| Tenor | Sett. Type | Maturity | Trades | TTA (Cr.) | Open | High | Low | LTR | LTA | WAR |
| O/N | T + 0 | 21/07/2017 | 54 | 4650.50 | 6.25 | 6.25 | 6.01 | 6.01 | 100.00 | 6.1209 |
| 15D | T + 0 | 04/08/2017 | 3 | 155.00 | 6.40 | 6.40 | 6.40 | 6.40 | 50.00 | 6.4000 |
| 103D | T + 0 | 31/10/2017 | 1 | 100.00 | 6.38 | 6.38 | 6.38 | 6.38 | 100.00 | 6.3800 |
| Total | | | 58 | 4905.50 | | | | | | |
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