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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
5.50
6.75
10213.83
6.73
6.71
11240.16
TREP
6.68
6.87
6.67
6.75
299050.05
6.71
6.69
305524.50
REPO
6.40
6.90
3.01
6.90
164279.93
6.67
6.67
162112.42
Money Market
473543.81
6.70
6.68
478877.08
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 10 2024 5:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
13/05/2024
206
10213.83
6.80
6.85
5.50
6.75
6.7323
4D
T + 0
14/05/2024
49
1208.54
6.50
6.80
5.40
6.25
6.6457
19D
T + 0
29/05/2024
3
235.00
6.95
6.95
6.95
6.95
6.9500
17D
T + 0
27/05/2024
2
171.00
6.95
6.95
6.90
6.90
6.9439
20D
T + 0
30/05/2024
2
150.00
6.95
6.95
6.95
6.95
6.9500
24D
T + 0
03/06/2024
2
30.00
6.95
6.95
6.95
6.95
6.9500
18D
T + 0
28/05/2024
1
30.00
6.95
6.95
6.95
6.95
6.9500
6D
T + 0
16/05/2024
1
30.00
6.70
6.70
6.70
6.70
6.7000
45D
T + 0
24/06/2024
2
27.00
7.05
7.05
6.95
6.95
7.0426
5D
T + 0
15/05/2024
1
4.00
6.65
6.65
6.65
6.65
6.6500
Total
269
12099.37
May 10 2024 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
52
T+0
3D
13847.71
13495.76
6.7500
6.7299
SG SECS UPTO 5YR
118
T+0
3D
13254.35
12993.90
6.8300
6.7516
CG LIQUID 5 TO 10 YR
73
T+0
3D
13107.66
13015.30
6.7500
6.7182
TBILLS 182 DTB
30
T+0
3D
12202.87
12540.45
6.7500
6.7108
CG LIQUID 10 TO 20YR
48
T+0
3D
11506.73
11037.63
6.9000
6.7414
FRB
26
T+0
3D
10031.85
9877.85
6.7200
6.7234
TBILLS 91 DTB
22
T+0
3D
9183.91
9335.14
6.8000
6.7224
CG LIQUID 1 TO 3 YR
44
T+0
3D
6657.78
6634.41
6.7100
6.7188
CG LIQUID 3 TO 5 YR
40
T+0
3D
6171.80
5982.95
6.7400
6.7238
SG SECS ABV 5YR
29
T+0
3D
4618.86
4541.76
6.8400
6.7464
OIL BONDS
17
T+0
3D
3596.91
3544.31
6.8000
6.7568
TBILLS 364 DTB
12
T+0
3D
1750.94
1832.65
6.7200
6.7055
CG STRIPS
21
T+0
3D
1720.89
2029.26
6.8400
6.7645
CG LIQUID UPTO 1 YR
12
T+0
3D
1630.95
1602.68
6.7400
6.7093
CG RESIDUAL
2
T+0
3D
145.99
134.88
6.8300
6.8026
Total
546
109429.20
108598.93
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
68
T+0
3D
9554.00
9747.01
6.2000
6.4505
07.18 GS 2037
23
T+0
3D
4433.00
4527.27
6.6000
6.5388
07.30 GS 2053
24
T+0
3D
3933.00
4081.83
6.3500
6.5152
08.20 OIL SP 2024SEP
7
T+0
3D
3050.00
3097.89
6.8500
6.7418
07.10 GS 2034
24
T+0
3D
2787.00
2806.96
6.7800
5.0604
09.15 GS 2024
4
T+0
3D
1900.00
2004.37
6.7300
6.7300
06.35 OIL SPL 2024
4
T+0
3D
1800.00
1832.92
6.7600
6.7461
06.90 OIL SPL 2026
5
T+0
3D
1800.00
1819.44
6.8300
6.7522
07.38 GS 2027
7
T+0
3D
1310.00
1356.90
6.7300
6.7212
06.69 GS 2024
3
T+0
3D
888.00
909.41
6.7000
6.7000
07.72 GS 2025
4
T+0
3D
810.00
844.19
6.7800
6.7417
07.06 GS 2028
7
T+0
3D
795.00
797.69
6.7400
6.6686
07.89 GJ SDL 2025
3
T+0
3D
655.00
683.69
6.7500
6.7259
05.22 GS 2025
2
T+0
3D
570.00
571.15
6.7000
6.6939
07.42 MH SGS 2034
2
T+0
3D
520.00
524.91
6.7300
6.7319
07.37 GS 2028
5
T+0
3D
516.00
522.63
6.7500
6.6228
07.43 TN SGS 2034 27 MAR
1
T+0
3D
500.00
504.57
6.7200
6.7200
07.26 GS 2032
3
T+0
3D
460.00
469.90
6.7100
6.7152
07.25 GS 2063
5
T+0
3D
406.00
418.63
6.6500
6.5968
07.10 GS 2029
3
T+0
3D
405.00
406.11
6.7500
6.6741
06.94 CG SDL 2029
2
T+0
3D
335.00
331.68
6.7500
6.7554
06.89 RJ SDL 2025
1
T+0
3D
305.00
306.62
6.7500
6.7500
07.33 GS 2026
2
T+0
3D
300.00
302.14
6.7000
6.7000
07.54 AS SDL 2028
2
T+0
3D
300.00
307.06
6.7000
6.7000
08.15 GS 2026
2
T+0
3D
255.00
270.66
6.7500
6.7069
07.27 GS 2026
4
T+0
3D
250.00
252.40
6.2500
6.4244
07.70 MH SGS 2034 15 NOV
1
T+0
3D
250.00
264.23
6.7500
6.7500
05.77 GS 2030
5
T+0
3D
223.00
211.26
6.7300
6.7290
05.49 RJ SDL 2025
1
T+0
3D
200.00
198.55
6.7500
6.7500
07.84 MH SDL 2026
1
T+0
3D
200.00
206.94
6.7500
6.7500
07.96 MH SDL 2026
1
T+0
3D
200.00
208.07
6.7500
6.7500
07.35 HR SDL 2026
1
T+0
3D
198.00
200.11
6.7500
6.7500
07.60 TN SGS 2031
1
T+0
3D
187.00
192.68
6.7500
6.7500
07.66 GJ SGS 2030 13 DEC
1
T+0
3D
175.00
182.67
6.7500
6.7500
05.88 GJ SDL 2025
1
T+0
3D
174.00
172.98
6.7500
6.7500
07.34 GS 2064
2
T+0
3D
155.00
157.61
6.5000
6.5000
07.70 MH SGS 2034 08 NOV
1
T+0
3D
150.00
152.98
6.7700
6.7700
07.95 FERT BND 2026
2
T+0
3D
149.00
153.10
6.7800
6.7800
07.73 KA SGS 2034
2
T+0
3D
145.00
153.16
6.7700
6.7717
06.97 GS 2026
1
T+0
3D
135.00
136.30
6.5500
6.5500
05.63 GS 2026
4
T+0
3D
132.00
129.16
6.5500
6.4181
07.23 GS 2039
4
T+0
3D
125.00
126.34
6.0000
6.1800
07.73 UP SGS 2035
1
T+0
3D
125.00
132.53
6.7500
6.7500
07.57 GS 2033
3
T+0
3D
115.00
121.71
6.6000
6.6000
06.10 GS 2031
1
T+0
3D
110.00
105.74
6.5500
6.5500
07.26 GS 2033
1
T+0
3D
105.00
107.66
6.5500
6.5500
06.54 GS 2032
3
T+0
3D
102.00
100.41
6.5500
6.5500
05.80 MH SDL 2025
1
T+0
3D
100.00
100.49
6.7500
6.7500
06.21 AS SDL 2026
1
T+0
3D
100.00
99.51
6.7500
6.7500
07.45 KA SGS 2037
1
T+0
3D
100.00
101.12
6.7500
6.7500
08.33 GS 2026
1
T+0
3D
100.00
105.16
6.7800
6.7800
364 DTB 08052025
1
T+0
3D
100.00
93.43
6.7500
6.7500
07.64 MH SGS 2032
1
T+0
3D
95.00
97.11
6.7500
6.7500
07.07 GJ SDL 2031
1
T+0
3D
90.00
89.68
6.7500
6.7500
07.48 UP SGS 2040
1
T+0
3D
90.00
91.12
6.7500
6.7500
07.17 GS 2030
1
T+0
3D
85.00
85.41
6.7500
6.7500
07.41 UP SGS 2034
1
T+0
3D
85.00
87.44
6.7800
6.7800
07.52 WB SGS 2039
1
T+0
3D
80.00
81.24
6.7800
6.7800
364 DTB 30052024
1
T+0
3D
80.00
79.68
6.7800
6.7800
07.47 AP SGS 2037 08 MAY
1
T+0
3D
75.00
75.22
6.7800
6.7800
07.59 GS 2026
1
T+0
3D
75.00
77.46
6.7500
6.7500
07.63 KA SGS 2040
1
T+0
3D
75.00
78.55
6.7500
6.7500
08.00 OIL SPL 2026
1
T+0
3D
75.00
76.63
6.7800
6.7800
08.72 KL SDL 2024
1
T+0
3D
75.00
75.68
6.7500
6.7500
07.46 KA SGS 2038
1
T+0
3D
65.00
65.76
6.7800
6.7800
07.46 AP SGS 2038 08 MAY
1
T+0
3D
62.00
62.11
6.7800
6.7800
GS12MAR2028C
2
T+0
3D
61.00
46.62
6.7800
6.7800
07.48 MH SGS 2042
1
T+0
3D
60.00
60.66
6.7800
6.7800
08.05 GJ SDL 2025 29 APR
1
T+0
3D
60.00
60.55
6.7800
6.7800
07.70 AP SGS 2030 22 FEB
1
T+0
3D
58.00
59.72
6.7800
6.7800
06.45 GS 2029
2
T+0
3D
55.00
53.71
6.6500
6.6409
07.45 MH SGS 2038 20 MAR
1
T+0
3D
55.00
55.60
6.7800
6.7800
08.82 BR SDL 2026
1
T+0
3D
55.00
57.32
6.7800
6.7800
05.40 CG SDL 2024
1
T+0
3D
50.00
50.41
6.7800
6.7800
05.70 MH SDL 2024
1
T+0
3D
50.00
50.17
6.7800
6.7800
05.77 GJ SDL 2025 12 JAN
1
T+0
3D
50.00
50.44
6.7800
6.7800
06.58 KA SDL 2030
1
T+0
3D
50.00
49.43
6.7800
6.7800
06.99 GS 2026
1
T+0
3D
50.00
50.13
6.7500
6.7500
07.32 MH SGS 2032
1
T+0
3D
50.00
51.32
6.7800
6.7800
07.36 UK SGS 2026
1
T+0
3D
50.00
50.44
6.7800
6.7800
07.38 HR SGS 2035
1
T+0
3D
50.00
50.40
6.7800
6.7800
07.39 KL SGS 2034
1
T+0
3D
50.00
50.46
6.7800
6.7800
07.51 UP SGS 2038
1
T+0
3D
50.00
50.73
6.7500
6.7500
07.53 PN SGS 2037
1
T+0
3D
50.00
50.45
6.7500
6.7500
07.72 HR SGS 2032
1
T+0
3D
50.00
51.39
6.7800
6.7800
08.24 GS 2033
3
T+0
3D
50.00
53.70
6.6000
6.6000
08.27 KA SDL 2026
1
T+0
3D
50.00
52.03
6.7800
6.7800
08.36 MP SDL 2025
1
T+0
3D
50.00
51.90
6.7800
6.7800
08.39 MP SDL 2026
1
T+0
3D
50.00
52.00
6.7800
6.7800
08.43 JH SDL 2029
1
T+0
3D
50.00
52.79
6.7800
6.7800
09.01 MH SDL 2024
1
T+0
3D
50.00
51.01
6.7800
6.7800
09.11 MH SDL 2024
1
T+0
3D
50.00
52.10
6.7800
6.7800
07.05 MH SDL 2032
1
T+0
3D
45.00
44.25
6.7800
6.7800
07.52 HP SGS 2039
1
T+0
3D
45.00
45.70
6.7800
6.7800
08.87 TN SDL 2024
1
T+0
3D
45.00
45.56
6.7700
6.7700
08.96 TN SDL 2024
2
T+0
3D
45.00
46.47
6.7700
6.7756
GS19SEP2028C
1
T+0
3D
45.00
33.14
6.7800
6.7800
05.74 GS 2026
1
T+0
3D
40.00
39.89
6.7500
6.7500
07.28 HR SDL 2026
1
T+0
3D
40.00
40.97
6.7700
6.7700
07.43 MH SGS 2036
1
T+0
3D
40.00
40.57
6.7800
6.7800
07.44 TN SGS 2033 03 MAY
1
T+0
3D
40.00
40.10
6.7800
6.7800
07.45 MH SGS 2038 22 MAR
1
T+0
3D
40.00
40.42
6.7500
6.7500
07.45 MH SGS 2039 22 MAR
1
T+0
3D
40.00
40.41
6.7800
6.7800
07.49 ML SGS 2027
1
T+0
3D
40.00
41.27
6.7800
6.7800
07.70 AP SGS 2029 06 DEC
1
T+0
3D
40.00
41.83
6.7800
6.7800
08.24 AP SDL 2025 09 DEC
1
T+0
3D
40.00
41.90
6.7800
6.7800
08.25 OD SDL 2025
1
T+0
3D
40.00
41.79
6.7700
6.7700
08.28 KA SDL 2026
1
T+0
3D
40.00
41.20
6.7800
6.7800
08.38 TN SDL 2026
1
T+0
3D
40.00
41.59
6.7800
6.7800
08.61 TN SDL 2027
1
T+0
3D
40.00
42.04
6.7700
6.7700
GS19DEC2033C
1
T+0
3D
40.00
20.37
6.7800
6.7800
GS19JUN2033C
1
T+0
3D
40.00
21.11
6.7800
6.7800
GS06MAY2025C
1
T+0
3D
36.00
33.61
6.7700
6.7700
GS06MAY2029C
1
T+0
3D
36.00
25.37
6.7800
6.7800
GS06NOV2024C
1
T+0
3D
36.00
34.79
6.7700
6.7700
GS06NOV2025C
1
T+0
3D
36.00
32.45
6.7700
6.7700
GS06NOV2029C
1
T+0
3D
36.00
24.52
6.7800
6.7800
GS19JUN2027C
1
T+0
3D
36.00
28.96
6.7800
6.7800
07.22 MH SDL 2026
1
T+0
3D
35.00
34.97
6.7800
6.7800
07.40 MP SGS 2034
1
T+0
3D
35.00
35.98
6.7800
6.7800
07.46 UP SGS 2034
1
T+0
3D
35.00
35.59
6.7800
6.7800
07.86 HR SDL 2032
1
T+0
3D
35.00
36.93
6.7800
6.7800
08.51 HR SDL 2026
3
T+0
3D
35.00
36.38
6.7800
6.7800
07.77 AP SGS 2035
2
T+0
3D
33.00
35.00
6.7800
6.7800
08.21 HR UDAY 2026
1
T+0
3D
33.00
33.78
6.7800
6.7800
08.23 GOI FCI 2027
1
T+0
3D
31.00
32.27
6.7500
6.7500
06.18 GS 2024
1
T+0
3D
30.00
29.90
6.6500
6.6500
06.86 KL SDL 2035
1
T+0
3D
30.00
28.97
6.7800
6.7800
07.40 GS 2062
1
T+0
3D
30.00
30.92
6.5500
6.5500
07.44 TN SGS 2034 20 MAR
1
T+0
3D
30.00
30.34
6.7800
6.7800
07.46 RJ SGS 2034
1
T+0
3D
30.00
30.38
6.7800
6.7800
07.48 RJ SGS 2037
1
T+0
3D
30.00
30.41
6.7800
6.7800
07.48 UP SGS 2042
1
T+0
3D
30.00
30.36
6.7800
6.7800
07.48 UP SGS 2044
1
T+0
3D
30.00
30.34
6.7800
6.7800
07.50 MN SGS 2036 27 MAR
1
T+0
3D
30.00
30.42
6.7800
6.7800
07.65 RJ SDL 2027 29 NOV
1
T+0
3D
30.00
31.26
6.7700
6.7700
07.70 AP SGS 2029 08 MAR
1
T+0
3D
30.00
30.75
6.7800
6.7800
07.72 MH SGS 2031
1
T+0
3D
30.00
30.93
6.7800
6.7800
08.05 PN SDL 2025 28 JAN
1
T+0
3D
30.00
30.82
6.7800
6.7800
08.15 MH SDL 2025
1
T+0
3D
30.00
31.45
6.7700
6.7700
08.26 GS 2027
1
T+0
3D
30.00
31.63
6.5500
6.5500
08.31 JH SDL 2029
1
T+0
3D
30.00
31.66
6.7800
6.7800
08.32 CG SDL 2026
1
T+0
3D
30.00
31.25
6.7800
6.7800
08.65 RJ SDL 2026
1
T+0
3D
30.00
31.17
6.7800
6.7800
08.17 JH SDL 2025 26 NOV
1
T+0
3D
29.00
30.42
6.8000
6.8000
08.29 TN SDL 2025 29 JUL
1
T+0
3D
28.00
28.96
6.8000
6.8000
GS15JUN2025C
1
T+0
3D
27.00
25.02
6.7700
6.7700
06.79 GS 2027
1
T+0
3D
25.00
25.61
6.5500
6.5500
06.95 GJ SDL 2031
1
T+0
3D
25.00
24.92
6.7800
6.7800
07.15 KL SDL 2027
1
T+0
3D
25.00
25.45
6.8000
6.8000
07.27 KA SDL 2026
1
T+0
3D
25.00
25.60
6.8000
6.8000
07.36 GS 2052
2
T+0
3D
25.00
25.63
6.5500
6.5660
07.37 KA SGS 2037
1
T+0
3D
25.00
25.15
6.7800
6.7800
07.41 AR SGS 2034
1
T+0
3D
25.00
25.26
6.7800
6.7800
07.41 HP SGS 2036
1
T+0
3D
25.00
25.24
6.7800
6.7800
07.62 UP SDL 2027
1
T+0
3D
25.00
25.58
6.8000
6.8000
07.62 UP SGS 2035
1
T+0
3D
25.00
25.93
6.7800
6.7800
07.72 MH SGS 2035
1
T+0
3D
25.00
26.17
6.7800
6.7800
07.75 HR SGS 2035 29 NOV
1
T+0
3D
25.00
26.47
6.7800
6.7800
08.05 GJ SDL 2026
1
T+0
3D
25.00
26.13
6.8000
6.8000
08.17 GS 2044
1
T+0
3D
25.00
28.43
6.5500
6.5500
08.28 GJ SDL 2029 13 FEB
1
T+0
3D
25.00
26.35
6.7800
6.7800
08.29 RJ UDAY 2024
1
T+0
3D
25.00
25.82
6.7800
6.7800
08.42 KL SDL 2026
1
T+0
3D
25.00
26.01
6.7700
6.7700
08.44 JH SDL 2029
1
T+0
3D
25.00
26.45
6.7800
6.7800
GS12DEC2033C
1
T+0
3D
25.00
12.75
6.7800
6.7800
GS12JUN2033C
1
T+0
3D
25.00
13.21
6.7800
6.7800
GS15JUN2028C
1
T+0
3D
25.00
18.76
6.7800
6.7800
GS16JUN2024C
1
T+0
3D
25.00
24.83
6.7800
6.7800
GS16JUN2025C
1
T+0
3D
25.00
23.16
6.7800
6.7800
GS16JUN2029C
1
T+0
3D
25.00
17.50
6.7800
6.7800
GS30JUN2027C
1
T+0
3D
25.00
20.07
6.7800
6.7800
GS31DEC2027C
1
T+0
3D
25.00
19.37
6.7800
6.7800
GS15DEC2025C
1
T+0
3D
22.00
19.68
6.7700
6.7700
08.19 RJ UDAY 2026
1
T+0
3D
21.00
21.99
6.8000
6.8000
06.69 MP SDL 2025
1
T+0
3D
20.00
20.09
6.7800
6.7800
06.92 UP SDL 2031
1
T+0
3D
20.00
19.57
6.7800
6.7800
06.99 TN SDL 2041
1
T+0
3D
20.00
19.75
6.7800
6.7800
07.20 MH SGS 2028
1
T+0
3D
20.00
20.53
6.7800
6.7800
07.36 RJ SGS 2033
1
T+0
3D
20.00
20.57
6.7800
6.7800
07.46 ML SGS 2034
1
T+0
3D
20.00
20.20
6.7800
6.7800
07.46 RJ SGS 2042
1
T+0
3D
20.00
20.21
6.7800
6.7800
07.50 UP SGS 2035
1
T+0
3D
20.00
20.44
6.7800
6.7800
07.51 AP SDL 2037
1
T+0
3D
20.00
20.35
6.7800
6.7800
07.52 GA SGS 2039
1
T+0
3D
20.00
20.31
6.7800
6.7800
07.52 RJ SGS 2044
1
T+0
3D
20.00
20.29
6.7800
6.7800
07.58 RJ SDL 2026
1
T+0
3D
20.00
20.47
6.7700
6.7700
07.62 MH SDL 2030
1
T+0
3D
20.00
20.90
6.7800
6.7800
07.65 UP SGS 2034
1
T+0
3D
20.00
20.88
6.7800
6.7800
07.68 KA SGS 2034
1
T+0
3D
20.00
20.95
6.7800
6.7800
07.73 GJ SDL 2029
1
T+0
3D
20.00
20.40
6.7800
6.7800
07.76 MP SDL 2027
1
T+0
3D
20.00
20.48
6.7800
6.7800
07.98 KA SDL 2025
1
T+0
3D
20.00
20.28
6.7800
6.7800
08.03 GOI FCI 2024
1
T+0
3D
20.00
20.73
6.7800
6.7800
08.06 KA SDL 2025 11 FEB
1
T+0
3D
20.00
20.50
6.7800
6.7800
08.08 TN SDL 2028
1
T+0
3D
20.00
21.12
6.7800
6.7800
08.29 RJ SDL 2025 29 JUL
1
T+0
3D
20.00
20.68
6.7800
6.7800
08.30 RJ SDL 2026
1
T+0
3D
20.00
20.82
6.7800
6.7800
08.36 MH SDL 2026
1
T+0
3D
20.00
20.79
6.7800
6.7800
08.97 KL SDL 2024
1
T+0
3D
20.00
20.60
6.7800
6.7800
GS15JUN2024C
1
T+0
3D
20.00
19.86
6.7800
6.7800
GS17DEC2029C
1
T+0
3D
19.00
12.84
6.7800
6.7800
GS17JUN2029C
1
T+0
3D
19.00
13.30
6.7800
6.7800
06.01 GS 2028
1
T+0
3D
15.00
14.55
6.7800
6.7800
06.84 BR SDL 2030
1
T+0
3D
15.00
14.97
6.7800
6.7800
07.34 AP SGS 2029
1
T+0
3D
15.00
14.96
6.7800
6.7800
07.39 HR SGS 2029
1
T+0
3D
15.00
15.03
6.7800
6.7800
07.41 GS 2036
2
T+0
3D
15.00
15.71
6.4500
6.4500
07.46 UP SGS 2039
1
T+0
3D
15.00
15.17
6.7800
6.7800
07.49 MH SGS 2030
1
T+0
3D
15.00
15.14
6.7800
6.7800
07.49 UP SGS 2034 07 FEB
1
T+0
3D
15.00
15.33
6.7800
6.7800
07.78 PY SGS 2036
1
T+0
3D
15.00
15.79
6.7800
6.7800
07.86 RJ SDL 2027
1
T+0
3D
15.00
15.65
6.7800
6.7800
08.09 KL SDL 2025
1
T+0
3D
15.00
15.29
6.7800
6.7800
08.09 MP SDL 2025
1
T+0
3D
15.00
15.29
6.7800
6.7800
08.17 WB SDL 2025 27 MAY
1
T+0
3D
15.00
15.68
6.7800
6.7800
08.55 RJ SDL 2026
1
T+0
3D
15.00
15.52
6.7500
6.7500
09.01 KA SDL 2024
1
T+0
3D
15.00
15.54
6.7800
6.7800
09.14 KA SDL 2024
1
T+0
3D
15.00
15.63
6.7800
6.7800
09.19 KL SDL 2024
1
T+0
3D
15.00
15.63
6.7800
6.7800
GS12MAR2027C
1
T+0
3D
15.00
12.30
6.7800
6.7800
GS19DEC2025C
1
T+0
3D
15.00
13.41
6.7800
6.7800
08.30 GS 2040
1
T+0
3D
14.00
15.88
6.7800
6.7800
GS22APR2026C
1
T+0
3D
14.00
12.22
6.7800
6.7800
GS22APR2027C
1
T+0
3D
14.00
11.39
6.7800
6.7800
GS22APR2028C
1
T+0
3D
14.00
10.61
6.7800
6.7800
GS22APR2029C
1
T+0
3D
14.00
9.89
6.7800
6.7800
GS22APR2030C
1
T+0
3D
14.00
9.23
6.7800
6.7800
GS22OCT2024C
1
T+0
3D
14.00
13.57
6.7700
6.7700
GS22OCT2025C
1
T+0
3D
14.00
12.65
6.7800
6.7800
GS22OCT2026C
1
T+0
3D
14.00
11.80
6.7800
6.7800
GS22OCT2027C
2
T+0
3D
14.00
10.99
6.7800
6.7800
GS22OCT2028C
1
T+0
3D
14.00
10.25
6.7800
6.7800
GS22OCT2029C
1
T+0
3D
14.00
9.56
6.7800
6.7800
GS22OCT2030C
1
T+0
3D
14.00
8.91
6.7800
6.7800
GS22FEB2029C
1
T+0
3D
13.00
9.29
6.7800
6.7800
GS17DEC2024C
1
T+0
3D
12.00
11.51
6.7700
6.7700
GS17JUN2024C
1
T+0
3D
12.00
11.92
6.7700
6.7700
07.16 GS 2050
1
T+0
3D
11.00
11.03
6.2500
6.2500
GS06MAY2030C
1
T+0
3D
11.00
7.23
6.7800
6.7800
GS06NOV2030C
1
T+0
3D
11.00
6.98
6.7800
6.7800
06.22 GS 2035
1
T+0
3D
10.00
9.38
6.6000
6.6000
06.62 GS 2051
1
T+0
3D
10.00
9.55
6.7500
6.7500
07.17 GS 2028
1
T+0
3D
10.00
10.25
6.7500
6.7500
07.40 GS 2035
1
T+0
3D
10.00
10.30
6.2500
6.2500
07.61 TN SDL 2027
1
T+0
3D
10.00
10.23
6.7800
6.7800
07.64 RJ SDL 2027
1
T+0
3D
10.00
10.09
6.7800
6.7800
08.26 MH SDL 2025 23 DEC
1
T+0
3D
10.00
10.45
6.7500
6.7500
08.27 HR SDL 2025 09 DEC
1
T+0
3D
10.00
10.48
6.7800
6.7800
08.27 HR SDL 2025 23 DEC
1
T+0
3D
10.00
10.45
6.7800
6.7800
08.38 RJ SDL 2026
1
T+0
3D
10.00
10.40
6.7800
6.7800
08.46 GJ SDL 2026
1
T+0
3D
10.00
10.38
6.7500
6.7500
08.48 RJ SDL 2026
1
T+0
3D
10.00
10.39
6.7800
6.7800
GS12DEC2028C
1
T+0
3D
10.00
7.17
6.7800
6.7800
GS12JUN2028C
1
T+0
3D
10.00
7.44
6.7800
6.7800
GS15DEC2028C
1
T+0
3D
10.00
7.24
6.7800
6.7800
GS19MAR2027C
1
T+0
3D
10.00
8.13
6.7800
6.7800
07.06 GS 2046
1
T+0
3D
8.00
7.90
6.5500
6.5500
07.72 GS 2049
1
T+0
3D
6.00
6.53
6.6000
6.6000
05.85 GS 2030
1
T+0
3D
5.00
4.80
6.6000
6.6000
07.09 GJ SDL 2032
1
T+0
3D
5.00
4.98
6.7800
6.7800
07.47 TS SGS 2036
1
T+0
3D
5.00
5.02
6.8500
6.8500
07.54 GS 2036
1
T+0
3D
5.00
5.31
6.0000
6.0000
07.66 HR SGS 2036
1
T+0
3D
5.00
5.19
6.7800
6.7800
07.96 MH SDL 2025
1
T+0
3D
5.00
5.07
6.7800
6.7800
08.20 GJ SDL 2025 24 JUN
1
T+0
3D
5.00
5.20
6.7800
6.7800
08.28 GS 2027
1
T+0
3D
5.00
5.22
6.5500
6.5500
08.30 MP SDL 2026
1
T+0
3D
5.00
5.21
6.7800
6.7800
08.52 TS SDL 2039
1
T+0
3D
5.00
5.56
6.7800
6.7800
08.73 UP SDL 2028 10 OCT
1
T+0
3D
5.00
5.28
6.7800
6.7800
05.15 GS 2025
1
T+0
3D
4.00
3.90
6.5500
6.5500
06.22 KL SDL 2027
1
T+0
3D
2.00
1.98
6.7700
6.7700
06.89 GS 2025
1
T+0
3D
2.00
2.04
6.7800
6.7800
06.99 GS 2051
1
T+0
3D
2.00
2.00
6.2500
6.2500
Total
493
49117.00
49929.49
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
9
T+0
3D
3080.0000
3218.5692
07.26 GS 2029
1
T+0
3D
770.0000
791.7089
07.23 GS 2039
1
T+0
3D
475.0000
480.0924
06.69 GS 2024
1
T+0
3D
470.0000
481.3344
364 DTB 14112024
1
T+0
3D
390.0000
376.2923
07.47 GJ SGS 2025
1
T+0
3D
335.0000
336.4313
08.08 WB SDL 2025 25 FEB
1
T+0
3D
250.0000
255.5271
08.34 UP SDL 2026
1
T+0
3D
240.0000
250.0752
08.24 TN SDL 2025 10 JUN
1
T+0
3D
200.0000
208.7017
364 DTB 16012025
1
T+0
3D
195.0000
185.9015
08.27 HR SDL 2025 13 MAY
1
T+0
3D
120.0000
125.9593
08.69 TN SDL 2026
1
T+0
3D
21.0000
21.8362
05.79 GS 2030
1
T+0
3D
18.0000
17.3694
Total
21
6564.0000
6749.7989
May 10 2024 9:01PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/130524
T+0
3D
6.68
6.87
6.67
6.75
6.71
903
299050.05
TREP/140524
T+0
4D
6.58
6.95
6.55
6.90
6.83
8
1175.40
TREP/160524
T+0
6D
6.65
7.05
6.65
7.05
6.89
8
1750.00
Total
919
301975.45
May 10 2024 8:05PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
2180
22385.0000
100.3350
7.1276
07.10 GS 2034
1151
10800.0000
100.1350
7.0794
07.32 GS 2030
296
4350.0000
100.9700
7.1309
07.30 GS 2053
257
3045.0000
101.0500
7.2124
07.18 GS 2037
161
1860.0000
100.1100
7.1652
07.23 GS 2039
191
1690.0000
100.6800
7.1542
07.37 GS 2028
69
1185.0000
100.9725
7.1093
07.25 GS 2063
70
765.0000
100.2800
7.2277
GOI FRB 2024
7
585.0000
99.9500
7.0652
07.10 GS 2029
20
470.0000
99.8800
7.1275
07.06 GS 2028
39
295.0000
99.8200
7.1108
07.34 GS 2064
20
285.0000
101.6400
7.2138
05.74 GS 2026
8
255.0000
96.9600
7.0853
07.33 GS 2026
17
225.0000
100.5300
7.0899
07.38 GS 2027
7
205.0000
100.7050
7.1189
07.36 GS 2052
1
200.0000
102.1500
7.1802
06.64 GS 2035
7
185.0000
96.1300
7.1501
07.26 GS 2032
6
165.0000
100.7000
7.1439
06.99 GS 2026
5
160.0000
99.8300
7.0817
06.64 GS 2035
3
106.5000
96.1500
7.1474
07.17 GS 2030
11
100.0000
100.1200
7.1432
06.67 GS 2035
6
65.0000
96.1700
7.1608
07.46 GS 2073
3
60.0000
103.3000
7.2144
08.26 GS 2027
2
60.0000
103.2200
7.1170
05.63 GS 2026
3
50.0000
97.4325
7.0841
07.41 GS 2036
3
45.0000
101.9500
7.1711
GOI FRB 2034
5
35.0000
100.0000
8.0180
GOI FRB 2033
2
30.0000
101.9000
7.9698
06.18 GS 2024
2
30.0000
99.5500
7.0821
05.79 GS 2030
4
25.0000
93.5100
7.1396
GOI FRB 2028
3
20.0000
100.0000
7.6808
07.95 OIL SPL 2025
1
20.0000
100.4400
7.2507
07.10 GS 2034
17
15.0220
100.1300
7.0801
06.01 GS 2028
1
15.0000
96.2300
7.1399
07.18 GS 2033
23
14.7500
100.4000
7.1179
07.40 GS 2035
2
10.0000
101.6500
7.1827
06.57 GS 2033
2
10.0000
96.0600
7.1449
06.62 GS 2051
2
10.0000
92.8600
7.2203
07.54 GS 2036
2
10.0000
102.9000
7.1756
06.10 GS 2031
2
10.0000
94.2200
7.1427
05.77 GS 2030
2
10.0000
93.2000
7.1401
06.67 GS 2050
2
10.0000
93.9850
7.1792
07.16 GS 2050
2
10.0000
99.6000
7.1929
07.72 GS 2025
1
10.0000
100.6300
7.0728
07.30 GS 2053
28
9.9200
101.1400
7.2050
07.16 GS 2050
4
8.0000
98.5100
7.2868
07.32 GS 2030
5
7.0690
101.0000
7.1251
07.17 GS 2028
1
5.0000
100.1000
7.1342
08.13 GS 2045
1
5.0000
110.2500
7.1786
07.50 GS 2034
1
5.0000
102.5300
7.1452
08.24 GS 2027
1
5.0000
102.6900
7.1400
07.26 GS 2032
1
4.0600
100.7075
7.1427
06.67 GS 2035
1
4.0000
96.2000
7.1569
07.41 GS 2036
1
2.1200
101.9500
7.1711
07.18 GS 2037
9
2.0600
100.2000
7.1545
06.62 GS 2051
1
2.0000
93.1800
7.1918
08.24 GS 2027
1
1.2500
102.6500
7.1560
07.38 GS 2027
1
1.2500
100.7300
7.1098
07.34 GS 2064
1
1.0000
101.7500
7.2055
07.46 GS 2073
2
0.5200
103.4000
7.2072
08.33 GS 2036
1
0.5000
109.3000
7.1647
07.50 GS 2034
1
0.4210
102.5300
7.1452
08.33 GS 2026
1
0.2500
101.9800
7.3123
06.95 GS 2061
2
0.0200
95.6000
7.2935
07.25 GS 2063
1
0.0110
100.5000
7.2109
07.40 GS 2062
1
0.0090
102.1000
7.2363
07.37 GS 2028
2
0.0020
100.9500
7.1152
05.74 GS 2026
1
0.0010
96.5000
7.2934
07.47 AP SGS 2037 08 MAY
4
160.0000
100.0825
7.4597
07.47 TS SGS 2036
4
150.0000
100.0800
7.4596
07.52 RJ SGS 2039
12
80.0000
100.4000
7.4747
07.48 UP SGS 2040
1
25.0000
100.0500
7.4731
07.53 PN SGS 2037
2
10.0000
100.2900
7.4942
07.48 UP SGS 2042
1
10.0000
100.0800
7.4704
07.51 UP SGS 2040
1
10.0000
100.3500
7.4706
07.38 UP SGS 2036
1
5.0000
99.5400
7.4372
07.48 UP SGS 2036
1
5.0000
100.0800
7.4679
08.11 CG SDL 2028
1
5.0000
102.0900
7.4498
08.52 TS SDL 2039
1
5.0000
109.3300
7.4653
07.49 UP SGS 2034 07 FEB
1
5.0000
100.4500
7.4218
07.44 MH SGS 2041
1
5.0000
100.0700
7.4314
07.75 GJ SDL 2027
1
5.0000
101.3700
7.3054
06.40 KA SDL 2030 29 JUL
1
5.0000
95.0775
7.4000
07.47 TS SGS 2036
1
4.0980
100.0000
7.4698
07.45 KA SGS 2037
4
1.3430
100.1500
7.4300
07.10 MH SDL 2036
1
1.0000
96.9900
7.4779
07.41 KA SGS 2036
1
1.0000
99.6500
7.4530
07.71 AP SGS 2033 06 APR
1
1.0000
101.4600
7.4805
07.93 TS SDL 2034
1
1.0000
103.4500
7.4371
07.23 KA SDL 2028
1
0.8000
99.1350
7.4600
07.54 AS SGS 2034
1
0.6760
100.2000
7.5106
07.06 WB SDL 2036
3
0.6000
97.7200
7.3461
07.80 GJ SDL 2027
1
0.5000
101.1000
7.4437
07.25 GJ SDL 2032
1
0.5000
98.7700
7.4578
07.63 HR SGS 2032
1
0.5000
101.2500
7.4290
07.70 MH SGS 2030
1
0.5000
101.2000
7.4601
07.38 UP SGS 2034
1
0.3000
99.8600
7.3981
07.45 MH SGS 2038 20 MAR
1
0.2050
99.7600
7.4765
07.76 MP SGS 2037 29 NOV
1
0.0010
102.8000
7.4279
07.97 PN SGS 2038
1
0.0010
104.9200
7.3954
08.04 AP SDL 2037
1
0.0010
105.1000
7.4253
091 DTB 30052024
13
170.0000
99.6750
7.0000
182 DTB 25072024
4
170.0000
98.6096
7.0500
364 DTB 23052024
2
100.0000
99.8195
6.6000
182 DTB 12092024
2
75.0000
97.7074
7.0201
091 DTB 16052024
7
70.0000
99.9437
6.8500
091 DTB 12072024
1
50.0000
98.8624
7.0000
091 DTB 08082024
1
50.0000
98.3589
7.0000
182 DTB 05092024
2
30.0000
97.8270
7.0500
091 DTB 06062024
2
30.0000
99.5418
7.0000
091 DTB 20062024
2
30.0000
99.2919
6.8500
182 DTB 07112024
3
15.0000
96.6751
7.0525
091 DTB 19072024
1
15.0000
98.7224
7.0500
364 DTB 18042025
1
10.0000
93.8376
7.0500
091 DTB 30052024
4
7.0000
99.6861
6.7600
182 DTB 16052024
1
5.0000
99.9437
6.8501
182 DTB 30052024
1
5.0000
99.6727
7.0500
364 DTB 16052024
1
5.0000
99.9433
6.9000
364 DTB 19092024
1
5.0000
97.6295
6.8700
364 DTB 02052025
1
1.0000
93.6171
7.0300
182 DTB 13062024
1
0.9000
99.4157
6.9200
364 DTB 31102024
1
0.0010
96.7968
7.0634
Total
4795
51298.6610
Reported Deals
Trades
TTA
LTP
LTY
GS12DEC2026C
1
12.0000
83.1084
7.3000
GS06NOV2025C
1
4.1810
90.0571
7.2000
GS22APR2026C
1
3.0000
87.0855
7.2500
GS22OCT2026C
1
1.2000
83.9402
7.3000
07.32 GS 2030
19
5465.0000
101.0000
7.1251
07.30 GS 2053
20
2245.0000
101.2075
7.1995
07.18 GS 2037
12
1230.0000
100.1600
7.1593
06.99 GS 2026
3
700.0000
99.8241
7.0850
07.30 GS 2053
8
623.3400
101.1500
7.2042
05.74 GS 2026
1
600.0000
96.9440
7.0925
07.10 GS 2034
6
465.0000
100.2250
7.0667
07.23 GS 2039
4
300.0000
100.7150
7.1504
07.18 GS 2033
4
210.0000
100.3950
7.1186
07.32 GS 2030
7
203.7510
100.9700
7.1309
07.10 GS 2029
2
200.0000
99.9150
7.1189
08.24 GS 2033
3
100.0000
107.4200
7.1497
05.22 GS 2025
1
100.0000
98.0766
7.0800
07.25 GS 2063
1
100.0000
100.4000
7.2185
07.26 GS 2033
1
100.0000
100.7500
7.1406
05.22 GS 2025
1
63.3000
98.0766
7.0800
07.33 GS 2026
2
60.0000
100.5900
7.0630
07.38 GS 2027
2
50.0000
100.7200
7.1135
08.24 GS 2033
1
50.0000
107.4200
7.1497
05.63 GS 2026
1
25.0000
97.3900
7.1087
06.64 GS 2035
1
25.0000
96.0569
7.1600
07.57 GS 2033
1
20.0000
102.9700
7.1193
06.67 GS 2035
2
10.0000
96.2000
7.1569
06.54 GS 2032
1
10.0000
96.2500
7.1816
07.26 GS 2032
1
10.0000
100.7300
7.1391
07.37 GS 2028
1
10.0000
101.0100
7.0994
07.16 GS 2050
1
5.0000
99.2200
7.2255
06.67 GS 2050
1
5.0000
94.0000
7.1779
05.77 GS 2030
1
5.0000
93.1900
7.1422
05.79 GS 2030
1
5.0000
93.5050
7.1407
07.16 GS 2050
2
3.0000
98.5000
7.2877
07.18 GS 2033
4
2.3000
100.4500
7.1105
06.62 GS 2051
1
2.0000
93.2000
7.1901
07.10 GS 2034
2
1.1000
100.1525
7.0769
06.89 GS 2025
1
1.0000
99.8632
7.0800
07.26 GS 2032
1
1.0000
100.7100
7.1423
08.33 GS 2026
1
0.2500
101.6100
7.4988
07.18 GS 2037
1
0.1000
100.1750
7.1575
07.72 MH SGS 2031
3
115.0000
101.4564
7.4400
06.83 TN SDL 2031 15 DEC
1
100.0000
96.4597
7.4475
07.70 HR SGS 2031
1
38.9320
101.2381
7.4600
08.67 MH SDL 2026
1
35.0000
102.1509
7.3475
07.45 MH SGS 2039 22 MAR
1
30.4180
100.0752
7.4400
07.48 MH SGS 2042
1
28.7730
100.3790
7.4400
07.20 GJ SDL 2027
1
25.0000
99.5290
7.3700
07.33 MH SDL 2027
1
20.0000
99.8690
7.3700
07.38 UP SGS 2034
3
15.0000
99.8400
7.4010
08.09 KL SDL 2025
1
15.0000
100.6869
7.2000
08.09 MP SDL 2025
1
15.0000
100.6869
7.2000
07.38 UP SGS 2036
2
10.0000
99.8200
7.4012
08.07 TN SDL 2025 28 JAN
1
10.0000
100.5731
7.2001
07.66 HR SGS 2036
2
5.0000
101.5100
7.4622
07.66 HR SGS 2036
1
5.0000
101.4725
7.4670
07.47 TS SGS 2036
1
5.0000
100.0700
7.4608
07.71 MH SGS 2033
1
1.5390
101.7400
7.4506
07.46 MH SGS 2035
1
1.3000
100.0700
7.4481
07.47 TS SGS 2036
1
1.2000
100.0318
7.4657
07.10 MH SDL 2036
1
1.0000
97.0000
7.4766
07.48 PN SGS 2037
2
0.6760
100.3100
7.4408
07.80 GJ SDL 2027
1
0.5000
101.1500
7.4279
07.25 GJ SDL 2032
1
0.5000
98.8000
7.4526
07.38 UP SGS 2034
1
0.3000
99.9000
7.3923
07.06 WB SDL 2036
1
0.2000
97.8200
7.3333
182 DTB 05092024
6
895.0000
97.8331
7.0300
182 DTB 01082024
6
670.0000
98.4911
6.9900
182 DTB 07112024
2
275.0000
96.6751
7.0525
364 DTB 09012025
2
250.0000
95.5762
7.0100
364 DTB 23012025
2
250.0000
95.3312
7.0100
091 DTB 02082024
2
245.0000
98.4650
7.0250
182 DTB 08082024
2
225.0000
98.3589
7.0000
364 DTB 11072024
1
50.0000
98.8764
7.0300
364 DTB 16012025
1
50.0000
95.4350
7.0400
091 DTB 30052024
1
2.0000
99.6912
6.6507
182 DTB 08082024
1
0.5000
98.3681
6.9601
Total
185
16419.3600
May 11 2024 8:00AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.4800
83.5100
83.4675
83.5050
83.4800
0.0250
R-SPOT
-0.1000
0.0000
-0.1000
0.0000
-0.1500
0.1500
SPOT
83.4825
83.5125
83.4675
83.5100
83.4800
0.0300
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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