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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
6.85
5.10
6.55
5132.45
6.78
6.70
8968.87
TREP
6.70
6.72
6.65
6.68
189284.15
6.70
6.70
359192.40
REPO
4.51
6.80
0.02
6.74
143469.02
6.58
6.59
173050.99
Money Market
337885.62
6.65
6.67
541212.26
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
Apr 26 2024 11:03AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
29/04/2024
77
5132.45
6.75
6.85
5.10
6.55
6.7816
17D
T + 0
13/05/2024
1
100.00
6.90
6.90
6.90
6.90
6.9000
4D
T + 0
30/04/2024
1
35.00
6.70
6.70
6.70
6.70
6.7000
Total
79
5267.45
Apr 26 2024 11:03AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
53
T+0
3D
19909.68
19629.49
6.7000
6.7202
SG SECS UPTO 5YR
115
T+0
3D
14823.43
14493.09
6.7200
6.7473
CG LIQUID 10 TO 20YR
49
T+0
3D
10766.73
10349.01
6.7000
6.7137
TBILLS 182 DTB
26
T+0
3D
10299.88
10572.40
6.7000
6.7074
FRB
23
T+0
3D
10093.88
9874.28
6.7000
6.7042
CG LIQUID 5 TO 10 YR
57
T+0
3D
9266.72
9179.74
6.7400
6.7143
CG LIQUID 1 TO 3 YR
45
T+0
3D
8662.73
8606.13
6.7000
6.7078
CG LIQUID 3 TO 5 YR
33
T+0
3D
6542.84
6424.97
6.7000
6.7103
TBILLS 364 DTB
9
T+0
3D
2683.97
2822.91
6.7200
6.7135
TBILLS 91 DTB
5
T+0
3D
2205.98
2243.04
6.7000
6.7105
CG STRIPS
21
T+0
3D
1641.92
2050.11
6.7200
6.7391
OIL BONDS
7
T+0
3D
1322.98
1309.31
6.7400
6.7471
SG SECS ABV 5YR
25
T+0
3D
1290.89
1278.87
6.7200
6.7557
CG LIQUID UPTO 1 YR
3
T+0
3D
591.99
577.93
6.7200
6.7130
CG RESIDUAL
3
T+0
3D
182.98
167.74
6.7200
6.7200
Total
474
100286.60
99579.02
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
94
T+0
3D
12040.00
12190.02
6.5000
5.4475
07.18 GS 2037
25
T+0
3D
4626.00
4688.21
6.6500
6.4973
07.30 GS 2053
20
T+0
3D
3223.00
3309.87
6.7000
6.6101
08.20 OIL SP 2024SEP
6
T+0
3D
3000.00
3037.77
6.7200
6.7200
06.90 OIL SPL 2026
6
T+0
3D
2100.00
2111.90
6.7200
6.7248
06.35 OIL SPL 2024
3
T+0
3D
1500.00
1522.27
6.7100
6.7100
07.32 GS 2030
7
T+0
3D
1094.00
1136.60
6.7500
6.6786
05.22 GS 2025
4
T+0
3D
940.00
938.14
6.6500
6.6500
06.69 GS 2024
2
T+0
3D
889.00
908.06
6.7000
6.7110
07.10 GS 2034
18
T+0
3D
860.00
859.44
5.5000
2.7117
07.38 GS 2027
5
T+0
3D
855.00
881.32
6.7500
6.7500
07.72 GS 2025
2
T+0
3D
800.00
831.08
6.7200
6.7200
07.06 GS 2028
9
T+0
3D
720.00
718.80
6.7500
6.6374
07.37 GS 2028
7
T+0
3D
685.00
689.74
6.7500
6.6668
07.25 GS 2063
8
T+0
3D
635.00
647.75
6.7000
6.5106
07.10 GS 2029
5
T+0
3D
545.00
543.79
6.7100
6.6748
07.89 GJ SDL 2025
1
T+0
3D
395.00
411.01
6.7100
6.7100
05.63 GS 2026
4
T+0
3D
323.00
314.91
6.7500
6.6573
08.15 GS 2026
2
T+0
3D
305.00
322.16
6.7200
6.7164
07.54 AS SDL 2028
1
T+0
3D
300.00
305.13
6.7100
6.7100
07.62 KA SDL 2027
1
T+0
3D
300.00
312.29
6.7400
6.7400
07.33 GS 2026
2
T+0
3D
235.00
244.37
6.7500
6.7500
07.66 GJ SGS 2030 13 DEC
1
T+0
3D
175.00
181.25
6.7500
6.7500
07.26 GS 2029
2
T+0
3D
163.00
166.75
6.6500
6.6500
07.95 FERT BND 2026
2
T+0
3D
149.00
152.32
6.7500
6.7567
06.97 GS 2026
1
T+0
3D
135.00
135.73
6.5500
6.5500
06.10 GS 2031
1
T+0
3D
125.00
119.49
6.5500
6.5500
07.57 GS 2033
3
T+0
3D
125.00
131.34
6.7000
6.6920
07.73 UP SGS 2035
1
T+0
3D
125.00
131.39
6.7500
6.7500
08.27 HR SDL 2025 13 MAY
1
T+0
3D
120.00
125.57
6.7500
6.7500
07.26 GS 2033
6
T+0
3D
111.00
113.02
6.7800
6.6667
07.68 GJ SGS 2030
1
T+0
3D
105.00
107.37
6.7500
6.7500
07.17 GS 2028
3
T+0
3D
103.00
105.04
6.7500
6.6825
05.80 MH SDL 2025
1
T+0
3D
100.00
100.19
6.7500
6.7500
07.45 KA SGS 2037
1
T+0
3D
100.00
100.23
6.7500
6.7500
07.48 UP SGS 2042
2
T+0
3D
100.00
100.32
6.8000
6.7750
07.64 MH SGS 2032
1
T+0
3D
95.00
96.29
6.7500
6.7500
07.07 GJ SDL 2031
1
T+0
3D
90.00
88.97
6.7500
6.7500
07.48 UP SGS 2040
1
T+0
3D
90.00
90.33
6.7500
6.7500
GS12JUN2030C
1
T+0
3D
90.00
58.27
6.7500
6.7500
07.41 UP SGS 2034
1
T+0
3D
85.00
86.69
6.8000
6.8000
07.52 WB SGS 2039
1
T+0
3D
80.00
80.53
6.7500
6.7500
07.63 KA SGS 2040
1
T+0
3D
75.00
77.88
6.7500
6.7500
07.46 KA SGS 2038
1
T+0
3D
65.00
65.19
6.7500
6.7500
07.52 HP SGS 2039
2
T+0
3D
65.00
65.43
6.8000
6.7654
07.46 AP SGS 2042
2
T+0
3D
62.00
61.93
6.7500
6.7581
07.48 MH SGS 2042
1
T+0
3D
60.00
60.13
6.7500
6.7500
07.70 AP SGS 2030 22 FEB
1
T+0
3D
58.00
59.28
6.8000
6.8000
06.45 GS 2029
2
T+0
3D
55.00
53.33
6.6000
6.6000
07.45 MH SGS 2038 20 MAR
1
T+0
3D
55.00
55.11
6.7500
6.7500
08.42 KL SDL 2026
2
T+0
3D
55.00
57.02
6.7500
6.7773
GS12DEC2024C
1
T+0
3D
55.00
52.64
6.7500
6.7500
05.40 CG SDL 2024
1
T+0
3D
50.00
50.27
6.8000
6.8000
05.70 MH SDL 2024
1
T+0
3D
50.00
50.03
6.7500
6.7500
05.77 GJ SDL 2025 12 JAN
1
T+0
3D
50.00
50.29
6.7000
6.7000
05.82 TS SDL 2024
1
T+0
3D
50.00
51.28
6.8000
6.8000
06.58 KA SDL 2030
1
T+0
3D
50.00
49.05
6.7500
6.7500
06.99 GS 2026
1
T+0
3D
50.00
49.94
6.7500
6.7500
07.32 MH SGS 2032
1
T+0
3D
50.00
50.90
6.7500
6.7500
07.36 UK SGS 2026
1
T+0
3D
50.00
50.24
6.8000
6.8000
07.38 HR SGS 2035
1
T+0
3D
50.00
49.96
6.8000
6.8000
07.51 UP SGS 2038
1
T+0
3D
50.00
50.29
6.7500
6.7500
07.59 GS 2026
3
T+0
3D
50.00
51.44
6.7500
6.7400
07.72 HR SGS 2032
1
T+0
3D
50.00
50.96
6.7900
6.7900
08.36 MP SDL 2025
1
T+0
3D
50.00
51.73
6.7500
6.7500
08.39 MP SDL 2026
1
T+0
3D
50.00
51.81
6.7800
6.7800
09.01 MH SDL 2024
1
T+0
3D
50.00
50.87
6.7500
6.7500
07.05 MH SDL 2032
1
T+0
3D
45.00
43.87
6.7500
6.7500
08.87 TN SDL 2024
1
T+0
3D
45.00
45.43
6.7500
6.7500
07.28 HR SDL 2026
1
T+0
3D
40.00
40.77
6.7500
6.7500
07.43 MH SGS 2036
1
T+0
3D
40.00
40.21
6.7500
6.7500
07.44 TN SGS 2033 03 MAY
1
T+0
3D
40.00
41.24
6.7500
6.7500
07.45 MH SGS 2038 22 MAR
1
T+0
3D
40.00
40.06
6.7500
6.7500
07.45 MH SGS 2039 22 MAR
1
T+0
3D
40.00
40.05
6.7500
6.7500
07.49 ML SGS 2027
1
T+0
3D
40.00
41.04
6.8000
6.8000
07.70 AP SGS 2029 06 DEC
1
T+0
3D
40.00
41.53
6.8000
6.8000
08.24 AP SDL 2025 09 DEC
1
T+0
3D
40.00
41.74
6.7800
6.7800
08.25 OD SDL 2025
1
T+0
3D
40.00
41.63
6.7500
6.7500
08.26 GS 2027
1
T+0
3D
40.00
41.98
6.5500
6.5500
08.61 TN SDL 2027
1
T+0
3D
40.00
41.82
6.7500
6.7500
07.42 TN SGS 2034 03 APR
1
T+0
3D
39.00
38.93
6.7500
6.7500
06.22 GS 2035
1
T+0
3D
35.00
32.60
6.6000
6.6000
07.40 MP SGS 2034
1
T+0
3D
35.00
35.67
6.7500
6.7500
07.46 UP SGS 2034
1
T+0
3D
35.00
35.28
6.7500
6.7500
07.86 HR SDL 2032
1
T+0
3D
35.00
36.62
6.7500
6.7500
08.49 TN SDL 2026
1
T+0
3D
35.00
36.23
6.7500
6.7500
GS12DEC2033C
1
T+0
3D
35.00
17.70
6.7500
6.7500
GS12JUN2033C
1
T+0
3D
35.00
18.34
6.7500
6.7500
07.77 AP SGS 2035
2
T+0
3D
33.00
34.70
6.8000
6.8000
08.21 HR UDAY 2026
2
T+0
3D
33.00
33.65
6.7800
6.7636
06.86 KL SDL 2035
1
T+0
3D
30.00
28.71
6.7500
6.7500
07.23 GS 2039
4
T+0
3D
30.00
30.12
5.5000
5.5000
07.40 GS 2062
1
T+0
3D
30.00
30.62
6.6500
6.6500
07.44 TN SGS 2034 20 MAR
1
T+0
3D
30.00
30.07
6.7500
6.7500
07.46 RJ SGS 2034
1
T+0
3D
30.00
30.12
6.7500
6.7500
07.48 RJ SGS 2037
1
T+0
3D
30.00
30.14
6.7500
6.7500
07.48 UP SGS 2044
1
T+0
3D
30.00
30.08
6.7500
6.7500
07.49 HR SGS 2035
1
T+0
3D
30.00
30.13
6.7500
6.7500
07.50 MN SGS 2036 27 MAR
1
T+0
3D
30.00
30.15
6.8000
6.8000
07.52 UP SGS 2039
2
T+0
3D
30.00
30.20
6.8000
6.7583
07.65 RJ SDL 2027 29 NOV
1
T+0
3D
30.00
31.08
6.7500
6.7500
07.70 AP SGS 2029 08 MAR
1
T+0
3D
30.00
30.54
6.7800
6.7800
07.72 MH SGS 2031
1
T+0
3D
30.00
30.68
6.7500
6.7500
07.76 MP SGS 2037 29 NOV
1
T+0
3D
30.00
31.57
6.7500
6.7500
08.15 MH SDL 2025
1
T+0
3D
30.00
31.34
6.7500
6.7500
08.32 CG SDL 2026
1
T+0
3D
30.00
31.13
6.8000
6.8000
08.50 PN UDAY 2025
1
T+0
3D
30.00
30.50
6.8000
6.8000
08.65 RJ SDL 2026
1
T+0
3D
30.00
31.05
6.8000
6.8000
08.17 JH SDL 2025 26 NOV
1
T+0
3D
29.00
30.31
6.7500
6.7500
08.29 TN SDL 2025 29 JUL
1
T+0
3D
28.00
28.86
6.7500
6.7500
06.99 GS 2051
2
T+0
3D
27.00
26.71
6.2500
6.2500
GS15JUN2025C
1
T+0
3D
27.00
24.94
6.7500
6.7500
07.45 KA SGS 2035
1
T+0
3D
26.00
26.08
6.7500
6.7500
06.22 KL SDL 2027
1
T+0
3D
25.00
24.63
6.7500
6.7500
06.79 GS 2027
1
T+0
3D
25.00
25.49
6.6000
6.6000
06.95 GJ SDL 2031
1
T+0
3D
25.00
24.72
6.7500
6.7500
07.15 KL SDL 2027
1
T+0
3D
25.00
25.32
6.7500
6.7500
07.27 KA SDL 2026
1
T+0
3D
25.00
25.48
6.7500
6.7500
07.37 KA SGS 2037
1
T+0
3D
25.00
24.93
6.7500
6.7500
07.41 AR SGS 2034
1
T+0
3D
25.00
25.04
6.8000
6.8000
07.41 HP SGS 2036
1
T+0
3D
25.00
25.02
6.7500
6.7500
07.55 PN SGS 2032
1
T+0
3D
25.00
25.07
6.8000
6.8000
07.59 KA SDL 2027 29 MAR
1
T+0
3D
25.00
25.22
6.7500
6.7500
07.62 UP SDL 2027
1
T+0
3D
25.00
25.46
6.7500
6.7500
07.62 UP SGS 2035
1
T+0
3D
25.00
25.71
6.8000
6.8000
07.72 MH SGS 2035
1
T+0
3D
25.00
25.94
6.7500
6.7500
07.73 KA SGS 2034
1
T+0
3D
25.00
26.18
6.7500
6.7500
07.75 HR SGS 2035 29 NOV
1
T+0
3D
25.00
26.24
6.7500
6.7500
07.77 HR SGS 2036
1
T+0
3D
25.00
26.06
6.8000
6.8000
07.88 CG SDL 2027
1
T+0
3D
25.00
25.49
6.7500
6.7500
08.05 GJ SDL 2026
1
T+0
3D
25.00
26.03
6.7500
6.7500
08.17 GS 2044
1
T+0
3D
25.00
28.20
6.6500
6.6500
08.23 GOI FCI 2027
1
T+0
3D
25.00
25.85
6.8000
6.8000
08.24 GS 2033
2
T+0
3D
25.00
27.70
6.6000
6.6000
08.29 RJ UDAY 2024
1
T+0
3D
25.00
25.75
6.8000
6.8000
08.44 JH SDL 2029
1
T+0
3D
25.00
26.27
6.8000
6.8000
GS12MAR2028C
1
T+0
3D
25.00
18.99
6.8000
6.8000
GS15JUN2028C
1
T+0
3D
25.00
18.64
6.7500
6.7500
GS16JUN2025C
1
T+0
3D
25.00
23.08
6.7900
6.7900
GS30JUN2027C
1
T+0
3D
25.00
19.96
6.7500
6.7500
GS31DEC2027C
1
T+0
3D
25.00
19.26
6.7500
6.7500
08.00 OIL SPL 2026
1
T+0
3D
23.00
23.38
6.7500
6.7500
GS15DEC2025C
1
T+0
3D
22.00
19.60
6.7500
6.7500
07.74 BR SGS 2039
1
T+0
3D
21.00
21.83
6.8000
6.8000
08.19 RJ UDAY 2026
1
T+0
3D
21.00
21.89
6.7500
6.7500
06.69 MP SDL 2025
1
T+0
3D
20.00
20.03
6.7500
6.7500
06.92 UP SDL 2031
1
T+0
3D
20.00
19.41
6.7500
6.7500
06.99 TN SDL 2041
1
T+0
3D
20.00
19.58
6.7500
6.7500
07.20 MH SGS 2028
1
T+0
3D
20.00
20.40
6.7500
6.7500
07.26 GS 2032
2
T+0
3D
20.00
20.30
6.7800
6.6450
07.36 RJ SGS 2033
1
T+0
3D
20.00
20.39
6.7500
6.7500
07.42 MH SGS 2034
1
T+0
3D
20.00
20.01
6.7500
6.7500
07.46 ML SGS 2034
1
T+0
3D
20.00
20.02
6.8000
6.8000
07.46 RJ SGS 2042
1
T+0
3D
20.00
20.03
6.7500
6.7500
07.49 UP SGS 2036
1
T+0
3D
20.00
20.09
6.8000
6.8000
07.50 UP SGS 2035
1
T+0
3D
20.00
20.27
6.7500
6.7500
07.51 AP SDL 2037
1
T+0
3D
20.00
20.17
6.7500
6.7500
07.52 GA SGS 2039
1
T+0
3D
20.00
20.13
6.8000
6.8000
07.52 RJ SGS 2044
1
T+0
3D
20.00
20.11
6.8000
6.8000
07.58 RJ SDL 2026
1
T+0
3D
20.00
20.38
6.7500
6.7500
07.62 MH SDL 2030
1
T+0
3D
20.00
20.74
6.7500
6.7500
07.64 UP SDL 2027
1
T+0
3D
20.00
20.21
6.8000
6.8000
07.65 UP SGS 2034
1
T+0
3D
20.00
20.70
6.7500
6.7500
07.68 KA SGS 2034
1
T+0
3D
20.00
20.77
6.7500
6.7500
07.73 GJ SDL 2029
1
T+0
3D
20.00
20.26
6.7500
6.7500
07.76 MP SDL 2027
1
T+0
3D
20.00
20.38
6.7500
6.7500
07.98 KA SDL 2025
1
T+0
3D
20.00
20.21
6.7500
6.7500
08.03 GOI FCI 2024
1
T+0
3D
20.00
20.67
6.8000
6.8000
08.08 TN SDL 2028
1
T+0
3D
20.00
20.98
6.8000
6.8000
08.08 UP SDL 2025 11 FEB
1
T+0
3D
20.00
20.44
6.7500
6.7500
08.29 RJ SDL 2025 29 JUL
1
T+0
3D
20.00
20.61
6.7800
6.7800
08.36 MH SDL 2026
1
T+0
3D
20.00
20.71
6.7800
6.7800
08.40 OIL SPL 2026
1
T+0
3D
20.00
20.45
6.7500
6.7500
08.96 TN SDL 2024
2
T+0
3D
20.00
20.60
6.7500
6.7500
GS15JUN2024C
1
T+0
3D
20.00
19.81
6.7600
6.7600
05.15 GS 2025
1
T+0
3D
19.00
18.91
6.5500
6.5500
GS17DEC2029C
1
T+0
3D
19.00
12.73
6.7500
6.7500
GS17JUN2029C
1
T+0
3D
19.00
13.20
6.7500
6.7500
05.77 GS 2030
2
T+0
3D
16.00
15.06
6.6000
6.5594
05.72 BR SDL 2026
1
T+0
3D
15.00
14.84
6.8000
6.8000
06.84 BR SDL 2030
1
T+0
3D
15.00
14.85
6.8000
6.8000
06.85 WB SDL 2031
1
T+0
3D
15.00
14.58
6.7500
6.7500
07.33 MH SDL 2027
1
T+0
3D
15.00
15.06
6.8000
6.8000
07.34 AP SGS 2029
1
T+0
3D
15.00
15.40
6.8000
6.8000
07.39 HR SGS 2029
1
T+0
3D
15.00
14.93
6.8000
6.8000
07.46 AP SGS 2041
1
T+0
3D
15.00
14.99
6.8000
6.8000
07.46 UP SGS 2039
1
T+0
3D
15.00
15.03
6.7500
6.7500
07.49 MH SGS 2030
1
T+0
3D
15.00
15.03
6.8000
6.8000
07.49 UP SGS 2034 07 FEB
1
T+0
3D
15.00
15.22
6.7500
6.7500
07.51 UP SGS 2040
1
T+0
3D
15.00
15.08
6.7500
6.7500
07.71 GJ SGS 2034
1
T+0
3D
15.00
15.36
6.7500
6.7500
07.74 TN SDL 2027
1
T+0
3D
15.00
15.28
6.7500
6.7500
07.75 GJ SDL 2027
1
T+0
3D
15.00
15.55
6.7500
6.7500
07.78 PY SGS 2036
1
T+0
3D
15.00
15.65
6.8000
6.8000
07.81 HR SDL 2032 13 JUL
1
T+0
3D
15.00
15.60
6.7500
6.7500
07.86 RJ SDL 2027
1
T+0
3D
15.00
15.56
6.8000
6.8000
08.06 HR UDAY 2024
1
T+0
3D
15.00
15.40
6.7500
6.7500
08.17 WB SDL 2025 27 MAY
1
T+0
3D
15.00
15.63
6.7800
6.7800
08.21 HR UDAY 2025
1
T+0
3D
15.00
15.20
6.7500
6.7500
08.55 RJ SDL 2026
1
T+0
3D
15.00
15.46
6.7800
6.7800
GS12MAR2027C
1
T+0
3D
15.00
12.23
6.7500
6.7500
GS19DEC2025C
1
T+0
3D
15.00
13.36
6.8000
6.8000
GS19JUN2026C
1
T+0
3D
15.00
12.89
6.8000
6.8000
GS19SEP2028C
1
T+0
3D
15.00
10.97
6.7500
6.7500
06.67 GS 2050
1
T+0
3D
13.00
12.40
6.5500
6.5500
GS17DEC2024C
1
T+0
3D
12.00
11.47
6.7500
6.7500
GS17JUN2024C
1
T+0
3D
12.00
11.89
6.7500
6.7500
07.16 GS 2050
1
T+0
3D
11.00
10.92
6.6000
6.6000
06.77 BR SDL 2028
1
T+0
3D
10.00
9.89
6.8000
6.8000
07.15 TN SDL 2027
1
T+0
3D
10.00
10.20
6.8000
6.8000
07.18 TN SDL 2027
1
T+0
3D
10.00
10.09
6.8000
6.8000
07.39 TN SDL 2026
1
T+0
3D
10.00
10.33
6.8000
6.8000
07.40 GS 2035
1
T+0
3D
10.00
10.23
6.6000
6.6000
07.42 KL SGS 2049
1
T+0
3D
10.00
9.96
6.7500
6.7500
07.45 MH SGS 2039 27 MAR
1
T+0
3D
10.00
10.00
6.8000
6.8000
07.49 AP SGS 2040
1
T+0
3D
10.00
9.98
6.8000
6.8000
07.49 KL SGS 2039
1
T+0
3D
10.00
9.98
6.8000
6.8000
07.54 AP SGS 2029
1
T+0
3D
10.00
10.23
6.8000
6.8000
07.61 TN SDL 2027
1
T+0
3D
10.00
10.18
6.8000
6.8000
07.64 RJ SDL 2027
1
T+0
3D
10.00
10.42
6.8000
6.8000
07.98 GJ SDL 2026 11 MAY
1
T+0
3D
10.00
10.47
6.8000
6.8000
08.24 PN SDL 2025
1
T+0
3D
10.00
10.44
6.8000
6.8000
08.26 MH SDL 2025 23 DEC
1
T+0
3D
10.00
10.41
6.8000
6.8000
08.27 HR SDL 2025 09 DEC
1
T+0
3D
10.00
10.44
6.7800
6.7800
08.27 HR SDL 2025 23 DEC
1
T+0
3D
10.00
10.41
6.7800
6.7800
08.33 RJ UDAY 2025
1
T+0
3D
10.00
10.39
6.8000
6.8000
08.34 UP SDL 2029
1
T+0
3D
10.00
10.51
6.8000
6.8000
08.38 RJ SDL 2026
1
T+0
3D
10.00
10.36
6.8000
6.8000
08.46 GJ SDL 2026
1
T+0
3D
10.00
10.34
6.7800
6.7800
08.48 RJ SDL 2026
1
T+0
3D
10.00
10.35
6.7800
6.7800
08.48 UP UDAY 2025
1
T+0
3D
10.00
10.16
6.8000
6.8000
08.51 MH SDL 2026
1
T+0
3D
10.00
10.30
6.8000
6.8000
GS12DEC2031C
1
T+0
3D
10.00
5.83
6.8000
6.8000
GS12DEC2032C
1
T+0
3D
10.00
5.43
6.8000
6.8000
GS12JUN2031C
1
T+0
3D
10.00
6.04
6.8000
6.8000
GS12JUN2032C
1
T+0
3D
10.00
5.62
6.8000
6.8000
GS16DEC2025C
1
T+0
3D
10.00
8.91
6.8000
6.8000
GS19MAR2027C
1
T+0
3D
10.00
8.14
6.7500
6.7500
06.54 GS 2032
1
T+0
3D
9.00
8.81
6.6000
6.6000
07.06 GS 2046
1
T+0
3D
8.00
7.85
6.6000
6.6000
07.72 GS 2049
1
T+0
3D
6.00
6.48
6.6000
6.6000
05.74 GS 2026
1
T+0
3D
5.00
4.97
6.7800
6.7800
05.85 GS 2030
1
T+0
3D
5.00
4.76
6.6000
6.6000
07.09 GJ SDL 2032
1
T+0
3D
5.00
4.94
6.8000
6.8000
07.29 KA SDL 2039
1
T+0
3D
5.00
4.95
6.8000
6.8000
07.41 GS 2036
1
T+0
3D
5.00
5.20
6.5000
6.5000
07.48 UP SGS 2036
1
T+0
3D
5.00
5.02
6.8000
6.8000
07.49 PN SGS 2032
1
T+0
3D
5.00
5.01
6.8000
6.8000
07.53 WB SDL 2027
1
T+0
3D
5.00
5.17
6.8000
6.8000
07.54 GS 2036
1
T+0
3D
5.00
5.28
6.6000
6.6000
07.57 MH SGS 2031
1
T+0
3D
5.00
5.11
6.8000
6.8000
07.57 TS SGS 2031
1
T+0
3D
5.00
5.12
6.8000
6.8000
07.69 GJ SDL 2027
1
T+0
3D
5.00
5.17
6.8000
6.8000
07.76 MP SGS 2037 01 NOV
1
T+0
3D
5.00
5.29
6.8000
6.8000
07.85 UK SDL 2030
1
T+0
3D
5.00
5.10
6.8000
6.8000
07.96 MH SDL 2025
1
T+0
3D
5.00
5.05
6.8000
6.8000
08.06 KA SDL 2025 28 JAN
1
T+0
3D
5.00
5.12
6.8000
6.8000
08.20 GJ SDL 2025 24 JUN
1
T+0
3D
5.00
5.18
6.8000
6.8000
08.25 PN SDL 2025 09 SEP
1
T+0
3D
5.00
5.11
6.8000
6.8000
08.25 PN SDL 2025 12 AUG
1
T+0
3D
5.00
5.14
6.8000
6.8000
08.28 GS 2027
1
T+0
3D
5.00
5.20
6.6000
6.6000
08.30 MP SDL 2026
1
T+0
3D
5.00
5.19
6.7800
6.7800
08.31 WB SDL 2026
1
T+0
3D
5.00
5.19
6.8000
6.8000
08.37 MP SDL 2028
1
T+0
3D
5.00
5.33
6.8000
6.8000
08.43 PN SDL 2028
1
T+0
3D
5.00
5.34
6.8000
6.8000
08.51 HR SDL 2026
1
T+0
3D
5.00
5.18
6.7800
6.7800
08.82 TR SDL 2028
1
T+0
3D
5.00
5.30
6.8000
6.8000
07.36 GS 2052
1
T+0
3D
4.00
4.08
6.6000
6.6000
06.89 GS 2025
1
T+0
3D
2.00
2.04
6.7500
6.7500
Total
508
43890.00
44420.68
Apr 26 2024 11:04AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/290424
T+0
3D
6.70
6.72
6.65
6.68
6.70
360
189284.15
TREP/020524
T+0
6D
6.80
6.80
6.80
6.80
6.80
4
1000.00
TREP/030524
T+0
7D
6.80
6.80
6.80
6.80
6.80
2
500.00
Total
366
190784.15
Apr 26 2024 11:04AM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
507
6115.0000
99.7075
7.2214
07.10 GS 2034
209
1995.0000
99.4200
7.1817
07.18 GS 2037
51
615.0000
99.3800
7.2518
07.37 GS 2028
31
440.0000
100.5800
7.2157
07.25 GS 2063
14
220.0000
99.1000
7.3192
07.30 GS 2053
11
165.0000
99.9500
7.3031
07.41 GS 2036
5
130.0000
101.3300
7.2459
07.32 GS 2030
7
100.0000
100.5300
7.2160
07.10 GS 2034(WR)
4
85.0000
99.4125
7.1828
07.18 GS 2033
6
10.0500
99.6925
7.2237
07.25 GS 2063
2
5.0000
99.5500
7.2840
07.33 GS 2026
1
5.0000
100.3500
7.1746
07.46 GS 2073
1
5.0000
101.8000
7.3241
07.18 GS 2037
3
4.5000
99.3900
7.2506
07.37 GS 2028
1
0.0100
100.5600
7.2210
07.32 GS 2030
1
0.0100
100.6000
7.2024
07.44 TS SGS 2036
1
1.0000
99.5900
7.4915
364 DTB 24042025
1
40.0000
93.4964
7.0526
182 DTB 05092024
2
30.0000
97.5824
7.0100
364 DTB 28112024
1
5.0000
96.0485
7.0500
182 DTB 09052024
1
5.0000
99.8168
6.7000
Total
860
9975.5700
Reported Deals
Trades
TTA
LTP
LTY
07.32 GS 2030
2
25.0000
100.4900
7.2237
07.32 GS 2030
1
25.0000
100.4800
7.2257
07.25 GS 2063
1
25.0000
99.1200
7.3176
Total
4
75.0000
Apr 26 2024 11:05AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.3200
83.3500
83.3200
83.3325
83.2800
0.0525
R-SPOT
0.0000
0.0500
0.0000
0.0500
0.0000
0.0500
SPOT
83.3050
83.3500
83.3050
83.3350
83.2800
0.0550
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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