Market Rates As on May 23 2018 10:26AM

Indian Overnight RatesNDS-CALLCROMSCBLONDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.10	6.25	6.05	6.08	5433.00	6.09	5.97	13152.84
CBLO	6.00	6.04	6.00	6.01	37178.05	6.01	6.01	112660.70
REPO	5.65	6.10	5.00	6.03	37847.32	5.98	5.97	44485.49
Money Market					80458.37	6.00	5.99	170299.03

"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	24/05/2018	53	5428.00	6.10	6.10	6.05	6.08	6.0940
Total	53			5428.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 3 TO 5 YR	1	T+0	14D	500.00	493.16	6.0100	6.0100
CG LIQUID 3 TO 5 YR	1	T+0	15D	253.99	250.52	6.0100	6.0100
CG LIQUID 3 TO 5 YR	1	T+0	16D	269.99	266.30	6.0100	6.0100
CG LIQUID 1 TO 3 YR	57	T+0	1D	9533.76	9267.78	6.0300	6.0344
CG LIQUID 3 TO 5 YR	21	T+0	1D	3388.89	3268.92	6.0300	6.0300
CG LIQUID 5 TO 10 YR	15	T+0	1D	1151.94	1164.04	6.0300	6.0260
TBILLS 364 DTB	3	T+0	1D	360.00	377.67	6.0400	6.0400
CG LIQUID 10 TO 20YR	1	T+0	1D	285.99	285.49	6.0300	6.0300
CG LIQUID UPTO 1 YR	4	T+0	1D	246.98	243.84	6.0500	6.0500
TBILLS 91 DTB	1	T+0	1D	235.00	237.53	6.0400	6.0400
STATE GOVT SECS	1	T+0	1D	185.00	184.61	6.0500	6.0500
TBILLS 182 DTB	1	T+0	1D	165.00	168.44	6.0400	6.0400
Total	107	16576.54			16208.30

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.80 GS 2020	6	T+0	1D	2282.00	2304.10	6.0300	6.0300
07.17 GS 2028	30	T+0	1D	2034.00	2001.63	6.0000	5.7889
06.84 GS 2022	21	T+0	1D	1847.00	1835.47	5.7600	5.8547
06.68 GS 2031	27	T+0	1D	1835.00	1657.46	6.1000	5.8962
06.79 GS 2027	17	T+0	1D	1650.00	1535.01	5.9500	5.9462
07.68 GS 2023	12	T+0	1D	959.00	979.03	5.8100	5.8700
08.39 RJ UDAY 2019	3	T+0	1D	937.00	961.17	6.0500	6.0500
07.28 GS 2019	2	T+0	1D	700.00	726.51	6.0300	6.0300
07.80 GS 2021	4	T+0	1D	446.00	450.95	6.0500	6.0052
08.20 GS 2022	2	T+0	1D	425.00	440.35	6.0300	6.0194
06.79 GS 2029	9	T+0	1D	395.00	374.21	5.9500	5.9214
08.15 GS 2022	4	T+0	1D	380.00	398.72	5.5000	5.6845
08.40 GS 2024	5	T+0	1D	351.00	366.21	5.7500	5.9209
07.72 GS 2025	3	T+0	1D	334.00	340.73	6.0000	5.8799
08.33 GS 2026	4	T+0	1D	298.00	310.37	5.8500	5.8500
08.43 HP SDL 2019	1	T+0	1D	292.00	299.47	6.0500	6.0500
08.49 KA SDL 2019	1	T+0	1D	240.00	246.27	6.0500	6.0500
08.35 GS 2022	2	T+0	1D	234.00	237.24	6.0500	5.9474
08.56 KL SDL 2020	3	T+0	1D	225.00	233.50	6.0500	6.0500
07.68 PN SDL 2019	1	T+0	1D	220.00	224.77	6.0500	6.0500
08.39 RJ UDAY 2020	1	T+0	1D	212.00	216.15	6.0500	6.0500
07.88 GS 2030	6	T+0	1D	210.00	209.79	5.8000	5.7900
09.15 GS 2024	3	T+0	1D	205.00	215.70	5.7500	5.7866
06.35 GS 2020	7	T+0	1D	197.00	198.94	6.1000	5.9972
07.61 GS 2030	4	T+0	1D	195.00	188.75	6.0000	5.7756
08.40 MP SDL 2019	1	T+0	1D	192.00	196.85	6.0500	6.0500
07.76 KA SDL 2019	3	T+0	1D	190.00	194.27	6.0500	6.0500
08.08 GS 2022	7	T+0	1D	187.00	192.29	5.5000	5.5944
07.45 AP SDL 2019MAY	2	T+0	1D	178.00	184.86	6.0500	6.0500
08.26 GS 2027	2	T+0	1D	175.00	181.04	5.9000	5.8743
08.53 MH SDL 2020	1	T+0	1D	173.00	178.47	6.0500	6.0500
08.13 GS 2022	3	T+0	1D	165.00	168.19	5.8500	5.8727
08.17 GS 2044	4	T+0	1D	163.00	171.04	5.6000	5.6138
08.24 GS 2027	4	T+0	1D	150.00	154.09	5.8500	5.8500
07.75 RJ UDAY 2018	3	T+0	1D	140.00	144.67	6.0500	6.0500
08.24 TN SDL 2019	2	T+0	1D	140.00	143.12	6.1000	6.0589
08.39 AP SDL 2028	2	T+0	1D	135.00	135.32	6.0500	6.0500
06.62 GS 2051	1	T+0	1D	125.00	108.11	6.0300	6.0300
06.97 GS 2026	3	T+0	1D	125.00	118.93	5.9600	5.9036
08.00 OR SDL 2019	1	T+0	1D	125.00	128.23	6.0300	6.0300
08.48 TN SDL 2019	1	T+0	1D	125.00	128.41	6.0500	6.0500
06.73 MH SDL 2019	1	T+0	1D	100.00	102.22	6.0500	6.0500
07.50 MH SDL 2019	1	T+0	1D	100.00	102.25	6.0500	6.0500
08.31 WB SDL 2019	2	T+0	1D	100.00	102.77	6.0500	6.0500
08.40 GJ SDL 2019	1	T+0	1D	100.00	102.53	6.0500	6.0500
08.27 GS 2020	3	T+0	1D	95.00	99.98	5.9100	5.9347
07.55 MH SDL 2021	1	T+0	1D	90.00	90.19	6.0500	6.0500
08.59 AP SDL 2019	2	T+0	1D	90.00	92.44	6.0500	6.0500
06.81 MH SDL 2020	2	T+0	1D	85.00	83.47	6.0500	6.0500
07.35 GS 2024	2	T+0	1D	85.00	85.20	5.9000	5.8118
08.28 RJ SDL 2019	1	T+0	1D	80.00	81.81	6.0500	6.0500
08.46 MH SDL 2019	1	T+0	1D	80.00	82.03	6.0500	6.0500
08.48 AP SDL 2020	2	T+0	1D	75.00	77.56	6.0500	6.0500
07.77 UK SDL 2019	1	T+0	1D	70.00	71.02	6.0500	6.0500
07.59 GS 2029	1	T+0	1D	65.00	63.85	6.0000	6.0000
08.25 BR SDL 2019	1	T+0	1D	65.00	65.83	6.0500	6.0500
08.40 UP UDAY 2020	1	T+0	1D	62.00	63.81	6.0500	6.0500
06.65 GS 2020	1	T+0	1D	60.00	59.70	6.0500	6.0500
08.28 TN SDL 2019	2	T+0	1D	60.00	61.64	6.1000	6.0667
GOI FRB 2024	1	T+0	1D	60.00	58.23	6.0500	6.0500
08.22 TN SDL 2019	1	T+0	1D	55.00	56.11	6.0500	6.0500
08.25 UP UDAY 2020	1	T+0	1D	55.00	56.22	6.0500	6.0500
08.34 MH SDL 2020	2	T+0	1D	55.00	57.00	6.1000	6.0727
08.79 GS 2021	3	T+0	1D	55.00	56.69	5.9000	5.9364
07.44 RJ SDL 2019	1	T+0	1D	50.00	51.92	6.0500	6.0500
07.77 PN SDL 19 JUL	1	T+0	1D	50.00	51.46	6.0500	6.0500
07.77 RJ SDL 19 JUL	1	T+0	1D	50.00	51.46	6.0500	6.0500
08.21 RJ UDAY 2020	1	T+0	1D	50.00	51.04	6.0500	6.0500
08.25 RJ SDL 2019	1	T+0	1D	50.00	51.34	6.0500	6.0500
08.30 MH SDL 19 SEP	1	T+0	1D	50.00	51.38	6.0500	6.0500
08.31 MP SDL 2019	1	T+0	1D	50.00	51.39	6.0500	6.0500
08.32 TN SDL 2020	1	T+0	1D	50.00	52.13	6.0500	6.0500
08.33 GJ SDL 2020	1	T+0	1D	50.00	52.14	6.0500	6.0500
08.38 HP SDL 2020	1	T+0	1D	50.00	51.27	6.0500	6.0500
08.54 MP SDL 2020	1	T+0	1D	50.00	51.59	6.0500	6.0500
08.80 WB SDL 2018	1	T+0	1D	50.00	51.12	6.1000	6.1000
08.11 AP SDL 2018	2	T+0	1D	47.00	47.56	6.0500	6.0500
07.83 MH SDL 2019	1	T+0	1D	45.00	45.98	6.0500	6.0500
08.24 GS 2033	1	T+0	1D	45.00	45.71	6.0500	6.0500
07.50 AP SDL 2019	1	T+0	1D	40.00	40.41	6.0500	6.0500
09.12 GJ SDL 2022	1	T+0	1D	40.00	41.23	6.0800	6.0800
07.16 GS 2023	3	T+0	1D	39.00	37.91	6.0500	6.0179
08.19 GS 2020	1	T+0	1D	35.00	36.43	5.7000	5.7000
08.48 MH SDL 2020	1	T+0	1D	35.00	36.20	6.0500	6.0500
07.59 GS 2026	1	T+0	1D	30.00	30.03	6.0500	6.0500
07.93 AP SDL 2019	1	T+0	1D	30.00	31.09	6.0500	6.0500
08.07 MH SDL 2018	1	T+0	1D	30.00	30.35	6.0500	6.0500
08.32 UP SDL 2019	1	T+0	1D	30.00	30.84	6.0500	6.0500
08.20 GS 2025	1	T+0	1D	29.00	29.56	5.7000	5.7000
07.07 PN SDL 2020	1	T+0	1D	25.00	25.21	6.0500	6.0500
07.85 GJ SDL 2019	1	T+0	1D	25.00	25.80	6.0500	6.0500
08.23 GJ SDL 2019	1	T+0	1D	25.00	25.51	6.0500	6.0500
08.38 MH SDL 2020	1	T+0	1D	25.00	25.64	6.0500	6.0500
08.65 KA SDL 2022	1	T+0	1D	25.00	26.08	6.1000	6.1000
08.13 GS 2045	1	T+0	1D	22.00	22.88	5.7500	5.7500
07.82 PN SDL 2019	1	T+0	1D	20.00	20.76	6.0500	6.0500
08.83 GS 2023	1	T+0	1D	20.00	21.59	5.7500	5.7500
07.40 GS 2035	3	T+0	1D	19.00	18.07	5.2500	5.3158
06.81 MH SDL 2020NOV	1	T+0	1D	15.00	14.68	6.0500	6.0500
07.73 GS 2034	1	T+0	1D	10.00	10.02	5.8000	5.8000
06.17 GS 2023	1	T+0	1D	5.00	4.77	6.1000	6.1000
06.30 GS 2023	1	T+0	1D	5.00	4.72	6.1000	6.1000
Total	295	22649.00			22600.21

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
07.72 GS 2025	1	T+0	2D	70.0000	71.4102
Total	1	70.0000			71.4102

Reversal Date of Lend / Brrw	Sett. Type	Open	High	Low	LTY	WAR	Trades	Volume (Crs.)
CBLO/240518	T+0	6.00	6.04	6.00	6.01	6.01	231	37178.05
Total							231	37178.05

Security Description	Trades	TTA	LTP	LTY
07.17 GS 2028	394	2755.0000	95.5150	7.8406
06.68 GS 2031	111	940.0000	88.8525	8.0586
06.84 GS 2022	10	95.0000	96.3250	7.8096
08.32 GJ SDL 2020	3	120.0000	100.3500	8.1326
08.32 GJ SDL 2020	1	3.0000	100.3500	8.1326
08.44 UP UDAY 2023	1	1.0400	100.1975	8.3849
091 DTB 31052018	1	100.0000	99.8851	6.0000
182 DTB 15112018	1	10.0000	96.9102	6.6500
Total	522	4024.0400

Reported Deals	Trades	TTA	LTP	LTY
06.68 GS 2031	5	300.0000	88.9800	8.0416
07.17 GS 2028	5	300.0000	95.6500	7.8198
07.80 GS 2020	1	100.0000	100.5255	7.5000
08.27 GS 2020	1	100.0000	101.4459	7.4900
Total	12	800.0000

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	68.1800	68.2900	68.1550	68.1700

Market Rates As on May 23 2018 10:26AM

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