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Market Rates
As on Aug 5 2021 10:16AM
| Market | Open | High | Low | LTR | Volume (Crs.) | WAR | Prev. Day WAR | Prev. Day Vol (Crs.) |
| CALL | 3.40 | 3.40 | 3.30 | 3.40 | 949.00 | 3.39 | 3.18 | 7311.63 |
| TREP | 3.20 | 3.20 | 3.11 | 3.14 | 36225.00 | 3.16 | 3.15 | 273524.20 |
| REPO | 3.10 | 3.35 | 1.00 | 3.05 | 48999.70 | 3.22 | 3.25 | 90303.27 |
| Money Market | 86173.70 | 3.20 | 3.17 | 371139.10 |
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
| O/N | T + 0 | 06/08/2021 | 10 | 949.00 | 3.40 | 3.40 | 3.30 | 3.40 | 3.3922 |
| Total | 10 | 949.00 | |
| CG LIQUID 5 TO 10 YR | 27 | T+0 | 1D | 11451.86 | 10971.60 | 3.2100 | 3.2366 |
| CG LIQUID ABV 20 YR | 21 | T+0 | 1D | 8124.90 | 8211.17 | 3.2500 | 3.2374 |
| CG LIQUID 10 TO 20YR | 19 | T+0 | 1D | 5578.92 | 5365.48 | 3.2000 | 3.2332 |
| FRB | 5 | T+0 | 1D | 1440.98 | 1409.80 | 3.2400 | 3.2605 |
| TBILLS 182 DTB | 2 | T+0 | 1D | 1384.99 | 1398.96 | 3.2000 | 3.2000 |
| CG LIQUID UPTO 1 YR | 5 | T+0 | 1D | 1350.96 | 1296.03 | 3.2100 | 3.2187 |
| SG SECS UPTO 5YR | 7 | T+0 | 1D | 754.97 | 740.61 | 3.2500 | 3.2432 |
| TBILLS 91 DTB | 3 | T+0 | 1D | 697.00 | 702.56 | 3.2300 | 3.2300 |
| CG LIQUID 3 TO 5 YR | 5 | T+0 | 1D | 591.97 | 541.04 | 3.2000 | 3.2066 |
| CG LIQUID 1 TO 3 YR | 4 | T+0 | 1D | 501.98 | 476.17 | 3.2400 | 3.2408 |
| TBILLS 364 DTB | 3 | T+0 | 1D | 149.99 | 153.28 | 3.2300 | 3.2300 |
| Total | 101 | 32028.52 | 31266.70 | |
| 05.15 GS 2025 | 14 | T+0 | 1D | 2470.00 | 2466.55 | 3.2000 | 3.1793 |
| 05.85 GS 2030 | 15 | T+0 | 1D | 1437.00 | 1414.73 | 3.0000 | 2.9974 |
| 07.59 GS 2026 | 2 | T+0 | 1D | 975.00 | 1049.74 | 3.1000 | 3.1000 |
| 06.64 GS 2035 | 14 | T+0 | 1D | 927.00 | 921.70 | 3.3500 | 3.1531 |
| 05.63 GS 2026 | 12 | T+0 | 1D | 850.00 | 862.22 | 3.2000 | 3.1788 |
| 05.09 GS 2022 | 4 | T+0 | 1D | 805.00 | 824.99 | 3.2600 | 3.2848 |
| 05.77 GS 2030 | 5 | T+0 | 1D | 737.00 | 710.70 | 3.0000 | 3.0855 |
| 364 DTB 11032022 | 1 | T+0 | 1D | 500.00 | 489.66 | 3.2300 | 3.2300 |
| 364 DTB 30032022 | 1 | T+0 | 1D | 500.00 | 488.73 | 3.2300 | 3.2300 |
| 06.10 GS 2031 | 4 | T+0 | 1D | 390.00 | 388.67 | 3.3500 | 3.1532 |
| 08.21 HR UDAY 2023 | 1 | T+0 | 1D | 360.00 | 390.83 | 3.3000 | 3.3000 |
| 08.79 GS 2021 | 1 | T+0 | 1D | 315.00 | 325.94 | 3.3000 | 3.3000 |
| 182 DTB 23122021 | 1 | T+0 | 1D | 300.00 | 296.03 | 3.3500 | 3.3500 |
| 07.59 GS 2029 | 2 | T+0 | 1D | 275.00 | 302.20 | 3.1000 | 3.1000 |
| 06.76 GS 2061 | 4 | T+0 | 1D | 270.00 | 265.17 | 3.0000 | 3.0111 |
| 06.97 GS 2026 | 1 | T+0 | 1D | 199.00 | 213.74 | 3.3500 | 3.3500 |
| 05.79 GS 2030 | 5 | T+0 | 1D | 181.00 | 177.28 | 3.3500 | 3.1370 |
| 08.03 UP SDL 2026 | 1 | T+0 | 1D | 170.00 | 187.38 | 3.2800 | 3.2800 |
| 07.90 CG SDL 2021 | 1 | T+0 | 1D | 166.00 | 170.66 | 3.3000 | 3.3000 |
| 06.18 GS 2024 | 2 | T+0 | 1D | 151.00 | 158.80 | 2.5000 | 2.8679 |
| 06.28 OD SDL 2022 | 2 | T+0 | 1D | 150.00 | 155.75 | 3.3000 | 3.3000 |
| 06.88 RJ SDL 2024 | 1 | T+0 | 1D | 150.00 | 160.01 | 3.3000 | 3.3000 |
| 08.16 MH SDL 2025 | 1 | T+0 | 1D | 135.00 | 150.66 | 3.3500 | 3.3500 |
| 08.20 GS 2022 | 1 | T+0 | 1D | 135.00 | 143.43 | 2.7500 | 2.7500 |
| 09.18 AP SDL 2024 | 1 | T+0 | 1D | 125.00 | 139.88 | 3.3000 | 3.3000 |
| 08.78 GJ SDL 2021 | 1 | T+0 | 1D | 120.00 | 123.58 | 3.3500 | 3.3500 |
| 08.88 UP SDL 2022 18 JUL | 1 | T+0 | 1D | 120.00 | 125.87 | 3.3000 | 3.3000 |
| 08.66 TN SDL 2022 | 1 | T+0 | 1D | 111.00 | 113.82 | 3.3500 | 3.3500 |
| 06.19 GS 2034 | 1 | T+0 | 1D | 110.00 | 107.12 | 3.1500 | 3.1500 |
| 08.92 TN SDL 2022 07 MAR | 1 | T+0 | 1D | 105.00 | 111.98 | 3.3000 | 3.3000 |
| 05.22 GS 2025 | 5 | T+0 | 1D | 100.00 | 100.06 | 3.3500 | 3.1070 |
| 05.39 GJ SDL 2024 | 1 | T+0 | 1D | 100.00 | 102.38 | 3.3500 | 3.3500 |
| 06.76 PN SDL 2024 | 1 | T+0 | 1D | 100.00 | 106.07 | 3.3000 | 3.3000 |
| 06.80 OD SDL 2025 | 1 | T+0 | 1D | 100.00 | 104.00 | 3.2800 | 3.2800 |
| 07.03 OD SDL 2023 | 1 | T+0 | 1D | 100.00 | 104.02 | 3.3000 | 3.3000 |
| 08.37 OD SDL 2022 | 1 | T+0 | 1D | 100.00 | 107.99 | 3.3000 | 3.3000 |
| 08.75 TN SDL 2022 | 1 | T+0 | 1D | 100.00 | 106.63 | 3.3000 | 3.3000 |
| 07.57 CG SDL 2023 | 1 | T+0 | 1D | 95.00 | 102.02 | 3.3000 | 3.3000 |
| 08.10 UP SDL 2025 | 1 | T+0 | 1D | 95.00 | 102.74 | 3.3000 | 3.3000 |
| 08.29 RJ SDL 2025 29 JUL | 1 | T+0 | 1D | 95.00 | 103.69 | 3.2800 | 3.2800 |
| 08.80 WB SDL 2022 | 1 | T+0 | 1D | 92.00 | 98.15 | 3.3000 | 3.3000 |
| 06.22 GS 2035 | 1 | T+0 | 1D | 80.00 | 77.88 | 3.2000 | 3.2000 |
| 07.92 UP SDL 2028 | 1 | T+0 | 1D | 80.00 | 86.47 | 3.3500 | 3.3500 |
| 08.64 PN SDL 2023 | 1 | T+0 | 1D | 80.00 | 85.11 | 3.3000 | 3.3000 |
| 05.28 BR SDL 2023 | 1 | T+0 | 1D | 75.00 | 77.02 | 3.2800 | 3.2800 |
| 08.11 PN SDL 2023 | 1 | T+0 | 1D | 75.00 | 80.80 | 3.2800 | 3.2800 |
| 08.25 AP SDL 2023 | 1 | T+0 | 1D | 75.00 | 81.17 | 3.2800 | 3.2800 |
| 08.72 KL SDL 2024 | 1 | T+0 | 1D | 75.00 | 83.96 | 3.3500 | 3.3500 |
| 08.89 AP SDL 2022 20 SEP | 1 | T+0 | 1D | 75.00 | 81.32 | 3.3000 | 3.3000 |
| 06.92 RJ SDL 2025 | 1 | T+0 | 1D | 70.00 | 74.88 | 3.2800 | 3.2800 |
| 08.27 KL SDL 2025 | 1 | T+0 | 1D | 70.00 | 79.05 | 3.3500 | 3.3500 |
| 08.45 PN UDAY 2023 30 MAR | 1 | T+0 | 1D | 70.00 | 76.33 | 3.3000 | 3.3000 |
| 08.72 TN SDL 2022 | 1 | T+0 | 1D | 70.00 | 71.91 | 3.3500 | 3.3500 |
| 08.76 MH SDL 2022 | 2 | T+0 | 1D | 70.00 | 74.65 | 3.3000 | 3.3321 |
| 06.45 GS 2029 | 3 | T+0 | 1D | 67.00 | 68.91 | 3.1000 | 3.1739 |
| 07.17 GS 2028 | 3 | T+0 | 1D | 65.00 | 68.51 | 1.0000 | 2.4385 |
| 08.09 TS SDL 2025 | 1 | T+0 | 1D | 65.00 | 70.27 | 3.3000 | 3.3000 |
| 07.15 KA SDL 2028 | 2 | T+0 | 1D | 55.00 | 58.06 | 3.3000 | 3.3409 |
| 08.27 RJ UDAY 2023 | 1 | T+0 | 1D | 55.00 | 59.00 | 3.2800 | 3.2800 |
| 06.10 RJ SDL 2026 | 1 | T+0 | 1D | 50.00 | 50.74 | 3.3500 | 3.3500 |
| 06.58 OD SDL 2022 | 1 | T+0 | 1D | 50.00 | 52.06 | 3.3000 | 3.3000 |
| 06.77 TN SDL 2031 | 1 | T+0 | 1D | 50.00 | 50.30 | 3.3500 | 3.3500 |
| 06.92 MH SDL 2022 | 1 | T+0 | 1D | 50.00 | 50.92 | 3.3000 | 3.3000 |
| 06.94 CG SDL 2029 | 1 | T+0 | 1D | 50.00 | 52.12 | 3.3500 | 3.3500 |
| 07.10 MH SDL 2036 | 1 | T+0 | 1D | 50.00 | 50.16 | 3.2800 | 3.2800 |
| 07.20 AS SDL 2030 | 1 | T+0 | 1D | 50.00 | 52.71 | 3.2800 | 3.2800 |
| 08.05 KA SDL 2025 | 1 | T+0 | 1D | 50.00 | 55.72 | 3.3000 | 3.3000 |
| 08.06 AP SDL 2025 | 1 | T+0 | 1D | 50.00 | 55.74 | 3.3000 | 3.3000 |
| 08.06 RJ SDL 2025 | 1 | T+0 | 1D | 50.00 | 55.88 | 3.3000 | 3.3000 |
| 08.06 TN SDL 2025 25 FEB | 1 | T+0 | 1D | 50.00 | 55.74 | 3.2800 | 3.2800 |
| 08.08 UP SDL 2025 11 FEB | 1 | T+0 | 1D | 50.00 | 55.92 | 3.3000 | 3.3000 |
| 08.09 MN SDL 2025 | 1 | T+0 | 1D | 50.00 | 54.06 | 3.3500 | 3.3500 |
| 08.14 KA SDL 2025 | 1 | T+0 | 1D | 50.00 | 55.22 | 3.2800 | 3.2800 |
| 08.14 RJ SDL 2025 | 1 | T+0 | 1D | 50.00 | 55.22 | 3.2800 | 3.2800 |
| 08.16 JH SDL 2025 | 1 | T+0 | 1D | 50.00 | 54.04 | 3.3500 | 3.3500 |
| 08.26 WB SDL 2023 | 1 | T+0 | 1D | 50.00 | 54.12 | 3.2800 | 3.2800 |
| 08.66 MH SDL 2022 | 1 | T+0 | 1D | 50.00 | 51.27 | 3.3500 | 3.3500 |
| 08.91 HR SDL 2022 20 JUN | 1 | T+0 | 1D | 50.00 | 52.65 | 3.3000 | 3.3000 |
| 08.95 MH SDL 2022 | 1 | T+0 | 1D | 50.00 | 53.34 | 3.3500 | 3.3500 |
| 08.69 KA SDL 2022 08 FEB | 1 | T+0 | 1D | 49.00 | 52.30 | 3.3500 | 3.3500 |
| 07.95 GS 2032 | 2 | T+0 | 1D | 45.00 | 51.03 | 3.0000 | 3.0778 |
| 08.59 AP SDL 2023 23 JAN | 1 | T+0 | 1D | 45.00 | 47.74 | 3.3000 | 3.3000 |
| 06.97 TN SDL 2031 28 JUL | 1 | T+0 | 1D | 40.00 | 40.08 | 3.3000 | 3.3000 |
| 07.60 GJ SDL 2026 | 1 | T+0 | 1D | 40.00 | 44.10 | 3.3500 | 3.3500 |
| 08.09 AP SDL 2025 | 1 | T+0 | 1D | 40.00 | 43.25 | 3.3000 | 3.3000 |
| 08.72 MH SDL 2022 | 1 | T+0 | 1D | 40.00 | 41.09 | 3.3000 | 3.3000 |
| 09.12 GJ SDL 2022 | 1 | T+0 | 1D | 40.00 | 42.35 | 3.3500 | 3.3500 |
| 07.08 UP SDL 2031 | 1 | T+0 | 1D | 35.00 | 36.59 | 3.3500 | 3.3500 |
| 07.61 GS 2030 | 2 | T+0 | 1D | 35.00 | 38.18 | 3.0000 | 3.0571 |
| 07.85 TS SDL 2026 | 1 | T+0 | 1D | 35.00 | 37.83 | 3.3500 | 3.3500 |
| 08.48 CG UDAY 2023 | 1 | T+0 | 1D | 35.00 | 38.20 | 3.2800 | 3.2800 |
| 08.15 GOI FCI 2022 | 1 | T+0 | 1D | 33.00 | 35.27 | 3.3000 | 3.3000 |
| 07.68 GS 2023 | 2 | T+0 | 1D | 31.00 | 33.46 | 3.3500 | 3.3500 |
| 08.45 JK UDAY 2023 | 1 | T+0 | 1D | 30.00 | 32.71 | 3.2800 | 3.2800 |
| 08.66 JK SDL 2023 | 1 | T+0 | 1D | 30.00 | 31.92 | 3.3000 | 3.3000 |
| 09.15 GS 2024 | 1 | T+0 | 1D | 30.00 | 34.14 | 3.3000 | 3.3000 |
| 06.67 GS 2050 | 1 | T+0 | 1D | 25.00 | 23.81 | 3.1200 | 3.1200 |
| 07.72 GS 2025 | 1 | T+0 | 1D | 25.00 | 27.25 | 2.8000 | 2.8000 |
| 07.84 MH SDL 2026 | 1 | T+0 | 1D | 25.00 | 27.01 | 3.3500 | 3.3500 |
| 07.86 AS SDL 2022 | 1 | T+0 | 1D | 25.00 | 25.60 | 3.3000 | 3.3000 |
| 08.27 HR SDL 2025 09 DEC | 1 | T+0 | 1D | 25.00 | 27.60 | 3.3500 | 3.3500 |
| 08.27 HR SDL 2025 23 DEC | 1 | T+0 | 1D | 25.00 | 27.53 | 3.3500 | 3.3500 |
| 08.39 RJ UDAY 2023 | 1 | T+0 | 1D | 25.00 | 27.31 | 3.3000 | 3.3000 |
| 08.45 GJ SDL 2023 | 1 | T+0 | 1D | 25.00 | 27.65 | 3.3000 | 3.3000 |
| 08.58 PN SDL 2023 | 1 | T+0 | 1D | 25.00 | 26.92 | 3.3000 | 3.3000 |
| 08.65 KA SDL 2022 | 1 | T+0 | 1D | 25.00 | 25.63 | 3.3500 | 3.3500 |
| 08.79 PN SDL 2022 | 1 | T+0 | 1D | 25.00 | 26.67 | 3.3000 | 3.3000 |
| 09.25 HR SDL 2023 09 OCT | 1 | T+0 | 1D | 25.00 | 27.96 | 3.3000 | 3.3000 |
| 09.35 WB SDL 2023 09 OCT | 1 | T+0 | 1D | 25.00 | 28.02 | 3.3000 | 3.3000 |
| 08.20 GS 2025 | 2 | T+0 | 1D | 20.00 | 22.46 | 3.0000 | 3.0125 |
| 08.33 GS 2026 | 1 | T+0 | 1D | 20.00 | 22.18 | 3.0500 | 3.0500 |
| 08.35 GS 2022 | 1 | T+0 | 1D | 20.00 | 21.10 | 3.3500 | 3.3500 |
| 08.10 GA SDL 2025 | 1 | T+0 | 1D | 15.00 | 16.54 | 3.3500 | 3.3500 |
| 08.28 GS 2027 | 2 | T+0 | 1D | 15.00 | 17.10 | 3.0000 | 3.0000 |
| 08.60 BR SDL 2026 | 1 | T+0 | 1D | 15.00 | 17.11 | 3.3500 | 3.3500 |
| 08.92 KA SDL 2022 | 1 | T+0 | 1D | 15.00 | 16.00 | 3.3500 | 3.3500 |
| 08.99 GJ SDL 2022 | 1 | T+0 | 1D | 15.00 | 15.99 | 3.3500 | 3.3500 |
| 08.17 GS 2044 | 1 | T+0 | 1D | 12.00 | 13.66 | 3.3500 | 3.3500 |
| 08.26 GS 2027 | 1 | T+0 | 1D | 12.00 | 13.26 | 3.0500 | 3.0500 |
| 08.15 GS 2022 | 1 | T+0 | 1D | 10.00 | 10.48 | 3.3500 | 3.3500 |
| 08.26 MH SDL 2025 23 DEC | 1 | T+0 | 1D | 10.00 | 11.01 | 3.3500 | 3.3500 |
| 07.27 GS 2026 | 1 | T+0 | 1D | 4.00 | 4.33 | 3.0500 | 3.0500 |
| 08.24 GS 2027 | 1 | T+0 | 1D | 4.00 | 4.57 | 3.0000 | 3.0000 |
| Total | 210 | 17733.00 | 18233.79 | |
| TREP/060821 | T+0 | 1D | 3.20 | 3.20 | 3.11 | 3.14 | 3.16 | 95 | 36225.00 |
| Total | 95 | 36225.00 |
| 06.64 GS 2035 | 97 | 1095.0000 | 98.5600 | 6.8008 |
| 05.63 GS 2026 | 75 | 615.0000 | 99.6700 | 5.7090 |
| 07.59 GS 2026 | 3 | 30.0000 | 107.1000 | 5.7502 |
| 06.10 GS 2031 | 2 | 15.0000 | 99.3025 | 6.1943 |
| 07.27 GS 2026 | 1 | 10.0000 | 105.8500 | 5.8191 |
| Total | 178 | 1765.0000 | | |
| SPOT | 74.1500 | 74.2100 | 74.1500 | 74.2100 | 74.1950 | 0.0150 |
| C-SPOT | 74.2025 | 74.2025 | 74.2025 | 74.2025 | 74.1950 | 0.0075 |
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