17:30 Jan 28, 2012
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Market Rates
As on Jan 28 2012 2:02PM
Indian Overnight Rates
CBLO
FX-Clear
CROMS
NDS-OM
NDS-CALL
Market
Open
High
Low
LTR
Volume (Crs.)
WAR
Prev. WAR
Prev. Vol (Crs.)
NDS-CALL
10.00
10.00
10.00
10.00
15.00
10.0000
9.0930
20813.30
CBLO
8.50
8.75
8.41
8.46
5886.60
8.5500
8.6858
23837.90
REPO (CROMS)
0.00
0.00
0.00
0.00
0.00
0.0000
8.7296
11986.86
CBLO ID
Sett. Type
Open
High
Low
LTY
WAR
Trades
Volume (Crs.)
CBLO/300112
T+0
8.50
8.75
8.41
8.46
8.55
124
5886.60
Total
124
5886.60
Tenor
Sett. Type
Maturity
Trades
TTA
LTR
WAR
31D
T + 0
28/02/2012
2
200.00
10.00
10.0000
O/N
T + 0
30/01/2012
1
15.00
9.50
9.5000
Total
3
215.00
'Prev. WAR' and 'Prev. Vol' pertain to the total market activity of the respective segment.
Notifications
Request For Proposal
RBI Notifications
Whats New
Statistics
CBLO Statistics as on Sat, Jan 28, 2012
FX-Clear Statistics as on Fri, Jan 27, 2012
Fx-Settlement Statistics as on Fri, Jan 27, 2012
G-Sec Sett Statistics as on Sat, Jan 28, 2012
MTM Prices as on Sat, Jan 28, 2012
ZCYC as on Fri, Jan 27, 2012
IRS/FRA Statistics as on Fri, Jan 27, 2012
FX-CLEAR registered its highest daily volume of USD 458.85 million on 28th December, 2011.
CDS Trade Repository of CCIL live & ready to take reportings of Market Makers. CDS Traded Data can be viewed under Market Today -> Derivatives -> CDS Market Watch
Highest Netting Factor recorded in the USD/INR Segment
Launch of CDS Trade Repository by CCIL
Market Repos in STRIPS instruments now facilitated on CROMS New Version implemented effective 08 Oct '11. Several other functionality enhancements also form part of the CROMS New Version.
FX-CLEAR registered its highest monthly volume of USD 6659.742 million during the month of September, 2011
Portfolio Compression run by CCIL for IRS market a huge success ! More than 94% compression achieved
On 19th April 2011, number of trades in CBLO have touched a new high of 896.
CBLO Segment - Proposal For Intra-Day MTM
Operationalisation of Electronic submission of Membership Review Form - Non-NDS Associate Members