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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
6.65
6.70
5.10
6.70
12427.61
6.61
6.59
15147.06
TREP
6.50
6.73
6.44
6.61
391268.00
6.53
6.50
408238.65
REPO
6.30
6.85
5.50
6.70
161389.42
6.54
6.54
165438.03
Money Market
565085.03
6.54
6.51
588823.74
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
Jun 26 2024 2:15PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
27/06/2024
280
12427.61
6.65
6.70
5.10
6.70
6.6069
2D
T + 0
28/06/2024
6
133.00
6.65
6.65
6.40
6.46
6.6108
49D
T + 0
14/08/2024
3
75.00
7.10
7.10
7.10
7.10
7.1000
90D
T + 0
24/09/2024
1
50.00
7.45
7.45
7.45
7.45
7.4500
15D
T + 0
11/07/2024
2
23.00
7.00
7.00
6.95
6.95
6.9783
7D
T + 0
03/07/2024
2
9.00
6.35
6.35
6.35
6.35
6.3500
35D
T + 0
31/07/2024
1
6.00
7.00
7.00
7.00
7.00
7.0000
5D
T + 0
01/07/2024
1
2.50
6.40
6.40
6.40
6.40
6.4000
6D
T + 0
02/07/2024
1
2.00
6.25
6.25
6.25
6.25
6.2500
Total
297
12728.11
Jun 26 2024 2:13PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
101
T+0
1D
20077.45
19692.25
6.7000
6.5253
CG LIQUID ABV 20 YR
63
T+0
1D
19045.67
18285.28
6.7000
6.5738
CG LIQUID 10 TO 20YR
65
T+0
1D
12365.63
11755.85
6.7000
6.5416
FRB
23
T+0
1D
11604.87
11340.66
6.7000
6.5536
TBILLS 182 DTB
18
T+0
1D
8634.92
8824.17
6.5200
6.5073
CG LIQUID 3 TO 5 YR
40
T+0
1D
8120.78
7911.26
6.7000
6.5371
TBILLS 364 DTB
22
T+0
1D
6597.88
6798.05
6.5300
6.5197
SG SECS UPTO 5YR
87
T+0
1D
6327.58
6192.01
6.8500
6.6818
CG LIQUID 1 TO 3 YR
33
T+0
1D
4815.82
4787.80
6.7000
6.5296
SG SECS ABV 5YR
18
T+0
1D
2973.91
2927.88
6.7500
6.5756
CG LIQUID UPTO 1 YR
17
T+0
1D
2909.92
2875.31
6.5000
6.5017
CG STRIPS
29
T+0
1D
1785.87
2108.06
6.6000
6.6000
OIL BONDS
10
T+0
1D
1392.94
1370.96
6.6000
6.5828
CG RESIDUAL
1
T+0
1D
13.00
11.88
6.7500
6.7500
Total
527
106666.24
104881.42
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.10 GS 2034
51
T+0
1D
6792.00
6949.80
6.3500
6.4020
07.18 GS 2037
27
T+0
1D
4757.00
4959.01
6.4900
6.4765
07.30 GS 2053
15
T+0
1D
3448.00
3560.47
6.5500
6.5145
07.18 GS 2033
23
T+0
1D
2903.00
3008.17
6.5000
6.5401
08.20 OIL SP 2024SEP
6
T+0
1D
2600.00
2665.53
6.8500
6.5615
07.23 GS 2039
19
T+0
1D
2345.00
2423.93
6.4000
6.4137
06.35 OIL SPL 2024
4
T+0
1D
1800.00
1793.35
6.5700
6.5506
06.90 OIL SPL 2026
5
T+0
1D
1750.00
1787.61
6.6500
6.5586
07.35 MP SDL 2027
1
T+0
1D
1145.00
1171.08
6.6300
6.6300
07.38 GS 2027
8
T+0
1D
975.00
986.78
6.4500
6.4940
07.32 GS 2030
8
T+0
1D
915.00
936.36
6.5200
6.5194
05.74 GS 2026
9
T+0
1D
826.00
809.59
6.3500
6.4256
07.34 GS 2064
8
T+0
1D
763.00
798.78
6.4200
6.4164
07.54 GS 2036
8
T+0
1D
740.00
774.94
6.4000
6.3980
07.25 GS 2063
4
T+0
1D
692.00
708.97
6.5000
6.4946
07.26 GS 2032
4
T+0
1D
575.00
597.26
6.5000
6.4935
07.37 GS 2028
6
T+0
1D
562.00
577.05
6.4000
6.4955
07.10 GS 2029
7
T+0
1D
549.00
558.28
6.5200
6.5246
05.63 GS 2026
6
T+0
1D
511.00
505.76
6.6500
6.4746
07.43 GJ SGS 2027
1
T+0
1D
500.00
519.68
6.5400
6.5400
08.37 MP SDL 2028
1
T+0
1D
500.00
522.44
6.5500
6.5500
08.38 RJ SDL 2028
1
T+0
1D
500.00
522.63
6.5500
6.5500
07.17 KA SDL 2027
1
T+0
1D
465.00
469.93
6.6300
6.6300
05.15 GS 2025
2
T+0
1D
454.00
446.61
6.5500
6.5487
07.52 GJ SDL 2027
1
T+0
1D
332.00
337.01
6.6300
6.6300
07.52 UP SDL 2027
1
T+0
1D
325.00
329.25
6.6300
6.6300
06.89 RJ SDL 2025
1
T+0
1D
305.00
309.85
6.5500
6.5500
07.15 TN SDL 2027
1
T+0
1D
300.00
300.92
6.6300
6.6300
07.54 AS SDL 2028
2
T+0
1D
300.00
311.08
6.5000
6.5000
07.89 GJ SDL 2025
2
T+0
1D
295.00
299.31
6.5000
6.5000
06.79 GS 2027
3
T+0
1D
290.00
290.78
6.4500
6.4603
06.94 CG SDL 2029
1
T+0
1D
275.00
275.98
6.6000
6.6000
08.15 GS 2026
1
T+0
1D
250.00
258.15
6.7200
6.7200
05.22 GS 2025
1
T+0
1D
235.00
231.61
6.5000
6.5000
07.39 UK SGS 2030
1
T+0
1D
235.00
236.62
6.6000
6.6000
06.54 GS 2032
3
T+0
1D
204.00
203.94
6.5000
6.4973
07.19 GJ SDL 2027 23 OCT
1
T+0
1D
200.00
201.96
6.6300
6.6300
07.84 MH SDL 2026
1
T+0
1D
200.00
209.28
6.6500
6.6500
07.96 MH SDL 2026
1
T+0
1D
200.00
210.42
6.6500
6.6500
08.24 GS 2027
2
T+0
1D
200.00
211.88
6.4500
6.4775
08.37 TN SDL 2028 05 DEC
1
T+0
1D
200.00
208.98
6.6500
6.6500
07.08 KA SDL 2026
1
T+0
1D
195.00
194.63
6.6000
6.6000
07.95 TS SDL 2035
1
T+0
1D
190.00
204.99
6.6300
6.6300
07.41 GS 2036
2
T+0
1D
185.00
190.82
6.5000
6.5000
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
178.61
6.6000
6.6000
08.27 TN SDL 2026
2
T+0
1D
175.00
184.09
6.7200
6.6720
07.59 GS 2026
1
T+0
1D
170.00
177.47
6.6000
6.6000
07.52 WB SGS 2039
2
T+0
1D
165.00
170.96
6.7000
6.6427
07.21 GJ SDL 2027
1
T+0
1D
160.00
164.07
6.6000
6.6000
07.57 GJ SGS 2026
2
T+0
1D
159.00
161.57
6.7200
6.6596
07.27 GS 2026
2
T+0
1D
155.00
158.22
6.3500
6.3500
06.90 JH SDL 2026
1
T+0
1D
150.00
149.72
6.6500
6.6500
08.33 GS 2026
1
T+0
1D
150.00
159.61
6.8200
6.8200
08.60 GS 2028
2
T+0
1D
150.00
158.95
6.2100
6.2900
07.33 HR SGS 2036
1
T+0
1D
135.00
135.00
6.6600
6.6600
08.15 TN SDL 2025
1
T+0
1D
135.00
137.87
6.6500
6.6500
08.23 MH SDL 2025
1
T+0
1D
130.00
134.61
6.6500
6.6500
07.06 GS 2028
3
T+0
1D
129.00
131.18
6.5500
6.5430
07.95 FERT BND 2026
1
T+0
1D
129.00
133.96
6.6500
6.6500
07.73 UP SGS 2035
1
T+0
1D
125.00
130.02
6.6300
6.6300
07.41 HR SDL 2027
1
T+0
1D
120.00
122.62
6.7800
6.7800
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
122.24
6.6000
6.6000
07.83 GJ SDL 2026
1
T+0
1D
115.00
120.31
6.6500
6.6500
07.68 GJ SGS 2030
1
T+0
1D
105.00
109.69
6.6000
6.6000
05.80 MH SDL 2025
1
T+0
1D
100.00
101.48
6.6000
6.6000
05.80 RJ SDL 2025
1
T+0
1D
100.00
99.23
6.7000
6.7000
06.21 AS SDL 2026
1
T+0
1D
100.00
100.61
6.7000
6.7000
06.80 OD SDL 2025
1
T+0
1D
100.00
102.51
6.6500
6.6500
07.26 KA SGS 2025
1
T+0
1D
100.00
103.47
6.6000
6.6000
07.29 HR SGS 2029
1
T+0
1D
100.00
100.48
6.6500
6.6500
07.37 MH SDL 2026
1
T+0
1D
100.00
102.28
6.6500
6.6500
07.45 KA SGS 2037
1
T+0
1D
100.00
103.04
6.6000
6.6000
07.47 GJ SGS 2025
1
T+0
1D
100.00
101.50
6.6000
6.6000
07.63 ML SGS 2025
1
T+0
1D
100.00
101.73
6.6500
6.6500
07.73 KA SGS 2036
1
T+0
1D
100.00
104.45
6.6300
6.6300
08.22 TN SDL 2025 09 DEC
1
T+0
1D
100.00
101.70
6.6500
6.6500
08.24 KL SDL 2025 13 MAY
1
T+0
1D
100.00
101.84
6.6500
6.6500
08.31 KL SDL 2025
1
T+0
1D
100.00
103.94
6.6500
6.6500
08.51 WB SDL 2026
1
T+0
1D
100.00
105.07
6.6500
6.6500
08.87 HP SDL 2024
1
T+0
1D
100.00
102.20
6.6500
6.6500
08.90 HR SDL 2024
1
T+0
1D
100.00
102.65
6.6500
6.6500
07.26 GS 2029
1
T+0
1D
97.00
101.13
6.4500
6.4500
06.69 MP SDL 2025
3
T+0
1D
95.00
96.40
6.7200
6.6995
06.85 AS SDL 2029
1
T+0
1D
95.00
95.66
6.6500
6.6500
07.29 PY SGS 2026
1
T+0
1D
95.00
97.04
6.6500
6.6500
07.64 MH SGS 2032
1
T+0
1D
95.00
98.66
6.6000
6.6000
06.83 MH SDL 2032
3
T+0
1D
90.00
87.47
6.6300
6.6389
06.24 MH SDL 2026
1
T+0
1D
85.00
85.30
6.6500
6.6500
07.41 UP SGS 2034
1
T+0
1D
85.00
85.77
6.6500
6.6500
08.08 CG SDL 2025
1
T+0
1D
85.00
88.22
6.6500
6.6500
08.15 MP SDL 2025
1
T+0
1D
85.00
86.80
6.6500
6.6500
08.16 KA SDL 2025
1
T+0
1D
85.00
86.60
6.6500
6.6500
06.99 GS 2051
1
T+0
1D
80.00
79.63
6.4800
6.4800
07.07 GJ SDL 2031
1
T+0
1D
80.00
80.90
6.6300
6.6300
06.57 GS 2033
1
T+0
1D
75.00
72.92
6.4000
6.4000
07.33 GS 2026
1
T+0
1D
75.00
76.45
6.6000
6.6000
07.63 KA SGS 2040
1
T+0
1D
75.00
77.33
6.6300
6.6300
08.26 MH SDL 2025 12 AUG
1
T+0
1D
75.00
78.12
6.7000
6.7000
08.72 KL SDL 2024
1
T+0
1D
75.00
76.40
6.6000
6.6000
05.79 GS 2030
3
T+0
1D
74.00
70.21
6.4000
6.4297
GS06MAY2030C
2
T+0
1D
71.00
47.39
6.6300
6.6370
08.27 MP SDL 2025 12 AUG
1
T+0
1D
70.00
72.92
6.6500
6.6500
06.10 RJ SDL 2026
1
T+0
1D
65.00
64.03
6.6300
6.6300
07.17 GS 2028
1
T+0
1D
65.00
67.53
6.6500
6.6500
08.14 KA SDL 2025
1
T+0
1D
65.00
66.37
6.6500
6.6500
08.67 KA SDL 2026
1
T+0
1D
65.00
68.31
6.6000
6.6000
06.22 GS 2035
1
T+0
1D
64.00
61.21
6.4500
6.4500
07.72 GS 2049
2
T+0
1D
63.00
68.30
5.5000
5.9762
06.97 GS 2026
1
T+0
1D
60.00
61.27
6.4500
6.4500
07.19 GS 2060
1
T+0
1D
60.00
62.15
6.0000
6.0000
07.23 AP SDL 2026
1
T+0
1D
60.00
60.67
6.7000
6.7000
07.46 KA SGS 2038
1
T+0
1D
60.00
61.93
6.6300
6.6300
08.05 GJ SDL 2025 29 APR
1
T+0
1D
60.00
61.16
6.6000
6.6000
GS06NOV2029C
2
T+0
1D
60.00
41.45
6.6300
6.6383
08.21 HR UDAY 2026
1
T+0
1D
58.00
60.03
6.7000
6.7000
07.84 TN SDL 2026
1
T+0
1D
55.00
57.55
6.7200
6.7200
07.57 GS 2033
2
T+0
1D
54.00
56.07
6.4500
6.4722
05.40 CG SDL 2024
1
T+0
1D
50.00
50.88
6.7200
6.7200
05.70 MH SDL 2024
1
T+0
1D
50.00
50.64
6.6500
6.6500
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.93
6.6000
6.6000
06.17 TS SDL 2025
1
T+0
1D
50.00
49.93
6.7200
6.7200
07.36 UK SGS 2026
1
T+0
1D
50.00
51.00
6.7000
6.7000
07.62 MP SDL 2026
1
T+0
1D
50.00
51.80
6.6300
6.6300
08.27 KA SDL 2026
1
T+0
1D
50.00
52.60
6.7000
6.7000
08.36 MP SDL 2025
1
T+0
1D
50.00
52.44
6.6500
6.6500
08.96 MH SDL 2024
1
T+0
1D
50.00
52.11
6.6500
6.6500
09.01 MH SDL 2024
1
T+0
1D
50.00
51.49
6.6500
6.6500
07.59 GS 2029
1
T+0
1D
47.00
48.99
6.4000
6.4000
07.46 GS 2073
2
T+0
1D
45.00
47.81
6.6500
6.6611
07.48 RJ SGS 2037
1
T+0
1D
45.00
46.48
6.6500
6.6500
07.52 UP SGS 2039
1
T+0
1D
45.00
46.63
6.6500
6.6500
07.34 WB SGS 2039
1
T+0
1D
40.00
40.00
6.7800
6.7800
07.39 TN SGS 2032
2
T+0
1D
40.00
40.21
6.6500
6.6500
07.43 MH SGS 2036
1
T+0
1D
40.00
41.31
6.6500
6.6500
07.49 ML SGS 2027
1
T+0
1D
40.00
40.29
6.7000
6.7000
07.65 TN SDL 2027
1
T+0
1D
40.00
40.61
6.6000
6.6000
07.99 MH SDL 2025
1
T+0
1D
40.00
40.89
6.7200
6.7200
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
40.69
6.7000
6.7000
07.22 MH SDL 2026
1
T+0
1D
35.00
35.38
6.6500
6.6500
07.38 HR SGS 2035
1
T+0
1D
35.00
35.90
6.6500
6.6500
07.40 MP SGS 2034
1
T+0
1D
35.00
35.29
6.6500
6.6500
07.42 RJ SGS 2032
1
T+0
1D
35.00
35.47
6.6500
6.6500
07.46 UP SGS 2034
1
T+0
1D
35.00
36.19
6.6500
6.6500
07.61 TN SDL 2027
2
T+0
1D
35.00
36.24
6.6300
6.6443
GS06MAY2032C
1
T+0
1D
35.00
20.35
6.6300
6.6300
GS06NOV2030C
1
T+0
1D
35.00
22.56
6.6300
6.6300
GS06NOV2032C
1
T+0
1D
35.00
19.65
6.6300
6.6300
06.67 GS 2050
3
T+0
1D
33.00
31.59
6.4000
6.4455
07.77 AP SGS 2035
1
T+0
1D
33.00
34.33
6.7000
6.7000
06.18 GS 2024
1
T+0
1D
30.00
30.18
6.0000
6.0000
06.86 KL SDL 2035
1
T+0
1D
30.00
29.49
6.6500
6.6500
07.05 MH SDL 2032
1
T+0
1D
30.00
29.98
6.6500
6.6500
07.37 KA SGS 2037
1
T+0
1D
30.00
30.75
6.6500
6.6500
07.40 GS 2062
1
T+0
1D
30.00
31.90
6.4500
6.4500
07.40 MH SGS 2036
1
T+0
1D
30.00
30.87
6.6500
6.6500
07.44 TN SGS 2033 03 MAY
1
T+0
1D
30.00
30.57
6.6500
6.6500
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.85
6.6500
6.6500
07.49 RJ SGS 2040
1
T+0
1D
30.00
30.97
6.6500
6.6500
07.51 AP SDL 2037
1
T+0
1D
30.00
31.12
6.6500
6.6500
07.54 KL SGS 2055
1
T+0
1D
30.00
31.38
6.7800
6.7800
07.72 MH SGS 2031
1
T+0
1D
30.00
31.38
6.6500
6.6500
07.73 AP SGS 2032 23 MAR
1
T+0
1D
30.00
31.33
6.7000
6.7000
07.76 KA SDL 2027
1
T+0
1D
30.00
30.51
6.6500
6.6500
08.31 JH SDL 2029
1
T+0
1D
30.00
32.09
6.7000
6.7000
08.32 CG SDL 2026
1
T+0
1D
30.00
31.59
6.7000
6.7000
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.51
6.7000
6.7000
06.22 KL SDL 2027
1
T+0
1D
25.00
24.31
6.6500
6.6500
06.95 GJ SDL 2031
1
T+0
1D
25.00
25.30
6.6500
6.6500
07.14 KA SDL 2032
1
T+0
1D
25.00
25.57
6.6500
6.6500
07.15 KL SDL 2027
1
T+0
1D
25.00
25.75
6.7800
6.7800
07.26 GS 2033
1
T+0
1D
25.00
26.05
6.6500
6.6500
07.39 KL SGS 2034
1
T+0
1D
25.00
25.66
6.6500
6.6500
07.41 AR SGS 2034
1
T+0
1D
25.00
25.69
6.7000
6.7000
07.41 HP SGS 2036
1
T+0
1D
25.00
25.71
6.6500
6.6500
07.48 PN SGS 2037
1
T+0
1D
25.00
25.75
6.7000
6.7000
07.70 AP SGS 2029 06 DEC
1
T+0
1D
25.00
25.54
6.6500
6.6500
07.72 MH SGS 2035
1
T+0
1D
25.00
26.62
6.6500
6.6500
07.73 KA SGS 2034
1
T+0
1D
25.00
25.89
6.6500
6.6500
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
25.97
6.6500
6.6500
08.05 GJ SDL 2026
1
T+0
1D
25.00
25.42
6.6300
6.6300
08.42 KL SDL 2026
1
T+0
1D
25.00
26.30
6.7800
6.7800
08.43 JH SDL 2029
1
T+0
1D
25.00
26.75
6.6700
6.6700
08.71 UP SDL 2028
1
T+0
1D
25.00
26.70
6.6500
6.6500
GS06MAY2025C
1
T+0
1D
25.00
23.57
6.6500
6.6500
GS06MAY2026C
1
T+0
1D
25.00
21.93
6.6500
6.6500
GS06MAY2027C
1
T+0
1D
25.00
20.43
6.6500
6.6500
GS06NOV2024C
1
T+0
1D
25.00
24.39
6.6500
6.6500
GS06NOV2025C
1
T+0
1D
25.00
22.77
6.6500
6.6500
GS06NOV2026C
1
T+0
1D
25.00
21.16
6.6500
6.6500
GS06NOV2027C
1
T+0
1D
25.00
19.72
6.6500
6.6500
GS06NOV2028C
1
T+0
1D
25.00
18.36
6.6500
6.6500
GS15DEC2031C
1
T+0
1D
25.00
14.75
6.7100
6.7100
GS15JUN2031C
1
T+0
1D
25.00
15.28
6.7800
6.7800
GS16JUN2025C
1
T+0
1D
25.00
23.39
6.6500
6.6500
GS16JUN2029C
1
T+0
1D
25.00
17.74
6.7800
6.7800
GS30JUN2027C
1
T+0
1D
25.00
20.32
6.6500
6.6500
GS31DEC2027C
1
T+0
1D
25.00
19.63
6.7800
6.7800
GS15JUN2028C
1
T+0
1D
24.00
18.25
6.6500
6.6500
GS15DEC2025C
3
T+0
1D
22.00
19.89
6.7500
6.7500
08.19 RJ UDAY 2026
1
T+0
1D
21.00
21.37
6.7800
6.7800
06.58 KA SDL 2030
1
T+0
1D
20.00
19.39
6.6500
6.6500
06.92 UP SDL 2031
1
T+0
1D
20.00
19.87
6.6500
6.6500
06.99 TN SDL 2041
1
T+0
1D
20.00
19.47
6.6500
6.6500
07.20 MH SGS 2028
1
T+0
1D
20.00
20.07
6.6500
6.6500
07.41 RJ SGS 2034
1
T+0
1D
20.00
20.27
6.6500
6.6500
07.46 MP SDL 2027
1
T+0
1D
20.00
20.47
6.8000
6.8000
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.65
6.6500
6.6500
07.56 UP SDL 2027
1
T+0
1D
20.00
20.47
6.6500
6.6500
07.62 MH SDL 2030
1
T+0
1D
20.00
20.43
6.6500
6.6500
07.67 MP SGS 2033
1
T+0
1D
20.00
21.06
6.6500
6.6500
07.67 TS SGS 2035
1
T+0
1D
20.00
21.30
6.6500
6.6500
07.68 KA SGS 2034
1
T+0
1D
20.00
20.55
6.6500
6.6500
07.69 UP SGS 2035 25 JAN
1
T+0
1D
20.00
21.19
6.6500
6.6500
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.68
6.6500
6.6500
07.74 BR SGS 2039
1
T+0
1D
20.00
21.39
6.6500
6.6500
07.75 GJ SDL 2027
2
T+0
1D
20.00
20.34
6.7800
6.7345
07.76 MP SGS 2037 29 NOV
1
T+0
1D
20.00
20.86
6.6500
6.6500
07.95 GS 2032
1
T+0
1D
20.00
21.67
6.4000
6.4000
07.98 KA SDL 2025
1
T+0
1D
20.00
20.50
6.6500
6.6500
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.13
6.6500
6.6500
08.03 KA SDL 2028
1
T+0
1D
20.00
21.11
6.6500
6.6500
08.06 KA SDL 2025 11 FEB
1
T+0
1D
20.00
20.70
6.6500
6.6500
08.08 TN SDL 2028
1
T+0
1D
20.00
20.59
6.6500
6.6500
08.08 UP SDL 2025 11 FEB
1
T+0
1D
20.00
20.70
6.7800
6.7800
08.26 GS 2027
1
T+0
1D
20.00
21.35
6.3500
6.3500
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.90
6.7000
6.7000
08.30 RJ SDL 2026
1
T+0
1D
20.00
21.05
6.7000
6.7000
08.32 GS 2032
1
T+0
1D
20.00
22.26
6.2500
6.2500
08.40 OIL SPL 2026
1
T+0
1D
20.00
20.78
6.6500
6.6500
08.97 KL SDL 2024
1
T+0
1D
20.00
20.79
6.6500
6.6500
GS15DEC2027C
1
T+0
1D
20.00
15.75
6.7800
6.7800
GS17DEC2029C
1
T+0
1D
19.00
13.02
6.7800
6.7800
GS17JUN2029C
1
T+0
1D
19.00
13.48
6.7800
6.7800
GS15DEC2024C
1
T+0
1D
16.00
15.50
6.6500
6.6500
GS22AUG2024C
1
T+0
1D
16.00
15.83
6.6500
6.6500
GS22FEB2025C
1
T+0
1D
16.00
15.29
6.7500
6.7500
06.63 TN SDL 2035
1
T+0
1D
15.00
14.22
6.6500
6.6500
07.02 GS 2027
1
T+0
1D
15.00
15.11
6.7000
6.7000
07.38 TN SGS 2033
1
T+0
1D
15.00
15.15
6.6500
6.6500
07.40 GJ SGS 2027
1
T+0
1D
15.00
15.34
6.8000
6.8000
07.46 UP SGS 2039
1
T+0
1D
15.00
15.47
6.6500
6.6500
07.86 HR SDL 2032
1
T+0
1D
15.00
16.07
6.6500
6.6500
08.06 HR UDAY 2024
1
T+0
1D
15.00
15.58
6.7800
6.7800
08.21 HR UDAY 2025
1
T+0
1D
15.00
15.40
6.7800
6.7800
08.50 GJ SDL 2028
1
T+0
1D
15.00
15.77
6.6500
6.6500
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.69
6.7000
6.7000
182 DTB 22112024
1
T+0
1D
15.00
14.59
6.6500
6.6500
GS12MAR2025C
1
T+0
1D
15.00
14.29
6.7800
6.7800
GS12MAR2027C
1
T+0
1D
15.00
12.45
6.7800
6.7800
GS12SEP2026C
1
T+0
1D
15.00
12.89
6.7800
6.7800
08.44 RJ SDL 2028 07 MAR
2
T+0
1D
13.00
13.81
6.6500
6.6500
GS22FEB2029C
1
T+0
1D
13.00
9.43
6.7800
6.7800
GS17DEC2024C
1
T+0
1D
12.00
11.62
6.6500
6.6500
07.04 GS 2029
1
T+0
1D
10.00
10.07
6.7000
6.7000
07.71 GJ SDL 2027
1
T+0
1D
10.00
10.37
6.7000
6.7000
07.71 MH SGS 2033
1
T+0
1D
10.00
10.37
6.6500
6.6500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.18
6.7000
6.7000
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.15
6.7000
6.7000
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.50
6.7000
6.7000
08.54 BR SDL 2026
1
T+0
1D
10.00
10.51
6.7800
6.7800
GS06MAY2031C
1
T+0
1D
10.00
6.16
6.7800
6.7800
GS06NOV2031C
1
T+0
1D
10.00
5.95
6.7800
6.7800
GS12DEC2028C
1
T+0
1D
10.00
7.34
6.7800
6.7800
GS12JUN2028C
1
T+0
1D
10.00
7.60
6.7800
6.7800
GS15DEC2028C
1
T+0
1D
10.00
7.35
6.7800
6.7800
GS19MAR2027C
1
T+0
1D
10.00
8.29
6.7800
6.7800
07.06 GS 2046
1
T+0
1D
8.00
8.14
6.4000
6.4000
07.36 GS 2052
2
T+0
1D
7.00
7.40
6.5000
6.3571
06.64 GS 2035
2
T+0
1D
6.00
5.84
6.8000
6.7083
GS12SEP2024C
1
T+0
1D
6.00
5.91
6.6500
6.6500
06.45 GS 2029
1
T+0
1D
5.00
4.96
6.4000
6.4000
06.61 MP SDL 2035
1
T+0
1D
5.00
4.86
6.7000
6.7000
07.09 GJ SDL 2032
1
T+0
1D
5.00
5.06
6.6500
6.6500
07.19 GJ SDL 2027 25 JAN
1
T+0
1D
5.00
5.15
6.7000
6.7000
07.94 HR SDL 2034
1
T+0
1D
5.00
5.41
6.6700
6.6700
08.30 MP SDL 2026
1
T+0
1D
5.00
5.26
6.7000
6.7000
08.38 GJ SDL 2029
1
T+0
1D
5.00
5.35
6.6800
6.6800
08.51 HR SDL 2026
1
T+0
1D
5.00
5.25
6.7000
6.7000
06.19 GS 2034
1
T+0
1D
3.00
2.87
6.4500
6.4500
06.89 GS 2025
1
T+0
1D
2.00
2.06
6.6800
6.6800
07.16 GS 2050
1
T+0
1D
1.00
1.03
6.4000
6.4000
Total
518
53043.00
54190.98
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
364 DTB 12062025
1
T+0
1D
710.0000
665.5206
07.02 GS 2031
1
T+0
1D
522.0000
523.5451
07.32 GS 2030
1
T+0
1D
479.0000
490.1815
07.47 GJ SGS 2025
1
T+0
1D
335.0000
340.0225
364 DTB 24042025
1
T+0
1D
310.0000
292.9500
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
258.2457
08.34 UP SDL 2026
1
T+0
1D
240.0000
252.7888
06.20 RJ SDL 2026
1
T+0
1D
205.0000
206.8091
08.24 TN SDL 2025 09 SEP
1
T+0
1D
200.0000
207.1182
364 DTB 27032025
1
T+0
1D
185.0000
175.7500
08.69 TN SDL 2026
1
T+0
1D
29.0000
30.4855
Total
11
3465.0000
3443.4170
Jun 26 2024 2:14PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/270624
T+0
1D
6.50
6.73
6.44
6.61
6.53
944
391268.00
TREP/020724
T+0
6D
6.85
7.00
6.85
7.00
6.97
11
4550.00
TREP/010724
T+0
5D
6.85
6.97
6.85
6.95
6.93
8
2148.00
TREP/110724
T+0
15D
6.55
6.55
6.55
6.55
6.55
2
600.00
TREP/280624
T+0
2D
6.85
6.90
6.85
6.90
6.85
2
92.00
TREP/310724
T+0
35D
6.45
6.45
6.45
6.45
6.45
2
1000.00
TREP/040724
T+0
8D
6.85
6.90
6.85
6.90
6.88
2
1000.00
TREP/050724
T+0
9D
6.90
6.90
6.90
6.90
6.90
1
500.00
TREP/030724
T+0
7D
6.55
6.55
6.55
6.55
6.55
1
10.00
Total
973
401168.00
Jun 26 2024 2:15PM
Security Description
Trades
TTA
LTP
LTY
07.10 GS 2034
976
8930.0000
100.7425
6.9918
07.18 GS 2033
466
4695.0000
100.9400
7.0369
07.18 GS 2037
89
1240.0000
101.2100
7.0360
07.23 GS 2039
153
1115.0000
101.8900
7.0210
07.37 GS 2028
45
770.0000
101.3550
6.9974
07.26 GS 2033
36
610.0000
101.3300
7.0496
07.34 GS 2064
21
430.0000
103.4000
7.0820
07.32 GS 2030
40
335.0000
101.4300
7.0356
06.54 GS 2032
7
330.0000
97.0500
7.0493
06.68 GS 2031
24
315.0000
97.9800
7.0390
07.30 GS 2053
18
300.0000
103.1600
7.0426
06.19 GS 2034
29
285.0000
93.7000
7.0641
06.22 GS 2035
18
270.0000
93.8200
7.0494
07.25 GS 2063
10
255.0000
102.2000
7.0827
GOI FRB 2028
11
230.0000
100.1550
7.5792
07.50 GS 2034
14
210.0000
103.2200
7.0479
GOI FRB 2033
11
200.0000
102.1900
7.8639
08.24 GS 2033
12
165.0000
108.0500
7.0495
07.40 GS 2035
6
95.0000
102.6700
7.0493
07.36 GS 2052
4
80.0000
103.7500
7.0507
07.69 GS 2043
1
80.0000
106.7525
7.0393
07.06 GS 2046
6
55.0000
100.0800
7.0515
07.04 GS 2029
4
55.0000
100.2100
6.9873
07.40 GS 2062
1
40.0000
104.2700
7.0739
07.41 GS 2036
3
30.0000
103.0200
7.0420
07.62 GS 2039
1
30.0000
105.2525
7.0499
07.38 GS 2027
5
25.0000
101.0800
6.9716
08.28 GS 2032
3
20.0000
107.2300
7.0372
07.10 GS 2029
2
15.0000
100.3000
7.0218
07.46 GS 2073
2
15.0000
105.2000
7.0787
07.02 GS 2031
2
10.0000
100.1125
6.9988
07.10 GS 2034
8
6.9000
100.7800
6.9864
06.18 GS 2024
1
5.0000
99.7000
6.9213
06.99 GS 2051
1
5.0000
99.4200
7.0377
07.18 GS 2033
7
4.1000
100.9400
7.0369
06.45 GS 2029
1
3.0000
97.4000
7.0452
07.32 GS 2030
5
2.5000
101.4400
7.0336
07.23 GS 2039
2
1.0000
101.9000
7.0199
07.30 GS 2053
1
1.0000
103.1500
7.0434
07.50 GS 2034
1
1.0000
103.2000
7.0507
06.79 GS 2029
1
1.0000
98.9000
7.0347
07.18 GS 2037
2
0.6000
101.2100
7.0360
07.17 GS 2028
1
0.5000
100.4500
7.0227
07.06 GS 2046
1
0.3500
100.0000
7.0587
07.34 GS 2064
1
0.1000
103.5500
7.0710
07.89 TS SGS 2036
2
100.0000
104.3500
7.3457
07.95 TS SDL 2035
4
85.0000
104.5175
7.3454
07.43 MH SGS 2035
2
50.0000
100.6175
7.3435
07.40 MP SGS 2034
4
35.0000
100.4000
7.3421
07.38 GJ SGS 2030 28 JUN
2
30.0000
100.2400
7.3298
06.57 TN SDL 2031
1
30.0000
96.0200
7.3460
07.40 MH SGS 2036
1
25.0000
100.4000
7.3464
06.50 GJ SDL 2030 25 NOV
2
20.0000
95.8050
7.3301
07.48 KL SDL 2032
2
20.0000
100.7100
7.3603
07.62 UP SGS 2033
3
15.0000
101.8800
7.3409
07.86 HR SDL 2032
2
15.0000
103.1500
7.3327
07.42 RJ SGS 2032
2
10.0000
100.5000
7.3338
07.50 UP SGS 2035
1
10.0000
101.1500
7.3452
06.45 GJ SDL 2030 06 JAN
1
10.0000
95.9000
7.3661
07.14 KA SDL 2032
2
5.0000
99.0100
7.3122
07.03 MP SDL 2031
1
5.0000
98.5000
7.3168
07.15 AP SDL 2032
1
5.0000
98.9800
7.3233
07.63 BR SGS 2038
1
5.0000
102.3800
7.3598
06.63 MH SDL 2030
1
5.0000
96.3000
7.3721
06.98 TN SDL 2031 04 AUG
1
5.0000
98.0300
7.3390
07.36 RJ SGS 2033
1
5.0000
100.1200
7.3401
07.67 RJ SGS 2034
1
5.0000
102.2300
7.3404
07.40 MH SGS 2035
1
4.5000
100.4250
7.3398
07.69 KA SGS 2040
1
3.7700
103.2150
7.3392
07.34 RJ SGS 2034
2
3.2350
100.1800
7.3143
07.46 MH SGS 2035
2
2.9000
100.8625
7.3399
06.97 PN SDL 2039
1
1.5000
96.4500
7.3634
07.47 MH SGS 2034
2
1.0000
100.7000
7.3689
06.84 GJ SDL 2031 24 MAR
1
0.5000
97.1500
7.3813
06.99 TS SDL 2028
1
0.4000
98.8000
7.3437
06.78 MH SDL 2031
1
0.3000
96.7800
7.3815
07.00 MP SDL 2031
1
0.2500
98.7100
7.2359
08.16 GJ SDL 2028
1
0.0800
102.5000
7.4004
07.22 GJ SGS 2028
1
0.0800
99.6000
7.3368
07.20 MH SGS 2028
1
0.0260
99.5000
7.3466
364 DTB 27092024
2
650.0000
98.3149
6.8000
182 DTB 25072024
6
645.0000
99.4818
6.7900
364 DTB 18042025
4
350.0000
94.6816
6.9500
091 DTB 26092024
5
275.0000
98.3377
6.7800
364 DTB 24042025
5
200.0000
94.5719
6.9600
364 DTB 12062025
4
190.0000
93.7562
6.9450
364 DTB 29052025
5
185.0000
93.9869
6.9500
182 DTB 11072024
6
175.0000
99.7418
6.7500
182 DTB 18072024
1
170.0000
99.6109
6.7900
364 DTB 16012025
5
125.0000
96.2837
6.9400
364 DTB 05122024
1
125.0000
97.0422
6.9100
182 DTB 01082024
3
105.0000
99.3541
6.7800
364 DTB 25072024
1
105.0000
99.4818
6.7900
182 DTB 29082024
1
75.0000
98.8399
6.8000
364 DTB 10102024
1
75.0000
98.0786
6.8100
091 DTB 02082024
3
60.0000
99.3348
6.7900
091 DTB 19072024
4
35.0000
99.5948
6.7500
182 DTB 04072024
2
15.0000
99.8726
6.6500
364 DTB 27032025
1
10.0000
95.0857
6.9100
182 DTB 05092024
1
10.0000
98.7314
6.7000
364 DTB 11072024
1
5.0000
99.7437
6.7000
182 DTB 22082024
1
5.0000
98.9705
6.7800
364 DTB 19062025
1
5.0000
93.6607
6.9200
182 DTB 04072024
1
2.5000
99.8717
6.7000
182 DTB 08082024
1
1.0000
99.2293
6.7500
182 DTB 22082024
1
1.0000
98.9675
6.8000
182 DTB 25072024
1
0.5000
99.5045
6.4915
Total
2175
25380.5910
Reported Deals
Trades
TTA
LTP
LTY
07.73 UP SGS 2034
2
100.0000
102.8604
7.3300
07.75 UP SGS 2034
2
100.0000
103.0149
7.3300
07.95 TS SDL 2035
3
80.0000
104.4825
7.3500
07.43 MH SGS 2035
1
50.0000
100.6062
7.3450
07.34 WB SGS 2039
1
40.0000
100.4500
7.2901
06.57 TN SDL 2031
1
30.0000
96.1123
7.3275
07.17 GJ SDL 2027
1
30.0000
99.9642
7.1800
08.43 JH SDL 2029
1
25.0000
104.3900
7.3035
07.76 MP SGS 2037 29 NOV
1
20.0000
103.4525
7.3499
07.95 TS SDL 2035
1
15.0000
104.4825
7.3500
07.51 UP SGS 2040
2
10.0000
101.8360
7.3100
06.97 KL SDL 2031
1
5.0000
97.6800
7.3905
07.72 HR SGS 2032
1
5.0000
102.2553
7.3300
08.38 GJ SDL 2029
1
5.0000
104.1800
7.3026
07.33 HR SGS 2036
1
2.6800
100.0000
7.3300
07.43 MN SGS 2036
1
1.5000
100.6200
7.3496
07.38 RJ SGS 2033
1
1.5000
100.1900
7.3503
08.34 KA SDL 2029
1
1.1500
103.9000
7.3338
06.61 MP SDL 2035
1
1.1110
94.1320
7.3914
08.50 GJ SDL 2028
1
1.0000
104.5500
7.2749
07.83 TS SGS 2035
1
1.0000
103.2980
7.3913
07.46 UP SGS 2034
1
0.6480
100.3900
7.4006
08.35 JH SDL 2028
1
0.4250
103.6614
7.3700
364 DTB 27092024
6
1500.0000
98.3076
6.8300
091 DTB 26092024
2
1000.0000
98.3321
6.8034
091 DTB 04072024
1
160.0000
99.8700
6.7900
091 DTB 26092024
2
94.3020
98.3321
6.8034
091 DTB 25072024
1
55.0000
99.4818
6.7900
182 DTB 01112024
1
0.5000
97.7102
6.7351
GS06MAY2025C
1
35.0620
94.2654
7.0000
GS06MAY2031C
1
25.3640
62.1786
7.0496
GS06MAY2032C
1
25.3640
58.0166
7.0496
GS06MAY2033C
1
25.3640
54.1332
7.0496
GS06MAY2034C
1
25.3640
50.5097
7.0496
GS06MAY2035C
1
25.3640
47.1287
7.0496
GS06MAY2036C
1
25.3640
43.9741
7.0496
GS06MAY2037C
1
25.3640
41.0306
7.0496
GS06MAY2038C
1
25.3640
38.2842
7.0496
GS06MAY2039C
1
25.3640
35.7216
7.0496
GS06MAY2040C
1
25.3640
33.3305
7.0496
GS06MAY2041C
1
25.3640
31.0995
7.0496
GS06MAY2042C
1
25.3640
29.0178
7.0496
GS06MAY2043C
1
25.3640
27.0754
7.0496
GS06MAY2044C
1
25.3640
25.2631
7.0496
GS06MAY2045C
1
25.3640
23.5721
7.0496
GS06MAY2046C
1
25.3640
21.9942
7.0496
GS06MAY2047C
1
25.3640
20.5220
7.0496
GS06MAY2048C
1
25.3640
19.1484
7.0496
GS06MAY2049C
1
25.3640
17.8666
7.0496
GS06MAY2050C
1
25.3640
16.6707
7.0496
GS06MAY2051C
1
25.3640
15.5548
7.0496
GS06MAY2052C
1
25.3640
14.5136
7.0496
GS06MAY2053C
1
25.3640
13.5421
7.0496
GS06MAY2054C
1
25.3640
12.6357
7.0496
GS06MAY2055C
1
25.3640
11.7899
7.0496
GS06MAY2056C
1
25.3640
11.0007
7.0496
GS06MAY2057C
1
25.3640
10.2644
7.0496
GS06MAY2058C
1
25.3640
9.5773
7.0496
GS06MAY2059C
1
25.3640
8.9362
7.0496
GS06MAY2060C
1
25.3640
8.3381
7.0496
GS06MAY2061C
1
25.3640
7.7800
7.0496
GS06MAY2062C
1
25.3640
7.2592
7.0496
GS06MAY2063C
1
25.3640
6.7733
7.0496
GS06MAY2064C
1
25.3640
6.3199
7.0496
GS06MAY2065C
1
25.3640
5.8969
7.0496
GS06MAY2066C
1
25.3640
5.5022
7.0496
GS06MAY2067C
1
25.3640
5.1339
7.0496
GS06MAY2068C
1
25.3640
4.7902
7.0496
GS06MAY2069C
1
25.3640
4.4696
7.0496
GS06MAY2070C
1
25.3640
4.1704
7.0496
GS06NOV2031C
1
25.3640
60.0616
7.0496
GS06NOV2032C
1
25.3640
56.0412
7.0496
GS06NOV2033C
1
25.3640
52.2900
7.0496
GS06NOV2034C
1
25.3640
48.7899
7.0496
GS06NOV2035C
1
25.3640
45.5241
7.0496
GS06NOV2036C
1
25.3640
42.4769
7.0496
GS06NOV2037C
1
25.3640
39.6336
7.0496
GS06NOV2038C
1
25.3640
36.9807
7.0496
GS06NOV2039C
1
25.3640
34.5053
7.0496
GS06NOV2040C
1
25.3640
32.1957
7.0496
GS06NOV2041C
1
25.3640
30.0406
7.0496
GS06NOV2042C
1
25.3640
28.0298
7.0496
GS06NOV2043C
1
25.3640
26.1536
7.0496
GS06NOV2044C
1
25.3640
24.4029
7.0496
GS06NOV2045C
1
25.3640
22.7695
7.0496
GS06NOV2046C
1
25.3640
21.2454
7.0496
GS06NOV2047C
1
25.3640
19.8233
7.0496
GS06NOV2048C
1
25.3640
18.4964
7.0496
GS06NOV2049C
1
25.3640
17.2583
7.0496
GS06NOV2050C
1
25.3640
16.1031
7.0496
GS06NOV2051C
1
25.3640
15.0252
7.0496
GS06NOV2052C
1
25.3640
14.0195
7.0496
GS06NOV2053C
1
25.3640
13.0811
7.0496
GS06NOV2054C
1
25.3640
12.2055
7.0496
GS06NOV2055C
1
25.3640
11.3885
7.0496
GS06NOV2056C
1
25.3640
10.6262
7.0496
GS06NOV2057C
1
25.3640
9.9149
7.0496
GS06NOV2058C
1
25.3640
9.2512
7.0496
GS06NOV2059C
1
25.3640
8.6320
7.0496
GS06NOV2060C
1
25.3640
8.0542
7.0496
GS06NOV2061C
1
25.3640
7.5151
7.0496
GS06NOV2062C
1
25.3640
7.0120
7.0496
GS06NOV2063C
1
25.3640
6.5427
7.0496
GS06NOV2064C
1
25.3640
6.1047
7.0496
GS06NOV2065C
1
25.3640
5.6961
7.0496
GS06NOV2066C
1
25.3640
5.3148
7.0496
GS06NOV2067C
1
25.3640
4.9591
7.0496
GS06NOV2068C
1
25.3640
4.6271
7.0496
GS06NOV2069C
1
25.3640
4.3174
7.0496
GS06NOV2070C
1
25.3640
4.0284
7.0496
07.37 GS 2028
10
900.0000
101.3450
7.0001
07.10 GS 2034
12
730.0000
100.7400
6.9921
07.18 GS 2037
6
400.0000
101.2200
7.0348
07.26 GS 2033
5
400.0000
101.3400
7.0480
07.30 GS 2053
3
325.0000
103.0672
7.0500
07.54 GS 2036
3
305.0000
103.9900
7.0383
07.02 GS 2031
4
300.0000
100.1100
6.9993
06.19 GS 2034
2
250.0000
93.7626
7.0550
07.40 GS 2035
2
200.0000
102.7422
7.0400
07.25 GS 2063
3
170.0000
102.1350
7.0876
06.54 GS 2032
2
150.0000
97.0700
7.0458
07.63 GS 2059
1
130.0000
107.4942
7.0500
GOI FRB 2034
2
125.0000
100.1400
7.9394
07.46 GS 2073
2
100.0000
105.3962
7.0650
07.04 GS 2029
1
100.0000
100.2100
6.9873
07.59 GS 2026
1
95.0000
100.8710
6.9800
07.16 GS 2050
1
70.0000
101.3500
7.0451
07.40 GS 2062
1
60.0000
104.1425
7.0833
07.38 GS 2027
2
50.0000
101.0700
6.9753
07.57 GS 2033
1
45.0000
103.2575
7.0729
07.38 GS 2027
1
6.5000
101.0700
6.9753
06.95 GS 2061
1
2.0000
98.6000
7.0565
06.99 GS 2051
1
1.5000
99.4000
7.0394
07.18 GS 2037
5
0.5000
101.2100
7.0360
07.32 GS 2030
2
0.1100
101.4300
7.0356
06.27 RJ SDL 2026
2
387.8000
98.2953
7.1700
07.20 MH SDL 2027
3
385.0000
100.0436
7.1800
07.35 HR SDL 2026
1
195.0000
100.3467
7.1700
07.52 WB SGS 2039
2
165.0000
101.4759
7.3525
Total
204
11448.4080
Jun 26 2024 2:15PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4525
83.6100
83.4325
83.5700
83.4300
0.1400
R-SPOT
0.1000
0.2000
0.0000
0.1000
0.0000
0.1000
SPOT
83.4525
83.6175
83.4300
83.5700
83.4300
0.1400
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Market Liquidity Indicators
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Discussion Papers
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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