Market Rates As on Jul 20 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	6.25	6.25	5.00	6.01	11746.57	6.05	6.08	15625.99
CBLO	6.18	6.19	5.95	6.04	107195.00	6.16	6.17	101319.70
REPO	6.10	6.25	5.00	6.15	44149.19	6.17	6.17	40602.97
Money Market					163090.76	6.15	6.16	157548.66

"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	21/07/2017	54	4650.50	6.25	6.25	6.01	6.01	6.1209
15D	T + 0	04/08/2017	3	155.00	6.40	6.40	6.40	6.40	6.4000
103D	T + 0	31/10/2017	1	100.00	6.38	6.38	6.38	6.38	6.3800
Total	58			4905.50

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
TBILLS 364 DTB	28	T+0	1D	7984.82	8326.13	6.1500	6.1814
CG LIQUID 5 TO 10 YR	32	T+0	1D	6960.82	6623.37	6.1500	6.2119
CG LIQUID 1 TO 3 YR	20	T+0	1D	3465.85	3340.56	6.2300	6.2259
CG LIQUID 10 TO 20YR	14	T+0	1D	2339.91	2182.99	6.2500	6.2082
CG LIQUID 3 TO 5 YR	8	T+0	1D	1521.94	1409.77	6.2300	6.2100
TBILLS 182 DTB	3	T+0	1D	997.98	999.34	6.1700	6.1700
TBILLS 91 DTB	1	T+0	1D	200.00	202.59	6.1700	6.1700
CG LIQUID ABV 20 YR	1	T+0	1D	117.99	124.26	6.2000	6.2000
CASH MGT. BILLS	1	T+0	1D	113.00	114.17	6.1700	6.1700
Total	108	23702.31			23323.18

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
08.29 AP SDL 2026	1	T+0	11D	220.00	233.46	6.3000	6.3000
08.25 MH SDL 2025JUN	1	T+0	11D	150.00	159.75	6.3000	6.3000
08.60 BR SDL 2026	1	T+0	11D	125.00	138.59	6.3000	6.3000
08.03 UP SDL 2026	1	T+0	11D	90.00	95.31	6.3000	6.3000
08.83 UP SDL 2026	1	T+0	11D	55.00	62.13	6.3000	6.3000
08.51 MH SDL 2026	1	T+0	11D	50.00	55.25	6.3000	6.3000
08.30 MP SDL 2026	1	T+0	11D	20.00	21.24	6.3000	6.3000
06.97 GS 2026	32	T+0	1D	3054.00	3198.66	6.2500	6.1065
06.79 GS 2029	27	T+0	1D	2980.00	3010.18	6.2500	6.1557
06.79 GS 2027	29	T+0	1D	2026.00	2100.32	6.2500	6.1144
07.68 GS 2023	12	T+0	1D	1440.00	1526.46	6.2500	6.1287
08.27 GS 2020	8	T+0	1D	761.00	804.05	6.2500	6.1933
07.61 GS 2030	5	T+0	1D	535.00	573.04	6.2000	6.1491
08.12 GS 2020	5	T+0	1D	433.00	458.12	6.1000	6.1127
06.35 GS 2020	1	T+0	1D	400.00	400.59	6.1800	6.1800
07.80 GS 2020	4	T+0	1D	340.00	356.99	6.1500	6.1697
06.57 GS 2033	8	T+0	1D	335.00	328.87	6.2500	5.9433
07.88 GS 2030	3	T+0	1D	310.00	340.38	6.2000	6.2097
07.80 GS 2021	6	T+0	1D	299.00	317.96	6.2500	6.1435
07.59 GS 2026	3	T+0	1D	290.00	305.40	6.2500	6.1078
07.16 GS 2023	4	T+0	1D	270.00	279.51	6.2500	5.9630
08.40 GS 2024	3	T+0	1D	223.00	250.87	6.2300	6.1490
07.83 GS 2018	2	T+0	1D	200.00	206.33	6.2300	6.2300
08.35 GS 2022	2	T+0	1D	194.00	210.47	6.2000	6.2000
08.33 GS 2026	2	T+0	1D	193.00	211.34	6.2500	6.2500
08.79 GS 2021	3	T+0	1D	185.00	203.37	6.2000	6.1459
06.84 GS 2022	6	T+0	1D	175.00	178.41	6.2500	6.1443
08.15 GS 2022	4	T+0	1D	172.00	184.15	6.2500	6.2282
08.21 RJ UDAY 2019	1	T+0	1D	170.00	178.12	6.1800	6.1800
07.73 GS 2034	1	T+0	1D	140.00	150.34	6.2300	6.2300
08.39 RJ UDAY 2019	2	T+0	1D	136.00	143.37	6.2300	6.2374
08.40 KA SDL 2018	1	T+0	1D	135.00	140.06	6.2500	6.2500
07.35 GS 2024	2	T+0	1D	125.00	129.80	6.2300	6.2156
08.20 GS 2022	1	T+0	1D	125.00	137.13	6.1000	6.1000
08.60 TN SDL 2023	1	T+0	1D	125.00	137.21	6.1800	6.1800
08.08 GS 2022	2	T+0	1D	105.00	115.42	6.2500	5.9167
08.39TN SDL 2017DEC	1	T+0	1D	100.00	101.37	6.2300	6.2300
08.60 GS 2028	1	T+0	1D	100.00	113.14	5.5100	5.5100
09.20 TN SDL 2018	1	T+0	1D	100.00	105.40	6.2500	6.2500
07.28 GS 2019	1	T+0	1D	94.00	96.49	6.1000	6.1000
08.39 RJ UDAY 2021	1	T+0	1D	92.00	98.79	6.1800	6.1800
08.20 GS 2025	2	T+0	1D	90.00	99.67	6.0000	6.0278
08.78 GJ SDL 2021	1	T+0	1D	85.00	91.07	6.2500	6.2500
08.48 AP SDL 2020	1	T+0	1D	75.00	80.39	6.2500	6.2500
08.50 MH SDL 2017	1	T+0	1D	75.00	76.30	6.2500	6.2500
08.52 WB SDL 2018	1	T+0	1D	75.00	77.03	6.2500	6.2500
06.05 GS 2019 FEB	1	T+0	1D	65.00	66.55	5.5000	5.5000
08.00 MH SDL 2018	1	T+0	1D	65.00	67.65	6.2500	6.2500
08.26 GS 2027	2	T+0	1D	65.00	73.39	5.7500	5.8269
08.01 RJ UDAY 2020	1	T+0	1D	62.00	64.15	6.2300	6.2300
08.39 GJ SDL 2018	1	T+0	1D	60.00	62.24	6.2500	6.2500
08.56 KL SDL 2020	1	T+0	1D	55.00	59.18	6.2500	6.2500
07.94 GS 2021	1	T+0	1D	50.00	52.94	6.2000	6.2000
08.00 GJ SDL 2017	1	T+0	1D	50.00	51.93	6.2500	6.2500
08.12 TN SDL 2018	1	T+0	1D	50.00	52.03	6.2500	6.2500
08.21 HR UDAY 2023	1	T+0	1D	50.00	53.65	6.2300	6.2300
08.23 GJ SDL 2019	1	T+0	1D	50.00	52.59	6.2500	6.2500
08.24 GS 2033	1	T+0	1D	50.00	56.25	6.2500	6.2500
08.25 AP SDL 2018	1	T+0	1D	50.00	51.70	6.2500	6.2500
08.28 TN SDL 2019	2	T+0	1D	50.00	52.93	6.2500	6.2500
08.39 RJ UDAY 2023	1	T+0	1D	50.00	54.27	6.2300	6.2300
08.48 MH SDL 2020	1	T+0	1D	50.00	53.59	6.2500	6.2500
08.48 TN SDL 2019	1	T+0	1D	50.00	52.82	6.2300	6.2300
08.69 KA SDL 2022FEB	1	T+0	1D	50.00	55.04	6.2300	6.2300
08.74 KA SDL 2022	1	T+0	1D	50.00	54.82	6.2300	6.2300
08.75 KL SDL 2022	1	T+0	1D	50.00	55.02	6.2300	6.2300
08.25 RJ SDL 2019	1	T+0	1D	41.00	43.37	6.2500	6.2500
08.43 GJ SDL 2018	1	T+0	1D	40.00	41.64	6.2500	6.2500
06.90 GS 2019	1	T+0	1D	30.00	30.33	6.2300	6.2300
08.45 KL SDL 2019	1	T+0	1D	30.00	31.64	6.2500	6.2500
07.59 GS 2029	1	T+0	1D	25.00	26.85	6.0800	6.0800
08.65 KA SDL 2022	1	T+0	1D	25.00	27.56	6.2500	6.2500
08.56 MH SDL 2021	1	T+0	1D	21.00	22.92	6.2500	6.2500
07.06 GS 2046	2	T+0	1D	20.00	20.39	5.8000	5.9500
07.50 GS 2034	1	T+0	1D	20.00	21.55	5.7500	5.7500
08.17 GS 2044	1	T+0	1D	20.00	22.59	5.8000	5.8000
10.03 GS 2019	1	T+0	1D	20.00	22.29	6.2300	6.2300
08.39 RJ UDAY 2026	1	T+0	1D	15.00	16.40	6.2500	6.2500
07.68 MP UDAY 2023	1	T+0	1D	10.00	10.49	6.2500	6.2500
08.13 GS 2022	1	T+0	1D	10.00	10.89	5.7500	5.7500
08.28 GS 2027	1	T+0	1D	10.00	11.21	6.2500	6.2500
07.40 GS 2035	1	T+0	1D	5.00	5.30	5.7500	5.7500
08.53 MH SDL 2020OCT	1	T+0	1D	5.00	5.33	6.2500	6.2500
09.72 KL SDL 2023	1	T+0	1D	5.00	5.81	6.2500	6.2500
Total	239	18896.00			19801.60

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
06.35 GS 2020	7	T+0	1D	1197.0000	1198.7656
08.83 GS 2023	1	T+0	1D	446.9500	499.9092
07.46 GS 2017	1	T+0	1D	318.0600	327.7372
329 DTB 12032018	1	T+0	1D	275.0000	264.3850
323 DTB 13032018	1	T+0	1D	200.0000	192.2400
312 DTB 16032018	3	T+0	1D	103.0000	98.9521
364 DTB 07122017	1	T+0	1D	100.0000	97.6500
Total	15	2640.0100			2679.6391

Reversal Date of Lend / Brrw	Sett. Type	Open	High	Low	LTY	WAR	Trades	Volume (Crs.)
CBLO/210717	T+0	6.18	6.19	5.95	6.04	6.16	766	107195.00
Total							766	107195.00

Security Description	Trades	TTA	LTP	LTY
06.79 GS 2029	1337	13500.0000	100.4200	6.7388
06.79 GS 2027	608	5510.0000	102.4125	6.4527
06.57 GS 2033	74	880.0000	97.3900	6.8363
08.40 GS 2024	31	735.0000	108.5500	6.8452
07.35 GS 2024	53	650.0000	103.3075	6.7425
07.80 GS 2020	36	585.0000	103.3375	6.4645
06.97 GS 2026	70	550.0000	102.0925	6.6587
08.15 GS 2026	23	480.0000	108.2000	6.9403
07.72 GS 2025	33	440.0000	105.4700	6.8062
07.73 GS 2034	41	295.0000	106.7200	7.0528
08.15 GS 2022	18	235.0000	106.2500	6.6296
08.33 GS 2026	12	235.0000	109.2000	6.9344
08.20 GS 2025	11	235.0000	108.0025	6.9003
08.32 GS 2032	13	215.0000	110.8875	7.1275
07.95 GS 2032	2	200.0000	107.9000	7.0883
06.05 GS 2019 FEB	8	160.0000	99.6000	6.3264
08.28 GS 2032	8	135.0000	110.4000	7.1204
07.61 GS 2030	18	115.0000	105.6000	6.9408
06.35 GS 2020	5	100.0000	99.8375	6.4207
08.12 GS 2020	7	90.0000	104.9500	6.4651
08.17 GS 2044	5	70.0000	111.7775	7.1796
08.60 GS 2028	7	60.0000	112.0000	7.0022
08.20 GS 2022	4	60.0000	106.2300	6.5958
08.33 GS 2036	2	50.0000	111.9000	7.1687
08.08 GS 2022	2	50.0000	106.1400	6.6240
08.24 GS 2027	1	50.0000	108.7875	6.9652
07.50 GS 2034	5	45.0000	104.3000	7.0617
07.68 GS 2023	6	40.0000	105.2750	6.6525
07.16 GS 2023	7	35.0000	102.3500	6.6642
06.62 GS 2051	5	30.0000	94.0500	7.0830
06.57 GS 2033(WR)	3	30.0000	97.5000	6.8249
06.84 GS 2022	5	25.0000	101.3500	6.5380
08.27 GS 2020	3	25.0000	104.7500	6.4343
07.59 GS 2029	2	25.0000	104.7500	6.9860
07.88 GS 2030	3	20.0000	107.1250	7.0196
07.80 GS 2021	3	20.0000	104.2100	6.5036
08.97 GS 2030	2	15.0000	115.7000	7.1278
08.83 GS 2023	2	15.0000	110.5000	6.7641
06.30 GS 2023	6	12.0000	98.6900	6.5760
06.57 GS 2033	7	11.7500	97.7300	6.8009
06.83 GS 2039	7	10.0000	98.3000	6.9839
06.83 GS 2039	2	10.0000	98.3900	6.9756
07.40 GS 2035	1	5.0000	103.3000	7.0730
09.15 GS 2024	1	5.0000	112.6000	6.9223
07.28 GS 2019	1	5.0000	101.6600	6.3169
08.24 GS 2033	1	5.0000	110.9500	7.0943
07.59 GS 2026	1	5.0000	105.0900	6.7896
08.35 GS 2022	3	4.9910	106.9000	6.6477
06.84 GS 2022	2	4.7470	101.4000	6.5270
06.01 GS 2028	4	3.1300	95.3900	6.6174
08.28 GS 2032	2	2.1000	110.4100	7.1193
07.80 GS 2020	3	2.0000	103.2800	6.4869
06.79 GS 2027	1	2.0000	102.4400	6.4489
07.83 GS 2018	2	1.2500	100.9500	6.4407
07.06 GS 2046	1	0.5000	100.0000	7.0588
08.02 UP SDL 2026MAY	10	330.0000	104.3500	7.3403
08.03 UP SDL 2026	11	275.0000	104.4000	7.3401
08.69 TN SDL 2026	5	115.0000	108.5000	7.3370
08.09 WB SDL 2026	4	70.0000	104.7300	7.3546
08.21 HR UDAY 2025	4	70.0000	104.9500	7.3529
08.08 UP SDL 2026	2	70.0000	104.6625	7.3550
08.09 AP SDL 2026JUN	3	65.0000	104.8400	7.3380
07.52 GJ SDL 2027	8	55.0000	101.6550	7.2795
07.55 AS SDL 2027	2	50.0000	101.6500	7.3098
07.79 TS SDL 2027	2	50.0000	103.2900	7.3058
08.59 UP UDAY 2030	4	40.0000	109.8200	7.3824
08.02 UP SDL 2026	1	40.0000	104.2175	7.3549
07.52 GJ SDL 2027	12	30.0000	102.2150	7.1999
08.75 UP UDAY 2030	3	30.0000	111.0500	7.3878
08.76 MP SDL 2026	2	30.0000	108.8600	7.3491
07.78 BR SDL 2027	3	25.0000	103.1500	7.3161
07.96 MH SDL 2025	3	25.0000	103.9500	7.3099
08.72 AP SDL 2022	2	25.0000	105.9550	7.1401
08.17 KL SDL 2025	1	25.0000	105.1500	7.3317
08.21 HR UDAY 2024	1	25.0000	104.0500	7.4276
08.39 UP SDL 2026	1	25.0000	106.5500	7.3416
07.78 WB SDL 2027	1	25.0000	103.1600	7.3147
07.58 MH SDL 2026	5	20.0000	101.9400	7.2830
07.58 MH SDL 2026	2	20.0000	102.3800	7.2169
08.76 MH SDL 2022	1	20.0000	106.3000	7.1228
08.21 WB SDL 2025	1	20.0000	104.9700	7.3693
07.95 TN SDL 2023	1	20.0000	103.6000	7.1943
08.90 TN SDL 2022	3	10.0000	107.2075	7.2000
07.42 UK SDL 2026	3	10.0000	101.4575	7.1999
07.42 WB SDL 2026	3	10.0000	101.4575	7.1999
07.27 TN SDL 2027	2	10.0000	100.2800	7.2297
07.75 KA SDL 2027	2	10.0000	103.1000	7.2939
07.59 HR SDL 2027	2	10.0000	101.9250	7.3057
07.59 HR SDL 2027	1	10.0000	101.8700	7.3137
08.45 UP SDL SPL 2024	1	10.0000	106.0350	7.3525
07.42 WB SDL 2026	1	10.0000	101.4800	7.1966
07.42 UK SDL 2026	1	10.0000	101.4800	7.1966
07.84 TN SDL 2026	2	9.9180	103.2500	7.3389
07.51 MH SDL 2027	2	6.0000	101.6500	7.2703
07.51 MH SDL 2027	1	5.0000	101.5800	7.2803
08.95 MH SDL 2022	1	5.0000	107.0800	7.1234
08.91 MH SDL 2022	1	5.0000	107.4300	7.1488
07.77 KL SDL 2027	1	5.0000	103.1500	7.3063
08.33 AP SDL 2025	1	5.0000	105.7150	7.3699
08.56 GJ SDL 2021	1	5.0000	105.0500	7.0597
08.68 BR SDL 2023	1	5.0000	106.2000	7.2838
07.25 GJ SDL 2027	1	5.0000	100.3800	7.1955
08.17 TN SDL 2025	1	5.0000	104.8750	7.3750
08.15 UP SDL 2025	1	5.0000	104.7350	7.3750
08.39 RJ UDAY 2026	1	5.0000	106.5200	7.3553
08.15 MH SDL 2025	1	5.0000	105.0300	7.3312
08.17 UP SDL 2025NOV	1	5.0000	104.8750	7.3750
08.17 UP SDL 2025NOV	1	4.9200	104.8750	7.3750
08.17 TN SDL 2025	1	4.5820	104.8750	7.3750
08.32 MH SDL 2025	1	4.1500	105.6550	7.3699
08.68 GJ SDL 2023	1	3.5640	106.1900	7.3005
08.08 MH SDL 2026	2	2.1140	104.5300	7.3750
07.24 TN SDL 2027	2	2.0000	100.3800	7.1848
08.07 TN SDL 2025	1	2.0000	104.0400	7.3603
08.15 HR SDL 2025NOV	1	2.0000	104.7025	7.3801
08.39 RJ UDAY 2026	1	2.0000	106.4900	7.3599
08.33 AP SDL 2025	1	1.7000	105.7150	7.3699
08.65 KA SDL 2023	1	1.5000	106.0700	7.3179
08.31 TS SDL 2025	1	1.0000	105.5825	7.3751
08.15 UP SDL 2025	1	0.5060	104.7350	7.3750
08.80 KL SDL 2022	1	0.2500	106.0300	7.3912
07.52 TN SDL 2027	1	0.1440	101.0000	7.3732
182 DTB 30112017	15	210.0000	97.8208	6.1600
364 DTB 05072018	9	185.0000	94.3865	6.2200
091 DTB 12102017	3	150.0000	98.6319	6.1000
317 DTB 15032018	5	140.0000	96.1225	6.2125
182 DTB 19102017	2	100.0000	98.5158	6.1100
312 DTB 16032018	9	90.0000	96.1023	6.2200
077 DCMB 16082017	2	75.0000	99.5582	6.2300
329 DTB 12032018	4	60.0000	96.1683	6.2150
364 DTB 19072018	2	50.0000	94.1833	6.2100
182 DTB 28122017	1	25.0000	97.3900	6.1136
182 DTB 24082017	1	25.0000	99.4276	6.1800
063 DCMB 08082017	1	25.0000	99.6976	6.1500
091 DTB 05102017	3	20.0000	98.7458	6.1000
091 DTB 27072017	1	20.0000	99.8982	6.2000
080 DCMB 18092017	3	15.0000	99.0078	6.2000
182 DTB 02112017	2	10.0000	98.2778	6.1500
091 DTB 14092017	1	10.0000	99.0892	6.1000
364 DTB 10052018	1	5.0000	95.2371	6.2300
077 DCMB 16082017	2	4.9160	99.5497	6.3500
063 DCMB 08082017	1	4.7500	99.6932	6.2400
317 DTB 15032018	1	0.3800	96.1090	6.2350
Total	2737	29132.8620

Reported Deals	Trades	TTA	LTP	LTY
06.79 GS 2029	30	1190.0000	100.4625	6.7337
06.79 GS 2027	16	885.0000	102.4600	6.4462
07.88 GS 2030	4	525.0000	107.1250	7.0196
08.24 GS 2033	3	500.0000	110.9500	7.0943
08.20 GS 2025	4	350.0000	107.9900	6.9022
05.64 GS 2019	2	325.0000	99.0600	6.3269
07.80 GS 2020	5	320.0000	103.3150	6.4733
08.40 GS 2024	2	300.0000	108.5700	6.8417
07.95 GS 2032	3	275.0000	107.9317	7.0850
08.33 GS 2026	4	225.0000	109.2000	6.9344
07.72 GS 2025	3	150.0000	105.4800	6.8046
08.17 GS 2044	5	135.0000	111.7727	7.1800
06.97 GS 2026	3	125.0000	102.1450	6.6511
07.50 GS 2034	4	110.0000	104.3650	7.0553
07.35 GS 2024	2	110.0000	103.2350	6.7555
07.40 GS 2035	3	105.0000	103.2700	7.0759
06.05 GS 2019 FEB	1	100.0000	99.5850	6.3369
08.15 GS 2022	1	100.0000	106.1600	6.6506
08.97 GS 2030	3	95.0000	115.6400	7.1341
06.57 GS 2033	12	85.0000	97.6000	6.8144
07.73 GS 2034	2	75.0000	106.7700	7.0480
07.80 GS 2021	2	70.0000	104.1900	6.5096
06.62 GS 2051	2	50.0000	94.0100	7.0862
07.68 GS 2023	1	50.0000	105.2700	6.6535
08.13 GS 2045	1	50.0000	111.5718	7.1650
08.28 GS 2027	1	40.0000	109.3600	6.9770
08.83 GS 2023	1	32.5290	110.4700	6.7696
05.64 GS 2019	1	25.4340	99.0500	6.3343
06.79 GS 2029	12	19.6030	100.5400	6.7244
06.57 GS 2033	14	19.5000	97.7500	6.7989
07.06 GS 2046	2	10.0000	100.0000	7.0588
07.06 GS 2046	5	7.0000	100.0300	7.0563
06.62 GS 2051	4	5.0000	94.0600	7.0821
06.84 GS 2022	1	5.0000	101.3400	6.5402
06.30 GS 2023	1	5.0000	98.8000	6.5524
06.83 GS 2039	1	5.0000	98.4600	6.9692
08.83 GS 2023	1	5.0000	110.5000	6.7641
08.35 GS 2022	2	4.9910	106.9000	6.6477
06.25 GS 2018	2	4.2500	99.9000	6.3897
06.30 GS 2023	2	4.0000	98.0600	6.7115
07.40 GS 2035	2	3.0000	103.2700	7.0759
06.83 GS 2039	3	2.5000	98.3900	6.9756
08.32 GS 2032	2	2.5000	110.7500	7.1415
07.35 GS 2024	2	2.0000	103.2300	6.7564
06.01 GS 2028	1	2.0000	95.5000	6.6025
06.97 GS 2026	3	1.6150	102.1400	6.6518
06.79 GS 2027	3	1.3490	102.4425	6.4486
07.61 GS 2030	3	1.1590	105.6100	6.9397
07.59 GS 2026	3	1.1400	105.1200	6.7850
08.26 GS 2027	1	1.0500	108.9100	7.0078
07.80 GS 2020	1	1.0000	102.5000	6.7927
07.28 GS 2019	1	0.9000	101.4000	6.4653
07.94 GS 2021	1	0.5000	104.4200	6.6141
08.20 OIL SP 2024SEP	1	0.1500	103.8100	7.4990
08.72 TN SDL 2022	1	145.0000	106.0335	7.1200
08.69 KA SDL 2022FEB	1	130.0000	106.0021	7.1200
08.69 TN SDL 2026	3	110.0000	108.5000	7.3370
08.03 UP SDL 2026	2	105.0000	104.4000	7.3401
07.53 HR SDL 2027	2	100.0000	101.6504	7.2900
07.62 HP SDL 2027	2	100.0000	102.1443	7.3050
08.02 UP SDL 2026MAY	1	100.0000	104.2529	7.3550
08.21 HR UDAY 2026	4	95.0000	105.3400	7.3645
08.76 MP SDL 2026	2	70.0000	108.8537	7.3500
08.09 AP SDL 2026JUN	1	65.0000	104.7106	7.3575
07.64 WB SDL 2027	2	60.0000	102.1771	7.3200
08.90 RJ SDL 2024	1	59.0000	108.5643	7.3400
07.55 AS SDL 2027	1	50.0000	101.5788	7.3200
07.64 HR SDL 2027	1	50.0000	102.2814	7.3050
08.76 MP SDL 2026	2	40.0000	108.8039	7.3575
07.95 MH SDL 2023	2	40.0000	103.5000	7.2148
08.96 TN SDL 2024	1	30.0000	108.7085	7.3400
08.88 AP SDL 2024	1	26.8970	108.5075	7.3400
07.63 GJ SDL 2027	1	25.0000	102.3924	7.2800
08.21 WB SDL 2025	2	20.0000	104.9800	7.3676
07.29 UP SDL 2027	1	20.0000	100.3000	7.2468
07.58 MH SDL 2026	1	20.0000	102.4000	7.2140
08.90 TN SDL 2024	1	20.0000	108.5643	7.3400
08.94 TN SDL 2024	1	18.9380	108.6420	7.3400
08.61 PN UDAY 2030	2	18.0000	109.9610	7.3850
07.34 PN SDL 2027	1	15.0000	100.4800	7.2711
09.55 KA SDL 2024	1	15.0000	111.2377	7.3575
08.60 BR SDL 2026	1	15.0000	107.8221	7.3575
08.94 GJ SDL 2022	1	10.0000	106.9335	7.1500
09.23 GJ SDL 2022	1	10.0000	108.0461	7.1750
08.90 MH SDL 2022	1	10.0000	107.4295	7.1500
08.85 MH SDL 2022	1	10.0000	107.0315	7.1500
08.71 PN UDAY 2031	1	10.0000	111.2400	7.3889
07.42 WB SDL 2026	1	10.0000	101.5000	7.1937
07.42 UK SDL 2026	1	10.0000	101.5000	7.1937
08.17 UP SDL 2025NOV	1	9.9200	104.9699	7.3600
08.17 TN SDL 2025	1	9.5820	104.9699	7.3600
08.33 AP SDL 2025	2	7.7000	105.9600	7.3302
07.77 TN UDAY 2030	1	7.0000	103.2800	7.3645
08.15 UP SDL 2025	1	5.5060	104.8298	7.3600
08.69 TN SDL 2026	1	5.3000	108.6200	7.3189
07.34 PN SDL 2027	3	5.0000	100.4600	7.2739
07.69 TN UDAY 2032	2	5.0000	103.0018	7.3500
07.69 TN UDAY 2032	1	5.0000	103.0018	7.3500
07.69 TN UDAY 2031	1	5.0000	102.8809	7.3500
07.70 TN UDAY 2030	1	5.0000	102.8323	7.3500
08.39 RJ UDAY 2026	1	5.0000	106.4565	7.3650
08.91 MH SDL 2022	1	5.0000	107.3805	7.1600
08.59 UP UDAY 2030	1	5.0000	109.8500	7.3789
08.32 MH SDL 2025	1	4.1500	105.7163	7.3600
08.29 TN SDL 2025	1	4.0000	105.5300	7.3643
07.74 TN UDAY 2026	2	3.7000	102.5000	7.3408
07.51 MH SDL 2027	1	3.0000	101.6600	7.2689
07.75 TN UDAY 2028	1	2.5000	102.9600	7.3416
08.39 RJ UDAY 2026	3	2.3000	106.3600	7.3797
08.59 UP UDAY 2030	2	2.2150	109.8000	7.3847
08.08 MH SDL 2026	2	2.1140	105.0800	7.2923
07.24 TN SDL 2027	2	2.0000	100.4000	7.1820
07.25 GJ SDL 2027	1	2.0000	100.4000	7.1927
08.45 KA SDL 2024	1	1.5000	106.0800	7.3610
08.87 TN SDL 2024	1	1.5000	108.3300	7.3610
08.15 HR SDL 2025NOV	1	1.2500	104.7982	7.3650
08.39 RJ UDAY 2025	2	1.2000	106.0600	7.3380
07.39 MH SDL 2026	1	1.0000	100.8500	7.2603
08.63 UP UDAY 2029	1	1.0000	109.6000	7.3841
08.77 UP UDAY 2031	1	1.0000	111.8000	7.3823
08.31 TS SDL 2025	1	1.0000	105.6500	7.3642
07.91 TN UDAY 2024	1	0.6000	102.8400	7.3604
08.08 KA SDL 2025	1	0.5000	104.1900	7.3508
08.06 MH SDL 2025	1	0.5000	104.0500	7.3506
08.04 TN UDAY 2029	1	0.4000	105.1278	7.3750
08.05 GJ SDL 2025APR	1	0.3100	104.0700	7.3502
08.25 MH SDL 2025	1	0.3000	105.4900	7.3120
07.77 TN UDAY 2029	1	0.3000	103.1400	7.3612
08.80 KL SDL 2022	1	0.2500	106.0000	7.3979
07.77 TN UDAY 2031	1	0.2300	103.4200	7.3662
07.96 GJ SDL 2025	1	0.2000	103.6900	7.3516
08.01 TS UDAY 2025	1	0.2000	103.9700	7.3192
08.08 TS UDAY 2029	1	0.2000	105.6200	7.3509
08.20 RJ SDL 2025	1	0.0900	105.1000	7.3383
08.36 MH SDL 2026	1	0.0660	105.9900	7.3990
077 DCMB 16082017	5	1765.0000	99.5575	6.2400
182 DTB 28072017	1	330.0000	99.8809	6.2200
364 DTB 14092017	2	150.0000	99.0818	6.1500
364 DTB 05072018	2	125.0000	94.3865	6.2200
091 DTB 19102017	1	124.1530	98.5162	6.1083
091 DTB 12102017	4	115.0000	98.6319	6.1000
182 DTB 30112017	4	70.0000	97.8358	6.1167
317 DTB 15032018	1	40.0000	96.1255	6.2075
091 DTB 27072017	1	25.0000	99.8998	6.1000
364 DTB 19072018	1	25.0000	94.1855	6.2075
182 DTB 02112017	2	10.0000	98.2828	6.1320
182 DTB 19102017	1	10.0000	98.5182	6.1000
182 DTB 21092017	1	10.0000	98.9711	6.1202
077 DCMB 16082017	2	8.5000	99.5744	6.0000
182 DTB 30112017	2	8.0000	97.8243	6.1499
364 DTB 10052018	1	5.0000	95.2421	6.2232
364 DTB 21062018	1	5.0000	94.6077	6.2100
182 DTB 07092017	1	5.0000	99.2016	6.1200
091 DTB 05102017	1	5.0000	98.7508	6.0753
091 DTB 12102017	4	4.8000	98.6296	6.1101
091 DTB 31082017	1	3.0000	99.3172	6.1200
364 DTB 01022018	1	3.0000	96.8039	6.1800
091 DTB 10082017	2	2.0000	99.6690	6.0600
364 DTB 04012018	1	2.0000	97.2307	6.2251
063 DCMB 08082017	1	1.2500	99.6976	6.1500
091 DTB 24082017	1	1.0000	99.4387	6.0600
182 DTB 07092017	1	0.5000	99.2107	6.0497
Total	347	11130.7910

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	64.3450	64.4700	64.3250	64.4325