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Market Rates
As on Oct 18 2019 9:24AM
| Market | Open | High | Low | LTR | Volume (Crs.) | WAR | Prev. Day WAR | Prev. Day Vol (Crs.) |
| CALL | 5.25 | 5.25 | 5.25 | 5.25 | 4430.00 | 5.25 | 5.04 | 12060.18 |
| TREP | 4.75 | 4.90 | 4.75 | 4.88 | 30531.40 | 4.84 | 4.81 | 170096.35 |
| REPO | 4.20 | 5.05 | 3.00 | 5.00 | 27949.37 | 4.66 | 4.76 | 61443.16 |
| Money Market | 62910.77 | 4.79 | 4.81 | 243599.69 |
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
| 4D | T + 0 | 22/10/2019 | 30 | 4430.00 | 5.25 | 5.25 | 5.25 | 5.25 | 5.2500 |
| Total | 30 | 4430.00 | |
| CG LIQUID UPTO 1 YR | 7 | T+0 | 4D | 3066.96 | 2976.81 | 4.9500 | 4.8734 |
| CG LIQUID 3 TO 5 YR | 5 | T+0 | 4D | 1849.97 | 1755.81 | 4.9500 | 4.8473 |
| CG LIQUID 1 TO 3 YR | 5 | T+0 | 4D | 1514.97 | 1427.21 | 4.9500 | 4.8939 |
| CG LIQUID 10 TO 20YR | 11 | T+0 | 4D | 830.95 | 779.50 | 5.0000 | 4.9880 |
| TBILLS 364 DTB | 1 | T+0 | 4D | 499.99 | 518.22 | 4.9000 | 4.9000 |
| TBILLS 91 DTB | 1 | T+0 | 4D | 443.99 | 449.53 | 4.9400 | 4.9400 |
| CG LIQUID 5 TO 10 YR | 1 | T+0 | 4D | 200.00 | 200.29 | 4.9500 | 4.9500 |
| Total | 31 | 8406.83 | 8107.37 | |
| 07.26 GS 2029 | 64 | T+0 | 4D | 6175.00 | 6523.62 | 4.0500 | 4.2242 |
| 07.27 GS 2026 | 26 | T+0 | 4D | 2057.00 | 2140.35 | 5.0000 | 4.4039 |
| 08.20 GS 2022 | 4 | T+0 | 4D | 1109.00 | 1182.42 | 4.9000 | 4.7661 |
| 07.80 GS 2021 | 3 | T+0 | 4D | 1049.00 | 1081.01 | 5.0000 | 4.8689 |
| 07.17 GS 2028 | 11 | T+0 | 4D | 900.00 | 939.98 | 4.6000 | 4.5383 |
| 07.32 GS 2024 | 11 | T+0 | 4D | 740.00 | 779.94 | 5.0000 | 4.6720 |
| 08.12 GS 2020 | 2 | T+0 | 4D | 665.00 | 702.80 | 4.8500 | 4.8500 |
| 07.37 GS 2023 | 4 | T+0 | 4D | 500.00 | 519.90 | 4.9000 | 4.6440 |
| 07.35 GS 2024 | 4 | T+0 | 4D | 285.00 | 303.01 | 4.7000 | 4.6146 |
| 07.95 GS 2032 | 1 | T+0 | 4D | 241.00 | 260.12 | 4.9000 | 4.9000 |
| 07.80 GS 2020 | 1 | T+0 | 4D | 201.00 | 210.64 | 5.0000 | 5.0000 |
| 08.39 RJ UDAY 2020 | 2 | T+0 | 4D | 200.00 | 203.78 | 5.0000 | 4.9500 |
| 08.33 RJ SDL 2021 | 1 | T+0 | 4D | 195.00 | 207.65 | 4.8500 | 4.8500 |
| 07.61 GS 2030 | 4 | T+0 | 4D | 190.00 | 205.64 | 4.5000 | 4.5000 |
| 07.88 GS 2030 | 5 | T+0 | 4D | 187.00 | 200.21 | 4.6600 | 4.5009 |
| 07.50 GS 2034 | 4 | T+0 | 4D | 170.00 | 179.38 | 4.2500 | 4.2500 |
| 06.97 GS 2026 | 2 | T+0 | 4D | 160.00 | 164.51 | 4.7000 | 4.7000 |
| 07.56 AP SDL 2021 | 1 | T+0 | 4D | 155.00 | 160.37 | 5.0000 | 5.0000 |
| 08.38 HP SDL 2020 | 1 | T+0 | 4D | 145.00 | 147.48 | 4.9000 | 4.9000 |
| 08.79 MH SDL 2021 | 1 | T+0 | 4D | 145.00 | 157.05 | 5.0000 | 5.0000 |
| 07.86 AS SDL 2022 | 2 | T+0 | 4D | 125.00 | 132.41 | 5.0000 | 5.0000 |
| 08.60 MH SDL 2021 | 1 | T+0 | 4D | 125.00 | 133.04 | 5.0000 | 5.0000 |
| 08.75 TN SDL 2022 | 1 | T+0 | 4D | 125.00 | 133.77 | 4.8500 | 4.8500 |
| 08.73 MP SDL 2022 | 1 | T+0 | 4D | 124.00 | 133.30 | 5.0000 | 5.0000 |
| 06.45 GS 2029 | 2 | T+0 | 4D | 115.00 | 114.83 | 4.5000 | 4.4348 |
| 08.66 TN SDL 2022 | 1 | T+0 | 4D | 111.00 | 119.15 | 4.8500 | 4.8500 |
| 06.84 GS 2022 | 2 | T+0 | 4D | 105.00 | 109.99 | 4.6000 | 4.6000 |
| 07.48 CG SDL 2022 | 1 | T+0 | 4D | 105.00 | 109.06 | 4.8500 | 4.8500 |
| 08.92 TN SDL 2022 | 1 | T+0 | 4D | 105.00 | 112.51 | 4.8500 | 4.8500 |
| 08.05 KA SDL 2019 | 1 | T+0 | 4D | 103.00 | 106.54 | 5.0000 | 5.0000 |
| 07.06 GS 2046 | 1 | T+0 | 4D | 100.00 | 99.91 | 4.5000 | 4.5000 |
| 07.62 OD SDL 2021 | 1 | T+0 | 4D | 100.00 | 103.06 | 5.0000 | 5.0000 |
| 08.13 GS 2022 | 1 | T+0 | 4D | 100.00 | 106.59 | 4.4000 | 4.4000 |
| 08.27 HR SDL 2019 | 1 | T+0 | 4D | 100.00 | 103.33 | 5.0000 | 5.0000 |
| 08.32 GS 2032 | 1 | T+0 | 4D | 100.00 | 112.90 | 4.0000 | 4.0000 |
| 08.97 BR SDL 2022 | 1 | T+0 | 4D | 100.00 | 111.09 | 4.8500 | 4.8500 |
| 08.26 GS 2027 | 4 | T+0 | 4D | 97.00 | 106.96 | 4.5000 | 4.5000 |
| 08.29 RJ SDL 2025JUL | 1 | T+0 | 4D | 95.00 | 103.41 | 5.0000 | 5.0000 |
| 08.32 TN SDL 2020AUG | 1 | T+0 | 4D | 95.00 | 98.50 | 5.0000 | 5.0000 |
| 08.26 HP SDL 2019 | 1 | T+0 | 4D | 90.00 | 92.99 | 5.0000 | 5.0000 |
| 08.59 GJ SDL 2021 | 1 | T+0 | 4D | 85.00 | 90.45 | 5.0000 | 5.0000 |
| 08.65 KA SDL 2022 | 1 | T+0 | 4D | 85.00 | 91.22 | 5.0000 | 5.0000 |
| 08.66 WB SDL 2022 | 1 | T+0 | 4D | 85.00 | 91.24 | 5.0000 | 5.0000 |
| 08.39 TN SDL 2020 | 1 | T+0 | 4D | 80.00 | 82.54 | 4.8500 | 4.8500 |
| 08.42 TN SDL 2020 | 1 | T+0 | 4D | 80.00 | 82.75 | 4.8500 | 4.8500 |
| 08.10 WB SDL 2025MAR | 1 | T+0 | 4D | 75.00 | 80.18 | 5.0000 | 5.0000 |
| 08.72 BR SDL 2022 | 1 | T+0 | 4D | 75.00 | 80.61 | 5.0000 | 5.0000 |
| 06.79 GS 2027 | 2 | T+0 | 4D | 70.00 | 72.17 | 4.6000 | 4.5429 |
| 06.92 RJ SDL 2025 | 1 | T+0 | 4D | 70.00 | 70.89 | 5.0000 | 5.0000 |
| 08.25 CG SDL 2019 | 1 | T+0 | 4D | 70.00 | 72.63 | 5.0000 | 5.0000 |
| 08.32 MP SDL 2019 | 1 | T+0 | 4D | 70.00 | 72.35 | 5.0000 | 5.0000 |
| 07.00 GS 2021 | 1 | T+0 | 4D | 65.00 | 67.19 | 5.0000 | 5.0000 |
| 08.05 RJ SDL 2025FEB | 1 | T+0 | 4D | 65.00 | 69.54 | 5.0000 | 5.0000 |
| 08.35 GS 2022 | 1 | T+0 | 4D | 64.00 | 69.91 | 4.9500 | 4.9500 |
| 08.15 GS 2026 | 1 | T+0 | 4D | 60.00 | 66.64 | 3.0000 | 3.0000 |
| 08.69 GJ SDL 2022 | 1 | T+0 | 4D | 60.00 | 64.29 | 5.0000 | 5.0000 |
| GOI FRB 2024 | 1 | T+0 | 4D | 60.00 | 60.29 | 5.0000 | 5.0000 |
| 06.65 GS 2020 | 2 | T+0 | 4D | 55.00 | 55.42 | 4.6000 | 4.6000 |
| 08.28 GS 2027 | 2 | T+0 | 4D | 55.00 | 60.17 | 4.6000 | 4.6000 |
| 06.81 MH SDL 2020NOV | 1 | T+0 | 4D | 50.00 | 52.03 | 5.0500 | 5.0500 |
| 08.05 KA SDL 2025 | 1 | T+0 | 4D | 50.00 | 53.49 | 5.0000 | 5.0000 |
| 08.14 RJ SDL 2025 | 1 | T+0 | 4D | 50.00 | 54.92 | 5.0000 | 5.0000 |
| 08.39 MH SDL 2020 | 1 | T+0 | 4D | 50.00 | 51.59 | 5.0500 | 5.0500 |
| 08.56 TN SDL 2021 | 1 | T+0 | 4D | 50.00 | 53.44 | 5.0000 | 5.0000 |
| 08.71 HR SDL 2022 | 1 | T+0 | 4D | 50.00 | 53.73 | 5.0000 | 5.0000 |
| 08.96 PN SDL 2022 | 1 | T+0 | 4D | 50.00 | 53.62 | 4.8500 | 4.8500 |
| 09.36 WB SDL 2022 | 1 | T+0 | 4D | 50.00 | 53.86 | 4.8500 | 4.8500 |
| 07.48 KA SDL 2020 | 1 | T+0 | 4D | 49.00 | 51.11 | 5.0500 | 5.0500 |
| 06.57 GS 2033 | 1 | T+0 | 4D | 45.00 | 44.55 | 4.5000 | 4.5000 |
| 07.57 GS 2033 | 2 | T+0 | 4D | 45.00 | 48.18 | 4.9000 | 4.7222 |
| 08.56 KL SDL 2020 | 1 | T+0 | 4D | 45.00 | 46.09 | 5.0000 | 5.0000 |
| 08.70 KL SDL 2022 | 2 | T+0 | 4D | 40.00 | 42.97 | 5.0000 | 5.0000 |
| 08.72 MH SDL 2022 | 1 | T+0 | 4D | 40.00 | 43.10 | 5.0000 | 5.0000 |
| 08.66 MH SDL 2022 | 1 | T+0 | 4D | 35.00 | 37.57 | 5.0000 | 5.0000 |
| 08.74 RJ SDL 2022 | 1 | T+0 | 4D | 35.00 | 37.73 | 5.0000 | 5.0000 |
| 07.68 GS 2023 | 1 | T+0 | 4D | 34.00 | 36.61 | 4.9500 | 4.9500 |
| 08.21 BR SDL 2029 | 1 | T+0 | 4D | 30.00 | 32.69 | 4.8500 | 4.8500 |
| 07.62 MH SDL 2021 | 1 | T+0 | 4D | 25.00 | 25.77 | 5.0000 | 5.0000 |
| 08.76 MH SDL 2022 | 1 | T+0 | 4D | 25.00 | 26.76 | 5.0000 | 5.0000 |
| 09.36 MH SDL 2023 | 1 | T+0 | 4D | 25.00 | 28.57 | 5.0000 | 5.0000 |
| 07.59 GS 2029 | 2 | T+0 | 4D | 15.00 | 15.81 | 4.2500 | 4.3333 |
| 06.68 GS 2031 | 1 | T+0 | 4D | 11.00 | 10.84 | 4.2500 | 4.2500 |
| 07.73 GS 2034 | 1 | T+0 | 4D | 10.00 | 10.88 | 4.0000 | 4.0000 |
| 07.40 GS 2035 | 2 | T+0 | 4D | 5.00 | 5.20 | 4.5000 | 4.5000 |
| 08.15 GS 2022 | 1 | T+0 | 4D | 5.00 | 5.41 | 4.6000 | 4.6000 |
| 08.24 GS 2027 | 1 | T+0 | 4D | 5.00 | 5.48 | 4.5000 | 4.5000 |
| Total | 231 | 19842.00 | 20895.68 | |
| TREP/221019 | T+0 | 4D | 4.75 | 4.90 | 4.75 | 4.88 | 4.84 | 137 | 30531.40 |
| Total | 137 | 30531.40 |
| 07.26 GS 2029 | 64 | 645.0000 | 103.7200 | 6.7105 |
| 06.45 GS 2029 | 13 | 70.0000 | 99.5900 | 6.5060 |
| 07.32 GS 2024 | 4 | 40.0000 | 103.8000 | 6.2869 |
| 07.27 GS 2026 | 1 | 5.0000 | 103.8800 | 6.5237 |
| Total | 82 | 760.0000 | | |
| 07.32 GS 2024 | 1 | 150.0000 | 103.7850 | 6.2909 |
| Total | 1 | 150.0000 | | |
| SPOT | 71.1700 | 71.2050 | 71.1300 | 71.1900 | 71.1600 | 0.0300 |
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