13:57 May 14, 2024
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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
6.80
6.85
5.10
5.95
11228.95
6.76
6.72
9701.29
TREP
6.68
6.70
6.18
6.18
255440.25
6.61
6.70
314173.55
REPO
6.60
6.85
4.50
6.20
162880.06
6.67
6.69
173494.49
Money Market
429549.26
6.64
6.70
497369.33
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 14 2024 1:56PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
15/05/2024
232
11228.95
6.80
6.85
5.10
5.95
6.7644
15D
T + 0
29/05/2024
4
253.00
7.00
7.00
6.85
6.85
6.9449
45D
T + 0
28/06/2024
1
150.00
7.10
7.10
7.10
7.10
7.1000
2D
T + 0
16/05/2024
6
118.00
6.80
6.80
6.30
6.30
6.7195
7D
T + 0
21/05/2024
2
21.00
6.65
6.65
6.60
6.60
6.6143
Total
245
11770.95
May 14 2024 1:57PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
76
T+0
1D
19122.65
18636.73
6.2000
6.7039
CG LIQUID 5 TO 10 YR
82
T+0
1D
16602.56
16368.07
6.2500
6.6971
SG SECS UPTO 5YR
128
T+0
1D
14197.38
13921.22
6.2000
6.7542
TBILLS 91 DTB
26
T+0
1D
11361.87
11542.79
6.7300
6.7185
CG LIQUID 10 TO 20YR
58
T+0
1D
10680.68
10138.41
6.7000
6.7348
FRB
27
T+0
1D
10560.87
10401.15
6.7200
6.7225
TBILLS 182 DTB
23
T+0
1D
9453.89
9708.72
6.2500
6.7010
CG LIQUID 1 TO 3 YR
43
T+0
1D
5470.82
5440.39
6.2000
6.7141
CG LIQUID 3 TO 5 YR
38
T+0
1D
4156.81
4055.05
6.6000
6.7184
SG SECS ABV 5YR
24
T+0
1D
3277.90
3214.28
6.7200
6.7447
OIL BONDS
11
T+0
1D
2428.93
2391.31
6.7500
6.7535
CG LIQUID UPTO 1 YR
9
T+0
1D
1867.95
1831.79
6.1500
6.6427
CG STRIPS
26
T+0
1D
1802.87
2108.43
6.7000
6.7795
CG RESIDUAL
7
T+0
1D
1681.98
1654.23
6.7200
6.7384
TBILLS 364 DTB
8
T+0
1D
1273.97
1329.58
6.7300
6.7216
Total
586
113941.13
112742.15
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
61
T+0
1D
9209.00
9412.52
6.2000
6.4820
07.18 GS 2037
13
T+0
1D
3644.00
3731.42
6.7500
6.5451
07.10 GS 2034
28
T+0
1D
3471.00
3502.93
5.8000
5.4080
07.30 GS 2053
14
T+0
1D
3348.00
3487.29
6.6000
6.4688
08.20 OIL SP 2024SEP
4
T+0
1D
2000.00
2032.83
6.7400
6.7250
06.35 OIL SPL 2024
3
T+0
1D
1500.00
1528.53
6.7400
6.7467
07.38 GS 2027
7
T+0
1D
1335.00
1384.15
6.7000
6.7362
06.69 GS 2024
3
T+0
1D
1287.00
1318.99
6.7300
6.7262
07.10 GS 2029
7
T+0
1D
1110.00
1114.69
6.7800
6.6894
06.90 OIL SPL 2026
3
T+0
1D
1100.00
1112.92
6.7500
6.7527
07.46 MH SGS 2033
2
T+0
1D
1000.00
1016.69
6.7400
6.7350
07.06 GS 2028
8
T+0
1D
905.00
909.45
6.7000
6.6378
05.77 GS 2030
4
T+0
1D
706.00
671.13
6.7000
6.6992
07.32 GS 2030
6
T+0
1D
665.00
671.79
6.7500
6.7277
05.22 GS 2025
2
T+0
1D
570.00
571.43
6.7000
6.6939
07.42 MH SGS 2034
2
T+0
1D
520.00
526.35
6.7400
6.7423
07.26 GS 2032
2
T+0
1D
505.00
516.94
6.7300
6.7404
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
505.96
6.7300
6.7300
07.44 KA SGS 2033
1
T+0
1D
500.00
506.39
6.7300
6.7300
07.72 GS 2025
1
T+0
1D
500.00
521.48
6.7500
6.7500
06.83 TN SDL 2031 15 DEC
1
T+0
1D
498.00
496.08
6.7400
6.7400
07.37 GS 2028
4
T+0
1D
466.00
472.76
6.7800
6.6571
06.99 GS 2026
2
T+0
1D
420.00
421.57
6.7800
6.6171
07.25 GS 2063
4
T+0
1D
386.00
399.40
6.6500
6.6415
07.33 GS 2026
2
T+0
1D
340.00
342.87
6.7500
6.7500
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.88
6.7500
6.7500
07.54 AS SDL 2028
1
T+0
1D
300.00
307.59
6.7300
6.7300
06.94 CG SDL 2029
1
T+0
1D
275.00
272.80
6.7500
6.7500
07.27 GS 2026
4
T+0
1D
250.00
252.65
6.6000
6.6000
08.18 HR UDAY 2025
1
T+0
1D
210.00
218.94
6.7800
6.7800
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.71
6.7500
6.7500
07.36 KA SGS 2034
1
T+0
1D
200.00
201.96
6.7500
6.7500
07.84 MH SDL 2026
1
T+0
1D
200.00
207.16
6.7500
6.7500
07.96 MH SDL 2026
1
T+0
1D
200.00
208.29
6.7500
6.7500
09.15 GS 2024
1
T+0
1D
200.00
201.91
6.3300
6.3300
07.35 HR SDL 2026
1
T+0
1D
198.00
200.33
6.7500
6.7500
07.08 KA SDL 2026
1
T+0
1D
195.00
199.45
6.7500
6.7500
07.60 TN SGS 2031
1
T+0
1D
187.00
193.12
6.7500
6.7500
08.22 TN SDL 2025 13 MAY
1
T+0
1D
180.00
181.57
6.7800
6.7800
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
183.07
6.7500
6.7500
05.88 GJ SDL 2025
1
T+0
1D
174.00
173.11
6.7500
6.7500
07.21 GJ SDL 2027
1
T+0
1D
160.00
162.30
6.7500
6.7500
07.34 GS 2064
1
T+0
1D
150.00
153.15
6.5500
6.5500
07.95 FERT BND 2026
2
T+0
1D
149.00
153.25
6.8000
6.8000
08.25 MH SDL 2025 13 MAY
1
T+0
1D
140.00
141.26
6.7500
6.7500
08.51 MH SDL 2026
1
T+0
1D
140.00
144.86
6.7500
6.7500
06.97 GS 2026
3
T+0
1D
135.00
136.45
6.6000
6.6000
07.57 GS 2033
3
T+0
1D
115.00
122.03
6.6500
6.6109
07.23 GS 2039
4
T+0
1D
110.00
111.45
5.7500
5.8977
06.10 GS 2031
2
T+0
1D
105.00
101.19
6.5000
6.5000
07.26 GS 2033
2
T+0
1D
105.00
107.89
6.6500
6.6500
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.39
6.7500
6.7500
07.45 KA SGS 2037
1
T+0
1D
100.00
101.43
6.7500
6.7500
07.70 MH SGS 2034 08 NOV
1
T+0
1D
100.00
102.28
6.6900
6.6900
364 DTB 08052025
1
T+0
1D
100.00
93.38
6.7800
6.7800
08.00 OIL SPL 2026
2
T+0
1D
98.00
100.22
6.8000
6.8000
07.64 MH SGS 2032
1
T+0
1D
95.00
97.36
6.8000
6.8000
07.07 GJ SDL 2031
1
T+0
1D
90.00
89.89
6.7500
6.7500
07.48 UP SGS 2040
1
T+0
1D
90.00
91.42
6.7500
6.7500
07.41 UP SGS 2034
1
T+0
1D
85.00
87.68
6.8000
6.8000
07.52 WB SGS 2039
1
T+0
1D
80.00
81.50
6.7500
6.7500
364 DTB 30052024
1
T+0
1D
80.00
79.74
6.7800
6.7800
07.47 AP SGS 2037 08 MAY
1
T+0
1D
75.00
75.45
6.8000
6.8000
07.59 GS 2026
1
T+0
1D
75.00
77.53
6.7500
6.7500
07.63 KA SGS 2040
1
T+0
1D
75.00
78.81
6.7500
6.7500
07.73 KA SGS 2034
2
T+0
1D
75.00
79.22
6.8000
6.8000
08.72 KL SDL 2024
1
T+0
1D
75.00
75.73
6.7500
6.7500
07.46 KA SGS 2038
1
T+0
1D
65.00
65.97
6.8000
6.8000
07.46 AP SGS 2038 08 MAY
1
T+0
1D
62.00
62.31
6.8000
6.8000
GS12MAR2028C
2
T+0
1D
61.00
46.70
6.8000
6.8000
07.48 MH SGS 2042
1
T+0
1D
60.00
60.86
6.8000
6.8000
08.05 GJ SDL 2025 29 APR
1
T+0
1D
60.00
60.59
6.8000
6.8000
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.85
6.8000
6.8000
06.45 GS 2029
2
T+0
1D
55.00
53.82
6.6500
6.6500
07.45 MH SGS 2038 20 MAR
1
T+0
1D
55.00
55.77
6.8000
6.8000
08.15 GS 2026
1
T+0
1D
55.00
58.44
6.6000
6.6000
08.82 BR SDL 2026
1
T+0
1D
55.00
57.38
6.8000
6.8000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.45
6.8000
6.8000
05.70 MH SDL 2024
1
T+0
1D
50.00
50.21
6.8000
6.8000
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.47
6.7800
6.7800
06.54 GS 2032
1
T+0
1D
50.00
49.31
6.6500
6.6500
06.58 KA SDL 2030
1
T+0
1D
50.00
49.53
6.8000
6.8000
07.32 MH SGS 2032
1
T+0
1D
50.00
51.45
6.8000
6.8000
07.36 UK SGS 2026
1
T+0
1D
50.00
50.49
6.8000
6.8000
07.38 HR SGS 2035
1
T+0
1D
50.00
50.54
6.8000
6.8000
07.39 KL SGS 2034
1
T+0
1D
50.00
50.60
6.8000
6.8000
07.51 UP SGS 2038
1
T+0
1D
50.00
50.89
6.8000
6.8000
07.53 PN SGS 2037
1
T+0
1D
50.00
50.30
6.8000
6.8000
07.62 TS UDAY 2026
1
T+0
1D
50.00
50.93
6.7500
6.7500
07.72 HR SGS 2032
1
T+0
1D
50.00
51.52
6.8000
6.8000
08.27 KA SDL 2026
1
T+0
1D
50.00
52.08
6.8000
6.8000
08.36 MP SDL 2025
1
T+0
1D
50.00
51.94
6.7800
6.7800
08.39 MP SDL 2026
1
T+0
1D
50.00
52.05
6.8000
6.8000
08.43 JH SDL 2029
1
T+0
1D
50.00
52.89
6.8000
6.8000
09.01 MH SDL 2024
1
T+0
1D
50.00
51.05
6.8000
6.8000
09.11 MH SDL 2024
1
T+0
1D
50.00
52.14
6.8000
6.8000
07.05 MH SDL 2032
1
T+0
1D
45.00
44.37
6.8000
6.8000
07.48 UP SGS 2042
2
T+0
1D
45.00
45.69
6.8000
6.8000
07.52 HP SGS 2039
1
T+0
1D
45.00
45.84
6.8000
6.8000
08.87 TN SDL 2024
1
T+0
1D
45.00
45.59
6.8000
6.8000
08.96 TN SDL 2024
2
T+0
1D
45.00
46.50
6.8000
6.8000
GS19SEP2028C
1
T+0
1D
45.00
32.87
6.8000
6.8000
07.28 HR SDL 2026
1
T+0
1D
40.00
41.02
6.8000
6.8000
07.43 MH SGS 2036
1
T+0
1D
40.00
40.69
6.8000
6.8000
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.21
6.8000
6.8000
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.54
6.8000
6.8000
07.45 MH SGS 2039 22 MAR
1
T+0
1D
40.00
40.53
6.8000
6.8000
07.49 ML SGS 2027
1
T+0
1D
40.00
41.33
6.8000
6.8000
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.92
6.8000
6.8000
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.93
6.7500
6.7500
08.25 OD SDL 2025
1
T+0
1D
40.00
41.82
6.8000
6.8000
08.38 TN SDL 2026
1
T+0
1D
40.00
41.63
6.8000
6.8000
08.61 TN SDL 2027
1
T+0
1D
40.00
42.10
6.8000
6.8000
GS19DEC2033C
1
T+0
1D
40.00
20.44
6.8000
6.8000
GS19JUN2025C
1
T+0
1D
40.00
37.06
6.7500
6.7500
GS19JUN2033C
1
T+0
1D
40.00
21.18
6.8000
6.8000
GS06MAY2025C
1
T+0
1D
36.00
33.63
6.8000
6.8000
GS06MAY2029C
1
T+0
1D
36.00
25.43
6.8000
6.8000
GS06NOV2024C
1
T+0
1D
36.00
34.81
6.8000
6.8000
GS06NOV2029C
1
T+0
1D
36.00
24.57
6.8000
6.8000
GS19JUN2027C
1
T+0
1D
36.00
29.00
6.8000
6.8000
06.22 GS 2035
2
T+0
1D
35.00
32.99
6.3000
6.3857
07.22 MH SDL 2026
1
T+0
1D
35.00
35.02
6.8000
6.8000
07.40 MP SGS 2034
1
T+0
1D
35.00
36.08
6.8000
6.8000
07.46 UP SGS 2034
1
T+0
1D
35.00
35.69
6.8000
6.8000
07.86 HR SDL 2032
1
T+0
1D
35.00
37.02
6.8000
6.8000
07.77 AP SGS 2035
1
T+0
1D
33.00
35.10
6.8500
6.8500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.82
6.7800
6.7800
08.23 GOI FCI 2027
1
T+0
1D
32.00
33.35
6.8400
6.8400
GS06NOV2025C
1
T+0
1D
32.00
28.87
6.8000
6.8000
06.18 GS 2024
1
T+0
1D
30.00
29.92
6.5500
6.5500
06.86 KL SDL 2035
1
T+0
1D
30.00
29.05
6.8000
6.8000
07.40 GS 2062
1
T+0
1D
30.00
31.05
6.6500
6.6500
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.42
6.8000
6.8000
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.46
6.8000
6.8000
07.48 RJ SGS 2037
1
T+0
1D
30.00
30.50
6.8000
6.8000
07.48 UP SGS 2044
1
T+0
1D
30.00
30.45
6.8000
6.8000
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.51
6.8000
6.8000
07.65 RJ SDL 2027 29 NOV
1
T+0
1D
30.00
31.31
6.8000
6.8000
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.81
6.8200
6.8200
07.72 MH SGS 2031
1
T+0
1D
30.00
31.00
6.8000
6.8000
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.85
6.8000
6.8000
08.15 MH SDL 2025
1
T+0
1D
30.00
31.48
6.8000
6.8000
08.26 GS 2027
1
T+0
1D
30.00
31.69
6.5500
6.5500
08.31 JH SDL 2029
1
T+0
1D
30.00
31.72
6.8000
6.8000
08.32 CG SDL 2026
1
T+0
1D
30.00
31.28
6.8000
6.8000
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.20
6.7800
6.7800
08.17 JH SDL 2025 26 NOV
1
T+0
1D
29.00
30.44
6.8000
6.8000
08.29 TN SDL 2025 29 JUL
1
T+0
1D
28.00
28.98
6.8000
6.8000
GS15JUN2025C
1
T+0
1D
27.00
25.04
6.8000
6.8000
06.22 KL SDL 2027
1
T+0
1D
25.00
24.81
6.8000
6.8000
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.98
6.8000
6.8000
07.15 KL SDL 2027
1
T+0
1D
25.00
25.48
6.8000
6.8000
07.17 GS 2030
1
T+0
1D
25.00
25.17
6.8000
6.8000
07.27 KA SDL 2026
1
T+0
1D
25.00
25.63
6.8000
6.8000
07.36 GS 2052
2
T+0
1D
25.00
25.73
6.6500
6.6160
07.37 KA SGS 2037
1
T+0
1D
25.00
25.22
6.8000
6.8000
07.41 AR SGS 2034
1
T+0
1D
25.00
25.33
6.8200
6.8200
07.41 HP SGS 2036
1
T+0
1D
25.00
25.32
6.8000
6.8000
07.59 KA SDL 2027 29 MAR
1
T+0
1D
25.00
25.38
6.8000
6.8000
07.62 UP SDL 2027
1
T+0
1D
25.00
25.62
6.8000
6.8000
07.62 UP SGS 2035
1
T+0
1D
25.00
26.01
6.8200
6.8200
07.72 MH SGS 2035
1
T+0
1D
25.00
26.24
6.8000
6.8000
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.55
6.8000
6.8000
07.76 MP SGS 2037 29 NOV
1
T+0
1D
25.00
26.62
6.8000
6.8000
07.88 CG SDL 2027
1
T+0
1D
25.00
25.65
6.8000
6.8000
08.05 GJ SDL 2026
1
T+0
1D
25.00
26.16
6.8000
6.8000
08.17 GS 2044
1
T+0
1D
25.00
28.53
6.6500
6.6500
08.17 WB SDL 2025 27 MAY
2
T+0
1D
25.00
26.15
6.7000
6.7600
08.24 GS 2033
2
T+0
1D
25.00
26.90
6.6500
6.6500
08.28 GJ SDL 2029 13 FEB
1
T+0
1D
25.00
26.40
6.8200
6.8200
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.84
6.8200
6.8200
08.42 KL SDL 2026
1
T+0
1D
25.00
26.04
6.8000
6.8000
08.44 JH SDL 2029
1
T+0
1D
25.00
26.50
6.8000
6.8000
GS15JUN2028C
1
T+0
1D
25.00
18.79
6.8000
6.8000
GS16JUN2029C
1
T+0
1D
25.00
17.54
6.8000
6.8000
GS30JUN2027C
1
T+0
1D
25.00
20.10
6.8000
6.8000
GS31DEC2027C
1
T+0
1D
25.00
19.40
6.8000
6.8000
07.54 AS SGS 2034
1
T+0
1D
23.00
23.28
6.8000
6.8000
GS15DEC2025C
1
T+0
1D
22.00
19.70
6.8000
6.8000
08.19 RJ UDAY 2026
1
T+0
1D
21.00
22.01
6.8000
6.8000
06.69 MP SDL 2025
1
T+0
1D
20.00
20.11
6.8000
6.8000
06.92 UP SDL 2031
1
T+0
1D
20.00
19.62
6.8000
6.8000
06.99 TN SDL 2041
1
T+0
1D
20.00
19.81
6.7500
6.7500
07.20 MH SGS 2028
1
T+0
1D
20.00
20.56
6.8200
6.8200
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.62
6.8000
6.8000
07.46 ML SGS 2034
1
T+0
1D
20.00
20.25
6.8200
6.8200
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.28
6.8000
6.8000
07.50 UP SGS 2035
1
T+0
1D
20.00
20.50
6.8000
6.8000
07.51 AP SDL 2037
1
T+0
1D
20.00
20.41
6.8000
6.8000
07.52 GA SGS 2039
1
T+0
1D
20.00
20.37
6.8200
6.8200
07.52 RJ SGS 2044
1
T+0
1D
20.00
20.36
6.8200
6.8200
07.58 RJ SDL 2026
1
T+0
1D
20.00
20.49
6.8000
6.8000
07.61 TN SDL 2027
1
T+0
1D
20.00
20.48
6.8200
6.8200
07.62 MH SDL 2030
1
T+0
1D
20.00
20.94
6.8000
6.8000
07.64 UP SDL 2027
1
T+0
1D
20.00
20.33
6.8000
6.8000
07.65 UP SGS 2034
1
T+0
1D
20.00
20.94
6.8000
6.8000
07.68 KA SGS 2034
1
T+0
1D
20.00
21.01
6.8000
6.8000
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.44
6.8000
6.8000
07.75 GJ SDL 2027
1
T+0
1D
20.00
20.88
6.8000
6.8000
07.76 MP SDL 2027
1
T+0
1D
20.00
20.51
6.8200
6.8200
07.98 KA SDL 2025
1
T+0
1D
20.00
20.30
6.8000
6.8000
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.75
6.8000
6.8000
08.06 KA SDL 2025 11 FEB
1
T+0
1D
20.00
20.51
6.8200
6.8200
08.08 TN SDL 2028
1
T+0
1D
20.00
21.16
6.8200
6.8200
08.08 UP SDL 2025 11 FEB
1
T+0
1D
20.00
20.51
6.8000
6.8000
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.70
6.8000
6.8000
08.30 RJ SDL 2026
1
T+0
1D
20.00
20.84
6.8000
6.8000
08.36 MH SDL 2026
1
T+0
1D
20.00
20.81
6.8000
6.8000
08.40 OIL SPL 2026
1
T+0
1D
20.00
20.58
6.8000
6.8000
08.97 KL SDL 2024
1
T+0
1D
20.00
20.61
6.8200
6.8200
GS15JUN2024C
1
T+0
1D
20.00
19.88
6.8000
6.8000
GS17DEC2029C
1
T+0
1D
19.00
12.87
6.8000
6.8000
GS17JUN2029C
1
T+0
1D
19.00
13.33
6.8000
6.8000
06.84 BR SDL 2030
1
T+0
1D
15.00
15.00
6.8000
6.8000
07.41 GS 2036
2
T+0
1D
15.00
15.75
6.6000
6.6000
07.46 AP SGS 2041
1
T+0
1D
15.00
15.17
6.8000
6.8000
07.46 UP SGS 2039
1
T+0
1D
15.00
15.21
6.8000
6.8000
07.49 MH SGS 2030
1
T+0
1D
15.00
15.17
6.8000
6.8000
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.39
6.8000
6.8000
07.57 GJ SGS 2032
1
T+0
1D
15.00
15.52
6.8000
6.8000
07.74 TN SDL 2027
1
T+0
1D
15.00
15.37
6.8000
6.8000
07.86 RJ SDL 2027
1
T+0
1D
15.00
15.68
6.8200
6.8200
08.06 HR UDAY 2024
1
T+0
1D
15.00
15.45
6.8000
6.8000
08.21 HR UDAY 2025
1
T+0
1D
15.00
15.26
6.8000
6.8000
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.53
6.8500
6.8500
09.14 KA SDL 2024
1
T+0
1D
15.00
15.64
6.8000
6.8000
GS12MAR2027C
1
T+0
1D
15.00
12.32
6.8000
6.8000
05.63 GS 2026
2
T+0
1D
14.00
13.71
6.2500
6.5000
GS22APR2025C
2
T+0
1D
14.00
13.11
6.8000
6.8000
GS22APR2027C
1
T+0
1D
14.00
11.41
6.8000
6.8000
GS22APR2028C
1
T+0
1D
14.00
10.63
6.8000
6.8000
GS22APR2029C
1
T+0
1D
14.00
9.92
6.8000
6.8000
GS22APR2030C
1
T+0
1D
14.00
9.26
6.8000
6.8000
GS22OCT2024C
1
T+0
1D
14.00
13.58
6.8000
6.8000
GS22OCT2025C
1
T+0
1D
14.00
12.67
6.8000
6.8000
GS22OCT2027C
1
T+0
1D
14.00
11.01
6.8000
6.8000
GS22OCT2028C
1
T+0
1D
14.00
10.27
6.8000
6.8000
GS22OCT2029C
1
T+0
1D
14.00
9.58
6.8000
6.8000
GS22OCT2030C
1
T+0
1D
14.00
8.94
6.8000
6.8000
GS22FEB2029C
1
T+0
1D
13.00
9.31
6.8000
6.8000
GS22OCT2026C
1
T+0
1D
13.00
10.97
6.8000
6.8000
GS17DEC2024C
1
T+0
1D
12.00
11.51
6.8000
6.8000
GS17JUN2024C
1
T+0
1D
12.00
11.93
6.8000
6.8000
07.16 GS 2050
1
T+0
1D
11.00
11.07
6.0000
6.0000
GS06MAY2030C
1
T+0
1D
11.00
7.25
6.8000
6.8000
GS06NOV2030C
1
T+0
1D
11.00
7.00
6.8000
6.8000
GS22APR2026C
1
T+0
1D
11.00
9.61
6.8000
6.8000
07.15 TN SDL 2027
1
T+0
1D
10.00
10.28
6.8000
6.8000
07.17 GS 2028
1
T+0
1D
10.00
10.28
6.8400
6.8400
07.40 GS 2035
1
T+0
1D
10.00
10.32
6.5000
6.5000
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.8500
6.8500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.49
6.8500
6.8500
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.8500
6.8500
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.41
6.7500
6.7500
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.39
6.8000
6.8000
08.48 RJ SDL 2026
2
T+0
1D
10.00
10.40
6.8000
6.8000
08.54 BR SDL 2026
1
T+0
1D
10.00
10.41
6.8000
6.8000
GS12DEC2028C
2
T+0
1D
10.00
7.26
6.8000
6.8000
GS12JUN2028C
1
T+0
1D
10.00
7.52
6.8000
6.8000
GS15DEC2028C
2
T+0
1D
10.00
7.26
6.8000
6.8000
GS19MAR2027C
1
T+0
1D
10.00
8.20
6.8000
6.8000
09.01 KA SDL 2024
2
T+0
1D
9.00
9.33
6.8000
6.8000
07.06 GS 2046
1
T+0
1D
8.00
7.93
6.5000
6.5000
07.72 GS 2049
1
T+0
1D
6.00
6.55
6.5000
6.5000
05.85 GS 2030
1
T+0
1D
5.00
4.81
6.6500
6.6500
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.99
6.8300
6.8300
07.54 GS 2036
1
T+0
1D
5.00
5.34
6.2500
6.2500
07.96 MH SDL 2025
1
T+0
1D
5.00
5.07
6.8000
6.8000
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.8400
6.8400
08.28 GS 2027
1
T+0
1D
5.00
5.23
6.5000
6.5000
08.30 MP SDL 2026
1
T+0
1D
5.00
5.21
6.8400
6.8400
08.51 HR SDL 2026
1
T+0
1D
5.00
5.20
6.7800
6.7800
05.15 GS 2025
1
T+0
1D
4.00
3.90
6.5500
6.5500
05.79 GS 2030
1
T+0
1D
3.00
2.81
6.5500
6.5500
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.8400
6.8400
06.99 GS 2051
1
T+0
1D
2.00
2.01
6.5000
6.5000
Total
467
48196.00
48905.09
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
1
T+0
1D
476.0000
480.8568
182 DTB 22082024
1
T+0
1D
400.0000
392.4400
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.7177
05.74 GS 2026
2
T+0
1D
260.0000
259.8090
07.10 GS 2034
1
T+0
1D
250.0000
252.3000
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.7140
08.34 UP SDL 2026
1
T+0
1D
240.0000
250.3036
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.8598
07.73 UP SGS 2035
1
T+0
1D
125.0000
132.9044
182 DTB 07112024
1
T+0
1D
95.0000
91.8555
06.79 GS 2027
1
T+0
1D
25.0000
25.6240
08.69 TN SDL 2026
1
T+0
1D
21.0000
21.8565
07.40 GS 2062
1
T+1
89D
600.0000
621.0667
Total
14
3277.0000
3330.3080
May 14 2024 1:56PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/150524
T+0
1D
6.68
6.70
6.18
6.18
6.61
657
255440.25
TREP/210524
T+0
7D
6.70
6.73
6.70
6.73
6.71
2
376.00
TREP/160524
T+0
2D
6.55
6.55
6.55
6.55
6.55
1
100.00
Total
660
255916.25
May 14 2024 1:57PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
1343
13610.0000
100.4750
7.1067
07.10 GS 2034
651
6245.0000
100.2950
7.0567
07.32 GS 2030
136
2375.0000
101.0625
7.1127
07.23 GS 2039
110
1160.0000
100.8825
7.1320
07.30 GS 2053
86
1030.0000
101.4500
7.1797
07.25 GS 2063
35
760.0000
100.6350
7.2006
07.37 GS 2028
39
595.0000
101.0400
7.0910
07.38 GS 2027
21
470.0000
100.7550
7.1005
07.18 GS 2037
61
460.0000
100.3000
7.1427
07.34 GS 2064
28
315.0000
101.8900
7.1949
07.33 GS 2026
4
250.0000
100.5675
7.0723
07.10 GS 2029
26
230.0000
99.9425
7.1121
07.06 GS 2028
19
140.0000
99.8600
7.0988
05.74 GS 2026
11
125.0000
96.9975
7.0713
07.46 GS 2073
7
125.0000
103.4200
7.2057
07.26 GS 2032
6
125.0000
100.7800
7.1310
08.24 GS 2033
3
110.0000
107.5200
7.1351
07.40 GS 2035
4
85.0000
101.9000
7.1503
07.41 GS 2036
5
55.0000
102.1000
7.1530
07.17 GS 2028
3
55.0000
100.1600
7.1153
08.24 GS 2027
2
50.0000
102.7200
7.1260
06.80 GS 2060
1
50.0000
94.8200
7.2028
06.95 GS 2061
1
50.0000
96.7400
7.2018
07.54 GS 2036
1
50.0000
103.1000
7.1509
07.26 GS 2033
1
50.0000
100.8200
7.1297
06.67 GS 2050
8
40.0000
93.8000
7.1958
06.10 GS 2031
7
40.0000
94.3275
7.1232
GOI FRB 2028
3
35.0000
99.9600
7.6915
06.64 GS 2035
1
35.0000
96.1900
7.1422
06.95 GS 2061
3
21.3980
96.5000
7.2209
07.17 GS 2030
3
20.0000
100.2100
7.1242
07.16 GS 2050
3
15.0000
99.6700
7.1869
06.80 GS 2060
1
12.4300
94.8200
7.2028
07.32 GS 2030
9
11.1000
101.0500
7.1152
06.67 GS 2035
2
10.0000
96.2875
7.1456
GOI FRB 2034
1
10.0000
99.9600
8.0236
07.40 GS 2035
2
9.9250
101.9000
7.1503
07.18 GS 2033
15
7.5520
100.4875
7.1048
05.63 GS 2026
1
5.0000
97.4800
7.0605
05.22 GS 2025
1
5.0000
98.1075
7.0591
06.62 GS 2051
1
3.0000
93.2000
7.1902
07.23 GS 2039
1
2.5000
100.9500
7.1246
07.25 GS 2063
4
2.1500
100.7000
7.1956
07.18 GS 2037
3
1.3870
100.3100
7.1416
07.30 GS 2053
4
1.1000
101.4000
7.1838
07.10 GS 2034
3
1.1000
100.2900
7.0574
06.64 GS 2035
1
1.0350
96.1900
7.1422
07.16 GS 2050
1
1.0000
99.6000
7.1929
07.37 GS 2028
1
0.5450
100.9500
7.1148
08.33 GS 2026
1
0.2500
102.2000
7.1993
06.89 GS 2025
1
0.0240
99.9000
7.0248
07.71 AP SGS 2036
3
200.0000
102.0700
7.4399
07.53 AP SGS 2036
3
200.0000
100.7000
7.4400
08.38 GJ SDL 2029
1
50.0000
103.7875
7.4202
07.52 UP SGS 2039
3
40.0000
100.5650
7.4550
07.82 RJ SGS 2032
1
30.0000
102.2000
7.4639
07.54 AS SGS 2034
2
10.0000
100.6000
7.4530
07.44 KA SGS 2034
1
5.0000
100.1200
7.4201
08.53 RJ SDL 2028
1
4.5000
103.7500
7.4864
07.64 AP SGS 2031
1
2.5000
100.8000
7.4824
06.95 HR SDL 2033
1
2.5000
96.6200
7.4698
07.41 KA SGS 2036
2
2.0000
99.9700
7.4118
07.49 BR SGS 2039
1
1.4520
99.8900
7.5005
07.87 TN SDL 2033
1
1.2900
102.5500
7.4781
07.05 JH SDL 2030
1
0.4000
98.0400
7.4703
06.87 BR SDL 2030 24 NOV
1
0.0050
96.1000
7.6395
091 DTB 16052024
2
230.0000
99.9812
6.8500
182 DTB 16052024
4
120.0000
99.9812
6.8600
091 DTB 06062024
1
100.0000
99.5888
6.8500
091 DTB 13062024
1
90.0000
99.4548
6.9000
091 DTB 27062024
3
75.0000
99.1937
6.9000
182 DTB 30052024
1
40.0000
99.7193
6.8500
091 DTB 08082024
1
5.0000
98.3960
7.0000
364 DTB 11042025
1
5.0000
94.0309
7.0001
182 DTB 25072024
1
2.0000
98.6756
6.9000
091 DTB 30052024
1
2.0000
99.7234
6.7500
182 DTB 26092024
1
0.3000
97.5574
6.8200
Total
2725
30080.4430
Reported Deals
Trades
TTA
LTP
LTY
GS19JUN2033C
1
40.8800
52.0512
7.3100
07.18 GS 2033
2
300.0000
100.4600
7.1089
07.37 GS 2028
1
200.0000
101.0300
7.0936
08.28 GS 2027
1
190.0000
103.3813
7.1225
07.18 GS 2037
2
180.0000
100.2650
7.1469
07.10 GS 2034
2
105.0000
100.2875
7.0577
07.38 GS 2027
2
100.0000
100.7400
7.1059
07.25 GS 2063
3
65.0000
100.5444
7.2075
07.23 GS 2039
2
50.0000
100.8400
7.1366
07.06 GS 2028
1
25.0000
99.8400
7.1048
07.30 GS 2053
1
25.0000
101.3241
7.1900
07.33 GS 2026
1
25.0000
100.5700
7.0712
08.15 GS 2026
1
25.0000
102.4000
7.0936
06.99 GS 2026
1
20.0000
99.8650
7.0619
06.62 GS 2051
1
5.0000
93.2500
7.1857
06.68 GS 2031
1
5.0000
97.4400
7.1318
06.62 GS 2051
1
2.0000
93.2500
7.1857
07.16 GS 2050
1
2.0000
99.6600
7.1878
07.18 GS 2033
2
1.1000
100.4400
7.1119
07.30 GS 2053
1
0.0260
101.4500
7.1797
06.95 GS 2061
1
0.0190
96.6000
7.2129
07.76 MP SGS 2037 01 NOV
5
500.0000
102.7729
7.4300
07.52 UP SGS 2039
4
450.0000
100.7885
7.4300
07.50 TN SGS 2054
1
150.0000
100.8222
7.4300
07.52 WB SGS 2039
1
141.9110
100.7885
7.4300
07.76 AP SGS 2037
1
140.0000
102.7729
7.4300
05.95 TN SDL 2025
1
114.9950
98.7641
7.2600
07.54 AS SGS 2034
1
100.0000
100.6000
7.4530
07.85 PN SDL 2032
1
88.4790
102.4011
7.4500
07.55 PN SGS 2032
1
86.4430
100.5843
7.4500
05.75 TN SDL 2025
1
77.5000
98.5192
7.2600
07.45 MH SGS 2038 20 MAR
2
50.0000
100.1139
7.4350
07.75 TS SGS 2037
1
50.0000
102.6887
7.4300
08.27 HR SDL 2025 13 MAY
1
45.0000
100.9516
7.2600
08.20 GJ SDL 2025 24 JUN
1
40.7460
100.9715
7.2600
08.25 MH SDL 2025 10 JUN
1
35.0000
100.9925
7.2600
07.14 KA SDL 2032
4
30.0000
98.3722
7.4200
07.48 UP SGS 2040
1
30.0000
100.1469
7.4625
07.45 KA SGS 2035
1
30.0000
100.0960
7.4350
07.49 TN SGS 2034
1
25.0000
100.4100
7.4299
07.59 KA SDL 2027 15 FEB
1
25.0000
100.5585
7.3550
07.20 GJ SDL 2027
1
25.0000
99.5572
7.3600
07.81 GJ SGS 2032
1
15.0000
102.3970
7.4200
07.33 MH SGS 2031
2
10.0000
99.5081
7.4200
06.98 TN SDL 2031 14 JUL
1
5.0000
97.5747
7.4200
08.20 GJ SDL 2025 24 JUN
1
5.0000
100.9715
7.2600
08.87 UP UDAY 2028
1
0.8000
104.4600
7.4997
08.41 RJ SDL SPL 2028
1
0.3000
103.3700
7.4984
08.08 TS UDAY 2029
1
0.3000
102.2900
7.4998
07.78 TN UDAY 2032
1
0.3000
101.6100
7.4998
091 DTB 13062024
2
225.0000
99.4508
6.9500
182 DTB 08082024
1
200.0000
98.3960
7.0000
182 DTB 12092024
1
200.0000
97.7410
7.0300
182 DTB 29082024
1
200.0000
98.0007
7.0250
182 DTB 11072024
1
0.5000
98.9263
6.9500
Total
76
4463.2990
May 14 2024 1:57PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5150
83.5250
83.5100
83.5200
83.5100
0.0100
R-SPOT
0.1500
0.2000
0.1500
0.2000
-0.1000
0.3000
SPOT
83.5150
83.5225
83.5100
83.5200
83.5100
0.0100
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Market Liquidity Indicators
Notifications
Discussion Papers
Request For Proposal
RBI Notifications
FPI Debt (GSec) Utilisation Status
GST Registration Details
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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