524
07.44 WB SGS 2041
2
15.0000
99.7000
7.4699
07.38 UP SGS 2034
1
15.0000
99.5500
7.4432
07.46 AP SGS 2041
1
15.0000
99.9400
7.4652
07.46 AP SGS 2042
2
10.0000
99.9400
7.4651
07.29 KA SDL 2039
2
10.0000
98.6600
7.4390
07.50 TN SGS 2031
2
10.0000
100.2500
7.4525
07.77 HR SGS 2036
1
10.0000
102.2950
7.4699
08.07 TN SDL 2025 11 FEB
1
10.0000
100.5700
7.2620
08.72 TN SDL 2026
1
5.0000
103.0000
7.3095
06.97 PN SDL 2039
1
5.0000
95.7100
7.4445
07.41 KA SGS 2036
1
5.0000
99.6600
7.4518
07.74 AP SGS 2032 01 MAR
1
5.0000
101.8000
7.4295
07.38 UP SGS 2036
1
5.0000
99.3600
7.4605
07.51 UP SGS 2040
1
3.0000
100.2500
7.4816
07.45 KA SGS 2037
2
2.3400
99.8500
7.4667
07.37 KA SGS 2037
1
1.7110
99.4200
7.4391
07.45 MH SGS 2038 20 MAR
1
1.1500
99.9000
7.4602
07.77 AP SGS 2035
2
1.0000
102.4500
7.4492
07.64 AP SGS 2033
2
1.0000
101.3000
7.4464
08.24 TN SDL 2025 10 JUN
1
1.0000
100.8500
7.4042
07.52 HR SGS 2034
1
0.8990
100.5000
7.4479
07.25 GJ SDL 2032
1
0.7700
98.5000
7.5041
06.75 KA SDL 2033 14 OCT
1
0.7500
95.3000
7.4514
08.23 RJ SDL 2025 09 SEP
1
0.5080
101.0700
7.3632
07.63 HR SGS 2032
1
0.5000
100.3500
7.5719
07.80 GJ SDL 2027
1
0.5000
100.7000
7.5717
07.77 AP SGS 2040
2
0.4880
102.0000
7.5494
07.44 TS SGS 2036
1
0.4330
99.6775
7.4801
07.03 MP SDL 2031
1
0.3000
97.0500
7.5917
07.43 MH SGS 2035
1
0.2420
99.5500
7.4893
07.17 PN SDL 2030 08 JAN
1
0.2000
98.2700
7.5474
07.61 MH SDL 2029
1
0.0090
99.6000
7.7074
07.62 MH SDL 2030
1
0.0090
99.9000
7.6396
07.46 AP SDL 2027
1
0.0090
99.3500
7.7030
091 DTB 30052024
8
360.0000
99.5765
6.7500
182 DTB 11072024
4
270.0000
98.7775
6.9500
182 DTB 12092024
4
235.0000
97.6074
6.9900
364 DTB 01082024
1
200.0000
98.3946
6.9250
091 DTB 16052024
4
130.0000
99.8356
6.6800
364 DTB 05092024
2
115.0000
97.7352
6.9900
364 DTB 23052024
3
110.0000
99.7115
6.6000
091 DTB 20062024
1
100.0000
99.1869
6.8000
364 DTB 13062024
1
90.0000
99.3204
6.7500
182 DTB 24102024
3
50.0000
96.8514
6.9800
364 DTB 23012025
1
50.0000
95.2007
7.0500
182 DTB 30052024
1
50.0000
99.5765
6.7500
182 DTB 25072024
2
40.0000
98.5349
6.8700
091 DTB 02082024
2
40.0000
98.3818
6.9005
182 DTB 18072024
4
30.0000
98.6514
6.9300
182 DTB 08082024
1
25.0000
98.2625
6.9400
182 DTB 29082024
1
25.0000
97.8635
6.9900
364 DTB 02052025
1
25.0000
93.5073
7.0400
182 DTB 01112024
1
20.0000
96.7081
6.9800
182 DTB 16052024
1
20.0000
99.8338
6.7500
091 DTB 09052024
2
15.0000
99.9638
6.6000
182 DTB 03102024
2
15.0000
97.2257
6.9900
091 DTB 30052024
4
8.0200
99.5727
6.8100
182 DTB 27062024
1
5.0000
99.0588
6.8000
091 DTB 27062024
1
5.0000
99.0520
6.8500
182 DTB 09052024
1
5.0000
99.9630
6.7500
364 DTB 26122024
1
5.0000
95.7226
7.0000
364 DTB 16012025
1
5.0000
95.3700
6.9764
364 DTB 27022025
1
5.0000
94.6210
7.0100
182 DTB 18072024
1
2.0000
98.6668
6.8500
364 DTB 23012025
1
0.0030
95.1683
7.1000
364 DTB 08082024
1
0.0030
98.2526
6.9800
182 DTB 20062024
1
0.0010
99.1680
6.9600
Total
5508
62125.8000
Reported Deals
Trades
TTA
LTP
LTY
07.33 GS 2026
7
1435.0000
100.5775
7.0710
05.74 GS 2026
6
1205.0000
96.8700
7.1166
07.10 GS 2034
19
1000.0000
100.1750
7.0740
07.10 GS 2029
5
575.0000
99.9942
7.1000
07.26 GS 2029
4
570.0000
100.6136
7.1000
07.18 GS 2037
5
410.0000
100.1100
7.1652
07.30 GS 2053
3
370.0000
101.1175
7.2068
07.18 GS 2033
10
350.0000
100.4550
7.1098
07.23 GS 2039
2
350.0000
100.6850
7.1539
07.37 GS 2028
3
295.0000
100.9550
7.1152
07.40 GS 2062
3
200.0000
102.4484
7.2100
07.32 GS 2030
3
135.0000
101.0050
7.1241
08.00 OIL SPL 2026
3
133.6300
101.0034
7.4100
07.34 GS 2064
1
100.0000
101.2300
7.2450
08.17 GS 2044
1
90.0000
110.2328
7.2075
06.90 OIL SPL 2026
3
73.9720
99.1651
7.4100
07.38 GS 2027
3
60.0000
100.7300
7.1107
05.63 GS 2026
4
50.0000
97.3200
7.1373
07.25 GS 2063
1
50.0000
100.1500
7.2376
GOI FRB 2028
1
50.0000
99.9700
7.6806
06.18 GS 2024
1
30.0000
99.5801
6.9999
06.90 OIL SPL 2026
1
25.0000
99.1651
7.4100
06.99 GS 2026
1
15.0000
99.7600
7.1210
07.06 GS 2028
1
15.0000
99.8000
7.1170
05.79 GS 2030
2
10.0000
93.4000
7.1602
07.16 GS 2050
2
10.0000
99.3600
7.2136
07.50 GS 2034
1
10.0000
102.3850
7.1654
07.26 GS 2029
3
6.6000
100.3600
7.1644
07.95 GS 2032
2
5.0000
104.9000
7.1548
05.22 GS 2025
1
5.0000
97.9700
7.1551
06.67 GS 2035
1
5.0000
95.9700
7.1866
07.18 GS 2033
6
3.4000
100.4700
7.1076
07.30 GS 2053
2
2.1950
101.3800
7.1853
07.23 GS 2039
2
2.1000
100.6800
7.1544
07.25 GS 2063
1
2.0000
100.1200
7.2400
07.40 GS 2035
1
1.7000
101.9500
7.1443
07.95 FERT BND 2026
1
1.0500
100.6895
7.5180
06.67 GS 2050
1
1.0000
93.4000
7.2313
07.10 GS 2034
2
0.7000
100.1300
7.0804
08.24 GS 2027
1
0.7000
102.3600
7.2772
07.18 GS 2037
2
0.2000
100.1000
7.1663
07.32 GS 2030
1
0.1500
101.0100
7.1232
08.33 GS 2026
1
0.1300
102.2589
7.1800
07.41 GS 2036
1
0.1000
102.0400
7.1603
07.26 GS 2032
1
0.0500
100.6500
7.1522
07.54 GS 2036
1
0.0030
102.9000
7.1757
07.48 MH SGS 2042
1
150.9530
100.1840
7.4600
07.45 MH SGS 2038 22 MAR
1
105.0000
99.8590
7.4650
08.08 CG SDL 2025
1
100.0000
100.5933
7.2000
08.29 KL SDL 2025
1
85.0000
101.0836
7.3350
08.05 PN SDL 2025 28 JAN
1
50.0000
100.6075
7.1501
08.09 UK SDL 2025
1
50.0000
100.6002
7.2000
08.27 HR SDL 2025 23 DEC
1
50.0000
101.3886
7.3400
08.17 UP SDL 2025 26 NOV
1
40.0000
101.1905
7.3400
07.63 MH SGS 2036
1
31.6560
101.3744
7.4500
08.43 UP SDL 2029
2
25.0000
103.8369
7.4650
08.21 TN SDL 2025
1
25.0000
100.9187
7.3350
08.27 KL SDL 2025
1
25.0000
101.0908
7.3350
08.25 MP SDL 2025 09 SEP
1
25.0000
101.1308
7.3350
08.14 MH SDL 2025
1
25.0000
100.7963
7.3350
08.14 RJ SDL 2025
1
25.0000
101.1335
7.3350
08.15 HR SDL 2025 27 MAY
1
25.0000
100.8063
7.3350
08.05 GJ SDL 2025 28 JAN
1
25.0000
100.5725
7.2000
07.54 AS SGS 2034
1
25.0000
100.4498
7.4750
07.50 TN SGS 2054
1
25.0000
100.4046
7.4650
06.18 GJ SDL 2026 31 MAR
1
25.0000
98.0397
7.3000
07.64 UP SDL 2027
1
20.0000
100.7841
7.3300
07.76 MP SDL 2027
1
20.0000
101.0605
7.3300
08.05 GJ SDL 2025 25 FEB
1
20.0000
100.6324
7.2000
07.48 RJ SGS 2037
1
20.0000
99.9868
7.4800
08.17 TN SDL 2025
1
20.0000
101.1905
7.3400
08.27 HR SDL 2025 09 DEC
1
15.0000
101.3677
7.3350
08.96 KL SDL 2035
1
15.0000
110.3893
7.5450
07.29 KA SDL 2039
2
10.0000
98.6800
7.4367
06.95 RJ SDL 2031
1
10.0000
97.0066
7.5200
06.97 PN SDL 2039
1
5.0000
94.8371
7.5450
07.43 MH SGS 2039
1
5.0000
99.7000
7.4625
07.51 PN SGS 2037
1
5.0000
100.0700
7.5009
08.38 PN SDL 2029
1
5.0000
103.2411
7.5500
08.29 HR SDL 2025 29 JUL
1
5.0000
101.0661
7.3500
08.57 HR SDL 2028
1
5.0000
103.7456
7.5000
08.63 RJ SDL 2028
1
5.0000
104.0140
7.5200
08.72 TN SDL 2026
1
5.0000
102.7811
7.4100
08.84 RJ SDL 2028
1
5.0000
104.8013
7.5200
09.00 KL SDL 2024
1
3.6500
100.5407
7.1999
08.83 UP SDL 2026
1
3.0000
102.1784
7.5000
08.82 BR SDL 2026
1
2.5200
102.1787
7.4900
08.67 MH SDL 2026
1
2.5000
101.9143
7.5000
08.84 PN SDL 2024
1
2.0670
100.1387
6.9996
07.41 KA SGS 2036
2
2.0000
100.3500
7.3633
07.45 KA SGS 2035
1
2.0000
100.3000
7.4076
08.37 AP SDL 2031
1
2.0000
104.2903
7.5350
06.33 TN SDL 2030
2
1.6000
93.5000
7.6623
09.14 KA SDL 2024
1
1.5000
100.1137
7.0002
08.44 MH SDL 2024
1
1.0000
100.6372
7.2300
07.20 KA SDL 2031
1
1.0000
98.8200
7.4224
07.46 ML SGS 2034
1
1.0000
100.1000
7.4440
08.88 AP SDL 2024
1
0.9200
100.6878
7.2001
07.52 HR SGS 2034
1
0.8990
100.5050
7.4472
08.87 UP UDAY 2028
1
0.8000
104.2466
7.5700
07.25 GJ SDL 2032
1
0.7700
98.4500
7.5127
07.63 HR SGS 2032
1
0.5000
100.3000
7.5799
07.80 GJ SDL 2027
1
0.5000
100.6500
7.5876
07.03 MP SDL 2031
1
0.3000
97.0000
7.6015
09.19 KL SDL 2024
1
0.3000
100.1165
7.0005
07.06 WB SDL 2036
1
0.2000
96.6000
7.4900
07.17 PN SDL 2030 08 JAN
1
0.2000
98.2200
7.5585
07.72 TN UDAY 2030
1
0.1800
101.2812
7.4400
08.09 RJ SDL 2028
1
0.1500
102.3900
7.4668
08.61 PN SDL 2028
1
0.1400
104.3500
7.4577
07.05 AS SDL 2030
1
0.1120
98.0766
7.4600
08.56 AP SDL 2028
1
0.1100
104.0139
7.4200
07.67 WB SDL 2037
1
0.1000
101.5061
7.4900
091 DTB 16052024
6
1100.0000
99.8356
6.6800
182 DTB 05092024
8
1050.0000
97.7352
6.9900
182 DTB 01082024
5
700.0000
98.3946
6.9250
091 DTB 30052024
5
320.0000
99.5721
6.8200
091 DTB 12072024
1
200.0000
98.7624
6.9300
091 DTB 04072024
1
175.0000
98.9108
6.9300
091 DTB 09052024
1
100.0000
99.9625
6.8500
364 DTB 13062024
1
90.0000
99.3284
6.6700
182 DTB 24102024
1
55.0000
96.8514
6.9800
182 DTB 16052024
1
50.0000
99.8348
6.7100
091 DTB 02082024
2
35.0000
98.3800
6.9085
182 DTB 08082024
1
25.0000
98.2477
7.0000
364 DTB 13032025
1
25.0000
94.3582
7.0400
182 DTB 01112024
1
20.0000
96.7124
6.9706
364 DTB 16012025
1
3.0000
95.4057
6.9200
091 DTB 04072024
1
0.5000
98.9310
6.8000
Total
235
12767.8070
May 6 2024 6:38PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4400
83.5500
83.4400
83.4950
83.4550
0.0400
R-SPOT
0.2500
0.2500
0.2000
0.2000
0.0000
0.2000
SPOT
83.4350
83.5500
83.4200
83.5200
83.4550
0.0650
FX-Retail
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is effective from 1st April 2023.
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FX-Retail Brochure
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Market Liquidity Indicators
Notifications
Discussion Papers
Request For Proposal
RBI Notifications
FPI Debt (GSec) Utilisation Status
GST Registration Details
Data Sharing Policy
RBI RETAIL DIRECT
FBIL Overnight MIBOR Methodology
FBIL T-Bills Curve Methodology
FBIL CD Curve Methodology
FBIL MROR Methodology
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