20:46 May 14, 2024
Sign In
Log In
User Name:
*
Password:
*
Remember me next time.
Change Password
Forgot Password
Register
It looks like your browser does not have JavaScript enabled. Please turn on JavaScript and try again.
CCIL
About Us
Membership
SecuritiesSettl
TripartyRepo
Forex Settlement
CLS
FX-Trading
Derivatives
Collateral & Funds
Risk Mgmt
Research
Statistics
Company Profile
Vision And Mission
Promoters/Stakeholders
Board of Directors
Organisation Structure
Financial
Careers with us
Milestones
Our IT Infrastructure
Business Continuity Planning (BCP)
Contact Us
Clearcorp Dealing Systems
Other Information
Resignation of Directors
Committees
Introduction and Eligibility Criteria
Application Form
Fees and Member Billing
Documentation
Member Directories
Bye Laws, Rules & Regulations
FAQ's
CCIL Members
TR Members
Introduction
Fees & Charges
Members List
FAQ's
Statistics
Introduction
Risk Management
Clearing & Settlement
IT Infrastructure
Request Forms
Members List
FAQ's
Statistics
ITREPS Capicom
Introduction
Benefits
Clearing and Settlement Procedure
Fees & Charges
Members List
FAQ
Statistics
Introduction
Benefits
Settlement Procedure
Member List
Fees & Charges
FAQ
Introduction
Benefits
Order Matching Mode
Negotiation Mode
Member List
System Prerequisites
Operations Guide
FAQ's
Statistics
PI Notes
Introduction
Benefits
Eligiblity
Settlement Procedure
Non Guaranteed Settlement and Benefits
Statistics
FAQs
Member List
Fees & Charges
IRS Trading Platform
SARVAM
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Introduction
Member Common Collateral
Triparty Repo Collateral
FX (USD/INR) Settlement Segment
FAQ's
Default Fund
Introduction
PFMI Disclosures
Securities Segment
TripartyRepo Segment
Forex Segment
Forex Forwards
Rupee Derivatives
CLS Segment
Knowledge Center
Risk Management Process
Eligible Securities for MCC and Hair cut rates thereon
Eligible Securities for Default Fund and Hair Cut thereon
Margin Factors
MTM Prices
ZCYC
ZCYC Current
FAQ
Risk Management Process
Eligible Securities for Collateral Deposits and Hair cut rates thereon
Eligible Securities for Default Fund and Hair Cut thereon
FAQs
USD/INR Segment: Eligible Securities for Default Fund and Hair cut rates
Risk Management Process
FAQ
Eligible Securities for Default Fund and Hair Cut Rates thereon
Forex Forward Risk Management Process
FAQ
Eligible Securities for Default Fund and Hair cut rates thereon
Risk Management Process
FAQ
CLS Risk Management Process
FAQ
Introduction
CCIL Publications
CCILTraining
Data Sharing Policy
Knowledge Center
Statistics
Market Update
Collection of Articles (2003-2018)
Rakshitra
Fact Book
Market Analytics
Macro Economic Updates
Quarterly Reports
Daily Market Analytics
Quarterly Market Analytics
Foreign Trade
Index of Industrial Production
Balance of Payments
Monetary Policy Review
GDP Estimates
Monthly Review of Economy
India Debt Market Quarterly
India SDL Quarterly
India Forex Market Quarterly
Daily Data
Business Statistics
CCIL - Spot Rates (INR-USD)
CCIL Bond Index
CCIL All Sovereign Bonds Index
CCIL Tenor Index
CCIL T-Bill Index
CCIL SDL Index
Daily Outright Trades Data
Trade Analysis
OTC Trade Analysis
NDS-OM Trade Analysis
G-Sec Historical Trades
Money Market
Tenor-wise Indicative Yields
Market Liquidity Indicators
Membership
Securities Settlement
TREPS Repo
Forex Settlement
Fx-Trading
Derivatives
Risk Mgmt
Research Statistics
CCIL Members
TR Members
Rupee Derivative Segment
Forex Forward Segment
MTM Price
ZCYC Current
ZCYC
CCIL
FX-Retail
|
Trade Repository
|
LEI
|
ClearCorp
|
e-Support
|
e-Notice
|
CCIL Training
|
Online Bill Payment
Notifications
|
Publications
|
Articles
|
Bye laws
The current browser does not support Web pages that contain the IFRAME element. To use this Web Part, you must use a browser that supports this element, such as Internet Explorer 7.0 or later.
Please visit our new Website at
https://ccilindia.com
and update your bookmarks.
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
5.50
12695.01
6.70
6.72
9701.29
TREP
6.68
6.70
5.90
6.25
308944.65
6.52
6.70
314173.55
REPO
6.60
6.85
4.50
6.15
169997.34
6.66
6.69
173494.49
Money Market
491637.00
6.57
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 5:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
15/05/2024
320
12695.01
6.80
6.85
5.10
5.50
6.7017
15D
T + 0
29/05/2024
5
303.00
7.00
7.00
6.85
7.00
6.9540
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
7
133.00
6.80
6.80
5.50
5.50
6.5820
7D
T + 0
21/05/2024
2
21.00
6.65
6.65
6.60
6.60
6.6143
13D
T + 0
27/05/2024
1
0.30
6.15
6.15
6.15
6.15
6.1500
Total
336
13302.31
May 14 2024 2:32PM
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
87
T+0
1D
17320.53
17076.61
6.1000
6.6726
SG SECS UPTO 5YR
131
T+0
1D
14229.35
13952.39
6.2000
6.7529
TBILLS 91 DTB
26
T+0
1D
11361.87
11542.79
6.7300
6.7185
TBILLS 182 DTB
26
T+0
1D
11053.88
11315.29
6.1000
6.6181
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
CG LIQUID 1 TO 3 YR
50
T+0
1D
6216.80
6178.69
6.1500
6.6472
CG LIQUID 3 TO 5 YR
39
T+0
1D
4357.81
4248.91
6.1500
6.6922
SG SECS ABV 5YR
24
T+0
1D
3277.90
3214.28
6.7200
6.7447
OIL BONDS
12
T+0
1D
2468.92
2430.66
6.1400
6.7436
TBILLS 364 DTB
10
T+0
1D
2008.97
2096.38
6.1000
6.5041
CG LIQUID UPTO 1 YR
11
T+0
1D
1928.95
1891.05
6.1500
6.6272
CG STRIPS
26
T+0
1D
1802.87
2108.43
6.7000
6.7795
CG RESIDUAL
9
T+0
1D
1690.97
1663.57
6.2000
6.7356
Total
612
118083.02
116895.34
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
06.90 OIL SPL 2026
4
T+0
1D
1600.00
1618.79
6.7700
6.7581
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
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
09.15 GS 2024
2
T+0
1D
470.00
474.48
6.1500
6.2266
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
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
469
48966.00
49683.53
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
1350.0000
1363.7745
182 DTB 22082024
1
T+0
1D
400.0000
392.4400
364 DTB 14112024
1
T+0
1D
390.0000
376.5509
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
364 DTB 16012025
1
T+0
1D
195.0000
186.0304
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
17
4736.0000
4775.8070
May 14 2024 8:46PM
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
5.90
6.25
6.52
876
308944.65
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
879
309420.65
May 14 2024 8:04PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
2190
22400.0000
100.4750
7.1067
07.10 GS 2034
922
9840.0000
100.2800
7.0588
07.32 GS 2030
210
3740.0000
101.0450
7.1161
07.23 GS 2039
184
2030.0000
100.8700
7.1333
07.30 GS 2053
107
1250.0000
101.4475
7.1799
07.10 GS 2029
68
850.0000
99.9225
7.1170
07.37 GS 2028
50
845.0000
101.0350
7.0923
07.25 GS 2063
45
845.0000
100.6000
7.2032
07.18 GS 2037
84
650.0000
100.2950
7.1433
07.33 GS 2026
17
625.0000
100.5800
7.0667
07.38 GS 2027
24
525.0000
100.7425
7.1050
06.95 GS 2061
4
475.0000
96.7600
7.2002
07.34 GS 2064
35
385.0000
101.8800
7.1956
07.26 GS 2033
13
325.0000
100.8200
7.1297
07.10 GS 2034(WR)
13
290.0000
100.2100
7.0685
08.24 GS 2033
8
280.0000
107.5900
7.1253
06.99 GS 2026
15
255.0000
99.8700
7.0590
07.06 GS 2028
29
235.0000
99.8525
7.1011
05.74 GS 2026
14
230.0000
97.0000
7.0702
08.33 GS 2036
14
195.0000
109.3800
7.1550
07.46 GS 2073
14
185.0000
103.5000
7.1999
07.26 GS 2032
6
125.0000
100.7800
7.1310
07.41 GS 2036
7
110.0000
102.1300
7.1494
07.40 GS 2035
5
110.0000
102.0000
7.1375
05.63 GS 2026
12
105.0000
97.4800
7.0605
GOI FRB 2033
3
105.0000
101.8900
7.9711
06.10 GS 2031
15
100.0000
94.3300
7.1227
08.17 GS 2044
1
100.0000
110.2000
7.2102
07.17 GS 2028
2
89.7170
100.0850
7.1390
GOI FRB 2028
4
85.0000
99.9800
7.6861
06.22 GS 2035
3
81.6000
93.2125
7.1281
06.67 GS 2050
11
65.0000
93.9300
7.1842
07.61 GS 2030
3
60.0000
102.3275
7.1250
07.17 GS 2028
3
55.0000
100.1600
7.1153
07.17 GS 2030
5
50.0000
100.2175
7.1226
08.24 GS 2027
2
50.0000
102.7200
7.1260
06.80 GS 2060
1
50.0000
94.8200
7.2028
07.54 GS 2036
1
50.0000
103.1000
7.1509
07.16 GS 2050
7
40.0000
99.7000
7.1844
07.59 GS 2026
3
40.0000
100.7600
7.0862
06.64 GS 2035
1
35.0000
96.1900
7.1422
07.88 GS 2030
1
30.0000
103.5500
7.1237
06.79 GS 2027
1
25.0000
99.2100
7.0869
06.95 GS 2061
3
21.3980
96.5000
7.2209
GOI FRB 2034
2
20.0000
99.9700
8.0222
07.95 GS 2032
1
20.0000
105.0150
7.1351
05.22 GS 2025
2
15.0000
98.1075
7.0591
07.40 GS 2035
3
12.9250
101.9000
7.1503
06.80 GS 2060
1
12.4300
94.8200
7.2028
07.32 GS 2030
10
11.5680
101.0100
7.1229
06.67 GS 2035
2
10.0000
96.2875
7.1456
07.18 GS 2033
18
8.5660
100.4800
7.1060
07.30 GS 2053
6
5.1000
101.3800
7.1854
05.85 GS 2030
1
5.0000
93.3500
7.1388
08.20 GS 2025
1
5.0000
101.4200
7.0739
06.79 GS 2029
1
5.0000
98.4400
7.1298
07.88 GS 2030
1
4.8950
103.5500
7.1237
06.62 GS 2051
1
3.0000
93.2000
7.1902
07.10 GS 2029
1
2.7500
99.9200
7.1176
07.23 GS 2039
1
2.5000
100.9500
7.1246
07.25 GS 2063
4
2.1500
100.7000
7.1956
07.41 GS 2036
1
2.0000
102.0625
7.1575
06.99 GS 2051
2
1.5120
97.0000
7.2421
08.30 GS 2040
1
1.5000
110.3550
7.2027
07.18 GS 2037
5
1.4240
100.3000
7.1427
07.10 GS 2034
4
1.1270
100.2000
7.0701
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
08.27 RJ SDL 2029
2
55.0000
103.1500
7.4494
08.38 GJ SDL 2029
1
50.0000
103.7875
7.4202
07.73 KA SGS 2034
1
50.0000
102.1600
7.4301
07.82 AS SGS 2032
2
45.0000
102.0450
7.4887
07.82 AS SGS 2032
2
45.0000
102.1925
7.4651
07.52 UP SGS 2039
3
40.0000
100.5650
7.4550
07.82 RJ SGS 2032
1
30.0000
102.2000
7.4639
08.15 BR SDL 2028
1
25.0000
102.2675
7.4597
07.60 KA SGS 2033
1
20.0000
100.8925
7.4558
07.54 AS SGS 2034
3
15.0000
100.6000
7.4530
07.52 AP SDL 2042
2
10.0000
100.6300
7.4547
07.45 MH SGS 2039 22 MAR
2
10.0000
100.1500
7.4316
07.44 HR SGS 2036
2
10.0000
99.9300
7.4469
07.48 UP SGS 2040
2
10.0000
100.2000
7.4567
07.46 UP SGS 2039
1
10.0000
100.0000
7.4584
07.52 AP SDL 2038
1
10.0000
100.5500
7.4546
07.48 PN SDL 2042
1
10.0000
100.1900
7.4600
07.53 PN SGS 2037
1
5.0000
100.5000
7.4686
08.08 TN SDL 2028
1
5.0000
102.5000
7.4267
08.32 PN SDL 2025
1
5.0000
100.9600
7.3008
07.46 MH SGS 2035
1
5.0000
100.3400
7.4113
07.47 MH SGS 2036
1
5.0000
100.3300
7.4253
07.57 GJ SGS 2032
1
5.0000
100.9400
7.4045
07.52 GJ SDL 2027
1
5.0000
100.3975
7.3698
07.44 KA SGS 2034
1
5.0000
100.1200
7.4201
07.45 KA SGS 2035
1
5.0000
100.0950
7.4351
07.50 AP SGS 2028
1
5.0000
100.2100
7.4433
08.38 PN SDL 2029
1
5.0000
103.5250
7.4759
08.53 RJ SDL 2028
1
4.5000
103.7500
7.4864
08.12 MH SDL 2025
3
4.3500
101.0500
7.3646
06.95 HR SDL 2033
1
2.5000
96.6200
7.4698
07.64 AP SGS 2031
1
2.5000
100.8000
7.4824
07.41 KA SGS 2036
2
2.0000
99.9700
7.4118
07.48 HR SGS 2034
1
1.8900
100.0800
7.4672
07.45 MH SGS 2038 22 MAR
1
1.8470
100.2000
7.4250
07.49 BR SGS 2039
1
1.4520
99.8900
7.5005
07.87 TN SDL 2033
1
1.2900
102.5500
7.4781
08.10 TN SDL 2025
2
1.1090
100.6100
7.3010
07.44 KA SGS 2034
1
1.1000
100.0975
7.4234
08.15 TN SDL 2025
1
1.0440
101.1000
7.3587
06.66 TN SDL 2030
2
1.0000
96.7600
7.3096
06.63 MH SDL 2030
2
1.0000
96.7200
7.2774
06.91 MH SDL 2033
1
1.0000
95.4700
7.5941
07.62 UP SGS 2033
1
1.0000
100.5800
7.5324
07.45 MH SGS 2038 20 MAR
1
0.6890
100.2000
7.4250
08.25 GJ SDL 2028
1
0.5000
102.0800
7.6272
07.05 JH SDL 2030
1
0.4000
98.0400
7.4703
08.61 PN SDL 2028
1
0.3600
104.2475
7.4803
08.25 MH SDL 2025 13 MAY
1
0.1500
100.8500
7.3472
08.10 TS SDL 2025
1
0.1000
100.7000
7.3217
06.87 BR SDL 2030 24 NOV
1
0.0050
96.1000
7.6395
06.83 KA SDL 2031 01 DEC
1
0.0020
95.0000
7.7157
091 DTB 30052024
3
1150.0000
99.7152
6.9500
091 DTB 06062024
14
780.0000
99.5799
7.0000
182 DTB 12092024
4
275.0000
97.7410
7.0300
091 DTB 16052024
2
230.0000
99.9812
6.8500
091 DTB 27062024
9
225.0000
99.1821
7.0000
182 DTB 16052024
5
130.0000
99.9812
6.8600
091 DTB 13062024
2
120.0000
99.4587
6.8500
182 DTB 30052024
2
55.0000
99.7172
6.9000
182 DTB 23052024
1
30.0000
99.8556
6.6000
364 DTB 30052024
4
25.0000
99.7193
6.8500
091 DTB 08082024
2
25.0000
98.4005
6.9800
182 DTB 18072024
1
25.0000
98.7960
6.9500
182 DTB 07112024
1
20.0000
96.7304
7.0100
091 DTB 20062024
1
20.0000
99.3241
6.9000
364 DTB 11042025
1
5.0000
94.0309
7.0001
091 DTB 12072024
1
5.0000
98.9232
6.8500
182 DTB 11072024
1
5.0000
98.9408
6.8550
364 DTB 13062024
1
5.0000
99.4548
6.9000
091 DTB 30052024
2
3.0000
99.7233
6.7505
182 DTB 25072024
2
2.3800
98.6756
6.9000
182 DTB 26092024
2
0.6000
97.5574
6.8200
364 DTB 24042025
1
0.0400
93.7945
7.0200
182 DTB 23052024
1
0.0380
99.8468
7.0000
Total
4372
52261.8620
Reported Deals
Trades
TTA
LTP
LTY
GS19JUN2033C
1
40.8800
52.0512
7.3100
GS15SEP2034C
1
3.5950
47.6688
7.3000
GS15SEP2035C
1
3.5950
44.3706
7.3000
GS15MAR2035C
1
3.0000
45.9902
7.3000
07.18 GS 2033
8
740.0000
100.4400
7.1119
07.25 GS 2063
6
510.0000
100.6425
7.2000
07.10 GS 2034
6
270.0000
100.2650
7.0609
07.18 GS 2037
4
220.0000
100.2850
7.1445
07.37 GS 2028
1
200.0000
101.0300
7.0936
08.28 GS 2027
1
190.0000
103.3813
7.1225
07.61 GS 2030
2
180.0000
102.4300
7.1040
07.10 GS 2029
2
150.0000
99.9175
7.1182
05.15 GS 2025
1
150.0000
97.3867
7.0350
07.72 GS 2025
1
150.0000
100.6791
7.0200
07.30 GS 2053
4
100.0000
101.4400
7.1806
07.38 GS 2027
2
100.0000
100.7400
7.1059
07.26 GS 2033
1
100.0000
100.8000
7.1328
07.06 GS 2028
2
75.0000
99.8400
7.1048
07.23 GS 2039
3
70.0000
100.8400
7.1366
07.41 GS 2036
1
52.0000
102.0525
7.1587
07.54 GS 2036
1
50.0000
103.0300
7.1596
07.32 GS 2030
3
40.0000
101.0350
7.1181
06.99 GS 2026
2
40.0000
99.8800
7.0534
GOI FRB 2033
1
30.0000
101.8200
7.9817
05.85 GS 2030
2
25.0000
93.3200
7.1449
07.33 GS 2026
1
25.0000
100.5700
7.0712
08.15 GS 2026
1
25.0000
102.4000
7.0936
07.17 GS 2028
1
20.0000
100.1400
7.1216
08.30 GS 2042
1
18.5320
111.5026
7.1700
06.67 GS 2050
1
18.0000
93.8000
7.1958
09.23 GS 2043
1
6.8450
121.4972
7.1700
07.16 GS 2050
3
5.0000
99.7000
7.1844
06.67 GS 2050
1
5.0000
93.8850
7.1882
06.68 GS 2031
1
5.0000
97.4400
7.1318
06.62 GS 2051
1
5.0000
93.2500
7.1857
07.18 GS 2033
3
2.1000
100.4250
7.1141
07.30 GS 2053
2
2.0260
101.3800
7.1854
07.25 GS 2063
2
2.0000
100.0300
7.2470
06.62 GS 2051
1
2.0000
93.2500
7.1857
07.35 GS 2024
1
1.0000
100.0300
6.7682
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
07.46 MH SGS 2041
3
400.0000
100.2725
7.4300
07.76 AP SGS 2037
2
250.0000
102.6015
7.4500
07.44 TS SGS 2041
3
225.0000
100.1000
7.4295
07.54 AS SGS 2034
2
215.0000
100.6300
7.4487
07.50 TN SGS 2054
2
210.0000
100.8222
7.4300
07.52 WB SGS 2039
1
141.9110
100.7885
7.4300
07.44 TS SGS 2041
3
129.6750
100.0000
7.4400
05.95 TN SDL 2025
1
114.9950
98.7641
7.2600
07.47 AP SGS 2037 26 APR
1
110.0000
100.1579
7.4500
07.38 TN SGS 2054
3
100.0000
99.3876
7.4300
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
07.49 TN SGS 2034
5
55.0000
100.1200
7.4717
07.45 MH SGS 2038 20 MAR
2
50.0000
100.1139
7.4350
07.45 AP SGS 2033 15 MAY
1
50.0000
100.0600
7.4407
07.75 TS SGS 2037
1
50.0000
102.6887
7.4300
08.39 RJ UDAY 2026
1
50.0000
101.5153
7.4800
07.47 PN SGS 2032
3
45.0000
100.1200
7.4498
08.27 HR SDL 2025 13 MAY
1
45.0000
100.9516
7.2600
07.82 AS SGS 2032
1
45.0000
102.1825
7.4667
08.20 GJ SDL 2025 24 JUN
1
40.7460
100.9715
7.2600
08.10 TN SDL 2025
1
35.0000
100.6899
7.2000
08.25 MH SDL 2025 10 JUN
1
35.0000
100.9925
7.2600
07.42 AP SGS 2045
1
35.0000
100.1100
7.4096
07.42 AP SGS 2046
1
35.0000
100.1100
7.4098
07.14 KA SDL 2032
4
30.0000
98.3722
7.4200
07.49 TN SGS 2034
2
30.0000
100.3000
7.4457
07.48 UP SGS 2040
1
30.0000
100.1469
7.4625
07.45 KA SGS 2035
1
30.0000
100.0960
7.4350
07.41 AP SGS 2047
1
27.2350
100.0000
7.4100
07.46 UP SGS 2039
1
25.0000
99.9636
7.4625
07.20 GJ SDL 2027
1
25.0000
99.5572
7.3600
07.59 KA SDL 2027 15 FEB
1
25.0000
100.5585
7.3550
07.60 KA SGS 2033
1
20.0000
100.9924
7.4400
07.42 AP SGS 2045
1
18.7020
100.0000
7.4200
07.39 MH SDL 2026
1
15.0000
100.1319
7.3300
07.81 GJ SGS 2032
1
15.0000
102.3970
7.4200
07.42 AP SGS 2046
1
14.6520
100.0000
7.4200
07.47 PN SGS 2032
1
14.4870
100.0000
7.4700
07.62 KL SGS 2038
6
10.0000
101.1700
7.4856
07.47 HP SGS 2033
2
10.0000
100.2200
7.4356
07.33 MH SGS 2031
2
10.0000
99.5081
7.4200
06.98 TN SDL 2031 14 JUL
2
10.0000
97.5747
7.4200
07.24 GJ SDL 2026
1
10.0000
99.7771
7.3300
07.71 AP SGS 2033 22 FEB
1
5.0000
101.5000
7.4710
07.73 HR SGS 2032
1
5.0000
101.5000
7.4697
08.20 GJ SDL 2025 24 JUN
1
5.0000
100.9715
7.2600
07.41 KA SGS 2036
3
2.0000
100.5000
7.3439
07.45 AP SGS 2033 15 MAY
1
1.8380
100.1000
7.4346
07.48 PN SGS 2037
1
1.4000
100.0700
7.4700
06.91 MH SDL 2033
1
1.0000
95.4200
7.6019
07.62 UP SGS 2033
1
1.0000
100.5500
7.5368
08.87 UP UDAY 2028
1
0.8000
104.4600
7.4997
08.25 GJ SDL 2028
1
0.5000
102.0000
7.6508
08.61 UP SDL SPL 2028 04
1
0.5000
104.0700
7.5002
06.63 MH SDL 2030
1
0.5000
96.8000
7.2613
06.66 TN SDL 2030
1
0.5000
96.8400
7.2931
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
07.72 TN UDAY 2030
1
0.1800
100.9900
7.5016
182 DTB 08082024
5
560.0000
98.3960
7.0000
182 DTB 01082024
3
515.0000
98.5262
7.0000
182 DTB 12092024
3
320.0000
97.7410
7.0300
091 DTB 13062024
3
315.0000
99.4579
6.8600
091 DTB 30052024
1
250.0000
99.7172
6.9000
182 DTB 29082024
1
200.0000
98.0007
7.0250
182 DTB 26092024
1
150.0000
97.4806
7.0400
182 DTB 05092024
1
100.0000
97.8699
7.0300
091 DTB 06062024
2
60.0000
99.5840
6.9300
182 DTB 22082024
1
50.0000
98.1341
7.0100
364 DTB 30012025
1
50.0000
95.1698
7.1250
364 DTB 11072024
1
50.0000
98.9187
7.0000
182 DTB 11072024
5
6.0000
98.9538
6.7700
364 DTB 11042025
1
5.0000
94.0550
6.9700
364 DTB 28112024
1
0.0080
96.3244
7.0700
Total
213
10332.5430
May 14 2024 8:46PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5150
83.5250
83.5100
83.5175
83.5100
0.0075
R-SPOT
0.1500
0.2000
0.1500
0.2000
-0.1000
0.3000
SPOT
83.5150
83.5225
83.5100
83.5175
83.5100
0.0075
FX-Retail
:The new pricing structure of
FX-Retail Platform
is effective from 1st April 2023.
Click here for more information
FX-Retail Virtual Demo
FX-Retail Brochure
FX-Retail Mock (Test environment):
Please click here to access
FX-Retail Mock
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