19:07 Feb 3, 2023
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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
6.15
6.17
4.75
5.80
10913.38
6.11
6.10
15861.62
TREP
6.00
6.10
5.90
6.06
369833.25
6.01
6.00
366640.75
REPO
6.00
6.50
5.25
5.98
168028.15
6.07
6.11
163203.28
Money Market
548774.78
6.03
6.03
545705.65
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
Feb 3 2023 5:06PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
3D
T + 0
06/02/2023
191
9918.37
6.15
6.17
4.75
5.80
6.1190
O/N
T + 0
04/02/2023
31
435.55
6.00
6.00
5.35
5.70
5.7754
17D
T + 0
20/02/2023
3
360.00
6.60
6.60
6.30
6.30
6.4000
18D
T + 0
21/02/2023
1
200.00
6.40
6.40
6.40
6.40
6.4000
4D
T + 0
07/02/2023
2
32.00
6.14
6.14
5.80
5.80
6.0125
25D
T + 0
28/02/2023
1
25.00
6.70
6.70
6.70
6.70
6.7000
5D
T + 0
08/02/2023
1
15.00
5.80
5.80
5.80
5.80
5.8000
2D
T + 1
06/02/2023
1
6.00
5.80
5.80
5.80
5.80
5.8000
7D
T + 0
10/02/2023
1
1.00
5.90
5.90
5.90
5.90
5.9000
Total
232
10992.92
Feb 3 2023 2:31PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 3 TO 5 YR
70
T+0
3D
17749.62
17566.68
6.0000
6.0913
CG LIQUID 5 TO 10 YR
63
T+0
3D
16622.69
16712.50
5.9500
6.0957
FRB
39
T+0
3D
14156.78
14054.06
6.1200
6.0986
CG LIQUID 10 TO 20YR
67
T+0
3D
13798.70
13752.32
6.0500
6.0911
CG LIQUID ABV 20 YR
44
T+0
3D
12937.79
13174.68
5.9500
6.0996
CG LIQUID 1 TO 3 YR
48
T+0
3D
12582.79
12582.47
5.9500
6.0835
TBILLS 182 DTB
41
T+0
3D
10514.78
10779.52
6.0000
6.0721
TBILLS 364 DTB
48
T+0
3D
8663.79
9118.84
5.9800
6.0715
SG SECS UPTO 5YR
48
T+0
3D
8550.75
8477.39
6.1200
6.1037
TBILLS 91 DTB
20
T+0
3D
6151.91
6237.08
5.9000
6.0582
CG LIQUID UPTO 1 YR
13
T+0
3D
1665.94
1647.68
6.0700
6.0552
SG SECS ABV 5YR
5
T+0
3D
821.98
815.10
6.1000
6.1000
UDAY BONDS
2
T+0
3D
330.00
317.61
6.1500
6.1250
Total
508
124547.52
125235.93
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.26 GS 2032
49
T+0
3D
7905.00
8141.90
6.0500
5.9809
07.41 GS 2036
34
T+0
3D
3806.00
3851.79
5.9500
5.8761
07.38 GS 2027
19
T+0
3D
2995.00
3047.68
5.9600
6.0260
06.54 GS 2032
4
T+0
3D
1405.00
1338.31
6.1000
6.1000
07.54 GS 2036
12
T+0
3D
1193.00
1225.64
6.0500
6.0811
07.36 GS 2052
10
T+0
3D
1112.00
1141.28
5.8500
5.9890
07.40 GS 2062
8
T+0
3D
1043.00
1074.02
6.0000
5.9995
06.69 GS 2024
5
T+0
3D
917.00
920.27
6.1000
6.0513
05.63 GS 2026
5
T+0
3D
632.00
617.50
6.1000
6.0298
07.16 GS 2050
7
T+0
3D
541.00
543.29
5.2500
5.8799
07.10 GS 2029
4
T+0
3D
418.00
423.92
6.0500
6.0233
04.70 KA SDL 2023
1
T+0
3D
400.00
396.96
6.1000
6.1000
364 DTB 04012024
1
T+0
3D
400.00
376.21
6.0800
6.0800
07.68 GS 2023
4
T+0
3D
392.00
399.31
5.9000
5.9529
06.45 GS 2029
3
T+0
3D
345.00
338.24
5.9500
5.9188
06.56 RJ SDL 2023
1
T+0
3D
300.00
304.56
6.1000
6.1000
07.59 GS 2029
3
T+0
3D
295.00
308.56
5.9900
5.9978
04.77 MP SDL 2023
1
T+0
3D
290.00
294.33
6.0700
6.0700
06.10 GS 2031
6
T+0
3D
284.00
264.30
5.9600
5.9843
08.08 WB SDL 2025 25 FEB
1
T+0
3D
250.00
263.15
6.1200
6.1200
05.74 GS 2026
3
T+0
3D
235.00
227.49
6.1000
6.0974
06.95 GS 2061
3
T+0
3D
235.00
225.51
6.0500
6.0340
06.20 RJ SDL 2026
1
T+0
3D
230.00
223.32
6.1000
6.1000
08.05 KA SDL 2025
3
T+0
3D
230.00
241.93
6.1200
6.1178
08.14 GJ SDL 2025
2
T+0
3D
220.00
224.86
6.1200
6.1200
08.18 HR UDAY 2023
1
T+0
3D
210.00
213.46
6.1000
6.1000
06.69 MP SDL 2025
2
T+0
3D
180.00
182.90
6.1200
6.1161
05.77 GJ SDL 2025 02 FEB
1
T+0
3D
166.00
161.82
6.1200
6.1200
06.23 RJ SDL 2027
1
T+0
3D
165.00
160.93
6.1000
6.1000
08.29 RJ SDL 2025 29 JUL
2
T+0
3D
155.00
158.88
6.1200
6.1077
08.00 TN SDL 2025
1
T+0
3D
150.00
155.87
6.1000
6.1000
08.90 HR SDL 2024
2
T+0
3D
150.00
158.94
6.1200
6.1133
09.22 GJ SDL 2023
1
T+0
3D
140.00
146.33
6.1000
6.1000
07.26 KA SGS 2025
3
T+0
3D
135.00
136.07
6.1500
6.1111
08.27 UP SDL 2025
1
T+0
3D
132.00
137.37
6.1000
6.1000
06.82 RJ SDL 2024
3
T+0
3D
130.00
132.81
6.1200
6.1115
08.16 KA SDL 2025
4
T+0
3D
130.00
134.86
6.1000
6.1000
09.18 AP SDL 2024
2
T+0
3D
130.00
135.69
6.1000
6.1000
07.59 GS 2026
1
T+0
3D
125.00
127.42
6.0000
6.0000
08.18 HR UDAY 2025
1
T+0
3D
125.00
128.99
6.1000
6.1000
08.20 GJ SDL 2025 24 JUN
1
T+0
3D
124.00
127.76
6.1000
6.1000
05.44 TN SDL 2023
1
T+0
3D
120.00
121.58
6.1000
6.1000
07.85 AP SDL 2026
1
T+0
3D
120.00
122.40
6.1200
6.1200
08.27 HR SDL 2025 13 MAY
1
T+0
3D
120.00
124.88
6.1000
6.1000
07.88 GS 2030
2
T+0
3D
115.00
122.42
6.0000
6.0000
05.95 TN SDL 2025
1
T+0
3D
114.00
112.57
6.1000
6.1000
08.07 RJ SDL 2026
1
T+0
3D
112.00
115.66
6.1200
6.1200
08.52 TS SDL 2026
1
T+0
3D
110.00
118.09
6.1200
6.1200
08.21 TN SDL 2025
1
T+0
3D
108.00
111.29
6.1200
6.1200
08.27 KL SDL 2025
1
T+0
3D
106.00
112.67
6.1000
6.1000
05.39 GJ SDL 2024
1
T+0
3D
100.00
100.14
6.1000
6.1000
05.80 RJ SDL 2025
1
T+0
3D
100.00
98.13
6.1000
6.1000
05.89 AP SDL 2025
1
T+0
3D
100.00
98.75
6.1000
6.1000
06.21 AS SDL 2026
1
T+0
3D
100.00
99.92
6.1000
6.1000
06.76 PN SDL 2024
1
T+0
3D
100.00
101.93
6.1000
6.1000
06.80 OD SDL 2025
1
T+0
3D
100.00
99.44
6.1000
6.1000
07.47 GJ SGS 2025
1
T+0
3D
100.00
102.50
6.1000
6.1000
07.63 ML SGS 2025
1
T+0
3D
100.00
102.93
6.1000
6.1000
07.99 RJ SDL 2025
1
T+0
3D
100.00
103.89
6.1100
6.1100
08.05 HR SDL 2025
1
T+0
3D
100.00
105.19
6.1000
6.1000
08.08 HR SDL 2025
1
T+0
3D
100.00
101.81
6.1000
6.1000
08.22 TN SDL 2025 09 DEC
1
T+0
3D
100.00
103.67
6.1000
6.1000
08.24 KL SDL 2025 13 MAY
3
T+0
3D
100.00
104.00
6.1000
6.1000
08.25 MH SDL 2025 13 MAY
1
T+0
3D
100.00
104.02
6.1000
6.1000
08.29 KL SDL 2025
1
T+0
3D
100.00
102.50
6.1000
6.1000
08.29 RJ SDL 2025 13 MAY
1
T+0
3D
100.00
104.11
6.1000
6.1000
08.30 RJ SDL 2026
1
T+0
3D
100.00
103.10
6.1200
6.1200
08.31 KL SDL 2025
1
T+0
3D
100.00
106.10
6.1000
6.1000
09.01 GJ SDL 2024
1
T+0
3D
100.00
103.56
6.1000
6.1000
07.57 CG SDL 2023
1
T+0
3D
95.00
97.69
6.1000
6.1000
08.12 CG SDL 2023
1
T+0
3D
95.00
97.21
6.1000
6.1000
06.67 GS 2050
5
T+0
3D
91.00
84.48
6.0000
5.9868
06.89 AP SDL 2035
1
T+0
3D
90.00
85.55
6.1000
6.1000
06.35 OIL SPL 2024
1
T+0
3D
85.00
84.29
6.1000
6.1000
08.08 CG SDL 2025
1
T+0
3D
85.00
86.54
6.1000
6.1000
08.15 MP SDL 2025
1
T+0
3D
85.00
88.35
6.1000
6.1000
08.15 TN SDL 2025
1
T+0
3D
85.00
88.42
6.1000
6.1000
08.05 PN SDL 2025 28 JAN
1
T+0
3D
80.00
81.40
6.1000
6.1000
06.99 GS 2051
3
T+0
3D
76.00
73.40
6.0000
6.0164
05.28 BR SDL 2023
1
T+0
3D
75.00
75.75
6.1000
6.1000
06.30 RJ SDL 2023
2
T+0
3D
75.00
76.49
6.1100
6.1100
08.07 GJ SDL 2025 11 FEB
1
T+0
3D
75.00
79.15
6.1000
6.1000
08.11 PN SDL 2023
1
T+0
3D
75.00
76.74
6.1000
6.1000
08.21 MH SDL 2025
1
T+0
3D
75.00
77.70
6.1000
6.1000
08.24 TN SDL 2025 09 SEP
1
T+0
3D
75.00
79.21
6.1000
6.1000
08.25 AP SDL 2023
1
T+0
3D
75.00
76.98
6.1000
6.1000
08.72 KL SDL 2024
1
T+0
3D
75.00
78.67
6.1000
6.1000
06.43 RJ SDL 2027
1
T+0
3D
74.00
71.81
6.5000
6.5000
06.92 RJ SDL 2025
1
T+0
3D
70.00
71.47
6.1000
6.1000
07.63 TS SGS 2036
1
T+0
3D
70.00
70.95
6.1400
6.1400
07.88 MP SGS 2033
1
T+0
3D
70.00
73.33
6.1200
6.1200
08.06 TN SDL 2025 25 FEB
1
T+0
3D
70.00
73.65
6.1000
6.1000
08.22 HR SDL 2025
1
T+0
3D
70.00
72.15
6.1000
6.1000
08.24 TN SDL 2025 10 JUN
1
T+0
3D
70.00
72.39
6.1000
6.1000
08.27 MP SDL 2025 12 AUG
1
T+0
3D
70.00
74.40
6.1000
6.1000
08.27 TN SDL 2026
1
T+0
3D
70.00
72.12
6.1000
6.1000
08.45 PN UDAY 2023 30 MAR
1
T+0
3D
70.00
72.26
6.1000
6.1000
06.10 RJ SDL 2026
1
T+0
3D
65.00
63.45
6.1000
6.1000
07.40 GS 2035
2
T+0
3D
65.00
67.31
6.0000
6.0000
07.69 AP SGS 2035
2
T+0
3D
65.00
65.98
6.1400
6.1369
07.85 MP SDL 2032
1
T+0
3D
65.00
66.96
6.1000
6.1000
08.28 GS 2032
1
T+0
3D
65.00
71.85
6.0000
6.0000
08.60 BR SDL 2026
1
T+0
3D
65.00
69.55
6.1000
6.1000
05.77 GS 2030
4
T+0
3D
64.00
58.58
6.0000
5.9172
08.23 GJ SDL 2025
1
T+0
3D
64.00
67.58
6.1000
6.1000
07.50 HP SGS 2037
1
T+0
3D
60.00
61.61
6.1200
6.1200
08.20 PN SDL 2023
1
T+0
3D
60.00
61.41
6.1000
6.1000
08.39 RJ UDAY 2025
1
T+0
3D
60.00
63.36
6.1000
6.1000
08.55 AS SDL 2026
1
T+0
3D
60.00
64.47
6.1000
6.1000
08.59 KA SDL 2025
1
T+0
3D
60.00
63.20
6.1000
6.1000
04.74 KA SDL 2023
1
T+0
3D
57.00
56.67
6.1200
6.1200
07.18 TN SDL 2027
1
T+0
3D
55.00
54.74
6.1000
6.1000
07.62 UP SGS 2035
2
T+0
3D
55.00
55.30
6.1400
6.1364
08.25 PN SDL 2025 09 SEP
1
T+0
3D
55.00
58.10
6.1000
6.1000
08.27 RJ UDAY 2023
1
T+0
3D
55.00
55.85
6.1000
6.1000
08.57 AP SDL 2026
1
T+0
3D
55.00
58.80
6.1000
6.1000
04.93 BR SDL 2023
1
T+0
3D
50.00
50.58
6.1200
6.1200
05.22 GS 2025
4
T+0
3D
50.00
48.42
5.7500
5.7750
05.40 CG SDL 2024
1
T+0
3D
50.00
50.11
6.1200
6.1200
05.70 MH SDL 2024
1
T+0
3D
50.00
50.04
6.1200
6.1200
05.77 GJ SDL 2025 12 JAN
1
T+0
3D
50.00
48.95
6.1000
6.1000
05.80 MH SDL 2025
1
T+0
3D
50.00
48.77
6.1000
6.1000
05.93 RJ SDL 2025
2
T+0
3D
50.00
49.99
6.1200
6.1200
06.76 GS 2061
1
T+0
3D
50.00
47.86
6.0000
6.0000
08.06 KA SDL 2025 11 FEB
1
T+0
3D
50.00
52.75
6.1200
6.1200
08.09 MN SDL 2025
1
T+0
3D
50.00
50.91
6.1000
6.1000
08.14 KA SDL 2025
1
T+0
3D
50.00
51.98
6.1000
6.1000
08.16 JH SDL 2025
1
T+0
3D
50.00
51.12
6.1000
6.1000
08.16 MH SDL 2025
1
T+0
3D
50.00
52.55
6.1000
6.1000
08.26 WB SDL 2023
1
T+0
3D
50.00
51.32
6.1000
6.1000
08.27 KA SDL 2026
1
T+0
3D
50.00
51.51
6.1000
6.1000
08.36 MP SDL 2025
1
T+0
3D
50.00
51.48
6.1000
6.1000
08.38 OD SDL 2026
1
T+0
3D
50.00
51.51
6.1000
6.1000
08.39 AP SDL 2026
1
T+0
3D
50.00
51.52
6.1000
6.1000
08.42 TN SDL 2023
1
T+0
3D
50.00
50.51
6.1000
6.1000
08.51 HR SDL 2026
2
T+0
3D
50.00
53.66
6.1200
6.1200
08.53 UP SDL 2026
2
T+0
3D
50.00
53.69
6.1000
6.1000
08.58 PN SDL 2023
1
T+0
3D
50.00
50.74
6.1000
6.1000
08.67 KA SDL 2026
1
T+0
3D
50.00
53.76
6.1000
6.1000
09.11 MH SDL 2024
1
T+0
3D
50.00
52.14
6.1200
6.1200
182 DTB 09032023
1
T+0
3D
50.00
49.70
6.0500
6.0500
GS16DEC2023C
1
T+0
3D
50.00
47.22
6.1500
6.1500
06.52 MH SDL 2030
1
T+0
3D
45.00
42.98
6.1000
6.1000
07.49 ML SGS 2027
1
T+0
3D
45.00
45.51
6.1000
6.1000
07.61 TN SGS 2032 28 DEC
1
T+0
3D
45.00
45.64
6.1400
6.1400
07.99 BR SDL 2025
1
T+0
3D
45.00
46.88
6.1200
6.1200
08.07 KL SDL 2026
1
T+0
3D
45.00
46.47
6.1000
6.1000
08.18 OD SDL 2023
1
T+0
3D
45.00
46.64
6.1000
6.1000
06.19 GS 2034
1
T+0
3D
40.00
37.48
6.0000
6.0000
06.95 TN SDL 2031 17 FEB
1
T+0
3D
40.00
39.97
6.1400
6.1400
07.46 MP SGS 2032
1
T+0
3D
40.00
41.01
6.1400
6.1400
07.59 KA SGS 2038
1
T+0
3D
40.00
40.70
6.1200
6.1200
07.70 HP SGS 2036
1
T+0
3D
40.00
40.66
6.1200
6.1200
07.70 HP SGS 2038
1
T+0
3D
40.00
40.69
6.1200
6.1200
08.38 TN SDL 2026
1
T+0
3D
40.00
41.21
6.1000
6.1000
09.39 KA SDL 2023 23 OCT
1
T+0
3D
40.00
41.76
6.1000
6.1000
09.39 MH SDL 2023
1
T+0
3D
40.00
41.54
6.1000
6.1000
07.40 MH SDL 2023
1
T+0
3D
35.00
35.52
6.1200
6.1200
07.60 TN SDL 2032
1
T+0
3D
35.00
36.42
6.1400
6.1400
07.89 GJ SDL 2025
1
T+0
3D
35.00
36.07
6.1000
6.1000
08.21 RJ UDAY 2024
1
T+0
3D
35.00
36.47
6.1000
6.1000
08.44 MH SDL 2024
1
T+0
3D
35.00
36.32
6.1200
6.1200
08.48 CG UDAY 2023
1
T+0
3D
35.00
36.14
6.1200
6.1200
09.41 TN SDL 2024
1
T+0
3D
35.00
36.06
6.1200
6.1200
09.42 WB SDL 2023 20 NOV
1
T+0
3D
35.00
36.36
6.1000
6.1000
04.54 TN SDL 2023
1
T+0
3D
30.00
29.84
6.1200
6.1200
07.63 KL SGS 2032
1
T+0
3D
30.00
30.47
6.1200
6.1200
07.72 GS 2025
1
T+0
3D
30.00
30.91
6.0000
6.0000
08.05 GJ SDL 2025 25 FEB
1
T+0
3D
30.00
31.56
6.1200
6.1200
08.64 BR SDL 2023
1
T+0
3D
30.00
31.05
6.1200
6.1200
08.83 UP SDL 2026
1
T+0
3D
30.00
32.41
6.1400
6.1400
09.55 AP SDL 2023
1
T+0
3D
30.00
31.62
6.1000
6.1000
GS15DEC2023C
1
T+0
3D
30.00
28.34
6.1500
6.1500
06.78 MH SDL 2031
1
T+0
3D
25.00
24.22
6.1500
6.1500
07.62 UK SGS 2033
1
T+0
3D
25.00
25.30
6.1500
6.1500
07.65 RJ SDL 2032
1
T+0
3D
25.00
25.24
6.1500
6.1500
07.65 TN SGS 2033
1
T+0
3D
25.00
25.28
6.1500
6.1500
07.68 KA SGS 2031
1
T+0
3D
25.00
25.69
6.1500
6.1500
07.86 AS SDL 2032
1
T+0
3D
25.00
25.81
6.1500
6.1500
08.10 WB SDL 2025 28 JAN
1
T+0
3D
25.00
25.46
6.1000
6.1000
08.27 HR SDL 2025 09 DEC
1
T+0
3D
25.00
25.94
6.1200
6.1200
08.27 HR SDL 2025 23 DEC
1
T+0
3D
25.00
25.87
6.1200
6.1200
08.31 ML SDL 2025
1
T+0
3D
25.00
25.64
6.1200
6.1200
05.75 KA SDL 2025
1
T+0
3D
20.00
19.55
6.1200
6.1200
06.67 GS 2035
1
T+0
3D
20.00
19.12
5.9000
5.9000
06.70 AP SDL 2026
1
T+0
3D
20.00
20.03
6.1200
6.1200
06.79 GS 2029
2
T+0
3D
20.00
19.68
6.0000
5.9620
07.49 HP SGS 2034
1
T+0
3D
20.00
20.53
6.1500
6.1500
07.86 HR SDL 2032
1
T+0
3D
20.00
20.62
6.1500
6.1500
07.98 KA SDL 2025
1
T+0
3D
20.00
20.83
6.1200
6.1200
08.24 GS 2027
2
T+0
3D
20.00
21.55
5.9500
6.0000
08.31 AP SDL 2025
1
T+0
3D
20.00
20.51
6.1200
6.1200
08.38 HR SDL 2026
1
T+0
3D
20.00
20.60
6.1200
6.1200
07.33 MH SDL 2027
1
T+0
3D
15.00
15.38
6.0500
6.0500
07.09 GJ SDL 2032
1
T+0
3D
10.00
10.04
6.1000
6.1000
08.08 UP SDL 2025 25 FEB
1
T+0
3D
10.00
10.51
6.1000
6.1000
08.25 GJ SDL 2024
1
T+0
3D
10.00
10.28
6.1000
6.1000
08.26 MH SDL 2025 23 DEC
1
T+0
3D
10.00
10.34
6.1500
6.1500
05.79 GS 2030
1
T+0
3D
6.00
5.59
5.9000
5.9000
07.50 GS 2034
1
T+0
3D
6.00
6.30
5.9000
5.9000
05.15 GS 2025
1
T+0
3D
5.00
4.83
5.8600
5.8600
06.67 MH SDL 2031
1
T+0
3D
5.00
4.87
6.1500
6.1500
07.27 GS 2026
1
T+0
3D
5.00
5.15
6.0000
6.0000
07.57 GS 2033
1
T+0
3D
5.00
5.15
6.0000
6.0000
08.24 GS 2033
1
T+0
3D
5.00
5.44
5.5000
5.5000
05.85 GS 2030
1
T+0
3D
2.00
1.85
5.5000
5.5000
06.18 GS 2024
1
T+0
3D
2.00
2.00
5.8000
5.8000
Total
407
37662.00
38271.69
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
06.54 GS 2032
1
T+0
3D
1050.0000
1000.1320
091 DTB 28042023
1
T+0
3D
450.0000
443.4134
04.70 KA SDL 2023
1
T+0
3D
425.0000
421.7735
04.74 KA SDL 2023
1
T+0
3D
388.0000
385.7231
07.17 GS 2028
1
T+0
3D
384.0000
385.9120
182 DTB 28072023
1
T+0
3D
383.0000
370.7440
364 DTB 30112023
1
T+0
3D
365.0000
345.7714
08.21 HR UDAY 2023
1
T+0
3D
360.0000
371.0793
06.50 OD SDL 2023
1
T+0
3D
250.0000
252.4417
08.34 UP SDL 2026
1
T+0
3D
240.0000
247.7060
05.93 RJ SDL 2025
1
T+0
3D
200.0000
199.9761
08.24 TN SDL 2025 10 JUN
1
T+0
3D
200.0000
206.8262
364 DTB 27072023
1
T+0
3D
145.4200
141.0007
07.54 AP SGS 2029
1
T+0
3D
100.0000
100.8183
08.51 WB SDL 2026
1
T+0
3D
100.0000
107.3220
07.37 GS 2023
1
T+0
3D
73.8000
75.5642
182 DTB 13072023
1
T+0
3D
16.0000
15.5536
Total
17
5130.2200
5071.7575
Feb 3 2023 7:07PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/060223
T+0
3D
6.00
6.10
5.90
6.06
6.01
965
369833.25
TREP/040223
T+0
1D
5.50
6.05
5.50
5.90
5.84
53
1529.50
TREP/060223
T+1
2D
5.95
5.95
5.95
5.95
5.95
2
45.00
TREP/100223
T+0
7D
6.15
6.15
6.15
6.15
6.15
1
10.00
Total
1021
371417.75
Feb 3 2023 6:36PM
Security Description
Trades
TTA
LTP
LTY
GS19MAR2043C
1
0.0740
24.3309
7.1500
GS19MAR2044C
1
0.0740
22.6803
7.1500
GS19SEP2029C
1
0.0740
62.3719
7.2600
GS19SEP2043C
1
0.0740
23.4911
7.1500
GS19SEP2044C
1
0.0740
21.8974
7.1500
07.40GS19SEP2062P
1
2.0000
6.1127
7.1800
07.26 GS 2032
1415
13190.0000
99.8750
7.2776
07.38 GS 2027
514
6015.0000
101.0000
7.1066
07.41 GS 2036
291
3345.0000
100.4800
7.3527
07.10 GS 2029
192
2360.0000
99.4700
7.2044
07.26 GS 2033
236
2100.0000
100.1300
7.2415
07.54 GS 2036
54
660.0000
101.4700
7.3628
07.36 GS 2052
31
490.0000
99.8500
7.3716
06.54 GS 2032
25
475.0000
95.1350
7.2888
GOI FRB 2028
7
435.0000
98.3500
7.8364
06.69 GS 2024
29
390.0000
99.7475
6.8760
05.63 GS 2026
19
280.0000
96.0700
7.0252
05.74 GS 2026
24
255.0000
95.6100
7.0818
05.22 GS 2025
10
240.0000
96.2000
6.9915
06.89 GS 2025
22
225.0000
99.9800
6.8980
07.29 GOI SGRB 2033
19
115.0000
100.3000
7.2468
05.15 GS 2025
3
100.0000
95.3700
7.0210
GOI FRB 2024
9
80.0000
99.3500
7.2440
06.18 GS 2024
3
60.0000
98.7000
6.9762
07.17 GS 2028
2
60.0000
100.0500
7.1558
07.40 GS 2062
4
40.0000
100.3400
7.3725
06.64 GS 2035
3
30.0000
94.2000
7.3612
06.97 GS 2026
4
25.0000
99.6000
7.0957
06.79 GS 2029
2
20.0000
97.6500
7.2271
04.26 GS 2023
2
20.0000
99.3550
6.6972
07.26 GS 2033
16
19.9510
100.0600
7.2515
GOI FRB 2033
3
15.0000
99.3200
8.1533
07.37 GS 2023
3
15.0000
100.1900
6.4188
07.50 GS 2034
3
15.0000
101.2100
7.3423
07.35 GS 2024
3
15.0000
100.4425
6.9985
07.26 GS 2029
2
15.0000
100.2000
7.2166
07.26 GS 2032
15
13.9400
99.8000
7.2887
06.45 GS 2029
2
10.0000
96.0300
7.2078
08.28 GS 2027
2
10.0000
104.3500
7.1552
07.72 GS 2025
1
10.0000
101.5000
6.9959
07.38 GS 2027
7
6.5210
100.9300
7.1254
07.59 GS 2026
1
5.0000
101.5000
7.0119
08.33 GS 2026
1
5.0000
103.7500
7.0749
08.20 GS 2025
1
5.0000
102.7750
7.0216
07.72 GS 2049
1
5.0000
103.6500
7.4020
04.48 GS 2023
1
5.0000
98.3950
6.7299
06.67 GS 2035
1
5.0000
94.2500
7.3681
04.56 GS 2023
1
5.0000
98.3000
6.7301
07.40 GS 2035
1
4.5000
100.1500
7.3803
07.54 GS 2036
6
1.3540
101.5500
7.3534
07.10 GS 2029
2
1.0500
99.4500
7.2085
06.79 GS 2027
2
1.0000
98.2300
7.2750
08.24 GS 2027
1
1.0000
103.6000
7.1930
07.36 GS 2052
1
0.7500
99.6100
7.3917
06.67 GS 2035
1
0.5000
94.2000
7.3744
08.28 GS 2027
1
0.4000
104.0000
7.2432
06.95 GS 2061
1
0.4000
94.2500
7.4014
06.13 GS 2028
1
0.3490
94.2300
7.4593
08.30 GS 2040
1
0.2000
109.0500
7.3678
08.20 OIL SPL 2023
1
0.1000
101.0200
6.7790
07.41 GS 2036
2
0.0600
100.4000
7.3620
06.54 GS 2032
1
0.0500
95.2000
7.2785
06.64 GS 2035
1
0.0100
94.1800
7.3637
07.29 GOI SGRB 2033
1
0.0010
100.0000
7.2896
07.63 TS SGS 2036
8
135.0000
100.1800
7.6068
07.75 TN SDL 2032
6
70.0000
101.2000
7.5705
07.70 MH SDL 2032
6
65.0000
100.8400
7.5700
07.57 GJ SGS 2032
5
55.0000
100.1200
7.5503
06.63 TN SDL 2035
2
55.0000
92.4500
7.5558
07.68 HR SGS 2033
5
35.0000
100.7500
7.5713
07.64 MH SGS 2033
2
35.0000
100.4200
7.5786
07.93 WB SGS 2037
3
30.0000
102.9650
7.5901
07.63 GJ SGS 2032
5
25.0000
100.5000
7.5516
07.65 GJ SGS 2033
3
25.0000
100.5800
7.5659
04.93 BR SDL 2023
1
20.0000
98.9125
7.0268
07.71 GJ SDL 2027
2
10.0000
101.3100
7.3295
07.67 MP SGS 2033
2
10.0000
100.6500
7.5758
07.85 KL SDL 2035
2
5.0000
101.6500
7.6425
07.72 MP SGS 2038
1
5.0000
101.0600
7.6001
07.62 UP SGS 2035
1
5.0000
100.2000
7.5934
07.66 TS SGS 2034
1
5.0000
100.5000
7.5939
07.64 MH SGS 2033
2
4.4140
100.4800
7.5700
06.92 HR SDL 2036 16 JUN
1
4.1660
94.3400
7.6003
09.50 MH SDL 2023
2
4.0000
101.8400
7.2513
08.60 TN SDL 2023
1
2.1700
100.1600
6.9947
08.51 WB SDL 2026
1
1.0000
102.9450
7.4004
07.63 TS SGS 2036
1
1.0000
100.2300
7.6007
07.28 UP SDL 2032
1
0.2500
98.5800
7.4997
08.72 TN SDL 2026
1
0.2000
104.4300
7.3006
07.89 TS SDL 2034
1
0.1550
102.4000
7.5715
07.10 MH SDL 2036
1
0.1500
95.9500
7.5846
07.88 MP SGS 2033
1
0.1000
102.1400
7.5824
07.70 HP SGS 2038
1
0.0500
101.3000
7.5531
07.57 TS SGS 2031
1
0.0500
100.2400
7.5283
09.71 HR SDL 2024
1
0.0280
102.6500
7.1490
07.92 AP SDL 2042 06 JUL
1
0.0020
102.4000
7.6791
364 DTB 01022024
15
600.0000
93.6109
6.9200
182 DTB 03082023
8
400.0000
96.7491
6.8901
182 DTB 28042023
5
310.0000
98.5694
6.5400
182 DTB 28072023
8
275.0000
96.8619
6.8750
091 DTB 06042023
2
155.0000
98.9602
6.5000
182 DTB 16022023
5
60.0000
99.8318
6.1500
091 DTB 04052023
2
55.0000
98.4651
6.5400
182 DTB 09032023
2
25.0000
99.4636
6.3500
091 DTB 13042023
1
25.0000
98.8330
6.5300
182 DTB 09022023
4
20.0000
99.9499
6.1000
091 DTB 23022023
1
20.0000
99.7121
6.2000
182 DTB 02032023
3
15.0000
99.5842
6.3500
364 DTB 25052023
2
15.0000
98.0703
6.6500
182 DTB 20072023
1
5.0000
97.0056
6.8700
182 DTB 16032023
1
5.0000
99.3535
6.2500
182 DTB 06042023
1
5.0000
98.9523
6.5500
091 DTB 02032023
1
5.0000
99.5888
6.2800
364 DTB 09022023
1
5.0000
99.9491
6.2000
364 DTB 16022023
1
5.0000
99.8318
6.1500
182 DTB 06072023
1
2.0000
97.3009
6.7500
182 DTB 11052023
1
0.3000
98.3660
6.4500
182 DTB 28042023
1
0.0300
98.5565
6.6000
182 DTB 15062023
5
0.0200
97.7307
6.5700
Total
3158
33819.5910
Reported Deals
Trades
TTA
LTP
LTY
GS22FEB2023C
1
16.9000
99.7115
6.6000
GS22FEB2026C
1
10.4900
80.6736
7.1800
GS15MAR2023C
1
3.5950
99.3354
6.6000
07.26 GS 2033
22
2095.0000
100.0000
7.2600
07.38 GS 2027
19
1960.0000
100.8600
7.1442
07.36 GS 2052
22
1710.0000
99.5400
7.3976
07.26 GS 2032
16
1215.0000
99.7850
7.2909
07.41 GS 2036
10
775.0000
100.4603
7.3550
07.10 GS 2029
9
405.0000
99.4000
7.2187
07.26 GS 2033
12
400.6740
100.0100
7.2586
07.38 GS 2027
6
212.2870
100.8600
7.1442
05.22 GS 2025
2
175.0000
96.2031
6.9900
05.63 GS 2026
2
155.0000
95.9400
7.0726
07.54 GS 2036
2
130.0000
101.3300
7.3793
05.74 GS 2026
2
125.0000
95.5000
7.1165
06.18 GS 2024
1
125.0000
98.6939
6.9800
06.79 GS 2027
2
100.0000
98.6791
7.1500
07.37 GS 2023
1
100.0000
100.2050
6.3405
GOI FRB 2024
1
95.0000
99.3550
7.2409
07.35 GS 2024
1
75.0000
100.5185
6.9400
05.15 GS 2025
1
50.0000
95.3245
7.0400
06.97 GS 2026
1
50.0000
99.5600
7.1085
08.26 GS 2027
3
20.0000
104.2943
7.1250
07.10 GS 2029
2
8.6780
99.4700
7.2044
08.26 GS 2027
1
2.0000
104.0000
7.2009
06.10 GS 2031
1
1.2500
92.7500
7.2638
07.36 GS 2052
1
0.7500
99.6500
7.3884
06.79 GS 2027
1
0.5000
98.1900
7.2862
07.54 GS 2036
2
0.4100
101.3000
7.3829
06.13 GS 2028
1
0.3490
94.0000
7.5144
07.63 TS SGS 2036
1
110.0000
100.1135
7.6150
07.70 MH SDL 2032
2
100.0000
100.1000
7.6821
07.57 CG SDL 2023
1
100.0000
100.1952
6.3497
07.27 TN SDL 2027
1
100.0000
99.5457
7.3900
07.17 GJ SDL 2027
1
100.0000
99.1716
7.3900
07.18 TN SDL 2027
2
75.0000
99.2464
7.3800
07.21 TN SDL 2027
1
70.0000
99.3193
7.3900
07.75 TN SDL 2032
1
70.0000
101.0685
7.5900
07.72 MP SGS 2038
2
55.0000
101.0607
7.6000
07.76 MH SGS 2030
1
50.0000
101.3050
7.5300
07.72 MP SGS 2038
1
48.0860
101.0607
7.6000
07.73 WB SDL 2032 25 MAY
1
45.0000
100.2000
7.6968
05.95 TN SDL 2025
1
45.0000
97.3919
7.2100
07.17 GJ SDL 2027
1
28.8080
99.1716
7.3900
05.39 GJ SDL 2024
1
25.0000
98.0796
7.1500
07.68 KA SGS 2034
1
25.0000
100.6051
7.6000
06.54 MH SDL 2027
1
20.0000
97.2303
7.3500
07.20 MH SDL 2027
1
15.0000
99.3567
7.3700
07.61 TN SDL 2027
1
15.0000
100.8886
7.3500
07.70 MN SGS 2035
1
14.6640
100.7729
7.6000
07.27 TN SDL 2027
1
13.6660
99.5457
7.3900
07.86 AP SGS 2033
1
10.7940
101.8672
7.6000
07.85 KL SDL 2035
2
10.0000
101.7909
7.6250
07.46 MP SGS 2032
1
10.0000
99.5500
7.5249
08.21 RJ UDAY 2024
1
6.9500
100.6000
7.6401
08.19 RJ UDAY 2026
1
6.0000
101.5900
7.6427
07.62 UP SGS 2035
1
5.9220
100.0300
7.6153
07.70 HP SGS 2036
1
5.0000
100.8116
7.6000
08.84 RJ SDL 2028
1
5.0000
106.0238
7.5000
06.92 HR SDL 2036 16 JUN
1
4.1660
93.9600
7.6480
07.88 MP SGS 2033
1
2.7000
102.2700
7.5647
07.63 GJ SGS 2032
1
2.1600
100.4800
7.5547
07.67 MP SGS 2033
2
2.0000
100.0600
7.6610
07.63 TS SGS 2036
3
1.4000
100.2900
7.5934
06.60 WB SDL 2030
2
1.0000
94.5500
7.5260
07.59 KA SDL 2027 29 MAR
1
1.0000
100.9000
7.3304
07.64 AP SGS 2033
1
1.0000
100.6300
7.5515
07.58 JH SGS 2031
1
0.9060
100.3800
7.5188
07.64 HR SGS 2031
1
0.5760
100.7300
7.5159
07.65 TN SDL 2027
1
0.2500
100.9000
7.4211
07.28 UP SDL 2032
1
0.2500
98.6500
7.4888
07.74 KA SGS 2037
1
0.2000
101.5700
7.5600
07.10 MH SDL 2036
1
0.1500
96.4500
7.5233
182 DTB 28042023
3
1000.0000
98.5673
6.5500
091 DTB 20042023
1
350.0000
98.7069
6.5500
182 DTB 03082023
4
300.0000
96.7515
6.8850
091 DTB 16032023
1
140.0000
99.3484
6.3000
364 DTB 01022024
2
125.0000
93.6109
6.9200
364 DTB 04012024
1
50.0000
94.1025
6.8900
364 DTB 07122023
1
15.0000
94.5134
6.9700
091 DTB 04052023
1
0.5000
98.4743
6.5000
Total
212
13201.0310
Feb 3 2023 7:07PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
82.1225
82.3100
81.8100
81.8500
82.2050
-0.3550
R-SPOT
0.0000
0.2500
0.0000
0.2500
0.5000
-0.2500
SPOT
82.1550
82.3100
81.7625
82.0800
82.2050
-0.1250
FX-Retail
:The new version of
FX-Retail Platform
with facility to book Option Period Forward Contracts is available with effect from 28th March 2022.
Click here for more information
FX-Retail Promo video
FX-Retail Mock (Test environment):
Please click here to access
FX-Retail Mock
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
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
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! Over 87.12% compression achieved in the 28th cycle
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
Portfolio Compression run by CCIL for IRS (MIFOR Benchmark) market a huge success! Over 66.81% compression achieved in the 3rd cycle
Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation
New tab "STATISTICS" added to the website with single point of access to all the data releases of the Company
Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models
Membership of NDS-CALL platform by Regional Rural Banks (RRBs) and Co-operative Banks
CCIL's Year-end Prices as on 31st March'22
India Forex Market Quarterly
Data Sharing Policy
Retail Direct Scheme launched by Prime Minister
SWAPTION trade by trade real time data dissemination commenced
Consultation Paper : Introduction of Forward trading in Government Securities
Consultation Paper: Default Management Resources
Consultation Paper: Change in the basis of payment of interest on cash collateral maintained by members towards Securities Segment – Settlement Guarantee Fund
Statistics