16:37 May 17, 2024
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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
6.70
6.85
5.40
6.24
10675.90
6.74
6.48
12716.71
TREP
6.60
6.80
6.50
6.71
321143.60
6.71
6.25
303732.00
REPO
4.50
7.00
3.50
7.00
159567.19
6.64
6.31
172199.89
Money Market
491386.69
6.69
6.28
488648.60
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 17 2024 4:36PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
4D
T + 0
21/05/2024
240
10675.90
6.70
6.85
5.40
6.24
6.7351
O/N
T + 0
18/05/2024
45
718.05
6.80
6.80
5.85
6.00
6.1948
18D
T + 0
04/06/2024
1
100.00
6.95
6.95
6.95
6.95
6.9500
17D
T + 0
03/06/2024
2
50.00
6.88
6.88
6.85
6.85
6.8620
7D
T + 0
24/05/2024
1
25.00
6.65
6.65
6.65
6.65
6.6500
5D
T + 0
22/05/2024
2
14.50
6.50
6.50
6.40
6.40
6.4103
14D
T + 0
31/05/2024
1
0.60
6.25
6.25
6.25
6.25
6.2500
Total
292
11584.05
May 17 2024 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
TBILLS 182 DTB
1
T+0
14D
0.99
1.00
6.5500
6.5500
CG LIQUID 5 TO 10 YR
1
T+0
1D
5.00
4.75
6.2500
6.2500
TBILLS 364 DTB
1
T+0
28D
1.00
1.04
6.6000
6.6000
CG LIQUID 5 TO 10 YR
76
T+0
4D
18993.65
18671.14
6.8500
6.7594
TBILLS 91 DTB
30
T+0
4D
14145.86
14368.04
6.7800
6.7500
CG LIQUID ABV 20 YR
50
T+0
4D
13472.77
12984.33
6.8500
6.7215
SG SECS UPTO 5YR
115
T+0
4D
13261.43
12971.10
6.9500
6.7597
FRB
28
T+0
4D
10490.83
10308.58
6.8300
6.7497
TBILLS 182 DTB
23
T+0
4D
9873.86
10147.38
6.7900
6.6819
CG LIQUID 10 TO 20YR
41
T+0
4D
7655.76
7203.26
6.8500
6.7249
CG LIQUID 1 TO 3 YR
47
T+0
4D
6888.79
6907.12
6.8500
6.7150
SG SECS ABV 5YR
23
T+0
4D
6115.91
5992.80
6.9900
6.7125
CG LIQUID 3 TO 5 YR
38
T+0
4D
4090.86
3999.44
6.8500
6.7691
CG LIQUID UPTO 1 YR
6
T+0
4D
2066.98
2026.55
7.0000
6.7246
TBILLS 364 DTB
8
T+0
4D
1921.95
2027.16
6.7000
6.6629
CG STRIPS
26
T+0
4D
1827.89
2170.11
6.8400
6.8011
OIL BONDS
9
T+0
4D
1553.97
1530.73
6.9000
6.7898
Total
523
112367.50
111314.53
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.59 GS 2026
1
T+0
1D
106.00
109.69
6.5000
6.5000
07.18 GS 2033
58
T+0
4D
8264.00
8473.69
6.5500
6.3592
07.10 GS 2034
38
T+0
4D
4744.00
4802.79
4.5000
4.8875
07.18 GS 2037
24
T+0
4D
4012.00
4124.49
6.8500
6.5346
08.20 OIL SP 2024SEP
7
T+0
4D
3085.00
3137.67
6.7800
6.7676
07.30 GS 2053
13
T+0
4D
2776.00
2906.78
6.6000
6.4367
09.15 GS 2024
3
T+0
4D
1465.00
1480.51
6.8300
6.8095
06.90 OIL SPL 2026
4
T+0
4D
1385.00
1402.72
6.7800
6.7801
06.35 OIL SPL 2024
2
T+0
4D
1000.00
1019.73
6.7500
6.7500
06.69 GS 2024
2
T+0
4D
887.00
909.59
6.7000
6.6835
07.37 GS 2028
5
T+0
4D
881.00
895.24
6.5500
6.5466
07.38 GS 2027
5
T+0
4D
825.00
856.61
6.7000
6.7000
07.06 GS 2028
7
T+0
4D
670.00
674.58
6.8500
6.6183
07.89 GJ SDL 2025
2
T+0
4D
655.00
658.91
6.7500
6.7222
07.32 GS 2030
7
T+0
4D
511.00
517.65
6.8000
6.4808
07.25 GS 2063
5
T+0
4D
436.00
453.10
6.6800
6.5979
06.89 RJ SDL 2025
1
T+0
4D
305.00
307.15
6.6800
6.6800
07.54 AS SDL 2028
1
T+0
4D
300.00
308.22
6.7300
6.7300
07.33 GS 2026
2
T+0
4D
295.00
297.82
6.8200
6.8064
06.94 CG SDL 2029
1
T+0
4D
275.00
273.43
6.6800
6.6800
07.27 GS 2026
2
T+0
4D
250.00
252.89
6.2500
6.2500
07.70 MH SGS 2034 15 NOV
1
T+0
4D
250.00
256.36
6.8000
6.8000
07.23 GS 2039
5
T+0
4D
235.00
239.30
6.0000
5.7340
07.69 KA SGS 2033 06 DEC
1
T+0
4D
227.00
240.02
6.7400
6.7400
08.18 HR UDAY 2025
1
T+0
4D
210.00
219.12
6.7400
6.7400
07.36 KA SGS 2034
1
T+0
4D
200.00
202.75
6.7500
6.7500
07.96 MH SDL 2026
1
T+0
4D
200.00
208.54
6.6800
6.6800
07.08 KA SDL 2026
1
T+0
4D
195.00
199.72
6.7000
6.7000
07.75 UP SGS 2034
1
T+0
4D
180.00
191.68
6.8500
6.8500
08.22 TN SDL 2025 13 MAY
1
T+0
4D
180.00
181.71
6.7800
6.7800
07.73 KA SGS 2034
2
T+0
4D
175.00
186.08
6.8500
6.8357
07.10 GS 2029
4
T+0
4D
163.00
164.09
6.2500
6.4877
07.21 GJ SDL 2027
1
T+0
4D
160.00
162.48
6.7500
6.7500
07.34 GS 2064
2
T+0
4D
155.00
159.09
6.3500
6.3387
07.95 FERT BND 2026
2
T+0
4D
149.00
153.41
6.8200
6.8173
07.76 AP SGS 2037
1
T+0
4D
140.00
145.12
6.8400
6.8400
06.97 GS 2026
3
T+0
4D
135.00
136.62
6.2400
6.2839
08.27 UP SDL 2025
1
T+0
4D
132.00
133.32
6.7500
6.7500
07.26 GS 2033
4
T+0
4D
130.00
133.88
6.6000
6.6000
06.96 HR SDL 2029
1
T+0
4D
127.00
127.65
6.7500
6.7500
07.73 UP SGS 2035
1
T+0
4D
125.00
128.62
6.7500
6.7500
06.90 PY SDL 2028
1
T+0
4D
115.00
115.68
6.7500
6.7500
07.57 GS 2033
2
T+0
4D
115.00
122.47
6.6000
6.5217
05.22 GS 2025
2
T+0
4D
113.00
113.35
6.6000
6.5752
05.80 MH SDL 2025
1
T+0
4D
100.00
100.63
6.7500
6.7500
05.80 RJ SDL 2025
1
T+0
4D
100.00
101.27
6.7500
6.7500
06.21 AS SDL 2026
1
T+0
4D
100.00
99.71
6.7500
6.7500
06.79 GS 2027
1
T+0
4D
100.00
99.32
6.4000
6.4000
07.26 KA SGS 2025
1
T+0
4D
100.00
102.61
6.7500
6.7500
07.29 HR SGS 2029
1
T+0
4D
100.00
103.18
6.7500
6.7500
07.45 KA SGS 2037
1
T+0
4D
100.00
101.88
6.7500
6.7500
07.47 GJ SGS 2025
1
T+0
4D
100.00
100.61
6.7500
6.7500
07.63 ML SGS 2025
1
T+0
4D
100.00
100.83
6.7500
6.7500
07.74 HR SGS 2029
1
T+0
4D
100.00
102.21
6.7500
6.7500
364 DTB 08052025
1
T+0
4D
100.00
93.46
6.7500
6.7500
08.00 OIL SPL 2026
2
T+0
4D
98.00
100.33
6.8200
6.8047
06.10 GS 2031
2
T+0
4D
95.00
91.99
6.2000
6.2105
07.64 MH SGS 2032
1
T+0
4D
95.00
97.70
6.7500
6.7500
08.16 MH SDL 2025
1
T+0
4D
95.00
97.15
6.7500
6.7500
07.07 GJ SDL 2031
1
T+0
4D
90.00
90.16
6.7500
6.7500
07.48 UP SGS 2040
1
T+0
4D
90.00
91.87
6.7500
6.7500
07.41 UP SGS 2034
1
T+0
4D
85.00
88.02
6.7500
6.7500
06.69 MP SDL 2025
2
T+0
4D
80.00
80.50
6.7500
6.7500
07.52 WB SGS 2039
1
T+0
4D
80.00
81.89
6.7500
6.7500
07.57 GJ SGS 2026
1
T+0
4D
79.00
79.55
6.7500
6.7500
07.26 GS 2032
1
T+0
4D
75.00
77.01
6.8000
6.8000
07.47 AP SGS 2037 08 MAY
1
T+0
4D
75.00
75.79
6.7500
6.7500
07.59 GS 2026
1
T+0
4D
75.00
77.61
6.8500
6.8500
07.63 KA SGS 2040
1
T+0
4D
75.00
79.19
6.7500
6.7500
08.07 RJ SDL 2029
1
T+0
4D
75.00
77.42
6.7500
6.7500
08.72 KL SDL 2024
1
T+0
4D
75.00
75.78
6.7500
6.7500
06.22 GS 2035
2
T+0
4D
74.00
70.04
6.6000
6.4270
06.43 RJ SDL 2027
1
T+0
4D
74.00
73.95
6.7500
6.7500
05.90 TS SDL 2025
1
T+0
4D
65.00
65.92
6.7500
6.7500
07.46 KA SGS 2038
1
T+0
4D
65.00
66.27
6.7500
6.7500
07.52 HP SGS 2039
2
T+0
4D
65.00
66.54
6.8000
6.7654
07.46 AP SGS 2038 08 MAY
1
T+0
4D
62.00
62.60
6.7500
6.7500
07.48 MH SGS 2042
1
T+0
4D
60.00
61.18
6.7500
6.7500
07.96 PN SDL 2026
1
T+0
4D
60.00
60.95
6.7500
6.7500
07.70 AP SGS 2030 22 FEB
1
T+0
4D
58.00
60.01
6.7500
6.7500
07.45 MH SGS 2038 20 MAR
1
T+0
4D
55.00
56.03
6.7500
6.7500
07.84 TN SDL 2026
1
T+0
4D
55.00
57.04
6.7500
6.7500
08.27 TN SDL 2026
1
T+0
4D
55.00
57.35
6.7500
6.7500
07.26 GS 2029
2
T+0
4D
52.00
53.74
6.3000
6.3962
06.64 GS 2035
1
T+0
4D
51.00
50.69
6.6000
6.6000
05.40 CG SDL 2024
1
T+0
4D
50.00
50.48
6.7500
6.7500
05.49 RJ SDL 2025
1
T+0
4D
50.00
49.72
6.7500
6.7500
05.70 MH SDL 2024
1
T+0
4D
50.00
50.24
6.7500
6.7500
05.77 GJ SDL 2025 12 JAN
1
T+0
4D
50.00
50.51
6.7500
6.7500
06.17 TS SDL 2025
1
T+0
4D
50.00
49.50
6.7500
6.7500
06.58 KA SDL 2030
1
T+0
4D
50.00
49.67
6.7500
6.7500
07.32 MH SGS 2032
1
T+0
4D
50.00
51.62
6.8000
6.8000
07.38 HR SGS 2035
1
T+0
4D
50.00
50.75
6.7500
6.7500
07.39 KL SGS 2034
1
T+0
4D
50.00
50.79
6.7500
6.7500
07.45 WB SGS 2042
1
T+0
4D
50.00
50.90
6.8400
6.8400
07.51 UP SGS 2038
1
T+0
4D
50.00
51.13
6.7500
6.7500
07.53 PN SGS 2037
1
T+0
4D
50.00
50.84
6.7500
6.7500
07.72 HR SGS 2032
1
T+0
4D
50.00
51.69
6.8000
6.8000
08.36 MP SDL 2025
1
T+0
4D
50.00
51.98
6.7500
6.7500
08.39 MP SDL 2026
1
T+0
4D
50.00
52.10
6.7800
6.7800
08.39 RJ UDAY 2026
1
T+0
4D
50.00
51.63
6.8000
6.8000
08.96 MH SDL 2024
1
T+0
4D
50.00
51.70
6.7500
6.7500
09.01 MH SDL 2024
1
T+0
4D
50.00
51.08
6.7500
6.7500
06.25 AS SDL 2026
1
T+0
4D
49.00
48.81
6.7500
6.7500
07.45 MH SGS 2039 22 MAR
2
T+0
4D
47.00
47.74
6.7500
6.7426
07.59 GS 2029
1
T+0
4D
47.00
48.57
6.4000
6.4000
07.05 MH SDL 2032
1
T+0
4D
45.00
44.53
6.7500
6.7500
07.48 UP SGS 2042
2
T+0
4D
45.00
45.93
6.8000
6.7667
08.96 TN SDL 2024
2
T+0
4D
45.00
46.53
6.8200
6.8089
06.54 GS 2032
2
T+0
4D
41.00
40.54
6.5000
6.5000
06.45 GS 2029
2
T+0
4D
40.00
39.24
6.6000
6.5750
07.43 MH SGS 2036
1
T+0
4D
40.00
40.86
6.7500
6.7500
07.44 TN SGS 2033 03 MAY
1
T+0
4D
40.00
40.36
6.7500
6.7500
07.45 MH SGS 2038 22 MAR
1
T+0
4D
40.00
40.73
6.7500
6.7500
07.70 AP SGS 2029 06 DEC
1
T+0
4D
40.00
42.02
6.8000
6.8000
07.95 OIL SPL 2025
1
T+0
4D
40.00
41.21
6.8000
6.8000
08.24 AP SDL 2025 09 DEC
1
T+0
4D
40.00
41.97
6.8000
6.8000
GS06MAY2025C
1
T+0
4D
36.00
33.66
6.8200
6.8200
GS06NOV2024C
2
T+0
4D
36.00
34.83
6.8200
6.8200
07.40 MP SGS 2034
1
T+0
4D
35.00
36.22
6.7500
6.7500
07.46 UP SGS 2034
1
T+0
4D
35.00
35.83
6.7500
6.7500
07.86 HR SDL 2032
1
T+0
4D
35.00
37.14
6.7500
6.7500
07.77 AP SGS 2035
1
T+0
4D
33.00
35.24
6.8500
6.8500
08.21 HR UDAY 2026
1
T+0
4D
33.00
33.85
6.8500
6.8500
08.23 GOI FCI 2027
1
T+0
4D
32.00
33.40
6.7500
6.7500
05.63 GS 2026
3
T+0
4D
30.00
29.42
6.7800
6.6160
06.18 GS 2024
1
T+0
4D
30.00
29.94
6.2500
6.2500
06.86 KL SDL 2035
1
T+0
4D
30.00
29.18
6.7500
6.7500
07.40 GS 2062
1
T+0
4D
30.00
31.24
6.6000
6.6000
07.42 MH SGS 2034
2
T+0
4D
30.00
30.48
6.7500
6.7500
07.44 TN SGS 2034 20 MAR
1
T+0
4D
30.00
30.54
6.7500
6.7500
07.46 RJ SGS 2034
1
T+0
4D
30.00
30.58
6.7500
6.7500
07.48 RJ SGS 2037
1
T+0
4D
30.00
30.64
6.7500
6.7500
07.48 UP SGS 2044
1
T+0
4D
30.00
30.61
6.7500
6.7500
07.50 MN SGS 2036 27 MAR
1
T+0
4D
30.00
30.64
6.8000
6.8000
07.65 RJ SDL 2027 29 NOV
1
T+0
4D
30.00
31.36
6.8200
6.8200
07.72 MH SGS 2031
1
T+0
4D
30.00
31.09
6.7500
6.7500
08.15 GS 2026
1
T+0
4D
30.00
31.90
6.5000
6.5000
08.15 MH SDL 2025
1
T+0
4D
30.00
31.51
6.8200
6.8200
08.26 GS 2027
2
T+0
4D
30.00
31.70
6.2000
6.2500
08.32 CG SDL 2026
1
T+0
4D
30.00
31.31
6.8000
6.8000
08.65 RJ SDL 2026
1
T+0
4D
30.00
31.23
6.8500
6.8500
08.17 JH SDL 2025 26 NOV
1
T+0
4D
29.00
30.47
6.8200
6.8200
08.29 TN SDL 2025 29 JUL
1
T+0
4D
28.00
29.00
6.8200
6.8200
06.22 KL SDL 2027
1
T+0
4D
25.00
24.86
6.8200
6.8200
06.95 GJ SDL 2031
1
T+0
4D
25.00
25.06
6.7500
6.7500
06.99 GS 2026
1
T+0
4D
25.00
25.12
6.8000
6.8000
07.15 KL SDL 2027
1
T+0
4D
25.00
25.51
6.8200
6.8200
07.17 GS 2028
1
T+0
4D
25.00
25.71
6.7500
6.7500
07.27 KA SDL 2026
1
T+0
4D
25.00
25.66
6.8200
6.8200
07.36 GS 2052
2
T+0
4D
25.00
25.88
6.5000
6.5000
07.37 KA SGS 2037
1
T+0
4D
25.00
25.34
6.7500
6.7500
07.41 AR SGS 2034
1
T+0
4D
25.00
25.43
6.8000
6.8000
07.41 HP SGS 2036
1
T+0
4D
25.00
25.43
6.7500
6.7500
07.59 KA SDL 2027 29 MAR
1
T+0
4D
25.00
25.42
6.8200
6.8200
07.62 UP SDL 2027
1
T+0
4D
25.00
25.65
6.8200
6.8200
07.62 UP SGS 2035
1
T+0
4D
25.00
26.11
6.8000
6.8000
07.72 MH SGS 2035
1
T+0
4D
25.00
26.34
6.7500
6.7500
07.75 HR SGS 2035 29 NOV
1
T+0
4D
25.00
26.66
6.7500
6.7500
07.76 MP SGS 2037 29 NOV
1
T+0
4D
25.00
26.74
6.7500
6.7500
07.88 CG SDL 2027
1
T+0
4D
25.00
25.69
6.8200
6.8200
08.05 GJ SDL 2026
1
T+0
4D
25.00
26.19
6.8200
6.8200
08.17 GS 2044
1
T+0
4D
25.00
28.68
6.5000
6.5000
08.24 GS 2033
2
T+0
4D
25.00
27.04
6.5000
6.5200
08.29 RJ UDAY 2024
1
T+0
4D
25.00
25.86
6.8500
6.8500
08.44 JH SDL 2029
1
T+0
4D
25.00
26.55
6.8000
6.8000
GS16JUN2024C
1
T+0
4D
25.00
24.85
6.8500
6.8500
07.54 AS SGS 2034
1
T+0
4D
23.00
23.38
6.8200
6.8200
08.19 RJ UDAY 2026
1
T+0
4D
21.00
22.03
6.8200
6.8200
05.74 GS 2026
2
T+0
4D
20.00
19.44
6.7500
6.5750
06.67 GS 2035
1
T+0
4D
20.00
19.92
6.7500
6.7500
06.92 UP SDL 2031
1
T+0
4D
20.00
19.68
6.7500
6.7500
06.99 TN SDL 2041
1
T+0
4D
20.00
19.91
6.7500
6.7500
07.20 MH SGS 2028
1
T+0
4D
20.00
20.60
6.8000
6.8000
07.36 RJ SGS 2033
1
T+0
4D
20.00
20.70
6.7500
6.7500
07.44 TS SGS 2036
1
T+0
4D
20.00
20.24
6.7500
6.7500
07.46 ML SGS 2034
1
T+0
4D
20.00
20.33
6.8000
6.8000
07.46 RJ SGS 2042
1
T+0
4D
20.00
20.38
6.7500
6.7500
07.50 UP SGS 2035
1
T+0
4D
20.00
20.59
6.7500
6.7500
07.51 AP SDL 2037
1
T+0
4D
20.00
20.51
6.7500
6.7500
07.52 GA SGS 2039
1
T+0
4D
20.00
20.47
6.8000
6.8000
07.52 RJ SGS 2044
1
T+0
4D
20.00
20.47
6.8000
6.8000
07.56 UP SDL 2027
1
T+0
4D
20.00
20.28
6.8200
6.8200
07.58 RJ SDL 2026
1
T+0
4D
20.00
20.51
6.8200
6.8200
07.61 TN SDL 2027
1
T+0
4D
20.00
20.52
6.8000
6.8000
07.62 MH SDL 2030
1
T+0
4D
20.00
21.00
6.7500
6.7500
07.64 UP SDL 2027
1
T+0
4D
20.00
20.36
6.8200
6.8200
07.65 UP SGS 2034
1
T+0
4D
20.00
21.02
6.7500
6.7500
07.68 KA SGS 2034
1
T+0
4D
20.00
21.10
6.7500
6.7500
07.73 GJ SDL 2029
1
T+0
4D
20.00
20.49
6.7500
6.7500
07.75 GJ SDL 2027
1
T+0
4D
20.00
20.92
6.8200
6.8200
07.76 MP SDL 2027
1
T+0
4D
20.00
20.54
6.8000
6.8000
07.98 KA SDL 2025
1
T+0
4D
20.00
20.32
6.7500
6.7500
08.03 GOI FCI 2024
1
T+0
4D
20.00
20.76
6.8000
6.8000
08.06 KA SDL 2025 11 FEB
1
T+0
4D
20.00
20.52
6.8000
6.8000
08.08 TN SDL 2028
1
T+0
4D
20.00
21.15
6.8000
6.8000
08.08 UP SDL 2025 11 FEB
1
T+0
4D
20.00
20.53
6.8200
6.8200
08.29 RJ SDL 2025 29 JUL
1
T+0
4D
20.00
20.72
6.8500
6.8500
08.30 RJ SDL 2026
1
T+0
4D
20.00
20.86
6.7800
6.7800
08.36 MH SDL 2026
1
T+0
4D
20.00
20.83
6.7800
6.7800
08.40 OIL SPL 2026
1
T+0
4D
20.00
20.60
6.8200
6.8200
08.97 KL SDL 2024
1
T+0
4D
20.00
20.63
6.8000
6.8000
GS15JUN2024C
1
T+0
4D
20.00
19.89
6.8500
6.8500
07.74 TS SGS 2035
1
T+0
4D
17.00
18.06
6.7500
6.7500
06.84 BR SDL 2030
1
T+0
4D
15.00
15.05
6.8500
6.8500
07.33 MH SDL 2027
1
T+0
4D
15.00
15.19
6.8500
6.8500
07.34 AP SGS 2029
1
T+0
4D
15.00
15.02
6.8500
6.8500
07.39 HR SGS 2029
1
T+0
4D
15.00
15.10
6.8500
6.8500
07.46 AP SGS 2041
1
T+0
4D
15.00
15.25
6.8000
6.8000
07.46 UP SGS 2039
1
T+0
4D
15.00
15.29
6.7200
6.7200
07.49 MH SGS 2030
1
T+0
4D
15.00
15.22
6.8500
6.8500
07.49 UP SGS 2034 07 FEB
1
T+0
4D
15.00
15.45
6.7500
6.7500
07.74 TN SDL 2027
1
T+0
4D
15.00
15.40
6.8200
6.8200
07.78 PY SGS 2036
1
T+0
4D
15.00
15.90
6.8000
6.8000
07.86 RJ SDL 2027
1
T+0
4D
15.00
15.70
6.8500
6.8500
08.06 HR UDAY 2024
1
T+0
4D
15.00
15.46
6.8200
6.8200
08.17 WB SDL 2025 27 MAY
1
T+0
4D
15.00
15.71
6.7500
6.7500
08.21 HR UDAY 2025
1
T+0
4D
15.00
15.27
6.8200
6.8200
08.55 RJ SDL 2026
1
T+0
4D
15.00
15.55
6.8500
6.8500
09.01 KA SDL 2024
1
T+0
4D
15.00
15.56
6.8500
6.8500
09.19 KL SDL 2024
1
T+0
4D
15.00
15.66
6.8000
6.8000
08.69 TN SDL 2026
1
T+0
4D
14.00
14.59
6.8500
6.8500
07.16 GS 2050
1
T+0
4D
11.00
11.11
6.5000
6.5000
06.77 BR SDL 2028
1
T+0
4D
10.00
9.99
6.8500
6.8500
07.45 MH SGS 2039 27 MAR
1
T+0
4D
10.00
10.17
6.8000
6.8000
07.54 AP SGS 2029
1
T+0
4D
10.00
10.34
6.8500
6.8500
07.57 GJ SGS 2032
1
T+0
4D
10.00
10.38
6.8500
6.8500
07.98 GJ SDL 2026 11 MAY
1
T+0
4D
10.00
10.13
6.8000
6.8000
08.07 TN SDL 2025 11 FEB
1
T+0
4D
10.00
10.26
6.8500
6.8500
08.26 MH SDL 2025 23 DEC
1
T+0
4D
10.00
10.47
6.8500
6.8500
08.27 HR SDL 2025 09 DEC
1
T+0
4D
10.00
10.50
6.8500
6.8500
08.27 HR SDL 2025 23 DEC
1
T+0
4D
10.00
10.47
6.7800
6.7800
08.34 UP SDL 2029
1
T+0
4D
10.00
10.62
6.8500
6.8500
08.38 RJ SDL 2026
1
T+0
4D
10.00
10.42
6.7500
6.7500
08.46 GJ SDL 2026
1
T+0
4D
10.00
10.40
6.8500
6.8500
08.48 RJ SDL 2026
1
T+0
4D
10.00
10.41
6.8500
6.8500
07.06 GS 2046
1
T+0
4D
8.00
7.97
6.5000
6.5000
05.77 GS 2030
2
T+0
4D
6.00
5.71
6.5000
6.5000
07.72 GS 2049
1
T+0
4D
6.00
6.59
6.5000
6.5000
05.85 GS 2030
1
T+0
4D
5.00
4.83
6.5000
6.5000
07.09 GJ SDL 2032
1
T+0
4D
5.00
5.01
6.7500
6.7500
07.49 HR SGS 2035
1
T+0
4D
5.00
5.08
6.7500
6.7500
07.54 GS 2036
1
T+0
4D
5.00
5.35
6.5000
6.5000
07.96 MH SDL 2025
1
T+0
4D
5.00
5.08
6.8500
6.8500
08.28 GS 2027
1
T+0
4D
5.00
5.24
6.3500
6.3500
08.30 MP SDL 2026
1
T+0
4D
5.00
5.22
6.8500
6.8500
08.51 HR SDL 2026
1
T+0
4D
5.00
5.21
6.8500
6.8500
05.15 GS 2025
1
T+0
4D
4.00
3.90
6.5000
6.5000
05.79 GS 2030
1
T+0
4D
3.00
2.82
6.5000
6.5000
06.89 GS 2025
1
T+0
4D
2.00
2.04
6.7500
6.7500
06.99 GS 2051
1
T+0
4D
2.00
2.02
6.3500
6.3500
Total
457
44364.00
45352.83
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
4D
1474.0000
1493.1817
182 DTB 22082024
1
T+0
4D
400.0000
392.6800
364 DTB 14112024
1
T+0
4D
390.0000
376.7962
07.10 GS 2034
1
T+0
4D
350.0000
354.3371
07.47 GJ SGS 2025
1
T+0
4D
335.0000
337.0435
08.08 WB SDL 2025 25 FEB
1
T+0
4D
250.0000
255.9011
08.34 UP SDL 2026
1
T+0
4D
240.0000
250.5604
08.24 TN SDL 2025 10 JUN
1
T+0
4D
200.0000
209.0321
364 DTB 16012025
1
T+0
4D
195.0000
186.1591
182 DTB 29082024
1
T+0
4D
95.0000
93.1380
07.35 GS 2024
1
T+0
4D
51.4500
52.9886
08.69 TN SDL 2026
1
T+0
4D
21.0000
21.8796
07.19 GS 2060
1
T+0
88D
210.0000
213.0781
07.16 GS 2050
1
T+0
89D
500.0000
504.9808
Total
15
4711.4500
4741.7563
May 17 2024 4:37PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/210524
T+0
4D
6.60
6.80
6.50
6.71
6.71
879
321143.60
TREP/180524
T+0
1D
6.63
6.85
6.25
6.66
6.58
93
8958.55
TREP/240524
T+0
7D
6.75
6.75
6.75
6.75
6.75
3
301.00
TREP/220524
T+0
5D
6.80
6.80
6.70
6.70
6.77
2
201.00
TREP/210524
T+1
3D
6.30
6.30
6.30
6.30
6.30
1
10.00
TREP/270524
T+0
10D
6.80
6.80
6.80
6.80
6.80
1
375.00
Total
979
330989.15
May 17 2024 4:37PM
Security Description
Trades
TTA
LTP
LTY
GS19DEC2033C
1
0.0050
51.3089
7.0900
07.10 GS 2034
1193
13080.0000
100.3600
7.0472
07.18 GS 2033
894
9635.0000
100.5600
7.0940
07.18 GS 2037
98
1275.0000
100.4100
7.1298
07.34 GS 2064
78
1065.0000
101.9500
7.1902
07.30 GS 2053
76
830.0000
101.5300
7.1733
07.23 GS 2039
80
760.0000
101.0400
7.1146
07.37 GS 2028
33
445.0000
101.0800
7.0791
07.32 GS 2030
30
445.0000
101.1400
7.0969
06.54 GS 2032
6
315.0000
96.6200
7.1182
07.38 GS 2027
14
210.0000
100.8000
7.0832
08.20 GS 2025
3
195.0000
101.4050
7.0717
07.25 GS 2063
14
190.0000
100.7500
7.1919
05.63 GS 2026
5
180.0000
97.5100
7.0544
05.74 GS 2026
5
145.0000
97.0400
7.0596
07.33 GS 2026
10
120.0000
100.5800
7.0643
GOI FRB 2024
6
120.0000
99.9800
6.9852
06.68 GS 2031
1
100.0000
97.5925
7.1050
05.79 GS 2030
1
90.0000
93.7325
7.0951
08.17 GS 2044
5
75.0000
110.7750
7.1599
GOI FRB 2028
3
75.0000
99.9800
7.6946
07.06 GS 2028
6
70.0000
99.9000
7.0867
06.10 GS 2031
2
55.0000
94.4400
7.1042
08.33 GS 2036
1
35.0000
109.4500
7.1460
07.10 GS 2029
5
30.0000
100.0350
7.0892
07.59 GS 2026
1
25.0000
100.7850
7.0656
07.10 GS 2034
22
17.7630
100.3750
7.0451
08.40 GS 2024
3
15.0000
100.2500
6.8517
06.76 GS 2061
2
15.0000
94.5500
7.1819
06.19 GS 2034
2
10.0000
93.2200
7.1274
05.77 GS 2030
3
8.5000
93.4600
7.0894
07.34 GS 2064
5
7.3610
102.0300
7.1842
05.15 GS 2025
1
7.0000
97.3950
7.0486
06.67 GS 2050
3
5.0000
95.1300
7.0786
06.80 GS 2060
1
5.0000
95.3500
7.1599
07.54 GS 2036
1
5.0000
103.3400
7.1214
08.23 GOI FCI 2027
1
5.0000
101.9975
7.3995
06.99 GS 2026
1
5.0000
99.9000
7.0417
06.69 GS 2024
1
5.0000
99.9300
7.1050
07.26 GS 2032
1
5.0000
100.8300
7.1227
07.25 GS 2063
2
4.0010
101.1400
7.1623
06.79 GS 2029
3
3.0000
99.0200
7.0026
07.06 GS 2046
1
3.0000
98.9800
7.1511
07.18 GS 2037
4
2.7430
100.5700
7.1109
08.23 GOI FCI 2027
1
2.3000
101.9975
7.3995
07.38 GS 2027
1
2.0000
100.7950
7.0850
07.18 GS 2033
8
1.6030
100.5800
7.0910
07.37 GS 2028
4
0.5610
101.1000
7.0737
07.26 GS 2032
1
0.5000
100.7100
7.1421
07.16 GS 2050
1
0.5000
99.9700
7.1614
07.95 GS 2032
1
0.4000
104.9700
7.1410
08.17 GS 2044
1
0.2700
110.7750
7.1599
07.95 FERT BND 2026
1
0.1000
100.3000
7.7508
06.89 GS 2025
1
0.0370
99.9100
7.0133
07.30 GS 2053
2
0.0100
101.7000
7.1595
07.46 GS 2073
1
0.0020
104.0000
7.1640
07.17 GS 2030
1
0.0010
100.3000
7.1049
08.33 GS 2032
1
0.0010
108.1125
7.0248
07.46 UK SGS 2034
3
60.0000
100.3300
7.4095
07.71 UK SGS 2033
1
50.0000
102.0600
7.3999
08.38 RJ SDL 2028
3
35.0000
103.7000
7.4039
05.75 TN SDL 2025
2
35.0000
98.5375
7.2666
08.43 UP SDL 2029
1
25.0000
104.1500
7.3814
07.33 MH SGS 2031
2
15.0000
99.6800
7.3886
07.43 MH SGS 2036
2
10.0000
100.2200
7.3995
07.49 TN SGS 2034
1
10.0000
100.5450
7.4102
08.29 UP SDL 2029
1
10.0000
103.4000
7.4032
07.45 MH SGS 2039 22 MAR
1
5.0000
100.4300
7.4001
07.46 MH SGS 2035
1
5.0000
100.4200
7.4004
07.10 MH SDL 2036
1
5.0000
97.5300
7.4090
07.46 AP SGS 2041
1
5.0000
100.4150
7.4151
07.59 BR SDL 2027
1
5.0000
100.5200
7.3695
06.45 BR SDL 2027
1
5.0000
97.5375
7.3702
07.65 TN SDL 2027
1
2.0000
100.5500
7.4686
07.44 TS SGS 2036
1
1.5000
100.2000
7.4127
07.45 MH SGS 2038 22 MAR
1
1.0480
100.3400
7.4086
07.52 RJ SGS 2039
1
0.5000
100.7200
7.4387
08.43 GA SDL 2029
1
0.3720
103.9700
7.4290
07.46 MH SGS 2035
2
0.3020
100.3200
7.4140
07.63 MH SDL 2030
1
0.0500
99.9900
7.6313
08.21 HR UDAY 2026
1
0.0300
101.1100
7.5496
07.37 KA SGS 2037
1
0.0220
99.7000
7.4047
07.49 HR SGS 2036
1
0.0200
100.6100
7.4090
07.77 GJ SDL 2031
1
0.0200
100.9000
7.6016
07.40 TN SGS 2034
1
0.0200
100.0000
7.3976
07.49 TN SGS 2034
1
0.0100
100.6000
7.4023
07.45 KA SGS 2037
1
0.0020
100.4000
7.3993
07.56 TS SGS 2040
1
0.0020
100.0000
7.5583
07.65 GJ SDL 2029
1
0.0010
101.0300
7.4017
182 DTB 07112024
5
500.0000
96.8186
7.0550
091 DTB 30052024
3
200.0000
99.8326
6.8000
182 DTB 15082024
2
145.0000
98.3957
6.9200
182 DTB 14112024
5
120.0000
96.6942
7.0500
182 DTB 08082024
1
120.0000
98.5096
6.9900
091 DTB 06062024
7
115.0000
99.7006
6.8500
364 DTB 03042025
3
100.0000
94.2497
7.0250
182 DTB 22082024
4
95.0000
98.2477
7.0000
364 DTB 03102024
3
55.0000
97.4570
7.0550
182 DTB 11072024
1
25.0000
99.0328
6.9900
182 DTB 12092024
1
10.0000
97.8575
7.0100
182 DTB 26092024
1
10.0000
97.5840
7.0600
364 DTB 30052024
1
10.0000
99.8321
6.8200
182 DTB 06062024
1
5.0000
99.7028
6.8000
364 DTB 26122024
1
5.0000
95.9527
7.0300
364 DTB 15052025
1
5.0000
93.5155
7.0500
091 DTB 08082024
1
5.0000
98.5180
6.9500
182 DTB 01112024
1
5.0000
96.9296
7.0500
364 DTB 27092024
1
2.6500
97.5858
7.0000
091 DTB 30052024
1
1.5000
99.8302
6.9000
364 DTB 08082024
1
0.0120
98.4997
7.0375
364 DTB 31102024
1
0.0020
96.9438
7.0593
Total
2738
31521.7210
Reported Deals
Trades
TTA
LTP
LTY
GS15JUN2027C
1
15.5000
80.0246
7.4000
GS15DEC2027C
1
2.4000
77.1694
7.4000
07.10 GS 2034
38
4550.0000
100.3600
7.0472
07.34 GS 2064
21
1635.0000
101.9900
7.1872
07.10 GS 2034
16
1119.8080
100.3700
7.0458
07.23 GS 2039
8
850.0000
101.0500
7.1135
07.18 GS 2037
6
440.0000
100.4300
7.1274
07.32 GS 2030
5
300.0000
101.1700
7.0911
07.10 GS 2029
2
250.0000
100.0214
7.0925
07.30 GS 2053
4
245.0000
101.5100
7.1749
07.34 GS 2064
4
240.5530
101.9500
7.1902
05.63 GS 2026
1
210.0000
97.5300
7.0427
08.40 GS 2024
1
200.0000
100.2465
6.8702
05.74 GS 2026
1
185.0000
97.0722
7.0450
07.38 GS 2027
2
125.0000
100.8200
7.0759
06.54 GS 2032
2
100.0000
96.6300
7.1164
07.06 GS 2028
2
100.0000
99.9500
7.0717
08.24 GS 2027
2
100.0000
102.7947
7.0900
07.18 GS 2033
1
100.0000
100.5850
7.0902
07.59 GS 2026
2
85.0000
100.7783
7.0700
08.15 GS 2026
2
60.0000
102.4190
7.0800
07.26 GS 2032
2
35.0000
100.9000
7.1114
07.72 GS 2025
1
25.0000
100.6125
7.0801
06.99 GS 2026
2
10.0000
99.9200
7.0303
05.15 GS 2025
2
8.0000
97.4300
7.0226
07.26 GS 2032
1
7.0000
100.7100
7.1421
07.18 GS 2033
4
5.5000
100.5500
7.0954
06.80 GS 2060
1
5.0000
95.3700
7.1583
07.25 GS 2063
1
5.0000
100.9475
7.1769
06.79 GS 2029
3
3.0000
99.0500
6.9960
07.38 GS 2027
1
3.0000
100.7200
7.1124
06.57 GS 2033
1
1.5000
96.9000
7.0207
08.40 OIL SPL 2026
1
1.3000
101.5500
7.4806
06.67 GS 2050
1
1.0000
95.2000
7.0724
05.95 TN SDL 2025
1
125.0000
98.7778
7.2650
07.74 TS SGS 2035
4
120.0000
102.6549
7.3933
07.44 TS SGS 2036
3
110.0000
100.3063
7.3991
07.89 GJ SDL 2025
2
90.0000
100.5667
7.2800
08.56 TN SDL 2028
1
75.0000
104.2874
7.4075
07.68 TN SGS 2030 25 OCT
1
50.0000
101.3779
7.4050
07.46 AP SGS 2041
1
26.8280
100.3681
7.4200
07.62 UP SGS 2034
1
25.0000
101.3660
7.4300
08.40 RJ SDL 2029
1
25.0000
103.9689
7.4000
08.29 UP SDL 2029
1
25.0000
103.4126
7.4000
07.69 KA SGS 2040
1
15.0000
102.4607
7.4200
07.47 CG SGS 2034 27 MAR
5
10.0000
100.2900
7.4259
07.44 TS SGS 2036
2
10.0000
100.3063
7.3991
07.16 HR SGS 2027
1
10.0000
99.4150
7.3800
07.48 OD SDL 2032
3
5.0000
100.0000
7.4774
07.49 UP SGS 2036
3
5.0000
100.1600
7.4676
07.49 HR SGS 2035
3
5.0000
100.1600
7.4663
07.49 HR SGS 2035
1
5.0000
100.3500
7.4405
07.49 UP SGS 2036
1
5.0000
100.4900
7.4253
07.48 OD SDL 2032
1
5.0000
100.4100
7.4104
07.48 UP SGS 2040
1
5.0000
100.6313
7.4100
07.45 HR SGS 2035
1
2.5000
100.2700
7.4112
08.37 AP SDL 2031
1
1.5000
104.8244
7.4309
07.45 MH SGS 2038 22 MAR
1
1.0480
100.4800
7.3923
07.41 KA SGS 2036
2
1.0000
100.5000
7.3438
07.68 GJ SGS 2030
1
1.0000
101.3700
7.3789
07.80 TN SDL 2032 01 JUN
1
1.0000
102.5000
7.3811
07.43 GJ SGS 2031
1
0.1000
100.3000
7.3695
07.89 MH SDL 2032
1
0.0410
101.7000
7.6026
07.77 GJ SDL 2031
1
0.0100
100.9000
7.6016
182 DTB 26092024
3
295.0000
97.5907
7.0400
364 DTB 25072024
1
200.0000
98.7705
6.9900
091 DTB 06062024
1
150.0000
99.7006
6.8500
182 DTB 15082024
1
145.0000
98.3980
6.9100
091 DTB 19072024
1
100.0000
98.8859
6.9700
182 DTB 25072024
1
50.0000
98.7740
6.9700
091 DTB 08082024
1
5.0000
98.5180
6.9500
364 DTB 27092024
1
2.6500
97.5757
7.0300
Total
201
12731.2380
May 17 2024 4:37PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4925
83.5000
83.3125
83.3575
83.5050
-0.1475
R-SPOT
0.2000
0.2500
0.2000
0.2000
0.1000
0.1000
SPOT
83.5050
83.5050
83.3250
83.3500
83.5050
-0.1550
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is effective from 1st April 2023.
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Market Liquidity Indicators
Notifications
Discussion Papers
Request For Proposal
RBI Notifications
FPI Debt (GSec) Utilisation Status
GST Registration Details
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RBI RETAIL DIRECT
FBIL Overnight MIBOR Methodology
FBIL T-Bills Curve Methodology
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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