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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
6.80
6.85
5.00
6.15
9777.11
6.74
6.72
11293.73
TREP
6.75
6.76
6.40
6.60
379527.40
6.73
6.74
394827.15
REPO
6.73
6.88
0.01
6.70
158884.69
6.75
6.77
157302.85
Money Market
548189.20
6.74
6.75
563423.73
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
Dec 6 2023 3:57PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
07/12/2023
261
9777.11
6.80
6.85
5.00
6.15
6.7438
2D
T + 0
08/12/2023
7
366.60
6.80
6.81
6.05
6.65
6.7341
63D
T + 0
07/02/2024
1
150.00
7.27
7.27
7.27
7.27
7.2700
26D
T + 0
01/01/2024
2
105.00
7.02
7.05
7.02
7.05
7.0357
15D
T + 0
21/12/2023
4
84.25
6.45
6.95
6.45
6.80
6.8818
7D
T + 0
13/12/2023
2
34.00
6.35
6.80
6.35
6.80
6.7471
6D
T + 0
12/12/2023
1
30.00
6.80
6.80
6.80
6.80
6.8000
16D
T + 0
22/12/2023
1
17.00
6.90
6.90
6.90
6.90
6.9000
13D
T + 0
19/12/2023
1
15.50
6.70
6.70
6.70
6.70
6.7000
5D
T + 0
11/12/2023
3
8.00
6.70
6.70
6.40
6.40
6.5875
Total
283
10587.46
Dec 6 2023 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
84
T+0
1D
19682.55
19543.91
6.7000
6.7465
SG SECS UPTO 5YR
148
T+0
1D
14550.26
14259.29
6.7900
6.7968
CG LIQUID 1 TO 3 YR
46
T+0
1D
11388.75
11347.30
6.7200
6.7378
CG LIQUID ABV 20 YR
43
T+0
1D
11021.80
11053.41
6.7000
6.7466
CG LIQUID 3 TO 5 YR
46
T+0
1D
10339.77
10195.71
6.7000
6.7328
FRB
26
T+0
1D
10043.85
9927.95
6.7300
6.7571
CG LIQUID 10 TO 20YR
42
T+0
1D
8916.77
8734.41
6.7200
6.7470
TBILLS 182 DTB
26
T+0
1D
6866.86
7033.87
6.7000
6.7349
CG LIQUID UPTO 1 YR
25
T+0
1D
6411.86
6269.06
6.7000
6.7300
TBILLS 364 DTB
21
T+0
1D
5088.93
5373.40
6.7300
6.7478
TBILLS 91 DTB
12
T+0
1D
4970.95
5015.78
6.7500
6.7526
SG SECS ABV 5YR
18
T+0
1D
1660.90
1622.23
6.8000
6.8090
OIL BONDS
3
T+0
1D
500.99
493.22
6.8100
6.8100
CG STRIPS
3
T+0
1D
111.99
127.55
6.8000
6.8000
SG SECS ABV 5YR
2
T+0
22D
994.99
991.92
7.0000
7.0000
CG LIQUID ABV 20 YR
2
T+0
27D
108.99
106.39
6.9500
6.9500
CG LIQUID ABV 20 YR
1
T+1
26D
374.99
374.70
6.9500
6.9500
Total
548
113035.20
112470.10
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
49
T+0
1D
8982.00
9133.69
6.7200
6.7396
07.18 GS 2037
25
T+0
1D
3710.00
3743.49
6.7100
6.7345
06.35 OIL SPL 2024
5
T+0
1D
1972.00
2007.50
6.8200
6.7828
07.41 GS 2036
10
T+0
1D
1803.00
1871.83
6.7500
6.7527
06.90 OIL SPL 2026
4
T+0
1D
1760.00
1778.76
6.7800
6.7830
08.20 OIL SP 2024SEP
4
T+0
1D
1120.00
1147.55
6.7300
6.7579
07.17 GS 2030
5
T+0
1D
1077.00
1082.99
6.7200
6.7279
07.26 GS 2033
10
T+0
1D
991.00
1011.79
6.7500
6.7487
07.25 GS 2063
8
T+0
1D
972.00
974.96
6.7000
6.7424
07.30 GS 2053
8
T+0
1D
957.00
966.25
6.7000
6.7413
07.38 GS 2027
9
T+0
1D
902.00
936.48
6.7100
6.7289
06.69 GS 2024
2
T+0
1D
886.00
910.61
6.7500
6.7500
05.22 GS 2025
9
T+0
1D
800.00
797.84
6.2500
6.5488
07.06 GS 2028
6
T+0
1D
795.00
798.32
6.7200
6.7368
06.18 GS 2024
4
T+0
1D
620.00
618.49
6.6100
6.7374
07.72 GS 2025
1
T+0
1D
500.00
504.73
6.7800
6.7800
07.36 GS 2052
5
T+0
1D
477.00
477.27
6.7600
6.7584
05.63 GS 2026
4
T+0
1D
420.00
409.18
6.7500
6.7500
06.10 GS 2031
1
T+0
1D
400.00
381.96
6.7500
6.7500
07.38 MP SGS 2025
1
T+0
1D
400.00
406.45
6.7500
6.7500
07.54 AS SDL 2028
1
T+0
1D
300.00
306.40
6.7500
6.7500
07.58 GJ SGS 2026
1
T+0
1D
300.00
300.94
6.7900
6.7900
07.26 GS 2032
3
T+0
1D
290.00
294.88
6.7500
6.7391
07.57 GS 2033
3
T+0
1D
276.00
289.99
6.7000
6.7156
05.77 GS 2030
3
T+0
1D
260.00
244.66
6.5000
6.6548
08.16 GJ SDL 2029
1
T+0
1D
250.00
262.75
6.8200
6.8200
07.33 GS 2026
2
T+0
1D
245.00
247.51
6.8500
6.7520
GS12DEC2024C
2
T+0
1D
225.00
209.52
6.8000
6.8000
07.73 GS 2034
1
T+0
1D
205.00
218.21
6.7500
6.7500
07.49 GJ SGS 2026
1
T+0
1D
200.00
202.54
6.8200
6.8200
08.20 BR SDL 2029
1
T+0
1D
200.00
210.87
6.8200
6.8200
07.54 GS 2036
3
T+0
1D
176.00
178.61
6.7000
6.7386
06.53 CG SDL 2028
1
T+0
1D
175.00
170.05
6.8000
6.8000
06.23 RJ SDL 2027
1
T+0
1D
165.00
159.60
6.8000
6.8000
07.40 GS 2062
2
T+0
1D
165.00
165.65
6.7500
6.7500
GS12DEC2025C
1
T+0
1D
160.00
138.67
6.8200
6.8200
GS12DEC2026C
1
T+0
1D
160.00
129.11
6.8200
6.8200
GS12JUN2025C
1
T+0
1D
160.00
143.78
6.8200
6.8200
08.00 TN SDL 2025
1
T+0
1D
150.00
152.61
6.8000
6.8000
GS12JUN2026C
1
T+0
1D
150.00
125.38
6.8200
6.8200
GS12DEC2023C
1
T+0
1D
140.00
139.81
6.8000
6.8000
GS12JUN2024C
1
T+0
1D
140.00
135.08
6.8000
6.8000
07.77 AP SGS 2035
3
T+0
1D
138.00
138.51
6.8200
6.8430
08.27 UP SDL 2025
1
T+0
1D
132.00
134.18
6.8200
6.8200
08.16 MH SDL 2025
2
T+0
1D
130.00
133.60
6.8200
6.8200
06.96 HR SDL 2029
1
T+0
1D
127.00
126.46
6.8200
6.8200
06.45 GS 2029
4
T+0
1D
125.00
121.39
6.7000
6.7220
08.60 GS 2028
2
T+0
1D
125.00
131.36
6.7500
6.7500
08.08 MH SDL 2028
1
T+0
1D
120.00
126.59
6.8200
6.8200
08.15 TN SDL 2028
1
T+0
1D
120.00
123.16
6.8200
6.8200
06.90 PY SDL 2028
1
T+0
1D
115.00
114.74
6.8200
6.8200
07.26 GS 2029
2
T+0
1D
110.00
113.08
6.7500
6.7500
07.40 GS 2035
1
T+0
1D
110.00
112.16
6.7000
6.7000
07.59 GS 2026
1
T+0
1D
110.00
114.15
6.7500
6.7500
07.70 AP SGS 2029 06 DEC
1
T+0
1D
105.00
105.09
6.8000
6.8000
05.15 GS 2025
2
T+0
1D
100.00
96.74
6.7800
6.7325
05.80 MH SDL 2025
2
T+0
1D
100.00
100.22
6.8200
6.8200
05.80 RJ SDL 2025
1
T+0
1D
100.00
97.91
6.8200
6.8200
06.21 AS SDL 2026
1
T+0
1D
100.00
99.27
6.8200
6.8200
06.67 GS 2050
1
T+0
1D
100.00
93.87
6.7000
6.7000
07.26 KA SGS 2025
1
T+0
1D
100.00
102.90
6.8200
6.8200
07.29 HR SGS 2029
1
T+0
1D
100.00
98.63
6.8200
6.8200
07.47 GJ SGS 2025
1
T+0
1D
100.00
100.78
6.8200
6.8200
07.63 ML SGS 2025
1
T+0
1D
100.00
101.08
6.8200
6.8200
07.74 HR SGS 2029
1
T+0
1D
100.00
101.33
6.8200
6.8200
08.05 HR SDL 2025
1
T+0
1D
100.00
102.94
6.8200
6.8200
08.29 RJ SDL 2025 29 JUL
2
T+0
1D
100.00
104.20
6.8200
6.8200
GS12DEC2028C
1
T+0
1D
100.00
69.82
6.8200
6.8200
07.70 UP SGS 2035
2
T+0
1D
88.00
88.43
6.8200
6.8241
07.72 KA SGS 2035
2
T+0
1D
88.00
88.18
6.8200
6.8220
07.40 MP SGS 2034
1
T+0
1D
85.00
86.38
6.8200
6.8200
07.41 UP SGS 2034
1
T+0
1D
85.00
86.44
6.8200
6.8200
07.64 TN SDL 2029
1
T+0
1D
85.00
87.37
6.8200
6.8200
07.86 JH SGS 2034
1
T+0
1D
85.00
86.67
6.8200
6.8200
07.73 AP SGS 2032 23 MAR
1
T+0
1D
80.00
81.61
6.8200
6.8200
07.73 UP SGS 2033 15 MAR
1
T+0
1D
80.00
81.75
6.8200
6.8200
GS12DEC2027C
1
T+0
1D
80.00
60.04
6.8200
6.8200
GS12DEC2029C
1
T+0
1D
80.00
51.95
6.8200
6.8200
GS12DEC2030C
1
T+0
1D
80.00
48.29
6.8200
6.8200
GS12DEC2031C
1
T+0
1D
80.00
44.91
6.8200
6.8200
GS12DEC2032C
1
T+0
1D
80.00
41.76
6.8200
6.8200
GS12JUN2027C
2
T+0
1D
80.00
62.26
6.8200
6.8200
GS12JUN2028C
1
T+0
1D
80.00
57.88
6.8200
6.8200
GS12JUN2029C
1
T+0
1D
80.00
53.87
6.8200
6.8200
GS12JUN2030C
1
T+0
1D
80.00
50.11
6.8200
6.8200
GS12JUN2031C
1
T+0
1D
80.00
46.57
6.8200
6.8200
GS12JUN2032C
1
T+0
1D
80.00
43.30
6.8200
6.8200
07.57 GJ SGS 2026
1
T+0
1D
79.00
79.48
6.8300
6.8300
06.43 RJ SDL 2027
1
T+0
1D
74.00
73.51
6.8300
6.8300
08.25 MH SDL 2025 10 JUN
4
T+0
1D
70.00
73.62
6.8200
6.8200
08.27 KL SDL 2025
1
T+0
1D
70.00
72.70
6.8200
6.8200
05.90 TS SDL 2025
1
T+0
1D
65.00
63.73
6.8300
6.8300
07.48 KL SDL 2032
1
T+0
1D
65.00
65.65
6.8200
6.8200
06.69 MP SDL 2025
1
T+0
1D
60.00
60.36
6.8300
6.8300
07.77 HR SGS 2033
1
T+0
1D
60.00
61.30
6.8200
6.8200
07.96 PN SDL 2026
1
T+0
1D
60.00
61.09
6.8300
6.8300
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.45
6.8300
6.8300
07.79 PN SGS 2036
2
T+0
1D
58.00
58.27
6.8300
6.8231
07.37 GS 2028
2
T+0
1D
55.00
55.80
6.8500
6.6455
07.84 TN SDL 2026
1
T+0
1D
55.00
57.11
6.8300
6.8300
08.27 TN SDL 2026
1
T+0
1D
55.00
57.61
6.8300
6.8300
05.40 CG SDL 2024
1
T+0
1D
50.00
50.21
6.8000
6.8000
05.49 RJ SDL 2025
1
T+0
1D
50.00
49.40
6.8300
6.8300
05.70 MH SDL 2024
1
T+0
1D
50.00
50.03
6.8000
6.8000
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.30
6.8200
6.8200
05.82 TS SDL 2024
1
T+0
1D
50.00
49.87
6.8200
6.8200
05.95 TN SDL 2025
1
T+0
1D
50.00
49.20
6.8300
6.8300
06.17 TS SDL 2025
1
T+0
1D
50.00
49.35
6.8300
6.8300
06.58 KA SDL 2030
1
T+0
1D
50.00
47.35
6.8200
6.8200
06.99 GS 2026
2
T+0
1D
50.00
50.23
6.7000
6.7200
07.05 MH SDL 2032
1
T+0
1D
50.00
48.64
6.8200
6.8200
07.13 KA SDL 2038
1
T+0
1D
50.00
48.62
6.8200
6.8200
07.40 RJ SDL 2029
1
T+0
1D
50.00
50.31
6.8200
6.8200
07.45 TS SGS 2030 02 AUG
1
T+0
1D
50.00
50.78
6.8300
6.8300
07.72 HR SGS 2032
1
T+0
1D
50.00
50.97
6.8200
6.8200
07.78 NL SGS 2033
1
T+0
1D
50.00
50.14
6.8200
6.8200
07.85 WB SGS 2042
1
T+0
1D
50.00
51.41
6.8200
6.8200
07.89 MH SDL 2024
1
T+0
1D
50.00
51.41
6.8200
6.8200
08.03 GJ SDL 2025
1
T+0
1D
50.00
50.94
6.8000
6.8000
08.08 HR SDL 2025
1
T+0
1D
50.00
51.79
6.8200
6.8200
08.09 MN SDL 2025
1
T+0
1D
50.00
51.79
6.8200
6.8200
08.16 JH SDL 2025
1
T+0
1D
50.00
51.99
6.8200
6.8200
08.23 GOI FCI 2027
1
T+0
1D
50.00
52.18
6.8500
6.8500
08.36 MP SDL 2025
1
T+0
1D
50.00
52.31
6.8200
6.8200
08.38 OD SDL 2026
1
T+0
1D
50.00
52.35
6.8200
6.8200
08.43 JH SDL 2029
1
T+0
1D
50.00
52.78
6.8200
6.8200
08.96 MH SDL 2024
1
T+0
1D
50.00
52.29
6.8000
6.8000
09.01 MH SDL 2024
1
T+0
1D
50.00
51.66
6.8000
6.8000
06.25 AS SDL 2026
1
T+0
1D
49.00
48.54
6.8300
6.8300
06.89 GS 2025
1
T+0
1D
47.00
48.11
6.7500
6.7500
06.63 HR SDL 2028
1
T+0
1D
45.00
43.53
6.8300
6.8300
06.79 GS 2027
2
T+0
1D
45.00
44.55
6.7000
6.7011
07.87 RJ SGS 2040
1
T+0
1D
45.00
46.09
6.8200
6.8200
08.07 KL SDL 2026
1
T+0
1D
45.00
47.28
6.8200
6.8200
07.72 GS 2049
1
T+0
1D
42.00
44.77
6.6000
6.6000
06.10 CG SDL 2027
1
T+0
1D
40.00
39.26
6.8300
6.8300
07.10 GS 2029
2
T+0
1D
40.00
40.10
6.7200
6.7200
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
39.68
6.8200
6.8200
07.75 HR SGS 2035 29 NOV
1
T+0
1D
40.00
40.10
6.8200
6.8200
07.81 MZ SGS 2037
1
T+0
1D
40.00
40.42
6.8200
6.8200
07.88 GS 2030
1
T+0
1D
40.00
41.85
6.7500
6.7500
08.38 TN SDL 2026
1
T+0
1D
40.00
41.88
6.8200
6.8200
05.79 GS 2030
2
T+0
1D
39.00
36.23
6.7000
6.7346
07.32 GS 2030
1
T+0
1D
37.00
37.30
6.7000
6.7000
07.68 UP SGS 2034 18 OCT
1
T+0
1D
35.00
35.38
6.8200
6.8200
07.70 MH SGS 2034 15 NOV
1
T+0
1D
35.00
35.17
6.8300
6.8300
07.89 GJ SDL 2025
1
T+0
1D
35.00
35.38
6.8200
6.8200
08.07 TN SDL 2025 11 FEB
1
T+0
1D
35.00
36.14
6.8200
6.8200
08.12 MH SDL 2025
1
T+0
1D
35.00
35.57
6.8200
6.8200
08.24 GS 2027
1
T+0
1D
35.00
36.83
6.7500
6.7500
08.44 MH SDL 2024
1
T+0
1D
35.00
35.42
6.8200
6.8200
08.67 KA SDL 2026
1
T+0
1D
35.00
36.66
6.8500
6.8500
07.70 MH SGS 2033 15 NOV
2
T+0
1D
31.00
31.21
6.8500
6.8500
05.52 AP SDL 2024
1
T+0
1D
30.00
30.03
6.8200
6.8200
06.86 KL SDL 2035
1
T+0
1D
30.00
28.54
6.8300
6.8300
07.35 HR SGS 2033
1
T+0
1D
30.00
29.45
6.8500
6.8500
07.35 MH SGS 2032
1
T+0
1D
30.00
30.48
6.8300
6.8300
07.65 TN SGS 2033 25 JAN
1
T+0
1D
30.00
30.81
6.8300
6.8300
07.77 PN SGS 2033
2
T+0
1D
30.00
30.44
6.8500
6.8500
07.81 UP SGS 2034 19 OCT
1
T+0
1D
30.00
30.61
6.8500
6.8500
08.05 GJ SDL 2025 25 FEB
1
T+0
1D
30.00
30.88
6.8200
6.8200
08.22 TN SDL 2025 13 MAY
1
T+0
1D
30.00
30.47
6.8200
6.8200
08.42 KL SDL 2026
1
T+0
1D
30.00
31.44
6.8200
6.8200
08.83 UP SDL 2026
1
T+0
1D
30.00
31.54
6.8200
6.8200
GS12SEP2024C
1
T+0
1D
30.00
28.44
6.8200
6.8200
GS12SEP2025C
1
T+0
1D
30.00
26.47
6.8200
6.8200
GS12SEP2026C
1
T+0
1D
30.00
24.62
6.8200
6.8200
06.62 GS 2051
2
T+0
1D
28.00
25.25
3.0000
3.3571
05.39 GJ SDL 2024
1
T+0
1D
25.00
25.10
6.8500
6.8500
06.68 GS 2031
1
T+0
1D
25.00
24.43
6.7000
6.7000
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.69
6.8300
6.8300
07.12 GJ SDL 2032
1
T+0
1D
25.00
24.65
6.8500
6.8500
07.36 MP SGS 2033
1
T+0
1D
25.00
24.53
6.8500
6.8500
07.46 AP SGS 2034
1
T+0
1D
25.00
25.41
6.8500
6.8500
07.59 GS 2029
1
T+0
1D
25.00
25.74
6.7000
6.7000
07.62 JH SDL 2032
1
T+0
1D
25.00
25.22
6.8500
6.8500
07.64 UP SGS 2036
1
T+0
1D
25.00
25.55
6.8500
6.8500
07.72 MH SGS 2031
1
T+0
1D
25.00
25.61
6.8500
6.8500
07.74 HP SGS 2038
1
T+0
1D
25.00
25.22
6.8500
6.8500
07.74 RJ SGS 2033 06 DEC
1
T+0
1D
25.00
25.13
6.8500
6.8500
07.78 MH SGS 2030
1
T+0
1D
25.00
25.39
6.8500
6.8500
07.85 RJ SDL 2037
1
T+0
1D
25.00
26.24
6.8500
6.8500
08.08 KA SDL 2025
1
T+0
1D
25.00
25.67
6.8200
6.8200
08.08 UP SDL 2025 25 FEB
1
T+0
1D
25.00
25.75
6.8200
6.8200
08.24 AP SDL 2025 09 DEC
1
T+0
1D
25.00
26.36
6.8500
6.8500
08.27 HR SDL 2025 23 DEC
1
T+0
1D
25.00
26.30
6.8500
6.8500
08.31 ML SDL 2025
1
T+0
1D
25.00
26.06
6.8500
6.8500
08.51 HR SDL 2026
2
T+0
1D
25.00
26.17
6.8200
6.8260
08.97 GS 2030
1
T+0
1D
25.00
27.25
6.2500
6.2500
GS12MAR2028C
1
T+0
1D
25.00
18.43
6.8200
6.8200
GS15JUN2024C
1
T+0
1D
25.00
24.11
6.8000
6.8000
06.63 TN SDL 2035
1
T+0
1D
24.00
22.71
6.8200
6.8200
06.97 KA SDL 2031
1
T+0
1D
23.00
22.38
6.8200
6.8200
07.74 CG SGS 2031
1
T+0
1D
22.00
22.15
6.8200
6.8200
05.75 KA SDL 2025
1
T+0
1D
20.00
20.09
6.8500
6.8500
06.54 GS 2032
1
T+0
1D
20.00
19.57
6.7500
6.7500
06.70 AP SDL 2026
1
T+0
1D
20.00
19.81
6.8200
6.8200
06.70 RJ SDL 2024
1
T+0
1D
20.00
20.45
6.8500
6.8500
06.88 UP SDL 2031 03 FEB
1
T+0
1D
20.00
19.63
6.8500
6.8500
06.92 UP SDL 2031
1
T+0
1D
20.00
19.38
6.8500
6.8500
06.99 TN SDL 2041
1
T+0
1D
20.00
18.68
6.8500
6.8500
07.36 RJ SGS 2033
1
T+0
1D
20.00
19.62
6.8500
6.8500
07.45 UP SGS 2033
1
T+0
1D
20.00
19.85
6.8500
6.8500
07.65 HR SGS 2033
1
T+0
1D
20.00
20.04
6.8500
6.8500
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.34
6.8500
6.8500
07.74 AS SGS 2033
1
T+0
1D
20.00
20.22
6.8500
6.8500
07.75 RJ SGS 2036
1
T+0
1D
20.00
20.23
6.8500
6.8500
07.79 PN SGS 2037
1
T+0
1D
20.00
20.08
6.8500
6.8500
07.79 WB SGS 2040
1
T+0
1D
20.00
20.28
6.8500
6.8500
07.98 KA SDL 2025
1
T+0
1D
20.00
20.40
6.8500
6.8500
08.27 HR SDL 2025 13 MAY
1
T+0
1D
20.00
20.33
6.8500
6.8500
08.31 AP SDL 2025
1
T+0
1D
20.00
20.85
6.8500
6.8500
08.38 HR SDL 2026
1
T+0
1D
20.00
20.94
6.8500
6.8500
08.32 GS 2032
1
T+0
1D
19.00
20.72
6.5000
6.5000
06.64 GS 2035
1
T+0
1D
15.00
14.63
6.7000
6.7000
08.33 GS 2026
1
T+0
1D
15.00
15.88
6.7500
6.7500
06.85 MP SDL 2031
1
T+0
1D
10.00
9.69
6.8000
6.8000
07.09 GJ SDL 2032
1
T+0
1D
10.00
9.86
6.8500
6.8500
08.22 AP SDL 2025
1
T+0
1D
10.00
10.48
6.8200
6.8200
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.52
6.8800
6.8800
07.73 AP SGS 2032 06 DEC
1
T+0
1D
9.00
9.01
6.8500
6.8500
07.70 MH SGS 2034 08 NOV
1
T+0
1D
8.00
8.06
6.8500
6.8500
06.19 GS 2034
1
T+0
1D
5.00
4.64
6.7000
6.7000
07.68 TS SGS 2037
1
T+0
1D
5.00
5.01
6.8500
6.8500
08.13 MH SDL 2025
1
T+0
1D
5.00
5.20
6.8200
6.8200
08.21 HR UDAY 2025
1
T+0
1D
5.00
5.12
6.8500
6.8500
08.27 KA SDL 2026
1
T+0
1D
5.00
5.24
6.8200
6.8200
08.30 MP SDL 2026
1
T+0
1D
5.00
5.24
6.8300
6.8300
06.22 GS 2035
1
T+0
1D
3.00
2.78
6.6000
6.6000
Total
417
43289.00
43372.71
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
1
T+0
1D
1488.0000
1500.1669
GOI FRB 2031
2
T+0
1D
550.0000
576.1143
06.69 GS 2024
1
T+0
1D
467.0000
479.9581
07.26 GS 2029
1
T+0
1D
467.0000
480.0464
091 DTB 11012024
1
T+0
1D
345.0000
342.6302
08.10 JH SDL 2025
1
T+0
1D
250.0000
256.8063
08.34 UP SDL 2026
1
T+0
1D
240.0000
251.7608
08.09 TS SDL 2025
1
T+0
1D
235.0000
243.4281
05.93 RJ SDL 2025
1
T+0
1D
200.0000
199.3082
06.99 GS 2026
1
T+0
1D
190.0000
190.8909
07.68 GS 2023
1
T+0
1D
138.6000
143.6838
08.82 BR SDL 2026
1
T+0
1D
28.0000
29.4284
07.30 GS 2053
1
T+1
26D
500.0000
504.9333
07.36 GS 2052
1
T+1
26D
300.0000
300.2333
07.57 GS 2033
1
T+1
26D
100.0000
105.0897
07.95 GS 2032
1
T+1
26D
100.0000
105.9463
Total
17
5598.6000
5710.4250
Dec 6 2023 3:59PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/071223
T+0
1D
6.75
6.76
6.40
6.60
6.73
976
379527.40
TREP/111223
T+0
5D
6.73
6.73
6.73
6.73
6.73
1
12.00
TREP/291223
T+0
23D
6.60
6.60
6.60
6.60
6.60
1
5.00
Total
978
379544.40
Dec 6 2023 3:59PM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
1622
13560.0000
99.5300
7.2462
07.18 GS 2037
366
4385.0000
98.4100
7.3653
07.38 GS 2027
77
1180.0000
100.4600
7.2288
07.37 GS 2028
75
995.0000
100.5900
7.2214
07.06 GS 2028
41
730.0000
99.3700
7.2280
07.26 GS 2033
90
690.0000
99.7750
7.2919
07.17 GS 2030
27
620.0000
99.6100
7.2451
07.30 GS 2053
41
475.0000
97.8500
7.4812
06.54 GS 2032
23
310.0000
95.3500
7.3083
07.36 GS 2052
1
265.0000
98.6250
7.4755
07.10 GS 2029
19
245.0000
99.3550
7.2444
05.63 GS 2026
7
190.0000
96.6000
7.2258
07.26 GS 2032
15
155.0000
99.6900
7.3062
GOI FRB 2033
5
115.0000
101.3000
8.1190
07.25 GS 2063
9
110.0000
97.0900
7.4802
07.33 GS 2026
2
100.0000
100.2600
7.2248
07.32 GS 2030
11
85.0000
100.4000
7.2442
05.74 GS 2026
1
75.0000
96.0900
7.2387
07.54 GS 2036
9
70.0000
101.4100
7.3646
08.28 GS 2032
5
50.0000
105.8500
7.3149
05.79 GS 2030
5
35.0000
92.5500
7.2597
07.41 GS 2036
4
30.0000
100.5600
7.3420
07.18 GS 2033
39
27.0500
99.5025
7.2502
08.24 GS 2033
4
20.0000
106.3500
7.3271
07.37 GS 2028
18
17.3110
100.5600
7.2288
02.50 SGB 2031 SERIES I 2
1
17.0000
5960.0000
2.4164
05.22 GS 2025
2
10.0000
97.2500
7.1575
GOI FRB 2034
1
10.0000
99.5500
8.1423
05.77 GS 2030
1
10.0000
92.3000
7.2466
07.50 GS 2034
2
6.8350
101.0500
7.3542
07.30 GS 2053
12
6.8100
97.8500
7.4812
07.62 GS 2039
1
6.6520
102.0200
7.3990
07.59 GS 2029
1
5.5240
101.4000
7.2625
07.68 GS 2023
1
5.0000
100.0150
6.8499
07.95 GS 2032
1
5.0000
103.9800
7.3219
GOI FRB 2028
1
5.0000
99.6300
7.8253
07.26 GS 2029
1
5.0000
100.0100
7.2551
07.40 GS 2035
1
4.6620
100.4600
7.3388
08.24 GS 2027
4
4.1940
102.6000
7.3051
07.26 GS 2033
10
3.7300
99.7600
7.2942
07.95 GS 2032
1
3.1630
104.1500
7.2959
07.18 GS 2037
7
3.1000
98.4250
7.3636
07.38 GS 2027
4
2.9270
100.4300
7.2386
07.57 GS 2033
1
2.1050
101.8950
7.2901
08.28 GS 2032
1
2.0000
105.7500
7.3308
07.06 GS 2028
2
1.3880
99.3500
7.2334
07.59 GS 2026
1
1.3000
100.7100
7.2133
06.62 GS 2051
1
1.0000
90.2100
7.4580
07.54 GS 2036
2
0.9800
101.5000
7.3535
07.16 GS 2050
1
0.6900
96.3000
7.4804
08.26 GS 2027
1
0.5100
103.0000
7.3045
07.25 GS 2063
1
0.5000
97.1700
7.4737
08.28 GS 2027
1
0.3800
103.1700
7.3016
06.64 GS 2035
1
0.2500
94.4500
7.3624
06.95 GS 2061
4
0.1200
92.9000
7.5179
07.77 AP SGS 2035
11
160.0000
100.3200
7.7282
06.63 TN SDL 2035
3
60.0000
91.6900
7.7003
06.63 TN SDL 2035
5
20.0000
92.0800
7.6472
07.73 KA SGS 2034
1
15.0000
100.0500
7.7227
07.45 HR SGS 2033
4
11.0000
98.6200
7.6503
07.73 UP SGS 2035
2
10.0000
100.2875
7.6918
07.75 UP SGS 2034
2
10.0000
100.2600
7.7140
07.75 RJ SGS 2035
1
10.0000
100.2800
7.7134
07.75 PN SGS 2036
1
10.0000
100.1000
7.7356
07.45 BR SGS 2031
1
10.0000
98.5650
7.6967
07.73 AP SGS 2032 06 DEC
2
7.8350
100.1600
7.7050
07.32 MH SGS 2032
1
5.0000
97.6000
7.7104
08.64 MP SDL 2033
1
5.0000
106.7500
7.6417
07.79 PN SGS 2036
1
5.0000
100.3200
7.7501
07.75 UP SGS 2033
1
5.0000
100.2700
7.7103
08.25 PN SDL 2025 12 AUG
1
4.9640
101.0700
7.5488
07.79 PN SGS 2037
1
4.0000
100.3600
7.7470
07.79 PN SGS 2036
1
4.0000
100.2000
7.7649
07.77 AP SGS 2035
1
3.3730
100.3000
7.7307
07.68 TN SGS 2030
1
2.6350
100.1000
7.6607
06.86 JH SDL 2036
2
2.0000
93.3800
7.7004
07.70 MH SGS 2034 15 NOV
1
1.4000
100.1000
7.6853
07.72 KA SGS 2035
2
1.0710
100.1000
7.7070
07.75 HR SGS 2035 29 NOV
1
0.8570
100.1500
7.7302
06.67 MH SDL 2032
1
0.5000
93.4500
7.6940
07.75 UP SGS 2034
1
0.4950
100.1300
7.7318
07.73 UP SGS 2035
1
0.4000
100.1000
7.7160
07.00 RJ SDL 2031
2
0.3600
96.1100
7.6832
06.54 RJ SDL 2030 17 JUN
1
0.1000
94.4200
7.6409
07.20 MH SDL 2027
1
0.1000
98.9500
7.5278
364 DTB 29022024
18
2355.0000
98.4302
6.9300
364 DTB 14112024
13
615.0000
93.7040
7.1500
364 DTB 21112024
6
275.0000
93.5837
7.1500
182 DTB 14122023
3
210.0000
99.8698
6.8000
091 DTB 07032024
4
125.0000
98.2968
6.9500
182 DTB 29122023
1
100.0000
99.5888
6.8500
182 DTB 30052024
3
90.0000
96.6856
7.1499
182 DTB 06062024
4
85.0000
96.5580
7.1490
182 DTB 21122023
1
70.0000
99.7379
6.8500
364 DTB 21122023
2
60.0000
99.7528
6.4600
091 DTB 18012024
2
50.0000
99.2123
6.9000
364 DTB 05122024
1
50.0000
93.3094
7.1900
182 DTB 16022024
2
40.0000
98.6699
6.9300
364 DTB 07032024
1
25.0000
98.2968
6.9500
364 DTB 14032024
1
15.0000
98.1682
6.9500
364 DTB 14122023
1
5.0000
99.8751
6.5200
364 DTB 04042024
1
5.0000
97.7469
7.0700
182 DTB 11042024
1
5.0000
97.6340
7.0200
182 DTB 23052024
1
5.0000
96.8225
7.1300
091 DTB 22022024
1
5.0000
98.5591
6.9300
182 DTB 04042024
1
2.0000
97.7843
6.9500
182 DTB 21122023
2
1.0030
99.7475
6.6000
364 DTB 28112024
1
1.0000
93.5065
7.1000
364 DTB 08022024
1
0.5000
98.8399
6.8000
091 DTB 29022024
2
0.0190
98.3923
7.1000
Total
2714
29224.7930
Reported Deals
Trades
TTA
LTP
LTY
07.18 GS 2037
14
1070.0000
98.4050
7.3659
07.17 GS 2030
7
595.0000
99.5900
7.2491
08.20 GS 2025
3
485.0000
101.5902
7.2300
05.63 GS 2026
3
310.0000
96.5940
7.2287
07.37 GS 2028
1
300.0000
100.5750
7.2251
07.36 GS 2052
2
265.0000
98.6350
7.4747
07.30 GS 2053
5
230.0000
97.7500
7.4898
07.41 GS 2036
1
225.0000
100.5268
7.3460
07.32 GS 2030
2
200.0000
100.4000
7.2442
05.22 GS 2025
1
200.0000
97.2100
7.1862
07.38 GS 2027
3
175.0000
100.4400
7.2353
07.26 GS 2033
4
160.0000
99.7550
7.2950
07.06 GS 2028
1
140.0000
99.3700
7.2280
07.18 GS 2033
6
120.0000
99.5250
7.2469
07.25 GS 2063
2
100.0000
97.0950
7.4798
08.13 GS 2045
2
100.0000
107.5712
7.4200
05.15 GS 2025
1
100.0000
96.3500
7.2142
07.72 GS 2049
3
85.0000
102.9447
7.4600
06.54 GS 2032
2
75.0000
95.3050
7.3160
07.46 GS 2073
1
57.2680
99.8600
7.4700
07.26 GS 2032
2
55.0000
99.6600
7.3110
06.90 OIL SPL 2026
1
30.0000
98.6800
7.5673
GOI FRB 2034
1
25.0000
99.5500
8.1423
06.64 GS 2035
1
4.8530
94.5000
7.3556
07.18 GS 2037
1
2.0000
98.3500
7.3725
07.40 GS 2035
1
1.4000
100.3000
7.3593
07.59 GS 2026
1
1.3000
101.1900
6.9644
06.62 GS 2051
1
1.0000
90.2500
7.4543
07.26 GS 2033
1
1.0000
99.8000
7.2881
07.18 GS 2033
1
0.5000
99.5300
7.2462
07.75 UP SGS 2034
2
75.0000
100.2163
7.7200
07.79 PN SGS 2036
3
50.0000
100.1500
7.7711
07.78 BR SGS 2031
1
50.0000
100.3382
7.7200
07.79 PN SGS 2037
3
35.0000
100.1600
7.7707
07.73 BR SGS 2038
1
30.0000
99.9025
7.7400
07.75 RJ SGS 2036
1
25.0000
100.1922
7.7250
07.78 BR SGS 2031
1
20.3880
100.3382
7.7200
07.72 KA SGS 2035
1
18.4260
100.0000
7.7199
07.69 KA SGS 2033 06 DEC
1
15.7910
100.0100
7.6885
08.15 TN SDL 2028
2
10.0000
102.3200
7.5209
08.17 GJ SDL 2028
2
10.0000
102.6400
7.5290
07.72 HR SGS 2033
1
10.0000
100.0800
7.7083
07.73 AP SGS 2032 06 DEC
1
10.0000
100.0900
7.7159
06.63 TN SDL 2035
1
10.0000
91.6975
7.6993
07.77 PN SGS 2036
1
9.0000
100.0100
7.7687
08.16 TS SDL 2038
1
5.0000
103.5586
7.7400
07.00 MH SDL 2028
1
5.0000
97.8351
7.6100
07.45 HR SGS 2033
1
5.0000
98.7600
7.6296
07.73 AP SGS 2032 06 DEC
5
4.7930
100.8500
7.5978
07.75 PN SGS 2036
1
4.0000
99.9440
7.7550
07.58 GJ SGS 2026
3
3.4800
100.4800
7.3963
07.68 TN SGS 2030
3
2.6350
100.7500
7.5392
07.74 TS SGS 2035
1
2.0580
100.1500
7.7202
07.73 BR SGS 2038
1
2.0000
99.9025
7.7400
07.75 HR SGS 2035 29 NOV
1
1.0000
100.9300
7.6298
07.73 KA SGS 2034
1
1.0000
100.9200
7.6045
08.10 WB SDL 2029
1
0.6000
102.2000
7.5845
07.62 GJ SGS 2029
1
0.5000
100.5483
7.4998
07.70 AP SGS 2028
1
0.4000
100.8770
7.4497
07.84 RJ SGS 2032
1
0.3000
102.1800
7.4977
07.15 MP SDL 2026
1
0.3000
99.3536
7.4003
07.74 RJ SGS 2033 06 DEC
1
0.2570
100.4000
7.6819
08.05 TN SDL 2028 18 APR
1
0.2200
101.6900
7.5838
07.75 UP SGS 2033
1
0.2080
100.7000
7.6480
08.15 BR SDL 2028
1
0.2000
102.0300
7.5836
07.70 AP SGS 2029 06 DEC
1
0.0670
100.0100
7.6978
091 DTB 07032024
12
3400.0000
98.2968
6.9499
364 DTB 05122024
28
2915.0000
93.3513
7.1418
182 DTB 06062024
13
2100.0000
96.5530
7.1597
364 DTB 22022024
1
1820.0000
98.5550
6.9500
364 DTB 14112024
1
500.0000
93.7040
7.1500
091 DTB 07032024
1
262.5490
98.2956
6.9549
091 DTB 25012024
2
160.0000
99.0809
6.9100
091 DTB 18012024
1
50.0000
99.2143
6.8825
364 DTB 18012024
1
5.5000
99.2010
7.0000
091 DTB 11012024
1
5.0000
99.3474
6.8504
364 DTB 05122024
1
3.1020
93.3368
7.1585
182 DTB 04042024
1
2.0000
97.8061
6.8801
364 DTB 28112024
1
1.0000
93.5493
7.0500
091 DTB 11012024
1
1.0000
99.3465
6.8600
Total
191
16757.0950
Dec 6 2023 3:59PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.3500
83.3700
83.2975
83.3225
83.3700
-0.0475
R-SPOT
-0.2000
-0.2000
-0.3000
-0.2500
0.0500
-0.3000
SPOT
83.3500
83.3725
83.2950
83.3300
83.3700
-0.0400
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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
Reserve Bank of India and Bank of England sign a Memorandum of Understanding on cooperation and exchange of information related to The Clearing Corporation of India Limited
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 89.16% compression achieved in the 31st cycle
Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM)
CCIL’s Application for UK Recognition
Transition of Legacy MIFOR trades to Modified MIFOR benchmark completed by CCIL
Portfolio Compression run by CCIL for IRS (MIFOR Benchmark) market a success! 49.03% compression achieved in the 5th cycle
SARVAM Rule Book effective from May 02, 2023
SARVAM Notification
CCIL's Year-end Prices as on 31st March'23
Launch of Clearing and Settlement of OTC IRS trades referenced to the MODIFIED MIFOR (MMFOR) benchmark on guaranteed basis w.e.f 3rd April 2023
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
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
Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation
Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models
SWAPTION trade by trade real time data dissemination commenced
Consultation Paper : Introduction of Forward trading in Government Securities
Consultation Paper: Default Management Resources
Statistics