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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
6.51
6.10
6.20
8406.07
6.49
6.16
1178.75
TREP
6.38
6.40
6.32
6.37
228035.25
6.35
6.21
8795.05
REPO
6.00
6.60
4.00
6.60
151327.46
6.37
5.96
179.52
Money Market
387768.78
6.36
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 1:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
07/05/2024
150
8406.07
6.50
6.51
6.10
6.20
6.4856
2D
T + 0
08/05/2024
50
878.51
6.50
6.50
6.00
6.15
6.4303
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
5
162.00
6.80
6.80
6.45
6.80
6.7802
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
5
36.00
6.40
6.40
6.30
6.35
6.3583
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
1
0.40
6.30
6.30
6.30
6.30
6.3000
Total
221
10247.98
May 6 2024 1:07PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
65
T+0
1D
20024.66
19719.87
6.4200
6.4031
CG LIQUID 5 TO 10 YR
69
T+0
1D
12930.63
12789.13
6.3700
6.3864
CG LIQUID 10 TO 20YR
57
T+0
1D
10667.64
10083.80
6.4300
6.3928
TBILLS 182 DTB
20
T+0
1D
10540.90
10837.01
6.3700
6.3921
SG SECS UPTO 5YR
70
T+0
1D
10428.63
10231.10
6.4500
6.4149
FRB
18
T+0
1D
10049.90
9897.63
6.3700
6.3912
CG LIQUID 3 TO 5 YR
36
T+0
1D
7071.81
6893.77
6.3500
6.3856
CG LIQUID 1 TO 3 YR
38
T+0
1D
6503.80
6475.47
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
SG SECS ABV 5YR
24
T+0
1D
3046.87
3001.93
6.6000
6.4492
OIL BONDS
7
T+0
1D
1733.96
1712.94
6.4800
6.4257
CG STRIPS
20
T+0
1D
1680.90
1976.21
6.5500
6.4215
CG RESIDUAL
4
T+0
1D
1512.99
1434.75
6.4000
6.3934
CG LIQUID UPTO 1 YR
8
T+0
1D
1370.94
1353.14
6.4000
6.3854
Total
457
104826.53
103908.46
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
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
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
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
08.26 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
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
07.43 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
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
07.72 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
07.75 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
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
07.62 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
08.03 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
07.70 MH SGS 2033 15 NOV
1
T+0
1D
10.00
10.53
6.5000
6.5000
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
08.28 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
437
46639.00
47484.76
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
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
GOI FRB 2024
1
T+0
1D
195.0000
201.8156
07.46 GS 2073
1
T+0
87D
605.0000
621.0325
Total
4
1385.0000
1414.2912
May 6 2024 1:07PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/070524
T+0
1D
6.38
6.40
6.32
6.37
6.35
514
228035.25
TREP/080524
T+0
2D
6.45
6.50
6.25
6.40
6.47
17
940.00
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
TREP/090524
T+0
3D
6.50
6.50
6.50
6.50
6.50
1
1000.00
Total
536
231072.75
May 6 2024 1:07PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
1187
11605.0000
100.4200
7.1150
07.10 GS 2034
792
8330.0000
100.1700
7.0747
07.23 GS 2039
302
3380.0000
100.6975
7.1525
07.37 GS 2028
154
2030.0000
100.9950
7.1046
07.18 GS 2037
117
1325.0000
100.1375
7.1619
07.32 GS 2030
77
1215.0000
101.0150
7.1222
07.25 GS 2063
57
615.0000
100.4000
7.2184
07.33 GS 2026
28
615.0000
100.5400
7.0877
07.34 GS 2064
50
420.0000
101.6000
7.2169
07.30 GS 2053
32
355.0000
101.1500
7.2041
07.06 GS 2028
28
290.0000
99.8500
7.1021
07.10 GS 2029
23
275.0000
99.9275
7.1162
07.46 GS 2073
7
205.0000
103.2000
7.2218
05.63 GS 2026
6
175.0000
97.4150
7.0829
07.17 GS 2030
15
150.0000
100.1975
7.1274
07.17 GS 2028
3
150.0000
100.1350
7.1231
GOI FRB 2024
5
120.0000
99.9500
7.1846
06.64 GS 2035
4
85.0000
96.1000
7.1535
07.95 GS 2032
2
75.0000
104.9000
7.1548
GOI FRB 2028
3
60.0000
99.9700
7.6806
06.67 GS 2035
6
55.0000
96.0500
7.1760
06.54 GS 2032
3
45.0000
96.5275
7.1319
07.26 GS 2033
3
40.0000
100.7400
7.1423
07.38 GS 2027
5
35.0000
100.7300
7.1107
07.16 GS 2050
4
20.0000
99.3000
7.2187
07.10 GS 2034
19
15.2490
100.1200
7.0818
07.18 GS 2033
17
14.5560
100.4300
7.1135
07.26 GS 2032
2
10.0000
100.7300
7.1393
GOI FRB 2034
1
10.0000
100.1600
7.9861
07.50 GS 2034
1
10.0000
102.3800
7.1661
06.79 GS 2029
1
10.0000
98.4000
7.1372
06.35 OIL SPL 2024
1
5.0000
99.4100
7.3106
08.24 GS 2033
1
5.0000
107.5000
7.1398
05.79 GS 2030
1
5.0000
93.4100
7.1580
07.25 GS 2063
3
4.4110
100.2000
7.2338
06.67 GS 2050
4
3.0000
93.4500
7.2268
07.30 GS 2053
3
2.5000
100.9800
7.2180
07.18 GS 2037
2
2.0000
100.0600
7.1711
07.23 GS 2039
4
1.7980
100.6500
7.1577
07.34 GS 2064
2
1.5770
101.3000
7.2397
07.40 GS 2035
1
1.2000
101.5000
7.2023
07.50 GS 2034
1
1.0000
102.3000
7.1771
07.37 GS 2028
2
0.5710
100.9300
7.1218
07.26 GS 2033
1
0.2500
100.6200
7.1609
07.26 GS 2032
1
0.0500
100.6400
7.1538
07.46 GS 2073
1
0.0010
103.1000
7.2290
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
07.45 KA SGS 2035
2
30.0000
99.9125
7.4601
07.48 RJ SGS 2037
1
20.0000
100.0600
7.4710
07.47 MH SGS 2036
3
15.0000
100.1200
7.4524
07.50 TN SGS 2031
2
10.0000
100.2500
7.4525
07.37 KA SGS 2037
1
10.0000
99.2500
7.4600
07.29 KA SDL 2039
1
5.0000
98.4600
7.4617
07.74 AP SGS 2032 01 MAR
1
5.0000
101.8000
7.4295
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
07.52 HR SGS 2034
1
0.8990
100.5000
7.4479
07.77 AP SGS 2040
2
0.4880
102.0000
7.5494
07.44 TS SGS 2036
1
0.4330
99.6775
7.4801
07.43 MH SGS 2035
1
0.2420
99.5500
7.4893
07.62 MH SDL 2030
1
0.0090
99.9000
7.6396
364 DTB 23052024
3
110.0000
99.7115
6.6000
091 DTB 16052024
1
75.0000
99.8356
6.6800
182 DTB 25072024
2
40.0000
98.5349
6.8700
091 DTB 02082024
1
30.0000
98.3820
6.9000
182 DTB 12092024
1
25.0000
97.6207
6.9500
182 DTB 18072024
1
10.0000
98.6668
6.8501
091 DTB 30052024
2
5.0000
99.5890
6.5500
182 DTB 11072024
1
5.0000
98.7827
6.9200
364 DTB 26122024
1
5.0000
95.7226
7.0000
364 DTB 16012025
1
5.0000
95.3700
6.9764
364 DTB 23012025
1
0.0030
95.1683
7.1000
Total
3025
32503.0980
Reported Deals
Trades
TTA
LTP
LTY
07.33 GS 2026
5
600.0000
100.5250
7.0944
05.74 GS 2026
3
400.0000
96.9182
7.0950
07.37 GS 2028
3
295.0000
100.9550
7.1152
07.18 GS 2033
3
150.0000
100.3750
7.1217
07.30 GS 2053
1
100.0000
101.0779
7.2100
07.40 GS 2062
1
100.0000
102.4484
7.2100
08.00 OIL SPL 2026
1
78.6300
101.0034
7.4100
06.90 OIL SPL 2026
1
63.8520
99.1651
7.4100
07.25 GS 2063
1
50.0000
100.1500
7.2376
GOI FRB 2028
1
50.0000
99.9700
7.6806
07.38 GS 2027
1
25.0000
100.7200
7.1143
07.18 GS 2037
1
5.0000
100.0500
7.1722
08.33 GS 2026
1
0.1300
102.2589
7.1800
07.26 GS 2032
1
0.0500
100.6500
7.1522
07.45 MH SGS 2038 22 MAR
1
105.0000
99.8590
7.4650
07.48 RJ SGS 2037
1
20.0000
99.9868
7.4800
08.96 KL SDL 2035
1
15.0000
110.3893
7.5450
06.95 RJ SDL 2031
1
10.0000
97.0066
7.5200
06.97 PN SDL 2039
1
5.0000
94.8371
7.5450
07.29 KA SDL 2039
1
5.0000
98.0369
7.5100
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
08.37 AP SDL 2031
1
2.0000
104.2903
7.5350
09.14 KA SDL 2024
1
1.5000
100.1137
7.0002
08.44 MH SDL 2024
1
1.0000
100.6372
7.2300
06.33 TN SDL 2030
1
1.0000
93.5000
7.6623
08.88 AP SDL 2024
1
0.9200
100.6878
7.2001
08.87 UP UDAY 2028
1
0.8000
104.2466
7.5700
09.19 KL SDL 2024
1
0.3000
100.1165
7.0005
07.06 WB SDL 2036
1
0.2000
96.6000
7.4900
07.05 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
5
900.0000
99.8363
6.6500
182 DTB 01082024
5
700.0000
98.3946
6.9250
091 DTB 12072024
1
200.0000
98.7624
6.9300
091 DTB 04072024
1
175.0000
98.9108
6.9300
091 DTB 30052024
1
10.0000
99.5765
6.7500
Total
65
4114.4410
May 6 2024 1:08PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4400
83.4825
83.4400
83.4750
83.4550
0.0200
R-SPOT
0.2500
0.2500
0.2000
0.2000
0.0000
0.2000
SPOT
83.4350
83.4800
83.4200
83.4775
83.4550
0.0225
FX-Retail
:The new pricing structure of
FX-Retail Platform
is effective from 1st April 2023.
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FX-Retail Virtual Demo
FX-Retail Brochure
FX-Retail Mock (Test environment):
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FX-Retail Mock
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