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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
6.55
6.66
5.80
5.95
8785.33
6.54
6.48
12491.48
TREP
6.45
6.55
6.40
6.43
303355.00
6.50
6.39
306502.30
REPO
6.10
6.75
5.00
6.45
163171.30
6.53
6.38
167058.25
Money Market
475311.63
6.51
6.39
486052.03
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 7 2024 5:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
08/05/2024
195
8785.33
6.55
6.66
5.80
5.95
6.5441
17D
T + 0
24/05/2024
3
560.00
6.75
6.85
6.75
6.85
6.8482
20D
T + 0
27/05/2024
2
250.00
6.85
6.85
6.85
6.85
6.8500
15D
T + 0
22/05/2024
3
220.00
6.75
6.85
6.75
6.76
6.8414
2D
T + 0
09/05/2024
10
105.05
6.48
6.58
5.80
5.80
6.4721
3D
T + 0
10/05/2024
5
62.20
6.50
6.50
6.45
6.50
6.4900
10D
T + 0
17/05/2024
3
47.50
6.25
6.60
6.25
6.60
6.5379
9D
T + 0
16/05/2024
1
22.00
6.60
6.60
6.60
6.60
6.6000
8D
T + 0
15/05/2024
1
20.00
6.60
6.60
6.60
6.60
6.6000
Total
223
10072.08
May 7 2024 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
58
T+0
1D
18835.69
18462.47
6.6500
6.5690
SG SECS UPTO 5YR
128
T+0
1D
13410.32
13125.10
6.7000
6.6182
TBILLS 182 DTB
28
T+0
1D
12867.86
13223.41
6.6500
6.5506
CG LIQUID 10 TO 20YR
63
T+0
1D
12601.69
11860.26
6.5500
6.5664
FRB
30
T+0
1D
12250.83
12052.81
6.7000
6.5394
CG LIQUID 5 TO 10 YR
68
T+0
1D
9923.62
9737.56
6.4500
6.5689
CG LIQUID 1 TO 3 YR
36
T+0
1D
6945.82
6911.03
6.5500
6.5606
CG LIQUID 3 TO 5 YR
34
T+0
1D
5878.84
5711.98
6.6500
6.5715
TBILLS 91 DTB
11
T+0
1D
3692.95
3748.97
6.6100
6.5561
SG SECS ABV 5YR
32
T+0
1D
3300.82
3254.65
6.7000
6.5730
TBILLS 364 DTB
10
T+0
1D
3067.96
3234.91
6.5800
6.5455
OIL BONDS
10
T+0
1D
2593.95
2560.12
6.7000
6.5840
CG LIQUID UPTO 1 YR
7
T+0
1D
1589.96
1562.40
6.5500
6.5497
CG STRIPS
18
T+0
1D
1555.92
1796.74
6.7000
6.6159
CG RESIDUAL
3
T+0
1D
178.99
163.14
6.6800
6.6907
CG LIQUID 10 TO 20YR
2
T+0
7D
147.99
144.71
6.6700
6.6700
CG LIQUID 5 TO 10 YR
2
T+0
7D
110.99
108.55
6.6700
6.6700
Total
540
108954.20
107658.81
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
81
T+0
1D
10800.00
11030.08
6.6500
6.2424
07.18 GS 2037
28
T+0
1D
5158.00
5274.79
6.3500
6.3309
07.30 GS 2053
18
T+0
1D
3878.00
4029.57
6.2500
6.3822
08.20 OIL SP 2024SEP
8
T+0
1D
3185.00
3233.39
6.6500
6.5854
06.35 OIL SPL 2024
5
T+0
1D
2000.00
2035.47
6.6000
6.5625
06.90 OIL SPL 2026
7
T+0
1D
1970.00
1988.67
6.6500
6.5688
09.15 GS 2024
4
T+0
1D
1900.00
2003.49
6.6000
6.5553
07.10 GS 2034
21
T+0
1D
1452.00
1462.99
5.0000
6.1523
07.46 MH SGS 2033
2
T+0
1D
1000.00
1013.52
6.5700
6.5700
06.69 GS 2024
3
T+0
1D
888.00
908.94
6.5500
6.5500
07.38 GS 2027
5
T+0
1D
865.00
895.78
6.6000
6.5887
07.25 GS 2063
7
T+0
1D
801.00
827.19
6.5500
6.4572
07.72 GS 2025
2
T+0
1D
800.00
833.43
6.6000
6.5688
05.22 GS 2025
3
T+0
1D
665.00
665.89
6.4000
6.4000
07.89 GJ SDL 2025
2
T+0
1D
655.00
683.41
6.6000
6.5698
07.37 GS 2028
5
T+0
1D
635.00
643.30
6.6000
6.4697
07.10 GS 2029
4
T+0
1D
600.00
602.07
6.6000
6.4850
07.06 GS 2028
7
T+0
1D
556.00
558.17
6.6000
6.4162
07.42 MH SGS 2034
2
T+0
1D
520.00
524.69
6.6500
6.5731
07.43 TN SGS 2034
1
T+0
1D
500.00
504.35
6.5700
6.5700
07.44 KA SGS 2033
1
T+0
1D
500.00
504.82
6.5700
6.5700
07.69 KA SGS 2033 06 DEC
1
T+0
1D
500.00
525.09
6.5700
6.5700
06.83 TN SDL 2031 15 DEC
1
T+0
1D
496.00
492.61
6.5700
6.5700
06.94 CG SDL 2029
2
T+0
1D
335.00
331.49
6.7000
6.6179
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.50
6.6000
6.6000
08.15 GS 2026
2
T+0
1D
305.00
323.59
6.6000
6.5639
07.33 GS 2026
2
T+0
1D
300.00
302.11
6.6000
6.5933
07.54 AS SDL 2028
1
T+0
1D
300.00
306.89
6.5500
6.5500
05.63 GS 2026
4
T+0
1D
282.00
275.86
6.6000
6.4309
07.34 GS 2064
3
T+0
1D
255.00
259.81
6.2500
6.2500
07.32 GS 2030
4
T+0
1D
225.00
235.27
6.6000
6.4133
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.47
6.6000
6.6000
07.84 MH SDL 2026
1
T+0
1D
200.00
206.85
6.6000
6.6000
07.96 MH SDL 2026
1
T+0
1D
200.00
207.99
6.6000
6.6000
07.08 KA SDL 2026
1
T+0
1D
195.00
199.12
6.6000
6.6000
07.60 TN SGS 2031
1
T+0
1D
185.00
190.51
6.6000
6.6000
07.48 UP SGS 2040
2
T+0
1D
170.00
172.10
6.6000
6.6000
07.21 GJ SDL 2027
1
T+0
1D
160.00
161.99
6.6000
6.6000
07.52 WB SGS 2039
2
T+0
1D
155.00
157.38
6.6000
6.6000
07.26 GS 2032
2
T+0
1D
150.00
153.36
6.6000
6.5800
08.33 GS 2026
1
T+0
1D
150.00
157.80
6.6000
6.6000
07.95 FERT BND 2026
2
T+0
1D
149.00
153.04
6.6900
6.6846
08.25 MH SDL 2025 13 MAY
1
T+0
1D
140.00
146.86
6.6000
6.6000
08.51 MH SDL 2026
1
T+0
1D
140.00
144.67
6.6000
6.6000
06.97 GS 2026
1
T+0
1D
135.00
136.26
6.3000
6.3000
07.23 GS 2039
5
T+0
1D
135.00
136.55
5.5500
5.5519
08.27 UP SDL 2025
1
T+0
1D
132.00
138.51
6.6000
6.6000
06.85 AS SDL 2029
1
T+0
1D
130.00
129.09
6.6500
6.6500
06.54 GS 2032
2
T+0
1D
127.00
125.09
6.6000
6.4795
06.96 HR SDL 2029
1
T+0
1D
127.00
127.05
6.6000
6.6000
06.10 GS 2031
4
T+0
1D
125.00
120.30
6.3000
6.3000
09.18 AP SDL 2024
1
T+0
1D
120.00
125.00
6.6500
6.6500
06.90 PY SDL 2028
1
T+0
1D
115.00
115.18
6.6500
6.6500
07.57 GS 2033
2
T+0
1D
115.00
121.66
6.4500
6.4109
07.26 GS 2033
4
T+0
1D
101.00
103.66
6.6000
6.4644
07.47 GJ SGS 2025
1
T+0
1D
100.00
100.39
6.6500
6.6500
08.22 TN SDL 2025 09 DEC
1
T+0
1D
100.00
104.66
6.6600
6.6600
GS12JUN2029C
1
T+0
1D
90.00
63.01
6.7000
6.7000
GS12JUN2030C
1
T+0
1D
90.00
58.74
6.7000
6.7000
07.41 UP SGS 2034
1
T+0
1D
85.00
87.41
6.6600
6.6600
08.08 CG SDL 2025
1
T+0
1D
85.00
87.39
6.7000
6.7000
08.15 MP SDL 2025
1
T+0
1D
85.00
89.31
6.7000
6.7000
06.69 MP SDL 2025
2
T+0
1D
80.00
80.34
6.7000
6.6875
07.48 UP SGS 2042
2
T+0
1D
80.00
80.95
6.6000
6.6625
07.73 AP SGS 2032 23 MAR
1
T+0
1D
80.00
82.23
6.7000
6.7000
364 DTB 30052024
1
T+0
1D
80.00
79.64
6.6500
6.6500
07.60 AP SGS 2029
1
T+0
1D
75.00
76.08
6.7000
6.7000
07.63 KA SGS 2040
1
T+0
1D
75.00
78.54
6.6600
6.6600
08.00 OIL SPL 2026
1
T+0
1D
75.00
76.49
6.6500
6.6500
08.24 TN SDL 2025 09 SEP
1
T+0
1D
75.00
76.83
6.7000
6.7000
08.26 MH SDL 2025 12 AUG
1
T+0
1D
75.00
77.28
6.7000
6.7000
07.54 AS SGS 2034
1
T+0
1D
73.00
73.42
6.6900
6.6900
07.59 GS 2026
2
T+0
1D
70.00
72.27
6.6000
6.5971
07.70 AP SGS 2028
1
T+0
1D
70.00
71.68
6.7000
6.7000
05.90 TS SDL 2025
1
T+0
1D
65.00
65.79
6.7000
6.7000
07.46 KA SGS 2038
2
T+0
1D
65.00
65.75
6.6600
6.6582
08.67 KA SDL 2026
1
T+0
1D
65.00
67.54
6.7000
6.7000
05.94 RJ SDL 2025
1
T+0
1D
60.00
59.55
6.7000
6.7000
07.48 MH SGS 2042
1
T+0
1D
60.00
60.61
6.6500
6.6500
07.96 PN SDL 2026
1
T+0
1D
60.00
60.79
6.7000
6.7000
07.99 MH SDL 2025
1
T+0
1D
60.00
60.66
6.7000
6.7000
08.05 GJ SDL 2025 29 APR
1
T+0
1D
60.00
60.52
6.7000
6.7000
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.69
6.7000
6.7000
06.45 GS 2029
2
T+0
1D
55.00
53.68
6.4500
6.4409
07.45 MH SGS 2038 20 MAR
3
T+0
1D
55.00
55.48
6.6600
6.6347
08.27 TN SDL 2026
1
T+0
1D
55.00
57.21
6.7000
6.7000
08.82 BR SDL 2026
1
T+0
1D
55.00
57.30
6.7000
6.7000
GS12DEC2024C
1
T+0
1D
55.00
52.76
6.6500
6.6500
07.46 AP SGS 2042
1
T+0
1D
52.00
52.34
6.6900
6.6900
05.40 CG SDL 2024
1
T+0
1D
50.00
50.39
6.6500
6.6500
05.70 MH SDL 2024
1
T+0
1D
50.00
50.14
6.7000
6.7000
05.74 GS 2026
1
T+0
1D
50.00
49.83
6.6000
6.6000
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.42
6.6500
6.6500
06.17 TS SDL 2025
1
T+0
1D
50.00
50.94
6.7000
6.7000
06.58 KA SDL 2030
1
T+0
1D
50.00
49.40
6.6000
6.6000
07.17 GS 2030
1
T+0
1D
50.00
50.29
6.6000
6.6000
07.32 MH SGS 2032
1
T+0
1D
50.00
51.29
6.7000
6.7000
07.36 UK SGS 2026
1
T+0
1D
50.00
50.42
6.7000
6.7000
07.38 HR SGS 2035
1
T+0
1D
50.00
50.38
6.6600
6.6600
07.39 KL SGS 2034
1
T+0
1D
50.00
50.44
6.6000
6.6000
07.51 UP SGS 2038
1
T+0
1D
50.00
50.52
6.6500
6.6500
07.72 HR SGS 2032
1
T+0
1D
50.00
51.36
6.7000
6.7000
08.39 MP SDL 2026
1
T+0
1D
50.00
51.98
6.6500
6.6500
08.43 JH SDL 2029
1
T+0
1D
50.00
52.76
6.7000
6.7000
08.96 MH SDL 2024
1
T+0
1D
50.00
51.60
6.6000
6.6000
09.01 MH SDL 2024
1
T+0
1D
50.00
50.99
6.7000
6.7000
09.11 MH SDL 2024
1
T+0
1D
50.00
52.07
6.7000
6.7000
07.05 MH SDL 2032
2
T+0
1D
45.00
44.23
6.6600
6.6576
07.52 HP SGS 2039
1
T+0
1D
45.00
45.69
6.6500
6.6500
08.87 TN SDL 2024
1
T+0
1D
45.00
45.53
6.6900
6.6900
07.28 HR SDL 2026
1
T+0
1D
40.00
40.95
6.6900
6.6900
07.43 MH SGS 2036
1
T+0
1D
40.00
40.56
6.6600
6.6600
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.08
6.6500
6.6500
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.32
6.6600
6.6600
07.45 MH SGS 2039 22 MAR
4
T+0
1D
40.00
40.40
6.6000
6.6100
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.81
6.7000
6.7000
07.95 OIL SPL 2025
1
T+0
1D
40.00
41.13
6.6500
6.6500
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.88
6.6500
6.6500
08.26 GS 2027
1
T+0
1D
40.00
42.17
6.3500
6.3500
07.42 TN SGS 2034 03 APR
1
T+0
1D
39.00
39.26
6.6900
6.6900
GS19JUN2027C
1
T+0
1D
36.00
28.95
6.6900
6.6900
06.99 GS 2026
1
T+0
1D
35.00
35.08
6.6000
6.6000
07.40 MP SGS 2034
1
T+0
1D
35.00
35.96
6.6000
6.6000
07.46 UP SGS 2034
1
T+0
1D
35.00
35.58
6.6600
6.6600
07.86 HR SDL 2032
1
T+0
1D
35.00
36.91
6.6500
6.6500
GS12JUN2033C
1
T+0
1D
35.00
18.48
6.7000
6.7000
07.77 AP SGS 2035
1
T+0
1D
33.00
34.99
6.7500
6.7500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.77
6.6500
6.6500
06.18 GS 2024
1
T+0
1D
30.00
29.89
6.5000
6.5000
06.86 KL SDL 2035
1
T+0
1D
30.00
28.96
6.6500
6.6500
07.40 GS 2062
1
T+0
1D
30.00
31.03
6.4500
6.4500
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.33
6.6500
6.6500
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.37
6.6500
6.6500
07.48 RJ SGS 2037
1
T+0
1D
30.00
30.40
6.6600
6.6600
07.48 UP SGS 2044
1
T+0
1D
30.00
30.34
6.6500
6.6500
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.41
6.7000
6.7000
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.73
6.6500
6.6500
07.72 MH SGS 2031
1
T+0
1D
30.00
30.91
6.6500
6.6500
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.81
6.7000
6.7000
08.23 GOI FCI 2027
1
T+0
1D
30.00
31.21
6.6700
6.6700
08.32 CG SDL 2026
1
T+0
1D
30.00
31.24
6.7000
6.7000
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.16
6.6500
6.6500
07.07 GJ SDL 2031
1
T+0
1D
28.00
27.88
6.6600
6.6600
06.79 GS 2027
1
T+0
1D
25.00
25.59
6.3500
6.3500
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.90
6.6500
6.6500
07.15 KL SDL 2027
1
T+0
1D
25.00
25.43
6.6900
6.6900
07.27 KA SDL 2026
1
T+0
1D
25.00
25.59
6.6900
6.6900
07.36 GS 2052
2
T+0
1D
25.00
25.63
6.4500
6.4500
07.37 KA SGS 2037
1
T+0
1D
25.00
25.14
6.6000
6.6000
07.41 AR SGS 2034
1
T+0
1D
25.00
25.25
6.6500
6.6500
07.41 HP SGS 2036
1
T+0
1D
25.00
25.23
6.6000
6.6000
07.62 UP SDL 2027
1
T+0
1D
25.00
25.57
6.6900
6.6900
07.62 UP SGS 2035
1
T+0
1D
25.00
25.92
6.6500
6.6500
07.72 MH SGS 2035
1
T+0
1D
25.00
26.16
6.6500
6.6500
07.73 KA SGS 2034
1
T+0
1D
25.00
26.40
6.6500
6.6500
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.46
6.6000
6.6000
07.76 MP SGS 2037 29 NOV
1
T+0
1D
25.00
26.53
6.6500
6.6500
08.17 GS 2044
1
T+0
1D
25.00
28.43
6.4500
6.4500
08.24 GS 2033
1
T+0
1D
25.00
27.89
6.4000
6.4000
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.81
6.6500
6.6500
08.42 KL SDL 2026
1
T+0
1D
25.00
26.00
6.6900
6.6900
08.44 JH SDL 2029
1
T+0
1D
25.00
26.43
6.7000
6.7000
08.96 TN SDL 2024
1
T+0
1D
25.00
25.80
6.6500
6.6500
182 DTB 16052024
1
T+0
1D
25.00
24.96
6.6500
6.6500
GS12MAR2028C
1
T+0
1D
25.00
19.10
6.7000
6.7000
GS16JUN2024C
1
T+0
1D
25.00
24.81
6.7000
6.7000
GS16JUN2025C
1
T+0
1D
25.00
23.15
6.6500
6.6500
06.67 GS 2035
1
T+0
1D
20.00
19.76
6.6000
6.6000
06.92 UP SDL 2031
1
T+0
1D
20.00
19.56
6.6000
6.6000
06.99 TN SDL 2041
1
T+0
1D
20.00
19.75
6.7000
6.7000
07.20 MH SGS 2028
1
T+0
1D
20.00
20.52
6.6500
6.6500
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.56
6.6500
6.6500
07.46 ML SGS 2034
1
T+0
1D
20.00
20.19
6.6500
6.6500
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.21
6.6500
6.6500
07.50 UP SGS 2035
1
T+0
1D
20.00
20.44
6.6500
6.6500
07.51 AP SDL 2037
1
T+0
1D
20.00
20.35
6.6500
6.6500
07.52 GA SGS 2039
1
T+0
1D
20.00
20.31
6.6500
6.6500
07.52 RJ SGS 2044
1
T+0
1D
20.00
20.29
6.6500
6.6500
07.62 MH SDL 2030
1
T+0
1D
20.00
20.89
6.6000
6.6000
07.65 UP SGS 2034
1
T+0
1D
20.00
20.88
6.6500
6.6500
07.68 KA SGS 2034
1
T+0
1D
20.00
20.95
6.6500
6.6500
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.39
6.6500
6.6500
07.76 MP SDL 2027
1
T+0
1D
20.00
20.50
6.7000
6.7000
07.98 KA SDL 2025
1
T+0
1D
20.00
20.27
6.6000
6.6000
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.72
6.6500
6.6500
08.06 KA SDL 2025 11 FEB
1
T+0
1D
20.00
20.50
6.7000
6.7000
08.08 TN SDL 2028
1
T+0
1D
20.00
21.11
6.6500
6.6500
08.29 RJ SDL 2025 29 JUL
2
T+0
1D
20.00
20.67
6.6500
6.6500
08.30 RJ SDL 2026
1
T+0
1D
20.00
20.82
6.6500
6.6500
08.36 MH SDL 2026
1
T+0
1D
20.00
20.78
6.6500
6.6500
08.97 KL SDL 2024
1
T+0
1D
20.00
20.59
6.6500
6.6500
GS15JUN2024C
1
T+0
1D
20.00
19.85
6.7000
6.7000
05.15 GS 2025
1
T+0
1D
19.00
18.98
6.3500
6.3500
05.79 GS 2030
1
T+0
1D
18.00
17.32
6.3500
6.3500
05.77 GS 2030
2
T+0
1D
16.00
15.17
6.4000
6.4000
06.85 WB SDL 2031
1
T+0
1D
15.00
14.69
6.6000
6.6000
07.46 UP SGS 2039
1
T+0
1D
15.00
15.16
6.7000
6.7000
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.34
6.6500
6.6500
07.51 UP SGS 2040
1
T+0
1D
15.00
15.21
6.6500
6.6500
07.81 HR SDL 2032 13 JUL
1
T+0
1D
15.00
15.71
6.6500
6.6500
08.17 WB SDL 2025 27 MAY
1
T+0
1D
15.00
15.67
6.6700
6.6700
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.51
6.6500
6.6500
GS19JUN2026C
1
T+0
1D
15.00
12.94
6.7000
6.7000
08.69 TN SDL 2026
1
T+0
1D
14.00
14.55
6.7000
6.7000
07.16 GS 2050
1
T+0
1D
11.00
11.03
6.4000
6.4000
06.22 GS 2035
1
T+0
1D
10.00
9.39
6.4500
6.4500
07.17 GS 2028
2
T+0
1D
10.00
10.25
6.6000
6.4950
07.27 GS 2026
1
T+0
1D
10.00
10.09
6.6000
6.6000
07.40 GS 2035
1
T+0
1D
10.00
10.30
6.4000
6.4000
07.42 KL SGS 2049
1
T+0
1D
10.00
10.04
6.6900
6.6900
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.44
6.7500
6.7500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.48
6.6500
6.6500
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.45
6.6500
6.6500
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.39
6.6700
6.6700
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.38
6.6500
6.6500
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.38
6.6500
6.6500
07.06 GS 2046
1
T+0
1D
8.00
7.90
6.4000
6.4000
07.72 GS 2049
1
T+0
1D
6.00
6.53
6.4000
6.4000
05.85 GS 2030
1
T+0
1D
5.00
4.80
6.4000
6.4000
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.98
6.6500
6.6500
07.54 GS 2036
1
T+0
1D
5.00
5.32
6.4000
6.4000
07.96 MH SDL 2025
1
T+0
1D
5.00
5.07
6.6500
6.6500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.6700
6.6700
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
6.6700
6.6700
08.51 HR SDL 2026
1
T+0
1D
5.00
5.19
6.6500
6.6500
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.6500
6.6500
06.99 GS 2051
1
T+0
1D
2.00
2.00
6.2500
6.2500
08.13 GS 2045
1
T+0
30D
190.00
214.53
6.7500
6.7500
Total
466
52425.00
53499.56
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
1350.0000
1411.5330
06.69 GS 2024
1
T+0
1D
470.0000
481.0724
364 DTB 14112024
1
T+0
1D
395.0000
380.9463
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.2981
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.4150
08.34 UP SDL 2026
1
T+0
1D
240.0000
249.9744
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.6143
364 DTB 16012025
1
T+0
1D
195.0000
185.8229
07.35 GS 2024
1
T+0
1D
74.7500
76.8402
08.69 TN SDL 2026
1
T+0
1D
21.0000
21.8273
Total
11
3530.7500
3608.3439
May 7 2024 9:01PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/080524
T+0
1D
6.45
6.55
6.40
6.43
6.50
888
303355.00
Total
888
303355.00
May 7 2024 8:04PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
2112
23460.0000
100.3300
7.1284
07.10 GS 2034
1130
10790.0000
100.0400
7.0931
07.18 GS 2037
155
2120.0000
99.9900
7.1794
07.23 GS 2039
173
2055.0000
100.5450
7.1692
07.37 GS 2028
93
1670.0000
100.9525
7.1156
07.25 GS 2063
81
1325.0000
100.1000
7.2415
07.32 GS 2030
98
1130.0000
100.9150
7.1415
07.30 GS 2053
84
1075.0000
100.8500
7.2287
GOI FRB 2033
25
880.0000
101.9500
7.9535
07.10 GS 2029
43
595.0000
99.8550
7.1338
07.34 GS 2064
21
435.0000
101.2200
7.2457
GOI FRB 2028
11
375.0000
99.9900
7.6750
07.46 GS 2073
8
375.0000
102.9500
7.2399
07.26 GS 2033
18
355.0000
100.6800
7.1516
07.33 GS 2026
20
275.0000
100.5100
7.1007
08.17 GS 2044
1
200.0000
110.0000
7.2278
07.38 GS 2027
22
190.0000
100.7000
7.1214
07.06 GS 2028
11
155.0000
99.7925
7.1192
GOI FRB 2034
7
150.0000
100.0800
7.9975
07.26 GS 2032
5
130.0000
100.6700
7.1490
05.63 GS 2026
12
120.0000
97.4100
7.0876
05.15 GS 2025
1
60.0000
97.2800
7.0898
06.67 GS 2035
5
55.0000
96.1100
7.1682
07.27 GS 2026
5
55.0000
100.2875
7.1019
06.10 GS 2031
4
45.0000
94.2000
7.1447
05.79 GS 2030
5
25.0000
93.5100
7.1370
06.64 GS 2035
2
20.0000
95.9500
7.1739
06.99 GS 2026
2
15.0000
99.8100
7.0930
05.22 GS 2025
2
15.0000
98.0800
7.0530
05.77 GS 2030
2
10.0000
93.1450
7.1491
06.89 GS 2025
2
10.0000
99.9000
7.0201
06.67 GS 2050
1
10.0000
93.5000
7.2223
07.95 GS 2032
1
10.0000
104.9600
7.1452
08.26 GS 2027
1
5.0000
103.1800
7.1350
07.16 GS 2050
1
5.0000
99.2300
7.2247
06.69 GS 2024
1
5.0000
99.9500
6.8490
07.54 GS 2036
1
5.0000
102.8900
7.1769
07.17 GS 2028
2
4.4580
100.2000
7.1027
07.18 GS 2033
13
4.1200
100.3200
7.1299
07.34 GS 2064
2
3.6530
101.4000
7.2321
07.32 GS 2030
5
3.2000
100.9700
7.1309
07.37 GS 2028
4
3.1500
100.9500
7.1163
06.01 GS 2028
1
2.9000
96.0000
7.2071
07.10 GS 2034
10
2.7000
100.1900
7.0718
07.18 GS 2037
5
2.3000
100.0000
7.1782
07.54 GS 2036
3
2.0000
102.8900
7.1769
07.50 GS 2034
1
1.7370
102.4000
7.1633
07.95 FERT BND 2026
1
1.5500
100.9500
7.3593
07.59 GS 2026
3
1.5300
100.8000
7.0655
08.24 GS 2027
2
1.4000
102.5000
7.2205
07.25 GS 2063
2
0.7600
100.1250
7.2396
07.30 GS 2053
5
0.7080
100.9000
7.2246
09.23 GS 2043
1
0.6500
121.3200
7.1854
07.46 GS 2073
4
0.1030
103.1500
7.2254
06.67 GS 2050
1
0.1000
93.6000
7.2134
07.23 GS 2039
2
0.0440
100.5700
7.1664
07.72 AP SGS 2036
2
100.0000
102.2450
7.4400
07.74 AP SGS 2036 01 NOV
2
100.0000
102.4075
7.4402
07.75 HR SGS 2035 01 NOV
2
100.0000
102.4400
7.4300
07.74 TS SGS 2035
2
100.0000
102.3700
7.4299
07.53 PN SGS 2037
1
100.0000
100.3750
7.4841
07.47 TS SGS 2036
3
94.3100
100.3100
7.4305
07.20 MH SDL 2027
4
80.0000
99.5400
7.3559
07.46 AP SGS 2043 03 APR
3
70.0000
100.0600
7.4530
05.94 RJ SDL 2025
3
60.0000
98.8500
7.2473
07.48 UP SGS 2042
3
60.0000
100.1500
7.4633
07.72 UP SGS 2034
2
60.0000
102.0875
7.4302
07.74 RJ SGS 2034
2
60.0000
102.0950
7.4299
07.73 KA SGS 2034
2
60.0000
102.1600
7.4302
07.38 TN SGS 2054
2
50.0000
99.2500
7.4417
08.38 KL SDL 2028
1
45.0000
103.5500
7.4476
07.18 TN SDL 2027
3
35.0000
99.4800
7.3588
07.52 RJ SGS 2034
3
30.0000
100.5500
7.4406
08.90 MH SDL 2024
1
25.0000
100.5800
7.1860
07.49 UP SGS 2036
1
20.0000
100.3000
7.4500
07.52 UP SGS 2039
2
15.0000
100.6100
7.4501
07.49 TN SGS 2034
2
15.0000
100.3775
7.4350
08.11 CG SDL 2028
2
10.0000
102.1700
7.4272
07.57 HR SGS 2030
2
10.0000
100.7300
7.4260
07.37 KA SGS 2037
2
10.0000
99.4100
7.4404
07.52 HR SGS 2034
1
10.0000
100.5450
7.4414
07.52 TN SDL 2027
2
6.0000
100.1200
7.4731
07.45 MH SGS 2038 22 MAR
1
5.0000
100.0300
7.4450
07.45 MH SGS 2039 22 MAR
1
5.0000
100.0300
7.4452
08.40 RJ SDL 2029
1
5.0000
103.7075
7.4702
07.48 PN SGS 2037
1
5.0000
99.8800
7.4934
07.51 PN SGS 2037
1
5.0000
100.1300
7.4935
09.04 KA SDL 2024
1
5.0000
100.5475
7.2025
07.41 KA SGS 2036
1
5.0000
99.9800
7.4106
07.55 KL SDL 2027
2
4.0000
100.1825
7.4807
08.05 GJ SDL 2028 31 JAN
2
4.0000
101.7725
7.4905
06.82 MH SDL 2026
1
4.0000
98.6800
7.3971
07.55 PN SGS 2032
2
3.8330
100.3000
7.4984
07.46 AP SGS 2041
1
3.1730
99.9900
7.4599
07.53 PN SGS 2037
1
2.7400
100.2600
7.4981
08.31 TS SDL 2026
1
2.0000
101.1500
7.5570
07.46 AP SGS 2042
2
1.8210
99.9900
7.4599
07.47 HP SGS 2033
1
1.6740
100.0700
7.4592
08.38 GJ SDL 2029
1
1.5000
103.7200
7.4401
07.48 UP SGS 2036
1
1.3450
100.3000
7.4398
07.53 WB SGS 2044
1
1.1550
100.6000
7.4704
07.40 AS SGS 2033
2
1.0000
99.7300
7.4416
07.46 AP SGS 2034
2
1.0000
99.9300
7.4678
07.32 PN SDL 2027
1
1.0000
99.4700
7.4990
07.40 TN SGS 2034
1
0.9050
99.6500
7.4486
07.39 MH SDL 2026
1
0.7950
99.9700
7.4032
06.91 MH SDL 2033
1
0.7000
96.0650
7.5010
08.41 KL SDL 2028 06 JUN
1
0.5100
103.1500
7.4962
07.59 KA SDL 2027 15 FEB
1
0.5000
100.3100
7.4570
08.14 HR SDL 2028
1
0.5000
102.1000
7.5030
07.49 RJ SGS 2040
1
0.2710
99.8200
7.5083
091 DTB 09052024
2
700.0000
99.9814
6.8000
182 DTB 12092024
6
405.0000
97.6190
7.0100
182 DTB 05092024
3
405.0000
97.7520
6.9950
364 DTB 09052024
1
300.0000
99.9814
6.8000
182 DTB 13062024
4
250.0000
99.3435
6.7000
182 DTB 16052024
2
200.0000
99.8512
6.8000
091 DTB 30052024
7
185.0000
99.5918
6.8000
364 DTB 23052024
4
160.0000
99.7295
6.6000
091 DTB 16052024
5
140.0000
99.8512
6.8000
182 DTB 09052024
4
140.0000
99.9815
6.7500
182 DTB 19092024
1
100.0000
97.4875
7.0200
364 DTB 11072024
5
50.0000
98.7926
6.9700
182 DTB 11072024
3
50.0000
98.7960
6.9500
091 DTB 04072024
2
25.0000
98.9233
6.9700
091 DTB 25072024
1
25.0000
98.5282
6.9900
182 DTB 30052024
2
20.0000
99.5918
6.8000
182 DTB 06062024
3
15.0000
99.4666
6.7500
182 DTB 01082024
2
15.0000
98.4118
6.9301
091 DTB 13062024
1
10.0000
99.3435
6.7000
091 DTB 30052024
3
6.5000
99.6038
6.6000
182 DTB 29082024
1
5.0000
97.8640
7.0500
364 DTB 30052024
1
5.0000
99.5948
6.7500
182 DTB 01112024
1
5.0000
96.7305
6.9701
364 DTB 18042025
1
5.0000
93.7775
7.0200
364 DTB 24042025
1
5.0000
93.6551
7.0450
364 DTB 02052025
1
5.0000
93.5241
7.0400
364 DTB 14112024
1
5.0000
96.5085
6.9500
364 DTB 03102024
1
0.3000
97.2860
6.8800
091 DTB 04072024
1
0.0010
98.9951
6.5000
Total
4393
52882.5960
Reported Deals
Trades
TTA
LTP
LTY
GS15SEP2026C
1
100.0000
84.4385
7.3200
GS26APR2026C
1
50.0000
86.8152
7.3200
GS26APR2027C
1
50.0000
80.7236
7.3500
GS26OCT2026C
1
50.0000
83.7500
7.3200
GS26OCT2027C
1
50.0000
77.8622
7.3500
GS12DEC2027C
1
35.0000
77.1474
7.3500
GS12JUN2027C
1
25.0000
79.9825
7.3500
GS02JAN2026C
1
20.0000
88.8143
7.3200
GS02JAN2027C
1
20.0000
82.5900
7.3500
GS02JUL2026C
1
20.0000
85.6785
7.3200
GS02JUL2027C
1
20.0000
79.6624
7.3500
GS16DEC2026C
1
15.4290
82.9179
7.3200
GS16DEC2027C
1
15.4290
77.0855
7.3500
GS16JUN2027C
1
15.4290
79.9184
7.3500
GS17DEC2027C
1
15.0000
77.0701
7.3500
GS19MAR2027C
1
10.8800
81.3247
7.3500
GS19SEP2027C
1
10.8800
78.4420
7.3500
08.30 GS 2042
5
1490.0000
111.2062
7.1973
08.83 GS 2041
4
1000.0000
116.2309
7.1886
07.18 GS 2033
11
965.0000
100.3850
7.1202
07.06 GS 2028
4
820.0000
99.7767
7.1239
06.54 GS 2032
4
625.0000
96.5100
7.1351
07.38 GS 2027
4
600.0000
100.7200
7.1142
07.37 GS 2028
7
575.0000
100.9650
7.1123
07.32 GS 2030
7
515.0000
100.9400
7.1367
07.73 GS 2034
2
490.0000
104.2718
7.1473
07.18 GS 2037
3
305.0000
100.0800
7.1687
07.10 GS 2034
7
290.0000
100.0450
7.0924
06.79 GS 2027
3
290.0000
99.0753
7.1350
07.10 GS 2029
4
220.0000
99.8375
7.1381
07.23 GS 2039
4
200.0000
100.6100
7.1621
GOI FRB 2028
1
200.0000
99.9700
7.6805
07.33 GS 2026
2
195.0000
100.5100
7.1007
07.18 GS 2033
8
151.5760
100.3400
7.1269
07.30 GS 2053
2
150.0000
101.1800
7.2017
07.34 GS 2064
2
100.0000
101.4200
7.2305
05.63 GS 2026
2
90.0000
97.3600
7.1163
07.27 GS 2026
1
85.0000
100.3000
7.0949
06.64 GS 2035
1
75.0000
95.8500
7.1875
05.15 GS 2025
1
60.0000
97.2935
7.0800
07.26 GS 2032
2
50.0000
100.6300
7.1554
06.99 GS 2026
1
50.0000
99.8200
7.0874
07.17 GS 2030
1
25.0000
100.1700
7.1330
05.74 GS 2026
3
17.0000
96.9100
7.1002
07.10 GS 2029
1
12.5000
99.7500
7.1594
07.27 GS 2026
1
10.5000
100.3100
7.0892
05.79 GS 2030
2
10.0000
93.4950
7.1402
07.72 GS 2025
1
10.0000
100.6500
7.0594
07.30 GS 2053
1
9.0760
101.1000
7.2082
07.59 GS 2026
1
8.0000
100.7600
7.0911
05.77 GS 2030
1
5.0000
93.1450
7.1491
05.22 GS 2025
1
5.0000
97.9850
7.1454
06.67 GS 2035
1
5.0000
96.1200
7.1669
06.68 GS 2031
1
5.0000
97.3500
7.1473
06.01 GS 2028
1
4.3500
96.1860
7.1500
06.67 GS 2035
1
4.2860
96.0700
7.1735
08.28 GS 2027
1
1.0000
103.2500
7.1723
07.18 GS 2037
1
0.5000
100.0200
7.1758
08.23 GOI FCI 2027
1
0.3550
102.1800
7.3359
07.23 GS 2039
3
0.3350
100.5600
7.1675
07.37 GS 2028
1
0.1000
101.0000
7.1031
07.53 PN SGS 2037
5
730.0000
100.3300
7.4895
07.43 TN SGS 2034 08 MAY
3
450.1040
100.0000
7.4300
07.43 TS SGS 2041 08 MAY
3
300.0000
100.1000
7.4196
07.46 AP SGS 2038 08 MAY
1
300.0000
100.3000
7.4252
07.43 TN SGS 2034 08 MAY
1
250.0000
100.0700
7.4200
07.47 TS SGS 2036
5
155.0000
100.0800
7.4598
07.52 UP SGS 2039
3
140.0000
100.6050
7.4507
07.47 TS SGS 2036
3
122.0900
100.0100
7.4687
07.45 MH SGS 2038 22 MAR
3
115.0000
100.3400
7.4089
07.47 HP SGS 2033
3
105.0000
100.0800
7.4576
07.43 MH SGS 2039
1
100.0000
99.8112
7.4500
07.43 TS SGS 2041 08 MAY
1
94.1710
100.0000
7.4300
07.49 TN SGS 2034
4
70.0000
100.3300
7.4418
07.45 MH SGS 2038 20 MAR
1
61.1500
99.8158
7.4700
07.46 AP SGS 2042
1
52.1320
99.9893
7.4600
07.48 UP SGS 2040
2
50.0000
100.0791
7.4700
07.54 AS SGS 2034
2
50.0000
100.4800
7.4706
07.48 ML SGS 2034
1
50.0000
100.0700
7.4699
07.47 AP SGS 2037 08 MAY
1
45.1120
100.0000
7.4700
07.44 MH SGS 2042 03 APR
2
45.0000
99.9404
7.4450
07.47 AP SGS 2037 08 MAY
2
35.0000
100.1600
7.4506
07.51 UP SGS 2038
2
35.0000
100.2872
7.4750
07.44 MH SGS 2041
2
30.0000
99.8941
7.4500
07.48 UP SGS 2042
1
25.0000
100.0848
7.4700
08.07 GJ SDL 2025 11 FEB
1
25.0000
100.6206
7.1900
08.40 RJ SDL 2029
2
20.0000
103.7083
7.4700
07.42 TN SGS 2034 03 APR
2
15.0000
99.8856
7.4350
07.51 UP SGS 2038
3
10.0000
100.2400
7.4805
07.41 KA SGS 2036
1
5.0000
99.9900
7.4093
07.67 HR SGS 2035
1
5.0000
101.7600
7.4395
07.54 PN SGS 2032
1
3.1880
100.3833
7.4750
07.43 MH SGS 2039
1
2.0000
99.9900
7.4299
09.18 AP SDL 2024
1
1.9000
100.1132
6.9502
08.38 GJ SDL 2029
1
1.5000
104.3100
7.2956
08.52 KA SDL 2028
1
1.0000
104.0900
7.4429
08.08 TN SDL 2028
1
1.0000
102.7500
7.3650
06.87 MH SDL 2033 19 MAY
1
1.0000
96.0300
7.4820
07.88 MP SGS 2033
1
0.9430
103.1600
7.4091
08.21 HR UDAY 2025
1
0.7700
100.8800
7.1627
06.88 UP SDL 2031 03 FEB
1
0.7000
96.9200
7.4671
08.38 GA SDL 2029
1
0.6000
103.5200
7.4801
08.27 CG UDAY 2026
1
0.6000
101.7000
7.2831
08.30 GJ SDL 2029 13 MAR
1
0.5000
103.2700
7.4793
07.64 GA SDL 2030
1
0.5000
101.0200
7.4228
07.54 AS SGS 2034
1
0.4700
100.6000
7.4534
08.33 RJ UDAY 2025
1
0.4300
101.0500
7.3274
07.74 TN UDAY 2031
1
0.4000
101.4200
7.4663
08.12 HR SDL 2036
1
0.4000
105.1800
7.4538
08.43 GA SDL 2029
1
0.3720
103.7900
7.4794
06.89 KA SDL 2033
1
0.3000
96.4700
7.4087
08.47 PN UDAY 2029
1
0.2500
103.9900
7.4783
07.84 RJ SGS 2041
1
0.2380
103.3500
7.4860
07.07 TN SDL 2038
1
0.2360
96.5600
7.4590
07.10 JK SDL 2033 30 JUN
1
0.2000
97.9600
7.4091
08.48 KL SDL 2030
1
0.1000
105.1900
7.4232
08.68 AP SDL 2030
1
0.1000
106.3600
7.4219
182 DTB 05092024
7
1025.0000
97.7504
7.0000
091 DTB 16052024
1
300.0000
99.8512
6.8000
182 DTB 01082024
1
200.0000
98.4118
6.9300
091 DTB 09052024
1
150.0000
99.9814
6.8000
182 DTB 09052024
1
150.0000
99.9818
6.6500
182 DTB 29082024
1
100.0000
97.8788
7.0000
091 DTB 02082024
2
35.0000
98.3934
6.9300
364 DTB 24042025
1
15.0000
93.6635
7.0350
182 DTB 30052024
1
5.0000
99.6008
6.6500
364 DTB 14112024
1
5.0000
96.5231
6.9200
Total
239
15742.0810
May 8 2024 8:21AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
0.0000
0.0000
0.0000
0.0000
83.5100
0.0000
R-SPOT
-
-
-
-
0.1500
-
FX-Retail
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Market Liquidity Indicators
Notifications
Discussion Papers
Request For Proposal
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FPI Debt (GSec) Utilisation Status
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FBIL Overnight MIBOR Methodology
FBIL T-Bills Curve Methodology
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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