23:01 Apr 25, 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
6.75
6.85
5.10
5.75
8968.87
6.70
6.67
11039.47
TREP
6.70
6.83
6.60
6.82
359192.40
6.70
6.70
382681.50
REPO
4.50
6.85
4.01
6.75
173050.99
6.59
6.55
165993.76
Money Market
541212.26
6.67
6.65
559714.73
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
Apr 25 2024 5:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
26/04/2024
259
8968.87
6.75
6.85
5.10
5.75
6.7044
4D
T + 0
29/04/2024
55
1251.05
6.80
6.85
5.85
6.12
6.6044
15D
T + 0
10/05/2024
4
500.00
6.90
6.90
6.85
6.90
6.8980
18D
T + 0
13/05/2024
2
201.00
6.90
6.90
6.50
6.50
6.8980
32D
T + 0
27/05/2024
1
155.00
6.95
6.95
6.95
6.95
6.9500
5D
T + 0
30/04/2024
4
41.50
6.65
6.65
5.95
5.95
6.4564
7D
T + 0
02/05/2024
1
25.00
5.95
5.95
5.95
5.95
5.9500
20D
T + 0
15/05/2024
1
3.00
6.60
6.60
6.60
6.60
6.6000
Total
327
11145.42
Apr 25 2024 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
67
T+0
1D
24474.60
24065.76
6.7500
6.7254
CG LIQUID 5 TO 10 YR
87
T+0
1D
18821.51
18761.94
6.7500
6.7183
CG LIQUID 10 TO 20YR
60
T+0
1D
17230.75
16543.79
6.7500
6.7149
SG SECS UPTO 5YR
154
T+0
1D
16987.19
16598.26
6.7500
6.7431
TBILLS 182 DTB
29
T+0
1D
12426.87
12740.96
6.7800
6.7322
FRB
24
T+0
1D
11070.86
10803.92
6.7100
6.7192
CG LIQUID 1 TO 3 YR
49
T+0
1D
8968.72
8914.68
6.7500
6.7242
CG LIQUID 3 TO 5 YR
44
T+0
1D
7504.79
7382.30
6.7500
6.7207
TBILLS 364 DTB
12
T+0
1D
2388.95
2511.95
6.7000
6.7196
SG SECS ABV 5YR
33
T+0
1D
1893.82
1871.10
6.8000
6.7522
TBILLS 91 DTB
4
T+0
1D
1714.99
1743.59
6.7200
6.7322
CG STRIPS
21
T+0
1D
1691.90
2004.20
6.7500
6.7595
OIL BONDS
7
T+0
1D
1321.97
1308.43
6.7500
6.7500
CG LIQUID UPTO 1 YR
6
T+0
1D
1183.97
1156.04
6.6800
6.7087
CG RESIDUAL
3
T+0
1D
187.98
172.17
6.7100
6.7100
Total
600
127868.87
126579.09
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
89
T+0
1D
11256.00
11409.76
6.0000
4.8999
07.18 GS 2037
28
T+0
1D
4624.00
4690.35
6.5500
6.5460
06.90 OIL SPL 2026
8
T+0
1D
3100.00
3117.52
6.7400
6.7484
08.20 OIL SP 2024SEP
6
T+0
1D
3000.00
3037.23
6.7300
6.7300
07.30 GS 2053
16
T+0
1D
2977.00
3060.21
6.7000
6.6415
06.35 OIL SPL 2024
4
T+0
1D
1522.00
1544.40
6.8500
6.7219
06.69 GS 2024
3
T+0
1D
1289.00
1316.43
6.7200
6.7200
07.38 GS 2027
6
T+0
1D
990.00
1020.57
6.7500
6.7462
05.22 GS 2025
3
T+0
1D
940.00
939.20
6.6500
6.6500
07.72 GS 2025
2
T+0
1D
800.00
830.99
6.7200
6.7200
06.10 GS 2031
6
T+0
1D
750.00
717.25
6.7300
6.6460
07.10 GS 2034
11
T+0
1D
575.00
575.58
4.5000
4.9513
07.37 GS 2028
5
T+0
1D
550.00
553.91
6.7800
6.6968
07.25 GS 2063
7
T+0
1D
525.00
536.17
6.7000
6.6210
07.89 GJ SDL 2025
1
T+0
1D
395.00
410.96
6.7300
6.7300
06.57 GS 2033
1
T+0
1D
350.00
344.08
6.6500
6.6500
07.06 GS 2028
6
T+0
1D
350.00
349.45
6.7500
6.6814
05.63 GS 2026
5
T+0
1D
340.00
331.44
6.7500
6.4454
08.15 GS 2026
2
T+0
1D
305.00
322.40
6.7200
6.7164
07.54 AS SDL 2028
1
T+0
1D
300.00
305.25
6.7300
6.7300
07.33 GS 2026
2
T+0
1D
240.00
249.55
6.7500
6.7500
05.77 GS 2030
3
T+0
1D
216.00
203.45
6.6000
6.6000
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
181.37
6.7500
6.7500
07.26 GS 2029
1
T+0
1D
163.00
166.83
6.5000
6.5000
07.95 FERT BND 2026
2
T+0
1D
149.00
152.32
6.7700
6.7740
06.97 GS 2026
3
T+0
1D
135.00
135.74
6.5500
6.5500
07.57 GS 2033
4
T+0
1D
135.00
141.94
6.6500
6.6426
07.17 GS 2028
4
T+0
1D
125.00
127.57
6.7500
6.6672
07.73 UP SGS 2035
1
T+0
1D
125.00
131.50
6.7500
6.7500
07.32 GS 2030
5
T+0
1D
124.00
128.93
6.7500
6.6508
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
125.56
6.7500
6.7500
07.26 GS 2033
4
T+0
1D
111.00
113.08
6.7500
6.5572
07.55 PN SGS 2032
1
T+0
1D
110.00
110.13
6.7500
6.7500
07.68 GJ SGS 2030
1
T+0
1D
105.00
107.43
6.7500
6.7500
05.80 MH SDL 2025
1
T+0
1D
100.00
100.18
6.7500
6.7500
07.45 KA SGS 2037
1
T+0
1D
100.00
100.33
6.8000
6.8000
07.07 GJ SDL 2031
1
T+0
1D
90.00
89.02
6.8000
6.8000
07.10 GS 2029
2
T+0
1D
90.00
89.82
6.4000
6.5333
07.48 UP SGS 2040
1
T+0
1D
90.00
90.43
6.8000
6.8000
07.41 UP SGS 2034
1
T+0
1D
85.00
86.76
6.8000
6.8000
07.52 WB SGS 2039
1
T+0
1D
80.00
80.62
6.8000
6.8000
07.63 KA SGS 2040
1
T+0
1D
75.00
77.96
6.8000
6.8000
08.72 KL SDL 2024
1
T+0
1D
75.00
78.72
6.8000
6.8000
07.46 KA SGS 2038
1
T+0
1D
65.00
65.25
6.8000
6.8000
07.52 HP SGS 2039
2
T+0
1D
65.00
65.50
6.8000
6.8000
07.46 AP SGS 2042
2
T+0
1D
62.00
62.00
6.7700
6.7829
07.48 MH SGS 2042
1
T+0
1D
60.00
60.20
6.8000
6.8000
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.32
6.8000
6.8000
06.45 GS 2029
2
T+0
1D
55.00
53.36
6.6500
6.6409
07.45 MH SGS 2038 20 MAR
1
T+0
1D
55.00
55.17
6.8000
6.8000
08.42 KL SDL 2026
2
T+0
1D
55.00
57.02
6.7700
6.7864
08.82 BR SDL 2026
1
T+0
1D
55.00
57.10
6.8000
6.8000
GS12DEC2024C
1
T+0
1D
55.00
52.64
6.8000
6.8000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.26
6.8000
6.8000
05.70 MH SDL 2024
1
T+0
1D
50.00
50.02
6.8000
6.8000
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.28
6.7500
6.7500
05.82 TS SDL 2024
1
T+0
1D
50.00
51.27
6.8000
6.8000
06.58 KA SDL 2030
1
T+0
1D
50.00
49.08
6.8000
6.8000
06.99 GS 2026
1
T+0
1D
50.00
49.95
6.7500
6.7500
07.32 MH SGS 2032
1
T+0
1D
50.00
50.93
6.8000
6.8000
07.36 UK SGS 2026
1
T+0
1D
50.00
50.24
6.8000
6.8000
07.38 HR SGS 2035
1
T+0
1D
50.00
50.00
6.8000
6.8000
07.39 KL SGS 2034
1
T+0
1D
50.00
50.06
6.8000
6.8000
07.48 UP SGS 2042
1
T+0
1D
50.00
50.22
6.7500
6.7500
07.51 UP SGS 2038
1
T+0
1D
50.00
50.34
6.8000
6.8000
07.59 GS 2026
2
T+0
1D
50.00
51.44
6.8000
6.7920
07.72 HR SGS 2032
1
T+0
1D
50.00
51.00
6.8000
6.8000
08.17 GS 2044
1
T+0
1D
50.00
56.56
6.5000
6.5000
08.27 KA SDL 2026
1
T+0
1D
50.00
51.84
6.8000
6.8000
08.36 MP SDL 2025
1
T+0
1D
50.00
51.72
6.8000
6.8000
08.39 MP SDL 2026
1
T+0
1D
50.00
51.80
6.8000
6.8000
08.43 JH SDL 2029
1
T+0
1D
50.00
52.46
6.8000
6.8000
09.01 MH SDL 2024
1
T+0
1D
50.00
50.86
6.8000
6.8000
07.05 MH SDL 2032
1
T+0
1D
45.00
43.91
6.8000
6.8000
08.87 TN SDL 2024
1
T+0
1D
45.00
45.42
6.7700
6.7700
07.28 HR SDL 2026
2
T+0
1D
40.00
40.78
6.7700
6.7700
07.43 MH SGS 2036
1
T+0
1D
40.00
40.25
6.8000
6.8000
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
41.27
6.8000
6.8000
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.10
6.8000
6.8000
07.45 MH SGS 2039 22 MAR
1
T+0
1D
40.00
40.09
6.8000
6.8000
07.49 ML SGS 2027
1
T+0
1D
40.00
41.05
6.8000
6.8000
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.56
6.8000
6.8000
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.74
6.7800
6.7800
08.25 OD SDL 2025
1
T+0
1D
40.00
41.63
6.7700
6.7700
08.26 GS 2027
1
T+0
1D
40.00
41.99
6.5000
6.5000
08.28 KA SDL 2026
1
T+0
1D
40.00
41.04
6.8000
6.8000
08.61 TN SDL 2027
1
T+0
1D
40.00
41.83
6.7700
6.7700
06.22 GS 2035
1
T+0
1D
35.00
32.63
6.6500
6.6500
07.40 MP SGS 2034
1
T+0
1D
35.00
35.70
6.8000
6.8000
07.46 UP SGS 2034
1
T+0
1D
35.00
35.31
6.8000
6.8000
07.86 HR SDL 2032
1
T+0
1D
35.00
36.65
6.8000
6.8000
08.49 TN SDL 2026
1
T+0
1D
35.00
36.23
6.7700
6.7700
GS12DEC2033C
1
T+0
1D
35.00
17.72
6.8000
6.8000
GS12JUN2033C
1
T+0
1D
35.00
18.36
6.8000
6.8000
07.77 AP SGS 2035
1
T+0
1D
33.00
34.73
6.8500
6.8500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.65
6.8500
6.8500
06.86 KL SDL 2035
1
T+0
1D
30.00
28.74
6.8000
6.8000
07.23 GS 2039
2
T+0
1D
30.00
30.13
5.5000
5.5000
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.10
6.8000
6.8000
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.14
6.8500
6.8500
07.48 UP SGS 2044
1
T+0
1D
30.00
30.11
6.8500
6.8500
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.18
6.8500
6.8500
07.52 UP SGS 2039
2
T+0
1D
30.00
30.23
6.8500
6.8083
07.65 RJ SDL 2027 29 NOV
1
T+0
1D
30.00
31.09
6.7700
6.7700
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.56
6.8500
6.8500
07.72 MH SGS 2031
1
T+0
1D
30.00
30.70
6.8000
6.8000
08.15 MH SDL 2025
1
T+0
1D
30.00
31.34
6.7700
6.7700
08.32 CG SDL 2026
1
T+0
1D
30.00
31.13
6.8500
6.8500
08.50 PN UDAY 2025
1
T+0
1D
30.00
30.49
6.8500
6.8500
08.65 RJ SDL 2026
2
T+0
1D
30.00
31.05
6.8500
6.8393
08.17 JH SDL 2025 26 NOV
1
T+0
1D
29.00
30.30
6.7700
6.7700
08.29 TN SDL 2025 29 JUL
1
T+0
1D
28.00
28.86
6.7700
6.7700
06.99 GS 2051
2
T+0
1D
27.00
26.76
6.2500
6.4815
07.45 KA SGS 2035
1
T+0
1D
26.00
26.13
6.8000
6.8000
06.79 GS 2027
1
T+0
1D
25.00
25.49
6.5000
6.5000
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.73
6.8000
6.8000
07.15 KL SDL 2027
1
T+0
1D
25.00
25.33
6.7700
6.7700
07.27 KA SDL 2026
1
T+0
1D
25.00
25.48
6.7700
6.7700
07.37 KA SGS 2037
1
T+0
1D
25.00
24.95
6.8000
6.8000
07.41 AR SGS 2034
2
T+0
1D
25.00
25.07
6.8500
6.8400
07.41 HP SGS 2036
1
T+0
1D
25.00
25.04
6.8500
6.8500
07.59 KA SDL 2027 29 MAR
1
T+0
1D
25.00
25.23
6.7700
6.7700
07.62 UP SDL 2027
1
T+0
1D
25.00
25.46
6.7700
6.7700
07.62 UP SGS 2035
1
T+0
1D
25.00
25.73
6.8500
6.8500
07.72 MH SGS 2035
1
T+0
1D
25.00
25.96
6.8200
6.8200
07.73 KA SGS 2034
1
T+0
1D
25.00
26.23
6.8000
6.8000
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.27
6.8500
6.8500
07.77 HR SGS 2036
1
T+0
1D
25.00
26.06
6.8000
6.8000
07.88 CG SDL 2027
1
T+0
1D
25.00
25.49
6.7700
6.7700
08.05 GJ SDL 2026
1
T+0
1D
25.00
26.03
6.7700
6.7700
08.23 GOI FCI 2027
1
T+0
1D
25.00
25.85
6.8300
6.8300
08.24 GS 2033
2
T+0
1D
25.00
27.71
6.6500
6.6500
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.75
6.8500
6.8500
08.44 JH SDL 2029
1
T+0
1D
25.00
26.28
6.8000
6.8000
GS12MAR2028C
1
T+0
1D
25.00
19.00
6.8000
6.8000
GS16JUN2025C
1
T+0
1D
25.00
23.08
6.8000
6.8000
08.69 TN SDL 2026
1
T+0
1D
23.00
23.82
6.8000
6.8000
07.74 BR SGS 2039
1
T+0
1D
21.00
21.85
6.8000
6.8000
06.69 MP SDL 2025
1
T+0
1D
20.00
20.03
6.8000
6.8000
06.92 UP SDL 2031
1
T+0
1D
20.00
19.42
6.8500
6.8500
06.99 TN SDL 2041
1
T+0
1D
20.00
19.60
6.8000
6.8000
07.20 MH SGS 2028
1
T+0
1D
20.00
20.41
6.8000
6.8000
07.26 GS 2032
2
T+0
1D
20.00
20.33
6.7800
6.6075
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.41
6.8500
6.8500
07.42 MH SGS 2034
1
T+0
1D
20.00
20.03
6.8200
6.8200
07.46 ML SGS 2034
1
T+0
1D
20.00
20.04
6.8000
6.8000
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.06
6.8500
6.8500
07.49 UP SGS 2036
1
T+0
1D
20.00
20.10
6.8000
6.8000
07.50 UP SGS 2035
1
T+0
1D
20.00
20.28
6.8500
6.8500
07.51 AP SDL 2037
1
T+0
1D
20.00
20.19
6.8500
6.8500
07.52 GA SGS 2039
1
T+0
1D
20.00
20.15
6.8500
6.8500
07.52 RJ SGS 2044
1
T+0
1D
20.00
20.14
6.8000
6.8000
07.62 MH SDL 2030
1
T+0
1D
20.00
20.76
6.8000
6.8000
07.64 UP SDL 2027
1
T+0
1D
20.00
20.21
6.8500
6.8500
07.65 UP SGS 2034
1
T+0
1D
20.00
20.72
6.8500
6.8500
07.68 KA SGS 2034
1
T+0
1D
20.00
20.79
6.8000
6.8000
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.27
6.8200
6.8200
07.98 KA SDL 2025
1
T+0
1D
20.00
20.21
6.8000
6.8000
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.66
6.8000
6.8000
08.08 TN SDL 2028
1
T+0
1D
20.00
20.99
6.8000
6.8000
08.08 UP SDL 2025 11 FEB
1
T+0
1D
20.00
20.44
6.7700
6.7700
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.61
6.7800
6.7800
08.36 MH SDL 2026
1
T+0
1D
20.00
20.71
6.8300
6.8300
08.96 TN SDL 2024
1
T+0
1D
20.00
20.59
6.7700
6.7700
GS15JUN2024C
1
T+0
1D
20.00
19.81
6.7500
6.7500
05.15 GS 2025
1
T+0
1D
19.00
18.92
6.5500
6.5500
05.72 BR SDL 2026
1
T+0
1D
15.00
14.84
6.8500
6.8500
06.84 BR SDL 2030
1
T+0
1D
15.00
14.86
6.8500
6.8500
07.34 AP SGS 2029
1
T+0
1D
15.00
15.41
6.8500
6.8500
07.46 AP SGS 2041
1
T+0
1D
15.00
15.00
6.8000
6.8000
07.49 MH SGS 2030
1
T+0
1D
15.00
15.04
6.8500
6.8500
07.74 TN SDL 2027
1
T+0
1D
15.00
15.28
6.7700
6.7700
07.75 GJ SDL 2027
1
T+0
1D
15.00
15.55
6.7700
6.7700
07.78 PY SGS 2036
1
T+0
1D
15.00
15.66
6.8500
6.8500
07.86 RJ SDL 2027
1
T+0
1D
15.00
15.57
6.8500
6.8500
08.17 WB SDL 2025 27 MAY
1
T+0
1D
15.00
15.63
6.8500
6.8500
08.55 RJ SDL 2026
2
T+0
1D
15.00
15.46
6.8500
6.8267
GS19DEC2025C
1
T+0
1D
15.00
13.36
6.8000
6.8000
GS19JUN2026C
1
T+0
1D
15.00
12.89
6.8000
6.8000
06.67 GS 2050
1
T+0
1D
13.00
12.42
6.5000
6.5000
GS17JUN2024C
1
T+0
1D
12.00
11.88
6.7700
6.7700
07.16 GS 2050
1
T+0
1D
11.00
10.93
6.5500
6.5500
06.22 KL SDL 2027
1
T+0
1D
10.00
9.86
6.7700
6.7700
06.54 GS 2032
1
T+0
1D
10.00
9.79
6.5500
6.5500
06.77 BR SDL 2028
1
T+0
1D
10.00
9.89
6.8500
6.8500
07.15 TN SDL 2027
1
T+0
1D
10.00
10.21
6.8500
6.8500
07.40 GS 2035
1
T+0
1D
10.00
10.27
6.5500
6.5500
07.45 MH SGS 2039 27 MAR
1
T+0
1D
10.00
10.01
6.8500
6.8500
07.54 AP SGS 2029
1
T+0
1D
10.00
10.24
6.8500
6.8500
07.61 TN SDL 2027
1
T+0
1D
10.00
10.18
6.8000
6.8000
07.96 PN SDL 2026
1
T+0
1D
10.00
10.49
6.8000
6.8000
07.98 GJ SDL 2026 11 MAY
1
T+0
1D
10.00
10.47
6.8000
6.8000
08.16 MH SDL 2025
1
T+0
1D
10.00
10.17
6.7700
6.7700
08.24 PN SDL 2025
1
T+0
1D
10.00
10.44
6.8000
6.8000
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.41
6.8000
6.8000
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.44
6.8500
6.8500
08.27 HR SDL 2025 23 DEC
2
T+0
1D
10.00
10.42
6.8500
6.8500
08.33 RJ UDAY 2025
1
T+0
1D
10.00
10.39
6.8500
6.8500
08.34 UP SDL 2029
1
T+0
1D
10.00
10.52
6.8000
6.8000
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.36
6.7800
6.7800
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.34
6.8500
6.8500
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.35
6.8500
6.8500
08.48 UP UDAY 2025
1
T+0
1D
10.00
10.16
6.8500
6.8500
GS16DEC2025C
1
T+0
1D
10.00
8.91
6.8000
6.8000
07.73 MH SGS 2032
1
T+0
1D
9.00
9.17
6.7800
6.7800
07.76 MP SDL 2027
2
T+0
1D
9.00
9.17
6.7700
6.7700
07.72 GS 2049
1
T+0
1D
6.00
6.49
6.6000
6.6000
05.74 GS 2026
1
T+0
1D
5.00
4.97
6.8500
6.8500
05.85 GS 2030
1
T+0
1D
5.00
4.77
6.6000
6.6000
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.94
6.8300
6.8300
07.29 KA SDL 2039
1
T+0
1D
5.00
4.95
6.8500
6.8500
07.41 GS 2036
1
T+0
1D
5.00
5.20
6.2500
6.2500
07.48 UP SGS 2036
1
T+0
1D
5.00
5.03
6.8500
6.8500
07.49 PN SGS 2032
1
T+0
1D
5.00
5.01
6.8500
6.8500
07.53 WB SDL 2027
1
T+0
1D
5.00
5.17
6.8500
6.8500
07.54 GS 2036
1
T+0
1D
5.00
5.28
6.5500
6.5500
07.57 MH SGS 2031
1
T+0
1D
5.00
5.11
6.8500
6.8500
07.57 TS SGS 2031
1
T+0
1D
5.00
5.12
6.8500
6.8500
07.69 GJ SDL 2027
1
T+0
1D
5.00
5.17
6.8500
6.8500
07.76 MP SGS 2037 01 NOV
1
T+0
1D
5.00
5.30
6.8500
6.8500
07.85 UK SDL 2030
1
T+0
1D
5.00
5.10
6.8500
6.8500
07.99 UP SDL 2025
1
T+0
1D
5.00
5.24
6.8500
6.8500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.18
6.7800
6.7800
08.28 GS 2027
1
T+0
1D
5.00
5.20
6.5500
6.5500
08.30 MP SDL 2026
1
T+0
1D
5.00
5.19
6.8500
6.8500
08.31 WB SDL 2026
1
T+0
1D
5.00
5.19
6.8500
6.8500
08.37 MP SDL 2028
1
T+0
1D
5.00
5.33
6.8500
6.8500
08.43 PN SDL 2028
1
T+0
1D
5.00
5.34
6.8500
6.8500
08.51 HR SDL 2026
1
T+0
1D
5.00
5.18
6.8500
6.8500
08.82 TR SDL 2028
1
T+0
1D
5.00
5.30
6.8500
6.8500
07.36 GS 2052
1
T+0
1D
4.00
4.08
6.5500
6.5500
06.89 GS 2025
1
T+0
1D
2.00
2.03
6.8500
6.8500
07.06 GS 2046
1
T+0
1D
2.00
1.96
6.5000
6.5000
Total
459
42503.00
43066.00
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
1771.0000
1841.3795
182 DTB 22082024
1
T+0
1D
400.0000
391.0800
364 DTB 14112024
1
T+0
1D
395.0000
380.0453
07.47 GJ SGS 2025
1
T+0
1D
335.0000
347.7250
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
254.7292
08.34 UP SDL 2026
1
T+0
1D
250.0000
259.5200
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.0150
364 DTB 16012025
1
T+0
1D
200.0000
190.1214
364 DTB 27032025
1
T+0
1D
95.0000
89.1005
07.35 GS 2024
1
T+0
1D
60.9000
62.4659
08.69 TN SDL 2026
1
T+0
1D
12.0000
12.4299
Total
12
3968.9000
4036.6117
Apr 25 2024 9:01PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/260424
T+0
1D
6.70
6.83
6.60
6.82
6.70
1001
359192.40
TREP/290424
T+0
4D
6.85
6.85
6.75
6.85
6.81
6
2310.00
TREP/020524
T+0
7D
6.70
6.73
6.70
6.73
6.71
5
655.00
TREP/300424
T+0
5D
6.60
6.85
6.60
6.85
6.84
4
360.00
Total
1016
362517.40
Apr 25 2024 8:05PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
1745
16450.0000
99.8100
7.2061
07.18 GS 2037
189
1890.0000
99.5100
7.2362
07.10 GS 2034
208
1840.0000
99.5800
7.1589
07.37 GS 2028
84
1110.0000
100.6175
7.2064
07.10 GS 2034(WR)
46
835.0000
99.5400
7.1646
07.32 GS 2030
71
730.0000
100.5800
7.2062
07.25 GS 2063
58
620.0000
99.3100
7.3027
05.63 GS 2026
13
545.0000
97.2750
7.1418
GOI FRB 2033
15
505.0000
102.3500
7.8856
07.30 GS 2053
47
365.0000
100.1400
7.2872
07.38 GS 2027
18
320.0000
100.4950
7.1966
GOI FRB 2028
17
305.0000
100.0750
7.6445
07.10 GS 2029
21
260.0000
99.6200
7.1915
07.61 GS 2030
2
250.0000
101.9000
7.2152
07.23 GS 2039
21
240.0000
100.1900
7.2086
06.64 GS 2035
8
240.0000
95.5500
7.2269
07.06 GS 2028
10
230.0000
99.5250
7.1986
06.10 GS 2031
2
200.0000
93.8300
7.2099
07.54 GS 2036
10
175.0000
102.3575
7.2427
GOI FRB 2034
11
160.0000
100.3900
7.9445
06.99 GS 2051
2
105.0000
96.4000
7.2936
07.33 GS 2026
2
105.0000
100.4050
7.1503
06.18 GS 2024
2
100.0000
99.5600
7.0484
GOI FRB 2031
3
95.0000
101.2500
7.7987
07.26 GS 2033
9
90.0000
100.2100
7.2248
07.40 GS 2062
2
80.0000
101.3200
7.2963
07.34 GS 2064
7
75.0000
100.6000
7.2935
08.17 GS 2044
1
70.0000
109.4950
7.2726
06.67 GS 2035
2
60.0000
95.7000
7.2210
07.16 GS 2050
3
55.0000
98.5800
7.2810
06.19 GS 2034
1
50.0000
92.5600
7.2189
08.28 GS 2032
1
50.0000
106.2400
7.2171
07.46 GS 2073
4
40.0000
102.1500
7.2982
07.57 GS 2033
2
40.0000
102.3575
7.2113
07.18 GS 2033
228
38.6330
99.8300
7.2031
05.74 GS 2026
1
30.0000
96.7350
7.1601
07.26 GS 2032
1
25.0000
100.2300
7.2204
07.72 GS 2049
4
20.0000
105.2000
7.2656
08.24 GS 2033
4
20.0000
107.0000
7.2116
08.13 GS 2045
4
20.0000
109.2600
7.2650
07.62 GS 2039
1
15.0000
103.4800
7.2400
07.95 GS 2032
1
15.0000
104.5450
7.2128
06.83 GS 2039
1
15.0000
96.4825
7.2201
07.18 GS 2037
20
11.6100
99.5100
7.2362
08.20 GS 2025
1
10.0000
101.4500
7.0942
07.10 GS 2034
11
6.8500
99.6400
7.1504
07.10 GS 2029
2
1.5000
99.6300
7.1891
07.06 GS 2028
3
1.2000
99.4500
7.2208
07.26 GS 2032
2
1.0010
100.2100
7.2236
07.41 GS 2036
1
0.8130
101.4200
7.2351
07.30 GS 2053
1
0.5000
100.2500
7.2781
07.39 KL SGS 2034
1
50.0000
99.2900
7.4912
07.45 MH SGS 2037
2
40.0000
99.7400
7.4804
07.49 TN SGS 2034
2
30.0000
100.0900
7.4769
07.36 KA SGS 2034
1
25.0000
99.2900
7.4611
07.47 MH SGS 2036
2
15.0000
99.6700
7.5106
07.43 MH SGS 2036
2
14.9360
99.5100
7.4912
07.49 PN SGS 2032
2
10.0000
99.8000
7.5226
07.41 HP SGS 2036
2
10.0000
99.5100
7.4714
07.52 UP SGS 2039
2
10.0000
99.9800
7.5212
07.49 KL SGS 2039
1
10.0000
100.0000
7.4899
06.69 MP SDL 2025
1
10.0000
99.5700
7.1847
07.33 MH SGS 2031
1
10.0000
99.0500
7.5032
07.49 AP SGS 2040
1
10.0000
100.0000
7.4899
08.17 GJ SDL 2028
1
5.2000
102.5925
7.4950
07.36 KA SGS 2034
2
5.0000
99.4500
7.4378
07.73 UP SGS 2034
2
5.0000
101.8700
7.4698
08.49 RJ SDL 2028
1
5.0000
103.5000
7.5210
08.40 RJ SDL 2029
1
5.0000
103.5250
7.5203
07.44 TS SGS 2036
1
5.0000
99.2525
7.5351
08.30 KA SDL 2029
1
5.0000
103.2075
7.4901
07.73 KA SGS 2035 03 JAN
1
5.0000
101.5700
7.5114
07.74 KA SGS 2036
1
5.0000
101.8200
7.5014
08.99 MP SDL 2024
1
5.0000
100.3600
7.0037
07.67 HR SGS 2035
1
5.0000
101.5225
7.4702
07.49 HR SGS 2035
1
5.0000
99.8500
7.5091
08.57 GJ SDL 2028
1
5.0000
104.0775
7.4904
07.73 KA SGS 2034
1
4.0000
101.8700
7.4699
07.44 TS SGS 2036
1
4.0000
99.5900
7.4916
07.18 GJ SGS 2028
3
3.0000
99.1500
7.4202
07.55 PN SGS 2032
3
1.1040
100.1675
7.5216
07.17 KL SDL 2032
1
1.0000
98.2100
7.4732
07.44 WB SGS 2041
1
1.0000
99.6500
7.4753
08.99 MP SDL 2024
1
0.5000
100.3100
7.2465
07.49 HR SGS 2035
1
0.5000
99.9000
7.5023
09.18 AP SDL 2024
1
0.5000
100.1550
7.2545
07.46 KA SGS 2038
1
0.4000
100.0000
7.4587
06.33 TN SDL 2030
1
0.3500
94.5500
7.4347
07.86 HR SDL 2027
1
0.0010
100.7500
7.6166
091 DTB 16052024
4
870.0000
99.6288
6.8000
182 DTB 22082024
10
605.0000
97.7886
6.9950
182 DTB 24102024
9
510.0000
96.6406
7.0100
091 DTB 23052024
6
275.0000
99.5105
6.6500
182 DTB 27062024
3
210.0000
98.8614
6.7800
364 DTB 27022025
7
200.0000
94.3947
7.0600
091 DTB 30052024
4
200.0000
99.3706
6.8000
364 DTB 27032025
3
150.0000
93.9389
7.0300
091 DTB 09052024
2
150.0000
99.7584
6.8000
364 DTB 24042025
3
145.0000
93.4382
7.0613
182 DTB 11102024
3
140.0000
96.8743
7.0100
182 DTB 29082024
3
140.0000
97.6597
6.9975
182 DTB 20062024
3
125.0000
98.9931
6.7500
091 DTB 02052024
13
120.0000
99.8892
6.7500
364 DTB 28112024
3
105.0000
96.0005
7.0400
364 DTB 06032025
1
100.0000
94.2972
7.0300
091 DTB 27062024
1
100.0000
98.8606
6.7850
364 DTB 23052024
3
80.0000
99.5142
6.6000
364 DTB 13032025
1
53.1520
94.1774
7.0300
182 DTB 16052024
3
50.0000
99.6288
6.8000
364 DTB 10102024
1
50.0000
96.8924
7.0100
091 DTB 25072024
3
35.0000
98.3152
6.9500
091 DTB 04072024
2
35.0000
98.7143
6.8900
182 DTB 02052024
6
30.0000
99.8892
6.7500
182 DTB 25072024
3
30.0000
98.3235
6.9150
182 DTB 01082024
1
25.0000
98.1916
6.9300
364 DTB 26122024
2
20.0000
95.5114
7.0300
182 DTB 12092024
1
20.0000
97.4143
6.9700
364 DTB 13032025
1
15.0000
94.1774
7.0300
182 DTB 18102024
1
15.0000
96.7569
6.9910
182 DTB 09052024
2
10.0000
99.7637
6.6500
091 DTB 06062024
2
10.0000
99.2530
6.7000
364 DTB 30052024
1
10.0000
99.3752
6.7500
182 DTB 30052024
4
5.0000
99.3752
6.7500
182 DTB 15082024
1
5.0000
97.9214
6.9800
091 DTB 20062024
1
5.0000
98.9916
6.7600
182 DTB 22082024
3
3.5000
97.8335
6.8500
182 DTB 01082024
3
1.3480
98.2019
6.8900
364 DTB 02052024
1
1.0000
99.8900
6.7000
182 DTB 11102024
1
1.0000
96.9000
6.9506
182 DTB 09052024
1
1.0000
99.7556
6.8800
182 DTB 08082024
1
0.5000
98.0719
6.9000
182 DTB 25072024
1
0.1110
98.3033
7.0000
182 DTB 18072024
1
0.1090
98.4332
7.0000
091 DTB 16052024
3
0.0030
99.6369
6.6500
Total
3106
33500.3210
Reported Deals
Trades
TTA
LTP
LTY
GS12DEC2050C
1
5.0750
14.8963
7.2800
GS12DEC2051C
1
5.0750
13.8683
7.2800
GS12DEC2052C
1
5.0750
12.9113
7.2800
GS12DEC2053C
1
5.0750
12.0203
7.2800
GS12DEC2054C
1
5.0750
11.1908
7.2800
GS12DEC2055C
1
5.0750
10.4185
7.2800
GS12DEC2056C
1
5.0750
9.6995
7.2800
GS12DEC2057C
1
5.0750
9.0302
7.2800
GS12DEC2058C
1
5.0750
8.4070
7.2800
GS12JUN2050C
1
5.0750
15.4386
7.2800
GS12JUN2051C
1
5.0750
14.3732
7.2800
GS12JUN2052C
1
5.0750
13.3813
7.2800
GS12JUN2053C
1
5.0750
12.4578
7.2800
GS12JUN2054C
1
5.0750
11.5981
7.2800
GS12JUN2055C
1
5.0750
10.7977
7.2800
GS12JUN2056C
1
5.0750
10.0526
7.2800
GS12JUN2057C
1
5.0750
9.3589
7.2800
GS12JUN2058C
1
5.0750
8.7130
7.2800
GS17JUN2024C
1
0.9930
99.0545
6.7000
07.38 GS 2027
3
1275.0000
100.5000
7.1948
07.06 GS 2028
3
635.0000
99.5200
7.2001
07.37 GS 2028
8
605.0000
100.6300
7.2031
07.06 GS 2028
5
575.8030
99.5400
7.1942
06.64 GS 2035
3
500.0000
95.4904
7.2350
GOI FRB 2028
2
500.0000
100.0950
7.6391
GOI FRB 2031
2
500.0000
101.2500
7.7987
07.18 GS 2033
7
475.0000
99.8750
7.1964
07.38 GS 2027
2
428.4970
100.5000
7.1948
05.63 GS 2026
4
343.0480
97.2800
7.1389
05.74 GS 2026
5
325.0000
96.7801
7.1400
07.18 GS 2037
6
315.0000
99.5450
7.2321
07.37 GS 2028
3
312.4510
100.6600
7.1952
07.33 GS 2026
2
300.0000
100.4057
7.1500
07.10 GS 2034
4
295.0000
99.6050
7.1554
06.10 GS 2031
3
250.0000
93.8292
7.2100
07.27 GS 2026
3
250.0000
100.2226
7.1425
05.74 GS 2026
1
183.4030
96.8200
7.1223
07.30 GS 2053
3
175.0000
100.1900
7.2831
08.17 GS 2044
3
160.0000
109.5809
7.2650
05.63 GS 2026
4
155.0000
97.2850
7.1361
07.23 GS 2039
1
100.0000
100.1800
7.2097
07.25 GS 2063
1
100.0000
99.3121
7.3025
08.20 GS 2025
1
60.0000
101.4300
7.1091
07.17 GS 2028
1
25.0000
99.8329
7.2175
07.26 GS 2033
1
20.0000
100.2100
7.2248
05.22 GS 2025
1
15.0000
98.0200
7.0557
07.18 GS 2033
17
14.7440
99.8500
7.2001
07.59 GS 2029
1
10.0000
101.5554
7.2050
07.10 GS 2029
1
8.0000
99.6000
7.1964
07.61 GS 2030
1
5.0000
101.8000
7.2357
07.30 GS 2053
1
2.0000
101.2000
7.1999
08.23 GOI FCI 2027
2
1.1500
102.0900
7.3814
08.03 GOI FCI 2024
1
0.0500
100.5400
7.1239
07.44 TS SGS 2036
7
180.0000
99.2580
7.5344
07.55 PN SGS 2032
5
95.0000
100.1400
7.5262
07.46 MH SGS 2041
2
90.0000
99.5162
7.5100
07.54 KL SGS 2055
1
60.0000
100.2295
7.5200
07.63 GJ SDL 2027
1
50.0000
100.4983
7.4375
07.76 MH SGS 2030
1
50.0000
101.3012
7.5000
07.42 KL SGS 2049
1
40.0000
98.8709
7.5200
08.22 KA SDL 2031
4
30.0000
103.6921
7.5100
07.70 MH SGS 2034 15 NOV
2
30.0000
101.2885
7.5200
07.74 KA SGS 2034
1
25.0000
101.4777
7.5200
07.36 KA SGS 2034
1
25.0000
99.3100
7.4582
07.52 HP SGS 2039
1
20.1970
99.9000
7.5302
07.54 KL SGS 2055
1
18.7890
100.1099
7.5300
07.49 PN SGS 2032
2
15.0000
99.8100
7.5209
08.30 KA SDL 2029
2
15.0000
103.2077
7.4900
07.96 GJ SDL 2025
1
10.0000
100.7880
7.3800
07.73 MH SGS 2032
1
10.0000
101.2872
7.5100
07.46 MH SGS 2041
1
10.0000
99.5162
7.5100
07.49 AP SGS 2040
1
10.0000
100.1000
7.4791
07.49 KL SGS 2039
1
10.0000
100.1000
7.4787
08.94 RJ SDL 2024 23 JUL
1
10.0000
100.4023
7.1000
07.43 MH SGS 2035
2
7.7000
99.6200
7.4798
07.73 MH SGS 2032
1
5.1000
101.2872
7.5100
07.71 GJ SGS 2034
1
5.0000
101.2931
7.5200
07.45 RJ SGS 2033
1
5.0000
99.8500
7.4728
07.42 KA SGS 2035
2
3.2000
100.7000
7.3236
07.17 KL SDL 2032
4
3.0000
98.2500
7.4663
07.49 PN SGS 2032
1
2.0000
100.0000
7.4887
07.55 PN SGS 2032
3
1.6230
100.3500
7.4909
07.49 MH SGS 2036
1
1.5000
100.1380
7.4700
06.87 AP SDL 2035
1
1.1000
94.6000
7.5823
07.49 AP SGS 2040
2
1.0000
100.0500
7.4845
07.44 WB SGS 2041
1
1.0000
99.6700
7.4732
08.43 HP SDL 2029
1
1.0000
103.8000
7.4750
07.18 GJ SGS 2028
1
1.0000
98.9700
7.4721
08.20 BR SDL 2029
1
0.8000
102.6100
7.5304
07.63 MH SDL 2030
1
0.7000
100.8700
7.4474
07.59 KA SDL 2027 29 MAR
1
0.5000
100.2100
7.5053
08.85 SK SDL 2028
1
0.5000
105.1600
7.4656
07.05 JH SDL 2030
1
0.4000
97.9820
7.4801
06.33 TN SDL 2030
1
0.3500
94.8200
7.3780
08.68 TN SDL 2028
1
0.2000
104.4500
7.4853
364 DTB 30012025
1
1000.0000
94.8901
7.0450
364 DTB 06022025
1
1000.0000
94.7721
7.0400
182 DTB 02052024
3
295.0000
99.8892
6.7500
091 DTB 02052024
1
250.0000
99.8900
6.7000
364 DTB 24042025
3
175.0000
93.4393
7.0600
364 DTB 17102024
1
150.0000
96.7685
7.0050
182 DTB 29082024
1
150.0000
97.6572
7.0050
182 DTB 20062024
3
125.0000
99.0079
6.6500
091 DTB 30052024
1
120.0000
99.3752
6.7500
182 DTB 23052024
1
90.0000
99.5142
6.6000
364 DTB 13062024
1
90.0000
99.1201
6.7500
182 DTB 18102024
2
75.0000
96.7618
6.9800
091 DTB 04072024
1
75.0000
98.7106
6.9100
182 DTB 11102024
2
15.0000
96.8959
6.9600
182 DTB 18072024
1
15.0000
98.4662
6.8500
364 DTB 26122024
1
10.0000
95.5164
7.0219
182 DTB 22082024
1
5.0000
97.7918
6.9847
182 DTB 04072024
1
5.0000
98.7198
6.8600
091 DTB 06062024
1
5.0000
99.2641
6.6000
182 DTB 09052024
3
3.0000
99.7619
6.7011
364 DTB 24042025
1
3.0000
93.4828
7.0100
182 DTB 18072024
1
2.0000
98.4706
6.8301
182 DTB 11102024
2
1.8000
96.9046
6.9400
182 DTB 03102024
2
1.5000
97.0559
6.9200
182 DTB 01082024
2
1.3090
98.2121
6.8500
364 DTB 11072024
1
1.0000
98.5755
6.9402
364 DTB 02012025
1
0.8500
95.3448
7.1000
Total
232
13522.6070
Apr 25 2024 9:00PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.3625
83.4000
83.2800
83.2800
83.3300
-0.0500
R-SPOT
-
-
-
-
0.1500
-
SPOT
83.3400
83.4000
83.2800
83.2800
83.3300
-0.0500
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