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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
6.15
6.40
6949.60
6.81
6.73
10213.83
TREP
6.68
6.73
6.68
6.69
195306.10
6.70
6.71
299050.05
REPO
6.10
6.85
4.00
6.75
144855.08
6.68
6.67
164279.93
Money Market
347110.78
6.69
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 11:42AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
14/05/2024
92
6949.60
6.75
6.85
6.15
6.40
6.8052
15D
T + 0
28/05/2024
3
300.00
7.00
7.00
6.95
6.95
6.9750
18D
T + 0
31/05/2024
1
100.00
6.95
6.95
6.95
6.95
6.9500
45D
T + 0
27/06/2024
1
65.00
7.10
7.10
7.10
7.10
7.1000
2D
T + 0
15/05/2024
3
22.00
6.20
6.72
6.20
6.25
6.5873
Total
100
7436.60
May 13 2024 11:42AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
67
T+0
1D
17508.62
17334.11
6.7500
6.7308
CG LIQUID ABV 20 YR
39
T+0
1D
14032.77
13602.27
6.7500
6.7357
FRB
23
T+0
1D
9916.86
9755.62
6.7300
6.7285
TBILLS 182 DTB
26
T+0
1D
9912.91
10195.15
6.7500
6.7271
TBILLS 91 DTB
17
T+0
1D
9362.93
9513.17
6.7500
6.7288
SG SECS UPTO 5YR
47
T+0
1D
8028.77
7888.84
6.7500
6.7534
CG LIQUID 10 TO 20YR
37
T+0
1D
7975.80
7500.39
6.7500
6.7297
CG LIQUID 1 TO 3 YR
37
T+0
1D
6120.83
6097.83
6.7200
6.7283
OIL BONDS
15
T+0
1D
5236.94
5165.89
6.7600
6.7605
CG LIQUID 3 TO 5 YR
26
T+0
1D
5207.87
5051.06
6.7200
6.7228
SG SECS ABV 5YR
29
T+0
1D
2406.87
2367.32
6.8000
6.7616
TBILLS 364 DTB
9
T+0
1D
1539.95
1612.83
6.7300
6.7235
CG STRIPS
14
T+0
1D
1498.94
1772.71
6.8000
6.7743
CG LIQUID UPTO 1 YR
4
T+0
1D
1156.97
1132.89
6.7300
6.7336
CG LIQUID 3 TO 5 YR
1
T+0
30D
29.99
28.66
7.0000
7.0000
CG LIQUID 5 TO 10 YR
2
T+0
9D
999.99
991.80
6.8500
6.8500
Total
393
100937.01
100010.54
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
62
T+0
1D
8565.00
8745.73
6.3000
6.4422
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
29
T+0
1D
3086.00
3111.47
6.0000
5.5755
06.90 OIL SPL 2026
5
T+0
1D
2100.00
2124.20
6.7600
6.7562
07.46 MH SGS 2033
4
T+0
1D
1990.00
2021.51
6.7400
6.7350
06.35 OIL SPL 2024
3
T+0
1D
1500.00
1528.19
6.7500
6.7500
06.69 GS 2024
3
T+0
1D
1287.00
1318.72
6.7300
6.7300
07.38 GS 2027
6
T+0
1D
945.00
979.36
6.7500
6.7397
07.89 GJ SDL 2025
2
T+0
1D
655.00
684.11
6.7300
6.7379
07.10 GS 2029
7
T+0
1D
585.00
587.18
6.7500
6.6517
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
505.52
6.7200
6.7200
07.44 KA SGS 2033
1
T+0
1D
500.00
505.97
6.7300
6.7300
07.69 KA SGS 2033 06 DEC
1
T+0
1D
500.00
526.28
6.7300
6.7300
06.83 TN SDL 2031 15 DEC
1
T+0
1D
496.00
492.36
6.7300
6.7300
07.37 GS 2028
5
T+0
1D
476.00
482.58
6.8500
6.6436
07.26 GS 2032
2
T+0
1D
465.00
475.85
6.7300
6.7328
07.06 GS 2028
6
T+0
1D
440.00
442.06
6.7500
6.6040
06.99 GS 2026
2
T+0
1D
420.00
421.41
6.7500
6.5238
07.25 GS 2063
5
T+0
1D
346.00
357.49
6.5000
6.5944
06.94 CG SDL 2029
2
T+0
1D
335.00
332.14
6.7800
6.7554
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.81
6.7500
6.7500
07.54 AS SDL 2028
1
T+0
1D
300.00
307.46
6.7300
6.7300
07.33 GS 2026
2
T+0
1D
290.00
292.30
6.7500
6.7500
07.27 GS 2026
2
T+0
1D
250.00
252.60
6.5000
6.5000
08.18 HR UDAY 2025
1
T+0
1D
210.00
218.92
6.7500
6.7500
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.66
6.7500
6.7500
06.24 MH SDL 2026
1
T+0
1D
200.00
198.58
6.7600
6.7600
07.36 KA SGS 2034
1
T+0
1D
200.00
201.78
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
08.22 TN SDL 2025 13 MAY
1
T+0
1D
180.00
181.54
6.7500
6.7500
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
182.95
6.7600
6.7600
07.73 KA SGS 2034
2
T+0
1D
175.00
185.20
6.7700
6.7786
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
07.95 FERT BND 2026
2
T+0
1D
149.00
153.22
6.7900
6.7913
07.32 GS 2030
4
T+0
1D
145.00
146.41
6.8000
6.6241
08.09 UK SDL 2025
1
T+0
1D
145.00
149.13
6.7800
6.7800
08.10 WB SDL 2025 28 JAN
1
T+0
1D
145.00
149.14
6.7800
6.7800
05.63 GS 2026
6
T+0
1D
142.00
139.04
6.7500
6.4331
08.25 MH SDL 2025 13 MAY
1
T+0
1D
140.00
141.24
6.7500
6.7500
08.51 MH SDL 2026
1
T+0
1D
140.00
144.84
6.7500
6.7500
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
07.23 GS 2039
4
T+0
1D
125.00
126.55
6.5000
6.4600
07.73 UP SGS 2035
1
T+0
1D
125.00
132.79
6.7600
6.7600
08.27 TN SDL 2026
1
T+0
1D
120.00
124.98
6.7800
6.7800
08.30 RJ SDL 2026
2
T+0
1D
120.00
125.05
6.8300
6.7800
09.18 AP SDL 2024
1
T+0
1D
120.00
125.16
6.7800
6.7800
06.54 GS 2032
2
T+0
1D
112.00
110.61
6.8000
6.6179
08.07 RJ SDL 2026
1
T+0
1D
112.00
117.23
6.7700
6.7700
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
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.33
6.7600
6.7600
05.80 MH SDL 2025
1
T+0
1D
100.00
100.53
6.7600
6.7600
06.80 OD SDL 2025
1
T+0
1D
100.00
101.57
6.7800
6.7800
07.37 MH SDL 2026
1
T+0
1D
100.00
101.20
6.7800
6.7800
07.45 KA SGS 2037
1
T+0
1D
100.00
101.34
6.7800
6.7800
08.24 KL SDL 2025 13 MAY
1
T+0
1D
100.00
100.88
6.7800
6.7800
08.31 KL SDL 2025
1
T+0
1D
100.00
102.93
6.7800
6.7800
08.51 WB SDL 2026
1
T+0
1D
100.00
104.02
6.7800
6.7800
08.87 HP SDL 2024
1
T+0
1D
100.00
101.30
6.7800
6.7800
08.90 HR SDL 2024
1
T+0
1D
100.00
101.75
6.7800
6.7800
09.01 GJ SDL 2024
1
T+0
1D
100.00
103.64
6.8000
6.8000
364 DTB 08052025
1
T+0
1D
100.00
93.33
6.7500
6.7500
08.00 OIL SPL 2026
2
T+0
1D
98.00
100.21
6.7900
6.7977
07.29 PY SGS 2026
1
T+0
1D
95.00
96.05
6.7800
6.7800
08.08 CG SDL 2025
1
T+0
1D
85.00
87.41
6.7800
6.7800
08.15 MP SDL 2025
1
T+0
1D
85.00
85.95
6.7800
6.7800
08.16 KA SDL 2025
1
T+0
1D
85.00
89.20
6.7800
6.7800
07.52 WB SGS 2039
1
T+0
1D
80.00
81.43
6.7800
6.7800
07.57 GJ SGS 2026
1
T+0
1D
80.00
80.43
6.7800
6.7800
364 DTB 30052024
1
T+0
1D
80.00
79.70
6.8300
6.8300
06.44 MH SDL 2028
1
T+0
1D
75.00
73.66
6.7800
6.7800
07.17 GS 2030
1
T+0
1D
75.00
75.48
6.8300
6.8300
07.47 AP SGS 2037 08 MAY
1
T+0
1D
75.00
75.39
6.7800
6.7800
07.59 GS 2026
1
T+0
1D
75.00
77.52
6.7500
6.7500
07.60 AP SGS 2029
1
T+0
1D
75.00
76.23
6.7800
6.7800
08.24 TN SDL 2025 09 SEP
1
T+0
1D
75.00
76.91
6.8000
6.8000
08.26 MH SDL 2025 12 AUG
1
T+0
1D
75.00
77.36
6.8000
6.8000
08.72 KL SDL 2024
1
T+0
1D
75.00
75.72
6.7800
6.7800
05.22 GS 2025
1
T+0
1D
70.00
70.15
6.6500
6.6500
06.92 RJ SDL 2025
1
T+0
1D
70.00
70.54
6.8000
6.8000
07.70 AP SGS 2028
1
T+0
1D
70.00
71.80
6.8000
6.8000
08.27 MP SDL 2025 12 AUG
1
T+0
1D
70.00
72.22
6.8000
6.8000
08.14 KA SDL 2025
1
T+0
1D
65.00
65.71
6.7800
6.7800
08.67 KA SDL 2026
1
T+0
1D
65.00
67.62
6.8000
6.8000
07.46 AP SGS 2038 08 MAY
1
T+0
1D
62.00
62.26
6.7800
6.7800
07.99 MH SDL 2025
1
T+0
1D
60.00
60.73
6.7800
6.7800
08.05 GJ SDL 2025 29 APR
1
T+0
1D
60.00
60.59
6.8000
6.8000
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.81
6.7800
6.7800
06.45 GS 2029
2
T+0
1D
55.00
53.79
6.6000
6.6000
07.84 TN SDL 2026
1
T+0
1D
55.00
56.96
6.8500
6.8500
08.15 GS 2026
1
T+0
1D
55.00
58.43
6.0000
6.0000
08.82 BR SDL 2026
1
T+0
1D
55.00
57.37
6.8000
6.8000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.43
6.8500
6.8500
05.70 MH SDL 2024
1
T+0
1D
50.00
50.19
6.7800
6.7800
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.46
6.7800
6.7800
06.17 TS SDL 2025
1
T+0
1D
50.00
49.45
6.8500
6.8500
06.58 KA SDL 2030
1
T+0
1D
50.00
49.50
6.8500
6.8500
07.32 MH SGS 2032
1
T+0
1D
50.00
51.41
6.8000
6.8000
07.36 UK SGS 2026
1
T+0
1D
50.00
50.48
6.8000
6.8000
07.38 HR SGS 2035
1
T+0
1D
50.00
50.50
6.7800
6.7800
07.39 KL SGS 2034
1
T+0
1D
50.00
50.55
6.8300
6.8300
07.53 PN SGS 2037
1
T+0
1D
50.00
50.57
6.7800
6.7800
07.72 HR SGS 2032
1
T+0
1D
50.00
51.47
6.7800
6.7800
08.27 KA SDL 2026
1
T+0
1D
50.00
52.07
6.8000
6.8000
08.36 MP SDL 2025
1
T+0
1D
50.00
51.93
6.8500
6.8500
08.39 MP SDL 2026
1
T+0
1D
50.00
52.04
6.8300
6.8300
08.43 JH SDL 2029
1
T+0
1D
50.00
52.87
6.7800
6.7800
08.96 MH SDL 2024
1
T+0
1D
50.00
51.67
6.8500
6.8500
09.01 MH SDL 2024
1
T+0
1D
50.00
51.04
6.8500
6.8500
09.11 MH SDL 2024
1
T+0
1D
50.00
52.13
6.7800
6.7800
06.25 AS SDL 2026
1
T+0
1D
49.00
48.73
6.8500
6.8500
07.05 MH SDL 2032
1
T+0
1D
45.00
44.33
6.8300
6.8300
08.87 TN SDL 2024
1
T+0
1D
45.00
45.58
6.7900
6.7900
GS19SEP2028C
1
T+0
1D
45.00
33.18
6.7900
6.7900
07.43 MH SGS 2036
1
T+0
1D
40.00
40.65
6.8300
6.8300
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.17
6.8000
6.8000
07.49 ML SGS 2027
1
T+0
1D
40.00
41.32
6.8000
6.8000
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.89
6.8500
6.8500
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.93
6.8300
6.8300
08.28 KA SDL 2026
1
T+0
1D
40.00
41.24
6.8500
6.8500
08.38 TN SDL 2026
1
T+0
1D
40.00
41.63
6.8500
6.8500
08.61 TN SDL 2027
1
T+0
1D
40.00
42.09
6.7900
6.7900
GS19DEC2033C
1
T+0
1D
40.00
20.41
6.7900
6.7900
GS19JUN2033C
1
T+0
1D
40.00
21.14
6.7900
6.7900
GS06MAY2025C
1
T+0
1D
36.00
33.61
6.7900
6.7900
GS06MAY2029C
1
T+0
1D
36.00
25.40
6.7900
6.7900
GS06NOV2024C
1
T+0
1D
36.00
34.79
6.7900
6.7900
GS06NOV2029C
1
T+0
1D
36.00
24.55
6.7900
6.7900
GS12MAR2028C
1
T+0
1D
36.00
27.54
6.7900
6.7900
GS19JUN2027C
1
T+0
1D
36.00
28.98
6.7900
6.7900
07.22 MH SDL 2026
1
T+0
1D
35.00
35.01
6.8000
6.8000
07.40 MP SGS 2034
1
T+0
1D
35.00
36.05
6.8300
6.8300
07.86 HR SDL 2032
1
T+0
1D
35.00
36.99
6.8500
6.8500
08.51 HR SDL 2026
2
T+0
1D
35.00
36.41
6.8500
6.8471
07.77 AP SGS 2035
1
T+0
1D
33.00
35.07
6.7500
6.7500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.81
6.8300
6.8300
08.23 GOI FCI 2027
1
T+0
1D
32.00
33.34
6.8000
6.8000
GS06NOV2025C
1
T+0
1D
32.00
28.85
6.7900
6.7900
06.18 GS 2024
1
T+0
1D
30.00
29.91
6.5000
6.5000
06.86 KL SDL 2035
1
T+0
1D
30.00
29.03
6.8300
6.8300
07.40 GS 2062
1
T+0
1D
30.00
31.03
6.5000
6.5000
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.39
6.8300
6.8300
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.44
6.8300
6.8300
07.48 UP SGS 2044
1
T+0
1D
30.00
30.43
6.8300
6.8300
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.48
6.8500
6.8500
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.79
6.8000
6.8000
07.72 MH SGS 2031
1
T+0
1D
30.00
30.88
6.8300
6.8300
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.84
6.8000
6.8000
08.15 MH SDL 2025
1
T+0
1D
30.00
31.47
6.7900
6.7900
08.26 GS 2027
1
T+0
1D
30.00
31.66
6.5500
6.5500
08.32 CG SDL 2026
1
T+0
1D
30.00
31.27
6.8500
6.8500
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.20
6.8300
6.8300
08.29 TN SDL 2025 29 JUL
1
T+0
1D
28.00
28.97
6.7900
6.7900
GS15JUN2025C
1
T+0
1D
27.00
25.03
6.7900
6.7900
06.64 GS 2035
1
T+0
1D
25.00
24.69
6.8300
6.8300
06.79 GS 2027
2
T+0
1D
25.00
25.63
6.5500
6.5500
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.96
6.8500
6.8500
07.36 GS 2052
2
T+0
1D
25.00
25.85
6.6000
6.5660
07.37 KA SGS 2037
1
T+0
1D
25.00
25.20
6.8300
6.8300
07.41 AR SGS 2034
1
T+0
1D
25.00
25.31
6.8000
6.8000
07.41 HP SGS 2036
1
T+0
1D
25.00
25.30
6.8300
6.8300
07.62 UP SGS 2035
1
T+0
1D
25.00
25.98
6.8000
6.8000
07.72 MH SGS 2035
1
T+0
1D
25.00
26.22
6.8300
6.8300
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.53
6.8300
6.8300
08.05 GJ SDL 2026
1
T+0
1D
25.00
26.16
6.7900
6.7900
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
08.28 GJ SDL 2029 13 FEB
1
T+0
1D
25.00
26.39
6.8000
6.8000
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.84
6.8500
6.8500
08.96 TN SDL 2024
1
T+0
1D
25.00
25.83
6.8000
6.8000
GS15JUN2028C
1
T+0
1D
25.00
18.78
6.7900
6.7900
GS16JUN2029C
1
T+0
1D
25.00
17.52
6.7900
6.7900
GS30JUN2027C
1
T+0
1D
25.00
20.09
6.7900
6.7900
GS31DEC2027C
1
T+0
1D
25.00
19.39
6.7900
6.7900
GS15DEC2025C
1
T+0
1D
22.00
19.69
6.7900
6.7900
06.69 MP SDL 2025
1
T+0
1D
20.00
20.10
6.8500
6.8500
06.92 UP SDL 2031
1
T+0
1D
20.00
19.60
6.8300
6.8300
06.99 TN SDL 2041
1
T+0
1D
20.00
19.80
6.8000
6.8000
07.20 MH SGS 2028
1
T+0
1D
20.00
20.55
6.8000
6.8000
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.61
6.8300
6.8300
07.40 GS 2035
2
T+0
1D
20.00
20.67
6.8300
6.6900
07.41 GS 2036
3
T+0
1D
20.00
20.98
6.8000
6.6500
07.42 MH SGS 2034
1
T+0
1D
20.00
20.23
6.8500
6.8500
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
07.51 AP SDL 2037
1
T+0
1D
20.00
20.40
6.8300
6.8300
07.62 MH SDL 2030
1
T+0
1D
20.00
20.93
6.8500
6.8500
07.65 UP SGS 2034
1
T+0
1D
20.00
20.92
6.8500
6.8500
07.68 KA SGS 2034
1
T+0
1D
20.00
20.99
6.8500
6.8500
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.43
6.8500
6.8500
07.98 KA SDL 2025
1
T+0
1D
20.00
20.30
6.8500
6.8500
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.75
6.8000
6.8000
08.08 TN SDL 2028
1
T+0
1D
20.00
21.15
6.8000
6.8000
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.70
6.8300
6.8300
08.36 MH SDL 2026
1
T+0
1D
20.00
20.81
6.8300
6.8300
08.40 OIL SPL 2026
1
T+0
1D
20.00
20.58
6.7900
6.7900
08.97 KL SDL 2024
1
T+0
1D
20.00
20.61
6.8000
6.8000
GS17JUN2029C
1
T+0
1D
19.00
13.32
6.7900
6.7900
07.39 HR SGS 2029
1
T+0
1D
15.00
15.05
6.8000
6.8000
07.46 UP SGS 2039
1
T+0
1D
15.00
15.20
6.7800
6.7800
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.37
6.8300
6.8300
08.17 WB SDL 2025 27 MAY
1
T+0
1D
15.00
15.69
6.8300
6.8300
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.53
6.8500
6.8500
GS12MAR2027C
1
T+0
1D
15.00
12.31
6.7900
6.7900
07.16 GS 2050
2
T+0
1D
11.00
11.07
6.5500
6.5500
05.74 GS 2026
1
T+0
1D
10.00
9.98
6.8000
6.8000
06.22 GS 2035
1
T+0
1D
10.00
9.42
6.6000
6.6000
07.17 GS 2028
1
T+0
1D
10.00
10.26
6.8500
6.8500
07.42 KL SGS 2049
1
T+0
1D
10.00
10.07
6.7900
6.7900
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.7500
6.7500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.49
6.8300
6.8300
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.8300
6.8300
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.41
6.8500
6.8500
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.39
6.8300
6.8300
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.40
6.8300
6.8300
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
07.72 GS 2049
1
T+0
1D
6.00
6.55
6.6000
6.6000
05.85 GS 2030
1
T+0
1D
5.00
4.81
6.6000
6.6000
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.99
6.8500
6.8500
07.15 KL SDL 2027
1
T+0
1D
5.00
5.09
6.7900
6.7900
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
07.62 UP SDL 2027
1
T+0
1D
5.00
5.12
6.7900
6.7900
07.96 MH SDL 2025
1
T+0
1D
5.00
5.07
6.8500
6.8500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.8000
6.8000
08.28 GS 2027
1
T+0
1D
5.00
5.23
6.5500
6.5500
08.30 MP SDL 2026
1
T+0
1D
5.00
5.21
6.8000
6.8000
08.73 UP SDL 2028 10 OCT
1
T+0
1D
5.00
5.29
6.8000
6.8000
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
07.27 KA SDL 2026
1
T+0
1D
3.00
3.07
6.7900
6.7900
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.8500
6.8500
06.99 GS 2051
1
T+0
1D
2.00
2.01
6.5000
6.5000
Total
440
45280.00
46072.81
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.6650
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.6767
Total
2
585.0000
592.3417
May 13 2024 11:43AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/140524
T+0
1D
6.68
6.73
6.68
6.69
6.70
389
195306.10
Total
389
195306.10
May 13 2024 11:44AM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
658
7770.0000
100.3950
7.1186
07.10 GS 2034
344
2975.0000
100.1900
7.0716
07.32 GS 2030
67
670.0000
100.9975
7.1255
07.30 GS 2053
40
520.0000
101.2000
7.2001
07.38 GS 2027
8
250.0000
100.7450
7.1042
05.22 GS 2025
5
250.0000
98.1000
7.0617
05.63 GS 2026
4
200.0000
97.4600
7.0702
06.54 GS 2032
11
145.0000
96.4775
7.1419
07.34 GS 2064
4
105.0000
101.6475
7.2132
GOI FRB 2028
4
100.0000
99.9800
7.6861
07.23 GS 2039
11
90.0000
100.7500
7.1465
07.06 GS 2028
3
55.0000
99.8500
7.1019
07.25 GS 2063
4
45.0000
100.4000
7.2185
07.37 GS 2028
4
35.0000
101.0300
7.0938
07.18 GS 2037
3
30.0000
100.1200
7.1640
07.26 GS 2032
2
25.0000
100.6100
7.1584
07.16 GS 2050
1
5.0000
99.5500
7.1972
07.30 GS 2053
1
0.6000
101.0800
7.2099
07.18 GS 2033
1
0.2000
100.3100
7.1313
07.72 GS 2055
1
0.1200
105.0000
7.3113
07.25 GS 2063
6
0.0570
100.5000
7.2109
07.74 RJ SGS 2034
3
245.0000
101.9550
7.4500
07.52 HR SGS 2034
2
155.0000
100.4825
7.4499
07.52 RJ SGS 2034
1
90.0000
100.4825
7.4499
07.45 MH SGS 2039 22 MAR
2
25.0000
100.1700
7.4293
07.44 MH SGS 2041
1
5.0000
100.0700
7.4314
07.49 HR SGS 2035
1
1.0000
100.1500
7.4678
Total
1192
13791.9770
Reported Deals
Trades
TTA
LTP
LTY
07.33 GS 2026
4
255.0000
100.5300
7.0895
05.63 GS 2026
1
152.5570
97.4600
7.0702
07.18 GS 2037
1
100.0000
100.1200
7.1640
06.64 GS 2035
1
25.0000
95.9900
7.1692
07.72 GS 2055
1
0.1200
105.8000
7.2489
07.25 GS 2063
1
0.0190
100.4300
7.2162
Total
9
532.6960
May 13 2024 11:44AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5100
83.5275
83.5100
83.5250
83.5100
0.0150
R-SPOT
-0.1000
-0.1000
-0.1000
-0.1000
0.0000
-0.1000
SPOT
83.5150
83.5275
83.5100
83.5200
83.5100
0.0100
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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