Market Rates As on Sep 30 2020 10:41AM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	3.90	4.00	3.35	3.40	3038.50	3.80	3.40	11233.53
TREP	3.20	3.24	3.20	3.22	41632.00	3.23	3.23	172100.10
REPO	3.00	3.40	2.00	3.35	69019.20	3.23	3.26	108159.10
Money Market					113689.70	3.24	3.25	291492.73

"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	01/10/2020	29	3015.00	3.90	4.00	3.50	3.50	3.8041
Total	29			3015.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 3 TO 5 YR	32	T+0	1D	11965.86	11323.19	3.2500	3.2544
FRB	21	T+0	1D	9925.93	10013.63	3.3000	3.2814
TBILLS 182 DTB	15	T+0	1D	5211.90	5287.13	3.2500	3.2503
CG LIQUID ABV 20 YR	15	T+0	1D	4384.93	3997.71	3.2500	3.2735
TBILLS 364 DTB	16	T+0	1D	3974.93	4103.05	3.2500	3.2500
SG SECS UPTO 5YR	13	T+0	1D	3114.92	2999.12	3.2700	3.2700
CG LIQUID 1 TO 3 YR	14	T+0	1D	2987.92	2797.53	3.2500	3.2500
CG LIQUID 5 TO 10 YR	12	T+0	1D	2982.92	2904.76	3.2500	3.2516
CG LIQUID 10 TO 20YR	3	T+0	1D	796.97	739.58	3.2500	3.2622
CG LIQUID UPTO 1 YR	5	T+0	1D	613.97	585.50	3.2500	3.2533
Total	146	45960.25			44751.20

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
05.79 GS 2030	26	T+0	1D	3217.00	3225.54	2.9500	2.9758
05.77 GS 2030	15	T+0	1D	1500.00	1484.08	3.2300	2.9578
06.35 BR SDL 2023	4	T+0	1D	1475.00	1520.50	3.3500	3.2714
06.19 GS 2034	20	T+0	1D	1005.00	986.92	3.0000	2.9485
GOI FRB 2031	2	T+0	1D	1000.00	991.78	3.3000	3.2850
08.35 GS 2022	2	T+0	1D	980.00	1073.09	3.3000	3.3000
04.99 TN SDL 2023	2	T+0	1D	900.00	912.91	3.2700	3.2700
08.83 GS 2023	2	T+0	1D	870.00	993.94	3.3000	3.3000
07.57 GS 2033	8	T+0	1D	625.00	696.97	3.0500	3.0500
06.68 GS 2031	3	T+0	1D	585.00	601.84	3.0000	2.8368
05.22 GS 2025	7	T+0	1D	565.00	569.08	3.2000	3.2000
GOI FRB 2024	2	T+0	1D	560.00	552.41	3.2700	3.2786
07.32 GS 2024	5	T+0	1D	455.00	493.15	3.1500	3.1220
182 DTB 04032021	1	T+0	1D	400.00	394.08	3.2500	3.2500
04.52 BR SDL 2023	1	T+0	1D	395.00	391.72	3.2700	3.2700
07.16 GS 2023	2	T+0	1D	360.00	391.08	3.3000	3.3000
06.45 GS 2029	8	T+0	1D	350.00	367.92	3.0000	2.9929
08.13 GS 2022	1	T+0	1D	335.00	359.06	3.3000	3.3000
06.17 GS 2021	1	T+0	1D	310.00	319.75	3.3000	3.3000
07.80 GS 2021	1	T+0	1D	310.00	328.23	3.2500	3.2500
06.17 GS 2023	1	T+0	1D	285.00	300.83	3.3000	3.3000
07.35 GS 2024	4	T+0	1D	280.00	305.09	3.3000	3.3000
07.59 GS 2026	3	T+0	1D	275.00	302.54	3.1000	3.1000
06.81 MH SDL 2020NOV	1	T+0	1D	260.00	267.86	3.3000	3.3000
06.90 OIL SPL 2026	2	T+0	1D	257.00	268.97	3.3000	3.3000
06.09 MP SDL 2022	1	T+0	1D	240.00	252.91	3.3000	3.3000
06.18 GS 2024	3	T+0	1D	225.00	238.04	3.1500	3.1389
07.27 GS 2026	6	T+0	1D	222.00	245.70	3.0500	3.0516
182 DTB 25022021	1	T+0	1D	200.00	197.18	3.2500	3.2500
08.60 GS 2028	2	T+0	1D	195.00	228.50	2.9000	2.8154
06.68 AP SDL 2035	1	T+0	1D	170.00	169.18	3.3000	3.3000
07.10 MH SDL 2032	1	T+0	1D	160.00	161.77	3.3000	3.3000
06.84 GS 2022	2	T+0	1D	145.00	155.08	2.6500	2.8914
07.16 GS 2050	4	T+0	1D	130.00	137.61	2.9000	2.9538
07.55 MH SDL 2021	1	T+0	1D	130.00	132.52	3.3000	3.3000
07.64 CG SDL 2021	1	T+0	1D	130.00	133.70	3.3500	3.3500
06.61 KA SDL 2035	1	T+0	1D	125.00	122.05	3.3000	3.3000
08.78 GJ SDL 2021	1	T+0	1D	120.00	129.18	3.3000	3.3000
08.80 WB SDL 2022	2	T+0	1D	117.00	124.88	3.3500	3.3500
08.15 GS 2026	3	T+0	1D	115.00	130.93	2.0000	2.6087
07.68 GS 2023	4	T+0	1D	113.00	124.50	3.3000	3.0265
08.66 TN SDL 2022	1	T+0	1D	111.00	118.72	3.3000	3.3000
08.56 GJ SDL 2021	1	T+0	1D	108.00	114.00	3.3000	3.3000
08.92 TN SDL 2022	1	T+0	1D	105.00	112.05	3.3500	3.3500
06.30 GS 2023	1	T+0	1D	100.00	106.87	3.3000	3.3000
06.92 MH SDL 2022	1	T+0	1D	100.00	104.63	3.3000	3.3000
06.94 OD SDL 2021	1	T+0	1D	100.00	103.52	3.3000	3.3000
08.15 RJ SDL 2021	1	T+0	1D	100.00	105.54	3.3000	3.3000
08.69 GJ SDL 2022	1	T+0	1D	100.00	106.79	3.3000	3.3000
08.75 TN SDL 2022	1	T+0	1D	100.00	106.67	3.3500	3.3500
08.83 GS 2041	1	T+0	1D	95.00	120.92	3.3000	3.3000
08.66 WB SDL 2022	2	T+0	1D	90.00	96.26	3.3500	3.3500
06.97 KA SDL 2031	1	T+0	1D	85.00	85.38	3.3000	3.3000
08.75 KL SDL 2022	1	T+0	1D	85.00	90.67	3.3500	3.3500
08.66 MH SDL 2021	1	T+0	1D	82.00	85.65	3.3000	3.3000
08.30 GS 2040	1	T+0	1D	80.00	96.58	3.3000	3.3000
07.94 CG SDL 2023	2	T+0	1D	77.00	83.23	3.3500	3.3500
04.45 MH SDL 2022	3	T+0	1D	75.00	75.81	3.3500	3.3500
07.04 WB SDL 2035	1	T+0	1D	75.00	75.62	3.3000	3.3000
08.32 GS 2032	1	T+0	1D	75.00	86.78	2.5000	2.5000
08.76 MH SDL 2022	2	T+0	1D	75.00	80.01	3.3500	3.3500
08.72 TN SDL 2022	2	T+0	1D	70.00	75.08	3.3500	3.3500
08.36 MP SDL 2021	1	T+0	1D	65.00	66.55	3.3000	3.3000
08.92 PN SDL 2022	1	T+0	1D	65.00	70.66	3.3000	3.3000
07.26 GS 2029	2	T+0	1D	64.00	69.22	3.3500	3.3344
08.26 GS 2027	2	T+0	1D	62.00	70.11	3.0000	3.0000
06.97 GS 2026	2	T+0	1D	61.00	64.70	3.0000	3.0590
08.15 GS 2022	1	T+0	1D	60.00	65.25	3.3000	3.3000
08.52 HR SDL 2021	1	T+0	1D	60.00	61.67	3.3500	3.3500
06.69 TN SDL 2030	1	T+0	1D	55.00	55.09	3.3000	3.3000
04.70 KL SDL 2022	1	T+0	1D	50.00	49.92	3.3500	3.3500
05.44 TN SDL 2023	1	T+0	1D	50.00	51.65	3.3500	3.3500
07.93 CG SDL 2024	1	T+0	1D	50.00	54.39	3.3500	3.3500
08.05 KA SDL 2025	1	T+0	1D	50.00	54.85	3.3500	3.3500
08.06 AP SDL 2025	1	T+0	1D	50.00	54.87	3.3500	3.3500
08.26 WB SDL 2023	1	T+0	1D	50.00	55.61	3.3500	3.3500
08.38 KA SDL 2022	1	T+0	1D	50.00	55.23	3.3500	3.3500
08.51 KL SDL 2021	1	T+0	1D	50.00	51.38	3.3500	3.3500
08.56 TN SDL 2021	1	T+0	1D	50.00	52.78	3.3500	3.3500
08.66 MH SDL 2022	1	T+0	1D	50.00	53.48	3.3500	3.3500
08.69 KA SDL 2022	1	T+0	1D	50.00	53.60	3.3500	3.3500
08.95 MH SDL 2022	1	T+0	1D	50.00	53.38	3.3500	3.3500
08.69 KA SDL 2022FEB	1	T+0	1D	49.00	52.33	3.3500	3.3500
08.48 OD SDL 2021	1	T+0	1D	45.00	46.20	3.3500	3.3500
09.12 GJ SDL 2022	1	T+0	1D	40.00	44.14	3.3500	3.3500
08.39 RJ UDAY 2022	1	T+0	1D	35.00	37.04	3.3500	3.3500
07.61 GS 2030	2	T+0	1D	33.00	37.01	2.8000	2.9394
08.15 GOI FCI 2022	1	T+0	1D	33.00	36.29	3.4000	3.4000
05.54 MP SDL 2021	1	T+0	1D	30.00	31.16	3.3500	3.3500
07.17 GS 2028	1	T+0	1D	30.00	32.31	3.0000	3.0000
08.50 PN UDAY 2025	1	T+0	1D	30.00	33.24	3.3500	3.3500
08.81 JH SDL 2022	1	T+0	1D	30.00	33.48	3.3500	3.3500
08.24 GS 2027	1	T+0	1D	27.00	30.40	3.3500	3.3500
04.54 MH SDL 2022	1	T+0	1D	25.00	25.34	3.3500	3.3500
05.09 GS 2022	1	T+0	1D	25.00	25.92	3.1500	3.1500
05.95 TN SDL 2025	1	T+0	1D	25.00	25.71	3.3500	3.3500
06.04 KL SDL 2025	1	T+0	1D	25.00	25.30	3.3500	3.3500
06.50 PN SDL 2023	1	T+0	1D	25.00	26.64	3.3500	3.3500
06.68 AP SDL 2024	1	T+0	1D	25.00	26.74	3.3500	3.3500
06.79 GS 2029	1	T+0	1D	25.00	26.38	3.0000	3.0000
07.75 PN SDL 2021	1	T+0	1D	25.00	26.12	3.3500	3.3500
07.80 OD SDL 2022	1	T+0	1D	25.00	27.07	3.3500	3.3500
08.11 PN SDL 2023	1	T+0	1D	25.00	27.64	3.3500	3.3500
08.20 PN SDL 2023	1	T+0	1D	25.00	27.70	3.3500	3.3500
08.60 TN SDL 2023	1	T+0	1D	25.00	27.20	3.3500	3.3500
08.64 AP SDL 2023	1	T+0	1D	25.00	27.22	3.3500	3.3500
08.65 KA SDL 2022	1	T+0	1D	25.00	26.74	3.3500	3.3500
08.67 MH SDL 2023	1	T+0	1D	25.00	27.36	3.3500	3.3500
08.68 PN SDL 2022	1	T+0	1D	25.00	26.69	3.3500	3.3500
08.85 HR SDL 2022	1	T+0	1D	25.00	27.23	3.3500	3.3500
08.90 RJ SDL 2022	1	T+0	1D	25.00	26.99	3.3500	3.3500
08.90 WB SDL 2022	1	T+0	1D	25.00	27.99	3.3500	3.3500
08.96 PN SDL 2022	1	T+0	1D	25.00	26.69	3.3500	3.3500
09.17 HR SDL 2022	1	T+0	1D	25.00	27.78	3.3500	3.3500
08.70 KL SDL 2022	1	T+0	1D	24.00	25.68	3.3500	3.3500
08.56 MH SDL 2021	1	T+0	1D	21.00	22.03	3.4000	3.4000
08.28 GS 2027	1	T+0	1D	20.00	22.47	3.3500	3.3500
08.35 GJ SDL 2020	1	T+0	1D	20.00	20.82	3.4000	3.4000
08.40 GS 2024	1	T+0	1D	20.00	22.44	3.3500	3.3500
08.60 MH SDL 2021AUG	1	T+0	1D	20.00	20.95	3.3500	3.3500
08.68 GJ SDL 2021	1	T+0	1D	20.00	21.20	3.4000	3.4000
08.60 MH SDL 2021	1	T+0	1D	15.00	15.78	3.4000	3.4000
08.85 MH SDL 2022	1	T+0	1D	15.00	16.34	3.3500	3.3500
08.92 KA SDL 2022	1	T+0	1D	15.00	16.01	3.3500	3.3500
08.99 GJ SDL 2022	1	T+0	1D	15.00	16.01	3.3500	3.3500
08.54 MH SDL 2021	1	T+0	1D	14.00	14.44	3.4000	3.4000
07.62 MH SDL 2021	1	T+0	1D	11.00	11.23	3.4000	3.4000
07.56 AP SDL 2021	1	T+0	1D	10.00	10.23	3.4000	3.4000
08.59 GJ SDL 2021AUG	1	T+0	1D	10.00	10.48	3.4000	3.4000
09.22 GJ SDL 2023	1	T+0	1D	10.00	11.54	3.4000	3.4000
07.88 GS 2030	2	T+0	1D	8.00	8.90	2.9000	2.9000
06.79 GS 2027	1	T+0	1D	5.00	5.34	3.0000	3.0000
07.37 GS 2023	1	T+0	1D	5.00	5.49	3.1000	3.1000
08.21 HR UDAY 2026	1	T+0	1D	5.00	5.51	3.4000	3.4000
08.24 GS 2033	1	T+0	1D	5.00	5.92	2.5000	2.5000
07.95 GS 2032	1	T+0	1D	2.00	2.26	2.0000	2.0000
Total	264	24268.00			25265.36

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/011020	T+0	1D	3.20	3.24	3.20	3.22	3.23	180	41632.00
Total								180	41632.00

Security Description	Trades	TTA	LTP	LTY
05.77 GS 2030	121	1555.0000	98.0000	6.0413
05.22 GS 2025	15	115.0000	99.1500	5.4250
06.79 GS 2027	7	80.0000	104.2300	6.0047
06.19 GS 2034	9	70.0000	97.9000	6.4196
05.79 GS 2030	9	65.0000	98.0200	6.0638
06.45 GS 2029	2	25.0000	101.9500	6.1646
07.57 GS 2033	1	25.0000	109.3500	6.4776
06.17 GS 2021	2	10.0000	101.9000	3.6952
06.97 GS 2026	1	5.0000	105.7000	5.8185
07.26 GS 2029	1	1.0000	106.7000	6.2112
07.10 MH SDL 2032	5	100.0000	101.3200	6.9361
06.90 UP SDL 2030 30 SEP	1	10.0000	100.1600	6.8776
06.44 MH SDL 2028	1	5.0000	98.0000	6.7704
06.97 KA SDL 2031	2	4.7040	100.9175	6.8498
07.10 MH SDL 2032	1	0.3000	101.3850	6.9281
091 DTB 15102020	7	2450.0000	99.8774	3.2000
091 DTB 22102020	9	990.0000	99.8162	3.2000
091 DTB 24122020	6	310.0000	99.2576	3.2500
182 DTB 11032021	3	250.0000	98.5010	3.4500
182 DTB 25032021	3	250.0000	98.3728	3.4500
091 DTB 29102020	2	200.0000	99.7589	3.1500
091 DTB 10122020	1	150.0000	99.3749	3.2800
364 DTB 08102020	2	100.0000	99.9406	3.1000
091 DTB 17122020	1	5.0000	99.3191	3.2500
Total	212	6776.0040

Reported Deals	Trades	TTA	LTP	LTY
07.32 GS 2024	1	50.0000	107.1600	4.9545
Total	1	50.0000

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
SPOT	73.8100	73.8650	73.7700	73.8100	73.8600	-0.0500
C-SPOT	73.7650	73.8275	73.7650	73.8275	73.8600	-0.0325

Market Rates As on Sep 30 2020 10:41AM

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