Market Rates As on Jan 22 2019 9:36AM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.55	6.60	6.50	6.55	4899.00	6.55	6.49	25306.62
TREP	6.50	6.54	6.50	6.54	31635.45	6.52	6.52	139014.45
REPO	6.25	6.60	1.00	6.53	26486.86	6.42	6.46	49722.03
Money Market					63021.31	6.48	6.50	214043.10

"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."

Tenor	Sett. Type	Maturity	Trades	TTA(Rs. Cr)	Open	High	Low	LTR	WAR
O/N	T + 0	23/01/2019	44	4899.00	6.55	6.60	6.50	6.55	6.5504
Total	44			4899.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 1 TO 3 YR	31	T+0	1D	6702.81	6554.60	6.5000	6.5206
STATE GOVT SECS	10	T+0	1D	2060.94	2010.55	6.5300	6.5543
CG LIQUID 5 TO 10 YR	6	T+0	1D	1835.98	1849.35	6.5000	6.5118
CG LIQUID 3 TO 5 YR	6	T+0	1D	1774.96	1689.15	6.5200	6.5194
TBILLS 364 DTB	4	T+0	1D	1541.97	1629.98	6.5100	6.5100
TBILLS 182 DTB	4	T+0	1D	1489.98	1529.70	6.5000	6.5053
TBILLS 91 DTB	3	T+0	1D	1068.98	1081.59	6.5200	6.5634
CG LIQUID UPTO 1 YR	5	T+0	1D	817.97	816.98	6.5300	6.5173
CG LIQUID 10 TO 20YR	4	T+0	1D	473.97	461.96	6.5000	6.5156
Total	73	17767.56			17623.86

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.17 GS 2028	36	T+0	1D	3794.00	3707.07	6.0500	5.9688
07.59 GS 2026	13	T+0	1D	845.00	850.42	6.3500	6.3201
07.37 GS 2023	8	T+0	1D	515.00	526.36	6.2000	6.2238
08.26 GS 2027	3	T+0	1D	195.00	210.99	6.3500	6.2628
08.00 OR SDL 2019	1	T+0	1D	190.00	196.35	6.6000	6.6000
08.60 GS 2028	3	T+0	1D	171.00	184.34	6.2500	6.2500
07.16 GS 2023	1	T+0	1D	145.00	146.14	6.4000	6.4000
08.83 GS 2023	3	T+0	1D	141.00	151.12	6.2500	6.3174
08.36 MP SDL 2021	2	T+0	1D	140.00	146.78	6.6000	6.6000
07.99 PN SDL 2021	1	T+0	1D	125.00	127.55	6.6000	6.6000
06.68 GS 2031	1	T+0	1D	119.00	112.72	6.4000	6.4000
06.35 GS 2020	1	T+0	1D	110.00	109.96	6.5500	6.5500
07.06 GS 2046	3	T+0	1D	105.00	99.32	6.3500	6.3643
07.50 MH SDL 2019	1	T+0	1D	100.00	103.23	6.6000	6.6000
08.39 RJ UDAY 2020	1	T+0	1D	100.00	103.91	6.5500	6.5500
08.08 GS 2022	2	T+0	1D	95.00	101.05	6.4500	6.4026
08.32 TN SDL 2020AUG	1	T+0	1D	95.00	100.10	6.6000	6.6000
07.77 PN SDL 19 JUL	1	T+0	1D	80.00	83.28	6.6000	6.6000
08.78 GJ SDL 2021	1	T+0	1D	77.00	80.11	6.6000	6.6000
07.55 MH SDL 2021	1	T+0	1D	65.00	66.64	6.6000	6.6000
06.79 GS 2029	2	T+0	1D	51.00	48.00	6.2500	6.2500
06.65 GS 2020	5	T+0	1D	50.00	50.84	6.3000	6.3008
06.81 MH SDL 2020NOV	1	T+0	1D	50.00	50.27	6.6000	6.6000
07.40 GS 2035	2	T+0	1D	50.00	49.84	6.4000	6.4000
07.44 RJ SDL 2019	1	T+0	1D	50.00	50.65	6.5500	6.5500
08.30 MH SDL 19 SEP	1	T+0	1D	50.00	51.90	6.5500	6.5500
08.65 KA SDL 2022	1	T+0	1D	50.00	53.63	6.6000	6.6000
08.75 TN SDL 2022	1	T+0	1D	50.00	53.03	6.6000	6.6000
08.24 GS 2027	1	T+0	1D	49.00	52.50	6.6000	6.6000
07.61 GS 2030	1	T+0	1D	45.00	45.47	6.3500	6.3500
07.93 AP SDL 2019	1	T+0	1D	45.00	45.33	6.6000	6.6000
08.28 GS 2027	1	T+0	1D	45.00	48.19	6.3500	6.3500
08.56 KL SDL 2020	1	T+0	1D	45.00	47.30	6.6000	6.6000
06.79 GS 2027	2	T+0	1D	40.00	38.56	6.2500	6.3813
06.84 GS 2022	1	T+0	1D	40.00	39.71	6.4500	6.4500
09.12 GJ SDL 2022	1	T+0	1D	40.00	42.42	6.6000	6.6000
08.40 GS 2024	3	T+0	1D	39.00	42.28	6.6000	6.4077
07.48 KA SDL 2020	1	T+0	1D	38.00	38.35	6.6000	6.6000
08.24 GS 2033	3	T+0	1D	35.00	37.26	5.7500	6.1786
07.68 GS 2023	1	T+0	1D	34.00	34.72	6.6000	6.6000
07.59 GS 2029	2	T+0	1D	30.00	30.77	6.4000	6.4417
07.72 GS 2025	1	T+0	1D	30.00	30.70	6.5000	6.5000
08.24 TN SDL 2019	1	T+0	1D	30.00	30.88	6.6000	6.6000
08.32 UP SDL 2019	1	T+0	1D	30.00	31.15	6.6000	6.6000
07.50 GS 2034	2	T+0	1D	25.00	25.36	6.4000	6.4000
07.63 TS UDAY 2023	1	T+0	1D	25.00	25.70	6.6000	6.6000
07.64 CG SDL 2021	1	T+0	1D	25.00	25.23	6.6000	6.6000
07.86 AS SDL 2022	1	T+0	1D	25.00	25.34	6.6000	6.6000
07.94 GS 2021	1	T+0	1D	25.00	25.80	6.4000	6.4000
07.96 WB SDL 2019	1	T+0	1D	25.00	25.19	6.6000	6.6000
07.97 UP SDL 2019	1	T+0	1D	25.00	25.19	6.6000	6.6000
08.23 GJ SDL 2019	1	T+0	1D	25.00	25.79	6.6000	6.6000
08.34 MH SDL 2020	1	T+0	1D	25.00	26.26	6.6000	6.6000
08.60 TN SDL 2023	1	T+0	1D	25.00	26.64	6.6000	6.6000
08.66 TN SDL 2022	1	T+0	1D	25.00	26.82	6.6000	6.6000
08.69 GJ SDL 2022	1	T+0	1D	25.00	26.77	6.6000	6.6000
08.71 TN SDL 2022	1	T+0	1D	25.00	26.78	6.6000	6.6000
08.76 MH SDL 2022	1	T+0	1D	25.00	26.74	6.6000	6.6000
08.92 PN SDL 2022	1	T+0	1D	25.00	27.04	6.6000	6.6000
06.57 GS 2033	1	T+0	1D	20.00	18.29	6.4500	6.4500
07.86 WB SDL 2026	1	T+0	1D	20.00	20.01	6.6000	6.6000
08.18 HR UDAY 2023	1	T+0	1D	20.00	20.54	6.6000	6.6000
08.18 HR UDAY 2024	1	T+0	1D	20.00	20.53	6.6000	6.6000
08.27 RJ UDAY 2023	1	T+0	1D	20.00	20.57	6.6000	6.6000
08.29 RJ UDAY 2024	1	T+0	1D	20.00	20.60	6.6000	6.6000
08.32 GJ SDL 2020	1	T+0	1D	20.00	21.07	6.6000	6.6000
08.64 AP SDL 2023	1	T+0	1D	20.00	21.35	6.6000	6.6000
07.26 GS 2029	1	T+0	1D	15.00	14.97	1.0000	1.0000
07.95 GS 2032	2	T+0	1D	15.00	15.76	5.7500	5.9000
08.13 GS 2022	2	T+0	1D	15.00	15.80	6.1000	6.0667
08.27 GS 2020	1	T+0	1D	15.00	15.38	6.4000	6.4000
08.15 GS 2026	1	T+0	1D	10.00	10.47	6.0000	6.0000
08.17 GS 2044	1	T+0	1D	10.00	10.56	6.3000	6.3000
08.79 GS 2021	1	T+0	1D	10.00	10.63	6.0000	6.0000
08.13 GS 2045	1	T+0	1D	5.00	5.31	6.4000	6.4000
08.35 GS 2022	1	T+0	1D	5.00	5.23	5.7500	5.7500
08.92 TN SDL 2022SEP	1	T+0	1D	5.00	5.38	6.6000	6.6000
Total	156	8863.00			8914.29

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/230119	T+0	1D	6.50	6.54	6.50	6.54	6.52	167	31635.45
Total								167	31635.45

Security Description	Trades	TTA	LTP	LTY
07.17 GS 2028	327	2780.0000	97.5750	7.5465
07.37 GS 2023	23	370.0000	100.2900	7.2845
07.00 GS 2021	5	280.0000	100.0250	6.9860
07.95 GS 2032	4	25.0000	102.1000	7.6968
06.65 GS 2020	1	25.0000	99.7900	6.8217
06.35 GS 2020	1	5.0000	99.6300	6.7561
Total	361	3485.0000

Reported Deals	Trades	TTA	LTP	LTY
07.37 GS 2023	1	50.0000	100.2750	7.2887
07.17 GS 2028	1	25.0000	97.6500	7.5347
Total	2	75.0000

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	71.2250	71.3450	71.1800	71.3225

Market Rates As on Jan 22 2019 9:36AM

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