Market Rates As on Jul 8 2020 12:14PM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	4.05	4.10	1.80	3.90	7531.65	3.69	3.47	11974.47
TREP	3.10	3.16	3.10	3.13	117147.35	3.14	3.11	196981.70
REPO	2.50	3.50	2.00	3.24	80390.48	3.18	3.16	80441.34
Money Market					205069.48	3.17	3.14	289397.51

"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	09/07/2020	51	6019.00	4.05	4.10	3.40	3.40	3.7971
12D	T + 0	20/07/2020	1	75.00	3.50	3.50	3.50	3.50	3.5000
15D	T + 0	23/07/2020	1	20.00	3.40	3.40	3.40	3.40	3.4000
Total	53			6114.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 5 TO 10 YR	64	T+0	1D	14496.67	13353.10	3.2500	3.2228
CG LIQUID 3 TO 5 YR	33	T+0	1D	10238.80	9228.25	3.2500	3.2229
CG LIQUID 1 TO 3 YR	20	T+0	1D	5374.88	5017.76	3.0500	3.1935
CG LIQUID ABV 20 YR	14	T+0	1D	3511.91	3122.34	3.1000	3.1643
TBILLS 364 DTB	17	T+0	1D	2925.91	2985.96	3.2400	3.2383
TBILLS 182 DTB	9	T+0	1D	2861.96	2896.95	3.1500	3.2162
CG LIQUID 10 TO 20YR	24	T+0	1D	2721.87	2434.27	3.1000	3.1515
TBILLS 91 DTB	4	T+0	1D	1691.98	1695.15	3.2500	3.2324
SG SECS UPTO 5YR	4	T+0	1D	504.98	472.04	3.1000	3.2089
CASH MGT. BILLS	1	T+0	1D	439.99	441.65	3.2500	3.2500
CG LIQUID UPTO 1 YR	3	T+0	1D	418.98	406.68	3.2500	3.2500
Total	193	45187.93			42054.15

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
05.22 GS 2025	14	T+0	1D	4420.00	4478.50	3.2500	3.2092
06.45 GS 2029	20	T+0	1D	2701.00	2846.60	2.9500	2.5891
05.79 GS 2030	13	T+0	1D	2180.00	2199.33	3.3000	3.0252
08.83 GS 2023	5	T+0	1D	1775.00	2020.57	3.2500	3.2282
07.27 GS 2026	11	T+0	1D	1568.00	1742.17	2.9000	2.9961
07.32 GS 2024	7	T+0	1D	1201.00	1342.52	3.2500	3.1618
06.18 GS 2024	7	T+0	1D	1025.00	1087.51	3.2500	3.1663
08.67 UK SDL 2023	2	T+0	1D	700.00	791.11	3.2500	3.2500
07.57 GS 2033	11	T+0	1D	655.00	730.01	3.2500	3.0813
07.13 MP SDL 2021	2	T+0	1D	600.00	625.94	3.2500	3.2500
07.88 GS 2030	8	T+0	1D	590.00	680.48	2.0000	2.1182
04.89 RJ SDL 2023	2	T+0	1D	465.00	465.55	3.1500	3.2790
06.10 KA SDL 2021	2	T+0	1D	440.00	453.63	3.2500	3.2500
07.00 GS 2021	1	T+0	1D	400.00	420.45	3.1000	3.1000
07.06 PN SDL 2020	1	T+0	1D	400.00	408.95	3.2500	3.2500
08.60 MP SDL 2023	2	T+0	1D	400.00	452.27	3.3000	3.2563
06.17 GS 2023	3	T+0	1D	390.00	410.04	3.1000	3.1846
05.62 OD SDL 2021	1	T+0	1D	375.00	386.88	3.2500	3.2500
07.59 AP SDL 2021	1	T+0	1D	370.00	396.27	3.2500	3.2500
182 DTB 31122020	1	T+0	1D	370.00	364.17	3.2000	3.2000
08.72 TN SDL 2022	2	T+0	1D	345.00	382.29	3.3000	3.2601
07.16 GS 2023	2	T+0	1D	330.00	357.70	3.2500	3.2500
05.54 MP SDL 2021	1	T+0	1D	299.00	308.13	3.2500	3.2500
07.94 CG SDL 2023	2	T+0	1D	275.00	306.11	3.2000	3.2409
08.13 KA SDL 2020	3	T+0	1D	250.00	257.76	3.2500	3.2500
06.09 MP SDL 2022	1	T+0	1D	240.00	251.14	3.2500	3.2500
06.58 MP SDL 2035	2	T+0	1D	235.00	235.00	3.3000	3.2574
08.97 BR SDL 2022	2	T+0	1D	235.00	260.21	3.3000	3.2596
04.75 HR SDL 2022	2	T+0	1D	225.00	228.36	3.2500	3.2500
08.66 WB SDL 2022	3	T+0	1D	225.00	248.59	3.2500	3.2500
06.94 OD SDL 2021	2	T+0	1D	215.00	228.23	3.3000	3.2616
07.17 GS 2028	7	T+0	1D	210.00	226.36	3.3000	3.0438
07.68 GS 2023	2	T+0	1D	204.00	224.03	3.2000	3.1980
05.09 GS 2022	2	T+0	1D	200.00	205.98	3.1000	3.1000
06.17 GS 2021	1	T+0	1D	200.00	210.87	3.2000	3.2000
07.43 CG SDL 2022	1	T+0	1D	200.00	214.44	3.2500	3.2500
07.99 PN SDL 2021	1	T+0	1D	200.00	208.44	3.3000	3.3000
07.64 CG SDL 2021	2	T+0	1D	197.00	200.84	3.2500	3.2500
06.84 GS 2022	2	T+0	1D	195.00	207.97	3.0100	2.9536
08.33 RJ SDL 2021	1	T+0	1D	195.00	203.78	3.2500	3.2500
07.86 AS SDL 2022	2	T+0	1D	190.00	200.17	3.3000	3.2605
08.78 GJ SDL 2021	3	T+0	1D	185.00	197.65	3.1500	3.2595
05.73 MP SDL 2021	1	T+0	1D	170.00	175.82	3.2500	3.2500
07.72 GS 2025	2	T+0	1D	165.00	184.49	3.3000	2.9333
08.69 GJ SDL 2022	2	T+0	1D	165.00	182.05	3.3000	3.2697
08.66 TN SDL 2022	2	T+0	1D	161.00	177.88	3.3000	3.3000
06.79 GS 2027	1	T+0	1D	160.00	171.44	3.3000	3.3000
GOI FRB 2031	1	T+0	1D	150.00	148.26	3.2500	3.2500
07.80 GS 2021	1	T+0	1D	140.00	146.84	3.2500	3.2500
08.75 KL SDL 2022	2	T+0	1D	138.00	152.13	3.1500	3.2076
08.69 KA SDL 2022	2	T+0	1D	137.00	151.72	3.3000	3.3000
08.66 MH SDL 2022	3	T+0	1D	130.00	143.63	3.2500	3.2904
08.60 MH SDL 2021	1	T+0	1D	125.00	135.85	3.2500	3.2500
08.80 WB SDL 2022	3	T+0	1D	125.00	137.91	3.1500	3.1620
08.73 MP SDL 2022	1	T+0	1D	124.00	137.17	3.2500	3.2500
04.68 HR SDL 2022	1	T+0	1D	115.00	116.27	3.2500	3.2500
06.57 MH SDL 2031	1	T+0	1D	115.00	116.77	3.2500	3.2500
08.51 MH SDL 2021	2	T+0	1D	115.00	122.04	3.3000	3.3000
08.95 MH SDL 2022	2	T+0	1D	115.00	126.85	3.3000	3.2717
07.95 GS 2032	2	T+0	1D	114.00	133.11	2.7500	2.7500
08.35 GS 2022	1	T+0	1D	113.00	122.92	3.2500	3.2500
08.65 KA SDL 2022	2	T+0	1D	110.00	121.51	3.3000	3.3000
08.72 AP SDL 2022	1	T+0	1D	110.00	121.89	3.2500	3.2500
08.72 BR SDL 2022	2	T+0	1D	110.00	121.66	3.3000	3.3000
06.58 JK SDL 2030	2	T+0	1D	105.00	105.63	3.3000	3.3000
08.36 MP SDL 2021	2	T+0	1D	105.00	110.95	3.3000	3.3000
06.19 GS 2034	5	T+0	1D	100.00	100.54	2.0000	2.0000
06.92 MH SDL 2022	1	T+0	1D	100.00	107.19	3.2500	3.2500
07.37 GS 2023	2	T+0	1D	100.00	109.58	3.2500	3.1300
07.75 PN SDL 2021	2	T+0	1D	100.00	107.51	3.3000	3.3000
08.20 GS 2025	2	T+0	1D	100.00	115.41	2.5000	2.6250
08.44 MP SDL 2020	1	T+0	1D	100.00	102.61	3.5000	3.5000
08.73 HP SDL 2022	1	T+0	1D	100.00	110.41	3.2500	3.2500
08.79 MH SDL 2021	1	T+0	1D	100.00	106.85	3.2500	3.2500
08.76 MH SDL 2022	3	T+0	1D	95.00	104.74	3.2500	3.2868
07.35 GS 2024	1	T+0	1D	90.00	98.17	2.7500	2.7500
07.52 HP SDL 2022	1	T+0	1D	90.00	97.02	3.3000	3.3000
08.20 GS 2022	2	T+0	1D	90.00	98.76	3.3000	3.2861
08.68 GJ SDL 2021	3	T+0	1D	90.00	94.62	3.3000	3.3000
08.24 GS 2027	3	T+0	1D	85.00	99.43	3.3000	2.9118
08.59 GJ SDL 2021	1	T+0	1D	85.00	92.36	3.3000	3.3000
08.75 TN SDL 2022	1	T+0	1D	85.00	93.70	3.3000	3.3000
08.93 KL SDL 2022	1	T+0	1D	85.00	94.04	3.2500	3.2500
08.60 GS 2028	2	T+0	1D	83.00	97.33	2.5000	2.4608
08.66 MH SDL 2021	1	T+0	1D	82.00	88.50	3.3000	3.3000
07.56 AP SDL 2021	1	T+0	1D	80.00	84.24	3.3000	3.3000
07.59 GS 2029	1	T+0	1D	80.00	90.26	2.9500	2.9500
06.56 AP SDL 2031	1	T+0	1D	75.00	74.67	3.3000	3.3000
06.73 MP SDL 2030	1	T+0	1D	75.00	76.90	3.3000	3.3000
08.25 AP SDL 2023	1	T+0	1D	75.00	82.82	3.1500	3.1500
08.91 PN SDL 2022	1	T+0	1D	75.00	81.36	3.2500	3.2500
08.96 PN SDL 2022	2	T+0	1D	75.00	82.83	3.2500	3.2833
06.72 GA SDL 2030	1	T+0	1D	70.00	71.72	3.3000	3.3000
07.64 AP SDL 2021	1	T+0	1D	70.00	73.49	3.3000	3.3000
06.55 AS SDL 2030	1	T+0	1D	65.00	65.06	3.3000	3.3000
08.35 GJ SDL 2020	2	T+0	1D	65.00	67.11	3.3000	3.3000
08.55 UP SDL 2020OCT	1	T+0	1D	65.00	67.08	2.5000	2.5000
08.92 PN SDL 2022	2	T+0	1D	65.00	73.05	3.2500	3.2308
08.51 RJ SDL 2020	1	T+0	1D	60.00	61.86	3.3000	3.3000
09.36 WB SDL 2022	1	T+0	1D	60.00	66.51	3.2500	3.2500
GOI FRB 2024	1	T+0	1D	60.00	58.68	3.3000	3.3000
06.50 AP SDL 2030	1	T+0	1D	55.00	54.84	3.2500	3.2500
08.31 KA SDL 2022	1	T+0	1D	55.00	60.11	3.2500	3.2500
08.54 MH SDL 2023	1	T+0	1D	55.00	61.54	3.2500	3.2500
05.82 TS SDL 2024	1	T+0	1D	50.00	51.30	3.3000	3.3000
06.30 RJ SDL 2023	1	T+0	1D	50.00	52.63	3.3000	3.3000
06.77 TN SDL 2024	1	T+0	1D	50.00	52.95	3.2000	3.2000
06.89 RJ SDL 2025	1	T+0	1D	50.00	53.66	3.2500	3.2500
07.62 OD SDL 2021	1	T+0	1D	50.00	52.48	3.3000	3.3000
07.93 CG SDL 2024	1	T+0	1D	50.00	56.00	3.2000	3.2000
08.00 HR SDL 2030	1	T+0	1D	50.00	56.31	3.3000	3.3000
08.05 KA SDL 2025	1	T+0	1D	50.00	56.48	3.2000	3.2000
08.06 AP SDL 2025	1	T+0	1D	50.00	56.51	3.2000	3.2000
08.06 TN SDL 2025	1	T+0	1D	50.00	56.51	3.2000	3.2000
08.14 KA SDL 2025	1	T+0	1D	50.00	56.01	3.2500	3.2500
08.14 RJ SDL 2025	1	T+0	1D	50.00	56.01	3.2500	3.2500
08.26 WB SDL 2023	1	T+0	1D	50.00	55.23	3.2000	3.2000
08.32 PN SDL 2020	1	T+0	1D	50.00	51.96	3.3000	3.3000
08.51 GJ SDL 2021	1	T+0	1D	50.00	53.06	3.3000	3.3000
08.51 KL SDL 2021	1	T+0	1D	50.00	53.06	3.3000	3.3000
08.56 TN SDL 2021	1	T+0	1D	50.00	52.35	3.3000	3.3000
08.71 HR SDL 2022	1	T+0	1D	50.00	55.29	3.3000	3.3000
08.72 MH SDL 2022	3	T+0	1D	50.00	55.26	3.2500	3.2600
09.23 GJ SDL 2022	1	T+0	1D	50.00	55.30	3.3000	3.3000
08.36 PN SDL 2021	2	T+0	1D	49.00	51.64	3.2500	3.2796
08.69 KA SDL 2022FEB	1	T+0	1D	49.00	54.06	3.3000	3.3000
06.99 TS SDL 2028	2	T+0	1D	47.00	49.28	3.3000	3.3000
08.52 GJ SDL 2021	1	T+0	1D	47.00	50.03	3.3000	3.3000
07.18 MP SDL 2022	1	T+0	1D	45.00	48.02	3.3000	3.3000
08.15 GS 2022	1	T+0	1D	45.00	48.65	3.3000	3.3000
08.35 RJ SDL 2020	1	T+0	1D	45.00	46.46	3.3000	3.3000
08.62 PN SDL 2021	1	T+0	1D	45.00	48.63	3.3000	3.3000
09.14 KL SDL 2022	1	T+0	1D	45.00	49.51	3.3000	3.3000
07.59 GS 2026	3	T+0	1D	42.00	47.89	2.7500	2.9702
06.70 KL SDL 2027	1	T+0	1D	40.00	41.61	3.3000	3.3000
06.73 KL SDL 2028	1	T+0	1D	40.00	41.27	3.3000	3.3000
08.51 AP SDL 2021	1	T+0	1D	40.00	42.49	3.3000	3.3000
08.59 AP SDL 2023	1	T+0	1D	40.00	45.21	3.3000	3.3000
08.70 KL SDL 2022	1	T+0	1D	40.00	44.22	3.3000	3.3000
08.85 MH SDL 2022	2	T+0	1D	40.00	45.03	3.2500	3.2813
09.12 GJ SDL 2022	1	T+0	1D	40.00	43.82	3.3000	3.3000
08.40 GS 2024	1	T+0	1D	38.00	44.11	3.3000	3.3000
08.39 RJ UDAY 2022	2	T+0	1D	35.00	38.23	3.3500	3.3143
08.74 RJ SDL 2022	1	T+0	1D	35.00	38.80	3.3000	3.3000
08.15 GOI FCI 2022	1	T+0	1D	33.00	36.10	3.4000	3.4000
08.59 TN SDL 2021	1	T+0	1D	33.00	34.61	3.2500	3.2500
07.55 OD SDL 2021	1	T+0	1D	30.00	31.37	3.3000	3.3000
07.57 CG SDL 2023	1	T+0	1D	30.00	32.71	3.2000	3.2000
07.86 UP SDL 2026	1	T+0	1D	30.00	34.04	3.2500	3.2500
08.14 HP SDL 2021	1	T+0	1D	30.00	31.84	3.3000	3.3000
08.50 PN UDAY 2025	1	T+0	1D	30.00	34.29	3.2000	3.2000
06.97 GS 2026	1	T+0	1D	26.00	28.64	3.3000	3.3000
06.97 RJ SDL 2030	1	T+0	1D	25.00	26.47	3.3000	3.3000
06.98 MH SDL 2028	1	T+0	1D	25.00	26.50	3.3000	3.3000
07.31 ML SDL 2027	1	T+0	1D	25.00	27.32	3.3000	3.3000
07.42 PN SDL 2027	1	T+0	1D	25.00	27.39	3.3000	3.3000
07.44 JK SDL 2027	1	T+0	1D	25.00	27.42	3.3000	3.3000
07.48 KA SDL 2020	1	T+0	1D	25.00	25.50	3.3000	3.3000
07.62 MH SDL 2021	1	T+0	1D	25.00	26.24	3.2500	3.2500
07.80 OD SDL 2022	1	T+0	1D	25.00	26.87	3.2000	3.2000
08.05 PN SDL 2025	1	T+0	1D	25.00	28.39	3.2500	3.2500
08.14 KL SDL 2025	1	T+0	1D	25.00	28.56	3.2500	3.2500
08.18 AP SDL 2020	1	T+0	1D	25.00	26.00	3.2500	3.2500
08.24 OD SDL 2021	1	T+0	1D	25.00	26.56	3.3000	3.3000
08.24 WB SDL 2033	1	T+0	1D	25.00	28.82	3.3000	3.3000
08.31 RJ SDL 2027	1	T+0	1D	25.00	28.58	3.2500	3.2500
08.39 WB SDL 2020OCT	1	T+0	1D	25.00	25.80	3.3000	3.3000
08.40 PN SDL 2020	1	T+0	1D	25.00	25.90	3.3000	3.3000
08.48 KA SDL 2022	1	T+0	1D	25.00	27.54	3.2000	3.2000
08.50 KL SDL 2021	1	T+0	1D	25.00	26.57	3.3000	3.3000
08.50 MH SDL 2021	1	T+0	1D	25.00	26.57	3.3000	3.3000
08.60 TN SDL 2023	1	T+0	1D	25.00	28.08	3.3000	3.3000
08.64 AP SDL 2023	1	T+0	1D	25.00	28.11	3.3000	3.3000
08.68 PN SDL 2022	1	T+0	1D	25.00	27.58	3.2000	3.2000
08.71 TN SDL 2022	1	T+0	1D	25.00	27.59	3.3000	3.3000
08.79 GS 2021	1	T+0	1D	25.00	26.99	3.3000	3.3000
08.79 PN SDL 2022	1	T+0	1D	25.00	27.58	3.3000	3.3000
08.85 HR SDL 2022	1	T+0	1D	25.00	28.14	3.3000	3.3000
08.90 MH SDL 2022	1	T+0	1D	25.00	27.90	3.3000	3.3000
08.90 RJ SDL 2022	1	T+0	1D	25.00	27.90	3.3000	3.3000
08.90 WB SDL 2022	1	T+0	1D	25.00	27.79	3.2000	3.2000
09.17 HR SDL 2022	1	T+0	1D	25.00	27.58	3.3000	3.3000
09.22 ML SDL 2021	1	T+0	1D	25.00	26.97	3.3000	3.3000
08.56 MH SDL 2021	1	T+0	1D	21.00	22.75	3.3000	3.3000
07.86 WB SDL 2026	1	T+0	1D	20.00	22.69	3.2500	3.2500
08.37 PN SDL 2020	1	T+0	1D	20.00	20.68	3.3000	3.3000
08.88 RJ SDL 2021	1	T+0	1D	20.00	21.40	3.3000	3.3000
08.92 KA SDL 2022	2	T+0	1D	20.00	22.07	3.3000	3.3000
08.92 PN SDL 2022AUG	1	T+0	1D	20.00	22.43	3.2000	3.2000
08.94 GJ SDL 2022	1	T+0	1D	20.00	22.08	3.3000	3.3000
06.85 RJ SDL 2026	1	T+0	1D	15.00	15.75	3.3000	3.3000
06.95 SK SDL 2030	1	T+0	1D	15.00	15.82	3.3000	3.3000
08.32 GJ SDL 2020	1	T+0	1D	15.00	15.59	3.3000	3.3000
08.67 KA SDL 2026	1	T+0	1D	15.00	17.50	3.2500	3.2500
08.83 GJ SDL 2022	1	T+0	1D	15.00	16.88	3.3000	3.3000
08.99 GJ SDL 2022	1	T+0	1D	15.00	16.56	3.3000	3.3000
08.69 UP SDL 2021	1	T+0	1D	12.00	12.56	3.3000	3.3000
06.57 MP SDL 2030	1	T+0	1D	10.00	10.10	3.3000	3.3000
06.60 TN SDL 2030	1	T+0	1D	10.00	10.15	3.3000	3.3000
06.67 RJ SDL 2050	1	T+0	1D	10.00	10.10	3.3000	3.3000
07.03 GJ SDL 2021	1	T+0	1D	10.00	10.51	3.3000	3.3000
07.07 PN SDL 2020	1	T+0	1D	10.00	10.17	3.3000	3.3000
07.17 MH SDL 2029	1	T+0	1D	10.00	10.66	3.3000	3.3000
07.37 MH SDL 2026	1	T+0	1D	10.00	10.94	3.2500	3.2500
07.42 MH SDL 2022	1	T+0	1D	10.00	10.65	3.3000	3.3000
07.98 KA SDL 2025	1	T+0	1D	10.00	11.19	3.2500	3.2500
08.28 GS 2027	1	T+0	1D	10.00	11.68	3.3000	3.3000
08.39 AP SDL 2020NOV	1	T+0	1D	10.00	10.27	3.3000	3.3000
08.39 UP SDL 2020SEP	1	T+0	1D	10.00	10.34	3.3000	3.3000
08.40 GJ SDL 2020	1	T+0	1D	10.00	10.27	3.3000	3.3000
08.42 WB SDL 2020	1	T+0	1D	10.00	10.29	3.3000	3.3000
08.42 WB SDL 2033	1	T+0	1D	10.00	11.71	3.3000	3.3000
08.43 KL SDL 2020	1	T+0	1D	10.00	10.29	3.3000	3.3000
08.44 PN SDL 2020	1	T+0	1D	10.00	10.29	3.3000	3.3000
08.51 HR SDL 2020	1	T+0	1D	10.00	10.31	3.3000	3.3000
08.51 WB SDL 2020OCT	1	T+0	1D	10.00	10.31	3.3000	3.3000
08.60 KL SDL 2023	1	T+0	1D	10.00	11.31	3.3000	3.3000
08.62 MH SDL 2023MAR	1	T+0	1D	10.00	11.24	3.3000	3.3000
08.80 KL SDL 2021	1	T+0	1D	10.00	10.69	3.3000	3.3000
08.80 TN SDL 2022	1	T+0	1D	10.00	11.08	3.3000	3.3000
08.88 HR SDL 2022	1	T+0	1D	10.00	11.05	3.2500	3.2500
09.03 KL SDL 2021	1	T+0	1D	10.00	10.74	3.3000	3.3000
07.26 GS 2029	1	T+0	1D	5.00	5.59	2.5000	2.5000
Total	384	35594.00			37957.51

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
06.30 RJ SDL 2023	1	T+0	1D	400.0000	421.0200
05.78 OD SDL 2022	1	T+0	1D	365.0000	381.7910
364 DTB 13052021	1	T+0	1D	310.0000	301.0720
06.89 RJ SDL 2025	1	T+0	1D	303.0000	325.1773
06.50 OD SDL 2023	1	T+0	1D	250.0000	262.3257
07.18 MP SDL 2022	1	T+0	1D	165.0000	176.0870
07.90 CG SDL 2021	1	T+0	1D	165.0000	174.7313
06.93 MH SDL 2022	1	T+0	1D	164.0000	176.4775
07.99 PN SDL 2021	1	T+0	1D	155.0000	161.5417
06.88 RJ SDL 2024	1	T+0	1D	150.0000	160.9477
07.55 MH SDL 2021	1	T+0	1D	130.0000	136.2615
07.17 GS 2028	2	T+0	1D	107.3300	115.6910
07.32 GS 2024	1	T+0	1D	78.0000	87.1910
Total	14	2742.3300			2880.3147

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/090720	T+0	1D	3.10	3.16	3.10	3.13	3.14	513	117147.35
Total								513	117147.35

Security Description	Trades	TTA	LTP	LTY
05.79 GS 2030	1173	15120.0000	100.1200	5.7726
06.45 GS 2029	522	6525.0000	103.9200	5.8923
06.19 GS 2034	381	4005.0000	100.1000	6.1797
07.57 GS 2033	116	1975.0000	111.1800	6.2934
05.22 GS 2025	65	1150.0000	101.0900	4.9673
07.27 GS 2026	68	970.0000	109.4100	5.3443
07.26 GS 2029	58	745.0000	108.5000	5.9717
06.18 GS 2024	39	555.0000	105.0725	4.8617
06.79 GS 2027	30	480.0000	106.2000	5.6829
06.57 GS 2033	34	405.0000	103.0000	6.2357
07.59 GS 2026	14	295.0000	110.3400	5.3941
07.17 GS 2028	21	275.0000	107.8700	5.8578
06.68 GS 2031	31	245.0000	104.1350	6.1616
08.26 GS 2027	6	225.0000	114.1300	5.7930
08.24 GS 2033	11	215.0000	116.9000	6.3418
07.32 GS 2024	13	175.0000	108.5500	4.6787
06.01 GS 2028	14	125.0000	100.8500	5.8696
07.72 GS 2025	9	105.0000	111.0000	5.1396
07.94 GS 2021	3	105.0000	103.6200	3.6897
07.88 GS 2030	5	85.0000	113.1000	6.0705
06.97 GS 2026	10	75.0000	107.8500	5.4503
08.13 GS 2045	4	70.0000	120.0000	6.4992
07.95 GS 2032	4	60.0000	113.9000	6.2936
08.24 GS 2027	5	35.0000	113.7000	5.7171
08.15 GS 2026	4	35.0000	113.3000	5.6356
06.83 GS 2039	5	30.0000	104.7000	6.3932
07.61 GS 2030	4	30.0000	111.2500	6.0721
07.80 GS 2021	2	30.0000	103.0300	3.6848
06.13 GS 2028	4	25.0000	101.5500	5.8808
08.35 GS 2022	1	25.0000	107.5600	4.0558
07.40 GS 2035	2	20.0000	110.2200	6.3399
06.19 GS 2034	9	16.0830	100.0000	6.1904
05.79 GS 2030	4	13.9620	99.9000	5.8023
08.83 GS 2023	2	10.0000	112.9000	4.6556
08.60 GS 2028	1	10.0000	116.4000	5.9641
07.35 GS 2024	1	10.0000	108.7500	4.8877
07.68 GS 2023	1	10.0000	109.3500	4.6977
07.00 GS 2021	1	10.0000	101.8700	3.4281
06.01 GS 2028	2	5.1210	100.7000	5.8940
06.62 GS 2051	1	5.0000	101.9000	6.4770
07.06 GS 2046	1	5.0000	105.8200	6.5898
07.73 GS 2034	1	5.0000	113.0000	6.3418
06.83 GS 2039	1	4.7500	104.6400	6.3986
07.16 GS 2050	1	4.0000	109.0000	6.4770
05.22 GS 2025	1	4.0000	100.9900	4.9903
07.88 GS 2030	1	3.0000	112.6500	6.1281
06.57 GS 2033	2	2.0000	102.8000	6.2575
06.62 GS 2051	1	2.0000	102.0500	6.4659
08.30 GS 2040	1	1.0000	119.6000	6.5297
06.68 GS 2031	1	0.5000	103.5600	6.2319
06.57 MH SDL 2031	16	175.0000	100.9500	6.4463
08.05 GJ SDL 2029	3	125.0000	110.2775	6.4855
08.53 MH SDL 2020OCT	3	80.0000	101.4975	3.4129
08.10 WB SDL 2025	9	70.0000	110.1075	5.5555
08.55 UP SDL 2020OCT	4	65.0000	101.5075	3.3996
06.56 AP SDL 2031	4	60.0000	100.8000	6.4572
06.50 AP SDL 2030	5	25.0000	100.4800	6.4341
06.60 TN SDL 2030	1	25.0000	101.0000	6.4609
07.15 AP SDL 2031	6	20.0000	104.9000	6.5037
06.65 PN SDL 2050	2	20.0000	100.5600	6.6068
06.98 MH SDL 2028	1	20.0000	103.6500	6.3669
06.58 MP SDL 2035	2	15.0000	100.6500	6.5114
07.59 KA SDL 2027	2	10.0000	107.0000	6.2765
08.01 TN SDL 2026MAY	2	10.0000	109.7500	6.0031
06.64 TS SDL 2050	1	10.0000	100.6500	6.5900
07.37 MH SDL 2026	1	10.0000	106.9500	6.0049
06.56 AP SDL 2031	6	9.0990	100.6800	6.4726
07.16 MH SDL 2026	1	5.0000	105.9000	6.0066
06.58 KA SDL 2030	1	5.0000	100.5900	6.4971
09.19 KL SDL 2024	1	5.0000	113.1000	5.4044
06.24 TS SDL 2026	1	5.0000	101.5000	5.9326
06.58 JK SDL 2030	1	5.0000	100.5000	6.5111
07.10 WB SDL 2026	1	5.0000	105.5000	6.0535
07.05 TS SDL 2027	1	5.0000	104.1500	6.3102
06.67 RJ SDL 2050	1	5.0000	100.7500	6.6120
07.59 UP SDL 2027	1	5.0000	107.2500	6.3311
06.58 KA SDL 2030	1	4.9760	100.5900	6.4971
06.79 JK SDL 2030	1	4.8040	101.8000	6.5371
06.55 AS SDL 2030	1	4.4650	100.4500	6.4881
06.98 TS SDL 2028	1	4.1380	103.0000	6.4810
06.57 RJ SDL 2030	2	4.0530	100.6700	6.4764
06.57 MH SDL 2031	1	4.0060	100.9000	6.4527
06.47 GJ SDL 2030	2	2.3120	100.0800	6.4577
06.59 RJ SDL 2030	1	2.1460	100.5000	6.5204
06.67 RJ SDL 2050	1	2.0000	100.7000	6.6158
07.15 KA SDL 2028	1	2.0000	104.3000	6.4670
08.18 TN SDL 2028	2	1.9000	111.0500	6.4607
06.94 TN SDL 2050	1	1.6000	104.0000	6.6291
06.44 GJ SDL 2029	2	1.2050	100.0500	6.4326
06.49 KA SDL 2030	2	1.1450	100.2000	6.4610
07.93 UP SDL 2030	1	1.0000	110.1500	6.5015
06.60 MH SDL 2031	1	0.6220	101.0000	6.4700
06.49 RJ SDL 2030	1	0.4580	100.2000	6.4610
06.85 WB SDL 2030MAY	1	0.2500	102.2500	6.5349
06.58 JK SDL 2030	1	0.2030	100.5000	6.5111
182 DTB 31122020	10	390.0000	98.4332	3.3200
084 DCMB 20082020	9	330.0000	99.6388	3.1500
364 DTB 17062021	2	150.0000	96.9215	3.3800
182 DTB 24122020	4	100.0000	98.4949	3.3200
364 DTB 08102020	1	100.0000	99.2232	3.1400
364 DTB 29102020	1	100.0000	99.0397	3.1600
091 DTB 01102020	1	40.0000	99.2826	3.1400
091 DTB 30072020	3	35.0000	99.8191	3.1500
182 DTB 19112020	3	25.0000	98.8296	3.2500
182 DTB 26112020	2	20.0000	98.7650	3.2600
091 DTB 27082020	2	20.0000	99.5922	3.0500
364 DTB 13052021	1	20.0000	97.2429	3.3600
182 DTB 15102020	3	15.0000	99.1640	3.1401
182 DTB 29092020	1	15.0000	99.3106	3.0900
091 DTB 16072020	2	10.0000	99.9396	3.1500
182 DTB 12112020	2	10.0000	98.8905	3.2500
091 DTB 03092020	1	5.0000	99.5342	3.0500
364 DTB 17122020	1	5.0000	98.5781	3.2700
182 DTB 17092020	1	5.0000	99.4185	3.0500
Total	2842	36568.7980

Reported Deals	Trades	TTA	LTP	LTY
GS17JUN2023C	1	180.0000	86.6144	4.9500
07.00 GS 2021	2	750.0000	101.8690	3.4300
07.57 GS 2033	1	200.0000	111.0150	6.3110
05.79 GS 2030	2	105.0000	100.0650	5.7800
07.72 GS 2025	1	55.0000	110.9072	5.1600
07.27 GS 2026	1	55.0000	109.3807	5.3500
06.19 GS 2034	4	25.0000	99.9300	6.1979
05.22 GS 2025	1	25.0000	101.0000	4.9880
07.50 GS 2034	1	25.0000	110.6930	6.3400
06.62 GS 2051	3	15.0000	101.8500	6.4807
06.45 GS 2029	2	10.0000	103.8100	5.9076
06.19 GS 2034	3	7.0000	99.9200	6.1989
06.45 GS 2029	1	4.0000	103.7600	5.9145
06.81 MH SDL 2020NOV	1	125.0000	101.0892	3.3999
08.00 HR SDL 2030	3	100.0000	110.6901	6.5000
07.22 MH SDL 2026	2	75.0000	106.3075	6.0000
08.07 TN SDL 2025	1	75.0000	110.4337	5.4500
07.06 PN SDL 2020	1	68.0000	101.1806	3.3999
06.70 KL SDL 2027	1	40.0000	102.6011	6.2500
08.05 GJ SDL 2029	1	25.0000	110.5300	6.4495
08.14 KL SDL 2025	1	25.0000	110.4254	5.5000
08.31 RJ SDL 2027	1	25.0000	111.1265	6.2600
06.57 MH SDL 2031	1	20.0000	100.8000	6.4655
06.99 TS SDL 2028	1	13.5000	103.2400	6.4597
06.56 AP SDL 2031	2	6.3200	100.5500	6.4892
06.71 RJ SDL 2030	1	5.0000	101.6000	6.4856
06.64 TS SDL 2050	1	5.0000	100.4100	6.6084
06.85 WB SDL 2030MAY	1	5.0000	102.4300	6.5102
08.10 JH SDL 2032	1	3.0000	112.6000	6.5424
06.54 RJ SDL 2030	1	3.0000	100.5000	6.4702
06.57 AP SDL 2030	1	2.0000	100.9000	6.4460
08.16 KA SDL 2025	1	2.0000	111.0000	5.7516
06.44 GJ SDL 2029	2	1.6020	100.0300	6.4355
06.50 AP SDL 2030	1	0.5700	100.0500	6.4931
07.04 UP SDL 2030	1	0.5000	103.4500	6.5504
06.49 RJ SDL 2030	1	0.4580	100.6000	6.4059
182 DTB 31122020	2	15.0000	98.4308	3.3250
182 DTB 19112020	2	15.0000	98.7940	3.3500
182 DTB 12112020	2	10.0000	98.8568	3.3500
182 DTB 26112020	1	10.0000	98.7650	3.2600
364 DTB 08102020	1	10.0000	99.2208	3.1500
364 DTB 17062021	1	5.0000	96.9039	3.4000
364 DTB 17122020	1	5.0000	98.5781	3.2700
091 DTB 30072020	1	5.0000	99.8151	3.2200
Total	62	2156.9500

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
SPOT	74.8800	75.0525	74.8700	74.9750	74.9350	0.0400
C-SPOT	74.9200	75.0100	74.9000	75.0100	74.9350	0.0750

Market Rates As on Jul 8 2020 12:14PM

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