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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
12716.71
6.48
6.48
12016.96
TREP
6.36
6.36
6.10
6.25
303732.00
6.25
6.29
309533.65
REPO
5.00
7.35
0.01
6.10
172199.89
6.31
6.38
168275.11
Money Market
488648.60
6.28
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 5:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
17/05/2024
333
12716.71
6.55
6.65
4.75
6.35
6.4786
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
9
93.50
6.40
6.40
6.25
6.25
6.3786
15D
T + 0
31/05/2024
1
28.50
6.80
6.80
6.80
6.80
6.8000
11D
T + 0
27/05/2024
1
25.00
5.95
5.95
5.95
5.95
5.9500
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
348
13005.71
May 16 2024 2:32PM
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
77
T+0
1D
18534.61
18301.63
6.1500
6.3462
CG LIQUID ABV 20 YR
52
T+0
1D
17125.71
16585.33
6.2500
6.3537
TBILLS 91 DTB
26
T+0
1D
14865.87
15102.89
6.3700
6.3650
SG SECS UPTO 5YR
114
T+0
1D
12998.41
12717.16
6.3500
6.3920
CG LIQUID 10 TO 20YR
65
T+0
1D
11509.60
10909.53
6.2500
6.3294
TBILLS 182 DTB
31
T+0
1D
10687.86
10966.08
6.1000
6.3484
FRB
26
T+0
1D
9912.86
9776.81
6.2300
6.3642
CG LIQUID 1 TO 3 YR
38
T+0
1D
6894.79
6909.84
6.1500
6.3436
CG LIQUID 3 TO 5 YR
37
T+0
1D
4785.82
4648.46
6.1300
6.3291
SG SECS ABV 5YR
21
T+0
1D
3887.89
3806.65
6.3500
6.3757
CG LIQUID UPTO 1 YR
9
T+0
1D
2746.96
2703.46
6.2000
6.2859
CG STRIPS
30
T+0
1D
1931.86
2544.90
6.3600
6.3866
OIL BONDS
7
T+0
1D
1718.97
1694.32
6.3500
6.3786
TBILLS 364 DTB
10
T+0
1D
1536.97
1603.15
6.1000
6.3374
CG RESIDUAL
3
T+0
1D
245.98
243.68
6.2500
6.3012
CG LIQUID 5 TO 10 YR
1
T+0
26D
50.00
53.21
6.7000
6.7000
CG LIQUID 3 TO 5 YR
1
T+0
34D
29.99
28.63
6.8500
6.8500
Total
551
120964.14
120078.12
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
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
07.70 MH SGS 2034 08 NOV
1
T+0
1D
90.00
92.27
6.4000
6.4000
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
08.26 GS 2027
2
T+0
1D
30.00
31.71
6.0000
6.0417
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
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
08.28 GS 2027
1
T+0
1D
5.00
5.24
6.0000
6.0000
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
06.99 GS 2051
1
T+0
1D
2.00
2.01
6.0000
6.0000
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
4
T+0
1D
1280.00
1295.07
6.4500
6.4012
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
07.72 GS 2025
1
T+0
1D
500.00
521.69
6.4100
6.4100
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
05.22 GS 2025
3
T+0
1D
328.00
328.98
6.2500
6.2805
05.77 GS 2030
3
T+0
1D
306.00
291.38
6.3000
6.3005
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
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
07.75 UP SGS 2034
1
T+0
1D
100.00
106.33
6.4500
6.4500
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
Total
505
50057.00
51038.02
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
1178.0000
1192.1478
06.69 GS 2024
1
T+0
1D
470.0000
481.9055
364 DTB 14112024
1
T+0
1D
390.0000
376.7006
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
08.34 UP SDL 2026
1
T+0
1D
240.0000
250.4148
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.9463
364 DTB 16012025
1
T+0
1D
195.0000
186.1041
08.69 TN SDL 2026
1
T+0
1D
21.0000
21.8666
Total
11
3629.0000
3664.8227
May 16 2024 9:01PM
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
6.10
6.25
6.25
866
303732.00
TREP/220524
T+0
6D
6.32
6.32
6.28
6.28
6.29
2
65.00
TREP/310524
T+0
15D
6.52
6.52
6.52
6.52
6.52
1
10.00
Total
869
303807.00
May 16 2024 8:04PM
Security Description
Trades
TTA
LTP
LTY
GS22OCT2024C
1
3.5000
97.0386
7.0500
GS15MAR2035C
1
0.0010
46.9803
7.1000
07.18 GS 2033
2313
24270.0000
100.6825
7.0758
07.10 GS 2034
1223
12315.0000
100.4700
7.0318
07.32 GS 2030
263
3475.0000
101.2200
7.0820
07.23 GS 2039
279
2800.0000
101.1850
7.0989
07.18 GS 2037
226
2395.0000
100.5500
7.1133
07.10 GS 2029
110
1720.0000
100.0975
7.0742
07.37 GS 2028
77
985.0000
101.1250
7.0680
07.30 GS 2053
80
935.0000
101.7100
7.1586
07.17 GS 2030
79
820.0000
100.3875
7.0869
06.54 GS 2032
24
785.0000
96.7100
7.1017
07.25 GS 2063
54
710.0000
100.9300
7.1781
07.33 GS 2026
14
630.0000
100.6100
7.0524
07.06 GS 2028
59
615.0000
99.9575
7.0697
07.38 GS 2027
45
495.0000
100.8175
7.0774
07.34 GS 2064
44
480.0000
102.1300
7.1768
07.10 GS 2034(WR)
16
420.0000
100.4500
7.0345
06.99 GS 2026
12
405.0000
99.9100
7.0363
07.41 GS 2036
5
195.0000
102.4800
7.1075
GOI FRB 2033
6
150.0000
101.8000
7.9939
05.63 GS 2026
8
115.0000
97.5200
7.0411
07.26 GS 2033
15
100.0000
100.9500
7.1095
07.18 GS 2033
117
98.7800
100.7100
7.0717
06.95 GS 2061
4
85.0000
97.2200
7.1637
05.74 GS 2026
4
80.0000
97.0600
7.0456
07.54 GS 2036
2
75.0000
103.3500
7.1202
07.26 GS 2032
8
55.0000
100.9700
7.1003
05.77 GS 2030
2
40.0000
93.4900
7.0811
06.62 GS 2051
5
35.0000
93.4475
7.1683
07.46 GS 2073
2
35.0000
103.7500
7.1819
07.26 GS 2029
1
35.0000
100.7200
7.0724
08.32 GS 2032
1
31.9170
107.4050
7.1107
06.67 GS 2035
3
30.0000
96.4800
7.1205
06.80 GS 2060
2
30.0000
95.1800
7.1736
06.67 GS 2050
5
25.0000
94.1500
7.1647
08.15 GS 2026
1
25.0000
102.4275
7.0799
06.79 GS 2029
4
20.0000
98.7000
7.0726
06.99 GS 2051
1
17.0000
97.9875
7.1576
07.16 GS 2050
3
15.0000
99.9700
7.1614
07.40 GS 2035
3
15.0000
102.2200
7.1091
06.54 GS 2032
1
13.4000
96.7700
7.0912
06.13 GS 2028
2
10.0000
96.7500
7.0660
07.06 GS 2046
2
10.0000
98.8800
7.1602
06.57 GS 2033
2
10.0000
96.3650
7.0999
07.10 GS 2034
14
7.8580
100.4800
7.0304
07.40 GS 2035
2
6.7500
102.1500
7.1181
07.30 GS 2053
3
5.0100
101.4300
7.1814
06.01 GS 2028
1
5.0000
96.4000
7.0903
08.26 GS 2027
1
5.0000
103.2500
7.1032
06.68 GS 2031
1
5.0000
97.6300
7.0978
07.27 GS 2026
1
5.0000
100.3700
7.0515
06.67 GS 2035
2
3.0000
96.5000
7.1179
06.79 GS 2029
1
2.9500
98.4300
7.1323
06.57 GS 2033
2
2.0000
96.8600
7.0261
07.32 GS 2030
1
2.0000
101.2300
7.0800
07.06 GS 2028
1
2.0000
99.9500
7.0719
07.41 GS 2036
1
1.9000
102.4800
7.1075
07.18 GS 2037
4
1.6200
100.5200
7.1168
08.30 GS 2042
1
1.0000
111.4000
7.1792
06.01 GS 2028
1
1.0000
96.4000
7.0903
08.26 GS 2027
1
1.0000
103.1500
7.1379
08.30 GS 2040
1
0.7700
110.6800
7.1705
06.62 GS 2051
1
0.5000
93.4000
7.1725
07.16 GS 2050
1
0.5000
99.3300
7.2160
07.25 GS 2063
4
0.0690
100.9000
7.1804
07.37 GS 2028
2
0.0200
101.1500
7.0614
07.26 GS 2033
2
0.0020
101.6400
7.0031
07.52 UP SGS 2039
3
125.0000
101.0600
7.3997
07.73 UP SGS 2034
2
100.0000
102.3800
7.3998
07.74 RJ SGS 2033 29 NOV
1
100.0000
102.3250
7.3952
07.47 RJ SGS 2033
1
100.0000
100.4675
7.3950
07.81 RJ SDL 2032
2
95.0000
102.5925
7.3800
07.81 HR SDL 2032 13 JUL
2
95.0000
102.5825
7.3804
07.74 TS SGS 2035
2
80.0000
102.6025
7.4000
07.74 AS SGS 2033 13 DEC
1
60.0000
102.2250
7.4101
07.50 AS SGS 2034
1
60.0000
100.6125
7.4100
07.72 HR SGS 2035
1
50.0000
102.4425
7.4000
07.49 HR SGS 2035
5
35.0000
100.6000
7.4068
07.73 AP SGS 2032 23 MAR
5
30.0000
101.8000
7.4208
07.43 MH SGS 2039
2
25.0000
100.2600
7.3995
07.42 TN SGS 2034 03 APR
2
25.0000
100.1500
7.3965
08.43 UP SDL 2029
1
25.0000
104.1125
7.3926
07.33 MH SGS 2031
3
20.0000
99.7000
7.3846
07.44 TS SGS 2036
2
20.0000
100.3000
7.4000
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
07.83 MH SDL 2030
2
10.0000
102.0600
7.3899
07.20 KA SDL 2031
2
10.0000
99.0425
7.3803
08.96 KL SDL 2035
2
10.0000
111.2850
7.4288
07.48 KA SGS 2033
1
10.0000
100.4900
7.4003
07.42 MH SGS 2034
1
10.0000
100.0900
7.4049
07.46 MH SGS 2035
1
5.0000
100.3500
7.4099
06.97 PN SDL 2039
1
5.0000
95.7900
7.4360
07.45 MH SGS 2039 22 MAR
1
5.0000
100.4300
7.4002
07.44 TN SGS 2034 20 MAR
1
5.0000
100.3000
7.3944
07.24 TN SDL 2027
1
5.0000
99.6500
7.3636
07.42 KA SGS 2035
1
5.0000
100.3300
7.3730
07.29 KA SDL 2039
1
5.0000
98.7150
7.4328
07.59 KA SDL 2027 15 FEB
1
5.0000
100.6100
7.3336
07.66 HR SGS 2029
1
5.0000
101.1000
7.3824
07.40 GJ SGS 2027
1
5.0000
100.1800
7.3336
07.21 GJ SDL 2027
1
5.0000
99.5850
7.3511
07.47 TS SGS 2036
1
5.0000
100.4700
7.4097
07.48 UP SGS 2040
1
5.0000
100.5500
7.4188
07.49 HR SGS 2036
1
4.1340
100.5500
7.4168
06.97 MH SDL 2028
2
4.0000
98.9850
7.2791
07.45 MH SGS 2039 22 MAR
1
2.5090
100.3000
7.4147
07.45 HR SGS 2035
1
2.5000
100.2100
7.4195
07.48 UP SGS 2042
1
2.2420
100.3000
7.4479
07.51 MH SDL 2027
2
2.0000
100.2500
7.4151
08.32 CG SDL 2026
1
2.0000
101.1050
7.5863
07.49 TN SGS 2034
1
1.5000
100.5825
7.4051
06.95 HR SDL 2033
1
1.5000
97.0000
7.4104
07.29 KA SDL 2039
1
1.5000
99.8000
7.3106
07.49 PN SGS 2032
1
1.0000
100.2500
7.4453
06.94 TN SDL 2050
1
1.0000
94.4700
7.4230
07.39 TN SGS 2033
1
1.0000
99.4800
7.4668
06.64 SK SDL 2031
1
1.0000
95.7500
7.4592
08.39 AP SDL 2028
1
1.0000
103.2800
7.4298
07.62 UP SGS 2033
1
1.0000
101.2400
7.4354
07.25 GJ SDL 2032
3
0.8100
99.5000
7.3326
08.28 KA SDL 2029
1
0.6000
103.3300
7.4154
07.18 GJ SGS 2028
1
0.4670
99.4000
7.3519
08.21 HR UDAY 2025
1
0.0500
100.9100
7.0957
07.36 KA SGS 2034
1
0.0500
99.8600
7.3781
182 DTB 14112024
29
1150.0000
96.6290
7.0350
091 DTB 30052024
17
1125.0000
99.7602
6.7500
091 DTB 06062024
8
525.0000
99.6288
6.8000
091 DTB 13062024
9
390.0000
99.4995
6.8000
182 DTB 06062024
4
335.0000
99.6288
6.8000
182 DTB 11072024
15
330.0000
98.9636
6.9500
091 DTB 19072024
3
275.0000
98.8062
7.0000
091 DTB 27062024
7
235.0000
99.2364
6.8500
182 DTB 30052024
9
210.0000
99.7619
6.7000
182 DTB 29082024
7
205.0000
98.0417
7.0100
364 DTB 30012025
3
150.0000
95.2725
7.0200
091 DTB 08082024
6
145.0000
98.4398
6.9700
182 DTB 25072024
2
125.0000
98.6958
6.9900
182 DTB 05092024
2
105.0000
97.9127
7.0100
182 DTB 12092024
1
100.0000
97.7786
7.0275
364 DTB 03042025
1
100.0000
94.1813
7.0250
364 DTB 15052025
1
100.0000
93.4480
7.0500
182 DTB 26092024
7
55.0000
97.5310
7.0000
182 DTB 07112024
2
55.0000
96.7663
7.0101
182 DTB 11072024
2
50.0000
98.9636
6.9500
091 DTB 20062024
4
45.0000
99.3706
6.8000
182 DTB 04072024
5
30.0000
99.1008
6.9000
182 DTB 18072024
3
25.0000
98.8332
6.9500
364 DTB 20062024
1
15.0000
99.3660
6.8500
364 DTB 09012025
1
5.0000
95.6286
7.0400
182 DTB 22082024
1
5.0000
98.1711
7.0100
091 DTB 15082024
1
5.0000
98.3271
6.9000
182 DTB 22082024
1
2.0000
98.2250
6.8000
182 DTB 05092024
2
1.0000
97.9594
6.8500
182 DTB 19092024
1
0.5000
97.7079
6.8500
182 DTB 11102024
1
0.2500
97.3153
6.8500
182 DTB 26092024
1
0.1500
97.5826
6.8500
364 DTB 12122024
1
0.0020
96.1198
7.0500
Total
5420
62800.3110
Reported Deals
Trades
TTA
LTP
LTY
GS19SEP2028C
1
50.0000
73.2031
7.3200
GS19DEC2033C
1
40.8800
50.2358
7.3100
GS12DEC2024C
2
25.3750
96.0537
7.1970
GS12DEC2025C
2
25.3750
89.4967
7.1970
GS12DEC2026C
2
25.3750
83.3874
7.1970
GS12DEC2027C
2
25.3750
77.6950
7.1970
GS12DEC2028C
2
25.3750
72.3913
7.1970
GS12DEC2029C
2
25.3750
67.4496
7.1970
GS12DEC2030C
2
25.3750
62.8453
7.1970
GS12DEC2031C
2
25.3750
58.5552
7.1970
GS12DEC2032C
2
25.3750
54.5580
7.1970
GS12DEC2033C
2
25.3750
50.8337
7.1970
GS12DEC2034C
2
25.3750
47.3636
7.1970
GS12DEC2035C
2
25.3750
44.1304
7.1970
GS12DEC2036C
2
25.3750
41.1179
7.1970
GS12DEC2037C
2
25.3750
38.3110
7.1970
GS12DEC2038C
2
25.3750
35.6958
7.1970
GS12DEC2039C
2
25.3750
33.2591
7.1970
GS12DEC2040C
2
25.3750
30.9887
7.1970
GS12DEC2041C
2
25.3750
28.8733
7.1970
GS12DEC2042C
2
25.3750
26.9023
7.1970
GS12DEC2043C
2
25.3750
25.0658
7.1970
GS12DEC2044C
2
25.3750
23.3548
7.1970
GS12DEC2045C
2
25.3750
21.7605
7.1970
GS12DEC2046C
2
25.3750
20.2750
7.1970
GS12DEC2047C
2
25.3750
18.8910
7.1970
GS12DEC2048C
2
25.3750
17.6014
7.1970
GS12DEC2049C
2
25.3750
16.3999
7.1970
GS12DEC2050C
2
25.3750
15.2804
7.1970
GS12DEC2051C
2
25.3750
14.2373
7.1970
GS12DEC2052C
2
25.3750
13.2654
7.1970
GS12DEC2053C
2
25.3750
12.3598
7.1970
GS12DEC2054C
2
25.3750
11.5161
7.1970
GS12DEC2055C
2
25.3750
10.7300
7.1970
GS12DEC2056C
2
25.3750
9.9975
7.1970
GS12DEC2057C
2
25.3750
9.3151
7.1970
GS12DEC2058C
2
25.3750
8.6792
7.1970
GS12DEC2059C
2
25.3750
8.0867
7.1970
GS12DEC2060C
2
25.3750
7.5347
7.1970
GS12DEC2061C
2
25.3750
7.0203
7.1970
GS12DEC2062C
2
25.3750
6.5411
7.1970
GS12JUN2024C
2
25.3750
99.4900
7.1970
GS12JUN2025C
2
25.3750
92.7173
7.1970
GS12JUN2026C
2
25.3750
86.3881
7.1970
GS12JUN2027C
2
25.3750
80.4909
7.1970
GS12JUN2028C
2
25.3750
74.9963
7.1970
GS12JUN2029C
2
25.3750
69.8768
7.1970
GS12JUN2030C
2
25.3750
65.1067
7.1970
GS12JUN2031C
2
25.3750
60.6623
7.1970
GS12JUN2032C
2
25.3750
56.5213
7.1970
GS12JUN2033C
2
25.3750
52.6629
7.1970
GS12JUN2034C
2
25.3750
49.0680
7.1970
GS12JUN2035C
2
25.3750
45.7184
7.1970
GS12JUN2036C
2
25.3750
42.5975
7.1970
GS12JUN2037C
2
25.3750
39.6897
7.1970
GS12JUN2038C
2
25.3750
36.9803
7.1970
GS12JUN2039C
2
25.3750
34.4559
7.1970
GS12JUN2040C
2
25.3750
32.1038
7.1970
GS12JUN2041C
2
25.3750
29.9123
7.1970
GS12JUN2042C
2
25.3750
27.8704
7.1970
GS12JUN2043C
2
25.3750
25.9678
7.1970
GS12JUN2044C
2
25.3750
24.1952
7.1970
GS12JUN2045C
2
25.3750
22.5435
7.1970
GS12JUN2046C
2
25.3750
21.0046
7.1970
GS12JUN2047C
2
25.3750
19.5708
7.1970
GS12JUN2048C
2
25.3750
18.2348
7.1970
GS12JUN2049C
2
25.3750
16.9900
7.1970
GS12JUN2050C
2
25.3750
15.8302
7.1970
GS12JUN2051C
2
25.3750
14.7496
7.1970
GS12JUN2052C
2
25.3750
13.7427
7.1970
GS12JUN2053C
2
25.3750
12.8046
7.1970
GS12JUN2054C
2
25.3750
11.9305
7.1970
GS12JUN2055C
2
25.3750
11.1161
7.1970
GS12JUN2056C
2
25.3750
10.3573
7.1970
GS12JUN2057C
2
25.3750
9.6503
7.1970
GS12JUN2058C
2
25.3750
8.9915
7.1970
GS12JUN2059C
2
25.3750
8.3777
7.1970
GS12JUN2060C
2
25.3750
7.8058
7.1970
GS12JUN2061C
2
25.3750
7.2730
7.1970
GS12JUN2062C
2
25.3750
6.7765
7.1970
GS12JUN2063C
2
25.3750
6.3139
7.1970
GS16DEC2024C
1
14.5950
95.9782
7.1972
GS16DEC2025C
1
14.5950
89.4262
7.1972
GS16DEC2026C
1
14.5950
83.3215
7.1972
GS16DEC2027C
1
14.5950
77.6335
7.1972
GS16DEC2028C
1
14.5950
72.3338
7.1972
GS16DEC2029C
1
14.5950
67.3959
7.1972
GS16DEC2030C
1
14.5950
62.7951
7.1972
GS16DEC2031C
1
14.5950
58.5084
7.1972
GS16DEC2032C
1
14.5950
54.5143
7.1972
GS16DEC2033C
1
14.5950
50.7928
7.1972
GS16DEC2034C
1
14.5950
47.3254
7.1972
GS16DEC2035C
1
14.5950
44.0948
7.1972
GS16DEC2036C
1
14.5950
41.0846
7.1972
GS16DEC2037C
1
14.5950
38.2800
7.1972
GS16DEC2038C
1
14.5950
35.6668
7.1972
GS16DEC2039C
1
14.5950
33.2320
7.1972
GS16DEC2040C
1
14.5950
30.9634
7.1972
GS16DEC2041C
1
14.5950
28.8496
7.1972
GS16DEC2042C
1
14.5950
26.8802
7.1972
GS16DEC2043C
1
14.5950
25.0452
7.1972
GS16DEC2044C
1
14.5950
23.3355
7.1972
GS16DEC2045C
1
14.5950
21.7425
7.1972
GS16DEC2046C
1
14.5950
20.2582
7.1972
GS16DEC2047C
1
14.5950
18.8753
7.1972
GS16DEC2048C
1
14.5950
17.5868
7.1972
GS16DEC2049C
1
14.5950
16.3862
7.1972
GS16DEC2050C
1
14.5950
15.2676
7.1972
GS16DEC2051C
1
14.5950
14.2253
7.1972
GS16DEC2052C
1
14.5950
13.2542
7.1972
GS16DEC2053C
1
14.5950
12.3494
7.1972
GS16DEC2054C
1
14.5950
11.5064
7.1972
GS16DEC2055C
1
14.5950
10.7209
7.1972
GS16DEC2056C
1
14.5950
9.9890
7.1972
GS16DEC2057C
1
14.5950
9.3071
7.1972
GS16DEC2058C
1
14.5950
8.6718
7.1972
GS16DEC2059C
1
14.5950
8.0798
7.1972
GS16DEC2060C
1
14.5950
7.5282
7.1972
GS16DEC2061C
1
14.5950
7.0143
7.1972
GS16JUN2024C
1
14.5950
99.4119
7.1972
GS16JUN2025C
1
14.5950
92.6443
7.1972
GS16JUN2026C
1
14.5950
86.3199
7.1972
GS16JUN2027C
1
14.5950
80.4272
7.1972
GS16JUN2028C
1
14.5950
74.9368
7.1972
GS16JUN2029C
1
14.5950
69.8212
7.1972
GS16JUN2030C
1
14.5950
65.0549
7.1972
GS16JUN2031C
1
14.5950
60.6139
7.1972
GS16JUN2032C
1
14.5950
56.4760
7.1972
GS16JUN2033C
1
14.5950
52.6207
7.1972
GS16JUN2034C
1
14.5950
49.0285
7.1972
GS16JUN2035C
1
14.5950
45.6815
7.1972
GS16JUN2036C
1
14.5950
42.5631
7.1972
GS16JUN2037C
1
14.5950
39.6575
7.1972
GS16JUN2038C
1
14.5950
36.9503
7.1972
GS16JUN2039C
1
14.5950
34.4278
7.1972
GS16JUN2040C
1
14.5950
32.0776
7.1972
GS16JUN2041C
1
14.5950
29.8878
7.1972
GS16JUN2042C
1
14.5950
27.8475
7.1972
GS16JUN2043C
1
14.5950
25.9465
7.1972
GS16JUN2044C
1
14.5950
24.1752
7.1972
GS16JUN2045C
1
14.5950
22.5249
7.1972
GS16JUN2046C
1
14.5950
20.9872
7.1972
GS16JUN2047C
1
14.5950
19.5545
7.1972
GS16JUN2048C
1
14.5950
18.2196
7.1972
GS16JUN2049C
1
14.5950
16.9759
7.1972
GS16JUN2050C
1
14.5950
15.8170
7.1972
GS16JUN2051C
1
14.5950
14.7372
7.1972
GS16JUN2052C
1
14.5950
13.7312
7.1972
GS16JUN2053C
1
14.5950
12.7938
7.1972
GS16JUN2054C
1
14.5950
11.9205
7.1972
GS16JUN2055C
1
14.5950
11.1067
7.1972
GS16JUN2056C
1
14.5950
10.3485
7.1972
GS16JUN2057C
1
14.5950
9.6421
7.1972
GS16JUN2058C
1
14.5950
8.9838
7.1972
GS16JUN2059C
1
14.5950
8.3706
7.1972
GS16JUN2060C
1
14.5950
7.7991
7.1972
GS16JUN2061C
1
14.5950
7.2667
7.1972
GS15DEC2035C
1
0.4300
43.9421
7.2300
07.25GS12JUN2063P
3
700.0000
6.3139
7.1970
06.95GS16DEC2061P
2
420.0000
7.0143
7.1972
07.33 GS 2026
5
1240.0000
100.5700
7.0704
07.18 GS 2033
13
940.0000
100.6850
7.0754
07.23 GS 2039
9
765.0000
101.1825
7.0992
07.32 GS 2030
11
735.0000
101.2175
7.0825
07.38 GS 2027
9
700.0000
100.8300
7.0729
06.54 GS 2032
4
625.0000
96.7050
7.1026
07.10 GS 2034
8
610.0000
100.5350
7.0226
07.30 GS 2053
3
325.0000
101.6700
7.1619
06.95 GS 2061
2
310.0000
97.2525
7.1612
07.17 GS 2028
1
300.0000
100.2560
7.0850
07.37 GS 2028
5
255.0000
101.1200
7.0693
05.22 GS 2025
3
200.0000
98.1061
7.0700
05.15 GS 2025
1
195.2000
97.3950
7.0354
07.72 GS 2025
1
195.2000
100.6750
7.0212
08.20 GS 2025
2
185.0000
101.4062
7.0800
07.25 GS 2063
2
160.0000
100.9500
7.1766
06.68 GS 2031
1
100.0000
97.6180
7.1000
06.79 GS 2027
1
75.0000
99.3000
7.0532
07.30 GS 2053
2
72.1100
101.4300
7.1814
06.10 GS 2031
1
53.7800
94.4000
7.1103
06.64 GS 2035
1
50.9000
96.4800
7.1032
07.72 GS 2025
1
50.0000
100.6300
7.0674
07.59 GS 2029
1
46.6200
101.9652
7.0997
07.18 GS 2037
5
30.0000
100.6300
7.1039
07.06 GS 2028
2
30.0000
99.9600
7.0689
05.22 GS 2025
1
27.7100
98.1660
7.0106
07.10 GS 2029
1
25.0000
100.1150
7.0699
07.26 GS 2033
1
20.0000
101.0300
7.0971
07.18 GS 2033
3
19.8010
100.7300
7.0688
07.32 GS 2030
2
15.3700
101.0100
7.1226
06.99 GS 2026
1
15.0000
100.0094
6.9800
07.40 GS 2035
2
10.0000
102.2100
7.1104
07.26 GS 2032
1
10.0000
101.0000
7.0954
06.10 GS 2031
1
5.0000
94.4800
7.0953
06.67 GS 2050
1
5.0000
94.2500
7.1558
07.40 GS 2035
1
4.7500
102.1000
7.1245
07.26 GS 2029
1
3.3300
100.7294
7.0700
06.79 GS 2029
1
2.9500
98.4000
7.1390
06.67 GS 2035
1
1.5000
96.5200
7.1152
06.69 GS 2024
1
1.0000
99.9371
6.9997
08.30 GS 2042
1
1.0000
110.9000
7.2247
06.57 GS 2033
1
0.5000
96.5200
7.0767
06.62 GS 2051
1
0.5000
93.4500
7.1681
07.16 GS 2050
1
0.5000
99.3000
7.2186
07.10 GS 2034
2
0.2000
100.4825
7.0300
07.37 GS 2028
1
0.0100
101.1400
7.0641
07.26 GS 2033
1
0.0010
101.0500
7.0940
07.81 GJ SGS 2032
1
115.0000
102.5835
7.3900
07.70 MH SDL 2032
1
115.0000
101.8482
7.3900
07.68 GJ SGS 2030
1
85.0180
101.4134
7.3700
07.76 MH SGS 2030
1
85.0000
101.9444
7.3700
07.47 TS SGS 2036
2
80.0000
100.5465
7.4000
08.97 KA SDL 2024
1
65.0000
100.3040
7.0801
08.08 TN SDL 2028
1
50.0000
102.5828
7.4050
07.49 HR SGS 2035
1
50.0000
100.6502
7.4000
07.74 KA SGS 2034
1
35.0000
102.2296
7.4100
07.70 MH SGS 2034 08 NOV
1
25.0000
102.1570
7.4000
07.76 MP SGS 2037 01 NOV
1
25.0000
103.2446
7.3750
07.40 MH SGS 2036
1
25.0000
100.2178
7.3700
08.96 KL SDL 2035
2
20.0000
111.1000
7.4522
07.74 TS SGS 2035
1
20.0000
102.6028
7.4000
08.06 RJ SDL 2025
1
14.8030
100.5648
7.2300
07.73 KA SGS 2034
5
12.6000
102.2341
7.4200
07.41 HP SGS 2036
7
10.7140
99.8200
7.4312
07.49 PN SGS 2032
6
10.0000
100.1900
7.4555
07.53 PN SGS 2037
2
10.0000
100.6424
7.4512
08.94 TN SDL 2024
1
10.0000
100.2912
7.1202
07.48 PN SGS 2037
1
10.0000
100.2500
7.4479
07.42 MH SGS 2034
1
10.0000
100.0100
7.4165
07.47 CG SGS 2033 20 MAR
3
5.0000
99.9200
7.4802
07.50 UK SGS 2029
3
5.0000
100.1950
7.4497
07.63 WB SGS 2038
3
5.0000
100.6000
7.5602
07.66 TN SGS 2033
3
5.0000
101.0500
7.5029
07.69 BR SGS 2039
3
5.0000
101.2700
7.5436
07.55 PN SGS 2032
1
5.0000
100.6328
7.4417
08.05 MH SDL 2025
1
5.0000
100.5309
7.2299
08.07 GJ SDL 2025 11 MAR
1
5.0000
100.6460
7.2200
07.50 UK SGS 2029
1
5.0000
100.5500
7.3625
07.48 KA SGS 2033
1
5.0000
100.4300
7.4097
07.47 CG SGS 2033 20 MAR
1
5.0000
100.1800
7.4396
07.29 KA SDL 2039
1
5.0000
98.7000
7.4345
06.45 BR SDL 2027
1
5.0000
97.3800
7.4265
06.48 KA SDL 2031
1
3.0000
94.8600
7.3888
07.98 TS UDAY 2030
1
2.5000
102.4200
7.4551
07.67 PN SGS 2035
3
2.0000
101.8300
7.4273
06.97 MH SDL 2028
2
2.0000
99.0000
7.2745
08.32 CG SDL 2026
1
2.0000
101.0800
7.6025
07.45 MH SGS 2038 22 MAR
2
1.8470
100.2500
7.4191
07.29 KA SDL 2039
2
1.5000
99.8500
7.3050
07.49 TN SGS 2034
1
1.5000
100.6179
7.4000
07.54 PN SGS 2032
1
1.5000
100.5279
7.4500
07.49 BR SGS 2039
1
1.4520
100.1300
7.4734
07.49 HR SGS 2035
1
1.3000
100.7243
7.3900
07.47 AP SGS 2037 08 MAY
1
1.0230
100.2437
7.4400
07.40 MH SGS 2035
1
1.0000
100.2600
7.3625
07.39 TN SGS 2033
1
1.0000
99.4500
7.4713
07.18 TN SDL 2027
1
1.0000
99.0000
7.5327
06.94 TN SDL 2050
1
1.0000
94.4200
7.4276
08.68 TN SDL 2028
1
1.0000
104.4300
7.4758
07.65 TN SDL 2027
1
0.7000
100.3000
7.5500
07.45 MH SGS 2038 20 MAR
1
0.6890
100.2500
7.4191
08.30 GJ SDL 2029 13 MAR
1
0.5000
103.3000
7.4681
07.70 MH SGS 2034 15 NOV
1
0.3000
101.7000
7.4634
07.25 GJ SDL 2032
1
0.2700
99.5500
7.3241
08.42 AP SDL 2028
1
0.2000
103.5134
7.4200
08.14 GJ SDL 2029 20 MAR
1
0.1000
102.6700
7.4687
182 DTB 14112024
4
400.0000
96.6221
7.0500
091 DTB 19072024
1
250.0000
98.8062
7.0000
091 DTB 02082024
2
245.0000
98.5479
6.9850
182 DTB 12092024
2
220.0000
97.7793
7.0250
182 DTB 05092024
3
200.0000
97.9098
7.0200
182 DTB 15082024
2
200.0000
98.3128
6.9600
364 DTB 30012025
1
150.0000
95.2750
7.0161
182 DTB 30052024
1
150.0000
99.7619
6.7000
091 DTB 08082024
3
145.0000
98.4420
6.9600
364 DTB 27032025
1
125.0000
94.3201
7.0000
091 DTB 30052024
3
110.0000
99.7619
6.7000
182 DTB 22082024
1
100.0000
98.1711
7.0100
364 DTB 03102024
1
100.0000
97.3746
7.0800
091 DTB 13062024
1
100.0000
99.4958
6.8500
091 DTB 06062024
1
100.0000
99.6261
6.8500
091 DTB 20062024
1
100.0000
99.3660
6.8500
182 DTB 07112024
3
80.0000
96.7685
7.0050
182 DTB 29082024
3
75.0000
98.0404
7.0150
182 DTB 06062024
1
75.0000
99.6261
6.8500
182 DTB 13062024
1
65.0000
99.4958
6.8500
182 DTB 25072024
1
20.0000
98.6958
6.9900
182 DTB 08082024
2
15.0000
98.4398
6.9700
182 DTB 11072024
2
15.0000
98.9800
6.8388
182 DTB 18072024
1
15.0000
98.8581
6.8000
364 DTB 31102024
1
10.0000
96.8816
7.0350
364 DTB 03042025
1
5.0000
94.2321
6.9600
182 DTB 18072024
1
3.5000
98.8382
6.9200
182 DTB 11102024
1
3.0000
97.2962
6.9000
091 DTB 25072024
1
2.0000
98.7272
6.8200
364 DTB 08082024
1
1.6000
98.4332
7.0000
Total
503
16800.7030
May 16 2024 9:00PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4500
83.5100
83.4500
83.5100
83.4650
0.0450
R-SPOT
0.1000
0.2000
0.1000
0.1000
-0.1000
0.2000
SPOT
83.4575
83.5075
83.4450
83.5050
83.4650
0.0400
FX-Retail
:The new pricing structure of
FX-Retail Platform
is effective from 1st April 2023.
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FX-Retail Virtual Demo
FX-Retail Brochure
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FX-Retail Mock
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