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Market Rates
As on Sep 25 2017 5:02PM
| Market | Open | High | Low | LTR | Volume (Crs.) | WAR | Prev. Day WAR | Prev. Day Vol (Crs.) |
| CALL | 6.00 | 6.00 | 5.00 | 5.85 | 17713.05 | 5.90 | 5.89 | 17412.77 |
| CBLO | 5.99 | 5.99 | 5.50 | 5.55 | 129269.90 | 5.90 | 5.93 | 133532.65 |
| REPO | 5.40 | 6.05 | 5.00 | 5.85 | 55802.43 | 5.89 | 5.89 | 60725.90 |
| Money Market | 202785.38 | 5.90 | 5.92 | 211671.32 |
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
| O/N | T + 0 | 26/09/2017 | 143 | 13130.00 | 6.00 | 6.00 | 5.75 | 5.85 | 5.9464 |
| 15D | T + 0 | 10/10/2017 | 1 | 50.00 | 6.20 | 6.20 | 6.20 | 6.20 | 6.2000 |
| Total | 144 | 13180.00 | |
| CG LIQUID 5 TO 10 YR | 2 | T+0 | 15D | 400.00 | 366.70 | 6.0100 | 6.0100 |
| TBILLS 364 DTB | 25 | T+0 | 1D | 7905.89 | 8206.69 | 5.8000 | 5.9374 |
| CG LIQUID 1 TO 3 YR | 28 | T+0 | 1D | 7715.84 | 7415.13 | 5.9500 | 5.9713 |
| TBILLS 182 DTB | 11 | T+0 | 1D | 4486.95 | 4591.64 | 5.9800 | 5.9563 |
| CG LIQUID 10 TO 20YR | 16 | T+0 | 1D | 4181.93 | 3980.11 | 5.9500 | 5.9552 |
| CG LIQUID 3 TO 5 YR | 13 | T+0 | 1D | 3784.94 | 3530.48 | 5.9900 | 5.9601 |
| CG LIQUID 5 TO 10 YR | 9 | T+0 | 1D | 2655.93 | 2496.40 | 5.8500 | 5.9629 |
| TBILLS 91 DTB | 7 | T+0 | 1D | 2201.97 | 2223.73 | 5.9500 | 5.9500 |
| Total | 111 | 33333.45 | 32810.88 | |
| 06.79 GS 2027 | 42 | T+0 | 1D | 3995.00 | 4128.11 | 6.0000 | 5.4736 |
| 06.79 GS 2029 | 42 | T+0 | 1D | 3850.00 | 3864.58 | 6.0000 | 5.7315 |
| 06.97 GS 2026 | 11 | T+0 | 1D | 1385.00 | 1393.56 | 5.9800 | 5.9411 |
| 07.68 GS 2023 | 15 | T+0 | 1D | 1267.00 | 1350.54 | 6.0000 | 5.8432 |
| 07.72 GS 2025 | 10 | T+0 | 1D | 970.00 | 1038.61 | 6.0500 | 5.8134 |
| 06.35 GS 2020 | 7 | T+0 | 1D | 860.00 | 871.30 | 5.9500 | 5.9874 |
| 07.28 GS 2019 | 6 | T+0 | 1D | 780.00 | 809.41 | 5.9500 | 5.9504 |
| 08.27 GS 2020 | 11 | T+0 | 1D | 662.00 | 707.51 | 6.0000 | 5.9023 |
| 07.16 GS 2023 | 2 | T+0 | 1D | 500.00 | 521.23 | 6.0000 | 5.9430 |
| 07.61 GS 2030 | 3 | T+0 | 1D | 340.00 | 363.20 | 5.9500 | 5.8901 |
| 08.12 GS 2020 | 3 | T+0 | 1D | 330.00 | 353.72 | 5.9800 | 5.8539 |
| 07.80 GS 2021 | 4 | T+0 | 1D | 318.00 | 341.70 | 6.0000 | 5.8475 |
| 08.46 MH SDL 2019 | 2 | T+0 | 1D | 299.00 | 307.37 | 5.9500 | 5.9525 |
| 08.39 RJ UDAY 2020 | 1 | T+0 | 1D | 283.00 | 293.74 | 5.9500 | 5.9500 |
| 06.84 GS 2022 | 5 | T+0 | 1D | 235.00 | 241.10 | 6.0000 | 5.9617 |
| 07.83 MH SDL 2019 | 3 | T+0 | 1D | 220.00 | 224.61 | 5.9500 | 5.9761 |
| 06.57 GS 2033 | 5 | T+0 | 1D | 205.00 | 199.46 | 5.5000 | 5.7439 |
| 07.88 GS 2030 | 2 | T+0 | 1D | 205.00 | 217.93 | 5.9500 | 5.9415 |
| 08.39 RJ UDAY 2019 | 2 | T+0 | 1D | 186.00 | 190.58 | 6.0000 | 6.0000 |
| 08.39 RJ UDAY 2018 | 1 | T+0 | 1D | 180.00 | 182.08 | 5.9800 | 5.9800 |
| 08.40 GS 2024 | 4 | T+0 | 1D | 175.00 | 190.89 | 5.7500 | 5.7500 |
| 08.21 RJ UDAY 2019 | 1 | T+0 | 1D | 170.00 | 180.55 | 5.9500 | 5.9500 |
| 07.35 GS 2024 | 5 | T+0 | 1D | 160.00 | 167.07 | 6.0000 | 5.7969 |
| 08.40 KA SDL 2018 | 1 | T+0 | 1D | 135.00 | 141.87 | 6.0000 | 6.0000 |
| 08.00 MH SDL 2018 | 2 | T+0 | 1D | 115.00 | 116.58 | 6.0000 | 6.0000 |
| 08.79 GS 2021 | 2 | T+0 | 1D | 105.00 | 116.75 | 6.0000 | 5.9524 |
| 08.24 GS 2018 | 1 | T+0 | 1D | 100.00 | 104.69 | 5.9800 | 5.9800 |
| 09.20 TN SDL 2018 | 1 | T+0 | 1D | 100.00 | 106.81 | 6.0000 | 6.0000 |
| 07.73 GS 2034 | 3 | T+0 | 1D | 95.00 | 101.90 | 6.0000 | 5.9737 |
| 08.26 HP SDL 2019 | 1 | T+0 | 1D | 91.00 | 95.93 | 6.0000 | 6.0000 |
| 08.78 GJ SDL 2021 | 1 | T+0 | 1D | 85.00 | 92.20 | 6.0000 | 6.0000 |
| 07.80 GS 2020 | 2 | T+0 | 1D | 80.00 | 84.99 | 5.9800 | 5.9875 |
| 06.25 GS 2018 | 2 | T+0 | 1D | 75.00 | 76.06 | 5.9500 | 5.9600 |
| 08.13 GS 2022 | 2 | T+0 | 1D | 75.00 | 79.52 | 5.9800 | 5.8267 |
| 08.19 AP SDL 2019 | 1 | T+0 | 1D | 75.00 | 77.44 | 6.0000 | 6.0000 |
| 08.24 GS 2027 | 1 | T+0 | 1D | 75.00 | 81.60 | 5.8500 | 5.8500 |
| 08.25 UP SDL 2018 | 2 | T+0 | 1D | 75.00 | 76.06 | 6.0000 | 6.0000 |
| 08.52 WB SDL 2018 | 1 | T+0 | 1D | 75.00 | 78.04 | 6.0000 | 6.0000 |
| 06.30 GS 2023 | 2 | T+0 | 1D | 70.00 | 70.80 | 5.9800 | 5.9800 |
| 08.28 TN SDL 2019 | 2 | T+0 | 1D | 60.00 | 61.94 | 6.0000 | 6.0000 |
| 08.39 GJ SDL 2018 | 1 | T+0 | 1D | 60.00 | 63.05 | 6.0000 | 6.0000 |
| 08.17 GS 2044 | 2 | T+0 | 1D | 57.00 | 64.16 | 6.0000 | 5.9123 |
| 06.68 GS 2031 | 3 | T+0 | 1D | 55.00 | 54.31 | 6.0000 | 5.7273 |
| 08.20 GS 2022 | 2 | T+0 | 1D | 55.00 | 58.68 | 5.9800 | 5.9591 |
| 08.56 KL SDL 2020 | 1 | T+0 | 1D | 55.00 | 57.61 | 6.0000 | 6.0000 |
| 07.75 RJ UDAY 2018 | 1 | T+0 | 1D | 50.00 | 51.40 | 6.0000 | 6.0000 |
| 08.12 KL SDL 2019 | 1 | T+0 | 1D | 50.00 | 53.03 | 6.0000 | 6.0000 |
| 08.12 TN SDL 2018 | 1 | T+0 | 1D | 50.00 | 50.65 | 6.0000 | 6.0000 |
| 08.14 GJ SDL 2018 | 1 | T+0 | 1D | 50.00 | 50.68 | 6.0000 | 6.0000 |
| 08.15 GS 2022 | 2 | T+0 | 1D | 50.00 | 54.03 | 5.9800 | 5.9800 |
| 08.23 GJ SDL 2019 | 1 | T+0 | 1D | 50.00 | 53.31 | 6.0000 | 6.0000 |
| 08.25 AP SDL 2018 | 1 | T+0 | 1D | 50.00 | 52.39 | 6.0000 | 6.0000 |
| 08.25 RJ SDL 2019 | 1 | T+0 | 1D | 50.00 | 51.55 | 6.0000 | 6.0000 |
| 08.25 TN SDL 2020 | 1 | T+0 | 1D | 50.00 | 52.28 | 6.0000 | 6.0000 |
| 08.27 GJ SDL 2019 | 1 | T+0 | 1D | 50.00 | 52.78 | 6.0000 | 6.0000 |
| 08.35 KL SDL 2019 | 1 | T+0 | 1D | 50.00 | 52.67 | 6.0000 | 6.0000 |
| 08.56 TN SDL 2021 | 1 | T+0 | 1D | 50.00 | 53.63 | 6.0000 | 6.0000 |
| 08.59 AP SDL 2019 | 1 | T+0 | 1D | 50.00 | 51.43 | 6.0000 | 6.0000 |
| 08.83 GS 2041 | 1 | T+0 | 1D | 50.00 | 59.79 | 5.7500 | 5.7500 |
| 06.05 GS 2019 FEB | 1 | T+0 | 1D | 45.00 | 45.25 | 5.7500 | 5.7500 |
| 07.94 GS 2021 | 3 | T+0 | 1D | 45.00 | 48.18 | 5.9800 | 5.9289 |
| 08.10 AP SDL 2019 | 2 | T+0 | 1D | 45.00 | 46.15 | 6.0000 | 6.0000 |
| 08.15 GS 2026 | 2 | T+0 | 1D | 40.00 | 44.04 | 5.7500 | 5.7500 |
| 08.26 TN SDL 2019 | 1 | T+0 | 1D | 40.00 | 42.17 | 6.0000 | 6.0000 |
| 08.43 GJ SDL 2018 | 1 | T+0 | 1D | 40.00 | 40.48 | 6.0000 | 6.0000 |
| 08.60 GS 2028 | 1 | T+0 | 1D | 40.00 | 45.44 | 5.7500 | 5.7500 |
| 08.60 WB SDL 2018 | 1 | T+0 | 1D | 39.00 | 40.86 | 6.0000 | 6.0000 |
| 07.80 HR SDL 2019 | 1 | T+0 | 1D | 35.00 | 35.72 | 6.0000 | 6.0000 |
| 08.11 AP SDL 2018 | 1 | T+0 | 1D | 32.00 | 33.59 | 6.0000 | 6.0000 |
| 06.90 GS 2019 | 2 | T+0 | 1D | 30.00 | 30.68 | 5.9800 | 5.9800 |
| 07.50 AP SDL 2019 | 1 | T+0 | 1D | 30.00 | 31.35 | 6.0000 | 6.0000 |
| 08.28 GS 2027 | 2 | T+0 | 1D | 30.00 | 32.55 | 6.0500 | 6.0033 |
| 08.45 KL SDL 2019 | 1 | T+0 | 1D | 30.00 | 30.80 | 6.0000 | 6.0000 |
| 07.87 WB SDL 2018 | 1 | T+0 | 1D | 25.00 | 25.43 | 6.0000 | 6.0000 |
| 08.00 OR SDL 2019 | 1 | T+0 | 1D | 25.00 | 25.61 | 6.0000 | 6.0000 |
| 08.07 UP SDL 2018 | 1 | T+0 | 1D | 25.00 | 25.53 | 6.0000 | 6.0000 |
| 08.08 MH SDL 2018 | 1 | T+0 | 1D | 25.00 | 25.53 | 6.0000 | 6.0000 |
| 08.30 WB SDL 2018 | 1 | T+0 | 1D | 25.00 | 25.29 | 6.0000 | 6.0000 |
| 08.65 KA SDL 2022 | 1 | T+0 | 1D | 25.00 | 26.80 | 6.0000 | 6.0000 |
| 08.83 GS 2023 | 1 | T+0 | 1D | 25.00 | 28.19 | 5.7500 | 5.7500 |
| 08.56 MH SDL 2021 | 1 | T+0 | 1D | 21.00 | 22.30 | 6.0000 | 6.0000 |
| 06.62 GS 2051 | 1 | T+0 | 1D | 20.00 | 18.80 | 5.2500 | 5.2500 |
| 07.59 GS 2029 | 1 | T+0 | 1D | 20.00 | 20.78 | 5.7500 | 5.7500 |
| 07.86 KA SDL 2027 | 1 | T+0 | 1D | 20.00 | 20.69 | 6.0000 | 6.0000 |
| 08.20 GS 2025 | 3 | T+0 | 1D | 20.00 | 21.44 | 6.0500 | 5.9000 |
| 07.06 GS 2046 | 2 | T+0 | 1D | 15.00 | 15.10 | 5.5000 | 5.6667 |
| 08.13 TN SDL 2019 | 1 | T+0 | 1D | 15.00 | 15.39 | 6.0000 | 6.0000 |
| 09.60 GJ SDL 2018 | 1 | T+0 | 1D | 15.00 | 15.26 | 6.0000 | 6.0000 |
| 07.59 GS 2026 | 2 | T+0 | 1D | 10.00 | 10.54 | 5.9800 | 5.7400 |
| 08.26 GS 2027 | 1 | T+0 | 1D | 10.00 | 10.94 | 5.8500 | 5.8500 |
| 06.17 GS 2023 | 1 | T+0 | 1D | 5.00 | 4.95 | 5.9800 | 5.9800 |
| 07.40 GS 2035 | 1 | T+0 | 1D | 5.00 | 5.15 | 5.0000 | 5.0000 |
| 07.76 KA SDL 2019 | 1 | T+0 | 1D | 5.00 | 5.10 | 6.0000 | 6.0000 |
| 08.33 GS 2026 | 1 | T+0 | 1D | 5.00 | 5.50 | 5.7500 | 5.7500 |
| 08.35 GS 2022 | 1 | T+0 | 1D | 5.00 | 5.47 | 5.7500 | 5.7500 |
| 06.79 GS 2029 | 3 | T+0 | 8D | 125.00 | 125.47 | 5.5000 | 5.3000 |
| 08.39 RJ UDAY 2018 | 1 | T+0 | 9D | 250.00 | 252.89 | 6.1000 | 6.1000 |
| 08.39 RJ UDAY 2020 | 1 | T+0 | 9D | 200.00 | 207.59 | 6.1000 | 6.1000 |
| 08.39 RJ UDAY 2021 | 1 | T+0 | 9D | 200.00 | 209.17 | 6.1000 | 6.1000 |
| 08.18 PN UDAY 2022 | 1 | T+0 | 9D | 100.00 | 106.31 | 6.1000 | 6.1000 |
| Total | 291 | 21805.00 | 22567.94 | |
| 07.28 GS 2019 | 5 | T+0 | 1D | 1087.0000 | 1128.0330 |
| 08.83 GS 2023 | 1 | T+0 | 1D | 443.3500 | 499.8919 |
| 08.24 GS 2018 | 2 | T+0 | 1D | 406.9000 | 425.9511 |
| 06.90 GS 2019 | 1 | T+0 | 1D | 146.0000 | 149.2996 |
| 364 DTB 21122017 | 1 | T+0 | 1D | 120.0000 | 118.2600 |
| 329 DTB 12032018 | 1 | T+0 | 1D | 115.0000 | 111.8030 |
| 364 DTB 17082018 | 1 | T+0 | 1D | 60.0000 | 56.8380 |
| 06.97 GS 2026 | 1 | T+0 | 1D | 50.0000 | 50.3089 |
| Total | 13 | 2428.2500 | 2540.3855 |
| CBLO/260917 | T+0 | 5.99 | 5.99 | 5.50 | 5.55 | 5.90 | 901 | 129269.90 |
| CBLO/111017 | T+0 | 5.95 | 5.95 | 5.95 | 5.95 | 5.95 | 2 | 300.00 |
| Total | 903 | 129569.90 |
| 06.79 GS 2027 | 1632 | 18180.0000 | 101.1950 | 6.6187 |
| 06.79 GS 2029 | 1197 | 11540.0000 | 99.0050 | 6.9099 |
| 06.68 GS 2031 | 694 | 7550.0000 | 98.8800 | 6.8052 |
| 07.72 GS 2025 | 115 | 965.0000 | 104.6400 | 6.9270 |
| 06.84 GS 2022 | 77 | 870.0000 | 100.8800 | 6.6349 |
| 08.20 GS 2025 | 25 | 540.0000 | 107.2800 | 6.9956 |
| 08.40 GS 2024 | 29 | 495.0000 | 107.7700 | 6.9503 |
| 08.60 GS 2028 | 27 | 460.0000 | 111.0400 | 7.1055 |
| 06.57 GS 2033 | 37 | 440.0000 | 95.6500 | 7.0226 |
| 07.16 GS 2023 | 39 | 430.0000 | 101.8650 | 6.7547 |
| 07.80 GS 2021 | 36 | 260.0000 | 103.9600 | 6.5280 |
| 08.97 GS 2030 | 17 | 240.0000 | 115.2000 | 7.1672 |
| 06.35 GS 2020 | 13 | 200.0000 | 99.8600 | 6.4113 |
| 08.17 GS 2044 | 19 | 150.0000 | 110.1400 | 7.3050 |
| 08.33 GS 2026 | 8 | 140.0000 | 108.3500 | 7.0369 |
| 07.68 GS 2023 | 22 | 135.0000 | 104.5900 | 6.7606 |
| 07.35 GS 2024 | 18 | 135.0000 | 102.6700 | 6.8459 |
| 05.69 GS 2018 | 5 | 115.0000 | 99.6000 | 6.1093 |
| 08.24 GS 2027 | 13 | 105.0000 | 107.9700 | 7.0623 |
| 09.15 GS 2024 | 8 | 70.0000 | 112.0000 | 6.9828 |
| 07.83 GS 2018 | 4 | 60.0000 | 100.8100 | 6.2769 |
| 08.15 GS 2022 | 3 | 50.0000 | 105.8400 | 6.6799 |
| 06.97 GS 2026 | 6 | 45.0000 | 100.7000 | 6.8631 |
| 07.61 GS 2030 | 3 | 45.0000 | 104.2400 | 7.0944 |
| 07.73 GS 2034 | 5 | 40.0000 | 105.4900 | 7.1684 |
| 07.28 GS 2019 | 7 | 35.0000 | 101.5200 | 6.3072 |
| 08.27 GS 2020 | 7 | 35.0000 | 104.4475 | 6.4442 |
| 08.13 GS 2045 | 5 | 35.0000 | 110.1400 | 7.2731 |
| 07.59 GS 2029 | 4 | 35.0000 | 103.9500 | 7.0814 |
| 07.59 GS 2026 | 4 | 25.0000 | 103.9525 | 6.9522 |
| 07.06 GS 2046 | 4 | 20.0000 | 97.6800 | 7.2522 |
| 07.40 GS 2035 | 3 | 20.0000 | 102.6500 | 7.1354 |
| 06.57 GS 2033 | 8 | 17.8590 | 95.8900 | 6.9968 |
| 08.12 GS 2020 | 3 | 15.0000 | 104.6850 | 6.4727 |
| 08.15 GS 2026 | 2 | 15.0000 | 107.4100 | 7.0366 |
| 06.62 GS 2051 | 2 | 15.0000 | 92.2500 | 7.2338 |
| 08.08 GS 2022 | 2 | 10.0000 | 105.6000 | 6.7050 |
| 08.83 GS 2041 | 1 | 10.0000 | 117.0000 | 7.3193 |
| 06.79 GS 2029 | 4 | 5.9720 | 98.9700 | 6.9143 |
| 07.88 GS 2030 | 1 | 5.0000 | 106.3500 | 7.1040 |
| 08.28 GS 2027 | 1 | 5.0000 | 108.6500 | 7.0581 |
| 06.90 GS 2019 | 1 | 5.0000 | 100.9000 | 6.3544 |
| 07.80 GS 2020 | 1 | 5.0000 | 103.2000 | 6.4407 |
| 08.20 GS 2022 | 1 | 5.0000 | 105.8400 | 6.6403 |
| 05.87 GS 2022 | 1 | 5.0000 | 96.8500 | 6.6290 |
| 07.73 GS 2034 | 3 | 4.5000 | 105.3000 | 7.1870 |
| 06.68 GS 2031 | 5 | 4.2330 | 98.9500 | 6.7973 |
| 08.15 GS 2022 | 1 | 3.7130 | 105.3000 | 6.8111 |
| 07.40 GS 2035 | 1 | 3.0000 | 102.4975 | 7.1503 |
| 08.28 GS 2032 | 1 | 1.4000 | 110.3000 | 7.1226 |
| 11.60 GS 2020 | 1 | 1.3000 | 114.3975 | 6.6011 |
| 08.83 GS 2023 | 1 | 0.5000 | 109.8500 | 6.8413 |
| 07.06 GS 2046 | 1 | 0.5000 | 97.8500 | 7.2378 |
| 06.01 GS 2028 | 1 | 0.4000 | 95.2200 | 6.6498 |
| 06.17 GS 2023 | 1 | 0.1500 | 98.4500 | 6.4966 |
| 07.18 TN SDL 2027 | 6 | 85.0000 | 99.0000 | 7.3224 |
| 08.02 TS SDL 2026 | 2 | 75.0000 | 104.2600 | 7.3424 |
| 08.00 PN SDL 2026 | 1 | 50.0000 | 104.1400 | 7.3415 |
| 07.52 TS SDL 2037 | 5 | 45.0000 | 100.3000 | 7.4904 |
| 07.43 ML SDL 2027 | 1 | 45.0000 | 100.2700 | 7.3906 |
| 07.98 GJ SDL 2026 | 2 | 40.0000 | 103.9650 | 7.3490 |
| 07.43 NL SDL 2027 | 1 | 40.0000 | 100.2700 | 7.3906 |
| 07.30 HP SDL 2027 | 2 | 35.0000 | 100.0000 | 7.2986 |
| 07.18 MH SDL 2029 | 4 | 30.0000 | 98.3400 | 7.3917 |
| 08.39 RJ UDAY 2021 | 1 | 25.0000 | 104.0000 | 7.0684 |
| 07.88 PN SDL 2027 | 1 | 15.0000 | 103.3000 | 7.3867 |
| 07.49 WB SDL 2032 | 6 | 11.6600 | 100.1600 | 7.4715 |
| 08.07 TN SDL 2025FEB | 3 | 10.0000 | 103.6150 | 7.4222 |
| 08.86 AP SDL 2022 | 1 | 10.0000 | 106.1500 | 7.2849 |
| 07.51 AP SDL 2037 | 1 | 5.0000 | 100.2200 | 7.4881 |
| 07.40 RJ SDL 2029 | 1 | 5.0000 | 99.9200 | 7.4096 |
| 07.59 KA SDL 2027MAR | 1 | 5.0000 | 101.2100 | 7.4103 |
| 08.53 KL SDL 2026 | 1 | 5.0000 | 107.0000 | 7.4002 |
| 07.33 MH SDL 2027 | 1 | 2.4230 | 100.2000 | 7.3008 |
| 08.32 MH SDL 2025 | 1 | 1.6000 | 105.4300 | 7.3888 |
| 07.50 AP SDL 2019 | 1 | 1.2630 | 100.4500 | 7.1849 |
| 08.39 RJ UDAY 2026 | 2 | 0.9000 | 106.0700 | 7.4115 |
| 07.52 TS SDL 2037 | 1 | 0.9000 | 100.3000 | 7.4904 |
| 08.32 PN SDL 2025 | 1 | 0.4200 | 105.1000 | 7.4298 |
| 08.05 GJ SDL 2025FEB | 1 | 0.1500 | 104.1600 | 7.3114 |
| 07.18 MH SDL 2029 | 1 | 0.1000 | 98.5000 | 7.3709 |
| 07.18 TN SDL 2027 | 1 | 0.0500 | 99.0000 | 7.3224 |
| 329 DTB 12032018 | 11 | 680.0000 | 97.2415 | 6.2000 |
| 091 DTB 05102017 | 21 | 520.0000 | 99.8510 | 6.0500 |
| 364 DTB 19072018 | 10 | 155.0000 | 95.1870 | 6.2350 |
| 182 DTB 22032018 | 2 | 120.0000 | 97.0812 | 6.2000 |
| 091 DTB 07122017 | 5 | 115.0000 | 98.8129 | 6.0900 |
| 182 DTB 22022018 | 3 | 75.0000 | 97.5441 | 6.1675 |
| 364 DTB 28092017 | 1 | 75.0000 | 99.9671 | 6.0000 |
| 091 DTB 23112017 | 2 | 70.0000 | 99.0447 | 6.0700 |
| 091 DTB 30112017 | 3 | 45.0000 | 98.9271 | 6.0900 |
| 182 DTB 02112017 | 2 | 40.0000 | 99.3884 | 6.0700 |
| 182 DTB 28122017 | 2 | 40.0000 | 98.4745 | 6.0800 |
| 323 DTB 13032018 | 1 | 40.0000 | 97.2255 | 6.2000 |
| 182 DTB 11012018 | 2 | 35.0000 | 98.2291 | 6.1500 |
| 364 DTB 21122017 | 1 | 25.0000 | 98.5808 | 6.1101 |
| 091 DTB 09112017 | 1 | 5.0000 | 99.2700 | 6.1000 |
| Total | 4247 | 46187.9930 | | |
| 06.79 GS 2027 | 9 | 1200.0000 | 101.1550 | 6.6244 |
| 07.68 GS 2023 | 8 | 685.0000 | 104.5750 | 6.7635 |
| 06.68 GS 2031 | 9 | 495.0000 | 98.9000 | 6.8029 |
| 07.72 GS 2025 | 5 | 400.0000 | 104.6400 | 6.9270 |
| 06.79 GS 2029 | 15 | 375.0000 | 98.9600 | 6.9155 |
| 08.15 GS 2026 | 2 | 350.0000 | 107.3865 | 7.0400 |
| 08.33 GS 2026 | 2 | 350.0000 | 108.2950 | 7.0450 |
| 08.20 GS 2025 | 6 | 300.0000 | 107.2400 | 7.0019 |
| 06.35 GS 2020 | 3 | 200.0000 | 99.8650 | 6.4089 |
| 08.17 GS 2044 | 1 | 200.0000 | 110.1398 | 7.3050 |
| 08.30 GS 2042 | 1 | 200.0000 | 111.2228 | 7.3175 |
| 07.16 GS 2023 | 5 | 190.0000 | 101.7500 | 6.7793 |
| 06.84 GS 2022 | 1 | 100.0000 | 100.8100 | 6.6509 |
| 08.12 GS 2020 | 1 | 100.0000 | 104.7200 | 6.4608 |
| 07.59 GS 2029 | 2 | 75.0000 | 103.8500 | 7.0940 |
| 06.57 GS 2033 | 5 | 65.0000 | 95.8950 | 6.9963 |
| 07.73 GS 2034 | 1 | 60.0000 | 105.0200 | 7.2146 |
| 07.61 GS 2030 | 1 | 50.0000 | 104.1929 | 7.1000 |
| 07.83 GS 2018 | 1 | 30.0000 | 100.8136 | 6.2701 |
| 08.60 GS 2028 | 1 | 25.0000 | 110.9200 | 7.1206 |
| 06.97 GS 2026 | 1 | 25.0000 | 100.4200 | 6.9054 |
| 07.28 GS 2019 | 1 | 20.0000 | 101.4996 | 6.3200 |
| 08.97 GS 2030 | 1 | 20.0000 | 115.0000 | 7.1887 |
| 07.73 GS 2034 | 2 | 17.5000 | 105.2700 | 7.1900 |
| 06.57 GS 2033 | 6 | 6.6000 | 96.1200 | 6.9722 |
| 06.79 GS 2029 | 2 | 3.0000 | 98.9600 | 6.9155 |
| 08.28 GS 2032 | 2 | 1.5000 | 109.0000 | 7.2600 |
| 08.60 GS 2028 | 1 | 1.2000 | 111.0000 | 7.1105 |
| 08.83 GS 2041 | 3 | 0.6130 | 117.4700 | 7.2825 |
| 08.83 GS 2023 | 2 | 0.6000 | 110.2000 | 6.7750 |
| 09.23 GS 2043 | 1 | 0.6000 | 122.1600 | 7.3168 |
| 06.01 GS 2028 | 1 | 0.4000 | 95.2500 | 6.6457 |
| 08.97 GS 2030 | 1 | 0.1500 | 114.0000 | 7.2971 |
| 06.17 GS 2023 | 1 | 0.1500 | 98.5000 | 6.4859 |
| 08.26 GS 2027 | 1 | 0.1000 | 107.4500 | 7.1893 |
| 08.24 GS 2027 | 1 | 0.1000 | 107.1000 | 7.1851 |
| 08.28 GS 2027 | 1 | 0.0500 | 107.6000 | 7.1995 |
| 06.05 GS 2019 | 1 | 0.0350 | 98.5000 | 6.9873 |
| 10.25 GS 2021 | 1 | 0.0300 | 110.8000 | 6.8707 |
| 06.90 GS 2019 | 1 | 0.0300 | 99.8000 | 7.0118 |
| 05.69 GS 2018 | 1 | 0.0220 | 98.3000 | 7.4906 |
| 10.70 GS 2020 | 1 | 0.0030 | 108.7000 | 6.9436 |
| 08.73 BR SDL 2024 | 4 | 200.0000 | 108.3705 | 7.2000 |
| 07.98 GJ SDL 2026 | 1 | 175.0000 | 103.9650 | 7.3490 |
| 08.21 TN SDL 2025 | 3 | 130.0000 | 105.1725 | 7.3200 |
| 08.67 MH SDL 2026 | 1 | 80.0000 | 108.1616 | 7.3500 |
| 08.21 HR UDAY 2022 | 2 | 75.0000 | 103.9861 | 7.1600 |
| 08.90 MH SDL 2024 | 1 | 70.0000 | 108.4724 | 7.3300 |
| 09.18 AP SDL 2024 | 1 | 70.0000 | 110.3276 | 7.2000 |
| 09.03 KL SDL 2021 | 1 | 65.0000 | 107.5178 | 6.9300 |
| 08.30 MP SDL 2026 | 1 | 60.0000 | 105.8059 | 7.3500 |
| 08.38 HR SDL 2026 | 1 | 60.0000 | 106.3193 | 7.3500 |
| 08.26 TN SDL 2019 | 1 | 60.0000 | 103.1606 | 6.6850 |
| 08.99 BR SDL 2022DEC | 1 | 60.0000 | 108.3460 | 7.0500 |
| 08.72 TN SDL 2024 | 1 | 55.0000 | 108.3158 | 7.2000 |
| 08.84 GJ SDL 2024 | 1 | 54.0000 | 108.2534 | 7.3200 |
| 09.40 AP SDL 2024 | 1 | 50.0000 | 110.3893 | 7.3200 |
| 08.53 UP SDL 2026 | 1 | 50.0000 | 107.2670 | 7.3500 |
| 08.29 RJ SDL 2025 | 1 | 50.0000 | 105.2827 | 7.3700 |
| 08.29 HR SDL 2025 | 1 | 50.0000 | 105.6639 | 7.3250 |
| 08.54 MP SDL 2020 | 1 | 50.0000 | 103.8691 | 6.8000 |
| 08.84 MP SDL 2024 | 1 | 50.0000 | 108.9417 | 7.2000 |
| 09.63 MH SDL 2024 | 1 | 50.0000 | 111.6305 | 7.3125 |
| 08.84 MH SDL 2024 | 1 | 49.9120 | 108.1963 | 7.3300 |
| 07.33 MH SDL 2027 | 1 | 45.7050 | 100.2150 | 7.2986 |
| 08.83 MH SDL 2024 | 2 | 45.0000 | 107.8188 | 7.3300 |
| 07.43 ML SDL 2027 | 1 | 45.0000 | 100.2800 | 7.3892 |
| 08.65 RJ SDL 2021 | 1 | 45.0000 | 106.0071 | 6.9000 |
| 08.56 TN SDL 2021 | 1 | 45.0000 | 105.3714 | 6.9000 |
| 07.43 NL SDL 2027 | 1 | 40.0000 | 100.2800 | 7.3892 |
| 09.05 MP SDL 2021 | 1 | 40.0000 | 107.3896 | 6.9300 |
| 07.77 RJ SDL 2019JUL | 1 | 38.0640 | 101.9008 | 6.6500 |
| 08.11 TN SDL 2019 | 1 | 38.0000 | 102.7421 | 6.6800 |
| 07.83 AP SDL 2019 | 1 | 37.3500 | 101.8977 | 6.6500 |
| 09.06 RJ SDL 2021 | 1 | 35.0000 | 107.4245 | 6.9300 |
| 08.92 HP SDL 2022 | 1 | 33.5600 | 107.5771 | 7.0500 |
| 08.90 TN SDL 2022 | 2 | 30.0000 | 107.6593 | 7.0500 |
| 08.08 UP SDL 2025FEB | 1 | 30.0000 | 103.9900 | 7.3700 |
| 08.36 MH SDL 2026 | 1 | 30.0000 | 106.0686 | 7.3700 |
| 08.65 RJ SDL 2026 | 1 | 29.2080 | 108.0378 | 7.3500 |
| 08.90 TN SDL 2022 | 1 | 26.4760 | 107.7460 | 7.0300 |
| 09.09 TN SDL 2021 | 1 | 25.0000 | 107.5291 | 6.9300 |
| 08.27 JH SDL 2024 | 1 | 25.0000 | 105.9405 | 7.2000 |
| 07.76 MP SDL 2027 | 1 | 25.0000 | 102.4729 | 7.3900 |
| 08.11 RJ SDL 2019 | 1 | 21.9450 | 102.7773 | 6.6800 |
| 08.05 JK SDL 2027 | 2 | 20.0000 | 104.1584 | 7.4300 |
| 07.33 MH SDL 2027 | 1 | 20.0000 | 100.2150 | 7.2986 |
| 09.23 RJ SDL 2021 | 1 | 20.0000 | 108.1707 | 6.9300 |
| 08.24 RJ SDL 2024 | 1 | 20.0000 | 105.1984 | 7.3000 |
| 08.25 TN SDL 2024 | 1 | 20.0000 | 105.2538 | 7.3000 |
| 08.21 HR UDAY 2026 | 2 | 15.8500 | 104.8100 | 7.4369 |
| 09.71 HR SDL 2024 | 1 | 15.0000 | 111.6897 | 7.4000 |
| 08.27 MP SDL 2025 | 1 | 15.0000 | 105.2320 | 7.3800 |
| 08.08 MH SDL 2026 | 1 | 15.0000 | 104.4903 | 7.3700 |
| 07.96 MH SDL 2026 | 1 | 15.0000 | 103.7403 | 7.3700 |
| 08.29 UP SDL 2025 | 1 | 15.0000 | 105.3729 | 7.3800 |
| 07.88 PN SDL 2027 | 1 | 15.0000 | 103.3100 | 7.3853 |
| 09.08 WB SDL 2021 | 1 | 14.4660 | 107.4943 | 6.9300 |
| 08.94 MH SDL 2024 | 1 | 14.0000 | 108.5638 | 7.3200 |
| 08.94 GJ SDL 2024 | 1 | 13.8640 | 108.6883 | 7.3300 |
| 08.89 TN SDL 2022 | 1 | 10.8860 | 107.2783 | 7.0500 |
| 07.52 TS SDL 2037 | 2 | 10.0000 | 100.2300 | 7.4972 |
| 07.59 KA SDL 2027MAR | 2 | 10.0000 | 101.4158 | 7.3800 |
| 08.07 TN SDL 2025FEB | 1 | 10.0000 | 103.9000 | 7.3726 |
| 07.77 TN UDAY 2026 | 1 | 10.0000 | 102.3000 | 7.3959 |
| 08.86 AP SDL 2022 | 1 | 10.0000 | 106.0886 | 7.3000 |
| 07.18 MH SDL 2029 | 7 | 9.8200 | 98.6600 | 7.3501 |
| 07.51 AP SDL 2037 | 3 | 9.5500 | 100.2400 | 7.4862 |
| 08.39 RJ UDAY 2025 | 1 | 7.5000 | 105.5800 | 7.4033 |
| 07.49 WB SDL 2032 | 4 | 5.2000 | 100.2700 | 7.4592 |
| 08.39 RJ UDAY 2026 | 1 | 5.0000 | 106.0400 | 7.4162 |
| 07.40 RJ SDL 2029 | 1 | 5.0000 | 99.9500 | 7.4058 |
| 09.60 MH SDL 2023 | 1 | 5.0000 | 110.3264 | 7.4000 |
| 08.91 HR SDL 2022 | 1 | 5.0000 | 106.3272 | 7.3000 |
| 07.52 TS SDL 2037 | 5 | 3.4500 | 100.4200 | 7.4787 |
| 08.75 UP UDAY 2030 | 1 | 3.2000 | 109.9200 | 7.5092 |
| 08.70 UP UDAY 2027 | 2 | 2.0000 | 108.0800 | 7.4943 |
| 08.39 AP SDL 2020 | 1 | 1.9930 | 102.5700 | 7.2463 |
| 08.50 AP SDL SPL 2029 | 1 | 1.9100 | 108.4200 | 7.4002 |
| 08.32 MH SDL 2025 | 1 | 1.6000 | 105.4900 | 7.3789 |
| 08.62 PN UDAY 2030 | 1 | 1.3100 | 109.0400 | 7.4938 |
| 08.03 MP UDAY 2025 | 1 | 1.0000 | 103.4800 | 7.4158 |
| 07.93 MP UDAY 2032 | 1 | 0.9500 | 103.7900 | 7.4965 |
| 08.48 MH SDL 2020 | 1 | 0.7500 | 102.6800 | 7.2436 |
| 08.38 MH SDL 2020 | 1 | 0.6780 | 102.5500 | 7.2452 |
| 07.40 AP SDL 2032 | 2 | 0.6000 | 100.2500 | 7.3710 |
| 08.24 TN SDL 2019 | 1 | 0.5000 | 101.4000 | 7.2363 |
| 08.52 TN SDL 2020 | 1 | 0.4860 | 102.8100 | 7.2475 |
| 08.52 KA SDL 2020 | 1 | 0.4500 | 102.8100 | 7.2475 |
| 08.32 PN SDL 2025 | 1 | 0.4200 | 105.3000 | 7.3961 |
| 08.14 GJ SDL 2025 | 1 | 0.3000 | 104.3600 | 7.3543 |
| 08.33 RJ UDAY 2025 | 1 | 0.2000 | 105.1000 | 7.4480 |
| 08.05 GJ SDL 2025FEB | 1 | 0.1500 | 104.3200 | 7.2838 |
| 08.32 TN SDL 2020 | 1 | 0.1000 | 101.9000 | 7.3894 |
| 317 DTB 15032018 | 1 | 471.6120 | 97.1923 | 6.2024 |
| 312 DTB 16032018 | 2 | 470.0000 | 97.1773 | 6.2000 |
| 182 DTB 28122017 | 1 | 155.8110 | 98.4708 | 6.0949 |
| 364 DTB 19072018 | 1 | 150.0000 | 95.1834 | 6.2400 |
| 091 DTB 05102017 | 7 | 100.0000 | 99.8560 | 5.8500 |
| 091 DTB 28092017 | 1 | 100.0000 | 99.9667 | 6.0800 |
| 091 DTB 28092017 | 1 | 87.4930 | 99.9667 | 6.0800 |
| 364 DTB 21122017 | 1 | 75.0000 | 98.5900 | 6.0700 |
| 182 DTB 11012018 | 1 | 35.0000 | 98.2093 | 6.2200 |
| 182 DTB 28122017 | 1 | 25.0000 | 98.4757 | 6.0750 |
| 364 DTB 13092018 | 1 | 5.1000 | 94.3260 | 6.2375 |
| 182 DTB 11012018 | 2 | 4.0000 | 98.2857 | 5.9500 |
| 091 DTB 07122017 | 1 | 3.0000 | 98.8260 | 6.0222 |
| Total | 254 | 9957.1020 | | |
| SPOT | 64.8300 | 65.2000 | 64.7200 | 65.1150 |
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 | CBLO Statistics as on Mon, Sep 25, 2017 | | FX-Clear Statistics as on Mon, Sep 25, 2017 | | Fx-Settlement Statistics as on Mon, Sep 25, 2017 | | G-Sec Sett Statistics as on Mon, Sep 25, 2017 | | MTM Prices as on Mon, Sep 25, 2017 | | ZCYC as on Mon, Sep 25, 2017 | | IRS/FRA Statistics as on Fri, Sep 22, 2017 |
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