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Market Rates
Indian Overnight Rates
NDS-CALL
CROMS
TREPS
NDS-OM
FX-Clear
Market
Open
High
Low
LTR
Volume (Crs.)
WAR
Prev. Day WAR
Prev. Day Vol (Crs.)
CALL
6.75
6.80
6.75
6.80
125.00
6.79
6.73
10213.83
TREP
6.68
6.70
6.68
6.70
30151.25
6.69
6.71
299050.05
REPO
6.10
6.78
4.00
6.73
59193.76
6.59
6.67
164279.93
Money Market
89470.01
6.63
6.69
473543.81
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 13 2024 9:19AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
14/05/2024
2
125.00
6.75
6.80
6.75
6.80
6.7900
Total
2
125.00
May 13 2024 9:17AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
22
T+0
1D
7248.85
7116.25
6.7300
6.7239
CG LIQUID ABV 20 YR
9
T+0
1D
6010.94
5809.36
6.7300
6.7275
FRB
14
T+0
1D
5649.91
5537.03
6.7300
6.7249
SG SECS UPTO 5YR
22
T+0
1D
3707.88
3658.72
6.7200
6.7444
CG LIQUID 10 TO 20YR
11
T+0
1D
3508.94
3318.32
6.7300
6.7243
TBILLS 91 DTB
5
T+0
1D
2060.98
2093.06
6.7300
6.7228
CG LIQUID 1 TO 3 YR
14
T+0
1D
1414.93
1412.57
6.7300
6.7243
SG SECS ABV 5YR
11
T+0
1D
1037.96
1028.57
6.7500
6.7355
CG LIQUID 3 TO 5 YR
7
T+0
1D
868.97
827.56
6.7300
6.7266
TBILLS 182 DTB
2
T+0
1D
849.99
872.20
6.7200
6.7200
TBILLS 364 DTB
7
T+0
1D
795.96
836.49
6.7200
6.7200
OIL BONDS
1
T+0
1D
667.00
659.40
6.7300
6.7300
CG STRIPS
3
T+0
1D
644.99
713.23
6.7500
6.7500
Total
128
34467.30
33882.76
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
61
T+0
1D
8505.00
8684.46
6.5500
6.4433
07.18 GS 2037
24
T+0
1D
3934.00
4023.85
6.5500
6.4986
07.30 GS 2053
19
T+0
1D
3157.00
3282.33
6.5500
6.5239
07.10 GS 2034
27
T+0
1D
2811.00
2834.20
5.8500
5.5313
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
505.52
6.7200
6.7200
06.69 GS 2024
1
T+0
1D
487.00
499.00
6.7300
6.7300
07.37 GS 2028
4
T+0
1D
456.00
462.30
6.6500
6.6345
06.99 GS 2026
1
T+0
1D
380.00
381.27
6.5000
6.5000
07.06 GS 2028
5
T+0
1D
375.00
376.75
6.6000
6.5787
07.10 GS 2029
5
T+0
1D
355.00
356.32
6.6500
6.5880
07.25 GS 2063
4
T+0
1D
331.00
341.99
6.6000
6.5986
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.81
6.7500
6.7500
06.94 CG SDL 2029
1
T+0
1D
275.00
272.65
6.7500
6.7500
07.89 GJ SDL 2025
1
T+0
1D
260.00
271.55
6.7500
6.7500
07.27 GS 2026
2
T+0
1D
250.00
252.60
6.5000
6.5000
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.66
6.7500
6.7500
07.84 MH SDL 2026
1
T+0
1D
200.00
207.12
6.7500
6.7500
07.96 MH SDL 2026
1
T+0
1D
200.00
208.25
6.7500
6.7500
07.35 HR SDL 2026
1
T+0
1D
198.00
200.29
6.7500
6.7500
07.60 TN SGS 2031
1
T+0
1D
187.00
192.99
6.7500
6.7500
05.88 GJ SDL 2025
1
T+0
1D
174.00
173.07
6.7500
6.7500
07.34 GS 2064
1
T+0
1D
155.00
158.21
6.5500
6.5500
06.97 GS 2026
1
T+0
1D
135.00
136.42
6.5500
6.5500
07.57 GS 2033
4
T+0
1D
135.00
143.13
6.6000
6.5852
05.63 GS 2026
5
T+0
1D
132.00
129.25
6.6000
6.4091
07.23 GS 2039
4
T+0
1D
125.00
126.55
6.5000
6.4600
07.32 GS 2030
3
T+0
1D
120.00
121.16
6.6000
6.5875
06.10 GS 2031
1
T+0
1D
105.00
101.27
6.5500
6.5500
07.26 GS 2033
1
T+0
1D
105.00
107.99
6.6000
6.6000
06.54 GS 2032
1
T+0
1D
102.00
100.73
6.6000
6.6000
05.80 MH SDL 2025
1
T+0
1D
100.00
100.53
6.7600
6.7600
05.22 GS 2025
1
T+0
1D
70.00
70.15
6.6500
6.6500
07.38 GS 2027
1
T+0
1D
65.00
67.36
6.6000
6.6000
06.45 GS 2029
2
T+0
1D
55.00
53.79
6.6000
6.6000
07.77 AP SGS 2035
1
T+0
1D
33.00
35.07
6.7500
6.7500
06.18 GS 2024
1
T+0
1D
30.00
29.91
6.5000
6.5000
07.40 GS 2062
1
T+0
1D
30.00
31.03
6.5000
6.5000
08.26 GS 2027
1
T+0
1D
30.00
31.66
6.5500
6.5500
06.79 GS 2027
2
T+0
1D
25.00
25.63
6.5500
6.5500
08.17 GS 2044
1
T+0
1D
25.00
28.51
6.6000
6.6000
08.24 GS 2033
2
T+0
1D
25.00
26.87
6.6000
6.6000
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.26
6.7700
6.7700
07.50 UP SGS 2035
1
T+0
1D
20.00
20.48
6.7700
6.7700
07.36 GS 2052
1
T+0
1D
17.00
17.58
6.5500
6.5500
07.41 GS 2036
2
T+0
1D
15.00
15.74
6.6000
6.6000
07.46 UP SGS 2039
1
T+0
1D
15.00
15.20
6.7800
6.7800
07.16 GS 2050
2
T+0
1D
11.00
11.07
6.5500
6.5500
06.22 GS 2035
1
T+0
1D
10.00
9.42
6.6000
6.6000
07.40 GS 2035
1
T+0
1D
10.00
10.33
6.5500
6.5500
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.7500
6.7500
07.06 GS 2046
1
T+0
1D
8.00
7.92
6.5500
6.5500
05.77 GS 2030
2
T+0
1D
6.00
5.69
6.5500
6.5750
05.85 GS 2030
1
T+0
1D
5.00
4.81
6.6000
6.6000
07.52 RJ SGS 2039
1
T+0
1D
5.00
5.05
6.7500
6.7500
07.54 GS 2036
1
T+0
1D
5.00
5.33
6.5500
6.5500
08.28 GS 2027
1
T+0
1D
5.00
5.23
6.5500
6.5500
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
Total
218
25311.00
25828.48
May 13 2024 9:19AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/140524
T+0
1D
6.68
6.70
6.68
6.70
6.69
55
30151.25
Total
55
30151.25
May 13 2024 9:19AM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
69
650.0000
100.3500
7.1253
07.10 GS 2034
32
285.0000
100.1500
7.0773
07.32 GS 2030
9
125.0000
100.9900
7.1269
07.30 GS 2053
1
25.0000
101.2400
7.1968
Total
111
1085.0000
Reported Deals
Trades
TTA
LTP
LTY
07.18 GS 2037
1
100.0000
100.1200
7.1640
Total
1
100.0000
May 13 2024 9:19AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5100
83.5100
83.5100
83.5100
83.5100
0.0000
R-SPOT
-0.1000
-0.1000
-0.1000
-0.1000
0.0000
-0.1000
SPOT
83.5150
83.5200
83.5100
83.5125
83.5100
0.0025
FX-Retail
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FX-Retail Platform
is effective from 1st April 2023.
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FX-Retail Virtual Demo
FX-Retail Brochure
FX-Retail Mock (Test environment):
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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