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Market Rates
As on Jun 23 2017 3:45PM
| Market | Open | High | Low | LTR | Volume (Crs.) | WAR | Prev. Day WAR | Prev. Day Vol (Crs.) |
| CALL | 6.21 | 6.25 | 5.00 | 6.05 | 16835.55 | 6.09 | 6.10 | 12759.39 |
| CBLO | 5.50 | 6.50 | 5.30 | 6.05 | 63358.05 | 5.87 | 6.23 | 117919.25 |
| REPO | 6.10 | 6.30 | 5.00 | 6.10 | 93950.03 | 6.17 | 6.21 | 51462.26 |
| Money Market | 174143.63 | 6.06 | 6.21 | 182140.90 |
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
| O/N | T + 0 | 27/06/2017 | 117 | 13496.00 | 6.21 | 6.25 | 6.05 | 6.05 | 6.1463 |
| Total | 117 | 13496.00 | |
| CG LIQUID 3 TO 5 YR | 2 | T+0 | 10D | 511.98 | 469.73 | 6.2200 | 6.2200 |
| CG LIQUID 3 TO 5 YR | 1 | T+0 | 13D | 108.99 | 101.15 | 6.2200 | 6.2200 |
| TBILLS 364 DTB | 55 | T+0 | 4D | 17017.77 | 17753.90 | 6.1000 | 6.1801 |
| CG LIQUID 1 TO 3 YR | 50 | T+0 | 4D | 15898.78 | 15424.84 | 6.1000 | 6.1935 |
| CG LIQUID 5 TO 10 YR | 51 | T+0 | 4D | 12767.69 | 12196.34 | 6.1000 | 6.1971 |
| CG LIQUID 3 TO 5 YR | 27 | T+0 | 4D | 9188.86 | 8589.21 | 6.1000 | 6.2019 |
| CG LIQUID 10 TO 20YR | 25 | T+0 | 4D | 9086.87 | 8303.82 | 6.1000 | 6.1917 |
| TBILLS 182 DTB | 9 | T+0 | 4D | 2797.95 | 2858.51 | 6.0000 | 6.1074 |
| TBILLS 91 DTB | 13 | T+0 | 4D | 2743.96 | 2764.88 | 6.0500 | 6.0894 |
| CG LIQUID UPTO 1 YR | 12 | T+0 | 4D | 2705.92 | 2632.36 | 6.1000 | 6.1296 |
| CASH MGT. BILLS | 1 | T+0 | 4D | 500.00 | 504.71 | 6.2000 | 6.2000 |
| CG LIQUID ABV 20 YR | 2 | T+0 | 4D | 272.99 | 289.18 | 6.2400 | 6.2138 |
| CG LIQUID 3 TO 5 YR | 1 | T+0 | 7D | 249.99 | 229.36 | 6.2200 | 6.2200 |
| Total | 249 | 73851.75 | 72117.99 | |
| 06.97 GS 2026 | 39 | T+0 | 4D | 4639.00 | 4843.19 | 6.2400 | 6.1420 |
| 07.59 GS 2026 | 13 | T+0 | 4D | 1660.00 | 1803.68 | 6.0500 | 6.1297 |
| 06.79 GS 2027 | 17 | T+0 | 4D | 1285.00 | 1325.40 | 6.0500 | 6.1218 |
| 07.16 GS 2023 | 9 | T+0 | 4D | 1075.00 | 1104.74 | 6.2200 | 6.1947 |
| 07.61 GS 2030 | 11 | T+0 | 4D | 1030.00 | 1106.74 | 6.1500 | 6.1648 |
| 06.35 GS 2020 | 1 | T+0 | 4D | 750.00 | 770.52 | 6.2500 | 6.2500 |
| 08.27 GS 2020 | 5 | T+0 | 4D | 676.00 | 710.82 | 6.2500 | 6.2049 |
| 07.68 GS 2023 | 5 | T+0 | 4D | 552.00 | 580.83 | 6.2500 | 6.2319 |
| 09.20 GS 2030 | 1 | T+0 | 4D | 500.00 | 602.61 | 6.1000 | 6.1000 |
| 07.72 GS 2025 | 2 | T+0 | 4D | 390.00 | 413.64 | 5.7000 | 5.9712 |
| 08.07 GS 2017JUL | 4 | T+0 | 4D | 300.00 | 311.58 | 6.2000 | 6.2333 |
| 08.15 GS 2022 | 4 | T+0 | 4D | 297.00 | 316.00 | 6.2500 | 6.2500 |
| 07.28 GS 2019 | 3 | T+0 | 4D | 250.00 | 255.09 | 6.2500 | 6.2020 |
| 08.17 GS 2044 | 2 | T+0 | 4D | 225.00 | 253.12 | 6.2500 | 6.2367 |
| 08.12 GS 2020 | 2 | T+0 | 4D | 223.00 | 234.58 | 6.1000 | 6.1247 |
| 07.73 GS 2034 | 4 | T+0 | 4D | 214.00 | 230.88 | 6.2500 | 6.1869 |
| 07.75 RJ UDAY 2018 | 2 | T+0 | 4D | 200.00 | 201.92 | 6.2500 | 6.2500 |
| 07.83 GS 2018 | 2 | T+0 | 4D | 200.00 | 205.30 | 6.2500 | 6.2500 |
| 07.80 GS 2021 | 6 | T+0 | 4D | 199.00 | 210.40 | 6.2500 | 6.1759 |
| 06.57 GS 2033 | 5 | T+0 | 4D | 195.00 | 191.12 | 5.2500 | 5.6372 |
| 08.40 GS 2024 | 1 | T+0 | 4D | 191.00 | 213.89 | 6.2500 | 6.2500 |
| 07.51 MH SDL 2027 | 1 | T+0 | 4D | 180.00 | 184.18 | 6.2500 | 6.2500 |
| 08.35 GS 2022 | 2 | T+0 | 4D | 169.00 | 182.11 | 6.2500 | 6.2500 |
| 08.24 GS 2027 | 1 | T+0 | 4D | 160.00 | 179.46 | 6.2500 | 6.2500 |
| 08.39 RJ UDAY 2019 | 2 | T+0 | 4D | 136.00 | 142.60 | 6.2200 | 6.2310 |
| 07.35 GS 2024 | 2 | T+0 | 4D | 135.00 | 139.33 | 6.2000 | 6.2000 |
| 08.40 KA SDL 2018 | 1 | T+0 | 4D | 135.00 | 139.35 | 6.2500 | 6.2500 |
| 08.21 RJ UDAY 2018 | 2 | T+0 | 4D | 125.00 | 128.70 | 6.2500 | 6.2500 |
| 08.60 TN SDL 2023 | 1 | T+0 | 4D | 125.00 | 135.83 | 6.2200 | 6.2200 |
| 08.21 RJ UDAY 2019 | 1 | T+0 | 4D | 122.00 | 127.15 | 6.2200 | 6.2200 |
| 07.94 GS 2021 | 2 | T+0 | 4D | 115.00 | 121.08 | 6.2500 | 6.2500 |
| 07.88 GS 2030 | 2 | T+0 | 4D | 110.00 | 120.95 | 6.1500 | 6.1500 |
| 08.08 GS 2022 | 2 | T+0 | 4D | 105.00 | 114.62 | 6.2400 | 6.2429 |
| 06.83 GS 2039 | 1 | T+0 | 4D | 100.00 | 101.56 | 6.2200 | 6.2200 |
| 07.86 RJ UDAY 2019 | 1 | T+0 | 4D | 100.00 | 101.95 | 6.2500 | 6.2500 |
| 08.13 GS 2022 | 1 | T+0 | 4D | 100.00 | 108.38 | 6.2500 | 6.2500 |
| 08.39TN SDL 2017DEC | 1 | T+0 | 4D | 100.00 | 100.87 | 6.2500 | 6.2500 |
| 09.20 TN SDL 2018 | 1 | T+0 | 4D | 100.00 | 104.85 | 6.2500 | 6.2500 |
| 08.45 KL SDL 2019 | 1 | T+0 | 4D | 95.00 | 99.66 | 6.2500 | 6.2500 |
| 08.39 RJ UDAY 2021 | 1 | T+0 | 4D | 92.00 | 98.32 | 6.2200 | 6.2200 |
| 06.84 GS 2022 | 3 | T+0 | 4D | 90.00 | 91.23 | 6.2500 | 6.1778 |
| 08.20 GS 2025 | 2 | T+0 | 4D | 90.00 | 99.05 | 5.7500 | 5.9278 |
| 07.59 GS 2029 | 2 | T+0 | 4D | 88.00 | 94.39 | 6.2500 | 6.2216 |
| 08.78 GJ SDL 2021 | 1 | T+0 | 4D | 85.00 | 90.65 | 6.2500 | 6.2500 |
| 08.01 RJ UDAY 2020 | 1 | T+0 | 4D | 82.00 | 84.41 | 6.2200 | 6.2200 |
| 07.59 KA SDL 2027 | 1 | T+0 | 4D | 80.00 | 83.84 | 6.2500 | 6.2500 |
| 08.39 RJ UDAY 2018 | 1 | T+0 | 4D | 80.00 | 82.75 | 6.2500 | 6.2500 |
| 08.48 AP SDL 2020 | 1 | T+0 | 4D | 75.00 | 79.97 | 6.2500 | 6.2500 |
| 08.50 MH SDL 2017 | 1 | T+0 | 4D | 75.00 | 75.92 | 6.2500 | 6.2500 |
| 08.52 WB SDL 2018 | 1 | T+0 | 4D | 75.00 | 76.63 | 6.2500 | 6.2500 |
| 08.00 MH SDL 2018 | 1 | T+0 | 4D | 65.00 | 67.30 | 6.2500 | 6.2500 |
| 08.79 GS 2021 | 2 | T+0 | 4D | 65.00 | 71.04 | 6.2500 | 6.1962 |
| 06.90 GS 2019 | 1 | T+0 | 4D | 60.00 | 62.42 | 6.2500 | 6.2500 |
| 08.39 GJ SDL 2018 | 1 | T+0 | 4D | 60.00 | 61.93 | 6.2500 | 6.2500 |
| 08.26 GS 2027 | 2 | T+0 | 4D | 55.00 | 61.84 | 5.7500 | 5.7500 |
| 08.33 GS 2026 | 1 | T+0 | 4D | 55.00 | 62.15 | 6.2500 | 6.2500 |
| 08.56 KL SDL 2020 | 1 | T+0 | 4D | 55.00 | 58.87 | 6.2500 | 6.2500 |
| 08.00 GJ SDL 2017 | 1 | T+0 | 4D | 50.00 | 51.68 | 6.2500 | 6.2500 |
| 08.08 OD SDL 2020 | 1 | T+0 | 4D | 50.00 | 52.55 | 6.2200 | 6.2200 |
| 08.12 TN SDL 2018 | 1 | T+0 | 4D | 50.00 | 51.76 | 6.2500 | 6.2500 |
| 08.23 GJ SDL 2019 | 1 | T+0 | 4D | 50.00 | 52.31 | 6.2500 | 6.2500 |
| 08.25 AP SDL 2018 | 1 | T+0 | 4D | 50.00 | 51.42 | 6.2500 | 6.2500 |
| 08.25 RJ SDL 2019 | 1 | T+0 | 4D | 50.00 | 52.61 | 6.2500 | 6.2500 |
| 08.48 MH SDL 2020 | 1 | T+0 | 4D | 50.00 | 53.32 | 6.2500 | 6.2500 |
| 08.48 TN SDL 2019 | 1 | T+0 | 4D | 50.00 | 52.49 | 6.2000 | 6.2000 |
| 08.74 KA SDL 2022 | 1 | T+0 | 4D | 50.00 | 54.55 | 6.2200 | 6.2200 |
| 08.75 KL SDL 2022 | 1 | T+0 | 4D | 50.00 | 54.59 | 6.2200 | 6.2200 |
| 08.43 GJ SDL 2018 | 1 | T+0 | 4D | 40.00 | 41.43 | 6.2500 | 6.2500 |
| 07.80 GS 2020 | 1 | T+0 | 4D | 35.00 | 36.52 | 6.2500 | 6.2500 |
| 08.20 GS 2022 | 1 | T+0 | 4D | 35.00 | 38.15 | 6.2500 | 6.2500 |
| 08.28 TN SDL 2019 | 1 | T+0 | 4D | 30.00 | 31.59 | 6.2500 | 6.2500 |
| 09.72 KL SDL 2023 | 1 | T+0 | 4D | 24.00 | 27.54 | 6.3000 | 6.3000 |
| 07.50 GS 2034 | 2 | T+0 | 4D | 22.00 | 23.77 | 5.2600 | 5.2600 |
| 10.03 GS 2019 | 1 | T+0 | 4D | 20.00 | 22.17 | 6.2500 | 6.2500 |
| 09.89 HR SDL 2023 | 1 | T+0 | 4D | 10.00 | 11.60 | 6.3000 | 6.3000 |
| 08.33 GS 2036 | 2 | T+0 | 4D | 6.00 | 6.76 | 5.2500 | 5.3750 |
| 07.06 GS 2046 | 1 | T+0 | 4D | 5.00 | 5.07 | 6.0000 | 6.0000 |
| 07.40 GS 2035 | 1 | T+0 | 4D | 5.00 | 5.31 | 5.5000 | 5.5000 |
| 08.53 MH SDL 2020OCT | 1 | T+0 | 4D | 5.00 | 5.30 | 6.3000 | 6.3000 |
| 08.83 GS 2023 | 1 | T+0 | 4D | 5.00 | 5.58 | 5.7500 | 5.7500 |
| Total | 212 | 19332.00 | 20409.46 | |
| 08.15 GS 2026 | 5 | T+0 | 4D | 967.0000 | 1052.7393 |
| 06.79 GS 2029 | 4 | T+0 | 4D | 515.0000 | 535.3858 |
| 091 DTB 06072017 | 1 | T+0 | 4D | 500.0000 | 498.8000 |
| 08.83 GS 2023 | 1 | T+0 | 4D | 448.0000 | 499.6400 |
| 07.46 GS 2017 | 1 | T+0 | 4D | 289.4000 | 296.8175 |
| 06.84 GS 2022 | 1 | T+0 | 4D | 220.6300 | 223.6438 |
| 07.40 GS 2035 | 1 | T+0 | 4D | 140.2500 | 149.0686 |
| 07.53 HR SDL 2027 | 1 | T+0 | 4D | 120.0000 | 122.4199 |
| 07.59 KA SDL 2027MAR | 1 | T+0 | 4D | 60.0000 | 62.3346 |
| 091 DTB 13072017 | 1 | T+0 | 4D | 40.0000 | 39.8600 |
| Total | 17 | 3300.2800 | 3480.7095 |
| CBLO/270617 | T+0 | 5.50 | 6.50 | 5.30 | 6.05 | 5.87 | 623 | 63358.05 |
| Total | 623 | 63358.05 |
| 06.79 GS 2029 | 1379 | 14785.0000 | 100.5800 | 6.7206 |
| 06.79 GS 2027 | 542 | 5100.0000 | 102.4325 | 6.4520 |
| 06.97 GS 2026 | 296 | 3215.0000 | 102.3100 | 6.6284 |
| 07.61 GS 2030 | 74 | 690.0000 | 106.5200 | 6.8385 |
| 07.16 GS 2023 | 45 | 540.0000 | 102.1600 | 6.7085 |
| 06.57 GS 2033 | 55 | 535.0000 | 97.5300 | 6.8216 |
| 07.95 GS 2032 | 9 | 290.0000 | 108.4600 | 7.0324 |
| 06.84 GS 2022 | 18 | 275.0000 | 101.3500 | 6.5423 |
| 08.15 GS 2026 | 19 | 270.0000 | 108.2000 | 6.9468 |
| 07.35 GS 2024 | 18 | 255.0000 | 103.2175 | 6.7642 |
| 07.68 GS 2023 | 25 | 245.0000 | 105.1000 | 6.6947 |
| 07.72 GS 2025 | 17 | 210.0000 | 105.4600 | 6.8142 |
| 08.20 GS 2025 | 15 | 205.0000 | 107.9200 | 6.9202 |
| 07.59 GS 2029 | 8 | 155.0000 | 105.3000 | 6.9209 |
| 07.28 GS 2019 | 4 | 135.0000 | 101.6200 | 6.3725 |
| 08.40 GS 2024 | 11 | 85.0000 | 108.7000 | 6.8290 |
| 06.62 GS 2051 | 7 | 85.0000 | 94.0000 | 7.0872 |
| 08.83 GS 2023 | 4 | 80.0000 | 110.6000 | 6.7629 |
| 08.17 GS 2044 | 9 | 70.0000 | 111.9500 | 7.1676 |
| 07.73 GS 2034 | 5 | 65.0000 | 107.8000 | 6.9519 |
| 07.59 GS 2026 | 9 | 60.0000 | 105.2400 | 6.7712 |
| 08.97 GS 2030 | 8 | 55.0000 | 116.2000 | 7.0807 |
| 07.80 GS 2020 | 3 | 35.0000 | 103.3000 | 6.5076 |
| 06.05 GS 2019 | 3 | 30.0000 | 99.3000 | 6.4341 |
| 06.83 GS 2039 | 4 | 25.0000 | 98.5250 | 6.9626 |
| 08.33 GS 2026 | 3 | 25.0000 | 109.2300 | 6.9371 |
| 07.80 GS 2021 | 1 | 25.0000 | 104.1650 | 6.5366 |
| 08.24 GS 2027 | 3 | 20.0000 | 109.1500 | 6.9209 |
| 07.06 GS 2046 | 3 | 20.0000 | 100.1500 | 7.0466 |
| 08.24 GS 2033 | 2 | 20.0000 | 111.1000 | 7.0824 |
| 06.79 GS 2029 | 10 | 15.8130 | 100.5200 | 6.7278 |
| 07.50 GS 2034 | 3 | 15.0000 | 105.2475 | 6.9692 |
| 08.27 GS 2020 | 1 | 15.0000 | 104.7900 | 6.4585 |
| 06.57 GS 2033 | 5 | 11.5000 | 97.5700 | 6.8175 |
| 08.33 GS 2036 | 2 | 10.0000 | 112.2050 | 7.1438 |
| 08.60 GS 2028 | 1 | 10.0000 | 112.1500 | 6.9906 |
| 06.35 GS 2020 | 1 | 10.0000 | 99.7500 | 6.4587 |
| 06.62 GS 2051 | 4 | 7.0000 | 94.1000 | 7.0790 |
| 06.83 GS 2039 | 2 | 5.0000 | 98.5400 | 6.9612 |
| 09.15 GS 2024 | 1 | 5.0000 | 112.8000 | 6.9048 |
| 08.13 GS 2045 | 1 | 5.0000 | 111.9000 | 7.1413 |
| 08.13 GS 2022 | 2 | 1.0000 | 106.2800 | 6.6843 |
| 07.50 GS 2034 | 1 | 1.0000 | 105.1200 | 6.9816 |
| 06.84 GS 2022 | 1 | 0.9800 | 101.2400 | 6.5663 |
| 06.30 GS 2023 | 1 | 0.5000 | 98.8800 | 6.5330 |
| 08.20 GS 2022 | 1 | 0.5000 | 105.9600 | 6.6798 |
| 07.59 GS 2026 | 1 | 0.0150 | 105.2300 | 6.7727 |
| 08.27 GJ SDL 2026 | 3 | 55.0000 | 105.9000 | 7.3278 |
| 07.88 PN SDL 2027 | 3 | 30.0000 | 103.7800 | 7.3255 |
| 07.52 TN SDL 2027 | 3 | 25.0000 | 101.6800 | 7.2777 |
| 08.71 PN UDAY 2031 | 1 | 25.0000 | 111.3525 | 7.3800 |
| 08.91 HP SDL 2022 | 1 | 25.0000 | 107.2700 | 7.1596 |
| 07.55 AS SDL 2027 | 6 | 20.0000 | 101.7325 | 7.2999 |
| 07.55 AS SDL 2027 | 2 | 20.0000 | 102.0800 | 7.2507 |
| 07.20 GJ SDL 2027 | 2 | 20.0000 | 100.2500 | 7.1639 |
| 07.23 TN SDL 2027 | 2 | 20.0000 | 100.2800 | 7.1896 |
| 08.92 HP SDL 2022 | 1 | 15.0000 | 107.4125 | 7.1602 |
| 09.84 AP SDL 2024 | 1 | 10.0000 | 112.8325 | 7.3649 |
| 07.59 GJ SDL 2027 | 1 | 10.0000 | 102.0000 | 7.2954 |
| 09.84 BR SDL 2024 | 1 | 10.0000 | 112.8325 | 7.3649 |
| 08.92 UP SDL 2022 | 1 | 10.0000 | 107.2625 | 7.1600 |
| 09.84 UK SDL 2024 | 1 | 10.0000 | 112.8325 | 7.3649 |
| 07.61 TN SDL 2027 | 1 | 10.0000 | 101.9700 | 7.3195 |
| 07.59 KA SDL 2027 | 1 | 10.0000 | 101.8900 | 7.3113 |
| 08.15 MP SDL 2025 | 1 | 10.0000 | 105.0200 | 7.3352 |
| 08.92 RJ SDL 2022AUG | 1 | 5.0000 | 107.4575 | 7.1600 |
| 09.85 WB SDL 2024 | 1 | 5.0000 | 112.8825 | 7.3653 |
| 08.93 UP SDL 2022 | 1 | 5.0000 | 107.4575 | 7.1596 |
| 08.23 GJ SDL 2025 | 1 | 5.0000 | 105.4200 | 7.3358 |
| 09.80 HR SDL 2024 | 1 | 5.0000 | 112.6250 | 7.3649 |
| 08.85 HR SDL 2022 | 1 | 4.8210 | 107.0600 | 7.1598 |
| 08.92 RJ SDL 2022AUG | 1 | 4.7570 | 107.4575 | 7.1600 |
| 07.19 UP SDL 2026 | 2 | 3.0000 | 99.9600 | 7.1936 |
| 08.93 UP SDL 2022 | 1 | 1.3410 | 107.4575 | 7.1596 |
| 07.20 KA SDL 2027 | 3 | 1.0000 | 100.3800 | 7.1433 |
| 07.52 UP SDL 2027 | 1 | 1.0000 | 101.3850 | 7.3196 |
| 08.24 TN SDL 2025SEP | 1 | 0.6000 | 105.7750 | 7.2891 |
| 091 DTB 21092017 | 2 | 200.0000 | 98.5465 | 6.2600 |
| 091 DTB 03082017 | 1 | 100.0000 | 99.3704 | 6.2500 |
| 364 DTB 18012018 | 2 | 45.0000 | 96.5590 | 6.3450 |
| 364 DTB 21062018 | 2 | 35.0000 | 94.1128 | 6.3600 |
| 182 DTB 28072017 | 2 | 20.0000 | 99.4703 | 6.2700 |
| 182 DTB 14122017 | 1 | 15.0000 | 97.1538 | 6.2900 |
| 091 DTB 06072017 | 2 | 10.0000 | 99.8461 | 6.2500 |
| 091 DTB 27072017 | 2 | 10.0000 | 99.4889 | 6.2500 |
| 091 DTB 17082017 | 1 | 5.0000 | 99.1315 | 6.2700 |
| 364 DTB 26042018 | 1 | 1.0000 | 94.9851 | 6.3600 |
| Total | 2700 | 28535.8270 | | |
| 08.15 GS 2022 | 6 | 1500.0000 | 106.1537 | 6.6700 |
| 08.35 GS 2022 | 7 | 1400.0000 | 106.8892 | 6.6700 |
| 06.84 GS 2022 | 6 | 1125.0000 | 101.2800 | 6.5576 |
| 06.79 GS 2029 | 16 | 925.0000 | 100.5125 | 6.7287 |
| 06.79 GS 2027 | 11 | 600.0000 | 102.4100 | 6.4550 |
| 06.79 GS 2029 | 7 | 444.2880 | 100.4400 | 6.7373 |
| 07.61 GS 2030 | 3 | 350.0000 | 106.4200 | 6.8498 |
| 06.57 GS 2033 | 5 | 275.0000 | 97.5000 | 6.8247 |
| 07.72 GS 2025 | 3 | 200.0000 | 105.4600 | 6.8142 |
| 08.15 GS 2026 | 1 | 200.0000 | 108.1500 | 6.9537 |
| 08.60 GS 2028 | 3 | 175.0000 | 112.1500 | 6.9906 |
| 07.68 GS 2023 | 5 | 155.0000 | 105.0900 | 6.6965 |
| 07.80 GS 2021 | 1 | 150.0000 | 104.1500 | 6.5410 |
| 06.57 GS 2033 | 2 | 143.9170 | 97.5100 | 6.8237 |
| 08.13 GS 2022 | 3 | 100.0000 | 106.3336 | 6.6725 |
| 07.35 GS 2024 | 2 | 100.0000 | 103.1500 | 6.7762 |
| 07.16 GS 2023 | 1 | 100.0000 | 102.1350 | 6.7136 |
| 08.08 GS 2022 | 1 | 100.0000 | 105.9987 | 6.6700 |
| 07.88 GS 2030 | 1 | 100.0000 | 107.7700 | 6.9484 |
| 08.40 GS 2024 | 3 | 75.0000 | 108.5500 | 6.8547 |
| 08.17 GS 2044 | 2 | 50.0000 | 111.7500 | 7.1829 |
| 07.73 GS 2034 | 1 | 50.0000 | 107.6700 | 6.9642 |
| 07.95 GS 2032 | 1 | 50.0000 | 108.3500 | 7.0436 |
| 08.33 GS 2026 | 1 | 30.0000 | 109.2100 | 6.9400 |
| 08.20 GS 2025 | 1 | 25.0000 | 108.0000 | 6.9079 |
| 08.33 GS 2036 | 1 | 10.0000 | 112.2000 | 7.1442 |
| 06.05 GS 2019 FEB | 1 | 10.0000 | 99.4690 | 6.4000 |
| 08.97 GS 2030 | 1 | 5.0000 | 116.2050 | 7.0802 |
| 06.83 GS 2039 | 1 | 5.0000 | 98.0500 | 7.0061 |
| 06.97 GS 2026 | 1 | 5.0000 | 102.3500 | 6.6226 |
| 06.30 GS 2023 | 2 | 1.0000 | 98.9000 | 6.5288 |
| 06.84 GS 2022 | 2 | 0.9800 | 101.2400 | 6.5663 |
| 08.20 GS 2022 | 1 | 0.5000 | 106.1000 | 6.6455 |
| 08.13 GS 2022 | 1 | 0.5000 | 106.3000 | 6.6799 |
| 08.21 HR UDAY 2026 | 5 | 150.0000 | 105.3323 | 7.3700 |
| 07.74 TN SDL 2027 | 3 | 65.0000 | 102.8255 | 7.3250 |
| 08.50 MH SDL 2021 | 1 | 50.0000 | 104.5016 | 7.0575 |
| 08.63 TN SDL 2023 | 1 | 50.0000 | 106.1013 | 7.2700 |
| 07.95 TN SDL 2023 | 1 | 34.9240 | 103.3136 | 7.2600 |
| 08.07 TN SDL 2025 | 1 | 25.0000 | 104.1495 | 7.3450 |
| 07.86 KA SDL 2027 | 1 | 25.0000 | 103.6800 | 7.3216 |
| 08.45 KA SDL 2024 | 1 | 15.0000 | 106.3085 | 7.3300 |
| 07.78 UP SDL 2027 | 1 | 10.0000 | 103.0993 | 7.3250 |
| 07.69 WB SDL 2026 | 1 | 10.0000 | 102.3810 | 7.3250 |
| 07.78 WB SDL 2027 | 1 | 10.0000 | 103.0993 | 7.3250 |
| 08.79 MH SDL 2021 | 1 | 10.0000 | 106.4303 | 7.0900 |
| 08.12 MH SDL 2025 | 1 | 10.0000 | 104.7721 | 7.3450 |
| 08.58 GJ SDL 2023 | 1 | 10.0000 | 105.9292 | 7.2650 |
| 08.23 GJ SDL 2025 | 1 | 10.0000 | 105.3621 | 7.3450 |
| 09.89 HR SDL 2023 | 1 | 5.0000 | 112.4508 | 7.3288 |
| 09.18 AP SDL 2024 | 1 | 5.0000 | 109.7800 | 7.3495 |
| 07.51 MH SDL 2027 | 1 | 5.0000 | 101.8000 | 7.2508 |
| 07.71 TS UDAY 2026 | 1 | 5.0000 | 102.5300 | 7.3103 |
| 08.83 UP SDL 2026 | 1 | 5.0000 | 109.3572 | 7.3475 |
| 09.72 KL SDL 2023 | 3 | 4.1000 | 111.8000 | 7.3059 |
| 07.77 TN UDAY 2030 | 1 | 3.3000 | 103.8100 | 7.3018 |
| 08.21 HR UDAY 2026 | 2 | 2.5000 | 105.3523 | 7.3670 |
| 07.98 TN SDL 2026 | 1 | 1.0000 | 104.5873 | 7.2700 |
| 08.61 PN UDAY 2030 | 1 | 0.5500 | 110.5800 | 7.3178 |
| 07.78 TN UDAY 2024 | 1 | 0.1000 | 102.3700 | 7.3208 |
| 091 DTB 06072017 | 8 | 5000.0000 | 99.8461 | 6.2500 |
| 182 DTB 28072017 | 1 | 150.0000 | 99.4686 | 6.2900 |
| 182 DTB 14122017 | 1 | 15.0000 | 97.1648 | 6.2650 |
| 364 DTB 26042018 | 1 | 10.0000 | 94.9600 | 6.3935 |
| 091 DTB 21092017 | 1 | 1.0000 | 98.5602 | 6.2000 |
| Total | 151 | 14158.6590 | | |
| SPOT | 64.5600 | 64.5925 | 64.4225 | 64.4925 |
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 | CBLO Statistics as on Thu, Jun 22, 2017 | | FX-Clear Statistics as on Thu, Jun 22, 2017 | | Fx-Settlement Statistics as on Fri, Jun 23, 2017 | | G-Sec Sett Statistics as on Thu, Jun 22, 2017 | | MTM Prices as on Thu, Jun 22, 2017 | | ZCYC as on Thu, Jun 22, 2017 | | IRS/FRA Statistics as on Thu, Jun 22, 2017 |
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