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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
6.80
5.10
6.55
8368.27
6.71
6.65
11337.69
TREP
6.65
6.75
6.65
6.73
333756.15
6.69
6.64
379227.10
REPO
4.00
6.80
3.50
6.74
158750.52
6.54
6.48
167582.29
Money Market
500874.94
6.64
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 1:41PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
25/04/2024
225
8368.27
6.75
6.80
5.10
6.55
6.7054
15D
T + 0
09/05/2024
7
240.50
6.98
6.98
6.45
6.85
6.9228
2D
T + 0
26/04/2024
3
73.00
6.60
6.75
6.60
6.65
6.7199
5D
T + 0
29/04/2024
6
53.05
6.25
6.65
6.25
6.25
6.4484
6D
T + 0
30/04/2024
1
8.00
6.35
6.35
6.35
6.35
6.3500
Total
242
8742.82
Apr 24 2024 1:42PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
56
T+0
1D
17466.70
17183.31
6.8000
6.7013
CG LIQUID 5 TO 10 YR
83
T+0
1D
16937.59
16896.28
6.7500
6.7090
CG LIQUID 10 TO 20YR
60
T+0
1D
16554.68
15735.87
6.7500
6.7026
TBILLS 182 DTB
32
T+0
1D
15606.83
15988.88
6.7000
6.6966
SG SECS UPTO 5YR
122
T+0
1D
14783.37
14452.09
6.7300
6.7305
FRB
25
T+0
1D
10151.86
9954.14
6.7200
6.7019
CG LIQUID 3 TO 5 YR
38
T+0
1D
7752.83
7607.39
6.7500
6.7152
CG LIQUID 1 TO 3 YR
41
T+0
1D
5708.76
5640.34
6.7400
6.7052
TBILLS 364 DTB
15
T+0
1D
4942.93
5214.33
6.6900
6.6954
CG STRIPS
23
T+0
1D
1727.88
2043.96
6.7000
6.7398
SG SECS ABV 5YR
28
T+0
1D
1663.87
1642.30
6.7000
6.7416
OIL BONDS
12
T+0
1D
1294.96
1282.15
6.7800
6.7276
CG LIQUID UPTO 1 YR
6
T+0
1D
1254.95
1227.34
6.7000
6.7000
TBILLS 91 DTB
2
T+0
1D
736.99
749.14
6.7000
6.7000
CG LIQUID 1 TO 3 YR
1
T+0
28D
99.99
99.44
6.8000
6.8000
CG LIQUID 5 TO 10 YR
3
T+0
5D
135.98
133.86
6.8500
6.8500
CG LIQUID 10 TO 20YR
2
T+0
5D
55.00
54.16
6.8500
6.8500
Total
549
116875.17
115904.98
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
93
T+0
1D
11800.00
11975.36
5.7500
4.7076
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
06.90 OIL SPL 2026
5
T+0
1D
1950.00
1961.08
6.7500
6.7182
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
05.22 GS 2025
2
T+0
1D
790.00
788.33
6.6000
6.6000
07.06 GS 2028
6
T+0
1D
731.00
730.08
6.7300
6.6801
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
07.89 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
07.26 GS 2032
3
T+0
1D
220.00
223.63
6.7400
6.7261
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
08.32 CG SDL 2026
1
T+0
1D
30.00
31.13
6.8000
6.8000
08.42 KL SDL 2026
1
T+0
1D
30.00
31.10
6.8000
6.8000
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
08.44 JH SDL 2029
1
T+0
1D
25.00
26.29
6.8000
6.8000
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
07.74 BR SGS 2039
1
T+0
1D
21.00
21.86
6.8000
6.8000
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
07.36 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 ML 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 GA SGS 2039
1
T+0
1D
20.00
20.17
6.8000
6.8000
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
07.64 UP SDL 2027
1
T+0
1D
20.00
20.21
6.7500
6.7500
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
08.08 TN SDL 2028
1
T+0
1D
20.00
20.97
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
GS19SEP2028C
1
T+0
1D
15.00
10.98
6.7300
6.7300
06.67 GS 2050
1
T+0
1D
13.00
12.43
6.6000
6.6000
GS22FEB2029C
1
T+0
1D
13.00
9.23
6.7300
6.7300
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
07.59 KA SDL 2027 29 MAR
1
T+0
1D
11.00
11.10
6.7300
6.7300
07.40 GS 2035
1
T+0
1D
10.00
10.24
6.6000
6.6000
07.46 AP SGS 2042
1
T+0
1D
10.00
10.01
6.7500
6.7500
07.54 AP SGS 2029
1
T+0
1D
10.00
10.24
6.7500
6.7500
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
GS12DEC2024C
1
T+0
1D
5.00
4.78
6.7300
6.7300
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
405
39855.00
40384.04
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
1142.0000
1187.9503
182 DTB 22082024
1
T+0
1D
492.0000
480.9300
364 DTB 14112024
1
T+0
1D
395.0000
379.9888
07.47 GJ SGS 2025
1
T+0
1D
335.0000
347.7141
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
254.6981
08.34 UP SDL 2026
1
T+0
1D
240.0000
249.1436
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
207.9992
364 DTB 16012025
1
T+0
1D
200.0000
190.0976
08.69 TN SDL 2026
1
T+0
1D
24.0000
24.8600
Total
10
3278.0000
3323.3817
Apr 24 2024 1:43PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/250424
T+0
1D
6.65
6.75
6.65
6.73
6.69
718
333756.15
Total
718
333756.15
Apr 24 2024 1:42PM
Security Description
Trades
TTA
LTP
LTY
GS15MAR2035C
1
0.0300
46.2912
7.2000
07.18 GS 2033
1177
11370.0000
99.9500
7.1852
07.18 GS 2037
143
1380.0000
99.6250
7.2226
GOI FRB 2033
28
1050.0000
102.2500
7.8915
GOI FRB 2028
32
845.0000
100.0900
7.6318
07.10 GS 2034
100
705.0000
99.7400
7.1362
07.37 GS 2028
38
625.0000
100.6700
7.1927
07.34 GS 2064
53
600.0000
100.7000
7.2858
06.99 GS 2026
6
475.0000
99.7300
7.1374
06.69 GS 2024
5
250.0000
99.9425
6.8619
07.10 GS 2034(WR)
17
235.0000
99.7100
7.1403
07.38 GS 2027
15
215.0000
100.5400
7.1806
GOI FRB 2024
3
200.0000
99.9500
7.1266
05.22 GS 2025
3
170.0000
98.0200
7.0513
07.25 GS 2063
16
160.0000
99.4025
7.2954
07.30 GS 2053
17
130.0000
100.3000
7.2739
07.95 GS 2032
3
130.0000
104.6000
7.2043
07.17 GS 2030
7
125.0000
99.8500
7.2008
07.23 GS 2039
5
95.0000
100.3100
7.1955
07.10 GS 2029
8
65.0000
99.6300
7.1891
GOI FRB 2034
5
55.0000
100.2500
7.9544
07.06 GS 2028
5
50.0000
99.5800
7.1824
07.46 GS 2073
3
50.0000
102.5000
7.2725
07.18 GS 2033
23
15.3000
99.9600
7.1837
07.32 GS 2030
3
15.0000
100.6325
7.1961
GOI FRB 2031
1
10.0000
101.0000
7.8329
06.18 GS 2024
1
5.0000
99.5400
7.0829
06.64 GS 2035
1
5.0000
95.6500
7.2132
08.24 GS 2033
1
5.0000
107.0500
7.2047
07.26 GS 2033
2
3.9500
100.4025
7.1949
07.41 GS 2036
2
3.8800
101.5025
7.2251
07.18 GS 2037
5
2.3730
99.7000
7.2137
07.30 GS 2053
5
1.5180
100.3000
7.2739
07.06 GS 2028
3
1.4000
99.6000
7.1765
07.37 GS 2028
5
1.0220
100.7100
7.1822
07.61 GS 2030
1
1.0000
101.7500
7.2460
07.25 GS 2063
4
0.6100
99.5500
7.2839
07.17 GS 2030
1
0.5000
99.9000
7.1903
07.32 GS 2030
1
0.0500
100.6200
7.1985
07.23 GS 2039
1
0.0010
100.0500
7.2241
07.55 PN SGS 2032
3
40.0000
100.1200
7.5297
07.53 KL SGS 2050
2
35.0000
100.0475
7.5250
07.77 HR SGS 2036
2
25.0000
101.9850
7.5099
07.51 UP SGS 2040
1
25.0000
99.9100
7.5188
07.73 KA SGS 2034
1
5.0000
101.7950
7.4802
07.45 KA SGS 2035
1
5.0000
99.7675
7.4801
08.18 TN SDL 2028
1
5.0000
102.6000
7.5032
08.65 GJ SDL 2028
1
4.4500
104.3000
7.4960
06.94 CG SDL 2029
1
3.0000
97.6475
7.5192
07.18 GJ SGS 2028
2
2.0000
99.4300
7.3396
07.48 OD SDL 2032
1
2.0000
99.6500
7.5351
07.98 GJ SDL 2026 25 MAY
1
1.0000
100.9000
7.4999
07.32 TN SGS 2033
1
1.0000
99.3700
7.4152
07.75 UP SGS 2034
1
0.3000
101.7200
7.5102
07.49 TN SGS 2034
1
0.2030
100.0675
7.4802
07.71 KL SGS 2043
1
0.0010
100.0000
7.7089
182 DTB 12092024
5
100.0000
97.3853
7.0000
182 DTB 18102024
4
80.0000
96.7438
6.9801
364 DTB 18042025
3
75.0000
93.5389
7.0425
364 DTB 11042025
1
40.0000
93.6717
7.0253
091 DTB 19072024
2
20.0000
98.4298
6.8500
182 DTB 11072024
2
20.0000
98.5755
6.8500
091 DTB 06062024
2
15.0000
99.2349
6.7000
182 DTB 16052024
1
10.0000
99.6189
6.6500
182 DTB 23052024
1
10.0000
99.4993
6.5600
182 DTB 22082024
1
10.0000
97.7905
6.9300
182 DTB 09052024
1
5.0000
99.7456
6.6500
182 DTB 19092024
1
5.0000
97.2810
6.9400
182 DTB 22082024
1
2.0000
97.8155
6.8500
182 DTB 18072024
1
0.5000
98.4815
6.7000
Total
1797
19598.0880
Reported Deals
Trades
TTA
LTP
LTY
07.06 GS 2028
1
250.0000
99.5542
7.1900
07.37 GS 2028
1
250.0000
100.6803
7.1900
07.38 GS 2027
2
220.0000
100.5900
7.1627
05.63 GS 2026
2
220.0000
97.2800
7.1370
08.24 GS 2033
3
200.0000
107.0550
7.2040
07.34 GS 2064
1
200.0000
100.7400
7.2828
07.10 GS 2034
1
200.0000
99.7700
7.1319
07.18 GS 2037
3
150.0000
99.6700
7.2172
07.72 GS 2025
1
120.0000
100.6900
7.0383
07.17 GS 2028
2
100.0000
99.9127
7.1925
06.10 GS 2031
1
100.0000
93.9500
7.1871
07.25 GS 2063
1
50.0000
99.5200
7.2863
07.30 GS 2053
1
50.0000
100.3800
7.2673
07.10 GS 2029
1
25.0000
99.6700
7.1794
07.18 GS 2033
1
5.0000
100.0050
7.1770
GOI FRB 2028
1
5.0000
100.0900
7.6318
07.18 GS 2037
2
2.8000
99.7300
7.2101
07.26 GS 2033
1
1.0000
100.4500
7.1875
07.18 GS 2033
1
0.1000
100.0600
7.1688
07.53 KL SGS 2050
1
50.0000
100.0476
7.5250
07.67 UP SDL 2027 12 APR
1
50.0000
100.6234
7.4300
08.25 GJ SDL 2028
1
25.0000
102.7200
7.4511
07.50 TN SGS 2031
2
11.0000
100.0800
7.4850
07.44 KA SGS 2034
1
10.7000
99.8500
7.4596
08.27 HR SDL 2025 09 DEC
1
10.0000
101.3237
7.3800
08.27 HR SDL 2025 23 DEC
1
10.0000
101.3514
7.3800
08.34 UP SDL 2026
1
10.0000
101.4500
7.4131
08.31 WB SDL 2026
1
5.0000
101.3600
7.4397
07.73 KA SGS 2034
1
5.0000
101.7850
7.4815
07.96 MH SDL 2025
1
5.0000
100.7000
7.4453
07.99 KA SDL 2025
1
5.0000
100.8547
7.3800
07.99 UP SDL 2025
1
5.0000
100.7500
7.4542
07.42 KA SGS 2035
1
5.0000
99.6500
7.4658
07.42 KA SGS 2035
2
3.0000
99.5456
7.4800
07.68 GJ SGS 2030
1
2.0000
101.0200
7.4567
07.43 MH SGS 2035
1
1.0000
99.5400
7.4907
07.18 GJ SGS 2028
1
0.5000
99.4200
7.3425
08.43 TN SDL 2028
1
0.5000
103.6500
7.3245
08.32 UP SDL 2029
1
0.3000
103.5000
7.4351
091 DTB 12072024
2
500.0000
98.5573
6.8500
182 DTB 18072024
1
500.0000
98.4369
6.9000
182 DTB 23052024
1
150.0000
99.4962
6.6000
364 DTB 18072024
1
50.0000
98.4369
6.9000
091 DTB 30052024
1
50.0000
99.3569
6.7500
091 DTB 19072024
1
25.0000
98.4298
6.8500
Total
56
3637.9000
Apr 24 2024 1:43PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.3100
83.3175
83.2525
83.2950
83.3150
-0.0200
R-SPOT
0.1000
0.2500
0.1000
0.1500
0.0000
0.1500
SPOT
83.2950
83.3225
83.2675
83.2950
83.3150
-0.0200
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Market Liquidity Indicators
Notifications
Discussion Papers
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FBIL Overnight MIBOR Methodology
FBIL T-Bills Curve Methodology
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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