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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
6.80
6.85
5.10
6.60
11485.93
6.78
6.10
501.90
TREP
6.69
6.80
6.50
6.75
351544.90
6.72
6.71
10306.95
REPO
6.25
7.00
4.50
6.84
161818.52
6.72
6.63
266.97
Money Market
524849.35
6.72
6.68
11075.82
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 21 2024 3:01PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
22/05/2024
261
11485.93
6.80
6.85
5.10
6.60
6.7761
45D
T + 0
05/07/2024
3
331.00
7.10
7.10
7.05
7.05
7.0976
15D
T + 0
05/06/2024
8
282.00
6.92
6.95
6.70
6.95
6.9202
3D
T + 0
24/05/2024
12
142.75
6.80
6.80
5.85
5.85
6.6079
20D
T + 0
10/06/2024
1
100.00
6.95
6.95
6.95
6.95
6.9500
28D
T + 0
18/06/2024
1
100.00
6.85
6.85
6.85
6.85
6.8500
6D
T + 0
27/05/2024
6
36.50
6.70
6.70
6.30
6.30
6.4699
13D
T + 0
03/06/2024
2
7.50
6.35
6.35
6.35
6.35
6.3500
7D
T + 0
28/05/2024
1
4.00
6.70
6.70
6.70
6.70
6.7000
8D
T + 0
29/05/2024
1
4.00
6.70
6.70
6.70
6.70
6.7000
9D
T + 0
30/05/2024
1
3.00
6.70
6.70
6.70
6.70
6.7000
Total
297
12496.68
May 21 2024 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
95
T+0
1D
26340.46
25918.10
6.8000
6.7822
CG LIQUID ABV 20 YR
58
T+0
1D
15605.69
15145.59
6.7800
6.7803
TBILLS 91 DTB
22
T+0
1D
14069.91
14290.33
6.7100
6.7539
SG SECS UPTO 5YR
123
T+0
1D
13875.39
13581.83
6.9000
6.8159
TBILLS 182 DTB
25
T+0
1D
10563.90
10850.28
6.7800
6.7709
FRB
18
T+0
1D
8186.90
8029.81
6.8000
6.7821
CG LIQUID 1 TO 3 YR
41
T+0
1D
6706.78
6714.62
6.8400
6.7656
CG LIQUID 3 TO 5 YR
26
T+0
1D
4433.87
4332.18
6.8000
6.7783
CG LIQUID 10 TO 20YR
26
T+0
1D
3415.85
3246.03
6.7400
6.7831
CG LIQUID UPTO 1 YR
10
T+0
1D
3189.94
3139.91
6.8500
6.7684
OIL BONDS
11
T+0
1D
2826.94
2783.01
6.8400
6.7974
CG STRIPS
27
T+0
1D
1823.90
2160.43
6.7900
6.8178
SG SECS ABV 5YR
33
T+0
1D
1336.84
1305.09
6.8000
6.8664
TBILLS 364 DTB
7
T+0
1D
1069.97
1115.79
6.8000
6.7789
CG RESIDUAL
2
T+0
1D
26.99
26.47
6.7800
6.7800
CG LIQUID 5 TO 10 YR
2
T+0
24D
999.98
988.00
6.9000
6.9000
SG SECS ABV 5YR
1
T+0
24D
500.00
492.12
6.9000
6.9000
CG LIQUID 3 TO 5 YR
1
T+0
37D
79.99
77.36
6.9000
6.9000
CG LIQUID ABV 20 YR
1
T+0
37D
75.00
75.32
6.9000
6.9000
Total
529
115128.30
114272.27
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
47
T+0
1D
7779.00
7973.83
6.7000
6.5069
07.18 GS 2037
20
T+0
1D
4065.00
4176.52
6.7800
6.5721
07.10 GS 2034
34
T+0
1D
3887.00
3934.15
6.8000
5.4407
07.30 GS 2053
12
T+0
1D
3080.00
3221.44
6.7200
6.6235
08.20 OIL SP 2024SEP
5
T+0
1D
2500.00
2544.90
6.8000
6.7940
07.46 MH SGS 2033
4
T+0
1D
1990.00
2030.68
6.7900
6.7900
06.90 OIL SPL 2026
4
T+0
1D
1560.00
1581.15
6.8900
6.8204
06.35 OIL SPL 2024
3
T+0
1D
1500.00
1530.68
6.8000
6.7867
07.37 GS 2028
9
T+0
1D
1092.00
1110.05
6.8000
6.5997
06.69 GS 2024
3
T+0
1D
887.00
910.12
6.7800
6.7800
07.38 GS 2027
4
T+0
1D
790.00
820.77
6.8500
6.8127
07.69 KA SGS 2033 06 DEC
2
T+0
1D
700.00
740.11
6.8000
6.7929
07.89 GJ SDL 2025
3
T+0
1D
655.00
659.56
6.7800
6.7482
07.26 GS 2032
5
T+0
1D
610.00
626.30
6.8000
6.7754
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
507.86
6.7900
6.7900
07.44 KA SGS 2033
1
T+0
1D
500.00
508.22
6.8100
6.8100
07.72 GS 2025
1
T+0
1D
500.00
522.31
6.8000
6.8000
07.06 GS 2028
8
T+0
1D
475.00
478.34
6.6500
6.4858
07.23 GS 2039
9
T+0
1D
470.00
478.24
5.5000
5.7340
07.25 GS 2063
5
T+0
1D
436.00
453.23
6.7000
6.6891
07.32 GS 2030
7
T+0
1D
425.00
430.57
6.8000
6.3388
07.33 GS 2026
2
T+0
1D
320.00
323.22
6.8500
6.8500
06.89 RJ SDL 2025
1
T+0
1D
305.00
307.39
6.7000
6.7000
07.54 AS SDL 2028
2
T+0
1D
300.00
308.39
6.7800
6.7800
06.94 CG SDL 2029
1
T+0
1D
275.00
273.55
6.7000
6.7000
07.27 GS 2026
2
T+0
1D
250.00
253.11
6.5000
6.5000
07.70 MH SGS 2034 15 NOV
1
T+0
1D
250.00
256.31
6.8500
6.8500
08.18 HR UDAY 2025
1
T+0
1D
210.00
219.31
6.8100
6.8100
07.10 GS 2029
6
T+0
1D
208.00
209.43
6.8000
6.5815
05.49 RJ SDL 2025
1
T+0
1D
200.00
199.01
6.7500
6.7500
06.24 MH SDL 2026
1
T+0
1D
200.00
199.02
6.8000
6.8000
07.36 KA SGS 2034
1
T+0
1D
200.00
202.72
6.8000
6.8000
07.84 MH SDL 2026
1
T+0
1D
200.00
207.57
6.7000
6.7000
07.96 MH SDL 2026
1
T+0
1D
200.00
208.70
6.7000
6.7000
07.60 TN SGS 2031
1
T+0
1D
187.00
193.74
6.8000
6.8000
08.22 TN SDL 2025 13 MAY
1
T+0
1D
180.00
181.87
6.8100
6.8100
07.66 GJ SGS 2030 13 DEC
2
T+0
1D
175.00
183.65
6.8000
6.7943
07.73 KA SGS 2034
2
T+0
1D
175.00
186.05
6.8200
6.8429
05.88 GJ SDL 2025
1
T+0
1D
174.00
173.37
6.8000
6.8000
07.26 GS 2033
5
T+0
1D
160.00
165.28
6.8500
6.6375
07.70 MH SGS 2034 08 NOV
1
T+0
1D
150.00
154.01
6.8500
6.8500
07.95 FERT BND 2026
2
T+0
1D
149.00
153.54
6.8200
6.8307
06.54 GS 2032
3
T+0
1D
141.00
139.41
6.5000
6.5000
07.76 AP SGS 2037
1
T+0
1D
140.00
145.06
6.8400
6.8400
06.97 GS 2026
1
T+0
1D
135.00
136.71
6.5000
6.5000
07.73 UP SGS 2035
1
T+0
1D
125.00
128.59
6.8300
6.8300
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
121.31
6.8000
6.8000
07.57 GS 2033
3
T+0
1D
115.00
122.46
6.6500
6.6500
05.22 GS 2025
2
T+0
1D
113.00
113.47
6.6500
6.5881
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.72
6.8000
6.8000
06.79 GS 2027
2
T+0
1D
100.00
99.38
6.5500
6.5500
07.45 KA SGS 2037
2
T+0
1D
100.00
101.84
6.8000
6.8000
07.59 GS 2026
1
T+0
1D
100.00
103.52
6.8000
6.8000
364 DTB 08052025
1
T+0
1D
100.00
93.47
6.8500
6.8500
08.00 OIL SPL 2026
2
T+0
1D
98.00
100.42
6.8200
6.8812
06.10 GS 2031
2
T+0
1D
95.00
92.00
6.5500
6.5500
07.64 MH SGS 2032
1
T+0
1D
95.00
97.70
6.8000
6.8000
07.07 GJ SDL 2031
1
T+0
1D
90.00
90.18
6.8000
6.8000
07.49 HR SGS 2035
2
T+0
1D
90.00
91.82
6.9000
6.8900
05.63 GS 2026
4
T+0
1D
89.00
87.33
6.8000
6.5140
07.41 UP SGS 2034
2
T+0
1D
85.00
88.01
6.8500
6.8471
07.57 GJ SGS 2026
1
T+0
1D
79.00
79.61
6.8500
6.8500
07.47 AP SGS 2037 08 MAY
1
T+0
1D
75.00
75.76
6.9500
6.9500
07.52 WB SGS 2039
1
T+0
1D
75.00
76.73
6.9000
6.9000
07.60 AP SGS 2029
1
T+0
1D
75.00
76.48
6.9000
6.9000
07.63 KA SGS 2040
2
T+0
1D
75.00
79.15
6.8300
6.8260
06.22 GS 2035
2
T+0
1D
74.00
70.01
6.6000
6.6000
06.92 RJ SDL 2025
1
T+0
1D
70.00
70.68
6.9000
6.9000
07.70 AP SGS 2028
1
T+0
1D
70.00
72.01
6.9000
6.9000
08.27 MP SDL 2025 12 AUG
1
T+0
1D
70.00
72.35
6.9000
6.9000
08.14 KA SDL 2025
1
T+0
1D
65.00
65.84
6.8500
6.8500
08.67 KA SDL 2026
1
T+0
1D
65.00
67.76
6.8500
6.8500
07.46 AP SGS 2038 08 MAY
1
T+0
1D
62.00
62.57
6.9500
6.9500
07.99 MH SDL 2025
1
T+0
1D
60.00
60.84
6.8500
6.8500
08.05 GJ SDL 2025 29 APR
1
T+0
1D
60.00
60.69
6.8500
6.8500
07.34 GS 2064
2
T+0
1D
55.00
56.39
6.5000
6.5091
07.48 UP SGS 2040
1
T+0
1D
55.00
56.11
6.9000
6.9000
07.84 TN SDL 2026
1
T+0
1D
55.00
57.10
6.8500
6.8500
08.82 BR SDL 2026
1
T+0
1D
55.00
57.49
6.9000
6.9000
06.64 GS 2035
3
T+0
1D
51.00
50.68
6.6000
6.6000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.51
6.8500
6.8500
07.32 MH SGS 2032
1
T+0
1D
50.00
51.62
6.8500
6.8500
07.45 WB SGS 2042
1
T+0
1D
50.00
50.87
6.8200
6.8200
07.48 PN SGS 2037
1
T+0
1D
50.00
50.91
6.9000
6.9000
07.72 HR SGS 2032
1
T+0
1D
50.00
51.69
6.9000
6.9000
07.73 AP SGS 2032 23 MAR
1
T+0
1D
50.00
51.72
6.9000
6.9000
08.27 KA SDL 2026
1
T+0
1D
50.00
52.18
6.8500
6.8500
08.39 MP SDL 2026
1
T+0
1D
50.00
52.15
6.9000
6.9000
08.39 RJ UDAY 2026
1
T+0
1D
50.00
51.67
6.9000
6.9000
08.43 JH SDL 2029
1
T+0
1D
50.00
53.04
6.9000
6.9000
08.96 MH SDL 2024
1
T+0
1D
50.00
51.75
6.8500
6.8500
09.11 MH SDL 2024
1
T+0
1D
50.00
52.22
6.9000
6.9000
07.45 MH SGS 2039 22 MAR
2
T+0
1D
47.00
47.83
6.8500
6.8306
07.59 GS 2029
3
T+0
1D
47.00
48.59
6.2500
6.2979
07.05 MH SDL 2032
1
T+0
1D
45.00
44.52
6.8300
6.8300
07.48 UP SGS 2042
2
T+0
1D
45.00
45.90
6.9000
6.9000
08.96 TN SDL 2024
2
T+0
1D
45.00
46.58
6.8400
6.8456
GS19SEP2028C
2
T+0
1D
45.00
33.28
6.8200
6.8200
06.45 GS 2029
2
T+0
1D
40.00
39.26
6.6000
6.5625
07.43 MH SGS 2036
1
T+0
1D
40.00
40.85
6.8500
6.8500
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.36
6.8300
6.8300
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.71
6.8500
6.8500
07.49 ML SGS 2027
1
T+0
1D
40.00
41.43
6.9000
6.9000
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
42.04
6.9000
6.9000
07.95 OIL SPL 2025
1
T+0
1D
40.00
41.24
6.9000
6.9000
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
42.01
6.9000
6.9000
08.28 KA SDL 2026
1
T+0
1D
40.00
41.32
6.8500
6.8500
08.38 TN SDL 2026
1
T+0
1D
40.00
41.71
6.9000
6.9000
GS19JUN2025C
1
T+0
1D
40.00
37.10
6.7500
6.7500
GS06MAY2025C
1
T+0
1D
36.00
33.66
6.8200
6.8200
GS06MAY2029C
1
T+0
1D
36.00
25.49
6.8200
6.8200
GS06NOV2024C
1
T+0
1D
36.00
34.84
6.8200
6.8200
GS06NOV2029C
1
T+0
1D
36.00
24.64
6.8200
6.8200
GS19JUN2027C
1
T+0
1D
36.00
29.06
6.8200
6.8200
07.22 MH SDL 2026
1
T+0
1D
35.00
35.09
6.9000
6.9000
07.86 HR SDL 2032
2
T+0
1D
35.00
37.14
6.9500
6.9371
08.26 GS 2027
3
T+0
1D
35.00
37.05
6.8500
6.6357
08.51 HR SDL 2026
2
T+0
1D
35.00
36.48
6.9000
6.8929
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.88
6.8500
6.8500
GS06NOV2025C
1
T+0
1D
32.00
28.90
6.8200
6.8200
06.18 GS 2024
1
T+0
1D
30.00
29.96
6.4000
6.4000
06.86 KL SDL 2035
1
T+0
1D
30.00
29.17
6.9800
6.9800
07.40 GS 2062
1
T+0
1D
30.00
31.20
6.6000
6.6000
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.54
6.8500
6.8500
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.58
6.9800
6.9800
07.72 MH SGS 2031
1
T+0
1D
30.00
31.10
6.8300
6.8300
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.90
6.8500
6.8500
08.15 MH SDL 2025
1
T+0
1D
30.00
31.54
6.8400
6.8400
08.31 JH SDL 2029
1
T+0
1D
30.00
31.81
6.9000
6.9000
08.32 CG SDL 2026
1
T+0
1D
30.00
31.34
6.9000
6.9000
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.26
6.8500
6.8500
07.48 UP SGS 2044
2
T+0
1D
29.00
29.57
6.9800
6.9690
08.17 JH SDL 2025 26 NOV
1
T+0
1D
29.00
30.50
6.8200
6.8200
08.29 TN SDL 2025 29 JUL
1
T+0
1D
28.00
29.03
6.8400
6.8400
06.95 GJ SDL 2031
1
T+0
1D
25.00
25.06
6.8300
6.8300
06.99 GS 2026
1
T+0
1D
25.00
25.14
6.8500
6.8500
07.17 GS 2028
1
T+0
1D
25.00
25.76
6.8500
6.8500
07.27 KA SDL 2026
1
T+0
1D
25.00
25.68
6.8200
6.8200
07.36 GS 2052
2
T+0
1D
25.00
25.85
6.4500
6.4500
07.37 KA SGS 2037
1
T+0
1D
25.00
25.33
6.8500
6.8500
07.41 AR SGS 2034
1
T+0
1D
25.00
25.43
6.8500
6.8500
07.41 HP SGS 2036
1
T+0
1D
25.00
25.42
6.9800
6.9800
07.59 KA SDL 2027 29 MAR
1
T+0
1D
25.00
25.44
6.8200
6.8200
07.62 UP SDL 2027
1
T+0
1D
25.00
25.67
6.8200
6.8200
07.72 MH SGS 2035
1
T+0
1D
25.00
26.34
6.8500
6.8500
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.65
6.9800
6.9800
07.76 MP SGS 2037 29 NOV
1
T+0
1D
25.00
26.73
6.9800
6.9800
07.88 CG SDL 2027
1
T+0
1D
25.00
25.70
6.8200
6.8200
08.05 GJ SDL 2026
1
T+0
1D
25.00
26.21
6.8200
6.8200
08.23 GOI FCI 2027
1
T+0
1D
25.00
26.11
6.8800
6.8800
08.24 GS 2033
2
T+0
1D
25.00
27.04
6.6000
6.6000
08.28 GJ SDL 2029 13 FEB
1
T+0
1D
25.00
26.47
6.8500
6.8500
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.88
6.9000
6.9000
GS15JUN2028C
1
T+0
1D
25.00
18.83
6.8200
6.8200
GS16JUN2024C
1
T+0
1D
25.00
24.86
6.9000
6.9000
GS16JUN2029C
1
T+0
1D
25.00
17.58
6.8200
6.8200
GS30JUN2027C
1
T+0
1D
25.00
20.14
6.8200
6.8200
GS31DEC2027C
1
T+0
1D
25.00
19.44
6.8200
6.8200
GS15DEC2025C
1
T+0
1D
22.00
19.72
6.8200
6.8200
08.19 RJ UDAY 2026
1
T+0
1D
21.00
22.05
6.8200
6.8200
GS15JUN2025C
1
T+0
1D
21.00
19.49
6.8200
6.8200
06.67 GS 2035
1
T+0
1D
20.00
19.91
6.8500
6.8500
06.92 UP SDL 2031
1
T+0
1D
20.00
19.68
6.9800
6.9800
06.99 TN SDL 2041
1
T+0
1D
20.00
19.90
6.8500
6.8500
07.20 MH SGS 2028
1
T+0
1D
20.00
20.61
6.9000
6.9000
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.70
6.9800
6.9800
07.46 ML SGS 2034
1
T+0
1D
20.00
20.33
6.8500
6.8500
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.37
6.9800
6.9800
07.50 UP SGS 2035
1
T+0
1D
20.00
20.58
6.9800
6.9800
07.51 AP SDL 2037
1
T+0
1D
20.00
20.50
6.9800
6.9800
07.61 TN SDL 2027
1
T+0
1D
20.00
20.53
6.9000
6.9000
07.62 MH SDL 2030
1
T+0
1D
20.00
21.01
6.9000
6.9000
07.65 UP SGS 2034
1
T+0
1D
20.00
21.02
6.8500
6.8500
07.68 KA SGS 2034
1
T+0
1D
20.00
21.09
6.8500
6.8500
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.50
6.9000
6.9000
07.75 GJ SDL 2027
1
T+0
1D
20.00
20.93
6.8200
6.8200
07.98 KA SDL 2025
1
T+0
1D
20.00
20.33
6.8500
6.8500
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.78
6.9000
6.9000
08.06 KA SDL 2025 11 FEB
1
T+0
1D
20.00
20.54
6.9000
6.9000
08.08 TN SDL 2028
1
T+0
1D
20.00
21.21
6.8500
6.8500
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.73
6.9000
6.9000
08.30 RJ SDL 2026
1
T+0
1D
20.00
20.88
6.8500
6.8500
08.36 MH SDL 2026
1
T+0
1D
20.00
20.85
6.8500
6.8500
08.40 OIL SPL 2026
1
T+0
1D
20.00
20.62
6.8200
6.8200
08.97 KL SDL 2024
1
T+0
1D
20.00
20.64
6.8500
6.8500
09.14 KA SDL 2024
1
T+0
1D
20.00
20.89
6.9000
6.9000
GOI FRB 2024
1
T+0
1D
20.00
20.05
6.9000
6.9000
GS15JUN2024C
1
T+0
1D
20.00
19.89
6.9000
6.9000
08.08 UP SDL 2025 11 FEB
1
T+0
1D
17.00
17.46
6.8400
6.8400
GS15DEC2024C
1
T+0
1D
16.00
15.38
6.8200
6.8200
GS22AUG2024C
1
T+0
1D
16.00
15.71
6.8200
6.8200
05.74 GS 2026
2
T+0
1D
15.00
14.57
6.8000
6.6833
07.46 UP SGS 2039
1
T+0
1D
15.00
15.28
6.8500
6.8500
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.45
6.8500
6.8500
07.78 PY SGS 2036
1
T+0
1D
15.00
15.89
6.8500
6.8500
08.06 HR UDAY 2024
1
T+0
1D
15.00
15.47
6.8400
6.8400
08.17 WB SDL 2025 27 MAY
1
T+0
1D
15.00
15.72
6.9000
6.9000
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.56
6.8500
6.8500
09.01 KA SDL 2024
1
T+0
1D
15.00
15.57
6.9000
6.9000
GS17JUN2024C
1
T+0
1D
12.00
11.93
6.8200
6.8200
07.16 GS 2050
1
T+0
1D
11.00
11.10
6.6000
6.6000
GS22OCT2024C
1
T+0
1D
11.00
10.68
6.8200
6.8200
07.42 MH SGS 2034
1
T+0
1D
10.00
10.16
6.8500
6.8500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.51
6.8500
6.8500
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.48
6.8500
6.8500
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.43
6.8800
6.8800
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.41
6.8700
6.8700
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.42
6.8500
6.8500
07.06 GS 2046
1
T+0
1D
8.00
7.97
6.6000
6.6000
07.72 GS 2049
1
T+0
1D
6.00
6.58
6.4500
6.4500
05.85 GS 2030
1
T+0
1D
5.00
4.83
6.4500
6.4500
07.09 GJ SDL 2032
1
T+0
1D
5.00
5.01
6.9200
6.9200
07.15 KL SDL 2027
2
T+0
1D
5.00
5.11
6.8200
6.8200
07.46 UP SGS 2034
1
T+0
1D
5.00
5.12
6.8500
6.8500
07.96 MH SDL 2025
1
T+0
1D
5.00
5.08
6.8000
6.8000
08.17 GS 2044
1
T+0
1D
5.00
5.73
6.2000
6.2000
08.26 MH SDL 2025 23 DEC
1
T+0
1D
5.00
5.24
6.9500
6.9500
08.28 GS 2027
1
T+0
1D
5.00
5.25
6.5000
6.5000
08.30 MP SDL 2026
1
T+0
1D
5.00
5.22
6.9000
6.9000
GS17DEC2024C
1
T+0
1D
5.00
4.80
6.8200
6.8200
05.15 GS 2025
1
T+0
1D
4.00
3.90
6.6000
6.6000
05.79 GS 2030
1
T+0
1D
3.00
2.82
6.6000
6.6000
07.77 AP SGS 2035
1
T+0
1D
3.00
3.20
6.9000
6.9000
06.89 GS 2025
1
T+0
1D
2.00
2.05
6.9500
6.9500
06.99 GS 2051
1
T+0
1D
2.00
2.02
6.5000
6.5000
07.26 GS 2029
1
T+0
1D
2.00
2.07
6.5000
6.5000
07.73 BR SGS 2033
1
T+0
1D
1.00
1.04
7.0000
7.0000
07.72 GS 2025
1
T+1
2D
1000.00
1044.83
6.7900
6.7900
Total
444
46814.00
47852.85
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
1209.0000
1225.4842
06.69 GS 2024
1
T+0
1D
470.0000
482.2482
364 DTB 14112024
1
T+0
1D
390.0000
376.8683
07.47 GJ SGS 2025
1
T+0
1D
335.0000
337.3132
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
256.1193
08.34 UP SDL 2026
1
T+0
1D
240.0000
250.7708
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
209.2102
364 DTB 16012025
1
T+0
1D
195.0000
186.1950
07.35 GS 2024
1
T+0
1D
56.0500
57.7719
08.69 TN SDL 2026
1
T+0
1D
20.0000
20.8560
Total
11
3365.0500
3402.8371
May 21 2024 3:01PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/220524
T+0
1D
6.69
6.80
6.50
6.75
6.72
983
351544.90
TREP/310524
T+0
10D
6.70
6.70
6.70
6.70
6.70
3
300.00
TREP/240524
T+0
3D
6.65
6.65
6.65
6.65
6.65
1
128.00
TREP/270524
T+0
6D
6.69
6.69
6.69
6.69
6.69
1
139.65
Total
988
352112.55
May 21 2024 3:01PM
Security Description
Trades
TTA
LTP
LTY
07.10 GS 2034
1346
14085.0000
100.5000
7.0273
07.18 GS 2033
1053
11155.0000
100.7125
7.0713
07.32 GS 2030
137
1855.0000
101.2925
7.0672
07.37 GS 2028
112
1300.0000
101.2350
7.0377
07.38 GS 2027
54
1090.0000
100.9200
7.0392
07.23 GS 2039
95
1075.0000
101.2500
7.0916
07.06 GS 2028
45
505.0000
100.0400
7.0448
07.18 GS 2037
48
500.0000
100.6275
7.1042
08.40 GS 2024
8
450.0000
100.2550
6.8021
07.34 GS 2064
32
435.0000
102.0800
7.1805
07.17 GS 2030
31
335.0000
100.4400
7.0755
05.85 GS 2030
23
250.0000
93.6600
7.0796
06.54 GS 2032
5
220.0000
96.7300
7.0991
06.69 GS 2024
4
215.0000
99.9525
6.8936
07.26 GS 2029
1
200.0000
100.7375
7.0676
08.17 GS 2044
1
200.0000
110.8800
7.1508
07.10 GS 2029
17
170.0000
100.1800
7.0537
07.33 GS 2026
18
150.0000
100.6675
7.0244
07.30 GS 2053
10
100.0000
101.7000
7.1595
05.63 GS 2026
4
100.0000
97.5525
7.0315
07.25 GS 2063
10
80.0000
100.8900
7.1813
07.72 GS 2025
1
50.0000
100.6500
7.0398
07.26 GS 2033
5
40.0000
101.0800
7.0892
06.19 GS 2034
4
30.0000
93.4000
7.1015
07.61 GS 2030
1
30.0000
102.5000
7.0878
05.74 GS 2026
2
25.0000
97.1200
7.0245
GOI FRB 2028
1
25.0000
100.0000
7.6890
05.79 GS 2030
2
20.0000
93.8000
7.0810
07.10 GS 2034
28
17.6350
100.5000
7.0273
07.06 GS 2046
2
10.0000
99.0100
7.1483
07.18 GS 2033
17
8.8110
100.7000
7.0731
07.34 GS 2064
3
8.0860
102.0900
7.1797
07.06 GS 2046
5
8.0000
99.6000
7.0949
07.40 GS 2035
1
5.0000
102.2000
7.1114
07.27 GS 2026
1
5.0000
100.4100
7.0265
07.16 GS 2050
1
5.0000
99.8200
7.1741
GOI FRB 2033
1
5.0000
101.9000
7.9782
07.30 GS 2053
4
3.3000
101.7500
7.1555
07.10 GS 2029
1
3.0000
100.1500
7.0610
07.18 GS 2037
5
2.1370
100.6500
7.1015
07.26 GS 2033
2
1.0500
101.0700
7.0908
06.67 GS 2050
1
1.0000
93.8600
7.1907
07.95 GS 2032
1
1.0000
105.0000
7.1361
07.59 GS 2029
1
1.0000
101.5500
7.2005
07.37 GS 2028
2
0.9910
101.1500
7.0603
07.50 GS 2034
1
0.3300
102.7500
7.1145
07.25 GS 2063
4
0.2000
100.9500
7.1767
07.74 RJ SGS 2033 29 NOV
1
100.0000
102.2225
7.4101
07.38 UP SGS 2036
6
55.0000
99.7400
7.4114
07.71 HR SGS 2033 29 NOV
1
50.0000
102.0200
7.4101
07.46 AP SGS 2041
1
25.0000
100.5500
7.4010
07.72 UP SGS 2036
1
25.0000
102.1000
7.4457
07.65 TN SDL 2027
2
20.0000
101.0500
7.3063
08.01 TS UDAY 2025
1
20.0000
100.4950
7.3319
07.46 MP SDL 2027
1
20.0000
100.3500
7.3353
07.44 KA SGS 2034
1
16.3910
100.2575
7.4001
07.46 KA SGS 2038
1
10.0000
100.4500
7.4057
07.66 TN SGS 2033
1
5.0000
101.6800
7.4107
07.45 KA SGS 2035
1
5.0000
100.3500
7.4004
07.53 PN SGS 2037
1
5.0000
100.6500
7.4501
07.96 MH SDL 2025
1
5.0000
100.9000
7.2607
07.25 MH SDL 2026
1
5.0000
99.8500
7.3099
07.45 MH SGS 2037
1
5.0000
100.2400
7.4188
08.20 GJ SDL 2025 24 JUN
1
5.0000
100.9500
7.2664
07.62 KA SDL 2027
1
5.0000
101.0000
7.2839
08.32 CG SDL 2026
1
2.0000
101.3000
7.4538
07.48 KA SGS 2033
1
1.5000
100.3925
7.4155
08.17 GJ SDL 2028
1
1.5000
103.1000
7.3572
07.39 TN SGS 2033
2
1.0000
99.8500
7.4105
07.52 UP SGS 2039
1
1.0000
101.0500
7.4006
07.46 AP SGS 2042
1
1.0000
100.0300
7.4556
08.07 GJ SDL 2025 11 FEB
1
1.0000
100.5000
7.3180
07.46 KA SGS 2038
2
0.7810
100.2700
7.4266
08.54 RJ SDL 2028
1
0.7000
103.9100
7.4165
07.48 PN SGS 2037
1
0.6630
99.9000
7.4906
07.68 KA SGS 2039
1
0.4500
102.1900
7.4305
091 DTB 25072024
21
1395.0000
98.8132
6.8500
182 DTB 22082024
7
315.0000
98.2906
6.9000
182 DTB 04072024
3
120.0000
99.2030
6.8200
091 DTB 20062024
3
95.0000
99.4666
6.7500
182 DTB 11072024
3
70.0000
99.0771
6.8000
182 DTB 01112024
3
60.0000
96.9855
6.9600
182 DTB 07112024
2
45.0000
96.8650
6.9900
364 DTB 05092024
2
30.0000
98.0299
6.9200
364 DTB 03042025
1
30.0000
94.2860
7.0000
182 DTB 18072024
4
25.0000
98.9462
6.8200
364 DTB 24102024
3
25.0000
97.1252
6.9700
182 DTB 08082024
1
25.0000
98.5573
6.8500
182 DTB 05092024
1
25.0000
98.0216
6.9500
364 DTB 30052024
1
10.0000
99.8521
6.7600
182 DTB 29082024
1
10.0000
98.1629
6.9000
364 DTB 27032025
1
10.0000
94.4432
6.9500
364 DTB 11042025
1
10.0000
94.1262
7.0300
182 DTB 14112024
1
5.0000
96.7439
6.9800
091 DTB 02082024
1
5.0000
98.6668
6.8500
091 DTB 08082024
1
5.0000
98.5573
6.8500
091 DTB 12072024
1
5.0000
99.0574
6.8100
364 DTB 03102024
1
5.0000
97.4945
7.0000
091 DTB 27062024
1
5.0000
99.3435
6.7000
182 DTB 20062024
1
5.0000
99.4705
6.7000
182 DTB 08082024
1
2.5000
98.5614
6.8300
364 DTB 07112024
2
0.0780
96.8476
7.0300
364 DTB 21112024
1
0.0220
96.5954
7.0300
Total
3257
37507.1250
Reported Deals
Trades
TTA
LTP
LTY
08.40 GS 2024
3
1415.0000
100.2549
6.8026
07.33 GS 2026
4
685.0000
100.6525
7.0311
07.10 GS 2029
4
600.0000
100.1336
7.0650
07.18 GS 2037
5
450.0000
100.6000
7.1074
07.23 GS 2039
5
400.0000
101.2500
7.0916
07.10 GS 2034
4
330.0000
100.4900
7.0288
07.18 GS 2033
6
265.0000
100.7025
7.0727
07.32 GS 2030
5
250.0000
101.2800
7.0696
07.38 GS 2027
4
175.0000
100.8875
7.0511
07.59 GS 2029
1
100.0000
102.0811
7.0700
07.06 GS 2028
2
90.0000
100.0300
7.0478
07.26 GS 2032
2
50.0000
100.9500
7.1033
06.57 GS 2033
1
5.0000
96.0500
7.1478
06.01 GS 2028
1
5.0000
96.4300
7.0843
07.41 GS 2036
1
5.0000
102.4500
7.1110
07.54 GS 2036
1
1.0000
103.1800
7.1410
07.59 GS 2029
1
1.0000
101.5100
7.2103
07.26 GS 2033
2
0.3000
101.0800
7.0892
07.10 GS 2029
2
0.2000
100.0850
7.0769
06.10 GS 2031
1
0.1000
94.6000
7.0745
07.26 GS 2032
3
0.0030
100.8500
7.1194
07.20 MH SDL 2027
2
365.0000
99.7093
7.2975
07.38 UP SGS 2036
4
260.0000
99.5955
7.4300
08.23 GJ SDL 2025
1
120.0000
101.1537
7.2675
05.65 TN SDL 2025
1
100.0000
98.3898
7.2400
07.68 TN SGS 2030 25 OCT
1
100.0000
101.4790
7.3850
07.89 GJ SDL 2025
1
100.0000
100.6022
7.2400
05.77 KL SDL 2025
1
80.0000
98.5344
7.2400
05.75 RJ SDL 2025
1
60.0000
98.5145
7.2400
07.42 HR SGS 2034
2
55.4810
100.0000
7.4200
07.83 GJ SDL 2026
1
50.0000
101.0388
7.2900
07.52 WB SGS 2039
1
50.0000
100.8315
7.4250
07.40 AP SGS 2041
1
35.8760
100.0000
7.4000
08.38 RJ SDL 2028
2
35.0000
103.7800
7.3829
07.42 HR SGS 2034
1
30.0000
100.0700
7.4100
07.46 AP SGS 2042
1
26.0670
100.5760
7.4000
07.46 AP SGS 2041
1
25.8630
100.5593
7.4000
07.49 TN SGS 2034
1
25.0000
100.6159
7.4000
07.72 UP SGS 2036
1
25.0000
102.2000
7.4329
07.42 RJ SGS 2032
1
20.2300
100.0000
7.4200
07.33 MH SDL 2027
1
20.0000
99.9844
7.3300
08.21 RJ UDAY 2025
1
15.0000
100.7102
7.3200
07.52 UP SGS 2039
1
12.0000
100.8400
7.4241
07.48 PN SGS 2037
2
10.0000
100.3800
7.4320
08.12 GJ SDL 2025
1
10.0000
101.1689
7.2675
07.52 AP SDL 2038
1
10.0000
100.7597
7.4300
07.61 TN SDL 2027
1
10.0000
100.6891
7.3200
07.49 HR SGS 2035
1
5.0000
100.4200
7.4310
07.50 UK SGS 2029
1
5.0000
100.4200
7.3938
08.51 MH SDL 2026
1
5.0000
102.0193
7.2800
08.96 KL SDL 2035
1
5.0000
111.7700
7.3664
07.44 TS SGS 2036
1
1.5000
100.3800
7.3896
07.88 MP SGS 2033
1
0.9430
102.9000
7.4453
08.54 RJ SDL 2028
1
0.7000
104.0500
7.3774
07.48 UP SGS 2040
1
0.6850
100.7200
7.4004
07.20 KA SDL 2031
2
0.6000
99.7000
7.2544
07.39 TN SGS 2033
1
0.5000
99.9000
7.4029
08.43 GA SDL 2029
1
0.3720
104.1350
7.3881
07.46 MH SGS 2035
1
0.3000
100.5400
7.3840
07.48 PN SGS 2037
1
0.3000
100.6400
7.4004
07.78 ML SDL 2031
1
0.0200
101.0000
7.5933
07.80 AP SDL 2031 22 JUN
1
0.0200
100.8000
7.6497
07.86 HR SDL 2032
1
0.0200
101.2000
7.6565
07.83 RJ SDL 2032
1
0.0200
101.0000
7.6601
07.85 MP SDL 2032
1
0.0200
101.2000
7.6466
07.53 AS SDL 2027
1
0.0200
99.6500
7.6546
07.61 MH SDL 2029
1
0.0200
99.9000
7.6336
07.89 TS SDL 2034
1
0.0180
101.9900
7.6028
07.87 TN SDL 2033
1
0.0140
101.3000
7.6673
07.86 AS SDL 2032
1
0.0110
101.5000
7.6065
07.78 MH SGS 2030
1
0.0100
100.5000
7.6783
07.80 GJ SDL 2032 01 JUN
1
0.0100
100.9000
7.6473
07.69 HR SDL 2027
1
0.0100
100.0000
7.6870
07.62 GJ SGS 2029
1
0.0100
99.8000
7.6634
07.63 AP SDL 2030
1
0.0100
99.8500
7.6614
07.64 TN SDL 2032
1
0.0100
99.8600
7.6605
07.76 AP SDL 2032
1
0.0090
100.9000
7.6066
182 DTB 25072024
2
550.0000
98.8132
6.8500
091 DTB 13062024
2
400.0000
99.6038
6.6000
091 DTB 27062024
2
245.0000
99.3455
6.6800
182 DTB 08082024
1
195.0000
98.5594
6.8400
182 DTB 29082024
1
60.0000
98.1629
6.9000
364 DTB 18072024
1
25.0000
98.9416
6.8500
182 DTB 04072024
1
20.0000
99.2053
6.7997
091 DTB 20062024
1
5.0000
99.4700
6.7062
182 DTB 25072024
1
2.0000
98.8234
6.7900
Total
134
8006.2720
May 21 2024 3:02PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.3000
83.3675
83.2600
83.3100
83.3700
-0.0600
R-SPOT
-0.1000
-0.1000
-0.2000
-0.1200
0.2000
-0.3200
SPOT
83.3200
83.3675
83.2600
83.3075
83.3700
-0.0625
FX-Retail
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is effective from 1st April 2023.
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FX-Retail Virtual Demo
FX-Retail Brochure
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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