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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
6.75
6.85
5.80
6.05
9143.94
6.75
6.73
10213.83
TREP
6.68
6.80
6.25
6.58
314173.55
6.70
6.71
299050.05
REPO
6.10
6.85
4.00
6.35
173494.49
6.69
6.67
164279.93
Money Market
496811.98
6.70
6.69
473543.81
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 13 2024 4:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
14/05/2024
222
9143.94
6.75
6.85
5.80
6.05
6.7466
15D
T + 0
28/05/2024
7
372.50
7.00
7.00
6.50
6.50
6.9621
18D
T + 0
31/05/2024
1
100.00
6.95
6.95
6.95
6.95
6.9500
45D
T + 0
27/06/2024
1
65.00
7.10
7.10
7.10
7.10
7.1000
2D
T + 0
15/05/2024
4
31.75
6.20
6.72
6.20
6.35
6.5144
3D
T + 0
16/05/2024
3
30.00
6.30
6.70
6.30
6.35
6.5858
4D
T + 0
17/05/2024
2
25.00
6.40
6.40
6.25
6.25
6.3400
8D
T + 0
21/05/2024
3
8.00
6.35
6.35
6.24
6.24
6.3088
11D
T + 0
24/05/2024
1
2.50
6.70
6.70
6.70
6.70
6.7000
Total
244
9778.69
May 13 2024 2:31PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
86
T+0
1D
21806.51
21593.68
6.7500
6.7348
CG LIQUID ABV 20 YR
60
T+0
1D
17333.69
16896.82
6.7500
6.7374
TBILLS 182 DTB
29
T+0
1D
12012.91
12348.36
6.7200
6.7276
SG SECS UPTO 5YR
105
T+0
1D
11867.49
11644.26
6.8200
6.7620
CG LIQUID 10 TO 20YR
55
T+0
1D
11688.71
11114.28
6.7500
6.7343
FRB
30
T+0
1D
11519.83
11343.13
6.7500
6.7299
TBILLS 91 DTB
26
T+0
1D
11297.88
11480.36
6.7300
6.7290
CG LIQUID 1 TO 3 YR
47
T+0
1D
6652.78
6622.85
6.7800
6.7293
OIL BONDS
18
T+0
1D
5628.92
5550.58
6.7800
6.7619
CG LIQUID 3 TO 5 YR
30
T+0
1D
5254.86
5096.73
6.7500
6.7230
SG SECS ABV 5YR
41
T+0
1D
2858.82
2812.17
6.8200
6.7644
CG STRIPS
26
T+0
1D
1793.90
2108.12
6.8100
6.7709
TBILLS 364 DTB
9
T+0
1D
1539.95
1612.83
6.7300
6.7235
CG LIQUID UPTO 1 YR
4
T+0
1D
1156.97
1132.89
6.7300
6.7336
CG RESIDUAL
3
T+0
1D
176.99
163.43
6.8100
6.8193
CG LIQUID 3 TO 5 YR
1
T+0
30D
29.99
28.66
7.0000
7.0000
CG LIQUID 5 TO 10 YR
2
T+0
9D
999.99
991.80
6.8500
6.8500
Total
572
123620.19
122540.95
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
64
T+0
1D
8735.00
8919.31
6.3500
6.4410
07.18 GS 2037
24
T+0
1D
3934.00
4023.85
6.5500
6.4986
07.30 GS 2053
19
T+0
1D
3157.00
3282.33
6.5500
6.5239
07.10 GS 2034
29
T+0
1D
3086.00
3111.47
6.0000
5.5755
06.90 OIL SPL 2026
5
T+0
1D
2100.00
2124.20
6.7600
6.7562
07.46 MH SGS 2033
4
T+0
1D
1990.00
2021.51
6.7400
6.7350
06.35 OIL SPL 2024
4
T+0
1D
1720.00
1752.33
6.7500
6.7500
07.38 GS 2027
7
T+0
1D
1345.00
1393.91
6.7200
6.7338
06.69 GS 2024
3
T+0
1D
1287.00
1318.72
6.7300
6.7300
07.89 GJ SDL 2025
2
T+0
1D
655.00
684.11
6.7300
6.7379
07.10 GS 2029
7
T+0
1D
585.00
587.18
6.7500
6.6517
05.22 GS 2025
2
T+0
1D
570.00
571.26
6.7200
6.7114
05.77 GS 2030
3
T+0
1D
506.00
479.70
6.7200
6.7183
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
505.52
6.7200
6.7200
07.44 KA SGS 2033
1
T+0
1D
500.00
505.97
6.7300
6.7300
07.69 KA SGS 2033 06 DEC
1
T+0
1D
500.00
526.28
6.7300
6.7300
07.72 GS 2025
1
T+0
1D
500.00
521.16
6.7700
6.7700
06.83 TN SDL 2031 15 DEC
1
T+0
1D
496.00
492.36
6.7300
6.7300
07.37 GS 2028
5
T+0
1D
476.00
482.58
6.8500
6.6436
07.26 GS 2032
2
T+0
1D
465.00
475.85
6.7300
6.7328
07.06 GS 2028
6
T+0
1D
440.00
442.06
6.7500
6.6040
06.99 GS 2026
2
T+0
1D
420.00
421.41
6.7500
6.5238
07.25 GS 2063
5
T+0
1D
346.00
357.49
6.5000
6.5944
06.94 CG SDL 2029
2
T+0
1D
335.00
332.14
6.7800
6.7554
08.20 OIL SP 2024SEP
1
T+0
1D
330.00
335.37
6.7500
6.7500
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.81
6.7500
6.7500
07.54 AS SDL 2028
1
T+0
1D
300.00
307.46
6.7300
6.7300
07.33 GS 2026
2
T+0
1D
290.00
292.30
6.7500
6.7500
07.27 GS 2026
2
T+0
1D
250.00
252.60
6.5000
6.5000
07.70 MH SGS 2034 15 NOV
1
T+0
1D
250.00
264.72
6.8000
6.8000
08.18 HR UDAY 2025
1
T+0
1D
210.00
218.92
6.7500
6.7500
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.66
6.7500
6.7500
06.24 MH SDL 2026
1
T+0
1D
200.00
198.58
6.7600
6.7600
07.36 KA SGS 2034
1
T+0
1D
200.00
201.78
6.7500
6.7500
07.84 MH SDL 2026
1
T+0
1D
200.00
207.12
6.7500
6.7500
07.96 MH SDL 2026
1
T+0
1D
200.00
208.25
6.7500
6.7500
07.35 HR SDL 2026
1
T+0
1D
198.00
200.29
6.7500
6.7500
07.60 TN SGS 2031
1
T+0
1D
187.00
192.99
6.7500
6.7500
07.26 GS 2033
2
T+0
1D
185.00
190.27
6.5600
6.5827
07.75 UP SGS 2034
1
T+0
1D
180.00
190.76
6.7500
6.7500
08.22 TN SDL 2025 13 MAY
1
T+0
1D
180.00
181.54
6.7500
6.7500
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
182.95
6.7600
6.7600
07.73 KA SGS 2034
2
T+0
1D
175.00
185.20
6.7700
6.7786
05.88 GJ SDL 2025
1
T+0
1D
174.00
173.07
6.7500
6.7500
07.34 GS 2064
1
T+0
1D
155.00
158.21
6.5500
6.5500
07.70 MH SGS 2034 08 NOV
1
T+0
1D
150.00
153.28
6.8500
6.8500
07.95 FERT BND 2026
2
T+0
1D
149.00
153.22
6.7900
6.7913
07.32 GS 2030
4
T+0
1D
145.00
146.41
6.8000
6.6241
08.09 UK SDL 2025
1
T+0
1D
145.00
149.13
6.7800
6.7800
08.10 WB SDL 2025 28 JAN
1
T+0
1D
145.00
149.14
6.7800
6.7800
05.63 GS 2026
6
T+0
1D
142.00
139.04
6.7500
6.4331
08.25 MH SDL 2025 13 MAY
1
T+0
1D
140.00
141.24
6.7500
6.7500
08.51 MH SDL 2026
1
T+0
1D
140.00
144.84
6.7500
6.7500
06.97 GS 2026
1
T+0
1D
135.00
136.42
6.5500
6.5500
07.57 GS 2033
4
T+0
1D
135.00
143.13
6.6000
6.5852
07.23 GS 2039
4
T+0
1D
125.00
126.55
6.5000
6.4600
07.73 UP SGS 2035
1
T+0
1D
125.00
132.79
6.7600
6.7600
08.27 TN SDL 2026
1
T+0
1D
120.00
124.98
6.7800
6.7800
08.30 RJ SDL 2026
2
T+0
1D
120.00
125.05
6.8300
6.7800
09.18 AP SDL 2024
1
T+0
1D
120.00
125.16
6.7800
6.7800
06.54 GS 2032
2
T+0
1D
112.00
110.61
6.8000
6.6179
08.07 RJ SDL 2026
1
T+0
1D
112.00
117.23
6.7700
6.7700
06.10 GS 2031
1
T+0
1D
105.00
101.27
6.5500
6.5500
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.33
6.7600
6.7600
05.80 MH SDL 2025
1
T+0
1D
100.00
100.53
6.7600
6.7600
06.80 OD SDL 2025
1
T+0
1D
100.00
101.57
6.7800
6.7800
07.37 MH SDL 2026
1
T+0
1D
100.00
101.20
6.7800
6.7800
07.45 KA SGS 2037
1
T+0
1D
100.00
101.34
6.7800
6.7800
08.24 KL SDL 2025 13 MAY
1
T+0
1D
100.00
100.88
6.7800
6.7800
08.31 KL SDL 2025
1
T+0
1D
100.00
102.93
6.7800
6.7800
08.51 WB SDL 2026
1
T+0
1D
100.00
104.02
6.7800
6.7800
08.87 HP SDL 2024
1
T+0
1D
100.00
101.30
6.7800
6.7800
08.90 HR SDL 2024
1
T+0
1D
100.00
101.75
6.7800
6.7800
09.01 GJ SDL 2024
1
T+0
1D
100.00
103.64
6.8000
6.8000
364 DTB 08052025
1
T+0
1D
100.00
93.33
6.7500
6.7500
08.00 OIL SPL 2026
2
T+0
1D
98.00
100.21
6.7900
6.7977
07.29 PY SGS 2026
1
T+0
1D
95.00
96.05
6.7800
6.7800
08.08 CG SDL 2025
1
T+0
1D
85.00
87.41
6.7800
6.7800
08.15 MP SDL 2025
1
T+0
1D
85.00
85.95
6.7800
6.7800
08.16 KA SDL 2025
1
T+0
1D
85.00
89.20
6.7800
6.7800
07.52 WB SGS 2039
1
T+0
1D
80.00
81.43
6.7800
6.7800
07.57 GJ SGS 2026
1
T+0
1D
80.00
80.43
6.7800
6.7800
364 DTB 30052024
1
T+0
1D
80.00
79.70
6.8300
6.8300
06.44 MH SDL 2028
1
T+0
1D
75.00
73.66
6.7800
6.7800
07.17 GS 2030
1
T+0
1D
75.00
75.48
6.8300
6.8300
07.47 AP SGS 2037 08 MAY
1
T+0
1D
75.00
75.39
6.7800
6.7800
07.59 GS 2026
1
T+0
1D
75.00
77.52
6.7500
6.7500
07.60 AP SGS 2029
1
T+0
1D
75.00
76.23
6.7800
6.7800
08.24 TN SDL 2025 09 SEP
1
T+0
1D
75.00
76.91
6.8000
6.8000
08.26 MH SDL 2025 12 AUG
1
T+0
1D
75.00
77.36
6.8000
6.8000
08.72 KL SDL 2024
1
T+0
1D
75.00
75.72
6.7800
6.7800
06.92 RJ SDL 2025
1
T+0
1D
70.00
70.54
6.8000
6.8000
07.70 AP SGS 2028
1
T+0
1D
70.00
71.80
6.8000
6.8000
08.27 MP SDL 2025 12 AUG
1
T+0
1D
70.00
72.22
6.8000
6.8000
08.14 KA SDL 2025
1
T+0
1D
65.00
65.71
6.7800
6.7800
08.67 KA SDL 2026
1
T+0
1D
65.00
67.62
6.8000
6.8000
07.46 AP SGS 2038 08 MAY
1
T+0
1D
62.00
62.26
6.7800
6.7800
07.99 MH SDL 2025
1
T+0
1D
60.00
60.73
6.7800
6.7800
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
59.81
6.7800
6.7800
06.45 GS 2029
2
T+0
1D
55.00
53.79
6.6000
6.6000
07.84 TN SDL 2026
1
T+0
1D
55.00
56.96
6.8500
6.8500
08.15 GS 2026
1
T+0
1D
55.00
58.43
6.0000
6.0000
08.82 BR SDL 2026
1
T+0
1D
55.00
57.37
6.8000
6.8000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.43
6.8500
6.8500
05.70 MH SDL 2024
1
T+0
1D
50.00
50.19
6.7800
6.7800
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.46
6.7800
6.7800
06.17 TS SDL 2025
1
T+0
1D
50.00
49.45
6.8500
6.8500
06.58 KA SDL 2030
1
T+0
1D
50.00
49.50
6.8500
6.8500
07.32 MH SGS 2032
1
T+0
1D
50.00
51.41
6.8000
6.8000
07.36 UK SGS 2026
1
T+0
1D
50.00
50.48
6.8000
6.8000
07.38 HR SGS 2035
1
T+0
1D
50.00
50.50
6.7800
6.7800
07.39 KL SGS 2034
1
T+0
1D
50.00
50.55
6.8300
6.8300
07.53 PN SGS 2037
1
T+0
1D
50.00
50.57
6.7800
6.7800
07.72 HR SGS 2032
1
T+0
1D
50.00
51.47
6.7800
6.7800
08.27 KA SDL 2026
1
T+0
1D
50.00
52.07
6.8000
6.8000
08.36 MP SDL 2025
1
T+0
1D
50.00
51.93
6.8500
6.8500
08.39 MP SDL 2026
1
T+0
1D
50.00
52.04
6.8300
6.8300
08.43 JH SDL 2029
1
T+0
1D
50.00
52.87
6.7800
6.7800
08.96 MH SDL 2024
1
T+0
1D
50.00
51.67
6.8500
6.8500
09.01 MH SDL 2024
1
T+0
1D
50.00
51.04
6.8500
6.8500
09.11 MH SDL 2024
1
T+0
1D
50.00
52.13
6.7800
6.7800
06.25 AS SDL 2026
1
T+0
1D
49.00
48.73
6.8500
6.8500
07.05 MH SDL 2032
1
T+0
1D
45.00
44.33
6.8300
6.8300
08.87 TN SDL 2024
1
T+0
1D
45.00
45.58
6.7900
6.7900
08.96 TN SDL 2024
2
T+0
1D
45.00
46.50
6.8200
6.8089
GS19SEP2028C
1
T+0
1D
45.00
33.18
6.7900
6.7900
07.43 MH SGS 2036
1
T+0
1D
40.00
40.65
6.8300
6.8300
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.17
6.8000
6.8000
07.49 ML SGS 2027
1
T+0
1D
40.00
41.32
6.8000
6.8000
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.89
6.8500
6.8500
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.93
6.8300
6.8300
08.28 KA SDL 2026
1
T+0
1D
40.00
41.24
6.8500
6.8500
08.38 TN SDL 2026
1
T+0
1D
40.00
41.63
6.8500
6.8500
08.61 TN SDL 2027
1
T+0
1D
40.00
42.09
6.7900
6.7900
GS19DEC2033C
1
T+0
1D
40.00
20.41
6.7900
6.7900
GS19JUN2025C
1
T+0
1D
40.00
37.04
6.7900
6.7900
GS19JUN2033C
1
T+0
1D
40.00
21.14
6.7900
6.7900
07.28 HR SDL 2026
2
T+0
1D
37.00
37.93
6.7900
6.7900
GS06MAY2025C
1
T+0
1D
36.00
33.61
6.7900
6.7900
GS06MAY2029C
1
T+0
1D
36.00
25.40
6.7900
6.7900
GS06NOV2024C
1
T+0
1D
36.00
34.79
6.7900
6.7900
GS06NOV2029C
1
T+0
1D
36.00
24.55
6.7900
6.7900
GS12MAR2028C
1
T+0
1D
36.00
27.54
6.7900
6.7900
GS19JUN2027C
1
T+0
1D
36.00
28.98
6.7900
6.7900
07.22 MH SDL 2026
1
T+0
1D
35.00
35.01
6.8000
6.8000
07.40 MP SGS 2034
1
T+0
1D
35.00
36.05
6.8300
6.8300
07.86 HR SDL 2032
1
T+0
1D
35.00
36.99
6.8500
6.8500
08.51 HR SDL 2026
2
T+0
1D
35.00
36.41
6.8500
6.8471
07.77 AP SGS 2035
1
T+0
1D
33.00
35.07
6.7500
6.7500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.81
6.8300
6.8300
08.23 GOI FCI 2027
1
T+0
1D
32.00
33.34
6.8000
6.8000
GS06NOV2025C
1
T+0
1D
32.00
28.85
6.7900
6.7900
06.18 GS 2024
1
T+0
1D
30.00
29.91
6.5000
6.5000
06.86 KL SDL 2035
1
T+0
1D
30.00
29.03
6.8300
6.8300
07.40 GS 2062
1
T+0
1D
30.00
31.03
6.5000
6.5000
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.39
6.8300
6.8300
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.44
6.8300
6.8300
07.48 UP SGS 2044
1
T+0
1D
30.00
30.43
6.8300
6.8300
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.48
6.8500
6.8500
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.79
6.8000
6.8000
07.72 MH SGS 2031
1
T+0
1D
30.00
30.88
6.8300
6.8300
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.84
6.8000
6.8000
08.15 MH SDL 2025
1
T+0
1D
30.00
31.47
6.7900
6.7900
08.26 GS 2027
1
T+0
1D
30.00
31.66
6.5500
6.5500
08.31 JH SDL 2029
1
T+0
1D
30.00
31.70
6.8500
6.8500
08.32 CG SDL 2026
1
T+0
1D
30.00
31.27
6.8500
6.8500
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.20
6.8300
6.8300
08.29 TN SDL 2025 29 JUL
1
T+0
1D
28.00
28.97
6.7900
6.7900
GS15JUN2025C
1
T+0
1D
27.00
25.03
6.7900
6.7900
06.64 GS 2035
1
T+0
1D
25.00
24.69
6.8300
6.8300
06.79 GS 2027
2
T+0
1D
25.00
25.63
6.5500
6.5500
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.96
6.8500
6.8500
07.36 GS 2052
2
T+0
1D
25.00
25.85
6.6000
6.5660
07.37 KA SGS 2037
1
T+0
1D
25.00
25.20
6.8300
6.8300
07.41 AR SGS 2034
1
T+0
1D
25.00
25.31
6.8000
6.8000
07.41 HP SGS 2036
1
T+0
1D
25.00
25.30
6.8300
6.8300
07.59 KA SDL 2027 29 MAR
1
T+0
1D
25.00
25.38
6.7900
6.7900
07.62 UP SGS 2035
1
T+0
1D
25.00
25.98
6.8000
6.8000
07.72 MH SGS 2035
1
T+0
1D
25.00
26.22
6.8300
6.8300
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.53
6.8300
6.8300
08.05 GJ SDL 2026
1
T+0
1D
25.00
26.16
6.7900
6.7900
08.17 GS 2044
1
T+0
1D
25.00
28.51
6.6000
6.6000
08.17 WB SDL 2025 27 MAY
2
T+0
1D
25.00
26.15
6.7900
6.8140
08.24 GS 2033
2
T+0
1D
25.00
26.87
6.6000
6.6000
08.28 GJ SDL 2029 13 FEB
1
T+0
1D
25.00
26.39
6.8000
6.8000
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.84
6.8500
6.8500
GS15JUN2028C
1
T+0
1D
25.00
18.78
6.7900
6.7900
GS16JUN2024C
1
T+0
1D
25.00
24.83
6.8000
6.8000
GS16JUN2029C
1
T+0
1D
25.00
17.52
6.7900
6.7900
GS30JUN2027C
1
T+0
1D
25.00
20.09
6.7900
6.7900
GS31DEC2027C
1
T+0
1D
25.00
19.39
6.7900
6.7900
GS15DEC2025C
1
T+0
1D
22.00
19.69
6.7900
6.7900
06.69 MP SDL 2025
1
T+0
1D
20.00
20.10
6.8500
6.8500
06.92 UP SDL 2031
1
T+0
1D
20.00
19.60
6.8300
6.8300
06.99 TN SDL 2041
1
T+0
1D
20.00
19.80
6.8000
6.8000
07.20 MH SGS 2028
1
T+0
1D
20.00
20.55
6.8000
6.8000
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.61
6.8300
6.8300
07.40 GS 2035
2
T+0
1D
20.00
20.67
6.8300
6.6900
07.41 GS 2036
3
T+0
1D
20.00
20.98
6.8000
6.6500
07.42 MH SGS 2034
1
T+0
1D
20.00
20.23
6.8500
6.8500
07.46 ML SGS 2034
1
T+0
1D
20.00
20.24
6.8500
6.8500
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.26
6.7700
6.7700
07.50 UP SGS 2035
1
T+0
1D
20.00
20.48
6.7700
6.7700
07.51 AP SDL 2037
1
T+0
1D
20.00
20.40
6.8300
6.8300
07.62 MH SDL 2030
1
T+0
1D
20.00
20.93
6.8500
6.8500
07.65 UP SGS 2034
1
T+0
1D
20.00
20.92
6.8500
6.8500
07.68 KA SGS 2034
1
T+0
1D
20.00
20.99
6.8500
6.8500
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.43
6.8500
6.8500
07.98 KA SDL 2025
1
T+0
1D
20.00
20.30
6.8500
6.8500
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.75
6.8000
6.8000
08.08 TN SDL 2028
1
T+0
1D
20.00
21.15
6.8000
6.8000
08.08 UP SDL 2025 11 FEB
2
T+0
1D
20.00
20.51
6.8200
6.8200
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.70
6.8300
6.8300
08.36 MH SDL 2026
1
T+0
1D
20.00
20.81
6.8300
6.8300
08.40 OIL SPL 2026
1
T+0
1D
20.00
20.58
6.7900
6.7900
08.97 KL SDL 2024
1
T+0
1D
20.00
20.61
6.8000
6.8000
GS15JUN2024C
1
T+0
1D
20.00
19.86
6.8000
6.8000
GS17JUN2029C
1
T+0
1D
19.00
13.32
6.7900
6.7900
07.39 HR SGS 2029
1
T+0
1D
15.00
15.05
6.8000
6.8000
07.46 UP SGS 2039
1
T+0
1D
15.00
15.20
6.7800
6.7800
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.37
6.8300
6.8300
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.53
6.8500
6.8500
GS12MAR2027C
1
T+0
1D
15.00
12.31
6.7900
6.7900
GS22APR2025C
1
T+0
1D
14.00
13.11
6.8100
6.8100
GS22APR2027C
1
T+0
1D
14.00
11.40
6.7900
6.7900
GS22APR2028C
1
T+0
1D
14.00
10.62
6.7900
6.7900
GS22OCT2024C
1
T+0
1D
14.00
13.57
6.7900
6.7900
GS22OCT2025C
1
T+0
1D
14.00
12.66
6.8100
6.8100
GS22OCT2026C
1
T+0
1D
13.00
10.96
6.7900
6.7900
GS17JUN2024C
1
T+0
1D
12.00
11.92
6.7900
6.7900
07.16 GS 2050
2
T+0
1D
11.00
11.07
6.5500
6.5500
05.74 GS 2026
1
T+0
1D
10.00
9.98
6.8000
6.8000
06.22 GS 2035
1
T+0
1D
10.00
9.42
6.6000
6.6000
07.17 GS 2028
1
T+0
1D
10.00
10.26
6.8500
6.8500
07.42 KL SGS 2049
1
T+0
1D
10.00
10.07
6.7900
6.7900
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.7500
6.7500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.49
6.8300
6.8300
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.8300
6.8300
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.41
6.8500
6.8500
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.39
6.8300
6.8300
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.40
6.8300
6.8300
07.06 GS 2046
1
T+0
1D
8.00
7.92
6.5500
6.5500
GS17DEC2024C
1
T+0
1D
7.00
6.71
6.7900
6.7900
07.72 GS 2049
1
T+0
1D
6.00
6.55
6.6000
6.6000
05.85 GS 2030
1
T+0
1D
5.00
4.81
6.6000
6.6000
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.99
6.8500
6.8500
07.15 KL SDL 2027
1
T+0
1D
5.00
5.09
6.7900
6.7900
07.52 RJ SGS 2039
1
T+0
1D
5.00
5.05
6.7500
6.7500
07.54 GS 2036
1
T+0
1D
5.00
5.33
6.5500
6.5500
07.62 UP SDL 2027
1
T+0
1D
5.00
5.12
6.7900
6.7900
07.96 MH SDL 2025
1
T+0
1D
5.00
5.07
6.8500
6.8500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.8000
6.8000
08.28 GS 2027
1
T+0
1D
5.00
5.23
6.5500
6.5500
08.30 MP SDL 2026
1
T+0
1D
5.00
5.21
6.8000
6.8000
08.73 UP SDL 2028 10 OCT
1
T+0
1D
5.00
5.29
6.8000
6.8000
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
07.27 KA SDL 2026
1
T+0
1D
3.00
3.07
6.7900
6.7900
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.8500
6.8500
06.99 GS 2051
1
T+0
1D
2.00
2.01
6.5000
6.5000
Total
472
48909.00
49747.34
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
939.0000
948.1083
182 DTB 22082024
1
T+0
1D
400.0000
392.1600
364 DTB 14112024
1
T+0
1D
390.0000
376.3391
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.6650
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.6767
08.34 UP SDL 2026
1
T+0
1D
240.0000
250.2660
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.8340
364 DTB 16012025
1
T+0
1D
195.0000
185.9261
182 DTB 07112024
1
T+0
1D
95.0000
91.8365
08.69 TN SDL 2026
1
T+0
1D
21.0000
21.8541
Total
11
3065.0000
3067.6658
May 13 2024 4:07PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/140524
T+0
1D
6.68
6.80
6.25
6.58
6.70
871
314173.55
TREP/150524
T+0
2D
6.80
6.80
6.80
6.80
6.80
3
396.00
TREP/160524
T+0
3D
6.90
6.90
6.90
6.90
6.90
2
900.00
TREP/220524
T+0
9D
6.70
6.70
6.70
6.70
6.70
1
130.00
Total
877
315599.55
May 13 2024 4:07PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
1374
14225.0000
100.4150
7.1157
07.10 GS 2034
777
7135.0000
100.2075
7.0691
07.32 GS 2030
138
1870.0000
101.0100
7.1230
07.18 GS 2037
66
1070.0000
100.2100
7.1534
07.30 GS 2053
75
1025.0000
101.2400
7.1968
07.33 GS 2026
18
635.0000
100.5600
7.0760
05.22 GS 2025
10
630.0000
98.0900
7.0715
05.63 GS 2026
15
610.0000
97.4500
7.0759
07.23 GS 2039
66
540.0000
100.7500
7.1465
06.54 GS 2032
22
450.0000
96.4975
7.1384
07.25 GS 2063
35
440.0000
100.4100
7.2178
07.38 GS 2027
13
420.0000
100.7300
7.1097
07.41 GS 2036
22
325.0000
102.0200
7.1627
07.37 GS 2028
26
305.0000
101.0200
7.0965
07.34 GS 2064
22
300.0000
101.6500
7.2130
GOI FRB 2028
20
200.0000
99.9700
7.6889
07.06 GS 2028
12
190.0000
99.8200
7.1108
07.26 GS 2033
15
155.0000
100.7900
7.1344
06.10 GS 2031
7
130.0000
94.3000
7.1280
06.99 GS 2026
4
130.0000
99.8500
7.0704
07.95 GS 2032
8
125.0000
105.0000
7.1377
05.74 GS 2026
5
105.0000
96.9800
7.0777
07.10 GOI SGRB 2028
4
100.0000
99.9200
7.1203
07.17 GS 2030
18
95.0000
100.1500
7.1368
07.40 GS 2035
7
95.0000
101.8400
7.1581
07.50 GS 2034
4
55.0000
102.5600
7.1410
07.26 GS 2032
5
50.0000
100.7100
7.1423
07.10 GS 2029
6
45.0000
99.9000
7.1226
08.24 GS 2033
3
25.0000
107.5000
7.1382
06.68 GS 2031
3
20.0000
97.4500
7.1299
07.57 GS 2033
1
20.0000
102.9000
7.1296
07.18 GS 2033
15
15.0000
100.2000
7.1477
06.57 GS 2033
3
15.0000
96.1000
7.1390
07.16 GS 2050
2
10.0000
99.6000
7.1929
GOI FRB 2034
2
10.0000
99.9500
8.0251
05.15 GS 2025
1
10.0000
97.3400
7.0661
06.67 GS 2035
1
5.0000
96.1500
7.1636
08.24 GS 2027
1
5.0000
102.6900
7.1390
08.32 GS 2032
1
5.0000
107.1500
7.1513
07.18 GS 2037
4
2.9530
100.2200
7.1522
05.74 GS 2026
1
2.0000
97.0000
7.0687
07.37 GS 2028
2
1.0000
101.0350
7.0925
07.26 GS 2033
1
0.7500
100.7800
7.1359
07.30 GS 2053
1
0.6000
101.0800
7.2099
07.95 GS 2032
3
0.3200
104.9050
7.1526
07.72 GS 2055
1
0.1200
105.0000
7.3113
07.25 GS 2063
6
0.0570
100.5000
7.2109
07.36 GS 2052
1
0.0030
100.0000
7.3587
07.74 RJ SGS 2034
3
245.0000
101.9550
7.4500
07.52 HR SGS 2034
3
195.0000
100.4825
7.4499
07.52 RJ SGS 2034
1
90.0000
100.4825
7.4499
07.52 RJ SGS 2039
10
75.0000
100.6600
7.4456
07.48 PN SGS 2037
10
75.0000
100.0500
7.4724
07.45 MH SGS 2039 22 MAR
4
75.0000
100.1700
7.4293
07.72 TS SGS 2035
2
70.0000
102.1000
7.4434
07.73 UP SGS 2034
1
40.0000
102.0150
7.4500
07.82 RJ SGS 2032
2
30.0000
102.0700
7.4848
07.54 PN SGS 2032
3
20.0000
100.4400
7.4650
08.15 TN SDL 2028
1
20.0000
102.6000
7.3846
07.53 PN SGS 2037
3
15.0000
100.3500
7.4868
07.52 UP SGS 2039
2
15.0000
100.4500
7.4679
07.45 MH SGS 2038 20 MAR
1
15.0000
100.1800
7.4273
07.47 MH SGS 2036
1
10.0000
100.2900
7.4304
07.47 HR SGS 2035
1
10.0000
100.1000
7.4546
07.45 KA SGS 2035
1
5.0000
99.9000
7.4617
07.44 MH SGS 2041
1
5.0000
100.0700
7.4314
08.38 PN SDL 2029
1
5.0000
103.4400
7.4975
08.73 UP SDL 2028 10 OCT
1
5.0000
104.6825
7.4601
07.33 TN SGS 2033
1
2.0000
99.8500
7.3529
07.45 MH SGS 2038 20 MAR
1
1.4750
100.1800
7.4273
07.49 HR SGS 2035
1
1.0000
100.1500
7.4678
07.52 RJ SGS 2034
1
0.3780
100.1700
7.4949
08.18 TN SDL 2028
2
0.0100
102.9000
7.4209
182 DTB 06062024
2
300.0000
99.5608
7.0000
182 DTB 08082024
2
110.0000
98.3774
7.0000
182 DTB 11072024
2
30.0000
98.9061
6.9600
091 DTB 16052024
3
20.0000
99.9625
6.8500
091 DTB 06062024
3
20.0000
99.5608
7.0001
364 DTB 28112024
1
20.0000
96.3366
7.0100
091 DTB 30052024
2
15.0000
99.7041
6.7700
364 DTB 24102024
1
5.0000
96.9603
7.0200
182 DTB 16052024
1
5.0000
99.9617
7.0000
091 DTB 30052024
3
4.0000
99.7011
6.8400
364 DTB 30052024
1
0.1000
99.6941
7.0000
364 DTB 28062024
1
0.1000
99.1444
7.0000
364 DTB 24042025
1
0.0470
93.7775
7.0200
Total
2928
33156.9130
Reported Deals
Trades
TTA
LTP
LTY
GS19SEP2028C
2
90.0000
73.0366
7.3600
GS12JUN2032C
2
20.3000
55.7849
7.3577
GS12JUN2033C
1
10.1500
51.8858
7.3600
GS12DEC2032C
1
10.1500
53.7952
7.3600
GS12DEC2033C
1
10.1500
50.0442
7.3600
07.36 GS 2052
1
1000.0000
101.9500
7.1966
07.18 GS 2033
6
800.0000
100.3950
7.1186
05.63 GS 2026
4
308.1500
97.4700
7.0644
07.41 GS 2036
2
300.0000
101.9800
7.1675
07.25 GS 2063
1
280.0000
100.4462
7.2150
07.33 GS 2026
5
260.0000
100.7300
6.9999
05.63 GS 2026
1
220.0000
97.4700
7.0644
07.10 GS 2029
1
150.0000
99.9050
7.1213
07.17 GS 2030
1
150.0000
100.1600
7.1347
07.18 GS 2037
1
100.0000
100.1200
7.1640
07.32 GS 2030
1
80.0000
101.0700
7.1114
07.37 GS 2028
2
50.0000
100.9900
7.1044
07.23 GS 2039
1
50.0000
100.7350
7.1481
07.30 GS 2053
1
25.0000
101.2500
7.1960
06.64 GS 2035
1
25.0000
95.9900
7.1692
06.79 GS 2027
1
25.0000
99.1215
7.1200
07.10 GS 2034
3
20.0000
100.2100
7.0688
06.99 GS 2051
2
10.0000
96.9100
7.2498
05.77 GS 2030
1
5.0000
93.1500
7.1511
05.74 GS 2026
1
5.0000
96.9650
7.0845
07.95 GS 2032
3
0.3200
104.9500
7.1455
07.18 GS 2033
2
0.2000
100.4100
7.1164
07.06 GS 2028
1
0.2000
99.8600
7.0989
07.54 GS 2036
1
0.2000
103.0500
7.1571
05.77 GS 2030
1
0.1500
93.2504
7.1300
07.72 GS 2055
1
0.1200
105.8000
7.2489
07.18 GS 2037
1
0.1000
100.1900
7.1557
07.25 GS 2063
1
0.0190
100.4300
7.2162
07.53 PN SGS 2037
3
205.0000
100.3200
7.4905
08.03 GJ SDL 2025
1
146.1120
100.6657
7.2600
07.73 KA SGS 2034
2
100.0000
102.0878
7.4400
05.89 AP SDL 2025
1
100.0000
98.7268
7.2600
07.17 MH SDL 2029 16 OCT
1
35.0000
98.8482
7.4300
06.99 TS SDL 2028
1
20.0000
98.5386
7.4100
08.09 AP SDL 2025
1
10.0000
100.5708
7.2200
07.33 TN SGS 2033
3
6.0000
99.4800
7.4100
07.69 PN SGS 2036
3
5.0000
101.2500
7.5253
07.59 BR SDL 2027
2
5.0000
100.4000
7.4196
06.63 GJ SDL 2029
1
5.0000
96.7262
7.3800
07.54 AS SGS 2034
1
1.0020
100.5300
7.4631
07.49 HR SGS 2035
1
1.0000
100.2350
7.4563
06.88 UP SDL 2031 03 FEB
1
0.7000
97.2500
7.4039
07.70 MH SGS 2034 15 NOV
1
0.1000
101.6500
7.4705
182 DTB 08082024
3
565.0000
98.3774
7.0000
182 DTB 05092024
2
295.0000
97.8515
7.0300
182 DTB 29082024
1
220.0000
97.9794
7.0350
182 DTB 22082024
1
150.0000
98.1117
7.0250
182 DTB 25072024
1
10.0000
98.6476
6.9500
091 DTB 25072024
1
5.0000
98.6457
6.9600
091 DTB 25072024
1
2.0000
98.6610
6.8800
182 DTB 08082024
1
1.0000
98.3888
6.9500
Total
89
5893.1230
May 13 2024 4:08PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5100
83.5350
83.5100
83.5150
83.5100
0.0050
R-SPOT
-0.1000
-0.1000
-0.1000
-0.1000
0.0000
-0.1000
SPOT
83.5150
83.5325
83.5100
83.5200
83.5100
0.0100
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