Market Rates

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.80	6.85	5.00	6.15	9777.11	6.74	6.72	11293.73
TREP	6.75	6.76	6.40	6.60	379527.40	6.73	6.74	394827.15
REPO	6.73	6.88	0.01	6.70	158884.69	6.75	6.77	157302.85
Money Market					548189.20	6.74	6.75	563423.73

"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."

Dec 6 2023 3:57PM

Tenor	Sett. Type	Maturity	Trades	TTA(Rs. Cr)	Open	High	Low	LTR	WAR
O/N	T + 0	07/12/2023	261	9777.11	6.80	6.85	5.00	6.15	6.7438
2D	T + 0	08/12/2023	7	366.60	6.80	6.81	6.05	6.65	6.7341
63D	T + 0	07/02/2024	1	150.00	7.27	7.27	7.27	7.27	7.2700
26D	T + 0	01/01/2024	2	105.00	7.02	7.05	7.02	7.05	7.0357
15D	T + 0	21/12/2023	4	84.25	6.45	6.95	6.45	6.80	6.8818
7D	T + 0	13/12/2023	2	34.00	6.35	6.80	6.35	6.80	6.7471
6D	T + 0	12/12/2023	1	30.00	6.80	6.80	6.80	6.80	6.8000
16D	T + 0	22/12/2023	1	17.00	6.90	6.90	6.90	6.90	6.9000
13D	T + 0	19/12/2023	1	15.50	6.70	6.70	6.70	6.70	6.7000
5D	T + 0	11/12/2023	3	8.00	6.70	6.70	6.40	6.40	6.5875
Total	283			10587.46

Dec 6 2023 2:32PM

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 5 TO 10 YR	84	T+0	1D	19682.55	19543.91	6.7000	6.7465
SG SECS UPTO 5YR	148	T+0	1D	14550.26	14259.29	6.7900	6.7968
CG LIQUID 1 TO 3 YR	46	T+0	1D	11388.75	11347.30	6.7200	6.7378
CG LIQUID ABV 20 YR	43	T+0	1D	11021.80	11053.41	6.7000	6.7466
CG LIQUID 3 TO 5 YR	46	T+0	1D	10339.77	10195.71	6.7000	6.7328
FRB	26	T+0	1D	10043.85	9927.95	6.7300	6.7571
CG LIQUID 10 TO 20YR	42	T+0	1D	8916.77	8734.41	6.7200	6.7470
TBILLS 182 DTB	26	T+0	1D	6866.86	7033.87	6.7000	6.7349
CG LIQUID UPTO 1 YR	25	T+0	1D	6411.86	6269.06	6.7000	6.7300
TBILLS 364 DTB	21	T+0	1D	5088.93	5373.40	6.7300	6.7478
TBILLS 91 DTB	12	T+0	1D	4970.95	5015.78	6.7500	6.7526
SG SECS ABV 5YR	18	T+0	1D	1660.90	1622.23	6.8000	6.8090
OIL BONDS	3	T+0	1D	500.99	493.22	6.8100	6.8100
CG STRIPS	3	T+0	1D	111.99	127.55	6.8000	6.8000
SG SECS ABV 5YR	2	T+0	22D	994.99	991.92	7.0000	7.0000
CG LIQUID ABV 20 YR	2	T+0	27D	108.99	106.39	6.9500	6.9500
CG LIQUID ABV 20 YR	1	T+1	26D	374.99	374.70	6.9500	6.9500
Total	548	113035.20			112470.10

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.18 GS 2033	49	T+0	1D	8982.00	9133.69	6.7200	6.7396
07.18 GS 2037	25	T+0	1D	3710.00	3743.49	6.7100	6.7345
06.35 OIL SPL 2024	5	T+0	1D	1972.00	2007.50	6.8200	6.7828
07.41 GS 2036	10	T+0	1D	1803.00	1871.83	6.7500	6.7527
06.90 OIL SPL 2026	4	T+0	1D	1760.00	1778.76	6.7800	6.7830
08.20 OIL SP 2024SEP	4	T+0	1D	1120.00	1147.55	6.7300	6.7579
07.17 GS 2030	5	T+0	1D	1077.00	1082.99	6.7200	6.7279
07.26 GS 2033	10	T+0	1D	991.00	1011.79	6.7500	6.7487
07.25 GS 2063	8	T+0	1D	972.00	974.96	6.7000	6.7424
07.30 GS 2053	8	T+0	1D	957.00	966.25	6.7000	6.7413
07.38 GS 2027	9	T+0	1D	902.00	936.48	6.7100	6.7289
06.69 GS 2024	2	T+0	1D	886.00	910.61	6.7500	6.7500
05.22 GS 2025	9	T+0	1D	800.00	797.84	6.2500	6.5488
07.06 GS 2028	6	T+0	1D	795.00	798.32	6.7200	6.7368
06.18 GS 2024	4	T+0	1D	620.00	618.49	6.6100	6.7374
07.72 GS 2025	1	T+0	1D	500.00	504.73	6.7800	6.7800
07.36 GS 2052	5	T+0	1D	477.00	477.27	6.7600	6.7584
05.63 GS 2026	4	T+0	1D	420.00	409.18	6.7500	6.7500
06.10 GS 2031	1	T+0	1D	400.00	381.96	6.7500	6.7500
07.38 MP SGS 2025	1	T+0	1D	400.00	406.45	6.7500	6.7500
07.54 AS SDL 2028	1	T+0	1D	300.00	306.40	6.7500	6.7500
07.58 GJ SGS 2026	1	T+0	1D	300.00	300.94	6.7900	6.7900
07.26 GS 2032	3	T+0	1D	290.00	294.88	6.7500	6.7391
07.57 GS 2033	3	T+0	1D	276.00	289.99	6.7000	6.7156
05.77 GS 2030	3	T+0	1D	260.00	244.66	6.5000	6.6548
08.16 GJ SDL 2029	1	T+0	1D	250.00	262.75	6.8200	6.8200
07.33 GS 2026	2	T+0	1D	245.00	247.51	6.8500	6.7520
GS12DEC2024C	2	T+0	1D	225.00	209.52	6.8000	6.8000
07.73 GS 2034	1	T+0	1D	205.00	218.21	6.7500	6.7500
07.49 GJ SGS 2026	1	T+0	1D	200.00	202.54	6.8200	6.8200
08.20 BR SDL 2029	1	T+0	1D	200.00	210.87	6.8200	6.8200
07.54 GS 2036	3	T+0	1D	176.00	178.61	6.7000	6.7386
06.53 CG SDL 2028	1	T+0	1D	175.00	170.05	6.8000	6.8000
06.23 RJ SDL 2027	1	T+0	1D	165.00	159.60	6.8000	6.8000
07.40 GS 2062	2	T+0	1D	165.00	165.65	6.7500	6.7500
GS12DEC2025C	1	T+0	1D	160.00	138.67	6.8200	6.8200
GS12DEC2026C	1	T+0	1D	160.00	129.11	6.8200	6.8200
GS12JUN2025C	1	T+0	1D	160.00	143.78	6.8200	6.8200
08.00 TN SDL 2025	1	T+0	1D	150.00	152.61	6.8000	6.8000
GS12JUN2026C	1	T+0	1D	150.00	125.38	6.8200	6.8200
GS12DEC2023C	1	T+0	1D	140.00	139.81	6.8000	6.8000
GS12JUN2024C	1	T+0	1D	140.00	135.08	6.8000	6.8000
07.77 AP SGS 2035	3	T+0	1D	138.00	138.51	6.8200	6.8430
08.27 UP SDL 2025	1	T+0	1D	132.00	134.18	6.8200	6.8200
08.16 MH SDL 2025	2	T+0	1D	130.00	133.60	6.8200	6.8200
06.96 HR SDL 2029	1	T+0	1D	127.00	126.46	6.8200	6.8200
06.45 GS 2029	4	T+0	1D	125.00	121.39	6.7000	6.7220
08.60 GS 2028	2	T+0	1D	125.00	131.36	6.7500	6.7500
08.08 MH SDL 2028	1	T+0	1D	120.00	126.59	6.8200	6.8200
08.15 TN SDL 2028	1	T+0	1D	120.00	123.16	6.8200	6.8200
06.90 PY SDL 2028	1	T+0	1D	115.00	114.74	6.8200	6.8200
07.26 GS 2029	2	T+0	1D	110.00	113.08	6.7500	6.7500
07.40 GS 2035	1	T+0	1D	110.00	112.16	6.7000	6.7000
07.59 GS 2026	1	T+0	1D	110.00	114.15	6.7500	6.7500
07.70 AP SGS 2029 06 DEC	1	T+0	1D	105.00	105.09	6.8000	6.8000
05.15 GS 2025	2	T+0	1D	100.00	96.74	6.7800	6.7325
05.80 MH SDL 2025	2	T+0	1D	100.00	100.22	6.8200	6.8200
05.80 RJ SDL 2025	1	T+0	1D	100.00	97.91	6.8200	6.8200
06.21 AS SDL 2026	1	T+0	1D	100.00	99.27	6.8200	6.8200
06.67 GS 2050	1	T+0	1D	100.00	93.87	6.7000	6.7000
07.26 KA SGS 2025	1	T+0	1D	100.00	102.90	6.8200	6.8200
07.29 HR SGS 2029	1	T+0	1D	100.00	98.63	6.8200	6.8200
07.47 GJ SGS 2025	1	T+0	1D	100.00	100.78	6.8200	6.8200
07.63 ML SGS 2025	1	T+0	1D	100.00	101.08	6.8200	6.8200
07.74 HR SGS 2029	1	T+0	1D	100.00	101.33	6.8200	6.8200
08.05 HR SDL 2025	1	T+0	1D	100.00	102.94	6.8200	6.8200
08.29 RJ SDL 2025 29 JUL	2	T+0	1D	100.00	104.20	6.8200	6.8200
GS12DEC2028C	1	T+0	1D	100.00	69.82	6.8200	6.8200
07.70 UP SGS 2035	2	T+0	1D	88.00	88.43	6.8200	6.8241
07.72 KA SGS 2035	2	T+0	1D	88.00	88.18	6.8200	6.8220
07.40 MP SGS 2034	1	T+0	1D	85.00	86.38	6.8200	6.8200
07.41 UP SGS 2034	1	T+0	1D	85.00	86.44	6.8200	6.8200
07.64 TN SDL 2029	1	T+0	1D	85.00	87.37	6.8200	6.8200
07.86 JH SGS 2034	1	T+0	1D	85.00	86.67	6.8200	6.8200
07.73 AP SGS 2032 23 MAR	1	T+0	1D	80.00	81.61	6.8200	6.8200
07.73 UP SGS 2033 15 MAR	1	T+0	1D	80.00	81.75	6.8200	6.8200
GS12DEC2027C	1	T+0	1D	80.00	60.04	6.8200	6.8200
GS12DEC2029C	1	T+0	1D	80.00	51.95	6.8200	6.8200
GS12DEC2030C	1	T+0	1D	80.00	48.29	6.8200	6.8200
GS12DEC2031C	1	T+0	1D	80.00	44.91	6.8200	6.8200
GS12DEC2032C	1	T+0	1D	80.00	41.76	6.8200	6.8200
GS12JUN2027C	2	T+0	1D	80.00	62.26	6.8200	6.8200
GS12JUN2028C	1	T+0	1D	80.00	57.88	6.8200	6.8200
GS12JUN2029C	1	T+0	1D	80.00	53.87	6.8200	6.8200
GS12JUN2030C	1	T+0	1D	80.00	50.11	6.8200	6.8200
GS12JUN2031C	1	T+0	1D	80.00	46.57	6.8200	6.8200
GS12JUN2032C	1	T+0	1D	80.00	43.30	6.8200	6.8200
07.57 GJ SGS 2026	1	T+0	1D	79.00	79.48	6.8300	6.8300
06.43 RJ SDL 2027	1	T+0	1D	74.00	73.51	6.8300	6.8300
08.25 MH SDL 2025 10 JUN	4	T+0	1D	70.00	73.62	6.8200	6.8200
08.27 KL SDL 2025	1	T+0	1D	70.00	72.70	6.8200	6.8200
05.90 TS SDL 2025	1	T+0	1D	65.00	63.73	6.8300	6.8300
07.48 KL SDL 2032	1	T+0	1D	65.00	65.65	6.8200	6.8200
06.69 MP SDL 2025	1	T+0	1D	60.00	60.36	6.8300	6.8300
07.77 HR SGS 2033	1	T+0	1D	60.00	61.30	6.8200	6.8200
07.96 PN SDL 2026	1	T+0	1D	60.00	61.09	6.8300	6.8300
07.70 AP SGS 2030 22 FEB	1	T+0	1D	58.00	59.45	6.8300	6.8300
07.79 PN SGS 2036	2	T+0	1D	58.00	58.27	6.8300	6.8231
07.37 GS 2028	2	T+0	1D	55.00	55.80	6.8500	6.6455
07.84 TN SDL 2026	1	T+0	1D	55.00	57.11	6.8300	6.8300
08.27 TN SDL 2026	1	T+0	1D	55.00	57.61	6.8300	6.8300
05.40 CG SDL 2024	1	T+0	1D	50.00	50.21	6.8000	6.8000
05.49 RJ SDL 2025	1	T+0	1D	50.00	49.40	6.8300	6.8300
05.70 MH SDL 2024	1	T+0	1D	50.00	50.03	6.8000	6.8000
05.77 GJ SDL 2025 12 JAN	1	T+0	1D	50.00	50.30	6.8200	6.8200
05.82 TS SDL 2024	1	T+0	1D	50.00	49.87	6.8200	6.8200
05.95 TN SDL 2025	1	T+0	1D	50.00	49.20	6.8300	6.8300
06.17 TS SDL 2025	1	T+0	1D	50.00	49.35	6.8300	6.8300
06.58 KA SDL 2030	1	T+0	1D	50.00	47.35	6.8200	6.8200
06.99 GS 2026	2	T+0	1D	50.00	50.23	6.7000	6.7200
07.05 MH SDL 2032	1	T+0	1D	50.00	48.64	6.8200	6.8200
07.13 KA SDL 2038	1	T+0	1D	50.00	48.62	6.8200	6.8200
07.40 RJ SDL 2029	1	T+0	1D	50.00	50.31	6.8200	6.8200
07.45 TS SGS 2030 02 AUG	1	T+0	1D	50.00	50.78	6.8300	6.8300
07.72 HR SGS 2032	1	T+0	1D	50.00	50.97	6.8200	6.8200
07.78 NL SGS 2033	1	T+0	1D	50.00	50.14	6.8200	6.8200
07.85 WB SGS 2042	1	T+0	1D	50.00	51.41	6.8200	6.8200
07.89 MH SDL 2024	1	T+0	1D	50.00	51.41	6.8200	6.8200
08.03 GJ SDL 2025	1	T+0	1D	50.00	50.94	6.8000	6.8000
08.08 HR SDL 2025	1	T+0	1D	50.00	51.79	6.8200	6.8200
08.09 MN SDL 2025	1	T+0	1D	50.00	51.79	6.8200	6.8200
08.16 JH SDL 2025	1	T+0	1D	50.00	51.99	6.8200	6.8200
08.23 GOI FCI 2027	1	T+0	1D	50.00	52.18	6.8500	6.8500
08.36 MP SDL 2025	1	T+0	1D	50.00	52.31	6.8200	6.8200
08.38 OD SDL 2026	1	T+0	1D	50.00	52.35	6.8200	6.8200
08.43 JH SDL 2029	1	T+0	1D	50.00	52.78	6.8200	6.8200
08.96 MH SDL 2024	1	T+0	1D	50.00	52.29	6.8000	6.8000
09.01 MH SDL 2024	1	T+0	1D	50.00	51.66	6.8000	6.8000
06.25 AS SDL 2026	1	T+0	1D	49.00	48.54	6.8300	6.8300
06.89 GS 2025	1	T+0	1D	47.00	48.11	6.7500	6.7500
06.63 HR SDL 2028	1	T+0	1D	45.00	43.53	6.8300	6.8300
06.79 GS 2027	2	T+0	1D	45.00	44.55	6.7000	6.7011
07.87 RJ SGS 2040	1	T+0	1D	45.00	46.09	6.8200	6.8200
08.07 KL SDL 2026	1	T+0	1D	45.00	47.28	6.8200	6.8200
07.72 GS 2049	1	T+0	1D	42.00	44.77	6.6000	6.6000
06.10 CG SDL 2027	1	T+0	1D	40.00	39.26	6.8300	6.8300
07.10 GS 2029	2	T+0	1D	40.00	40.10	6.7200	6.7200
07.44 TN SGS 2033 03 MAY	1	T+0	1D	40.00	39.68	6.8200	6.8200
07.75 HR SGS 2035 29 NOV	1	T+0	1D	40.00	40.10	6.8200	6.8200
07.81 MZ SGS 2037	1	T+0	1D	40.00	40.42	6.8200	6.8200
07.88 GS 2030	1	T+0	1D	40.00	41.85	6.7500	6.7500
08.38 TN SDL 2026	1	T+0	1D	40.00	41.88	6.8200	6.8200
05.79 GS 2030	2	T+0	1D	39.00	36.23	6.7000	6.7346
07.32 GS 2030	1	T+0	1D	37.00	37.30	6.7000	6.7000
07.68 UP SGS 2034 18 OCT	1	T+0	1D	35.00	35.38	6.8200	6.8200
07.70 MH SGS 2034 15 NOV	1	T+0	1D	35.00	35.17	6.8300	6.8300
07.89 GJ SDL 2025	1	T+0	1D	35.00	35.38	6.8200	6.8200
08.07 TN SDL 2025 11 FEB	1	T+0	1D	35.00	36.14	6.8200	6.8200
08.12 MH SDL 2025	1	T+0	1D	35.00	35.57	6.8200	6.8200
08.24 GS 2027	1	T+0	1D	35.00	36.83	6.7500	6.7500
08.44 MH SDL 2024	1	T+0	1D	35.00	35.42	6.8200	6.8200
08.67 KA SDL 2026	1	T+0	1D	35.00	36.66	6.8500	6.8500
07.70 MH SGS 2033 15 NOV	2	T+0	1D	31.00	31.21	6.8500	6.8500
05.52 AP SDL 2024	1	T+0	1D	30.00	30.03	6.8200	6.8200
06.86 KL SDL 2035	1	T+0	1D	30.00	28.54	6.8300	6.8300
07.35 HR SGS 2033	1	T+0	1D	30.00	29.45	6.8500	6.8500
07.35 MH SGS 2032	1	T+0	1D	30.00	30.48	6.8300	6.8300
07.65 TN SGS 2033 25 JAN	1	T+0	1D	30.00	30.81	6.8300	6.8300
07.77 PN SGS 2033	2	T+0	1D	30.00	30.44	6.8500	6.8500
07.81 UP SGS 2034 19 OCT	1	T+0	1D	30.00	30.61	6.8500	6.8500
08.05 GJ SDL 2025 25 FEB	1	T+0	1D	30.00	30.88	6.8200	6.8200
08.22 TN SDL 2025 13 MAY	1	T+0	1D	30.00	30.47	6.8200	6.8200
08.42 KL SDL 2026	1	T+0	1D	30.00	31.44	6.8200	6.8200
08.83 UP SDL 2026	1	T+0	1D	30.00	31.54	6.8200	6.8200
GS12SEP2024C	1	T+0	1D	30.00	28.44	6.8200	6.8200
GS12SEP2025C	1	T+0	1D	30.00	26.47	6.8200	6.8200
GS12SEP2026C	1	T+0	1D	30.00	24.62	6.8200	6.8200
06.62 GS 2051	2	T+0	1D	28.00	25.25	3.0000	3.3571
05.39 GJ SDL 2024	1	T+0	1D	25.00	25.10	6.8500	6.8500
06.68 GS 2031	1	T+0	1D	25.00	24.43	6.7000	6.7000
06.95 GJ SDL 2031	1	T+0	1D	25.00	24.69	6.8300	6.8300
07.12 GJ SDL 2032	1	T+0	1D	25.00	24.65	6.8500	6.8500
07.36 MP SGS 2033	1	T+0	1D	25.00	24.53	6.8500	6.8500
07.46 AP SGS 2034	1	T+0	1D	25.00	25.41	6.8500	6.8500
07.59 GS 2029	1	T+0	1D	25.00	25.74	6.7000	6.7000
07.62 JH SDL 2032	1	T+0	1D	25.00	25.22	6.8500	6.8500
07.64 UP SGS 2036	1	T+0	1D	25.00	25.55	6.8500	6.8500
07.72 MH SGS 2031	1	T+0	1D	25.00	25.61	6.8500	6.8500
07.74 HP SGS 2038	1	T+0	1D	25.00	25.22	6.8500	6.8500
07.74 RJ SGS 2033 06 DEC	1	T+0	1D	25.00	25.13	6.8500	6.8500
07.78 MH SGS 2030	1	T+0	1D	25.00	25.39	6.8500	6.8500
07.85 RJ SDL 2037	1	T+0	1D	25.00	26.24	6.8500	6.8500
08.08 KA SDL 2025	1	T+0	1D	25.00	25.67	6.8200	6.8200
08.08 UP SDL 2025 25 FEB	1	T+0	1D	25.00	25.75	6.8200	6.8200
08.24 AP SDL 2025 09 DEC	1	T+0	1D	25.00	26.36	6.8500	6.8500
08.27 HR SDL 2025 23 DEC	1	T+0	1D	25.00	26.30	6.8500	6.8500
08.31 ML SDL 2025	1	T+0	1D	25.00	26.06	6.8500	6.8500
08.51 HR SDL 2026	2	T+0	1D	25.00	26.17	6.8200	6.8260
08.97 GS 2030	1	T+0	1D	25.00	27.25	6.2500	6.2500
GS12MAR2028C	1	T+0	1D	25.00	18.43	6.8200	6.8200
GS15JUN2024C	1	T+0	1D	25.00	24.11	6.8000	6.8000
06.63 TN SDL 2035	1	T+0	1D	24.00	22.71	6.8200	6.8200
06.97 KA SDL 2031	1	T+0	1D	23.00	22.38	6.8200	6.8200
07.74 CG SGS 2031	1	T+0	1D	22.00	22.15	6.8200	6.8200
05.75 KA SDL 2025	1	T+0	1D	20.00	20.09	6.8500	6.8500
06.54 GS 2032	1	T+0	1D	20.00	19.57	6.7500	6.7500
06.70 AP SDL 2026	1	T+0	1D	20.00	19.81	6.8200	6.8200
06.70 RJ SDL 2024	1	T+0	1D	20.00	20.45	6.8500	6.8500
06.88 UP SDL 2031 03 FEB	1	T+0	1D	20.00	19.63	6.8500	6.8500
06.92 UP SDL 2031	1	T+0	1D	20.00	19.38	6.8500	6.8500
06.99 TN SDL 2041	1	T+0	1D	20.00	18.68	6.8500	6.8500
07.36 RJ SGS 2033	1	T+0	1D	20.00	19.62	6.8500	6.8500
07.45 UP SGS 2033	1	T+0	1D	20.00	19.85	6.8500	6.8500
07.65 HR SGS 2033	1	T+0	1D	20.00	20.04	6.8500	6.8500
07.73 GJ SDL 2029	1	T+0	1D	20.00	20.34	6.8500	6.8500
07.74 AS SGS 2033	1	T+0	1D	20.00	20.22	6.8500	6.8500
07.75 RJ SGS 2036	1	T+0	1D	20.00	20.23	6.8500	6.8500
07.79 PN SGS 2037	1	T+0	1D	20.00	20.08	6.8500	6.8500
07.79 WB SGS 2040	1	T+0	1D	20.00	20.28	6.8500	6.8500
07.98 KA SDL 2025	1	T+0	1D	20.00	20.40	6.8500	6.8500
08.27 HR SDL 2025 13 MAY	1	T+0	1D	20.00	20.33	6.8500	6.8500
08.31 AP SDL 2025	1	T+0	1D	20.00	20.85	6.8500	6.8500
08.38 HR SDL 2026	1	T+0	1D	20.00	20.94	6.8500	6.8500
08.32 GS 2032	1	T+0	1D	19.00	20.72	6.5000	6.5000
06.64 GS 2035	1	T+0	1D	15.00	14.63	6.7000	6.7000
08.33 GS 2026	1	T+0	1D	15.00	15.88	6.7500	6.7500
06.85 MP SDL 2031	1	T+0	1D	10.00	9.69	6.8000	6.8000
07.09 GJ SDL 2032	1	T+0	1D	10.00	9.86	6.8500	6.8500
08.22 AP SDL 2025	1	T+0	1D	10.00	10.48	6.8200	6.8200
08.26 MH SDL 2025 23 DEC	1	T+0	1D	10.00	10.52	6.8800	6.8800
07.73 AP SGS 2032 06 DEC	1	T+0	1D	9.00	9.01	6.8500	6.8500
07.70 MH SGS 2034 08 NOV	1	T+0	1D	8.00	8.06	6.8500	6.8500
06.19 GS 2034	1	T+0	1D	5.00	4.64	6.7000	6.7000
07.68 TS SGS 2037	1	T+0	1D	5.00	5.01	6.8500	6.8500
08.13 MH SDL 2025	1	T+0	1D	5.00	5.20	6.8200	6.8200
08.21 HR UDAY 2025	1	T+0	1D	5.00	5.12	6.8500	6.8500
08.27 KA SDL 2026	1	T+0	1D	5.00	5.24	6.8200	6.8200
08.30 MP SDL 2026	1	T+0	1D	5.00	5.24	6.8300	6.8300
06.22 GS 2035	1	T+0	1D	3.00	2.78	6.6000	6.6000
Total	417	43289.00			43372.71

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
07.32 GS 2030	1	T+0	1D	1488.0000	1500.1669
GOI FRB 2031	2	T+0	1D	550.0000	576.1143
06.69 GS 2024	1	T+0	1D	467.0000	479.9581
07.26 GS 2029	1	T+0	1D	467.0000	480.0464
091 DTB 11012024	1	T+0	1D	345.0000	342.6302
08.10 JH SDL 2025	1	T+0	1D	250.0000	256.8063
08.34 UP SDL 2026	1	T+0	1D	240.0000	251.7608
08.09 TS SDL 2025	1	T+0	1D	235.0000	243.4281
05.93 RJ SDL 2025	1	T+0	1D	200.0000	199.3082
06.99 GS 2026	1	T+0	1D	190.0000	190.8909
07.68 GS 2023	1	T+0	1D	138.6000	143.6838
08.82 BR SDL 2026	1	T+0	1D	28.0000	29.4284
07.30 GS 2053	1	T+1	26D	500.0000	504.9333
07.36 GS 2052	1	T+1	26D	300.0000	300.2333
07.57 GS 2033	1	T+1	26D	100.0000	105.0897
07.95 GS 2032	1	T+1	26D	100.0000	105.9463
Total	17	5598.6000			5710.4250

Dec 6 2023 3:59PM

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/071223	T+0	1D	6.75	6.76	6.40	6.60	6.73	976	379527.40
TREP/111223	T+0	5D	6.73	6.73	6.73	6.73	6.73	1	12.00
TREP/291223	T+0	23D	6.60	6.60	6.60	6.60	6.60	1	5.00
Total								978	379544.40

Dec 6 2023 3:59PM

Security Description	Trades	TTA	LTP	LTY
07.18 GS 2033	1622	13560.0000	99.5300	7.2462
07.18 GS 2037	366	4385.0000	98.4100	7.3653
07.38 GS 2027	77	1180.0000	100.4600	7.2288
07.37 GS 2028	75	995.0000	100.5900	7.2214
07.06 GS 2028	41	730.0000	99.3700	7.2280
07.26 GS 2033	90	690.0000	99.7750	7.2919
07.17 GS 2030	27	620.0000	99.6100	7.2451
07.30 GS 2053	41	475.0000	97.8500	7.4812
06.54 GS 2032	23	310.0000	95.3500	7.3083
07.36 GS 2052	1	265.0000	98.6250	7.4755
07.10 GS 2029	19	245.0000	99.3550	7.2444
05.63 GS 2026	7	190.0000	96.6000	7.2258
07.26 GS 2032	15	155.0000	99.6900	7.3062
GOI FRB 2033	5	115.0000	101.3000	8.1190
07.25 GS 2063	9	110.0000	97.0900	7.4802
07.33 GS 2026	2	100.0000	100.2600	7.2248
07.32 GS 2030	11	85.0000	100.4000	7.2442
05.74 GS 2026	1	75.0000	96.0900	7.2387
07.54 GS 2036	9	70.0000	101.4100	7.3646
08.28 GS 2032	5	50.0000	105.8500	7.3149
05.79 GS 2030	5	35.0000	92.5500	7.2597
07.41 GS 2036	4	30.0000	100.5600	7.3420
07.18 GS 2033	39	27.0500	99.5025	7.2502
08.24 GS 2033	4	20.0000	106.3500	7.3271
07.37 GS 2028	18	17.3110	100.5600	7.2288
02.50 SGB 2031 SERIES I 2	1	17.0000	5960.0000	2.4164
05.22 GS 2025	2	10.0000	97.2500	7.1575
GOI FRB 2034	1	10.0000	99.5500	8.1423
05.77 GS 2030	1	10.0000	92.3000	7.2466
07.50 GS 2034	2	6.8350	101.0500	7.3542
07.30 GS 2053	12	6.8100	97.8500	7.4812
07.62 GS 2039	1	6.6520	102.0200	7.3990
07.59 GS 2029	1	5.5240	101.4000	7.2625
07.68 GS 2023	1	5.0000	100.0150	6.8499
07.95 GS 2032	1	5.0000	103.9800	7.3219
GOI FRB 2028	1	5.0000	99.6300	7.8253
07.26 GS 2029	1	5.0000	100.0100	7.2551
07.40 GS 2035	1	4.6620	100.4600	7.3388
08.24 GS 2027	4	4.1940	102.6000	7.3051
07.26 GS 2033	10	3.7300	99.7600	7.2942
07.95 GS 2032	1	3.1630	104.1500	7.2959
07.18 GS 2037	7	3.1000	98.4250	7.3636
07.38 GS 2027	4	2.9270	100.4300	7.2386
07.57 GS 2033	1	2.1050	101.8950	7.2901
08.28 GS 2032	1	2.0000	105.7500	7.3308
07.06 GS 2028	2	1.3880	99.3500	7.2334
07.59 GS 2026	1	1.3000	100.7100	7.2133
06.62 GS 2051	1	1.0000	90.2100	7.4580
07.54 GS 2036	2	0.9800	101.5000	7.3535
07.16 GS 2050	1	0.6900	96.3000	7.4804
08.26 GS 2027	1	0.5100	103.0000	7.3045
07.25 GS 2063	1	0.5000	97.1700	7.4737
08.28 GS 2027	1	0.3800	103.1700	7.3016
06.64 GS 2035	1	0.2500	94.4500	7.3624
06.95 GS 2061	4	0.1200	92.9000	7.5179
07.77 AP SGS 2035	11	160.0000	100.3200	7.7282
06.63 TN SDL 2035	3	60.0000	91.6900	7.7003
06.63 TN SDL 2035	5	20.0000	92.0800	7.6472
07.73 KA SGS 2034	1	15.0000	100.0500	7.7227
07.45 HR SGS 2033	4	11.0000	98.6200	7.6503
07.73 UP SGS 2035	2	10.0000	100.2875	7.6918
07.75 UP SGS 2034	2	10.0000	100.2600	7.7140
07.75 RJ SGS 2035	1	10.0000	100.2800	7.7134
07.75 PN SGS 2036	1	10.0000	100.1000	7.7356
07.45 BR SGS 2031	1	10.0000	98.5650	7.6967
07.73 AP SGS 2032 06 DEC	2	7.8350	100.1600	7.7050
07.32 MH SGS 2032	1	5.0000	97.6000	7.7104
08.64 MP SDL 2033	1	5.0000	106.7500	7.6417
07.79 PN SGS 2036	1	5.0000	100.3200	7.7501
07.75 UP SGS 2033	1	5.0000	100.2700	7.7103
08.25 PN SDL 2025 12 AUG	1	4.9640	101.0700	7.5488
07.79 PN SGS 2037	1	4.0000	100.3600	7.7470
07.79 PN SGS 2036	1	4.0000	100.2000	7.7649
07.77 AP SGS 2035	1	3.3730	100.3000	7.7307
07.68 TN SGS 2030	1	2.6350	100.1000	7.6607
06.86 JH SDL 2036	2	2.0000	93.3800	7.7004
07.70 MH SGS 2034 15 NOV	1	1.4000	100.1000	7.6853
07.72 KA SGS 2035	2	1.0710	100.1000	7.7070
07.75 HR SGS 2035 29 NOV	1	0.8570	100.1500	7.7302
06.67 MH SDL 2032	1	0.5000	93.4500	7.6940
07.75 UP SGS 2034	1	0.4950	100.1300	7.7318
07.73 UP SGS 2035	1	0.4000	100.1000	7.7160
07.00 RJ SDL 2031	2	0.3600	96.1100	7.6832
06.54 RJ SDL 2030 17 JUN	1	0.1000	94.4200	7.6409
07.20 MH SDL 2027	1	0.1000	98.9500	7.5278
364 DTB 29022024	18	2355.0000	98.4302	6.9300
364 DTB 14112024	13	615.0000	93.7040	7.1500
364 DTB 21112024	6	275.0000	93.5837	7.1500
182 DTB 14122023	3	210.0000	99.8698	6.8000
091 DTB 07032024	4	125.0000	98.2968	6.9500
182 DTB 29122023	1	100.0000	99.5888	6.8500
182 DTB 30052024	3	90.0000	96.6856	7.1499
182 DTB 06062024	4	85.0000	96.5580	7.1490
182 DTB 21122023	1	70.0000	99.7379	6.8500
364 DTB 21122023	2	60.0000	99.7528	6.4600
091 DTB 18012024	2	50.0000	99.2123	6.9000
364 DTB 05122024	1	50.0000	93.3094	7.1900
182 DTB 16022024	2	40.0000	98.6699	6.9300
364 DTB 07032024	1	25.0000	98.2968	6.9500
364 DTB 14032024	1	15.0000	98.1682	6.9500
364 DTB 14122023	1	5.0000	99.8751	6.5200
364 DTB 04042024	1	5.0000	97.7469	7.0700
182 DTB 11042024	1	5.0000	97.6340	7.0200
182 DTB 23052024	1	5.0000	96.8225	7.1300
091 DTB 22022024	1	5.0000	98.5591	6.9300
182 DTB 04042024	1	2.0000	97.7843	6.9500
182 DTB 21122023	2	1.0030	99.7475	6.6000
364 DTB 28112024	1	1.0000	93.5065	7.1000
364 DTB 08022024	1	0.5000	98.8399	6.8000
091 DTB 29022024	2	0.0190	98.3923	7.1000
Total	2714	29224.7930

Reported Deals	Trades	TTA	LTP	LTY
07.18 GS 2037	14	1070.0000	98.4050	7.3659
07.17 GS 2030	7	595.0000	99.5900	7.2491
08.20 GS 2025	3	485.0000	101.5902	7.2300
05.63 GS 2026	3	310.0000	96.5940	7.2287
07.37 GS 2028	1	300.0000	100.5750	7.2251
07.36 GS 2052	2	265.0000	98.6350	7.4747
07.30 GS 2053	5	230.0000	97.7500	7.4898
07.41 GS 2036	1	225.0000	100.5268	7.3460
07.32 GS 2030	2	200.0000	100.4000	7.2442
05.22 GS 2025	1	200.0000	97.2100	7.1862
07.38 GS 2027	3	175.0000	100.4400	7.2353
07.26 GS 2033	4	160.0000	99.7550	7.2950
07.06 GS 2028	1	140.0000	99.3700	7.2280
07.18 GS 2033	6	120.0000	99.5250	7.2469
07.25 GS 2063	2	100.0000	97.0950	7.4798
08.13 GS 2045	2	100.0000	107.5712	7.4200
05.15 GS 2025	1	100.0000	96.3500	7.2142
07.72 GS 2049	3	85.0000	102.9447	7.4600
06.54 GS 2032	2	75.0000	95.3050	7.3160
07.46 GS 2073	1	57.2680	99.8600	7.4700
07.26 GS 2032	2	55.0000	99.6600	7.3110
06.90 OIL SPL 2026	1	30.0000	98.6800	7.5673
GOI FRB 2034	1	25.0000	99.5500	8.1423
06.64 GS 2035	1	4.8530	94.5000	7.3556
07.18 GS 2037	1	2.0000	98.3500	7.3725
07.40 GS 2035	1	1.4000	100.3000	7.3593
07.59 GS 2026	1	1.3000	101.1900	6.9644
06.62 GS 2051	1	1.0000	90.2500	7.4543
07.26 GS 2033	1	1.0000	99.8000	7.2881
07.18 GS 2033	1	0.5000	99.5300	7.2462
07.75 UP SGS 2034	2	75.0000	100.2163	7.7200
07.79 PN SGS 2036	3	50.0000	100.1500	7.7711
07.78 BR SGS 2031	1	50.0000	100.3382	7.7200
07.79 PN SGS 2037	3	35.0000	100.1600	7.7707
07.73 BR SGS 2038	1	30.0000	99.9025	7.7400
07.75 RJ SGS 2036	1	25.0000	100.1922	7.7250
07.78 BR SGS 2031	1	20.3880	100.3382	7.7200
07.72 KA SGS 2035	1	18.4260	100.0000	7.7199
07.69 KA SGS 2033 06 DEC	1	15.7910	100.0100	7.6885
08.15 TN SDL 2028	2	10.0000	102.3200	7.5209
08.17 GJ SDL 2028	2	10.0000	102.6400	7.5290
07.72 HR SGS 2033	1	10.0000	100.0800	7.7083
07.73 AP SGS 2032 06 DEC	1	10.0000	100.0900	7.7159
06.63 TN SDL 2035	1	10.0000	91.6975	7.6993
07.77 PN SGS 2036	1	9.0000	100.0100	7.7687
08.16 TS SDL 2038	1	5.0000	103.5586	7.7400
07.00 MH SDL 2028	1	5.0000	97.8351	7.6100
07.45 HR SGS 2033	1	5.0000	98.7600	7.6296
07.73 AP SGS 2032 06 DEC	5	4.7930	100.8500	7.5978
07.75 PN SGS 2036	1	4.0000	99.9440	7.7550
07.58 GJ SGS 2026	3	3.4800	100.4800	7.3963
07.68 TN SGS 2030	3	2.6350	100.7500	7.5392
07.74 TS SGS 2035	1	2.0580	100.1500	7.7202
07.73 BR SGS 2038	1	2.0000	99.9025	7.7400
07.75 HR SGS 2035 29 NOV	1	1.0000	100.9300	7.6298
07.73 KA SGS 2034	1	1.0000	100.9200	7.6045
08.10 WB SDL 2029	1	0.6000	102.2000	7.5845
07.62 GJ SGS 2029	1	0.5000	100.5483	7.4998
07.70 AP SGS 2028	1	0.4000	100.8770	7.4497
07.84 RJ SGS 2032	1	0.3000	102.1800	7.4977
07.15 MP SDL 2026	1	0.3000	99.3536	7.4003
07.74 RJ SGS 2033 06 DEC	1	0.2570	100.4000	7.6819
08.05 TN SDL 2028 18 APR	1	0.2200	101.6900	7.5838
07.75 UP SGS 2033	1	0.2080	100.7000	7.6480
08.15 BR SDL 2028	1	0.2000	102.0300	7.5836
07.70 AP SGS 2029 06 DEC	1	0.0670	100.0100	7.6978
091 DTB 07032024	12	3400.0000	98.2968	6.9499
364 DTB 05122024	28	2915.0000	93.3513	7.1418
182 DTB 06062024	13	2100.0000	96.5530	7.1597
364 DTB 22022024	1	1820.0000	98.5550	6.9500
364 DTB 14112024	1	500.0000	93.7040	7.1500
091 DTB 07032024	1	262.5490	98.2956	6.9549
091 DTB 25012024	2	160.0000	99.0809	6.9100
091 DTB 18012024	1	50.0000	99.2143	6.8825
364 DTB 18012024	1	5.5000	99.2010	7.0000
091 DTB 11012024	1	5.0000	99.3474	6.8504
364 DTB 05122024	1	3.1020	93.3368	7.1585
182 DTB 04042024	1	2.0000	97.8061	6.8801
364 DTB 28112024	1	1.0000	93.5493	7.0500
091 DTB 11012024	1	1.0000	99.3465	6.8600
Total	191	16757.0950

Dec 6 2023 3:59PM

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
C-SPOT	83.3500	83.3700	83.2975	83.3225	83.3700	-0.0475
R-SPOT	-0.2000	-0.2000	-0.3000	-0.2500	0.0500	-0.3000
SPOT	83.3500	83.3725	83.2950	83.3300	83.3700	-0.0400

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