Market Rates

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.75	6.80	6.25	6.65	4915.00	6.75	6.65	11337.69
TREP	6.65	6.70	6.65	6.68	192615.20	6.68	6.64	379227.10
REPO	4.00	6.80	3.50	6.75	126696.67	6.50	6.48	167582.29
Money Market					324226.87	6.61	6.59	558147.08

"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."

Apr 24 2024 10:44AM

Tenor	Sett. Type	Maturity	Trades	TTA(Rs. Cr)	Open	High	Low	LTR	WAR
O/N	T + 0	25/04/2024	66	4915.00	6.75	6.80	6.25	6.65	6.7503
15D	T + 0	09/05/2024	2	115.00	6.98	6.98	6.95	6.95	6.9696
6D	T + 0	30/04/2024	1	8.00	6.35	6.35	6.35	6.35	6.3500
Total	69			5038.00

Apr 24 2024 10:44AM

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
TBILLS 182 DTB	31	T+0	1D	15452.83	15831.35	6.6800	6.6965
SG SECS UPTO 5YR	108	T+0	1D	11910.45	11664.18	6.7200	6.7343
CG LIQUID ABV 20 YR	44	T+0	1D	11485.76	11322.52	6.7000	6.7036
CG LIQUID 10 TO 20YR	46	T+0	1D	11354.76	10834.11	6.7000	6.6982
CG LIQUID 5 TO 10 YR	50	T+0	1D	9780.75	9746.55	6.7000	6.7031
FRB	24	T+0	1D	9651.87	9473.38	6.7000	6.7009
TBILLS 364 DTB	15	T+0	1D	4942.93	5214.33	6.6900	6.6954
CG LIQUID 1 TO 3 YR	31	T+0	1D	4750.82	4705.13	6.7000	6.6996
CG LIQUID 3 TO 5 YR	22	T+0	1D	3813.91	3746.62	6.7000	6.6967
CG STRIPS	14	T+0	1D	1531.93	1825.59	6.7000	6.7449
SG SECS ABV 5YR	26	T+0	1D	1383.88	1364.07	6.7500	6.7500
CG LIQUID UPTO 1 YR	4	T+0	1D	1234.97	1207.83	6.7000	6.7000
OIL BONDS	5	T+0	1D	1092.99	1082.87	6.7200	6.7213
TBILLS 91 DTB	2	T+0	1D	736.99	749.14	6.7000	6.7000
CG LIQUID 5 TO 10 YR	3	T+0	5D	135.98	133.86	6.8500	6.8500
CG LIQUID 10 TO 20YR	1	T+0	5D	15.00	14.77	6.8500	6.8500
Total	426	89275.82			88916.30

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.18 GS 2033	92	T+0	1D	11499.00	11669.89	5.7500	4.6804
07.18 GS 2037	24	T+0	1D	4213.00	4277.99	6.7500	6.5065
08.20 OIL SP 2024SEP	6	T+0	1D	3000.00	3036.70	6.7100	6.7150
07.30 GS 2053	17	T+0	1D	2885.00	2969.67	6.6500	6.5704
06.35 OIL SPL 2024	3	T+0	1D	1500.00	1521.85	6.7000	6.7000
06.69 GS 2024	3	T+0	1D	1273.00	1299.91	6.6900	6.6900
07.38 GS 2027	7	T+0	1D	1110.00	1144.65	6.7500	6.7466
06.90 OIL SPL 2026	3	T+0	1D	1100.00	1106.25	6.7800	6.7164
05.22 GS 2025	2	T+0	1D	790.00	788.33	6.6000	6.6000
07.37 GS 2028	5	T+0	1D	670.00	675.23	6.7000	6.5888
06.10 GS 2031	3	T+0	1D	650.00	622.23	6.6800	6.6108
07.72 GS 2025	1	T+0	1D	500.00	519.33	6.7000	6.7000
07.25 GS 2063	6	T+0	1D	410.00	419.46	6.7000	6.4671
07.06 GS 2028	4	T+0	1D	406.00	405.49	6.7000	6.6401
07.89 GJ SDL 2025	1	T+0	1D	395.00	410.93	6.6900	6.6900
07.10 GS 2034	11	T+0	1D	330.00	330.55	5.2500	4.6364
05.63 GS 2026	3	T+0	1D	305.00	297.37	6.7500	6.4100
07.54 AS SDL 2028	1	T+0	1D	300.00	305.30	6.6900	6.6900
07.66 GJ SGS 2030 13 DEC	1	T+0	1D	175.00	181.40	6.7500	6.7500
07.26 GS 2029	1	T+0	1D	163.00	166.79	6.4000	6.4000
08.24 GS 2033	4	T+0	1D	150.00	166.46	6.5500	6.5500
06.97 GS 2026	1	T+0	1D	135.00	135.75	6.5000	6.5000
07.32 GS 2030	5	T+0	1D	135.00	140.43	6.7500	6.6159
07.57 GS 2033	4	T+0	1D	135.00	141.98	6.6500	6.6259
07.95 FERT BND 2026	1	T+0	1D	129.00	131.88	6.7300	6.7300
07.17 GS 2028	3	T+0	1D	125.00	127.56	6.7000	6.5960
07.73 UP SGS 2035	1	T+0	1D	125.00	131.55	6.7500	6.7500
07.55 PN SGS 2032	2	T+0	1D	120.00	120.18	6.7500	6.7500
08.27 HR SDL 2025 13 MAY	1	T+0	1D	120.00	125.55	6.7500	6.7500
07.26 GS 2033	3	T+0	1D	116.00	118.32	6.7000	6.4405
07.33 GS 2026	1	T+0	1D	115.00	119.60	6.7500	6.7500
07.68 GJ SGS 2030	1	T+0	1D	105.00	107.45	6.7500	6.7500
08.28 GS 2027	1	T+0	1D	105.00	109.24	6.5000	6.5000
05.80 MH SDL 2025	1	T+0	1D	100.00	100.16	6.7500	6.7500
07.45 KA SGS 2037	1	T+0	1D	100.00	100.37	6.7500	6.7500
07.64 MH SGS 2032	1	T+0	1D	95.00	96.39	6.7500	6.7500
07.07 GJ SDL 2031	1	T+0	1D	90.00	89.04	6.7500	6.7500
07.10 GS 2029	2	T+0	1D	90.00	89.83	6.5500	6.5167
07.41 UP SGS 2034	1	T+0	1D	85.00	86.78	6.7800	6.7800
06.99 GS 2026	1	T+0	1D	80.00	79.92	6.7000	6.7000
07.52 WB SGS 2039	1	T+0	1D	80.00	80.67	6.7800	6.7800
07.63 KA SGS 2040	1	T+0	1D	75.00	78.02	6.7500	6.7500
08.72 KL SDL 2024	1	T+0	1D	75.00	78.71	6.7500	6.7500
07.46 KA SGS 2038	1	T+0	1D	65.00	65.29	6.7500	6.7500
07.48 MH SGS 2042	1	T+0	1D	60.00	60.25	6.7500	6.7500
07.70 AP SGS 2030 22 FEB	1	T+0	1D	58.00	59.33	6.7500	6.7500
06.45 GS 2029	2	T+0	1D	55.00	53.37	6.6000	6.5909
07.45 MH SGS 2038 20 MAR	1	T+0	1D	55.00	55.20	6.7500	6.7500
08.15 GS 2026	1	T+0	1D	55.00	58.11	6.6500	6.6500
05.40 CG SDL 2024	1	T+0	1D	50.00	50.26	6.7500	6.7500
05.70 MH SDL 2024	1	T+0	1D	50.00	50.01	6.7500	6.7500
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	51.26	6.7500	6.7500
06.58 KA SDL 2030	1	T+0	1D	50.00	49.09	6.7500	6.7500
07.32 MH SGS 2032	1	T+0	1D	50.00	50.94	6.7500	6.7500
07.36 UK SGS 2026	1	T+0	1D	50.00	50.24	6.7500	6.7500
07.38 HR SGS 2035	1	T+0	1D	50.00	50.02	6.7500	6.7500
07.39 KL SGS 2034	1	T+0	1D	50.00	50.07	6.7800	6.7800
07.48 UP SGS 2042	1	T+0	1D	50.00	50.22	6.7800	6.7800
07.51 UP SGS 2038	1	T+0	1D	50.00	50.37	6.7800	6.7800
07.59 GS 2026	2	T+0	1D	50.00	51.44	6.7000	6.6960
07.72 HR SGS 2032	1	T+0	1D	50.00	51.01	6.7500	6.7500
08.17 GS 2044	1	T+0	1D	50.00	56.62	6.4000	6.4000
08.39 MP SDL 2026	1	T+0	1D	50.00	51.81	6.7600	6.7600
09.01 MH SDL 2024	1	T+0	1D	50.00	50.85	6.7500	6.7500
07.05 MH SDL 2032	1	T+0	1D	45.00	43.92	6.7500	6.7500
07.52 HP SGS 2039	1	T+0	1D	45.00	45.37	6.7800	6.7800
08.87 TN SDL 2024	1	T+0	1D	45.00	45.41	6.7300	6.7300
07.43 MH SGS 2036	1	T+0	1D	40.00	40.27	6.7500	6.7500
07.44 TN SGS 2033 03 MAY	1	T+0	1D	40.00	41.28	6.7500	6.7500
07.45 MH SGS 2038 22 MAR	1	T+0	1D	40.00	40.13	6.7500	6.7500
07.45 MH SGS 2039 22 MAR	1	T+0	1D	40.00	40.12	6.7500	6.7500
08.24 AP SDL 2025 09 DEC	1	T+0	1D	40.00	41.74	6.7600	6.7600
08.26 GS 2027	1	T+0	1D	40.00	42.00	6.5000	6.5000
08.61 TN SDL 2027	1	T+0	1D	40.00	41.83	6.7300	6.7300
07.42 TN SGS 2034 03 APR	1	T+0	1D	39.00	38.98	6.7300	6.7300
06.22 GS 2035	1	T+0	1D	35.00	32.64	6.6000	6.6000
07.40 MP SGS 2034	1	T+0	1D	35.00	35.71	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	6.7300	6.7300
GS12DEC2033C	1	T+0	1D	35.00	17.73	6.7500	6.7500
GS12JUN2033C	1	T+0	1D	35.00	18.37	6.7500	6.7500
07.77 AP SGS 2035	1	T+0	1D	33.00	34.74	6.8000	6.8000
08.21 HR UDAY 2026	1	T+0	1D	33.00	33.65	6.7800	6.7800
06.86 KL SDL 2035	1	T+0	1D	30.00	28.75	6.8000	6.8000
07.23 GS 2039	3	T+0	1D	30.00	30.16	5.5000	5.5000
07.44 TN SGS 2034 20 MAR	1	T+0	1D	30.00	30.11	6.7500	6.7500
07.46 RJ SGS 2034	1	T+0	1D	30.00	30.15	6.8000	6.8000
07.48 UP SGS 2044	1	T+0	1D	30.00	30.14	6.8000	6.8000
07.50 MN SGS 2036 27 MAR	1	T+0	1D	30.00	30.19	6.7500	6.7500
07.70 AP SGS 2029 08 MAR	1	T+0	1D	30.00	30.56	6.7500	6.7500
07.72 MH SGS 2031	1	T+0	1D	30.00	30.71	6.7500	6.7500
08.15 MH SDL 2025	1	T+0	1D	30.00	31.34	6.7300	6.7300
08.31 JH SDL 2029	1	T+0	1D	30.00	31.47	6.7500	6.7500
08.50 PN UDAY 2025	1	T+0	1D	30.00	30.49	6.7500	6.7500
08.65 RJ SDL 2026	1	T+0	1D	30.00	31.05	6.7800	6.7800
08.29 TN SDL 2025 29 JUL	1	T+0	1D	28.00	28.86	6.7300	6.7300
06.99 GS 2051	2	T+0	1D	27.00	26.86	6.4000	6.4000
GS15JUN2025C	1	T+0	1D	27.00	24.93	6.7300	6.7300
07.45 KA SGS 2035	1	T+0	1D	26.00	26.11	6.7500	6.7500
08.03 GOI FCI 2024	2	T+0	1D	26.00	26.86	6.7300	6.7454
06.79 GS 2027	1	T+0	1D	25.00	25.50	6.5000	6.5000
06.95 GJ SDL 2031	1	T+0	1D	25.00	24.74	6.7500	6.7500
07.37 KA SGS 2037	1	T+0	1D	25.00	24.96	6.7500	6.7500
07.41 HP SGS 2036	1	T+0	1D	25.00	25.05	6.8000	6.8000
07.46 GS 2073	1	T+0	1D	25.00	26.61	6.6500	6.6500
07.52 UP SGS 2039	1	T+0	1D	25.00	25.21	6.7500	6.7500
07.62 UP SGS 2035	1	T+0	1D	25.00	25.74	6.7500	6.7500
07.72 MH SGS 2035	1	T+0	1D	25.00	25.97	6.7500	6.7500
07.73 KA SGS 2034	1	T+0	1D	25.00	26.21	6.7500	6.7500
07.75 HR SGS 2035 29 NOV	1	T+0	1D	25.00	26.28	6.7600	6.7600
08.23 GOI FCI 2027	1	T+0	1D	25.00	25.85	6.8000	6.8000
08.28 GJ SDL 2029 13 FEB	1	T+0	1D	25.00	26.19	6.7500	6.7500
08.29 RJ UDAY 2024	1	T+0	1D	25.00	25.74	6.7500	6.7500
GS12MAR2028C	1	T+0	1D	25.00	19.00	6.7500	6.7500
GS15JUN2028C	1	T+0	1D	25.00	18.65	6.7300	6.7300
GS16JUN2024C	1	T+0	1D	25.00	24.75	6.7500	6.7500
GS16JUN2025C	1	T+0	1D	25.00	23.08	6.7500	6.7500
GS30JUN2027C	1	T+0	1D	25.00	19.97	6.7300	6.7300
GS31DEC2027C	1	T+0	1D	25.00	19.27	6.7300	6.7300
08.00 OIL SPL 2026	1	T+0	1D	23.00	23.38	6.7300	6.7300
GS15DEC2025C	1	T+0	1D	22.00	19.60	6.7300	6.7300
06.92 UP SDL 2031	1	T+0	1D	20.00	19.43	6.8000	6.8000
06.99 TN SDL 2041	1	T+0	1D	20.00	19.62	6.7500	6.7500
07.20 MH SGS 2028	1	T+0	1D	20.00	20.41	6.7500	6.7500
07.26 GS 2032	2	T+0	1D	20.00	20.33	6.7000	6.5875
07.36 RJ SGS 2033	1	T+0	1D	20.00	20.42	6.8000	6.8000
07.42 MH 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	20.07	6.7500	6.7500
07.49 UP SGS 2036	1	T+0	1D	20.00	20.11	6.7500	6.7500
07.50 UP SGS 2035	1	T+0	1D	20.00	20.29	6.7500	6.7500
07.51 AP SDL 2037	1	T+0	1D	20.00	20.20	6.7500	6.7500
07.52 RJ SGS 2044	1	T+0	1D	20.00	20.16	6.7500	6.7500
07.62 MH SDL 2030	1	T+0	1D	20.00	20.76	6.8000	6.8000
07.65 UP SGS 2034	1	T+0	1D	20.00	20.73	6.8000	6.8000
07.67 KA SGS 2032	1	T+0	1D	20.00	20.89	6.8000	6.8000
07.68 KA SGS 2034	1	T+0	1D	20.00	20.80	6.8000	6.8000
07.73 GJ SDL 2029	1	T+0	1D	20.00	20.28	6.8000	6.8000
07.98 KA SDL 2025	1	T+0	1D	20.00	20.21	6.8000	6.8000
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	6.7600	6.7600
08.40 OIL SPL 2026	1	T+0	1D	20.00	20.45	6.7300	6.7300
GS15JUN2024C	1	T+0	1D	20.00	19.80	6.7500	6.7500
05.15 GS 2025	1	T+0	1D	19.00	18.91	6.5500	6.5500
GS17DEC2029C	1	T+0	1D	19.00	12.75	6.7300	6.7300
GS17JUN2029C	1	T+0	1D	19.00	13.21	6.7300	6.7300
05.77 GS 2030	2	T+0	1D	16.00	15.07	6.6000	6.5813
05.72 BR SDL 2026	1	T+0	1D	15.00	14.84	6.7500	6.7500
06.85 WB SDL 2031	1	T+0	1D	15.00	14.59	6.8000	6.8000
07.45 RJ SGS 2033	1	T+0	1D	15.00	15.49	6.8000	6.8000
07.46 UP SGS 2039	1	T+0	1D	15.00	15.06	6.7500	6.7500
07.49 TN SGS 2034	1	T+0	1D	15.00	15.00	6.8000	6.8000
07.49 UP SGS 2034 07 FEB	1	T+0	1D	15.00	15.23	6.8000	6.8000
07.51 UP SGS 2040	1	T+0	1D	15.00	15.11	6.7800	6.7800
07.71 GJ SGS 2034	1	T+0	1D	15.00	15.37	6.7800	6.7800
07.81 HR SDL 2032 13 JUL	1	T+0	1D	15.00	15.62	6.8000	6.8000
08.17 WB SDL 2025 27 MAY	1	T+0	1D	15.00	15.63	6.7500	6.7500
08.55 RJ SDL 2026	1	T+0	1D	15.00	15.46	6.7800	6.7800
GS12MAR2027C	1	T+0	1D	15.00	12.24	6.7300	6.7300
GS19DEC2025C	1	T+0	1D	15.00	13.36	6.7500	6.7500
GS19JUN2026C	1	T+0	1D	15.00	12.89	6.7500	6.7500
06.67 GS 2050	1	T+0	1D	13.00	12.43	6.6000	6.6000
GS17DEC2024C	1	T+0	1D	12.00	11.47	6.7300	6.7300
GS17JUN2024C	1	T+0	1D	12.00	11.88	6.7300	6.7300
07.16 GS 2050	1	T+0	1D	11.00	10.95	6.6000	6.6000
07.40 GS 2035	1	T+0	1D	10.00	10.24	6.6000	6.6000
08.24 PN SDL 2025	1	T+0	1D	10.00	10.44	6.7500	6.7500
08.26 MH SDL 2025 23 DEC	1	T+0	1D	10.00	10.41	6.8000	6.8000
08.38 RJ SDL 2026	1	T+0	1D	10.00	10.36	6.8000	6.8000
08.46 GJ SDL 2026	1	T+0	1D	10.00	10.34	6.7600	6.7600
08.48 RJ SDL 2026	1	T+0	1D	10.00	10.35	6.8000	6.8000
07.36 GS 2052	2	T+0	1D	8.00	8.18	6.7000	6.7000
07.72 GS 2049	1	T+0	1D	6.00	6.50	6.5500	6.5500
05.74 GS 2026	1	T+0	1D	5.00	4.97	6.7500	6.7500
05.85 GS 2030	1	T+0	1D	5.00	4.77	6.4000	6.4000
06.64 GS 2035	1	T+0	1D	5.00	4.90	6.7500	6.7500
07.09 GJ SDL 2032	1	T+0	1D	5.00	4.94	6.8000	6.8000
07.41 GS 2036	1	T+0	1D	5.00	5.20	6.2500	6.2500
07.54 GS 2036	1	T+0	1D	5.00	5.29	6.6000	6.6000
08.20 GJ SDL 2025 24 JUN	1	T+0	1D	5.00	5.18	6.8000	6.8000
08.30 MP SDL 2026	1	T+0	1D	5.00	5.19	6.8000	6.8000
08.51 HR SDL 2026	1	T+0	1D	5.00	5.18	6.8000	6.8000
GS12JUN2024C	1	T+0	1D	4.00	3.96	6.7300	6.7300
06.89 GS 2025	2	T+0	1D	2.00	2.03	6.8000	6.8000
07.06 GS 2046	1	T+0	1D	2.00	1.97	6.6000	6.6000
Total	385	37929.00			38447.74

Apr 24 2024 10:44AM

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/250424	T+0	1D	6.65	6.70	6.65	6.68	6.68	339	192615.20
Total								339	192615.20

Apr 24 2024 10:44AM

Security Description	Trades	TTA	LTP	LTY
GS15MAR2035C	1	0.0300	46.2912	7.2000
07.18 GS 2033	406	3990.0000	100.0300	7.1733
GOI FRB 2028	22	565.0000	100.1000	7.6291
GOI FRB 2033	10	360.0000	102.1900	7.9005
07.18 GS 2037	24	300.0000	99.7000	7.2137
06.99 GS 2026	2	300.0000	99.7425	7.1305
07.10 GS 2034	40	260.0000	99.7900	7.1291
07.34 GS 2064	29	235.0000	100.7600	7.2812
07.37 GS 2028	9	220.0000	100.7150	7.1809
05.22 GS 2025	1	150.0000	98.0200	7.0513
07.10 GS 2034(WR)	13	135.0000	99.7100	7.1403
07.10 GS 2029	2	10.0000	99.6700	7.1794
07.32 GS 2030	2	10.0000	100.7000	7.1830
GOI FRB 2031	1	10.0000	101.0000	7.8329
07.18 GS 2033	12	7.7100	100.0200	7.1748
07.25 GS 2063	1	5.0000	99.6500	7.2762
07.26 GS 2033	1	2.9500	100.4275	7.1910
07.30 GS 2053	2	0.1080	100.3600	7.2690
07.06 GS 2028	1	0.1000	99.6200	7.1706
07.37 GS 2028	2	0.0220	100.7100	7.1822
07.55 PN SGS 2032	1	5.0000	100.1500	7.5246
07.48 OD SDL 2032	1	2.0000	99.6500	7.5351
07.75 UP SGS 2034	1	0.3000	101.7200	7.5102
07.71 KL SGS 2043	1	0.0010	100.0000	7.7089
364 DTB 11042025	1	40.0000	93.6717	7.0253
091 DTB 06062024	2	15.0000	99.2349	6.7000
182 DTB 22082024	1	10.0000	97.7905	6.9300
364 DTB 18042025	1	5.0000	93.5324	7.0500
Total	590	6638.2210

Reported Deals	Trades	TTA	LTP	LTY
07.38 GS 2027	2	220.0000	100.5900	7.1627
07.18 GS 2037	1	50.0000	99.7300	7.2101
07.10 GS 2029	1	25.0000	99.6700	7.1794
07.18 GS 2033	1	0.1000	100.0600	7.1688
182 DTB 18072024	1	500.0000	98.4369	6.9000
Total	6	795.1000

Apr 24 2024 10:45AM

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
C-SPOT	83.3100	83.3100	83.2525	83.2825	83.3150	-0.0325
R-SPOT	0.1000	0.2500	0.1000	0.1500	0.0000	0.1500
SPOT	83.2950	83.3225	83.2675	83.2800	83.3150	-0.0350

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