Market Rates As on Oct 15 2018 4:07PM

Indian Overnight RatesNDS-CALLCROMSCBLONDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.50	6.65	5.00	6.60	12112.83	6.43	6.42	33701.98
CBLO	6.40	6.73	6.40	6.48	150715.70	6.50	4.86	84661.15
REPO	6.25	6.65	5.75	6.47	73313.97	6.44	6.42	134462.50
Money Market					236142.50	6.48	5.90	252825.63

"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	16/10/2018	111	9778.00	6.50	6.65	6.45	6.60	6.5208
15D	T + 0	30/10/2018	3	225.00	6.90	6.90	6.90	6.90	6.9000
73D	T + 0	27/12/2018	1	50.00	7.65	7.65	7.65	7.65	7.6500
91D	T + 0	14/01/2019	1	50.00	7.65	7.65	7.65	7.65	7.6500
Total	116			10103.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 5 TO 10 YR	42	T+0	1D	12741.74	12288.14	6.5000	6.4823
CG LIQUID 1 TO 3 YR	41	T+0	1D	10703.76	10493.74	6.5000	6.4812
TBILLS 364 DTB	35	T+0	1D	8317.83	8672.18	6.4700	6.4761
TBILLS 182 DTB	40	T+0	1D	5705.82	5835.42	6.4700	6.4815
CG LIQUID UPTO 1 YR	19	T+0	1D	4216.88	4169.23	6.5000	6.4674
TBILLS 91 DTB	26	T+0	1D	3755.86	3797.87	6.4700	6.4747
CG LIQUID 3 TO 5 YR	14	T+0	1D	3157.91	3061.30	6.5000	6.4800
CG LIQUID 10 TO 20YR	7	T+0	1D	803.95	844.47	6.5000	6.4851
Total	224	49403.75			49162.35

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
08.31 WB SDL 2019	1	T+0	1D	50.00	50.65	6.5000	6.5000
08.56 TN SDL 2021	1	T+0	1D	50.00	51.81	6.5000	6.5000
364 DTB 11072019	1	T+0	1D	50.00	47.38	6.5000	6.5000
07.68 GS 2023	2	T+0	1D	41.00	41.58	6.0000	6.4390
08.39 UP SDL 2020	1	T+0	1D	40.00	40.90	6.5000	6.5000
09.12 GJ SDL 2022	1	T+0	1D	40.00	42.50	6.5000	6.5000
182 DTB 10012019	1	T+0	1D	40.00	39.33	6.5000	6.5000
08.60 GS 2028	2	T+0	1D	37.00	39.43	6.4000	6.3797
07.28 GS 2019	1	T+0	1D	36.00	36.94	6.5000	6.5000
07.06 GS 2046	1	T+0	1D	35.00	30.31	6.3000	6.3000
08.16 RJ SDL 2019	1	T+0	1D	35.00	35.30	6.5000	6.5000
06.81 MH SDL 2020NOV	1	T+0	1D	30.00	30.18	6.5500	6.5500
07.93 AP SDL 2019	1	T+0	1D	30.00	30.70	6.5000	6.5000
08.32 UP SDL 2019	1	T+0	1D	30.00	30.39	6.5000	6.5000
06.97 GS 2026	2	T+0	1D	28.00	26.46	6.5000	6.4571
07.85 GJ SDL 2019	1	T+0	1D	25.00	25.48	6.5000	6.5000
08.13 GS 2045	1	T+0	1D	25.00	25.05	6.0000	6.0000
08.19 GS 2020	1	T+0	1D	25.00	25.66	6.2500	6.2500
08.23 GJ SDL 2019	1	T+0	1D	25.00	25.15	6.5000	6.5000
08.34 MH SDL 2020	1	T+0	1D	25.00	25.54	6.5000	6.5000
08.24 GS 2027	1	T+0	1D	23.00	23.55	6.5000	6.5000
07.82 PN SDL 2019	1	T+0	1D	20.00	20.51	6.5500	6.5500
07.86 WB SDL 2026	1	T+0	1D	20.00	19.70	6.5500	6.5500
08.32 GJ SDL 2020	1	T+0	1D	20.00	20.42	6.5500	6.5500
08.57 UP SDL 2019	1	T+0	1D	20.00	20.25	6.5000	6.5000
07.45 GJ SDL 2019	1	T+0	1D	18.00	18.21	6.5000	6.5000
07.00 GJ SDL 2019	1	T+0	1D	16.00	16.24	6.5000	6.5000
08.24 GS 2033	1	T+0	1D	15.00	15.48	6.5000	6.5000
08.60 MH SDL 2021	1	T+0	1D	15.00	15.46	6.5000	6.5000
08.99 GJ SDL 2022	1	T+0	1D	15.00	15.45	6.5500	6.5500
08.40 GS 2024	1	T+0	1D	10.00	10.36	5.9000	5.9000
08.46 MH SDL 2019	1	T+0	1D	10.00	10.12	6.5000	6.5000
08.59 GJ SDL 2021AUG	1	T+0	1D	10.00	10.22	6.5500	6.5500
08.92 KA SDL 2022	1	T+0	1D	10.00	10.29	6.5500	6.5500
182 DTB 20122018	1	T+0	1D	10.00	9.88	6.5000	6.5000
08.11 AP SDL 2018	1	T+0	1D	7.00	7.27	6.6000	6.6000
07.50 GS 2034	1	T+0	1D	5.00	4.73	6.2500	6.2500
08.79 GS 2021	1	T+0	1D	5.00	5.32	5.7500	5.7500
07.17 GS 2028	1	T+0	8D	100.00	96.67	5.5000	5.5000
07.17 GS 2028	38	T+0	1D	2987.00	2887.59	6.0000	6.0882
06.84 GS 2022	12	T+0	1D	1777.00	1751.70	6.4500	6.3787
08.39 RJ UDAY 2019	3	T+0	1D	900.00	909.92	6.5000	6.5000
06.65 GS 2020	5	T+0	1D	675.00	666.30	6.5000	6.4933
07.94 GS 2021	4	T+0	1D	655.00	678.64	6.4500	6.4214
08.20 GS 2022	4	T+0	1D	655.00	670.63	6.4500	6.4431
08.59 AP SDL 2019	3	T+0	1D	646.00	653.34	6.5000	6.5000
182 DTB 31012019	2	T+0	1D	626.00	613.01	6.5000	6.5000
06.68 GS 2031	11	T+0	1D	605.00	541.65	6.3000	6.3299
06.35 GS 2020	3	T+0	1D	573.00	575.39	6.5000	6.5000
08.12 GS 2020	2	T+0	1D	515.00	533.56	6.4000	6.3437
08.27 GS 2020	2	T+0	1D	470.00	487.83	6.2500	6.2229
08.15 GS 2022	2	T+0	1D	455.00	471.64	6.3000	6.3000
08.33 GS 2026	4	T+0	1D	430.00	446.01	5.8000	6.0267
07.86 RJ UDAY 2019	1	T+0	1D	371.00	380.68	6.5000	6.5000
07.76 KA SDL 2019	3	T+0	1D	357.00	360.80	6.5000	6.5000
07.45 AP SDL 2019	2	T+0	1D	312.00	315.63	6.5000	6.5074
08.43 HP SDL 2019	1	T+0	1D	292.00	295.09	6.5000	6.5000
08.18 HP SDL 2020	1	T+0	1D	288.00	295.84	6.5000	6.5000
07.59 GS 2029	6	T+0	1D	255.00	247.09	6.4000	6.4149
07.35 GS 2024	4	T+0	1D	245.00	244.04	6.4000	6.3735
07.61 GS 2030	4	T+0	1D	245.00	243.77	6.4000	6.4194
07.80 GS 2021	2	T+0	1D	245.00	245.46	6.3500	6.3867
08.49 KA SDL 2019	1	T+0	1D	240.00	242.61	6.5000	6.5000
07.16 GS 2023	5	T+0	1D	235.00	234.73	5.9000	5.7915
07.68 PN SDL 2019	1	T+0	1D	220.00	222.25	6.5000	6.5000
08.13 GS 2022	2	T+0	1D	195.00	196.83	6.3000	6.3000
08.40 MP SDL 2019	1	T+0	1D	186.00	187.94	6.5000	6.5000
08.73 UP SDL 2028	3	T+0	1D	181.00	181.74	6.5500	6.5138
08.28 GS 2027	4	T+0	1D	180.00	183.47	5.7500	5.8125
07.80 GS 2020	4	T+0	1D	160.00	165.94	6.3500	6.2609
08.45 KL SDL 2019	1	T+0	1D	150.00	151.60	6.5000	6.5000
08.24 TN SDL 2019	2	T+0	1D	145.00	146.18	6.5000	6.5000
07.45 AP SDL 2019MAY	1	T+0	1D	128.00	131.56	6.5000	6.5000
08.48 TN SDL 2019	1	T+0	1D	125.00	126.51	6.5000	6.5000
07.00 TN SDL 2019	1	T+0	1D	120.00	121.78	6.5500	6.5500
08.56 KL SDL 2020	2	T+0	1D	120.00	122.65	6.5000	6.5000
06.57 GS 2033	4	T+0	1D	110.00	96.53	6.3000	6.3205
07.73 GS 2034	6	T+0	1D	110.00	108.06	6.3000	6.2045
08.20 GS 2025	3	T+0	1D	105.00	106.34	5.7500	5.7738
08.40 GJ SDL 2019	1	T+0	1D	105.00	106.09	6.5000	6.5000
07.50 AP SDL 2019	1	T+0	1D	100.00	103.71	6.5000	6.5000
07.50 MH SDL 2019	1	T+0	1D	100.00	101.19	6.5000	6.5000
364 DTB 01082019	1	T+0	1D	100.00	94.35	6.5000	6.5000
07.88 GS 2030	1	T+0	1D	90.00	88.76	6.5000	6.5000
08.85 PN SDL 2019	1	T+0	1D	90.00	92.88	6.5000	6.5000
06.79 GS 2027	4	T+0	1D	85.00	81.03	6.5000	6.4106
08.28 RJ SDL 2019	1	T+0	1D	80.00	80.67	6.5000	6.5000
08.78 GJ SDL 2021	1	T+0	1D	77.00	80.32	6.5000	6.5000
09.15 GS 2024	2	T+0	1D	75.00	81.94	6.2500	6.1500
182 DTB 03012019	1	T+0	1D	75.00	73.85	6.5000	6.5000
06.79 GS 2029	2	T+0	1D	65.00	59.87	6.5000	6.4808
07.55 MH SDL 2021	1	T+0	1D	65.00	64.53	6.5000	6.5000
08.08 OD SDL 2020	1	T+0	1D	65.00	65.63	6.5000	6.5000
08.25 BR SDL 2019	1	T+0	1D	65.00	67.57	6.5000	6.5000
07.13 AP SDL 2019	1	T+0	1D	60.00	60.93	6.5500	6.5500
07.83 MH SDL 2019	2	T+0	1D	60.00	60.66	6.5000	6.5000
GOI FRB 2024	1	T+0	1D	60.00	59.87	6.5000	6.5000
07.59 GS 2026	3	T+0	1D	55.00	54.72	6.3000	6.3200
08.22 TN SDL 2019	1	T+0	1D	55.00	55.33	6.5000	6.5000
08.85 SK SDL 2028	1	T+0	1D	51.00	52.10	6.5000	6.5000
07.11 AP SDL 2019	1	T+0	1D	50.00	51.53	6.5000	6.5000
07.44 RJ SDL 2019	1	T+0	1D	50.00	51.39	6.5000	6.5000
07.72 GS 2025	1	T+0	1D	50.00	50.75	6.2500	6.2500
08.26 GS 2027	1	T+0	1D	50.00	51.49	6.3500	6.3500
08.30 MH SDL 19 SEP	1	T+0	1D	50.00	50.65	6.5000	6.5000
08.31 MP SDL 2019	1	T+0	1D	50.00	50.65	6.5000	6.5000
Total	238	20213.00			20185.66

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
07.28 GS 2019	5	T+0	1D	1359.0000	1394.5967
182 DTB 14022019	3	T+0	1D	509.7200	497.7640
08.19 GS 2020	1	T+0	1D	486.9000	499.8260
06.35 GS 2020	1	T+0	1D	340.0000	341.4171
182 DTB 11042019	1	T+0	1D	250.0000	241.5250
182 DTB 04042019	1	T+0	1D	200.0000	193.4000
091 DTB 10012019	1	T+0	1D	192.0000	188.9067
364 DTB 03102019	1	T+0	1D	159.0000	148.0441
06.05 GS 2019 FEB	1	T+0	1D	156.0000	157.4926
364 DTB 13092019	1	T+0	1D	155.0000	144.9250
364 DTB 20092019	1	T+0	1D	110.0000	102.8169
364 DTB 13062019	1	T+0	1D	66.0000	62.9121
07.37 GS 2023	2	T+0	1D	55.0000	55.8080
07.17 GS 2028	2	T+0	7D	1000.0000	966.7192
Total	22	5038.6200			4996.1534

Reversal Date of Lend / Brrw	Sett. Type	Open	High	Low	LTY	WAR	Trades	Volume (Crs.)
CBLO/161018	T+0	6.40	6.73	6.40	6.48	6.50	1001	150715.70
CBLO/221018	T+0	6.45	6.45	6.35	6.40	6.42	3	182.50
CBLO/231018	T+0	6.45	6.45	6.45	6.45	6.45	2	115.00
Total							1006	151013.20

Security Description	Trades	TTA	LTP	LTY
07.17 GS 2028	1244	9990.0000	94.8875	7.9600
06.84 GS 2022	148	1820.0000	96.4800	7.8406
07.59 GS 2026	75	600.0000	97.6025	8.0298
07.37 GS 2023	51	600.0000	97.8600	7.9449
06.68 GS 2031	26	155.0000	89.1700	8.0421
06.90 GS 2019	11	55.0000	99.5525	7.5092
07.40 GS 2035	8	50.0000	91.7000	8.3223
08.83 GS 2041	2	50.0000	104.9700	8.3400
07.80 GS 2021	1	10.0000	100.0900	7.7586
07.40 GS 2035	2	5.0000	91.9400	8.2939
07.94 GS 2021	1	5.0000	100.5500	7.6976
08.20 GS 2022	1	5.0000	101.0200	7.8400
08.79 GS 2021	1	5.0000	102.6700	7.7895
08.15 GS 2022	1	5.0000	100.8800	7.8628
07.28 GS 2019	1	5.0000	99.9550	7.3334
07.37 GS 2023	1	2.0000	97.8500	7.9476
09.23 GS 2043	1	1.5000	109.4550	8.3250
07.16 GS 2023	1	1.2500	97.0000	7.9494
08.28 GS 2032	1	1.0000	100.0200	8.2751
07.17 GS 2028	1	0.2280	94.8200	7.9708
08.73 UP SDL 2028	6	35.0000	100.3300	8.6795
08.34 PN SDL 2028	3	25.0000	97.9950	8.6487
08.94 MH SDL 2024	1	3.0000	101.7000	8.5553
08.34 PN SDL 2028	2	2.2000	97.8000	8.6794
07.56 AP SDL 2021	1	2.0000	98.8375	8.1099
08.68 GJ SDL 2023	1	1.0000	100.4700	8.5412
08.73 UP SDL 2028	1	1.0000	100.3650	8.6742
08.57 WB SDL 2020	1	0.4530	100.5700	8.0952
08.70 GJ SDL 2028	1	0.2000	100.8800	8.5648
182 DTB 04042019	7	300.0000	96.7467	7.2200
091 DTB 25102018	3	80.0000	99.8363	6.6500
059 DCMB 14122018	2	55.0000	98.9159	6.7800
091 DTB 01112018	1	50.0000	99.7115	6.6000
364 DTB 03102019	3	35.0000	93.2550	7.5000
091 DTB 10012019	1	25.0000	98.4117	6.8500
182 DTB 15112018	1	5.0000	99.4645	6.5500
182 DTB 22032019	1	5.0000	97.0163	7.1500
091 DTB 03012019	1	5.0000	98.5391	6.8500
059 DCMB 14122018	2	4.6540	98.9286	6.7000
Total	1617	14000.4850

Reported Deals	Trades	TTA	LTP	LTY
07.17 GS 2028	12	360.0000	94.8500	7.9660
08.30 GS 2042	2	64.0000	99.7825	8.3190
07.59 GS 2026	2	35.0000	97.5500	8.0397
06.84 GS 2022	2	30.0000	96.4400	7.8523
07.40 GS 2035	1	29.1640	91.6072	8.3333
08.20 GS 2022	2	20.0000	101.0500	7.8296
08.79 GS 2021	1	10.0000	102.6675	7.7904
07.61 GS 2030	1	10.0000	96.1000	8.1356
06.17 GS 2023	1	2.0000	92.1000	8.2441
08.24 GS 2033	1	1.0000	99.9500	8.2447
08.28 GS 2032	1	1.0000	100.0000	8.2776
06.83 GS 2039	1	1.0000	84.2500	8.4672
08.73 UP SDL 2028	8	48.6280	100.3200	8.6810
08.65 GJ SDL 2028	3	10.8000	100.7000	8.5439
08.73 UP SDL 2028	1	5.0000	100.3600	8.6749
08.94 MH SDL 2024	1	3.0000	101.7600	8.5421
07.56 AP SDL 2021	1	2.0000	98.8780	8.0904
08.34 PN SDL 2028	1	1.8000	98.0100	8.6463
08.76 RJ SDL 2028	1	1.5000	100.9134	8.6200
08.21 UP UDAY 2026	1	1.0000	97.9300	8.5905
09.12 AP SDL 2022	1	1.0000	103.1500	8.0898
08.67 KA SDL 2026	1	0.3000	100.7900	8.5198
08.53 RJ SDL 2028	1	0.1000	99.5500	8.5959
059 DCMB 14122018	12	2156.7010	98.9100	6.8175
182 DTB 04042019	1	500.0000	96.7467	7.2200
364 DTB 08082019	1	355.0000	94.3386	7.4000
364 DTB 25072019	1	315.0000	94.6023	7.3850
182 DTB 14022019	2	250.0000	97.7163	7.0500
364 DTB 01082019	1	40.0000	94.4757	7.3850
364 DTB 03102019	1	10.0000	93.2634	7.4900
182 DTB 13122018	1	5.0000	98.9077	6.9500
364 DTB 03012019	1	5.0000	98.4970	7.0500
364 DTB 21022019	1	5.0000	97.5706	7.1000
364 DTB 13062019	1	1.0000	95.5037	7.1601
091 DTB 03012019	1	0.2500	98.5200	6.9407
182 DTB 17012019	1	0.0090	98.2723	6.9000
Total	72	4281.2520

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	73.8025	74.0750	73.8025	73.9500

Market Rates As on Oct 15 2018 4:07PM

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