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As on Feb 24, 2020 11:43:39 AM IST

Reserve Bank of India	NDS - OM	Negotiated Dealing System
		Order Matching Segment

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T-Bills Market Watch

Security Description Maturity Date Bid Amt. (Cr.) Bid Price Bid Yield Offer Yield Offer Price Offer Amt. (Cr.) LTP LTY LTA TTA (Cr.) 048 DCMB 23032020 23/03/2020 0.00 0.0000 0.0000 5.0425 99.6284 50.00 99.6284 5.0425 50.00 50.00 182 DTB 20082020 20/08/2020 5.00 97.5658 5.1450 5.1100 97.5819 20.00 97.5819 5.1100 5.00 5.00 364 DTB 03092020 03/09/2020 0.00 0.0000 0.0000 5.1150 97.3932 10.00 0.0000 0.0000 0.00 0.00 364 DTB 24092020 24/09/2020 5.00 97.0984 5.1450 5.0800 97.1340 25.00 0.0000 0.0000 0.00 0.00 364 DTB 08102020 08/10/2020 0.00 0.0000 0.0000 5.0900 96.9447 25.00 0.0000 0.0000 0.00 0.00 364 DTB 22102020 22/10/2020 0.00 0.0000 0.0000 5.1000 96.7554 25.00 0.0000 0.0000 0.00 0.00 364 DTB 10122020 10/12/2020 0.00 0.0000 0.0000 5.1250 96.1004 25.00 0.0000 0.0000 0.00 0.00 364 DTB 17122020 17/12/2020 0.00 0.0000 0.0000 5.1300 96.0059 25.00 0.0000 0.0000 0.00 0.00 364 DTB 24122020 24/12/2020 0.00 0.0000 0.0000 5.1400 95.9077 15.00 0.0000 0.0000 0.00 0.00 364 DTB 21012021 21/01/2021 0.00 0.0000 0.0000 5.1600 95.5298 25.00 0.0000 0.0000 0.00 0.00 364 DTB 28012021 28/01/2021 0.00 0.0000 0.0000 5.1625 95.4375 10.00 0.0000 0.0000 0.00 0.00 076 DCMB 17032020 17/03/2020 0.00 0.0000 0.0000 5.0400 99.7109 200.00 0.0000 0.0000 0.00 0.00 070 DCMB 17032020 17/03/2020 0.00 0.0000 0.0000 5.0400 99.7109 200.00 0.0000 0.0000 0.00 0.00 063 DCMB 17032020 17/03/2020 200.00 99.7086 5.0800 5.0400 99.7109 200.00 0.0000 0.0000 0.00 0.00 045 DCMB 23032020 23/03/2020 0.00 0.0000 0.0000 5.0300 99.6293 100.00 0.0000 0.0000 0.00 0.00 091 DTB 27022020 27/02/2020 0.00 0.0000 0.0000 4.9000 99.9732 500.00 0.0000 0.0000 0.00 0.00 091 DTB 05032020 05/03/2020 5.00 99.8754 5.0600 5.0300 99.8761 50.00 0.0000 0.0000 0.00 0.00 091 DTB 30042020 30/04/2020 50.00 99.1087 5.0500 0.0000 0.0000 0.00 0.0000 0.0000 0.00 0.00 182 DTB 30042020 30/04/2020 50.00 99.1091 5.0475 0.0000 0.0000 0.00 0.0000 0.0000 0.00 0.00 182 DTB 16072020 16/07/2020 0.00 0.0000 0.0000 5.0700 98.0657 15.00 0.0000 0.0000 0.00 0.00 182 DTB 23072020 23/07/2020 0.00 0.0000 0.0000 5.0500 97.9801 5.00 0.0000 0.0000 0.00 0.00 182 DTB 13082020 13/08/2020 0.00 0.0000 0.0000 5.0750 97.6909 25.00 0.0000 0.0000 0.00 0.00

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Source: NDS-OM hosted at CCIL