Market Rates As on Aug 23 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	6.05	5.00	5.95	13343.93	5.92	5.94	10323.89
CBLO	5.98	6.50	5.90	5.97	113231.85	5.99	6.00	115070.20
REPO	4.25	6.10	3.80	6.00	42125.79	5.85	5.84	47088.58
Money Market					168701.57	5.95	5.95	172482.67

"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	24/08/2017	99	8123.00	6.05	6.05	5.70	5.95	5.9935
126D	T + 0	27/12/2017	2	400.00	6.40	6.43	6.40	6.43	6.4150
125D	T + 0	26/12/2017	2	300.00	6.40	6.40	6.40	6.40	6.4000
62D	T + 0	24/10/2017	2	250.00	6.30	6.30	6.30	6.30	6.3000
127D	T + 0	28/12/2017	1	200.00	6.40	6.40	6.40	6.40	6.4000
128D	T + 0	29/12/2017	1	200.00	6.40	6.40	6.40	6.40	6.4000
121D	T + 0	22/12/2017	1	150.00	6.40	6.40	6.40	6.40	6.4000
135D	T + 0	05/01/2018	1	100.00	6.50	6.50	6.50	6.50	6.5000
37D	T + 0	29/09/2017	1	100.00	6.20	6.20	6.20	6.20	6.2000
24D	T + 0	16/09/2017	1	30.00	6.10	6.10	6.10	6.10	6.1000
Total	111			9853.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
TBILLS 364 DTB	31	T+0	1D	7652.86	7942.62	6.0300	5.9972
CG LIQUID 1 TO 3 YR	22	T+0	1D	4431.88	4256.08	6.0000	6.0040
CG LIQUID 5 TO 10 YR	12	T+0	1D	3259.96	3093.88	6.0300	6.0033
CG LIQUID 3 TO 5 YR	6	T+0	1D	1970.99	1848.95	6.0000	6.0000
CG LIQUID 10 TO 20YR	6	T+0	1D	1349.97	1236.83	6.0000	5.9939
TBILLS 182 DTB	3	T+0	1D	1091.99	1113.62	5.9900	5.9936
TBILLS 91 DTB	1	T+0	1D	200.00	202.64	5.9800	5.9800
CG LIQUID UPTO 1 YR	1	T+0	1D	26.00	24.97	6.0000	6.0000
Total	82	19983.65			19719.59

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
06.79 GS 2027	37	T+0	1D	3357.00	3479.48	5.0000	4.4578
06.79 GS 2029	28	T+0	1D	2860.00	2874.16	5.8500	5.8866
06.97 GS 2026	17	T+0	1D	2094.00	2193.53	6.0300	5.9126
07.68 GS 2023	17	T+0	1D	1960.00	2090.84	6.0300	5.9178
06.35 GS 2020	5	T+0	1D	610.00	615.61	6.0000	5.9754
07.28 GS 2019	4	T+0	1D	485.00	500.85	5.9500	5.9446
07.18 TN SDL 2027	5	T+0	1D	425.00	425.63	6.0000	6.0000
07.80 GS 2021	4	T+0	1D	393.00	421.37	6.0300	5.8427
06.57 GS 2033	4	T+0	1D	355.00	348.05	5.9500	5.8613
08.27 GS 2020	6	T+0	1D	345.00	367.08	6.0300	5.9971
08.39 RJ UDAY 2020	1	T+0	1D	283.00	303.61	5.9500	5.9500
06.84 GS 2022	7	T+0	1D	265.00	272.20	6.0500	5.8592
07.59 GS 2026	6	T+0	1D	250.00	264.01	6.0300	5.9470
07.61 GS 2030	3	T+0	1D	250.00	267.85	5.8500	5.8830
317 DTB 15032018	3	T+0	1D	250.00	241.63	6.0300	6.0300
323 DTB 13032018	3	T+0	1D	250.00	241.71	6.0000	6.0000
07.16 GS 2023	4	T+0	1D	225.00	234.27	6.0300	6.0193
07.35 GS 2024	2	T+0	1D	225.00	235.27	6.0300	6.0027
07.75 RJ UDAY 2018	3	T+0	1D	220.00	224.81	6.0000	6.0000
07.88 GS 2030	3	T+0	1D	220.00	243.37	6.0000	5.9807
08.12 GS 2020	3	T+0	1D	190.00	202.55	5.9000	5.8934
07.86 RJ UDAY 2019	2	T+0	1D	175.00	180.73	6.0000	6.0000
08.21 RJ UDAY 2019	1	T+0	1D	170.00	179.44	6.0500	6.0500
07.73 GS 2034	1	T+0	1D	140.00	150.67	6.0000	6.0000
08.39 RJ UDAY 2019	2	T+0	1D	136.00	144.41	6.0500	6.0316
08.40 KA SDL 2018	1	T+0	1D	135.00	141.00	6.0500	6.0500
08.24 GS 2027	1	T+0	1D	130.00	141.61	6.0000	6.0000
07.48 KL SDL 2032	1	T+0	1D	125.00	126.18	5.9500	5.9500
08.40 GS 2024	2	T+0	1D	125.00	136.48	6.0000	5.9760
06.94 MH SDL 2022	1	T+0	1D	100.00	100.04	5.9500	5.9500
08.25 TN SDL 2020	2	T+0	1D	100.00	103.96	6.0500	6.0250
08.39TN SDL 2017DEC	1	T+0	1D	100.00	102.03	6.0500	6.0500
09.20 TN SDL 2018	1	T+0	1D	100.00	106.15	6.0500	6.0500
08.39 RJ UDAY 2021	1	T+0	1D	92.00	99.61	5.9500	5.9500
08.78 GJ SDL 2021	2	T+0	1D	85.00	91.83	6.0500	6.0382
08.17 GS 2044	2	T+0	1D	77.00	86.98	6.0500	5.9981
07.83 GS 2018	1	T+0	1D	75.00	77.89	6.0300	6.0300
08.15 GS 2022	2	T+0	1D	75.00	80.98	6.0300	5.6413
08.24 GS 2033	1	T+0	1D	75.00	84.53	6.0000	6.0000
08.50 MH SDL 2017	1	T+0	1D	75.00	76.80	6.0500	6.0500
08.52 WB SDL 2018	1	T+0	1D	75.00	77.56	6.0000	6.0000
07.06 GS 2046	2	T+0	1D	70.00	71.48	5.8500	5.8500
07.40 AP SDL 2032	1	T+0	1D	70.00	70.24	6.0500	6.0500
08.13 GS 2022	2	T+0	1D	70.00	76.87	5.6500	5.8071
06.05 GS 2019 FEB	2	T+0	1D	65.00	65.02	6.0500	5.9808
06.90 GS 2019	2	T+0	1D	65.00	66.14	6.0300	6.0377
08.00 MH SDL 2018	1	T+0	1D	65.00	65.49	6.0500	6.0500
08.01 RJ UDAY 2020	1	T+0	1D	62.00	64.67	5.9500	5.9500
08.39 GJ SDL 2018	1	T+0	1D	60.00	62.66	6.0500	6.0500
08.60 GS 2028	2	T+0	1D	60.00	68.13	5.7500	5.8375
08.56 KL SDL 2020	1	T+0	1D	55.00	57.28	6.0500	6.0500
08.08 OD SDL 2020	1	T+0	1D	50.00	53.30	6.0500	6.0500
08.12 TN SDL 2018	1	T+0	1D	50.00	52.37	6.0500	6.0500
08.21 HR UDAY 2023	1	T+0	1D	50.00	54.09	6.0000	6.0000
08.23 GJ SDL 2019	1	T+0	1D	50.00	53.00	6.0000	6.0000
08.25 AP SDL 2018	1	T+0	1D	50.00	52.07	6.0000	6.0000
08.25 RJ SDL 2019	1	T+0	1D	50.00	53.30	6.0500	6.0500
08.25 RJ SDL 2020	1	T+0	1D	50.00	52.02	6.0000	6.0000
08.35 KL SDL 2019	1	T+0	1D	50.00	52.37	6.0000	6.0000
08.39 RJ UDAY 2023	1	T+0	1D	50.00	54.71	6.0000	6.0000
08.48 TN SDL 2019	1	T+0	1D	50.00	53.21	6.0500	6.0500
08.56 TN SDL 2021	1	T+0	1D	50.00	53.39	6.0500	6.0500
08.60 TN SDL 2023	1	T+0	1D	50.00	55.34	6.0000	6.0000
08.69 KA SDL 2022FEB	1	T+0	1D	50.00	53.32	6.0500	6.0500
08.74 KA SDL 2022	1	T+0	1D	50.00	53.27	6.0500	6.0500
08.75 KL SDL 2022	1	T+0	1D	50.00	53.29	6.0000	6.0000
08.83 GS 2041	1	T+0	1D	50.00	59.76	5.5000	5.5000
07.80 GS 2020	3	T+0	1D	45.00	47.60	6.0500	6.0456
08.68 UP UDAY 2022	1	T+0	1D	41.00	45.22	6.0000	6.0000
08.32 TN SDL 2020	1	T+0	1D	40.00	41.76	6.0500	6.0500
08.43 GJ SDL 2018	1	T+0	1D	40.00	41.92	6.0500	6.0500
08.75 UP UDAY 2030	1	T+0	1D	40.00	45.71	6.0000	6.0000
08.60 WB SDL 2018	1	T+0	1D	39.00	40.61	6.0000	6.0000
07.96 TS UDAY 2032	1	T+0	1D	38.00	41.56	6.0000	6.0000
08.11 AP SDL 2018	1	T+0	1D	32.00	33.38	6.0500	6.0500
08.45 KL SDL 2019	1	T+0	1D	30.00	31.87	6.0500	6.0500
08.15 GS 2026	1	T+0	1D	25.00	27.54	5.9000	5.9000
08.65 KA SDL 2022	1	T+0	1D	25.00	26.70	6.0500	6.0500
08.68 KA SDL 2017	1	T+0	1D	24.00	24.71	6.0500	6.0500
07.86 KA SDL 2027	1	T+0	1D	22.00	23.48	6.0500	6.0500
08.56 MH SDL 2021	1	T+0	1D	21.00	22.21	6.1000	6.1000
06.30 GS 2023	1	T+0	1D	20.00	20.21	6.0500	6.0500
07.50 GS 2034	1	T+0	1D	20.00	20.87	5.8500	5.8500
08.28 TN SDL 2019	1	T+0	1D	20.00	21.33	6.1000	6.1000
06.25 GS 2018	1	T+0	1D	15.00	15.13	6.0300	6.0300
08.08 GS 2022	2	T+0	1D	15.00	15.99	5.5000	5.7333
08.26 GS 2027	2	T+0	1D	15.00	16.41	5.9000	5.9000
07.59 GS 2029	1	T+0	1D	10.00	10.78	5.8500	5.8500
08.33 GS 2026	1	T+0	1D	10.00	11.02	5.8500	5.8500
08.35 GS 2022	2	T+0	1D	10.00	10.92	6.0300	5.9400
06.62 GS 2051	1	T+0	1D	5.00	4.75	5.0000	5.0000
07.72 GS 2025	1	T+0	1D	5.00	5.36	5.8000	5.8000
08.20 GS 2025	1	T+0	1D	5.00	5.58	5.7500	5.7500
10.03 GS 2019	1	T+0	1D	5.00	5.36	6.0300	6.0300
Total	255	19736.00			20521.53

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
07.28 GS 2019	6	T+0	1D	1162.0000	1199.9716
08.83 GS 2023	1	T+0	1D	443.9000	499.8689
080 DCMB 18092017	1	T+0	1D	435.8000	433.8389
364 DTB 17082018	1	T+0	1D	250.0000	235.5250
06.79 GS 2029	1	T+0	1D	148.5000	149.2352
329 DTB 12032018	1	T+0	1D	120.0000	116.0400
182 DTB 14122017	1	T+0	1D	75.0000	73.5900
08.27 GS 2020	1	T+0	1D	35.0000	37.2400
06.79 GS 2027	2	T+0	7D	170.0000	176.2023
Total	15	2840.2000			2921.5119

Reversal Date of Lend / Brrw	Sett. Type	Open	High	Low	LTY	WAR	Trades	Volume (Crs.)
CBLO/240817	T+0	5.98	6.50	5.90	5.97	5.99	758	113231.85
Total							758	113231.85

Security Description	Trades	TTA	LTP	LTY
06.79 GS 2029	579	6070.0000	99.4800	6.8516
06.79 GS 2027	686	6005.0000	101.8000	6.5351
08.83 GS 2023	20	485.0000	110.4100	6.7575
07.68 GS 2023	45	470.0000	105.2750	6.6400
06.84 GS 2022	13	445.0000	101.5100	6.4969
08.15 GS 2026	23	415.0000	108.1900	6.9332
06.97 GS 2026	50	395.0000	101.5400	6.7391
07.72 GS 2025	20	390.0000	105.3875	6.8113
06.57 GS 2033	18	355.0000	96.9300	6.8851
07.80 GS 2020	12	320.0000	103.3900	6.4029
07.16 GS 2023	26	280.0000	102.3350	6.6607
08.32 GS 2032	19	245.0000	110.7000	7.1425
08.33 GS 2036	7	215.0000	111.6800	7.1856
05.69 GS 2018	5	205.0000	99.4800	6.1864
08.19 GS 2020	3	205.0000	103.9600	6.3757
08.27 GS 2020	8	185.0000	104.7000	6.3986
08.28 GS 2027	8	150.0000	109.1800	6.9939
08.24 GS 2033	4	150.0000	110.4400	7.1408
07.61 GS 2030	19	145.0000	104.9500	7.0132
07.35 GS 2024	15	145.0000	103.3600	6.7257
07.59 GS 2029	9	105.0000	104.5000	7.0147
05.64 GS 2019	5	100.0000	99.2975	6.1814
07.80 GS 2021	8	95.0000	104.3400	6.4367
06.05 GS 2019 FEB	6	90.0000	99.6600	6.2972
08.33 GS 2026	7	80.0000	109.2425	6.9171
08.15 GS 2022	6	70.0000	106.3700	6.5763
08.24 GS 2027	3	55.0000	108.6250	6.9800
06.35 GS 2020	7	50.0000	100.0075	6.3418
08.12 GS 2020	2	45.0000	104.9600	6.4204
08.28 GS 2032	6	40.0000	110.2000	7.1379
08.60 GS 2028	5	40.0000	111.5500	7.0493
08.40 GS 2024	4	35.0000	108.6000	6.8201
08.83 GS 2041	4	25.0000	117.5500	7.2782
07.59 GS 2026	4	20.0000	104.7000	6.8420
06.62 GS 2051	4	20.0000	93.3000	7.1451
07.73 GS 2034	3	15.0000	106.1900	7.1017
08.13 GS 2045	1	10.0000	111.0000	7.2074
08.17 GS 2044	1	10.0000	111.0000	7.2385
06.79 GS 2027(WR)	1	10.0000	101.8400	6.5293
08.30 GS 2042	1	10.0000	111.9500	7.2608
07.94 GS 2021	1	10.0000	104.7500	6.4878
08.24 GS 2018	1	10.0000	101.2750	6.2200
06.17 GS 2023	3	9.0000	98.3300	6.5179
06.25 GS 2018	1	5.0000	99.9500	6.2775
06.17 GS 2023	1	5.0000	97.5000	6.6946
07.28 GS 2019	1	5.0000	101.6500	6.2748
07.06 GS 2046	1	5.0000	99.2600	7.1196
06.79 GS 2029	3	4.5980	99.4700	6.8528
08.60 GS 2028	1	4.1320	111.5500	7.0493
07.80 GS 2020	3	4.0000	103.2000	6.4793
08.30 GS 2040	1	4.0000	111.4300	7.2661
09.23 GS 2043	3	3.5600	122.9000	7.2648
07.16 GS 2023	1	3.0000	102.2600	6.6764
07.72 GS 2025	1	2.8900	105.2900	6.8272
06.57 GS 2033	3	2.3000	96.7000	6.9094
06.83 GS 2039	1	2.0000	97.0900	7.0955
07.35 GS 2024	1	1.6410	103.3000	6.7365
08.24 GS 2033	2	0.8000	110.5500	7.1300
06.05 GS 2019 FEB	1	0.7500	99.6000	6.3415
07.32 PN SDL 2027	12	370.0000	100.1700	7.2957
07.29 HR SDL 2027	7	195.0000	100.2000	7.2615
07.30 HP SDL 2027	3	120.0000	100.2100	7.2700
08.21 HR UDAY 2025	3	110.0000	104.9575	7.3451
08.39 RJ UDAY 2018	2	100.0000	101.0300	6.4692
07.40 AP SDL 2032	5	70.0000	100.3500	7.3610
07.18 TN SDL 2027	8	60.0000	99.6900	7.2231
07.48 KL SDL 2032	8	50.0000	100.9400	7.3753
08.47 PN UDAY 2029	2	45.0000	108.6300	7.3500
08.78 GJ SDL 2021	1	45.0000	106.9000	6.9029
07.29 UK SDL 2027	1	35.0000	100.2000	7.2615
08.88 WB SDL 2026	6	25.0000	109.6100	7.3403
08.88 WB SDL 2026	3	25.0000	109.9600	7.2875
08.83 UP SDL 2026	6	16.0000	109.6100	7.2931
07.18 TN SDL 2027	5	15.0000	99.8375	7.2020
07.21 GJ SDL 2027	3	15.0000	100.0000	7.2093
08.38 KA SDL 2026	1	15.0000	106.6000	7.3152
07.91 HP SDL 2027	4	10.0000	103.8600	7.3399
07.64 WB SDL 2027	4	10.0000	102.7500	7.2360
07.64 UP SDL 2027	3	10.0000	102.3500	7.2937
07.64 UP SDL 2027	2	10.0000	102.7500	7.2360
07.33 SK SDL 2027	2	10.0000	100.2000	7.3014
08.80 KL SDL 2022	2	10.0000	107.4775	7.0451
07.42 MH SDL 2022	2	10.0000	101.6000	7.0116
07.60 MP SDL 2027	1	10.0000	102.3100	7.2581
07.91 HP SDL 2027	1	10.0000	104.0000	7.3198
08.30 UP UDAY 2026	1	10.0000	106.0000	7.3431
07.62 UP SDL 2027	1	10.0000	102.4000	7.2647
09.39 AP SDL 2023	1	7.0000	110.8200	7.2023
08.21 HR UDAY 2026	2	5.8500	105.5950	7.3200
07.77 KL SDL 2027	2	5.0000	102.8700	7.3452
07.88 PN SDL 2027MAR	2	5.0000	103.7600	7.3250
07.81 TS UDAY 2027	2	5.0000	103.3200	7.3195
08.83 UP SDL 2026	1	5.0000	109.6900	7.2811
07.88 PN SDL 2027MAR	1	5.0000	103.8000	7.3193
07.20 MH SDL 2027	1	5.0000	100.0000	7.1993
07.77 KL SDL 2027	1	5.0000	103.0800	7.3148
08.61 PN UDAY 2030	1	4.0000	110.1400	7.3600
08.39 RJ UDAY 2026	2	3.7000	106.6900	7.3229
08.64 UP UDAY 2028	1	3.7000	109.4100	7.3450
08.67 KA SDL 2026	1	1.3320	108.6300	7.2900
07.32 PN SDL 2027	1	0.8150	100.1650	7.2964
07.29 UK SDL 2027	1	0.6940	100.1800	7.2643
08.22 KA SDL 2025	1	0.5000	105.6600	7.2953
08.05 GJ SDL 2025FEB	1	0.1500	104.4500	7.2700
07.29 UP SDL 2027	1	0.1500	100.1000	7.2740
07.28 MP SDL 2027	1	0.0480	100.3500	7.2302
182 DTB 22022018	15	1155.0000	96.9918	6.2200
091 DTB 31082017	8	480.0000	99.8843	6.0400
091 DTB 17112017	8	460.0000	98.5964	6.1131
182 DTB 25012018	3	175.0000	97.4588	6.1800
091 DTB 23112017	7	150.0000	98.5000	6.1080
364 DTB 28092017	3	100.0000	99.4232	6.0500
091 DTB 07092017	4	85.0000	99.7704	6.0000
182 DTB 28122017	5	75.0000	97.9244	6.1400
182 DTB 16112017	4	70.0000	98.6134	6.1100
317 DTB 15032018	2	50.0000	96.6693	6.1950
182 DTB 14122017	2	50.0000	98.1537	6.1300
364 DTB 05072018	1	45.0000	94.8744	6.2600
364 DTB 14092017	2	30.0000	99.6560	6.0000
364 DTB 18012018	1	25.0000	97.5753	6.1700
182 DTB 08022018	1	25.0000	97.2309	6.1875
182 DTB 30112017	1	25.0000	98.3808	6.1300
080 DCMB 18092017	2	10.0000	99.5866	6.0600
091 DTB 17112017	3	3.9430	98.5926	6.1300
091 DTB 23112017	1	1.3380	98.5008	6.1050
Total	1893	22781.8910

Reported Deals	Trades	TTA	LTP	LTY
06.79 GS 2029	39	2715.0000	99.4700	6.8528
06.79 GS 2027	20	1250.0000	101.7700	6.5393
08.83 GS 2041	2	1005.0000	117.5400	7.2789
08.30 GS 2042	1	1000.0000	112.2123	7.2400
08.40 GS 2024	4	550.0000	108.5550	6.8279
08.20 GS 2025	1	520.0000	108.2000	6.8600
08.15 GS 2022	2	300.0000	106.4200	6.5644
07.35 GS 2024	3	225.0000	103.3550	6.7266
07.72 GS 2025	5	210.0000	105.3650	6.8150
08.20 GS 2022	1	210.0000	106.3300	6.5446
08.28 GS 2027	3	200.0000	109.1000	7.0045
06.57 GS 2033	2	200.0000	96.6400	6.9157
08.15 GS 2026	3	175.0000	108.1250	6.9424
08.24 GS 2033	2	150.0000	110.3618	7.1484
08.83 GS 2023	2	150.0000	110.4200	6.7556
08.33 GS 2036	2	150.0000	111.6650	7.1870
06.90 GS 2019	1	100.0000	100.9892	6.3300
06.97 GS 2026	2	75.0000	101.5500	6.7376
07.59 GS 2029	3	60.0000	104.6000	7.0023
06.84 GS 2022	2	50.0000	101.4900	6.5014
08.33 GS 2026	1	50.0000	109.1500	6.9304
07.73 GS 2034	1	30.0000	106.2074	7.1000
06.62 GS 2051	1	30.0000	93.3910	7.1375
09.23 GS 2043	1	25.0000	122.6915	7.2800
07.59 GS 2026	1	25.0000	104.7000	6.8420
08.60 GS 2028	2	20.0000	111.5850	7.0449
07.06 GS 2046	2	10.0000	99.2700	7.1188
08.27 GS 2020	1	10.0000	104.6850	6.4044
07.94 GS 2021	1	10.0000	104.7450	6.4893
08.32 GS 2032	1	10.0000	110.6950	7.1430
06.25 GS 2018	1	5.0000	99.9450	6.2916
08.28 GS 2032	1	5.0000	110.1950	7.1384
06.79 GS 2029	2	4.4640	99.4800	6.8516
07.06 GS 2046	4	4.0000	99.7700	7.0778
07.72 GS 2025	1	2.8900	105.3000	6.8256
06.57 GS 2033	2	2.0000	96.6700	6.9125
07.80 GS 2020	1	2.0000	103.2100	6.4753
06.83 GS 2039	1	2.0000	97.0700	7.0974
09.23 GS 2043	2	1.9800	123.5500	7.2178
07.35 GS 2024	1	1.6410	103.3100	6.7347
06.79 GS 2027	1	1.4880	101.8000	6.5351
06.62 GS 2051	2	1.3100	93.6000	7.1202
06.97 GS 2026	1	1.0560	101.5200	6.7420
07.50 GS 2034	2	1.0000	103.3500	7.1554
08.28 GS 2027	2	1.0000	108.8500	7.0376
07.59 GS 2026	1	0.8480	104.7200	6.8389
07.61 GS 2030	1	0.8320	104.9400	7.0143
08.20 OIL SP 2024SEP	1	0.3500	105.2500	7.2357
09.15 GS 2024	1	0.2500	112.9000	6.8524
07.83 GS 2018	1	0.1000	100.2500	7.3942
08.13 GS 2045	1	0.0500	111.1800	7.1936
08.40 OIL SPL 2026	1	0.0400	102.4500	7.9983
08.30 FERT BND 2023	1	0.0200	102.2000	7.8460
07.48 KL SDL 2032	14	280.0000	101.0000	7.3687
07.32 PN SDL 2027	3	210.0000	100.1750	7.2950
07.29 HR SDL 2027	4	160.0000	100.1300	7.2714
07.86 UP SDL 2026	2	130.0000	103.7014	7.2850
07.30 HP SDL 2027	2	122.1660	100.0150	7.2978
07.32 PN SDL 2027	6	122.1650	100.4210	7.2600
08.95 MH SDL 2022	3	120.0000	107.4630	7.0000
07.29 HR SDL 2027	2	102.9760	100.2000	7.2615
07.18 TN SDL 2027	12	100.0000	99.5900	7.2374
08.79 RJ SDL 2024	1	100.0000	107.8546	7.3000
08.96 TN SDL 2024	1	100.0000	108.8346	7.3000
06.94 MH SDL 2022	1	100.0000	100.0825	6.9201
07.62 MP SDL 2026	1	100.0000	102.2039	7.2800
09.39 MH SDL 2023	1	95.0000	110.3048	7.3000
09.33 UP SDL 2023	1	88.1260	109.8679	7.3000
09.63 MH SDL 2024	2	85.0000	111.3470	7.3901
09.39 HP SDL 2023	1	75.0000	110.2190	7.2700
09.18 AP SDL 2024	1	70.0000	110.0406	7.2700
08.38 KA SDL 2026	4	55.0000	106.6400	7.3090
08.86 UP SDL 2022	1	55.0000	108.0425	6.9700
08.90 PN SDL 2022	1	55.0000	108.0150	7.0623
07.37 AP UDAY 2029	2	53.0000	100.6500	7.2867
07.40 AP SDL 2032	5	50.0000	100.3600	7.3599
08.74 KA SDL 2022	2	50.0000	106.6109	7.0000
08.75 KL SDL 2022	1	50.0000	106.6489	7.0000
07.39 UP SDL 2026	1	50.0000	100.8124	7.2650
07.33 PY SDL 2026	1	50.0000	100.0700	7.3192
07.38 RJ SDL 2026	1	45.4290	100.7469	7.2650
08.88 WB SDL 2026	3	45.0000	109.5600	7.3478
08.47 PN UDAY 2029	2	45.0000	108.7170	7.3393
07.38 MP SDL 2026	1	43.9570	100.7469	7.2650
08.86 AP SDL 2022OCT	1	42.1790	107.9946	6.9700
07.37 TN SDL 2026	1	40.6700	100.6814	7.2650
07.25 GJ SDL 2027AUG	6	40.0000	100.0700	7.2400
08.36 MH SDL 2026	4	40.0000	106.6000	7.2960
07.29 UK SDL 2027	1	39.3060	100.0100	7.2885
09.25 RJ SDL 2023	1	37.3750	109.6333	7.2700
08.57 WB SDL 2026	1	35.0000	108.0934	7.2800
08.15 MH SDL 2025	1	35.0000	105.5001	7.2500
08.20 GJ SDL 2025	1	35.0000	105.5865	7.2500
08.10 AP SDL 2019	1	35.0000	102.6293	6.7200
07.77 GJ SDL 2023	2	30.0000	103.1813	7.0900
09.64 BR SDL 2024	1	30.0000	111.9968	7.2800
08.60 TN SDL 2023	1	30.0000	106.5973	7.1350
08.05 RJ SDL 2020	1	28.8220	103.1874	6.7550
08.16 KA SDL 2025	1	25.9400	105.4346	7.2700
08.16 KL SDL 2025	1	25.0000	105.4173	7.2700
08.91 HP SDL 2022SEP	1	25.0000	108.1613	6.9700
08.02 MP UDAY 2030	1	25.0000	105.0096	7.4000
08.09 GJ SDL 2020	1	25.0000	103.2989	6.7500
08.72 AP SDL 2022	1	25.0000	106.3609	7.0050
08.89 AP SDL 2022SEP	1	25.0000	108.0771	6.9700
08.53 UP SDL 2026	1	24.7750	107.7888	7.2800
08.84 AP SDL 2022	1	24.2870	107.6389	6.9700
08.07 AP SDL 2020	1	22.0000	103.2494	6.7500
08.83 UP SDL 2026	3	20.0000	109.6600	7.2856
08.53 TN SDL 2026	2	20.0000	107.6400	7.3107
08.25 KL SDL 2023	2	20.0000	105.2516	7.1050
09.19 KL SDL 2024	1	20.0000	110.0933	7.2700
08.07 HR SDL 2020	1	20.0000	103.2494	6.7500
08.71 HR SDL 2022	1	20.0000	106.3754	7.0050
09.39 KA SDL 2023OCT	1	19.6630	110.3648	7.2700
09.42 WB SDL 2023	1	16.8160	110.5591	7.2700
07.74 TN UDAY 2027	1	15.0000	101.9500	7.4497
08.93 UP SDL 2022SEP	1	15.0000	108.1938	6.9700
07.30 AS SDL 2027AUG	1	15.0000	100.2300	7.2672
08.98 WB SDL 2024	1	14.8820	109.1537	7.2700
07.33 PY SDL 2026	1	11.0000	100.0000	7.3299
08.21 HR UDAY 2026	2	10.0000	105.7000	7.3039
07.60 MP SDL 2027	1	10.0000	101.9888	7.3050
07.91 HP SDL 2027	1	10.0000	103.8500	7.3413
07.40 AP SDL 2032	1	10.0000	100.4800	7.3466
07.32 TS SDL 2032	1	10.0000	100.0000	7.3200
08.58 UP SDL 2026	1	10.0000	108.1562	7.2800
09.52 UP SDL 2023	1	10.0000	111.0565	7.3000
07.62 UP SDL 2027	1	10.0000	102.1239	7.3050
07.64 UP SDL 2027	1	10.0000	102.7600	7.2346
09.37 TN SDL 2023	1	10.0000	110.1562	7.3000
07.31 ML SDL 2027	1	10.0000	100.2800	7.2701
08.21 HR UDAY 2026	6	9.2000	105.6500	7.3115
07.18 TN SDL 2027	6	9.0910	99.9500	7.1860
08.70 UP UDAY 2031	2	8.7300	111.6200	7.3338
09.39 AP SDL 2023	1	7.0000	110.9300	7.1815
07.28 MP SDL 2027	2	6.9960	100.1600	7.2572
07.25 GJ SDL 2027AUG	1	6.0000	100.0800	7.2386
07.90 TN UDAY 2027	1	5.5000	104.0600	7.3020
07.48 KL SDL 2032	4	5.3500	101.0900	7.3587
08.39 RJ UDAY 2026	5	5.1000	106.7600	7.3122
08.38 OD SDL 2026	1	5.0000	106.5600	7.3214
08.40 PN SDL 2020	1	5.0000	103.8234	6.9800
07.88 PN SDL 2027MAR	1	5.0000	103.7500	7.3265
09.52 RJ SDL 2023	1	5.0000	110.6917	7.3000
07.81 TS UDAY 2027	1	5.0000	103.3300	7.3181
08.09 WB SDL 2026	1	5.0000	104.9500	7.3151
07.64 WB SDL 2027	1	5.0000	102.7600	7.2346
07.20 MH SDL 2027	1	5.0000	100.0000	7.1993
09.51 MH SDL 2023	1	5.0000	110.6436	7.3000
07.77 KL SDL 2027	1	5.0000	102.8600	7.3467
07.21 GJ SDL 2027	1	5.0000	100.0000	7.2093
09.12 GJ SDL 2022	1	5.0000	108.2102	7.0500
07.37 AP UDAY 2029	1	5.0000	100.6500	7.2867
07.77 TN UDAY 2032	2	4.0000	103.8600	7.3330
08.61 PN UDAY 2030	1	4.0000	110.3500	7.3358
07.94 HP UDAY 2025	3	3.9000	103.6900	7.2930
07.62 MP SDL 2026	1	3.7030	102.2039	7.2800
08.64 UP UDAY 2028	1	3.7000	109.5200	7.3307
07.96 MH SDL 2025	2	2.7400	104.2300	7.2602
08.44 RJ SDL 2020	1	2.5000	103.8940	6.9800
07.75 TN UDAY 2031	2	2.0000	103.6300	7.3220
08.00 GJ SDL 2026	2	2.0000	104.9000	7.2263
10.03 RJ SDL SPL 2028	2	1.5300	120.2100	7.3416
08.22 KA SDL 2025	2	1.5000	105.7800	7.2765
08.67 KA SDL 2026	1	1.2820	108.6800	7.2825
07.59 KA SDL 2027MAR	4	1.1600	102.5000	7.2228
08.34 PN SDL 2025	1	1.1500	105.8800	7.3429
08.75 UP UDAY 2030	1	1.0000	111.6900	7.3099
08.83 UP SDL 2026	1	1.0000	109.6500	7.2871
07.30 AS SDL 2027AUG	1	1.0000	100.0600	7.2914
08.18 WB SDL 2025	1	0.6370	105.4600	7.2853
08.27 GJ SDL 2026	2	0.6000	106.3500	7.2443
09.16 RJ SDL SPL 2028	1	0.5400	113.3921	7.3750
09.72 WB SDL 2024	2	0.5000	112.3900	7.2825
09.89 HR SDL 2023	1	0.4000	112.2480	7.3206
07.87 UP SDL 2027	2	0.3000	104.1700	7.2565
09.99 RJ SDL SPL 2028	1	0.2600	119.6257	7.3750
07.62 UP SDL 2027	1	0.2500	102.3000	7.2793
08.21 RJ UDAY 2026	1	0.2000	105.5300	7.3299
07.78 TN UDAY 2029	1	0.1730	103.6905	7.3000
08.05 GJ SDL 2025FEB	1	0.1500	104.5000	7.2614
07.37 MH SDL 2026	2	0.0840	101.5000	7.1412
182 DTB 22022018	3	657.9160	96.9900	6.2239
091 DTB 23112017	4	609.7720	98.5000	6.1081
364 DTB 28092017	4	400.0000	99.4213	6.0700
364 DTB 07062018	2	200.0000	95.3230	6.2400
182 DTB 25012018	2	160.0000	97.4588	6.1800
317 DTB 15032018	1	50.0000	96.6615	6.2100
182 DTB 22022018	1	45.0000	96.9900	6.2239
091 DTB 07092017	2	30.0000	99.7727	5.9395
091 DTB 17112017	1	25.0000	98.5993	6.1000
182 DTB 28122017	2	15.0000	97.9244	6.1400
182 DTB 08022018	1	10.0000	97.2300	6.1896
091 DTB 23112017	1	5.0000	98.5100	6.0668
091 DTB 09112017	1	5.0000	98.7439	6.0300
364 DTB 01032018	1	5.0000	96.9624	6.0500
091 DTB 09112017	3	2.3190	98.7377	6.0600
182 DTB 28122017	1	2.0000	97.9344	6.1100
091 DTB 14092017	1	2.0000	99.6486	6.1300
182 DTB 07092017	1	2.0000	99.7704	6.0000
182 DTB 21092017	1	2.0000	99.5411	6.0100
182 DTB 11012018	1	1.0000	97.7064	6.1200
182 DTB 25012018	1	1.0000	97.4588	6.1800
364 DTB 21122017	1	0.7500	98.0657	6.0500
091 DTB 02112017	1	0.5000	98.8493	6.0699
Total	411	15846.3360

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	64.0500	64.1425	64.0500	64.1175