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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
6.55
6.65
4.75
6.35
10070.75
6.52
6.48
12016.96
TREP
6.36
6.36
6.21
6.23
206845.40
6.27
6.29
309533.65
REPO
5.00
7.35
0.01
6.35
157665.86
6.32
6.38
168275.11
Money Market
374582.01
6.30
6.32
489825.72
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 16 2024 12:37PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
17/05/2024
192
10070.75
6.55
6.65
4.75
6.35
6.5243
18D
T + 0
03/06/2024
1
125.00
6.85
6.85
6.85
6.85
6.8500
5D
T + 0
21/05/2024
6
63.00
6.40
6.40
6.30
6.40
6.3921
6D
T + 0
22/05/2024
2
16.00
6.20
6.50
6.20
6.50
6.4813
33D
T + 0
18/06/2024
1
1.00
6.60
6.60
6.60
6.60
6.6000
Total
202
10275.75
May 16 2024 12:36PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
3
T+0
19D
1499.99
1482.39
6.7500
6.7500
CG LIQUID 5 TO 10 YR
71
T+0
1D
16987.65
16721.68
6.3000
6.3570
CG LIQUID ABV 20 YR
49
T+0
1D
15875.71
15383.86
6.3500
6.3619
TBILLS 91 DTB
26
T+0
1D
14865.87
15102.89
6.3700
6.3650
SG SECS UPTO 5YR
106
T+0
1D
12628.45
12358.33
6.3700
6.3933
TBILLS 182 DTB
22
T+0
1D
9760.91
10031.75
6.3500
6.3692
FRB
24
T+0
1D
9412.88
9291.77
6.3600
6.3713
CG LIQUID 10 TO 20YR
53
T+0
1D
8752.70
8303.44
6.3500
6.3507
CG LIQUID 1 TO 3 YR
32
T+0
1D
5935.82
5956.23
6.3500
6.3689
CG LIQUID 3 TO 5 YR
33
T+0
1D
4059.84
3968.11
6.3500
6.3615
SG SECS ABV 5YR
21
T+0
1D
3887.89
3806.65
6.3500
6.3757
CG STRIPS
30
T+0
1D
1931.86
2544.90
6.3600
6.3866
OIL BONDS
6
T+0
1D
1710.98
1686.46
6.3700
6.3787
TBILLS 364 DTB
8
T+0
1D
1361.97
1420.52
6.3600
6.3679
CG LIQUID UPTO 1 YR
4
T+0
1D
1360.99
1332.52
6.3100
6.3216
CG RESIDUAL
1
T+0
1D
19.99
19.75
6.3500
6.3500
CG LIQUID 3 TO 5 YR
1
T+0
34D
29.99
28.63
6.8500
6.8500
Total
490
110083.49
109439.88
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
74
T+0
1D
9018.00
9241.41
6.0800
6.2261
07.10 GS 2034
37
T+0
1D
4344.00
4395.56
4.0000
4.9997
07.18 GS 2037
26
T+0
1D
4323.00
4440.97
6.4000
6.2669
07.30 GS 2053
14
T+0
1D
3073.00
3214.69
6.3000
6.3951
08.20 OIL SP 2024SEP
6
T+0
1D
2585.00
2628.54
6.3200
6.3349
06.35 OIL SPL 2024
4
T+0
1D
1640.00
1671.90
6.4200
6.3834
07.26 GS 2032
3
T+0
1D
1420.00
1456.55
6.3600
6.3672
06.90 OIL SPL 2026
3
T+0
1D
1150.00
1163.54
6.3800
6.3957
07.46 MH SGS 2033
2
T+0
1D
1000.00
1019.06
6.3700
6.3700
07.10 GS 2029
6
T+0
1D
980.00
985.61
6.4000
6.3686
07.38 GS 2027
7
T+0
1D
910.00
944.52
6.3700
6.3914
06.69 GS 2024
3
T+0
1D
887.00
909.47
6.3600
6.3600
07.37 GS 2028
7
T+0
1D
846.00
859.20
6.3000
6.3772
07.89 GJ SDL 2025
3
T+0
1D
655.00
658.65
6.4000
6.4000
07.43 TN SGS 2034 27 MAR
2
T+0
1D
596.00
604.55
6.4000
6.3748
07.32 GS 2030
6
T+0
1D
510.00
516.16
6.4000
6.2863
07.06 GS 2028
7
T+0
1D
505.00
508.11
6.4000
6.3243
06.83 TN SDL 2031 15 DEC
1
T+0
1D
499.00
498.08
6.3700
6.3700
07.25 GS 2063
4
T+0
1D
406.00
422.02
6.2500
6.2962
06.94 CG SDL 2029
2
T+0
1D
335.00
332.73
6.4500
6.4090
06.89 RJ SDL 2025
1
T+0
1D
305.00
307.00
6.4000
6.4000
06.97 GS 2026
3
T+0
1D
300.00
303.37
6.0000
6.2077
06.99 GS 2026
2
T+0
1D
300.00
301.30
6.3700
6.2700
07.54 AS SDL 2028
2
T+0
1D
300.00
307.90
6.3600
6.3600
07.33 GS 2026
2
T+0
1D
285.00
287.62
6.4000
6.4000
05.49 RJ SDL 2025
2
T+0
1D
250.00
248.49
6.4500
6.4100
07.27 GS 2026
2
T+0
1D
250.00
252.78
6.0000
6.0708
07.70 MH SGS 2034 15 NOV
1
T+0
1D
250.00
255.96
6.3500
6.3500
07.69 KA SGS 2033 06 DEC
1
T+0
1D
226.00
238.62
6.3800
6.3800
05.22 GS 2025
2
T+0
1D
225.00
225.67
6.2500
6.2944
08.18 HR UDAY 2025
1
T+0
1D
210.00
219.03
6.3800
6.3800
07.36 KA SGS 2034
1
T+0
1D
200.00
202.44
6.4000
6.4000
07.84 MH SDL 2026
1
T+0
1D
200.00
207.26
6.4000
6.4000
07.96 MH SDL 2026
1
T+0
1D
200.00
208.39
6.4000
6.4000
07.60 TN SGS 2031
1
T+0
1D
187.00
193.46
6.4000
6.4000
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
183.39
6.4000
6.4000
05.88 GJ SDL 2025
1
T+0
1D
174.00
173.18
6.4000
6.4000
07.21 GJ SDL 2027
1
T+0
1D
160.00
162.41
6.4000
6.4000
07.23 GS 2039
3
T+0
1D
160.00
162.68
6.2000
6.2156
07.52 WB SGS 2039
2
T+0
1D
155.00
158.35
6.4500
6.4345
07.34 GS 2064
1
T+0
1D
150.00
153.81
6.2500
6.2500
07.95 FERT BND 2026
2
T+0
1D
149.00
153.31
6.4100
6.4113
07.48 UP SGS 2040
2
T+0
1D
145.00
147.17
6.4500
6.4314
07.76 AP SGS 2037
1
T+0
1D
140.00
144.85
6.4200
6.4200
08.25 MH SDL 2025 13 MAY
1
T+0
1D
140.00
141.32
6.4000
6.4000
08.27 UP SDL 2025
1
T+0
1D
132.00
133.27
6.4200
6.4200
07.26 GS 2033
5
T+0
1D
130.00
133.83
6.1600
6.2029
06.96 HR SDL 2029
1
T+0
1D
127.00
127.51
6.4200
6.4200
07.73 UP SGS 2035
1
T+0
1D
125.00
128.40
6.4000
6.4000
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
121.15
6.4000
6.4000
06.90 PY SDL 2028
1
T+0
1D
115.00
115.56
6.4200
6.4200
07.57 GS 2033
3
T+0
1D
115.00
122.30
6.3000
6.2891
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.56
6.4000
6.4000
05.80 RJ SDL 2025
1
T+0
1D
100.00
101.23
6.4000
6.4000
06.21 AS SDL 2026
1
T+0
1D
100.00
99.65
6.4200
6.4200
07.26 KA SGS 2025
1
T+0
1D
100.00
102.58
6.4000
6.4000
07.45 KA SGS 2037
1
T+0
1D
100.00
101.70
6.4000
6.4000
07.47 GJ SGS 2025
1
T+0
1D
100.00
100.56
6.4200
6.4200
07.63 ML SGS 2025
1
T+0
1D
100.00
100.78
6.4200
6.4200
364 DTB 08052025
1
T+0
1D
100.00
93.42
6.4000
6.4000
08.00 OIL SPL 2026
2
T+0
1D
98.00
100.27
6.4100
6.4406
06.10 GS 2031
3
T+0
1D
95.00
91.72
5.5500
5.7711
07.49 HR SGS 2035
1
T+0
1D
95.00
96.79
6.4500
6.4500
07.64 MH SGS 2032
1
T+0
1D
95.00
97.57
6.4100
6.4100
08.16 MH SDL 2025
1
T+0
1D
95.00
97.10
6.4200
6.4200
07.07 GJ SDL 2031
1
T+0
1D
90.00
90.05
6.4100
6.4100
07.41 UP SGS 2034
1
T+0
1D
85.00
87.89
6.4100
6.4100
06.69 MP SDL 2025
2
T+0
1D
80.00
80.47
6.4500
6.4500
07.47 AP SGS 2037 08 MAY
1
T+0
1D
75.00
75.65
6.4200
6.4200
07.59 GS 2026
1
T+0
1D
75.00
77.57
6.4000
6.4000
07.63 KA SGS 2040
1
T+0
1D
75.00
79.03
6.4200
6.4200
06.22 GS 2035
3
T+0
1D
74.00
69.92
6.2500
6.2500
06.92 RJ SDL 2025
1
T+0
1D
70.00
70.59
6.4200
6.4200
07.73 AP SGS 2032 23 MAR
1
T+0
1D
70.00
72.31
6.4500
6.4500
07.46 KA SGS 2038
1
T+0
1D
65.00
66.15
6.4200
6.4200
08.14 KA SDL 2025
1
T+0
1D
65.00
65.75
6.4200
6.4200
08.67 KA SDL 2026
1
T+0
1D
65.00
67.66
6.4200
6.4200
07.46 AP SGS 2038 08 MAY
1
T+0
1D
62.00
62.48
6.4500
6.4500
05.74 GS 2026
2
T+0
1D
60.00
58.22
6.4000
6.2750
07.48 MH SGS 2042
1
T+0
1D
60.00
61.04
6.4200
6.4200
07.48 PN SGS 2037
1
T+0
1D
60.00
61.00
6.4500
6.4500
07.99 MH SDL 2025
1
T+0
1D
60.00
60.76
6.4200
6.4200
08.05 GJ SDL 2025 29 APR
1
T+0
1D
60.00
60.62
6.4500
6.4500
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.94
6.4500
6.4500
07.45 MH SGS 2038 20 MAR
1
T+0
1D
55.00
55.92
6.4200
6.4200
07.84 TN SDL 2026
1
T+0
1D
55.00
57.00
6.4200
6.4200
08.15 GS 2026
2
T+0
1D
55.00
58.48
6.2500
6.2500
05.40 CG SDL 2024
1
T+0
1D
50.00
50.47
6.4200
6.4200
05.70 MH SDL 2024
1
T+0
1D
50.00
50.23
6.4200
6.4200
06.17 TS SDL 2025
1
T+0
1D
50.00
49.48
6.4500
6.4500
06.58 KA SDL 2030
1
T+0
1D
50.00
49.61
6.4200
6.4200
07.32 MH SGS 2032
1
T+0
1D
50.00
51.56
6.4500
6.4500
07.36 UK SGS 2026
1
T+0
1D
50.00
50.51
6.4200
6.4200
07.45 WB SGS 2042
1
T+0
1D
50.00
50.79
6.4200
6.4200
07.72 HR SGS 2032
1
T+0
1D
50.00
51.62
6.4500
6.4500
08.27 KA SDL 2026
1
T+0
1D
50.00
52.10
6.4500
6.4500
08.39 MP SDL 2026
1
T+0
1D
50.00
52.07
6.4700
6.4700
08.39 RJ UDAY 2026
1
T+0
1D
50.00
51.60
6.4500
6.4500
08.43 JH SDL 2029
1
T+0
1D
50.00
52.95
6.4500
6.4500
08.96 MH SDL 2024
1
T+0
1D
50.00
51.69
6.4200
6.4200
09.01 MH SDL 2024
1
T+0
1D
50.00
51.07
6.4200
6.4200
09.11 MH SDL 2024
1
T+0
1D
50.00
52.16
6.4500
6.4500
06.25 AS SDL 2026
1
T+0
1D
49.00
48.77
6.4500
6.4500
07.05 MH SDL 2032
1
T+0
1D
45.00
44.47
6.4500
6.4500
08.96 TN SDL 2024
2
T+0
1D
45.00
46.52
6.4100
6.4322
GS19SEP2028C
1
T+0
1D
45.00
33.25
6.4000
6.4000
06.45 GS 2029
2
T+0
1D
40.00
39.11
6.3000
6.3000
07.43 MH SGS 2036
1
T+0
1D
40.00
40.79
6.4200
6.4200
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.30
6.4200
6.4200
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.58
6.4200
6.4200
07.45 MH SGS 2039 22 MAR
1
T+0
1D
40.00
40.65
6.4200
6.4200
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.98
6.4500
6.4500
07.95 OIL SPL 2025
1
T+0
1D
40.00
41.19
6.4200
6.4200
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.95
6.4800
6.4800
08.28 KA SDL 2026
1
T+0
1D
40.00
41.26
6.4500
6.4500
08.38 TN SDL 2026
1
T+0
1D
40.00
41.65
6.4500
6.4500
GS06MAY2025C
1
T+0
1D
36.00
33.64
6.4100
6.4100
GS06MAY2029C
1
T+0
1D
36.00
25.47
6.4000
6.4000
GS06NOV2024C
1
T+0
1D
36.00
34.82
6.4200
6.4200
GS19JUN2027C
1
T+0
1D
36.00
29.03
6.4100
6.4100
07.22 MH SDL 2026
1
T+0
1D
35.00
35.03
6.4500
6.4500
07.40 MP SGS 2034
1
T+0
1D
35.00
36.16
6.4500
6.4500
07.46 UP SGS 2034
1
T+0
1D
35.00
35.77
6.4500
6.4500
07.86 HR SDL 2032
1
T+0
1D
35.00
37.09
6.4500
6.4500
08.51 HR SDL 2026
2
T+0
1D
35.00
36.43
6.4500
6.4500
07.77 AP SGS 2035
3
T+0
1D
33.00
35.18
6.4500
6.4500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.83
6.4500
6.4500
06.54 GS 2032
1
T+0
1D
32.00
31.62
6.3000
6.3000
GS06NOV2025C
1
T+0
1D
32.00
28.88
6.4100
6.4100
06.18 GS 2024
1
T+0
1D
30.00
29.93
6.1000
6.1000
06.86 KL SDL 2035
1
T+0
1D
30.00
29.13
6.4200
6.4200
07.40 GS 2062
1
T+0
1D
30.00
31.17
6.3100
6.3100
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.49
6.4500
6.4500
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.54
6.4500
6.4500
07.48 RJ SGS 2037
1
T+0
1D
30.00
30.58
6.4500
6.4500
07.48 UP SGS 2044
1
T+0
1D
30.00
30.54
6.4200
6.4200
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.84
6.4500
6.4500
07.72 MH SGS 2031
1
T+0
1D
30.00
31.05
6.4500
6.4500
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.86
6.4500
6.4500
08.15 MH SDL 2025
1
T+0
1D
30.00
31.49
6.4200
6.4200
08.31 JH SDL 2029
1
T+0
1D
30.00
31.76
6.4500
6.4500
08.32 CG SDL 2026
1
T+0
1D
30.00
31.29
6.4500
6.4500
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.22
6.4600
6.4600
08.17 JH SDL 2025 26 NOV
1
T+0
1D
29.00
30.45
6.4200
6.4200
08.29 TN SDL 2025 29 JUL
1
T+0
1D
28.00
28.99
6.4200
6.4200
GS15JUN2025C
1
T+0
1D
27.00
25.05
6.4100
6.4100
06.79 GS 2027
1
T+0
1D
25.00
24.81
6.2500
6.2500
06.95 GJ SDL 2031
1
T+0
1D
25.00
25.03
6.4500
6.4500
07.15 KL SDL 2027
1
T+0
1D
25.00
25.49
6.4200
6.4200
07.17 GS 2028
1
T+0
1D
25.00
25.69
6.4500
6.4500
07.27 KA SDL 2026
1
T+0
1D
25.00
25.64
6.4200
6.4200
07.36 GS 2052
2
T+0
1D
25.00
25.82
6.2500
6.2500
07.37 KA SGS 2037
1
T+0
1D
25.00
25.29
6.4500
6.4500
07.41 AR SGS 2034
1
T+0
1D
25.00
25.39
6.4500
6.4500
07.41 HP SGS 2036
1
T+0
1D
25.00
25.38
6.4500
6.4500
07.59 KA SDL 2027 29 MAR
1
T+0
1D
25.00
25.40
6.4200
6.4200
07.62 UP SDL 2027
1
T+0
1D
25.00
25.63
6.4200
6.4200
07.72 MH SGS 2035
1
T+0
1D
25.00
26.30
6.4500
6.4500
07.73 KA SGS 2034
1
T+0
1D
25.00
26.54
6.4500
6.4500
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.61
6.4500
6.4500
07.76 MP SGS 2037 29 NOV
1
T+0
1D
25.00
26.69
6.4500
6.4500
07.88 CG SDL 2027
1
T+0
1D
25.00
25.66
6.4200
6.4200
08.05 GJ SDL 2026
1
T+0
1D
25.00
26.17
6.4200
6.4200
08.17 GS 2044
1
T+0
1D
25.00
28.62
6.2500
6.2500
08.23 GOI FCI 2027
1
T+0
1D
25.00
26.07
6.4500
6.4500
08.24 GS 2033
2
T+0
1D
25.00
27.01
6.2500
6.2600
08.28 GJ SDL 2029 13 FEB
1
T+0
1D
25.00
26.43
6.4500
6.4500
08.44 JH SDL 2029
1
T+0
1D
25.00
26.53
6.4500
6.4500
GS15JUN2028C
1
T+0
1D
25.00
18.81
6.4100
6.4100
GS16JUN2024C
1
T+0
1D
25.00
24.85
6.3500
6.3500
GS30JUN2027C
1
T+0
1D
25.00
20.11
6.4100
6.4100
GS31DEC2027C
1
T+0
1D
25.00
19.42
6.4100
6.4100
07.54 AS SGS 2034
1
T+0
1D
23.00
23.34
6.4200
6.4200
GS15DEC2025C
1
T+0
1D
22.00
19.71
6.4100
6.4100
08.19 RJ UDAY 2026
1
T+0
1D
21.00
22.02
6.4200
6.4200
06.92 UP SDL 2031
1
T+0
1D
20.00
19.66
6.4500
6.4500
06.99 TN SDL 2041
1
T+0
1D
20.00
19.87
6.4500
6.4500
07.20 MH SGS 2028
1
T+0
1D
20.00
20.58
6.4500
6.4500
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.67
6.4500
6.4500
07.42 MH SGS 2034
1
T+0
1D
20.00
20.29
6.4500
6.4500
07.46 ML SGS 2034
1
T+0
1D
20.00
20.30
6.4500
6.4500
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.34
6.4500
6.4500
07.50 UP SGS 2035
1
T+0
1D
20.00
20.55
6.4500
6.4500
07.51 AP SDL 2037
1
T+0
1D
20.00
20.47
6.4500
6.4500
07.52 GA SGS 2039
1
T+0
1D
20.00
20.43
6.4500
6.4500
07.56 UP SDL 2027
1
T+0
1D
20.00
20.27
6.4200
6.4200
07.58 RJ SDL 2026
1
T+0
1D
20.00
20.50
6.4200
6.4200
07.61 TN SDL 2027
1
T+0
1D
20.00
20.50
6.4500
6.4500
07.62 MH SDL 2030
1
T+0
1D
20.00
20.98
6.4500
6.4500
07.64 UP SDL 2027
1
T+0
1D
20.00
20.35
6.4200
6.4200
07.65 UP SGS 2034
1
T+0
1D
20.00
20.99
6.4500
6.4500
07.68 KA SGS 2034
1
T+0
1D
20.00
21.06
6.4500
6.4500
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.47
6.4500
6.4500
07.75 GJ SDL 2027
1
T+0
1D
20.00
20.90
6.4100
6.4100
07.76 MP SDL 2027
1
T+0
1D
20.00
20.52
6.4500
6.4500
07.98 KA SDL 2025
1
T+0
1D
20.00
20.31
6.4500
6.4500
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.76
6.4500
6.4500
08.06 KA SDL 2025 11 FEB
1
T+0
1D
20.00
20.52
6.4500
6.4500
08.08 TN SDL 2028
1
T+0
1D
20.00
21.18
6.4500
6.4500
08.08 UP SDL 2025 11 FEB
1
T+0
1D
20.00
20.52
6.4200
6.4200
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.71
6.4700
6.4700
08.30 RJ SDL 2026
1
T+0
1D
20.00
20.85
6.5000
6.5000
08.36 MH SDL 2026
1
T+0
1D
20.00
20.82
6.4700
6.4700
08.40 OIL SPL 2026
1
T+0
1D
20.00
20.59
6.4100
6.4100
08.97 KL SDL 2024
1
T+0
1D
20.00
20.62
6.4500
6.4500
GS15JUN2024C
1
T+0
1D
20.00
19.88
6.3500
6.3500
GS15DEC2024C
1
T+0
1D
16.00
15.37
6.4100
6.4100
GS22AUG2024C
1
T+0
1D
16.00
15.70
6.4200
6.4200
GS22FEB2025C
1
T+0
1D
16.00
15.16
6.4100
6.4100
06.84 BR SDL 2030
1
T+0
1D
15.00
15.03
6.4500
6.4500
07.17 GS 2030
1
T+0
1D
15.00
15.13
6.4000
6.4000
07.33 MH SDL 2027
1
T+0
1D
15.00
15.18
6.4500
6.4500
07.34 AP SGS 2029
1
T+0
1D
15.00
15.01
6.4500
6.4500
07.39 HR SGS 2029
1
T+0
1D
15.00
15.08
6.4500
6.4500
07.46 AP SGS 2041
1
T+0
1D
15.00
15.21
6.4500
6.4500
07.46 UP SGS 2039
1
T+0
1D
15.00
15.26
6.4500
6.4500
07.49 MH SGS 2030
1
T+0
1D
15.00
15.20
6.4500
6.4500
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.43
6.4500
6.4500
07.74 TN SDL 2027
1
T+0
1D
15.00
15.38
6.4200
6.4200
07.78 PY SGS 2036
1
T+0
1D
15.00
15.87
6.4500
6.4500
08.17 WB SDL 2025 27 MAY
1
T+0
1D
15.00
15.70
6.4500
6.4500
08.21 HR UDAY 2025
1
T+0
1D
15.00
15.26
6.4200
6.4200
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.54
6.4500
6.4500
GS12MAR2025C
1
T+0
1D
15.00
14.17
6.4100
6.4100
GS12MAR2027C
1
T+0
1D
15.00
12.33
6.4100
6.4100
GS12SEP2026C
1
T+0
1D
15.00
12.76
6.4100
6.4100
05.63 GS 2026
2
T+0
1D
14.00
13.72
5.5000
6.1071
GS22APR2025C
1
T+0
1D
14.00
13.12
6.4100
6.4100
GS22APR2028C
1
T+0
1D
14.00
10.64
6.4000
6.4000
GS22OCT2024C
1
T+0
1D
14.00
13.58
6.4200
6.4200
GS22OCT2025C
1
T+0
1D
14.00
12.67
6.4100
6.4100
GS22OCT2027C
1
T+0
1D
14.00
11.02
6.4000
6.4000
GS22OCT2028C
1
T+0
1D
14.00
10.28
6.4000
6.4000
GS22OCT2026C
1
T+0
1D
13.00
10.97
6.4100
6.4100
GS17DEC2024C
1
T+0
1D
12.00
11.52
6.4100
6.4100
GS17JUN2024C
2
T+0
1D
12.00
11.93
6.4200
6.4200
07.16 GS 2050
1
T+0
1D
11.00
11.08
6.2500
6.2500
07.65 RJ SDL 2027 29 NOV
1
T+0
1D
11.00
11.49
6.4100
6.4100
GS22APR2026C
1
T+0
1D
11.00
9.62
6.4100
6.4100
07.40 GS 2035
1
T+0
1D
10.00
10.37
6.2500
6.2500
07.42 KL SGS 2049
1
T+0
1D
10.00
10.11
6.4200
6.4200
07.98 GJ SDL 2026 11 MAY
1
T+0
1D
10.00
10.13
6.4500
6.4500
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.4500
6.4500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.49
6.4600
6.4600
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.4000
6.4000
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.41
6.4200
6.4200
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.40
6.4700
6.4700
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.40
6.4700
6.4700
08.54 BR SDL 2026
1
T+0
1D
10.00
10.41
6.4200
6.4200
GS12DEC2024C
1
T+0
1D
10.00
9.61
6.4200
6.4200
07.06 GS 2046
1
T+0
1D
8.00
7.95
6.2500
6.2500
05.77 GS 2030
2
T+0
1D
6.00
5.71
6.2500
6.3250
07.72 GS 2049
1
T+0
1D
6.00
6.57
6.2500
6.2500
05.85 GS 2030
1
T+0
1D
5.00
4.82
6.4000
6.4000
07.09 GJ SDL 2032
1
T+0
1D
5.00
5.00
6.4500
6.4500
07.54 GS 2036
1
T+0
1D
5.00
5.34
6.2500
6.2500
07.96 MH SDL 2025
1
T+0
1D
5.00
5.08
6.4500
6.4500
08.26 GS 2027
1
T+0
1D
5.00
5.28
6.2500
6.2500
08.30 MP SDL 2026
1
T+0
1D
5.00
5.21
6.4500
6.4500
05.15 GS 2025
1
T+0
1D
4.00
3.90
6.2500
6.2500
05.79 GS 2030
1
T+0
1D
3.00
2.82
6.2500
6.2500
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.5000
6.5000
Total
496
48802.00
49763.54
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.10 GS 2034
1
T+0
1D
350.0000
354.0581
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.8651
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.8138
Total
3
935.0000
946.7370
May 16 2024 12:37PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/170524
T+0
1D
6.36
6.36
6.21
6.23
6.27
470
206845.40
TREP/220524
T+0
6D
6.32
6.32
6.32
6.32
6.32
1
10.00
TREP/310524
T+0
15D
6.52
6.52
6.52
6.52
6.52
1
10.00
Total
472
206865.40
May 16 2024 12:37PM
Security Description
Trades
TTA
LTP
LTY
GS15MAR2035C
1
0.0010
46.9803
7.1000
07.18 GS 2033
1282
14110.0000
100.7300
7.0688
07.10 GS 2034
636
7030.0000
100.5250
7.0240
07.32 GS 2030
168
2335.0000
101.2300
7.0800
07.23 GS 2039
149
1665.0000
101.2125
7.0959
07.18 GS 2037
156
1380.0000
100.6300
7.1039
07.10 GS 2029
59
900.0000
100.1100
7.0711
07.37 GS 2028
37
595.0000
101.1500
7.0614
07.25 GS 2063
32
485.0000
101.0200
7.1713
06.54 GS 2032
15
460.0000
96.7200
7.1000
07.06 GS 2028
33
365.0000
99.9600
7.0689
07.30 GS 2053
33
360.0000
101.7750
7.1534
07.33 GS 2026
5
235.0000
100.6200
7.0479
07.17 GS 2030
22
180.0000
100.4250
7.0790
06.99 GS 2026
7
175.0000
99.9100
7.0363
07.34 GS 2064
22
165.0000
102.2000
7.1716
07.18 GS 2033
111
92.0800
100.7500
7.0658
07.10 GS 2034(WR)
3
60.0000
100.4800
7.0302
07.38 GS 2027
2
60.0000
100.8300
7.0729
05.74 GS 2026
2
50.0000
97.0500
7.0501
07.26 GS 2033
6
40.0000
101.0175
7.0991
07.26 GS 2032
5
30.0000
100.9700
7.1003
06.80 GS 2060
2
30.0000
95.1800
7.1736
06.67 GS 2050
4
20.0000
94.2300
7.1576
06.54 GS 2032
1
13.4000
96.7700
7.0912
07.16 GS 2050
2
10.0000
100.0500
7.1546
07.30 GS 2053
3
5.0100
101.4300
7.1814
07.27 GS 2026
1
5.0000
100.3700
7.0515
07.40 GS 2035
1
5.0000
102.2000
7.1117
07.06 GS 2046
1
5.0000
98.9000
7.1584
06.67 GS 2035
1
5.0000
96.5200
7.1152
07.41 GS 2036
1
5.0000
102.6000
7.0932
06.67 GS 2035
2
3.0000
96.5000
7.1179
07.06 GS 2028
1
2.0000
99.9500
7.0719
06.01 GS 2028
1
1.0000
96.4000
7.0903
06.62 GS 2051
1
0.5000
93.4000
7.1725
07.25 GS 2063
3
0.0590
101.1500
7.1614
07.10 GS 2034
2
0.0200
100.5000
7.0275
07.18 GS 2037
1
0.0100
100.6500
7.1015
07.49 HR SGS 2035
5
35.0000
100.6000
7.4068
07.42 TN SGS 2034 03 APR
2
25.0000
100.1500
7.3965
07.44 MH SGS 2041
1
20.0000
100.4000
7.3968
07.44 MH SGS 2042 03 APR
1
20.0000
100.4000
7.3980
07.44 TS SGS 2036
1
10.0000
100.2300
7.4090
07.47 TS SGS 2036
1
5.0000
100.4700
7.4097
07.45 MH SGS 2039 22 MAR
1
5.0000
100.4300
7.4002
06.97 PN SDL 2039
1
5.0000
95.7900
7.4360
07.24 TN SDL 2027
1
5.0000
99.6500
7.3636
07.44 TN SGS 2034 20 MAR
1
5.0000
100.3000
7.3944
07.29 KA SDL 2039
1
5.0000
98.7150
7.4328
07.21 GJ SDL 2027
1
5.0000
99.5850
7.3511
07.49 HR SGS 2036
1
4.1340
100.5500
7.4168
07.45 MH SGS 2039 22 MAR
1
2.5090
100.3000
7.4147
06.97 MH SDL 2028
1
2.0000
98.6600
7.3804
07.51 MH SDL 2027
1
1.5000
100.2500
7.4151
06.95 HR SDL 2033
1
1.5000
97.0000
7.4104
07.62 UP SGS 2033
1
1.0000
101.2400
7.4354
07.36 KA SGS 2034
1
0.0500
99.8600
7.3781
08.21 HR UDAY 2025
1
0.0500
100.9100
7.0957
182 DTB 14112024
15
485.0000
96.6313
7.0301
182 DTB 11072024
9
300.0000
98.9636
6.9500
364 DTB 30012025
3
150.0000
95.2725
7.0200
091 DTB 30052024
6
95.0000
99.7619
6.7000
182 DTB 29082024
5
80.0000
98.0629
6.9326
182 DTB 25072024
1
75.0000
98.6968
6.9850
182 DTB 11072024
2
50.0000
98.9636
6.9500
182 DTB 18072024
1
15.0000
98.8332
6.9500
091 DTB 27062024
2
10.0000
99.2420
6.8000
Total
2883
32299.8230
Reported Deals
Trades
TTA
LTP
LTY
07.38 GS 2027
7
600.0000
100.8311
7.0725
07.32 GS 2030
4
330.0000
101.2300
7.0800
07.23 GS 2039
3
300.0000
101.2600
7.0907
07.10 GS 2034
3
280.0000
100.5100
7.0261
07.18 GS 2033
3
205.0000
100.7400
7.0673
07.37 GS 2028
2
200.0000
101.1800
7.0535
07.33 GS 2026
1
200.0000
100.6375
7.0400
06.68 GS 2031
1
100.0000
97.6180
7.1000
07.25 GS 2063
1
60.0000
100.9500
7.1766
07.72 GS 2025
1
50.0000
100.6300
7.0674
06.54 GS 2032
1
50.0000
96.7400
7.0965
07.06 GS 2028
1
25.0000
99.9700
7.0660
07.10 GS 2029
1
25.0000
100.1150
7.0699
07.18 GS 2033
3
19.8010
100.7300
7.0688
07.18 GS 2037
1
5.0000
100.7100
7.0945
07.30 GS 2053
1
2.0000
101.4000
7.1838
07.32 GS 2030
1
2.0000
101.1800
7.0897
07.74 TS SGS 2035
1
20.0000
102.6028
7.4000
08.06 RJ SDL 2025
1
14.8030
100.5648
7.2300
08.96 KL SDL 2035
1
10.0000
111.0700
7.4560
08.05 MH SDL 2025
1
5.0000
100.5309
7.2299
07.29 KA SDL 2039
1
5.0000
98.7000
7.4345
06.48 KA SDL 2031
1
3.0000
94.8600
7.3888
07.73 KA SGS 2034
1
0.5400
102.2341
7.4200
182 DTB 14112024
2
200.0000
96.6221
7.0500
091 DTB 08082024
2
85.0000
98.4398
6.9700
182 DTB 07112024
1
5.0000
96.7817
6.9755
Total
47
2802.1440
May 16 2024 12:37PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4500
83.5050
83.4500
83.5025
83.4650
0.0375
R-SPOT
0.1000
0.2000
0.1000
0.1000
-0.1000
0.2000
SPOT
83.4575
83.5050
83.4450
83.5025
83.4650
0.0375
FX-Retail
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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