Market Rates As on Mar 22 2019 11:30AM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.25	6.28	6.20	6.25	13651.70	6.25	6.20	23834.93
TREP	6.20	6.28	6.18	6.23	51390.95	6.22	6.20	129643.00
REPO	6.10	6.35	5.50	5.90	36594.59	6.21	6.22	43037.89
Money Market					101637.24	6.22	6.20	196515.82

"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	25/03/2019	119	13196.00	6.25	6.28	6.25	6.25	6.2518
Total	119			13196.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 1 TO 3 YR	35	T+0	3D	7926.87	7616.83	6.2500	6.2508
TBILLS 364 DTB	24	T+0	3D	4773.89	5020.72	6.2500	6.2437
CG LIQUID UPTO 1 YR	17	T+0	3D	3556.90	3491.01	6.2500	6.2093
CG LIQUID 3 TO 5 YR	17	T+0	3D	2573.91	2482.19	6.2500	6.2309
TBILLS 182 DTB	5	T+0	3D	874.97	888.44	6.2500	6.2733
STATE GOVT SECS	6	T+0	3D	867.97	848.02	6.2500	6.2500
CG LIQUID 5 TO 10 YR	8	T+0	3D	776.96	752.01	6.2500	6.2500
CG LIQUID 10 TO 20YR	7	T+0	3D	470.98	464.37	6.2500	6.2619
CG LIQUID UPTO 1 YR	2	T+0	5D	500.00	488.70	6.3500	6.3500
Total	121	22322.45			22052.29

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.17 GS 2028	49	T+0	3D	4835.00	4798.92	6.0600	6.1018
07.37 GS 2023	15	T+0	3D	1075.00	1127.39	6.1000	6.1019
07.26 GS 2029	13	T+0	3D	1066.00	1072.94	6.0000	6.0047
08.27 GS 2020	6	T+0	3D	462.00	481.86	6.3000	6.3000
07.28 GS 2019	1	T+0	3D	400.00	409.25	6.2500	6.2500
07.86 RJ UDAY 2019	1	T+0	3D	366.00	374.02	6.3000	6.3000
07.59 GS 2026	9	T+0	3D	351.00	360.75	5.9000	6.0886
07.72 GS 2055	1	T+0	3D	300.00	312.63	6.2500	6.2500
08.39 RJ UDAY 2020	3	T+0	3D	300.00	304.22	6.3000	6.2933
08.18 HP SDL 2020	1	T+0	3D	288.00	297.09	6.3000	6.3000
08.73 MP SDL 2022	1	T+0	3D	249.00	260.78	6.3000	6.3000
06.68 GS 2031	2	T+0	3D	240.00	221.02	6.1000	6.2875
08.33 GS 2026	3	T+0	3D	205.00	219.11	6.0600	6.0998
07.61 GS 2030	4	T+0	3D	195.00	200.48	6.0500	6.0346
08.08 OD SDL 2020	1	T+0	3D	191.00	193.23	6.3000	6.3000
07.48 CG SDL 2022	2	T+0	3D	160.00	160.86	6.3000	6.2828
08.05 TN SDL 2019	1	T+0	3D	150.00	154.88	6.3000	6.3000
08.40 GS 2024	3	T+0	3D	149.00	159.17	6.3000	6.0819
07.95 GS 2032	1	T+0	3D	135.00	138.21	6.2500	6.2500
07.80 GS 2021	2	T+0	3D	125.00	132.18	6.1500	6.1500
07.99 PN SDL 2021	1	T+0	3D	125.00	129.42	6.2500	6.2500
08.13 GS 2022	2	T+0	3D	125.00	129.90	6.3000	6.3000
07.73 GS 2034	4	T+0	3D	120.00	122.89	6.0500	6.0375
08.35 GS 2022	5	T+0	3D	119.00	127.57	5.9500	6.0202
07.32 GS 2024	5	T+0	3D	110.00	112.60	6.0000	6.0114
08.75 TN SDL 2022	2	T+0	3D	110.00	114.59	6.3100	6.2773
08.34 MH SDL 2020	2	T+0	3D	105.00	107.26	6.3500	6.3024
07.86 AS SDL 2022	1	T+0	3D	100.00	102.90	6.3000	6.3000
08.51 PN SDL 2023	1	T+0	3D	100.00	103.70	6.2500	6.2500
08.93 PN SDL 2019	1	T+0	3D	100.00	102.11	6.3000	6.3000
08.21 HR UDAY 2024	1	T+0	3D	98.00	104.05	6.3200	6.3200
07.06 GS 2046	5	T+0	3D	95.00	91.24	6.0500	6.0842
08.51 GJ SDL 2021	1	T+0	3D	95.00	97.85	6.3000	6.3000
08.10 KL SDL 2023	1	T+0	3D	90.00	94.40	6.2500	6.2500
08.21 RJ UDAY 2020	1	T+0	3D	90.00	94.50	6.2800	6.2800
06.65 GS 2020	2	T+0	3D	80.00	82.50	6.3000	6.2906
08.52 KA SDL 2020	1	T+0	3D	71.00	72.14	6.3000	6.3000
07.90 CG SDL 2021	1	T+0	3D	70.00	72.63	6.2500	6.2500
08.35 GJ SDL 2020	1	T+0	3D	70.00	73.85	6.3000	6.3000
07.55 MH SDL 2021	1	T+0	3D	65.00	65.38	6.2500	6.2500
08.51 MH SDL 2021	1	T+0	3D	65.00	66.95	6.3000	6.3000
GOI FRB 2024	1	T+0	3D	60.00	60.00	6.3000	6.3000
06.35 GS 2020	1	T+0	3D	57.00	57.75	6.3000	6.3000
06.81 MH SDL 2020NOV	1	T+0	3D	50.00	50.96	6.3000	6.3000
07.94 GS 2021	3	T+0	3D	50.00	52.53	6.1500	6.1250
08.24 GS 2033	5	T+0	3D	50.00	53.94	5.9000	5.9450
08.25 UP UDAY 2020	1	T+0	3D	50.00	52.56	6.3200	6.3200
08.39 MH SDL 2020	1	T+0	3D	50.00	50.98	6.3000	6.3000
08.65 KA SDL 2022	1	T+0	3D	50.00	52.26	6.2900	6.2900
08.66 TN SDL 2022	1	T+0	3D	50.00	52.27	6.3200	6.3200
08.72 AP SDL 2022	2	T+0	3D	50.00	52.50	6.3300	6.3200
08.75 KL SDL 2022	1	T+0	3D	50.00	52.09	6.3100	6.3100
07.48 KA SDL 2020	1	T+0	3D	48.00	49.12	6.3000	6.3000
08.83 GS 2023	2	T+0	3D	48.00	52.73	5.5000	5.9688
07.93 AP SDL 2019	1	T+0	3D	45.00	45.86	6.2500	6.2500
08.37 OD SDL 2022	1	T+0	3D	45.00	46.44	6.2500	6.2500
08.39 UP SDL 2029	1	T+0	3D	45.00	46.26	6.3000	6.3000
07.50 GS 2034	1	T+0	3D	40.00	39.66	6.1000	6.1000
07.77 PN SDL 19 JUL	1	T+0	3D	40.00	40.56	6.2500	6.2500
08.36 MP SDL 2021	1	T+0	3D	40.00	40.86	6.3000	6.3000
09.12 GJ SDL 2022	1	T+0	3D	40.00	43.08	6.3000	6.3000
07.68 GS 2023	2	T+0	3D	39.00	40.84	6.0000	6.2615
08.28 GS 2027	1	T+0	3D	30.00	31.46	6.1000	6.1000
07.42 MH SDL 2022	1	T+0	3D	25.00	25.66	6.3200	6.3200
07.97 UP SDL 2019	1	T+0	3D	25.00	25.48	6.2500	6.2500
08.50 MH SDL 2021	1	T+0	3D	25.00	25.82	6.3000	6.3000
08.58 GJ SDL 2023	1	T+0	3D	25.00	26.21	6.3000	6.3000
08.60 TN SDL 2023	1	T+0	3D	25.00	25.99	6.3200	6.3200
08.66 HR SDL 2023	1	T+0	3D	25.00	26.20	6.3100	6.3100
08.69 GJ SDL 2022	1	T+0	3D	25.00	26.08	6.3200	6.3200
08.71 TN SDL 2022	1	T+0	3D	25.00	26.09	6.3300	6.3300
08.72 MH SDL 2022	1	T+0	3D	25.00	26.25	6.3000	6.3000
08.76 MH SDL 2022	1	T+0	3D	25.00	26.05	6.3100	6.3100
08.92 PN SDL 2022	1	T+0	3D	25.00	26.34	6.3100	6.3100
08.08 GS 2022	1	T+0	3D	24.00	25.15	6.3000	6.3000
07.72 GS 2025	1	T+0	3D	20.00	20.99	6.0000	6.0000
07.82 PN SDL 2019	1	T+0	3D	20.00	20.42	6.2500	6.2500
08.60 GS 2028	2	T+0	3D	20.00	22.00	5.9000	5.9000
08.64 AP SDL 2023	1	T+0	3D	20.00	20.82	6.3300	6.3300
06.79 GS 2027	1	T+0	3D	15.00	14.75	6.0000	6.0000
07.88 GS 2030	1	T+0	3D	15.00	15.29	6.0000	6.0000
08.31 KL SDL 2029	1	T+0	3D	15.00	15.44	6.3300	6.3300
06.57 GS 2033	2	T+0	3D	10.00	9.24	6.0500	6.0500
06.97 GS 2026	1	T+0	3D	10.00	9.78	6.0500	6.0500
08.26 GS 2027	1	T+0	3D	10.00	10.60	6.0500	6.0500
06.79 GS 2029	1	T+0	3D	5.00	4.80	6.0500	6.0500
08.59 AP SDL 2023	1	T+0	3D	5.00	5.24	6.3400	6.3400
08.92 KL SDL 2022	1	T+0	3D	5.00	5.27	6.3300	6.3300
09.15 GS 2024	1	T+0	3D	5.00	5.61	5.7500	5.7500
Total	218	14746.00			15003.70

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
08.20 GS 2025	1	T+0	3D	285.0000	309.4300
Total	1	285.0000			309.4300

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/250319	T+0	3D	6.20	6.28	6.18	6.23	6.22	273	51390.95
Total								273	51390.95

Security Description	Trades	TTA	LTP	LTY
07.17 GS 2028	534	4625.0000	98.0400	7.4758
07.26 GS 2029	239	2085.0000	99.6200	7.3127
07.32 GS 2024	52	1010.0000	101.4400	6.9612
07.37 GS 2023	69	805.0000	101.8075	6.8505
07.95 GS 2032	58	525.0000	102.2800	7.6738
07.40 GS 2035	24	155.0000	97.2000	7.7024
06.84 GS 2022	4	100.0000	100.0700	6.8141
06.90 GS 2019	4	55.0000	100.0800	6.5082
07.16 GS 2023	3	45.0000	100.7800	6.9370
06.65 GS 2020	3	40.0000	100.1100	6.5349
06.35 GS 2020	2	35.0000	99.9000	6.4683
07.80 GS 2021	2	25.0000	102.2800	6.5870
07.72 GS 2025	2	25.0000	102.5000	7.2076
07.88 GS 2030	1	15.0000	102.0500	7.6011
07.59 GS 2026	2	10.0000	101.5500	7.2935
06.68 GS 2031	2	10.0000	92.3600	7.6403
07.40 GS 2035	1	1.0000	97.1600	7.7068
08.39 BR SDL 2029	1	20.0000	101.4000	8.1811
08.39 UP SDL 2029	1	20.0000	101.5000	8.1664
08.39 WB SDL 2029	1	20.0000	101.5000	8.1664
08.38 RJ SDL 2028	1	10.0000	101.2000	8.1952
08.38 GJ SDL 2029	1	10.0000	101.2000	8.1993
08.30 KA SDL 2029	1	10.0000	101.2000	8.1194
08.38 KL SDL 2028	1	10.0000	101.1000	8.2102
08.39 AP SDL 2026	1	10.0000	101.2500	8.1445
08.16 KA SDL 2029	1	5.0000	100.5000	8.0858
08.18 TN SDL 2028	1	5.0000	100.5775	8.0901
08.45 UP SDL 2029	1	5.0000	102.0000	8.1505
08.43 UP SDL 2029	1	5.0000	101.5500	8.1979
08.76 RJ SDL 2028	1	3.9710	103.6450	8.2003
08.40 WB SDL 2028	1	3.4000	101.4000	8.1793
08.91 HR SDL 2022AUG	1	3.0000	104.0000	7.5382
08.23 PN SDL 2029	2	2.9150	100.3500	8.1777
08.20 BR SDL 2029	1	2.4000	100.3000	8.1523
08.25 GJ SDL 2029	1	0.2700	100.7450	8.1349
08.48 KA SDL 2022	1	0.2000	103.0100	7.4985
182 DTB 20092019	2	50.0000	96.9892	6.3300
091 DTB 04042019	2	50.0000	99.8304	6.2000
091 DTB 25042019	1	20.0000	99.4762	6.2000
091 DTB 21062019	1	5.0000	98.5155	6.2500
182 DTB 28032019	1	5.0000	99.9492	6.1800
091 DTB 18042019	1	5.0000	99.5959	6.1700
091 DTB 25042019	1	2.6720	99.4762	6.2000
091 DTB 13062019	1	2.0000	98.6337	6.3200
091 DTB 21062019	1	0.5000	98.4991	6.3200
Total	1033	9852.3280

Reported Deals	Trades	TTA	LTP	LTY
07.17 GS 2028	1	100.0000	97.9900	7.4837
06.35 GS 2020	1	55.0000	99.8900	6.4818
07.37 GS 2023	1	50.0000	101.7500	6.8668
06.65 GS 2020	1	40.0000	100.1025	6.5424
08.24 GS 2027	1	25.0000	104.4500	7.4808
07.73 GS 2034	1	5.0000	100.0000	7.7280
08.48 KA SDL 2022	2	50.0000	103.0680	7.4800
08.68 TN SDL 2028	1	19.5090	103.5958	8.1300
08.08 TN SDL 2028	1	5.0000	99.8200	8.1040
08.14 GJ SDL 2029	1	5.0000	100.2200	8.1071
08.44 HR SDL 2034	1	2.5500	102.1250	8.1900
Total	12	357.0590

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	68.6000	68.7000	68.5300	68.6225

Market Rates As on Mar 22 2019 11:30AM

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