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Market Rates
As on Jan 17 2020 5:01PM
| Market | Open | High | Low | LTR | Volume (Crs.) | WAR | Prev. Day WAR | Prev. Day Vol (Crs.) |
| CALL | 5.25 | 5.25 | 3.50 | 5.00 | 14746.36 | 5.02 | 4.95 | 8438.14 |
| TREP | 4.86 | 5.12 | 4.86 | 4.92 | 195378.30 | 4.98 | 4.88 | 183343.65 |
| REPO | 4.50 | 5.15 | 0.01 | 5.05 | 67685.55 | 4.54 | 4.61 | 67144.04 |
| Money Market | 277810.21 | 4.87 | 4.82 | 258925.83 |
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
| 3D | T + 0 | 20/01/2020 | 85 | 10866.50 | 5.25 | 5.25 | 4.90 | 5.00 | 5.0844 |
| O/N | T + 0 | 18/01/2020 | 5 | 470.00 | 5.25 | 5.25 | 4.80 | 4.80 | 4.9989 |
| 17D | T + 0 | 03/02/2020 | 2 | 200.00 | 5.50 | 5.50 | 5.50 | 5.50 | 5.5000 |
| 18D | T + 0 | 04/02/2020 | 2 | 40.00 | 5.50 | 5.50 | 5.50 | 5.50 | 5.5000 |
| 28D | T + 0 | 14/02/2020 | 2 | 15.00 | 5.45 | 5.45 | 5.45 | 5.45 | 5.4500 |
| Total | 96 | 11591.50 | |
| CG LIQUID UPTO 1 YR | 17 | T+0 | 3D | 6025.89 | 5881.25 | 4.9500 | 4.9680 |
| FRB | 11 | T+0 | 3D | 5453.94 | 5482.95 | 4.9700 | 4.9709 |
| CG LIQUID 1 TO 3 YR | 14 | T+0 | 3D | 4066.94 | 3874.25 | 4.9800 | 4.9605 |
| CASH MGT. BILLS | 10 | T+0 | 3D | 3677.93 | 3708.66 | 5.1000 | 4.9701 |
| TBILLS 364 DTB | 15 | T+0 | 3D | 2969.95 | 3069.68 | 4.9500 | 4.9582 |
| CG LIQUID 3 TO 5 YR | 12 | T+0 | 3D | 2203.92 | 2054.98 | 4.9500 | 4.9526 |
| CG LIQUID 10 TO 20YR | 7 | T+0 | 3D | 1057.97 | 975.56 | 4.9800 | 4.9751 |
| CG LIQUID 5 TO 10 YR | 9 | T+0 | 3D | 543.96 | 526.84 | 5.0000 | 4.9884 |
| TBILLS 182 DTB | 5 | T+0 | 3D | 451.99 | 461.68 | 4.9800 | 4.9721 |
| TBILLS 91 DTB | 1 | T+0 | 3D | 149.99 | 151.72 | 5.1500 | 5.1500 |
| CG LIQUID ABV 20 YR | 2 | T+0 | 3D | 62.99 | 58.88 | 5.0500 | 5.0500 |
| Total | 103 | 26665.47 | 26246.45 | |
| 06.45 GS 2029 | 1 | T+0 | 1D | 340.00 | 342.37 | 1.0000 | 1.0000 |
| 06.45 GS 2029 | 71 | T+0 | 3D | 7554.00 | 7606.63 | 0.2500 | 1.1744 |
| 07.27 GS 2026 | 16 | T+0 | 3D | 1326.00 | 1392.29 | 4.6000 | 4.5673 |
| 08.15 GS 2022 | 3 | T+0 | 3D | 1110.00 | 1170.11 | 5.0000 | 5.0000 |
| 07.32 GS 2024 | 11 | T+0 | 3D | 915.00 | 974.81 | 4.8000 | 4.8328 |
| 08.27 GS 2020 | 2 | T+0 | 3D | 800.00 | 816.78 | 4.9500 | 4.9500 |
| 06.10 KA SDL 2021 | 3 | T+0 | 3D | 735.00 | 739.39 | 5.0000 | 5.0000 |
| 07.26 GS 2029 | 14 | T+0 | 3D | 720.00 | 738.22 | 4.8000 | 4.6215 |
| 07.57 GS 2033 | 9 | T+0 | 3D | 690.00 | 722.47 | 4.6000 | 4.7430 |
| 07.13 MP SDL 2021 | 2 | T+0 | 3D | 600.00 | 622.15 | 5.0500 | 5.0500 |
| 07.80 GS 2021 | 3 | T+0 | 3D | 579.00 | 605.63 | 5.0000 | 5.0000 |
| 08.20 GS 2022 | 1 | T+0 | 3D | 400.00 | 431.22 | 5.0000 | 5.0000 |
| 07.61 GS 2030 | 7 | T+0 | 3D | 375.00 | 396.27 | 4.7000 | 4.6813 |
| 07.64 CG SDL 2021 | 1 | T+0 | 3D | 372.00 | 379.73 | 5.0500 | 5.0500 |
| 07.59 AP SDL 2021 | 1 | T+0 | 3D | 370.00 | 392.07 | 5.0500 | 5.0500 |
| 06.97 GS 2026 | 1 | T+0 | 3D | 345.00 | 357.31 | 4.9500 | 4.9500 |
| 07.37 GS 2023 | 5 | T+0 | 3D | 335.00 | 351.66 | 4.5000 | 4.8119 |
| 08.72 TN SDL 2022 | 2 | T+0 | 3D | 295.00 | 309.48 | 5.0500 | 5.0381 |
| 08.18 HP SDL 2020 | 1 | T+0 | 3D | 263.00 | 267.31 | 5.0500 | 5.0500 |
| 08.39 AP SDL 2020 | 1 | T+0 | 3D | 236.00 | 243.52 | 5.0500 | 5.0500 |
| 07.06 GS 2046 | 5 | T+0 | 3D | 205.00 | 207.71 | 4.5000 | 4.5324 |
| 08.69 GJ SDL 2022 | 3 | T+0 | 3D | 205.00 | 222.71 | 5.0500 | 5.0134 |
| 07.43 CG SDL 2022 | 1 | T+0 | 3D | 200.00 | 210.09 | 5.0500 | 5.0500 |
| 08.79 GS 2021 | 1 | T+0 | 3D | 200.00 | 212.89 | 4.3500 | 4.3500 |
| GOI FRB 2020 | 1 | T+0 | 3D | 200.00 | 200.28 | 5.0500 | 5.0500 |
| 08.33 RJ SDL 2021 | 1 | T+0 | 3D | 195.00 | 202.63 | 5.0500 | 5.0500 |
| 08.75 TN SDL 2022 | 2 | T+0 | 3D | 185.00 | 200.72 | 5.0500 | 5.0230 |
| 07.56 AP SDL 2021 | 2 | T+0 | 3D | 180.00 | 189.10 | 5.0500 | 5.0431 |
| 08.34 MH SDL 2020 | 1 | T+0 | 3D | 180.00 | 187.06 | 5.0500 | 5.0500 |
| 08.57 WB SDL 2020 | 1 | T+0 | 3D | 176.00 | 182.78 | 5.0500 | 5.0500 |
| 07.86 AS SDL 2022 | 2 | T+0 | 3D | 175.00 | 181.12 | 5.0500 | 5.0500 |
| 08.53 MH SDL 2020 | 1 | T+0 | 3D | 168.00 | 173.86 | 5.0500 | 5.0500 |
| 06.84 GS 2022 | 4 | T+0 | 3D | 160.00 | 163.70 | 4.7000 | 4.7000 |
| 08.35 GS 2022 | 1 | T+0 | 3D | 159.00 | 169.18 | 5.0000 | 5.0000 |
| 06.92 MH SDL 2022 | 2 | T+0 | 3D | 150.00 | 152.33 | 5.0000 | 5.0000 |
| 08.38 HP SDL 2020 | 1 | T+0 | 3D | 145.00 | 149.61 | 5.0500 | 5.0500 |
| 08.51 GJ SDL 2021 | 2 | T+0 | 3D | 145.00 | 154.23 | 5.0500 | 5.0172 |
| 08.79 MH SDL 2021 | 1 | T+0 | 3D | 145.00 | 152.90 | 5.0500 | 5.0500 |
| 07.46 PN SDL 2027 | 1 | T+0 | 3D | 140.00 | 145.22 | 5.0500 | 5.0500 |
| 08.72 AP SDL 2022 | 2 | T+0 | 3D | 140.00 | 146.87 | 5.0000 | 5.0000 |
| 07.95 GS 2032 | 2 | T+0 | 3D | 134.00 | 147.19 | 5.0000 | 4.9515 |
| 06.18 GS 2024 | 3 | T+0 | 3D | 130.00 | 130.39 | 4.7000 | 4.5615 |
| 08.52 KA SDL 2020 | 1 | T+0 | 3D | 126.00 | 130.39 | 5.0500 | 5.0500 |
| 08.39 UP SDL 2020 | 1 | T+0 | 3D | 125.00 | 129.93 | 5.0500 | 5.0500 |
| 08.08 OD SDL 2020 | 1 | T+0 | 3D | 124.00 | 128.01 | 5.0500 | 5.0500 |
| 08.73 MP SDL 2022 | 1 | T+0 | 3D | 124.00 | 135.18 | 5.0500 | 5.0500 |
| 08.78 GJ SDL 2021 | 1 | T+0 | 3D | 120.00 | 126.51 | 5.0000 | 5.0000 |
| 07.73 GS 2034 | 3 | T+0 | 3D | 115.00 | 122.45 | 4.5000 | 4.6304 |
| 08.51 MH SDL 2021 | 2 | T+0 | 3D | 115.00 | 122.32 | 5.0500 | 5.0217 |
| 08.66 TN SDL 2022 | 1 | T+0 | 3D | 111.00 | 120.82 | 5.0000 | 5.0000 |
| 07.18 MP SDL 2022 | 2 | T+0 | 3D | 110.00 | 114.61 | 5.0500 | 5.0205 |
| 07.17 GS 2028 | 3 | T+0 | 3D | 109.00 | 110.81 | 5.0000 | 4.8046 |
| 08.92 TN SDL 2022 | 1 | T+0 | 3D | 105.00 | 114.07 | 5.0000 | 5.0000 |
| 07.47 UP SDL 2027 | 1 | T+0 | 3D | 100.00 | 103.95 | 5.0500 | 5.0500 |
| 07.62 OD SDL 2021 | 1 | T+0 | 3D | 100.00 | 104.65 | 5.0500 | 5.0500 |
| 08.39 RJ UDAY 2020 | 1 | T+0 | 3D | 100.00 | 103.36 | 5.0500 | 5.0500 |
| 08.44 MP SDL 2020 | 2 | T+0 | 3D | 100.00 | 103.27 | 5.0500 | 5.0500 |
| 08.51 PN SDL 2023 | 1 | T+0 | 3D | 100.00 | 108.75 | 5.0000 | 5.0000 |
| 08.66 MH SDL 2022 | 3 | T+0 | 3D | 100.00 | 108.85 | 5.0500 | 5.0325 |
| 08.97 AP SDL 2022 | 1 | T+0 | 3D | 100.00 | 108.75 | 5.0000 | 5.0000 |
| 08.97 BR SDL 2022 | 1 | T+0 | 3D | 100.00 | 107.91 | 5.0500 | 5.0500 |
| 08.32 HR SDL 2020 | 1 | T+0 | 3D | 98.00 | 101.83 | 5.0500 | 5.0500 |
| 07.50 GS 2034 | 2 | T+0 | 3D | 95.00 | 101.71 | 4.6500 | 4.6500 |
| 08.29 RJ SDL 2025JUL | 1 | T+0 | 3D | 95.00 | 104.32 | 5.0500 | 5.0500 |
| 06.79 GS 2027 | 4 | T+0 | 3D | 93.00 | 93.67 | 4.5000 | 4.5000 |
| 07.52 HP SDL 2022 | 1 | T+0 | 3D | 90.00 | 94.98 | 5.0500 | 5.0500 |
| 08.26 GS 2027 | 1 | T+0 | 3D | 90.00 | 100.61 | 4.6500 | 4.6500 |
| 08.50 GJ SDL 2028 | 1 | T+0 | 3D | 90.00 | 98.37 | 5.0500 | 5.0500 |
| 08.48 AP SDL 2020 | 1 | T+0 | 3D | 85.00 | 88.12 | 5.0500 | 5.0500 |
| 08.65 KA SDL 2022 | 1 | T+0 | 3D | 85.00 | 92.50 | 5.0500 | 5.0500 |
| 08.66 WB SDL 2022 | 1 | T+0 | 3D | 85.00 | 92.52 | 5.0500 | 5.0500 |
| 08.72 BR SDL 2022 | 2 | T+0 | 3D | 85.00 | 92.64 | 5.1000 | 5.0559 |
| 08.39 TN SDL 2020 | 1 | T+0 | 3D | 80.00 | 83.79 | 5.0000 | 5.0000 |
| 08.10 WB SDL 2025MAR | 1 | T+0 | 3D | 75.00 | 80.88 | 5.0500 | 5.0500 |
| 08.75 KL SDL 2022 | 1 | T+0 | 3D | 75.00 | 81.37 | 5.0000 | 5.0000 |
| 08.66 MH SDL 2021 | 1 | T+0 | 3D | 72.00 | 77.00 | 5.0000 | 5.0000 |
| 06.57 GS 2033 | 5 | T+0 | 3D | 70.00 | 67.46 | 4.5000 | 4.5000 |
| 06.92 RJ SDL 2025 | 1 | T+0 | 3D | 70.00 | 71.51 | 5.0000 | 5.0000 |
| 08.36 PN SDL 2021 | 1 | T+0 | 3D | 70.00 | 73.68 | 5.0000 | 5.0000 |
| 08.42 TN SDL 2020 | 1 | T+0 | 3D | 70.00 | 73.50 | 5.0000 | 5.0000 |
| 08.68 GJ SDL 2021 | 1 | T+0 | 3D | 70.00 | 73.39 | 5.0500 | 5.0500 |
| 08.76 MH SDL 2022 | 2 | T+0 | 3D | 70.00 | 75.97 | 5.0500 | 5.0321 |
| 07.40 GS 2035 | 4 | T+0 | 3D | 65.00 | 68.57 | 4.5100 | 4.5015 |
| 07.88 GS 2030 | 1 | T+0 | 3D | 65.00 | 70.74 | 4.7000 | 4.7000 |
| 08.44 SK SDL 2020 | 1 | T+0 | 3D | 65.00 | 67.58 | 5.0500 | 5.0500 |
| 07.62 MH SDL 2021 | 2 | T+0 | 3D | 64.00 | 66.97 | 5.0000 | 5.0000 |
| 08.21 RJ UDAY 2020 | 2 | T+0 | 3D | 60.00 | 61.79 | 5.0500 | 5.0208 |
| 08.38 WB SDL 2020 | 1 | T+0 | 3D | 60.00 | 62.70 | 5.0500 | 5.0500 |
| 08.80 WB SDL 2022 | 1 | T+0 | 3D | 60.00 | 65.17 | 5.0000 | 5.0000 |
| GOI FRB 2024 | 1 | T+0 | 3D | 60.00 | 58.98 | 5.0000 | 5.0000 |
| 08.28 WB SDL 2020 | 1 | T+0 | 3D | 59.00 | 60.41 | 5.0500 | 5.0500 |
| 06.81 MH SDL 2020 | 1 | T+0 | 3D | 50.00 | 51.23 | 5.0500 | 5.0500 |
| 06.81 MH SDL 2020NOV | 1 | T+0 | 3D | 50.00 | 51.10 | 5.0500 | 5.0500 |
| 07.93 CG SDL 2024 | 1 | T+0 | 3D | 50.00 | 53.77 | 5.0500 | 5.0500 |
| 08.05 KA SDL 2025 | 1 | T+0 | 3D | 50.00 | 53.96 | 5.0500 | 5.0500 |
| 08.06 AP SDL 2025 | 1 | T+0 | 3D | 50.00 | 53.98 | 5.0500 | 5.0500 |
| 08.06 TN SDL 2025 | 1 | T+0 | 3D | 50.00 | 53.98 | 5.0000 | 5.0000 |
| 08.14 KA SDL 2025 | 1 | T+0 | 3D | 50.00 | 53.36 | 5.0500 | 5.0500 |
| 08.14 RJ SDL 2025 | 1 | T+0 | 3D | 50.00 | 53.36 | 5.0500 | 5.0500 |
| 08.32 PN SDL 2020 | 1 | T+0 | 3D | 50.00 | 52.62 | 5.0500 | 5.0500 |
| 08.51 KL SDL 2021 | 1 | T+0 | 3D | 50.00 | 53.18 | 5.0000 | 5.0000 |
| 08.56 TN SDL 2021 | 1 | T+0 | 3D | 50.00 | 52.09 | 5.0000 | 5.0000 |
| 08.58 GJ SDL 2023 | 1 | T+0 | 3D | 50.00 | 54.91 | 5.0500 | 5.0500 |
| 08.71 HR SDL 2022 | 1 | T+0 | 3D | 50.00 | 54.48 | 5.0500 | 5.0500 |
| 08.96 PN SDL 2022 | 1 | T+0 | 3D | 50.00 | 54.36 | 5.0500 | 5.0500 |
| 09.23 GJ SDL 2022 | 1 | T+0 | 3D | 50.00 | 54.45 | 5.0500 | 5.0500 |
| 09.36 WB SDL 2022 | 1 | T+0 | 3D | 50.00 | 54.60 | 5.0500 | 5.0500 |
| 08.69 KA SDL 2022FEB | 1 | T+0 | 3D | 49.00 | 53.23 | 5.0500 | 5.0500 |
| 08.35 GJ SDL 2020 | 1 | T+0 | 3D | 45.00 | 46.91 | 5.0500 | 5.0500 |
| 08.35 RJ SDL 2020 | 1 | T+0 | 3D | 45.00 | 46.91 | 5.0500 | 5.0500 |
| 08.37 OD SDL 2022 | 1 | T+0 | 3D | 45.00 | 48.60 | 5.0500 | 5.0500 |
| 08.39 NL SDL 2020 | 1 | T+0 | 3D | 45.00 | 46.78 | 5.0500 | 5.0500 |
| 08.62 PN SDL 2021 | 1 | T+0 | 3D | 45.00 | 48.21 | 5.0500 | 5.0500 |
| 08.68 BR SDL 2023 | 1 | T+0 | 3D | 45.00 | 47.75 | 5.0500 | 5.0500 |
| 08.42 KA SDL 2020 | 1 | T+0 | 3D | 40.00 | 41.49 | 5.0000 | 5.0000 |
| 08.48 MH SDL 2020 | 1 | T+0 | 3D | 40.00 | 41.47 | 5.0500 | 5.0500 |
| 08.70 KL SDL 2022 | 1 | T+0 | 3D | 40.00 | 43.58 | 5.0500 | 5.0500 |
| 08.72 MH SDL 2022 | 1 | T+0 | 3D | 40.00 | 41.96 | 5.0000 | 5.0000 |
| 08.25 UP UDAY 2020 | 1 | T+0 | 3D | 35.00 | 36.08 | 5.0000 | 5.0000 |
| 08.40 GA SDL 2026 | 1 | T+0 | 3D | 35.00 | 38.70 | 5.0500 | 5.0500 |
| 08.74 RJ SDL 2022 | 1 | T+0 | 3D | 35.00 | 36.73 | 5.0500 | 5.0500 |
| 08.83 HP SDL 2021 | 1 | T+0 | 3D | 35.00 | 36.93 | 5.0000 | 5.0000 |
| 07.68 GS 2023 | 1 | T+0 | 3D | 34.00 | 35.64 | 5.0000 | 5.0000 |
| 08.56 GJ SDL 2021 | 1 | T+0 | 3D | 33.00 | 34.38 | 5.0000 | 5.0000 |
| 08.59 TN SDL 2021 | 1 | T+0 | 3D | 33.00 | 34.48 | 5.0000 | 5.0000 |
| 08.46 GJ SDL 2021 | 1 | T+0 | 3D | 32.00 | 33.93 | 5.0500 | 5.0500 |
| 07.86 UP SDL 2026 | 1 | T+0 | 3D | 30.00 | 31.22 | 5.0500 | 5.0500 |
| 08.39 UP SDL 2020SEP | 1 | T+0 | 3D | 29.00 | 30.31 | 5.0500 | 5.0500 |
| 07.35 GS 2024 | 2 | T+0 | 3D | 25.00 | 25.89 | 4.8000 | 4.8000 |
| 07.42 PN SDL 2027 | 1 | T+0 | 3D | 25.00 | 25.98 | 5.0500 | 5.0500 |
| 08.38 GJ SDL 2020 | 1 | T+0 | 3D | 25.00 | 26.12 | 5.0000 | 5.0000 |
| 08.50 KL SDL 2021 | 1 | T+0 | 3D | 25.00 | 26.65 | 5.0000 | 5.0000 |
| 08.50 MH SDL 2021 | 1 | T+0 | 3D | 25.00 | 26.65 | 5.0000 | 5.0000 |
| 08.72 AP SDL 2023 | 1 | T+0 | 3D | 25.00 | 27.49 | 4.9500 | 4.9500 |
| 08.79 GJ SDL 2022 | 1 | T+0 | 3D | 25.00 | 26.99 | 5.0500 | 5.0500 |
| 09.17 HR SDL 2022 | 1 | T+0 | 3D | 25.00 | 27.13 | 5.0500 | 5.0500 |
| 07.48 CG SDL 2022 | 1 | T+0 | 3D | 20.00 | 21.06 | 5.0500 | 5.0500 |
| 08.13 GS 2022 | 1 | T+0 | 3D | 20.00 | 21.48 | 4.7000 | 4.7000 |
| 08.31 GJ SDL 2020 | 1 | T+0 | 3D | 20.00 | 20.78 | 5.0500 | 5.0500 |
| 08.59 AP SDL 2023 | 1 | T+0 | 3D | 20.00 | 21.97 | 5.0500 | 5.0500 |
| 08.60 GS 2028 | 1 | T+0 | 3D | 20.00 | 22.25 | 4.7000 | 4.7000 |
| 08.94 GJ SDL 2022 | 1 | T+0 | 3D | 20.00 | 21.74 | 5.0500 | 5.0500 |
| 08.97 KL SDL 2022 | 1 | T+0 | 3D | 20.00 | 21.72 | 5.0500 | 5.0500 |
| 07.48 KA SDL 2020 | 1 | T+0 | 3D | 19.00 | 19.41 | 5.0500 | 5.0500 |
| 07.16 GS 2023 | 1 | T+0 | 3D | 5.00 | 5.18 | 4.8000 | 4.8000 |
| 08.24 GS 2027 | 1 | T+0 | 3D | 5.00 | 5.55 | 4.8000 | 4.8000 |
| 07.62 GS 2039 | 1 | T+0 | 3D | 1.00 | 1.08 | 4.5000 | 4.5000 |
| Total | 325 | 28412.00 | 29455.15 | |
| 08.15GS11JUN2022P | 5 | T+0 | 3D | 2220.0000 | 1925.8589 |
| 07.80GS11APR2021P | 3 | T+0 | 3D | 1500.0000 | 1400.9445 |
| 07.94GS24MAY2021P | 2 | T+0 | 3D | 1000.0000 | 927.2530 |
| 08.20GS15FEB2022P | 2 | T+0 | 3D | 1000.0000 | 886.0850 |
| 11.60GS27DEC2020P | 2 | T+0 | 3D | 1000.0000 | 950.0330 |
| 091 DTB 09042020 | 4 | T+0 | 3D | 859.5000 | 849.7266 |
| 08.79GS08NOV2021P | 2 | T+0 | 3D | 750.0000 | 676.3313 |
| 08.35 GS 2022 | 3 | T+0 | 3D | 670.6500 | 713.5800 |
| 07.80 GS 2021 | 3 | T+0 | 3D | 660.6000 | 690.9876 |
| 06.65 GS 2020 | 2 | T+0 | 3D | 585.0000 | 597.2866 |
| 07.95 GS 2032 | 1 | T+0 | 3D | 454.2500 | 499.5368 |
| 07.32 GS 2024 | 1 | T+0 | 3D | 390.0000 | 415.4917 |
| 06.89 RJ SDL 2025 | 1 | T+0 | 3D | 295.0000 | 300.4619 |
| 08.44 MP SDL 2020 | 1 | T+0 | 3D | 275.0000 | 283.9975 |
| 06.50 OD SDL 2023 | 1 | T+0 | 3D | 250.0000 | 250.5194 |
| 07.26 GS 2029 | 1 | T+0 | 3D | 205.0000 | 210.4540 |
| 08.80 BR SDL 2021 | 1 | T+0 | 3D | 190.0000 | 200.3798 |
| 08.35GS14MAY2022P | 1 | T+0 | 3D | 160.0000 | 139.4966 |
| 07.99 PN SDL 2021 | 1 | T+0 | 3D | 155.0000 | 160.4292 |
| 06.88 RJ SDL 2024 | 1 | T+0 | 3D | 150.0000 | 153.2632 |
| 07.55 MH SDL 2021 | 1 | T+0 | 3D | 130.0000 | 135.7496 |
| 08.15 RJ SDL 2021 | 1 | T+0 | 3D | 100.0000 | 104.1600 |
| 06.45 GS 2029 | 2 | T+0 | 3D | 90.0000 | 90.6270 |
| 07.00 GS 2021 | 1 | T+0 | 3D | 87.0000 | 91.1953 |
| 07.61 GS 2030 | 1 | T+0 | 3D | 75.0000 | 79.2506 |
| 364 DTB 28052020 | 1 | T+0 | 3D | 61.1000 | 59.9941 |
| 08.24 GS 2027 | 1 | T+0 | 3D | 54.0000 | 59.9395 |
| Total | 46 | 13367.1000 | 12853.0327 |
| TREP/200120 | T+0 | 3D | 4.86 | 5.12 | 4.86 | 4.92 | 4.98 | 893 | 195378.30 |
| TREP/180120 | T+0 | 1D | 4.50 | 5.25 | 4.00 | 4.30 | 4.79 | 53 | 2018.00 |
| TREP/200120 | T+1 | 2D | 5.00 | 5.05 | 4.50 | 4.95 | 4.94 | 22 | 1202.10 |
| TREP/210120 | T+0 | 4D | 5.05 | 5.05 | 4.80 | 4.80 | 5.01 | 2 | 600.00 |
| Total | 970 | 199198.40 |
| 06.45 GS 2029 | 1510 | 14105.0000 | 98.7400 | 6.6262 |
| 07.57 GS 2033 | 578 | 6925.0000 | 104.4650 | 7.0486 |
| 07.32 GS 2024 | 296 | 4575.0000 | 103.1975 | 6.4050 |
| 07.26 GS 2029 | 270 | 3010.0000 | 102.6900 | 6.8537 |
| 07.27 GS 2026 | 218 | 2690.0000 | 103.2200 | 6.6267 |
| 07.95 GS 2032 | 77 | 1575.0000 | 106.9800 | 7.1014 |
| 07.37 GS 2023 | 48 | 710.0000 | 103.1700 | 6.2684 |
| 07.17 GS 2028 | 27 | 535.0000 | 101.7700 | 6.8771 |
| 06.18 GS 2024 | 30 | 315.0000 | 99.1100 | 6.3958 |
| 08.24 GS 2033 | 8 | 280.0000 | 109.7450 | 7.1179 |
| 08.20 GS 2022 | 11 | 235.0000 | 104.2800 | 5.9671 |
| 06.97 GS 2026 | 4 | 230.0000 | 101.0900 | 6.7611 |
| 07.88 GS 2030 | 16 | 180.0000 | 106.5000 | 6.9745 |
| 08.15 GS 2026 | 15 | 145.0000 | 107.0000 | 6.8491 |
| 08.27 GS 2020 | 4 | 140.0000 | 101.1100 | 5.2841 |
| 07.72 GS 2025 | 4 | 110.0000 | 104.8000 | 6.6360 |
| 06.17 GS 2021 | 3 | 110.0000 | 100.6000 | 5.7422 |
| 08.24 GS 2027 | 14 | 85.0000 | 107.6000 | 6.8636 |
| 06.84 GS 2022 | 6 | 80.0000 | 101.7650 | 6.1662 |
| 06.79 GS 2029 | 8 | 70.0000 | 99.3000 | 6.8875 |
| 06.57 GS 2033 | 11 | 60.0000 | 95.8150 | 7.0464 |
| 07.50 GS 2034 | 2 | 50.0000 | 103.5400 | 7.1051 |
| 07.06 GS 2046 | 7 | 40.0000 | 99.6200 | 7.0906 |
| 07.73 GS 2034 | 2 | 40.0000 | 105.6000 | 7.1136 |
| 08.12 GS 2020 | 2 | 40.0000 | 102.3100 | 5.4123 |
| 07.59 GS 2029 | 4 | 35.0000 | 104.6000 | 6.9023 |
| 07.59 GS 2026 | 3 | 35.0000 | 104.1000 | 6.7443 |
| 06.45 GS 2029 | 16 | 34.9560 | 98.8400 | 6.6119 |
| 07.16 GS 2023 | 6 | 30.0000 | 102.4000 | 6.3457 |
| 07.72 GS 2049 | 3 | 30.0000 | 106.9500 | 7.1501 |
| 08.15 GS 2022 | 5 | 25.0000 | 104.5500 | 6.0727 |
| 07.80 GS 2021 | 1 | 25.0000 | 102.4000 | 5.7316 |
| 08.28 GS 2027 | 3 | 15.0000 | 108.1800 | 6.8866 |
| 07.00 GS 2021 | 3 | 15.0000 | 101.4500 | 5.4938 |
| 07.62 GS 2039 | 2 | 15.0000 | 105.1000 | 7.1322 |
| 07.63 GS 2059 | 2 | 10.0000 | 106.4200 | 7.1400 |
| 06.65 GS 2020 | 1 | 10.0000 | 100.2750 | 5.2901 |
| 07.68 GS 2023 | 1 | 10.0000 | 104.2000 | 6.4429 |
| 07.06 GS 2046 | 6 | 9.5000 | 99.9500 | 7.0629 |
| 06.79 GS 2029 | 7 | 7.0000 | 99.6200 | 6.8424 |
| 08.13 GS 2045 | 2 | 6.0000 | 110.7700 | 7.1999 |
| 08.28 GS 2027 | 2 | 5.0000 | 108.0300 | 6.9109 |
| 08.33 GS 2026 | 1 | 5.0000 | 107.6000 | 6.8551 |
| 08.83 GS 2041 | 1 | 5.0000 | 117.9400 | 7.1899 |
| 06.79 GS 2027 | 1 | 5.0000 | 99.7900 | 6.8246 |
| 06.68 GS 2031 | 3 | 4.0000 | 98.0000 | 6.9313 |
| 08.83 GS 2041 | 1 | 2.8000 | 117.9400 | 7.1899 |
| 07.16 GS 2023 | 4 | 1.5500 | 102.2500 | 6.3956 |
| 08.24 GS 2027 | 1 | 1.3280 | 107.6500 | 6.8550 |
| 07.80 GS 2020 | 1 | 1.0500 | 100.4000 | 6.2982 |
| 06.57 GS 2033 | 1 | 1.0000 | 96.0000 | 7.0247 |
| 06.79 GS 2027 | 1 | 1.0000 | 99.8000 | 6.8229 |
| 07.50 GS 2034 | 2 | 0.5000 | 103.1000 | 7.1531 |
| 08.20 GS 2025 | 1 | 0.4000 | 106.6500 | 6.7666 |
| 07.72 GS 2025 | 1 | 0.4000 | 103.7400 | 6.8693 |
| 09.20 GS 2030 | 1 | 0.1620 | 114.7300 | 7.1990 |
| 07.48 KL SDL 2032 | 5 | 50.0000 | 101.8275 | 7.2549 |
| 07.62 GJ SDL 2027 | 2 | 50.0000 | 102.3100 | 7.2239 |
| 07.17 PN SDL 2030 | 2 | 20.0000 | 99.6000 | 7.2264 |
| 07.17 TN SDL 2029 | 3 | 15.0000 | 99.7700 | 7.2011 |
| 07.27 MH SDL 2030 | 2 | 10.0000 | 100.8800 | 7.1450 |
| 07.14 KA SDL 2029DEC | 2 | 10.0000 | 99.6800 | 7.1845 |
| 07.77 AP SDL 2028 | 2 | 10.0000 | 103.2850 | 7.2202 |
| 08.37 JK SDL 2029 | 1 | 10.0000 | 107.4700 | 7.2323 |
| 07.48 KL SDL 2032 | 2 | 8.0000 | 101.7900 | 7.2595 |
| 08.42 MP SDL 2028 | 1 | 5.0000 | 107.4900 | 7.2292 |
| 08.84 AP SDL 2022 | 1 | 4.1440 | 105.3000 | 6.5036 |
| 07.14 KA SDL 2029DEC | 1 | 3.6250 | 99.6300 | 7.1917 |
| 08.88 GJ SDL 2022 | 1 | 3.5620 | 105.1500 | 6.5014 |
| 07.17 PN SDL 2030 | 1 | 3.1500 | 99.7400 | 7.2065 |
| 07.17 TN SDL 2029 | 3 | 2.0000 | 99.9000 | 7.1825 |
| 07.61 MP SDL 2029 | 1 | 2.0000 | 102.6800 | 7.2107 |
| 07.59 HR SDL 2027 | 1 | 2.0000 | 101.8500 | 7.2494 |
| 08.28 TN SDL 2028MAR | 2 | 1.2000 | 106.3600 | 7.2311 |
| 08.15 TN SDL 2028 | 1 | 1.0000 | 105.9100 | 7.1896 |
| 08.43 AP SDL 2030 | 1 | 0.9000 | 108.9900 | 7.2207 |
| 08.04 MH SDL 2025 | 1 | 0.8000 | 103.9500 | 7.1003 |
| 08.80 KL SDL 2022 | 1 | 0.7000 | 105.2000 | 6.7005 |
| 08.35 GJ SDL 2029 | 1 | 0.5130 | 106.8925 | 7.3002 |
| 09.09 MH SDL 2021 | 1 | 0.3000 | 104.1100 | 6.5510 |
| 08.30 GJ SDL 2029MAR | 1 | 0.0660 | 106.5725 | 7.3002 |
| 070 DCMB 17032020 | 12 | 1445.0000 | 99.2110 | 5.0925 |
| 063 DCMB 17032020 | 7 | 635.0000 | 99.2122 | 5.0850 |
| 091 DTB 06022020 | 6 | 105.0000 | 99.7695 | 4.9600 |
| 182 DTB 14022020 | 6 | 105.0000 | 99.6621 | 4.9500 |
| 091 DTB 30012020 | 4 | 80.0000 | 99.8646 | 4.9500 |
| 091 DTB 16042020 | 3 | 55.0000 | 98.8019 | 5.0875 |
| 091 DTB 19032020 | 1 | 15.0000 | 99.1871 | 5.0700 |
| 364 DTB 09042020 | 1 | 10.0000 | 98.8967 | 5.0900 |
| 364 DTB 20032020 | 1 | 0.6390 | 99.1735 | 5.0700 |
| Total | 3339 | 39346.2450 | | |
| GS17JUN2031C | 1 | 5.3410 | 44.1060 | 7.3055 |
| 07.57 GS 2033 | 24 | 1330.0000 | 104.5500 | 7.0390 |
| 06.45 GS 2029 | 26 | 1160.0000 | 98.6800 | 6.6347 |
| 07.26 GS 2029 | 10 | 985.0000 | 102.7000 | 6.8522 |
| 07.88 GS 2030 | 10 | 960.0000 | 106.6466 | 6.9550 |
| 07.32 GS 2024 | 4 | 836.8640 | 103.1600 | 6.4155 |
| 08.24 GS 2027 | 7 | 645.0000 | 107.7368 | 6.8400 |
| 07.32 GS 2024 | 6 | 575.0000 | 103.1700 | 6.4127 |
| 07.61 GS 2030 | 8 | 560.0000 | 104.5588 | 6.9800 |
| 07.62 GS 2039 | 9 | 435.0000 | 105.2300 | 7.1202 |
| 06.45 GS 2029 | 12 | 419.4110 | 98.6900 | 6.6333 |
| 07.63 GS 2059 | 6 | 415.0000 | 106.4100 | 7.1408 |
| 07.37 GS 2023 | 1 | 250.0000 | 103.1900 | 6.2617 |
| 07.72 GS 2049 | 5 | 220.0000 | 106.9450 | 7.1505 |
| 08.15 GS 2026 | 6 | 210.0000 | 107.0612 | 6.8382 |
| 07.17 GS 2028 | 6 | 210.0000 | 101.7829 | 6.8750 |
| 08.12 GS 2020 | 1 | 200.0000 | 102.3033 | 5.4200 |
| 06.97 GS 2026 | 2 | 190.0000 | 100.9899 | 6.7800 |
| 07.59 GS 2029 | 2 | 190.0000 | 104.4091 | 6.9300 |
| 07.63 GS 2059 | 2 | 184.4100 | 106.3100 | 7.1480 |
| 07.27 GS 2026 | 3 | 155.7450 | 103.0700 | 6.6560 |
| 09.15 GS 2024 | 3 | 145.0000 | 110.4246 | 6.5850 |
| 07.80 GS 2020 | 1 | 135.0000 | 100.6925 | 5.2773 |
| 08.24 GS 2033 | 1 | 100.0000 | 109.6050 | 7.1330 |
| 06.84 GS 2022 | 4 | 95.0000 | 101.7400 | 6.1756 |
| 07.88 GS 2030 | 1 | 58.2320 | 106.6090 | 6.9600 |
| 07.06 GS 2046 | 5 | 40.0000 | 99.6000 | 7.0923 |
| 06.79 GS 2029 | 3 | 35.0000 | 99.2000 | 6.9017 |
| 07.95 GS 2032 | 2 | 25.0000 | 106.9650 | 7.1031 |
| 06.79 GS 2027 | 1 | 25.0000 | 99.7600 | 6.8299 |
| 07.72 GS 2055 | 2 | 12.0000 | 106.7200 | 7.1933 |
| 08.28 GS 2027 | 2 | 10.0000 | 108.0300 | 6.9109 |
| 08.83 GS 2041 | 1 | 7.8000 | 117.8000 | 7.2012 |
| 08.28 GS 2027 | 3 | 6.3020 | 107.4200 | 7.0101 |
| 08.97 GS 2030 | 2 | 6.0000 | 113.7000 | 7.1356 |
| 08.13 GS 2045 | 1 | 6.0000 | 110.5200 | 7.2198 |
| 06.57 GS 2033 | 1 | 5.0000 | 95.8450 | 7.0429 |
| 07.06 GS 2046 | 3 | 3.5000 | 99.8000 | 7.0755 |
| 06.68 GS 2031 | 3 | 3.0000 | 97.8000 | 6.9570 |
| 07.40 GS 2035 | 2 | 2.0000 | 102.9000 | 7.0888 |
| 06.79 GS 2029 | 1 | 2.0000 | 99.6400 | 6.8396 |
| 08.20 GS 2022 | 1 | 1.0000 | 104.0300 | 6.0939 |
| 08.30 FERT BND 2023 | 1 | 0.9000 | 104.1270 | 7.0617 |
| 07.80 GS 2020 | 1 | 0.5000 | 100.6200 | 5.5298 |
| 09.20 GS 2030 | 1 | 0.1620 | 114.4900 | 7.2287 |
| 08.37 TN SDL 2029 | 1 | 50.0000 | 107.5425 | 7.2250 |
| 07.62 GJ SDL 2027 | 1 | 50.0000 | 102.4524 | 7.2000 |
| 07.17 TN SDL 2029 | 4 | 30.0000 | 99.8000 | 7.1968 |
| 08.33 RJ UDAY 2025 | 2 | 30.0000 | 105.3122 | 7.1300 |
| 08.11 CG SDL 2028 | 1 | 30.0000 | 105.7200 | 7.1602 |
| 08.28 TN SDL 2028 | 1 | 25.0000 | 106.4603 | 7.2100 |
| 07.75 TN UDAY 2025 | 2 | 20.0000 | 102.5978 | 7.1300 |
| 08.66 UP SDL 2028 | 2 | 20.0000 | 109.2243 | 7.2200 |
| 07.48 KL SDL 2032 | 1 | 19.0000 | 101.5300 | 7.2910 |
| 08.53 UK SDL 2028 | 1 | 15.0000 | 108.5067 | 7.1700 |
| 08.54 AS SDL 2028AUG | 1 | 15.0000 | 108.6610 | 7.1700 |
| 08.21 HR UDAY 2026 | 3 | 14.5000 | 104.9800 | 7.1960 |
| 07.14 KA SDL 2029DEC | 12 | 12.9300 | 99.9500 | 7.1460 |
| 07.27 MH SDL 2030 | 2 | 10.0000 | 100.4800 | 7.2015 |
| 08.38 PN SDL 2029 | 2 | 10.0000 | 107.5400 | 7.2289 |
| 08.37 JK SDL 2029 | 1 | 10.0000 | 107.4900 | 7.2294 |
| 08.42 MP SDL 2028 | 1 | 10.0000 | 107.5000 | 7.2277 |
| 07.17 TN SDL 2029 | 9 | 9.5000 | 99.7800 | 7.1997 |
| 07.17 PN SDL 2030 | 4 | 6.1500 | 99.7900 | 7.1993 |
| 07.88 MP SDL 2028 | 2 | 5.0000 | 103.5500 | 7.2869 |
| 07.77 AP SDL 2028 | 1 | 5.0000 | 103.1350 | 7.2448 |
| 07.14 KA SDL 2029DEC | 1 | 5.0000 | 99.6900 | 7.1831 |
| 07.59 KA SDL 2027MAR | 1 | 5.0000 | 102.6000 | 7.1190 |
| 08.80 TN SDL 2022 | 1 | 5.0000 | 105.3500 | 6.6421 |
| 08.71 UP SDL 2028 | 1 | 4.0000 | 109.5100 | 7.2210 |
| 08.20 HR SDL 2028FEB | 1 | 3.6000 | 105.8000 | 7.2355 |
| 08.26 UP UDAY 2022 | 1 | 2.7500 | 101.8000 | 7.4100 |
| 08.35 GJ SDL 2029 | 2 | 2.6690 | 107.2100 | 7.2541 |
| 08.18 HR UDAY 2025 | 1 | 2.6000 | 104.1509 | 7.2356 |
| 07.15 KA SDL 2028 | 2 | 2.0500 | 100.6000 | 7.0543 |
| 08.42 MP SDL 2028 | 2 | 2.0000 | 107.6900 | 7.1989 |
| 07.61 MP SDL 2029 | 1 | 2.0000 | 102.7400 | 7.2019 |
| 07.59 HR SDL 2027 | 1 | 2.0000 | 101.7400 | 7.2694 |
| 08.63 RJ SDL 2028 | 1 | 1.5000 | 108.4100 | 7.2962 |
| 08.28 TN SDL 2028MAR | 2 | 1.2000 | 106.4000 | 7.2247 |
| 08.18 AP SDL 2020 | 1 | 1.0000 | 101.1100 | 5.9062 |
| 08.15 TN SDL 2028 | 1 | 1.0000 | 106.0400 | 7.1693 |
| 07.08 KL SDL 2029 | 1 | 1.0000 | 99.5500 | 7.1440 |
| 06.94 OD SDL 2021 | 1 | 1.0000 | 101.0600 | 6.1958 |
| 08.57 GJ SDL 2028 | 1 | 1.0000 | 108.1300 | 7.2982 |
| 08.32 GJ SDL 2028 | 1 | 1.0000 | 106.6500 | 7.2890 |
| 08.38 RJ SDL 2028 | 1 | 0.9000 | 107.4400 | 7.2276 |
| 08.43 AP SDL 2030 | 1 | 0.9000 | 109.0900 | 7.2080 |
| 07.72 TN UDAY 2023 | 1 | 0.8000 | 101.0200 | 7.3412 |
| 07.18 KL SDL 2029 | 2 | 0.6000 | 100.1000 | 7.1638 |
| 07.27 MH SDL 2030 | 1 | 0.5000 | 100.5400 | 7.1930 |
| 09.01 KA SDL 2024 | 1 | 0.5000 | 106.8000 | 7.1881 |
| 07.78 TN UDAY 2027 | 1 | 0.4500 | 102.8100 | 7.2640 |
| 08.17 KL SDL 2029 | 1 | 0.3000 | 106.3700 | 7.2098 |
| 08.30 GJ SDL 2029MAR | 1 | 0.0660 | 106.8900 | 7.2540 |
| 063 DCMB 17032020 | 5 | 1780.0000 | 99.2329 | 4.9500 |
| 091 DTB 19032020 | 1 | 35.0000 | 99.1832 | 5.0950 |
| 182 DTB 14022020 | 1 | 10.0000 | 99.6621 | 4.9500 |
| 364 DTB 09042020 | 1 | 10.0000 | 98.8988 | 5.0800 |
| 182 DTB 05032020 | 1 | 5.0000 | 99.3849 | 5.0200 |
| 070 DCMB 17032020 | 1 | 5.0000 | 99.2252 | 5.0000 |
| 070 DCMB 17032020 | 2 | 3.0000 | 99.2252 | 5.0000 |
| 364 DTB 21052020 | 1 | 3.0000 | 98.3239 | 5.1000 |
| 364 DTB 02042020 | 1 | 2.5000 | 99.0217 | 4.9400 |
| 182 DTB 09042020 | 2 | 2.0000 | 98.9160 | 5.0000 |
| 364 DTB 03092020 | 1 | 2.0000 | 96.9374 | 5.0800 |
| 182 DTB 12032020 | 1 | 1.0000 | 99.2927 | 5.0000 |
| Total | 303 | 13169.1320 | | |
| SPOT | 70.9800 | 71.1000 | 70.9400 | 71.0800 | 70.9300 | 0.1500 |
| C-SPOT | 70.9800 | 71.1500 | 70.9800 | 71.1500 | 70.9300 | 0.2200 |
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