Market Rates As on Oct 18 2017 5:02PM

Indian Overnight RatesNDS-CALLCROMSCBLONDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.05	6.10	4.95	6.05	10165.30	5.97	5.99	10838.92
CBLO	6.00	6.25	5.70	5.91	120719.85	5.88	6.02	117100.55
REPO	5.70	6.10	4.50	6.00	43851.07	5.93	5.96	42103.24
Money Market					174736.22	5.90	6.00	170042.71

"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
5D	T + 0	23/10/2017	81	6995.00	6.05	6.10	5.85	6.05	6.0284
O/N	T + 0	21/10/2017	12	827.00	5.90	6.00	5.75	5.75	5.9426
15D	T + 0	02/11/2017	2	240.00	6.20	6.20	6.20	6.20	6.2000
16D	T + 0	03/11/2017	1	200.00	6.20	6.20	6.20	6.20	6.2000
365D	T + 0	18/10/2018	1	15.00	6.55	6.55	6.55	6.55	6.5500
Total	97			8277.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
TBILLS 182 DTB	1	T+0	14D	500.00	511.91	6.0100	6.0100
TBILLS 364 DTB	1	T+0	15D	499.99	512.33	6.0100	6.0100
TBILLS 182 DTB	1	T+0	15D	299.00	306.12	6.0100	6.0100
CG LIQUID 1 TO 3 YR	30	T+0	5D	7064.84	6777.44	6.0000	6.0187
TBILLS 364 DTB	25	T+0	5D	5516.89	5656.51	5.9000	5.9878
CG LIQUID 5 TO 10 YR	11	T+0	5D	2097.94	1991.12	5.9500	5.9866
CG LIQUID 3 TO 5 YR	5	T+0	5D	1293.99	1210.42	5.9500	5.9920
CG LIQUID 10 TO 20YR	6	T+0	5D	1197.96	1188.03	6.0500	6.0279
CG LIQUID UPTO 1 YR	3	T+0	5D	699.98	693.93	6.0000	6.0000
TBILLS 182 DTB	1	T+0	5D	500.00	511.91	5.9800	5.9800
TBILLS 91 DTB	6	T+0	5D	446.98	453.33	6.0000	6.0347
Total	90	20117.57			19813.05

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
06.79 GS 2029	33	T+0	5D	4415.00	4430.12	5.7500	5.7695
06.79 GS 2027	46	T+0	5D	3370.00	3473.32	5.6000	5.7822
07.68 GS 2023	14	T+0	5D	1675.00	1792.32	5.7600	5.8280
07.72 GS 2025	12	T+0	5D	1090.00	1172.75	5.7500	5.8461
07.28 GS 2019	5	T+0	5D	890.00	927.54	5.9000	5.9815
06.97 GS 2026	11	T+0	5D	820.00	826.83	6.0000	5.9610
08.27 GS 2020	9	T+0	5D	795.00	852.74	5.7500	5.8406
06.68 GS 2031	11	T+0	5D	610.00	599.42	5.9500	5.6971
07.16 GS 2023	3	T+0	5D	515.00	539.00	5.9500	6.0374
06.35 GS 2020	5	T+0	5D	410.00	417.05	6.0000	6.0220
08.39 RJ UDAY 2020	1	T+0	5D	343.00	357.62	6.0000	6.0000
06.84 GS 2022	4	T+0	5D	325.00	334.79	6.0000	5.9769
08.46 MH SDL 2019	2	T+0	5D	299.00	308.71	6.0000	6.0050
08.08 GS 2022	3	T+0	5D	285.00	304.94	6.0000	6.0000
06.57 GS 2033	6	T+0	5D	274.00	266.40	5.8000	5.6878
08.24 GS 2027	3	T+0	5D	270.00	293.60	6.0000	5.9306
07.80 GS 2021	3	T+0	5D	265.00	275.58	5.7500	5.9434
08.20 GS 2025	4	T+0	5D	260.00	279.44	6.0000	5.9712
07.75 RJ UDAY 2018	3	T+0	5D	245.00	253.07	6.0500	6.0500
08.39 RJ UDAY 2021	3	T+0	5D	242.00	254.26	5.9000	5.9880
07.83 MH SDL 2019	3	T+0	5D	220.00	225.59	6.0000	6.0295
07.80 GS 2020	4	T+0	5D	205.00	218.54	6.0000	6.0146
08.12 GS 2020	3	T+0	5D	205.00	220.18	5.7500	5.7488
08.20 GS 2022	3	T+0	5D	200.00	213.78	6.0000	6.0000
08.39 RJ UDAY 2019	2	T+0	5D	186.00	191.75	6.0500	6.0500
08.21 RJ UDAY 2019	1	T+0	5D	170.00	174.34	6.0000	6.0000
07.61 GS 2030	3	T+0	5D	155.00	165.12	6.0000	5.8935
07.35 GS 2024	4	T+0	5D	145.00	152.10	5.8000	5.9759
07.73 GS 2034	1	T+0	5D	145.00	154.72	6.0500	6.0500
08.15 GS 2022	3	T+0	5D	145.00	157.20	6.0000	6.0000
08.40 KA SDL 2018	1	T+0	5D	135.00	136.77	6.0500	6.0500
08.55 JK SDL 2021	1	T+0	5D	130.00	137.95	5.9000	5.9000
08.00 MH SDL 2018	2	T+0	5D	115.00	117.07	6.0500	6.0783
06.30 GS 2023	2	T+0	5D	100.00	98.05	6.0000	6.0000
08.39 RJ UDAY 2018	1	T+0	5D	100.00	101.52	6.0500	6.0500
09.20 TN SDL 2018	1	T+0	5D	100.00	102.66	6.0500	6.0500
08.26 HP SDL 2019	1	T+0	5D	91.00	96.36	6.0500	6.0500
07.18 MH SDL 2029	1	T+0	5D	90.00	89.16	6.0500	6.0500
08.28 TN SDL 2019	3	T+0	5D	90.00	93.25	6.0500	6.0611
08.78 GJ SDL 2021	1	T+0	5D	85.00	92.63	6.1000	6.1000
08.79 GS 2021	1	T+0	5D	85.00	94.76	6.0500	6.0500
08.40 GS 2024	4	T+0	5D	83.00	90.88	5.7500	5.7651
08.28 GS 2027	1	T+0	5D	80.00	86.86	6.0000	6.0000
08.19 AP SDL 2019	1	T+0	5D	75.00	77.78	6.0500	6.0500
08.25 UP SDL 2018	2	T+0	5D	75.00	76.34	6.0500	6.0500
08.52 WB SDL 2018	1	T+0	5D	75.00	78.37	6.0500	6.0500
09.20 GS 2030	2	T+0	5D	75.00	87.42	4.5000	4.6333
364 DTB 10052018	1	T+0	5D	71.00	68.62	6.0500	6.0500
07.07 PN SDL 2020	1	T+0	5D	65.00	66.66	6.0500	6.0500
08.39 GJ SDL 2018	1	T+0	5D	60.00	60.78	6.1000	6.1000
08.52 KA SDL 2020	1	T+0	5D	60.00	62.79	6.0500	6.0500
08.52 TN SDL 2020	1	T+0	5D	60.00	62.79	6.0500	6.0500
06.17 GS 2023	1	T+0	5D	55.00	54.62	6.0000	6.0000
08.56 KL SDL 2020	1	T+0	5D	55.00	57.87	6.1000	6.1000
08.12 KL SDL 2019	1	T+0	5D	50.00	53.19	6.0500	6.0500
08.12 TN SDL 2018	1	T+0	5D	50.00	50.86	6.1000	6.1000
08.13 GS 2022	1	T+0	5D	50.00	53.18	5.7500	5.7500
08.14 GJ SDL 2018	1	T+0	5D	50.00	50.87	6.0500	6.0500
08.23 GJ SDL 2019	1	T+0	5D	50.00	51.49	6.0500	6.0500
08.25 AP SDL 2018	1	T+0	5D	50.00	52.62	6.0500	6.0500
08.25 RJ SDL 2019	1	T+0	5D	50.00	51.78	6.1000	6.1000
08.25 TN SDL 2020	1	T+0	5D	50.00	52.51	6.0500	6.0500
08.27 GJ SDL 2019	1	T+0	5D	50.00	52.96	6.0500	6.0500
08.35 KL SDL 2019	1	T+0	5D	50.00	52.91	6.0500	6.0500
08.43 GJ SDL 2018	2	T+0	5D	50.00	50.81	6.0500	6.0900
08.48 TN SDL 2019	1	T+0	5D	50.00	51.64	6.0500	6.0500
08.56 TN SDL 2021	1	T+0	5D	50.00	53.88	6.1000	6.1000
08.59 AP SDL 2019	1	T+0	5D	50.00	51.66	6.0500	6.0500
08.60 GS 2028	1	T+0	5D	50.00	56.80	5.6000	5.6000
08.69 KA SDL 2022FEB	1	T+0	5D	50.00	53.78	6.0500	6.0500
08.83 GS 2041	1	T+0	5D	50.00	59.50	5.7500	5.7500
08.35 GS 2022	4	T+0	5D	45.00	49.34	5.7500	5.8444
08.68 UP UDAY 2022	1	T+0	5D	41.00	43.81	6.0500	6.0500
08.15 GS 2026	2	T+0	5D	40.00	44.03	5.7500	5.7938
08.25 AP SDL 2020	1	T+0	5D	40.00	42.01	6.0500	6.0500
08.26 TN SDL 2019	1	T+0	5D	40.00	42.36	6.0500	6.0500
08.32 TN SDL 2020	1	T+0	5D	40.00	42.19	6.0500	6.0500
08.21 RJ UDAY 2021	1	T+0	5D	37.00	38.55	6.0500	6.0500
08.21 RJ UDAY 2020	1	T+0	5D	36.00	37.26	6.0500	6.0500
07.80 HR SDL 2019	1	T+0	5D	35.00	35.87	6.0500	6.0500
07.94 GS 2021	2	T+0	5D	35.00	37.58	6.0000	6.0000
08.10 AP SDL 2019	1	T+0	5D	35.00	36.05	6.0500	6.0500
07.50 AP SDL 2019	1	T+0	5D	30.00	30.36	6.0500	6.0500
08.26 GS 2027	2	T+0	5D	30.00	32.89	6.0000	5.9500
08.45 KL SDL 2019	1	T+0	5D	30.00	30.94	6.1000	6.1000
08.66 TN SDL 2022	1	T+0	5D	30.00	32.32	6.0500	6.0500
07.87 WB SDL 2018	1	T+0	5D	25.00	25.54	6.0500	6.0500
08.00 OR SDL 2019	1	T+0	5D	25.00	25.72	6.0500	6.0500
08.07 UP SDL 2018	1	T+0	5D	25.00	25.64	6.0500	6.0500
08.08 MH SDL 2018	1	T+0	5D	25.00	25.64	6.0500	6.0500
08.21 HR UDAY 2022	1	T+0	5D	25.00	26.15	6.0500	6.0500
08.30 WB SDL 2018	1	T+0	5D	25.00	25.39	6.0500	6.0500
08.50 MH SDL 2017	1	T+0	5D	25.00	25.86	6.0500	6.0500
08.65 KA SDL 2022	1	T+0	5D	25.00	26.93	6.1000	6.1000
07.59 GS 2026	2	T+0	5D	20.00	21.15	5.7500	5.7500
08.17 GS 2044	2	T+0	5D	20.00	22.47	5.5100	5.5150
08.56 MH SDL 2021	1	T+0	5D	20.00	21.34	6.1000	6.1000
08.39 RJ UDAY 2022	1	T+0	5D	16.00	16.90	6.0500	6.0500
07.06 GS 2046	2	T+0	5D	15.00	14.63	5.5000	5.5000
07.86 KA SDL 2027	1	T+0	5D	15.00	15.48	6.1000	6.1000
08.13 TN SDL 2019	1	T+0	5D	15.00	15.46	6.1000	6.1000
08.33 GS 2026	1	T+0	5D	15.00	16.51	6.0500	6.0500
08.97 GS 2030	1	T+0	5D	15.00	17.65	5.0000	5.0000
08.30 GS 2040	1	T+0	5D	12.00	13.49	6.1000	6.1000
07.24 GJ SDL 2026	1	T+0	5D	10.00	10.06	6.0500	6.0500
07.40 GS 2035	1	T+0	5D	10.00	10.22	5.7500	5.7500
07.88 GS 2030	2	T+0	5D	10.00	10.62	5.2500	5.5250
08.49 UP UDAY 2030	1	T+0	5D	5.00	5.52	6.1000	6.1000
Total	306	22976.00			23819.15

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
07.28 GS 2019	5	T+0	5D	1064.0000	1108.9008
08.83 GS 2023	1	T+0	5D	442.1500	499.5741
364 DTB 26102017	1	T+0	5D	298.7800	298.3617
182 DTB 25012018	1	T+0	5D	170.0000	167.2120
06.90 GS 2019	1	T+0	5D	146.0000	149.9432
329 DTB 12032018	1	T+0	5D	115.0000	112.2630
182 DTB 05042018	1	T+0	5D	100.0000	97.2200
08.27 GS 2020	1	T+0	5D	35.0000	37.5422
07.80 GS 2020	1	T+0	5D	21.4500	22.8668
06.79 GS 2027	1	T+0	7D	370.0000	381.3433
Total	14	2762.3800			2875.2271

Reversal Date of Lend / Brrw	Sett. Type	Open	High	Low	LTY	WAR	Trades	Volume (Crs.)
CBLO/231017	T+0	6.00	6.25	5.70	5.91	5.88	818	120719.85
CBLO/211017	T+0	5.90	6.50	5.65	5.81	5.80	59	2459.40
CBLO/231017	T+1	5.70	6.00	5.00	5.00	5.84	20	1058.15
CBLO/251017	T+0	5.80	5.80	5.80	5.80	5.80	1	180.00
Total							898	124417.40

Security Description	Trades	TTA	LTP	LTY
06.79 GS 2027	632	5590.0000	100.2000	6.7604
06.68 GS 2031	341	2660.0000	97.7950	6.9286
06.79 GS 2029	258	2020.0000	98.2850	7.0000
08.20 GS 2022	47	420.0000	105.4800	6.7108
07.72 GS 2025	45	405.0000	104.5900	6.9304
08.08 GS 2022	20	345.0000	105.3300	6.7515
07.16 GS 2023	26	300.0000	101.7500	6.7762
07.73 GS 2034	24	285.0000	104.3500	7.2804
07.35 GS 2024	29	240.0000	102.6000	6.8548
06.05 GS 2019 FEB	6	170.0000	99.7400	6.2558
07.95 GS 2032	6	160.0000	106.1900	7.2603
07.61 GS 2030	19	135.0000	103.2500	7.2113
08.33 GS 2026	6	135.0000	107.8000	7.1107
08.83 GS 2023	5	100.0000	109.4550	6.8997
08.20 GS 2025	2	100.0000	106.9000	7.0467
06.79 GS 2027	2	100.0000	100.2500	6.7532
07.80 GS 2021	8	95.0000	103.8350	6.5443
08.17 GS 2044	10	90.0000	109.2000	7.3793
07.68 GS 2023	8	90.0000	104.4200	6.7857
06.57 GS 2033	11	60.0000	94.9000	7.1054
06.84 GS 2022	7	60.0000	100.7650	6.6595
07.94 GS 2021	3	50.0000	104.2000	6.6026
06.35 GS 2020	7	45.0000	99.8400	6.4235
07.80 GS 2020	3	45.0000	103.0300	6.4798
09.20 GS 2030	6	35.0000	116.7000	7.1939
08.24 GS 2033	3	35.0000	108.6500	7.3146
08.15 GS 2026	2	35.0000	106.8700	7.1091
08.15 GS 2022	2	35.0000	105.5500	6.7324
08.27 GS 2020	5	30.0000	104.3275	6.4481
08.97 GS 2030	4	30.0000	114.7000	7.2161
08.24 GS 2027	1	25.0000	107.3000	7.1503
08.19 GS 2020	2	15.0000	103.5500	6.4479
07.16 GS 2023	3	10.0000	101.7500	6.7762
08.30 GS 2042	2	10.0000	110.3475	7.3875
06.13 GS 2028	2	10.0000	93.0000	7.0778
06.30 GS 2023	1	10.0000	97.8500	6.7768
07.59 GS 2026	1	5.0000	103.7500	6.9800
08.13 GS 2045	1	5.0000	109.0500	7.3583
07.61 GS 2030	1	2.3430	103.3800	7.1957
08.28 GS 2027	1	1.0000	107.7500	7.1726
09.29 MP SDL 2023	1	30.0000	109.5250	7.2901
07.20 MH SDL 2027	3	25.0000	98.3500	7.4379
08.34 MH SDL 2020	1	25.0000	103.0325	6.8707
09.14 KA SDL 2024	2	10.0000	108.6500	7.4538
07.24 GJ SDL 2026	1	10.0000	98.6700	7.4402
08.21 RJ UDAY 2026	1	5.0000	104.0200	7.5556
07.56 UP SDL 2027	1	2.8620	100.3000	7.5161
07.20 MH SDL 2027	1	2.1000	98.2800	7.4482
08.21 RJ UDAY 2026	1	1.0000	104.0200	7.5556
08.09 TN SDL 2020	1	1.0000	102.2000	7.1511
07.78 TN UDAY 2032	1	1.0000	101.9800	7.5497
07.55 MP SDL 2027	1	0.5050	100.1800	7.5234
08.14 MH SDL 2019	1	0.5000	101.8000	7.1132
07.52 TS SDL 2037	1	0.4500	100.0500	7.5140
091 DTB 02112017	9	760.0000	99.8359	6.0000
091 DTB 17012018	7	415.0000	98.5831	6.1000
091 DTB 28122017	2	95.0000	98.9197	6.0399
364 DTB 21122017	2	55.0000	99.0284	6.0700
317 DTB 15032018	2	45.0000	97.6472	6.1500
323 DTB 13032018	2	25.0000	97.6794	6.1500
364 DTB 04102018	1	25.0000	94.4617	6.1850
364 DTB 18012018	1	25.0000	98.5669	6.1000
329 DTB 12032018	2	20.0000	97.6973	6.1450
364 DTB 26102017	1	10.0000	99.9515	5.9000
091 DTB 07122017	1	10.0000	99.2621	6.0300
329 DTB 12032018	2	4.0000	97.6955	6.1500
Total	1611	15596.7600

Reported Deals	Trades	TTA	LTP	LTY
06.79 GS 2027	26	565.0000	100.1500	6.7676
06.68 GS 2031	13	460.0000	97.7650	6.9321
08.08 GS 2022	8	350.0000	105.3400	6.7491
07.95 GS 2032	7	305.0000	106.0900	7.2709
06.79 GS 2029	6	300.0000	98.2400	7.0056
07.35 GS 2024	3	200.0000	102.5700	6.8604
08.20 GS 2022	2	150.0000	105.4700	6.7134
08.15 GS 2026	2	125.0000	106.8700	7.1091
08.15 GS 2022	1	100.0000	105.4785	6.7500
07.94 GS 2021	1	100.0000	104.2000	6.6026
06.57 GS 2033	1	25.0000	94.8200	7.1141
07.80 GS 2021	1	10.0000	103.8350	6.5443
08.33 GS 2026	1	10.0000	107.8200	7.1077
07.16 GS 2023	1	10.0000	101.7400	6.7783
07.28 GS 2019	1	8.8000	101.4800	6.2932
08.60 GS 2028	1	5.0000	110.2900	7.1949
08.30 GS 2040	1	5.0000	109.9800	7.3852
07.40 GS 2035	3	3.0000	101.7300	7.2249
06.79 GS 2029	2	2.0000	98.3000	6.9981
08.26 GS 2027	1	0.3000	107.7000	7.1492
08.97 GS 2030	1	0.2500	114.3000	7.2596
08.28 GS 2027	1	0.2200	108.1000	7.1251
08.30 GS 2040	1	0.2000	111.0000	7.2991
08.03 GOI FCI 2024	2	0.1800	103.4500	7.3969
10.70 GS 2020	1	0.1390	109.4000	6.5577
08.83 GS 2041	1	0.1330	114.9000	7.4853
06.13 GS 2028	1	0.1200	95.7500	6.6946
07.35 GS 2024	1	0.1000	102.4000	6.8922
08.33 GS 2036	1	0.1000	111.1000	7.2343
08.28 GS 2032	1	0.1000	109.4000	7.2140
08.20 OIL SP 2024SEP	1	0.1000	103.4700	7.5429
10.25 GS 2021	1	0.0900	111.5000	6.6066
07.80 GS 2021	1	0.0400	103.5000	6.6516
06.90 GS 2019	1	0.0300	100.5000	6.5796
05.69 GS 2018	1	0.0220	99.2500	6.5344
06.25 GS 2018	1	0.0200	99.8000	7.0644
07.00 FERT BND 2022	1	0.0200	97.0300	7.7088
09.56 MH SDL 2023	2	50.0000	110.6839	7.2800
07.77 GJ SDL 2023	1	49.6400	102.4095	7.2400
07.51 KA SDL 2027	1	45.0000	100.2700	7.4705
09.54 KA SDL 2023	1	35.0000	110.5954	7.2900
08.08 MH SDL 2026	1	25.0000	104.7905	7.3200
07.84 MH SDL 2026	1	25.0000	103.2918	7.3200
07.61 PN SDL 2027	2	20.0000	100.4800	7.5400
07.62 JH SDL 2032	4	19.4500	101.0500	7.5016
08.21 RJ UDAY 2026	2	12.0000	104.0867	7.5450
08.58 UP UDAY 2031	3	5.0000	108.7900	7.5346
08.29 MH SDL 2025	1	5.0000	105.6944	7.3200
07.74 RJ SDL 2023	1	5.0000	102.2723	7.2400
09.14 KA SDL 2024	1	5.0000	108.5625	7.4700
08.27 GJ SDL 2026	1	5.0000	105.7737	7.3200
07.51 AP SDL 2037	4	4.6000	100.1300	7.4962
07.68 TN UDAY 26MAR	1	3.2500	101.1000	7.4997
08.42 UP UDAY 2027	1	2.0000	105.8300	7.5438
07.49 WB SDL 2032	1	1.6700	100.0000	7.4887
08.48 UP UDAY 2025	1	1.6500	104.9000	7.6033
07.74 TN UDAY 2025	2	1.3000	101.1000	7.5391
08.26 MH SDL 2025DEC	1	1.1000	104.6500	7.4859
08.85 AP SDL 2022	1	1.0530	106.2600	7.3400
08.15 AP SDL 2025	1	1.0000	103.6000	7.5443
08.25 GJ SDL 2024	1	1.0000	104.1000	7.4972
08.83 MH SDL 2024	1	1.0000	106.9900	7.4714
07.55 MP SDL 2027	2	0.8550	100.2800	7.5090
08.06 KA SDL 2025FEB	1	0.8000	102.6400	7.5792
08.70 UP UDAY 2031	1	0.7700	109.7000	7.5381
07.74 TN UDAY 2030	1	0.7500	101.5700	7.5402
07.78 TN UDAY 2026	1	0.4200	101.5500	7.5236
08.09 AP SDL 2026JUN	1	0.3840	103.6886	7.5000
08.12 MH SDL 2025	1	0.3300	104.4400	7.3779
07.70 TN UDAY 2032	1	0.1300	101.7600	7.4957
08.29 MH SDL 2025	1	0.1000	104.9200	7.4476
08.59 UP UDAY 2030	1	0.0150	108.4000	7.5362
091 DTB 11012018	1	250.0000	98.6849	6.0800
323 DTB 13032018	1	150.0000	97.6831	6.1400
091 DTB 17012018	2	84.4910	98.5854	6.0900
364 DTB 04102018	1	25.0000	94.4638	6.1825
364 DTB 18012018	1	25.0000	98.5674	6.0975
182 DTB 11012018	1	1.5000	98.6828	6.0899
Total	155	3602.2220

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	64.9500	65.1600	64.9500	65.0350