Market Rates As on Dec 11 2019 5:00PM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	5.20	5.25	3.70	5.05	12518.04	5.00	5.00	11358.24
TREP	4.80	5.10	4.00	4.90	219402.40	4.58	4.75	221285.05
REPO	4.00	5.15	1.00	4.80	69709.82	4.68	4.85	71976.53
Money Market					301630.26	4.62	4.78	304619.82

"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	12/12/2019	48	5556.00	5.20	5.25	4.40	5.05	5.1340
15D	T + 0	26/12/2019	1	100.00	5.50	5.50	5.50	5.50	5.5000
Total	49			5656.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID UPTO 1 YR	30	T+0	1D	12582.84	12367.08	4.7000	4.6329
CG LIQUID 1 TO 3 YR	34	T+0	1D	9379.82	8978.75	4.8000	4.6024
CG LIQUID 3 TO 5 YR	13	T+0	1D	3178.92	3048.47	4.7000	4.6444
CG LIQUID 10 TO 20YR	11	T+0	1D	868.97	827.98	4.7500	4.7446
TBILLS 364 DTB	11	T+0	1D	554.95	571.10	4.4500	4.6695
FRB	2	T+0	1D	465.99	459.83	4.7000	4.7418
CG LIQUID 5 TO 10 YR	9	T+0	1D	397.95	374.26	4.7000	4.7291
TBILLS 182 DTB	4	T+0	1D	309.98	317.60	4.7000	4.7419
TBILLS 91 DTB	1	T+0	1D	44.00	44.05	4.7500	4.7500
Total	115	27783.42			26989.12

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
06.45 GS 2029	46	T+0	1D	4895.00	4860.57	4.7000	4.2119
07.26 GS 2029	27	T+0	1D	3215.00	3386.50	4.7500	4.6950
07.32 GS 2024	18	T+0	1D	2326.00	2456.36	4.7500	4.7715
08.20 GS 2022	4	T+0	1D	1600.00	1717.48	4.7000	4.8406
07.80 GS 2021	2	T+0	1D	1200.00	1247.37	4.8500	4.8500
07.27 GS 2026	13	T+0	1D	716.00	745.16	4.7000	4.7059
07.37 GS 2023	8	T+0	1D	715.00	745.20	4.5000	4.7885
07.13 MP SDL 2021	2	T+0	1D	600.00	617.64	4.8000	4.8000
07.17 GS 2028	10	T+0	1D	495.00	515.83	4.1000	4.6913
07.95 GS 2032	7	T+0	1D	461.00	498.68	4.4000	4.5675
06.97 GS 2026	4	T+0	1D	395.00	405.27	4.7000	4.6985
07.64 CG SDL 2021	1	T+0	1D	372.00	391.18	4.8000	4.8000
07.59 AP SDL 2021	1	T+0	1D	370.00	389.23	4.8000	4.8000
07.59 GS 2026	5	T+0	1D	360.00	384.71	4.0000	4.5958
08.83 GS 2023	8	T+0	1D	349.00	378.48	3.0000	4.0272
08.51 WB SDL 2026	1	T+0	1D	300.00	329.23	4.8500	4.8500
08.52 TS SDL 2026	1	T+0	1D	300.00	329.39	4.8500	4.8500
08.58 UP SDL 2026	1	T+0	1D	300.00	328.44	4.8500	4.8500
07.06 GS 2046	4	T+0	1D	295.00	292.32	4.4000	4.4763
08.72 TN SDL 2022	2	T+0	1D	295.00	320.08	4.8000	4.8119
08.83 UP SDL 2026	1	T+0	1D	288.00	320.02	4.8500	4.8500
08.79 GS 2021	2	T+0	1D	250.00	265.09	4.2500	4.2500
08.75 TN SDL 2022	3	T+0	1D	245.00	263.97	4.8500	4.8327
06.79 GS 2027	8	T+0	1D	240.00	238.97	3.2500	4.4167
08.60 BR SDL 2026	1	T+0	1D	235.00	257.53	4.8500	4.8500
07.61 GS 2030	3	T+0	1D	230.00	239.15	4.6000	4.6033
08.29 AP SDL 2026	1	T+0	1D	220.00	240.27	4.8500	4.8500
07.26 GJ SDL 2029	2	T+0	1D	219.00	215.79	4.8000	4.8000
08.57 WB SDL 2026	1	T+0	1D	205.00	224.33	4.8500	4.8500
07.43 CG SDL 2022	1	T+0	1D	200.00	208.62	4.8500	4.8500
08.26 GS 2027	3	T+0	1D	195.00	215.84	4.4000	4.6410
08.33 RJ SDL 2021	1	T+0	1D	195.00	209.26	4.8000	4.8000
07.57 GS 2033	8	T+0	1D	193.00	205.95	1.0000	3.6088
06.68 GS 2031	2	T+0	1D	186.00	182.76	4.7000	4.6882
07.56 AP SDL 2021	2	T+0	1D	180.00	187.74	4.8000	4.8069
08.32 GS 2032	2	T+0	1D	180.00	201.86	4.2500	4.4278
08.82 BR SDL 2026	1	T+0	1D	180.00	199.92	4.8500	4.8500
07.86 AS SDL 2022	2	T+0	1D	175.00	186.68	4.8000	4.8071
08.53 MH SDL 2020	1	T+0	1D	168.00	172.82	4.8000	4.8000
08.57 WB SDL 2020	1	T+0	1D	165.00	170.38	4.8000	4.8000
06.17 GS 2021	1	T+0	1D	155.00	159.86	4.8500	4.8500
07.05 TN SDL 2026	2	T+0	1D	155.00	154.27	4.8500	4.8500
07.99 PN SDL 2021	1	T+0	1D	155.00	165.45	4.8500	4.8500
08.69 GJ SDL 2022	2	T+0	1D	155.00	167.21	4.8000	4.8323
06.88 RJ SDL 2024	1	T+0	1D	150.00	152.11	4.8500	4.8500
06.92 MH SDL 2022	2	T+0	1D	150.00	156.41	4.8500	4.8500
08.25 MH SDL 2025JUN	1	T+0	1D	150.00	158.45	4.8500	4.8500
08.38 HP SDL 2020	1	T+0	1D	145.00	148.70	4.8000	4.8000
08.51 GJ SDL 2021	2	T+0	1D	145.00	153.13	4.8000	4.8328
08.79 MH SDL 2021	1	T+0	1D	145.00	158.16	4.8000	4.8000
08.72 AP SDL 2022	2	T+0	1D	140.00	151.90	4.9000	4.9000
08.34 MH SDL 2020	1	T+0	1D	130.00	134.34	4.8000	4.8000
08.97 GS 2030	2	T+0	1D	130.00	147.66	4.3000	4.5308
08.35 GS 2022	1	T+0	1D	129.00	136.45	4.8500	4.8500
08.52 KA SDL 2020	1	T+0	1D	126.00	129.61	4.8000	4.8000
06.79 GS 2029	2	T+0	1D	125.00	126.89	4.5000	4.5000
07.50 GS 2034	3	T+0	1D	125.00	131.09	4.7000	4.7000
08.60 MH SDL 2021	1	T+0	1D	125.00	134.06	4.8000	4.8000
08.08 OD SDL 2020	1	T+0	1D	124.00	127.26	4.8000	4.8000
08.73 MP SDL 2022	1	T+0	1D	124.00	134.23	4.8000	4.8000
07.59 GS 2029	4	T+0	1D	120.00	126.00	4.1000	4.4750
08.78 GJ SDL 2021	1	T+0	1D	120.00	130.87	4.8500	4.8500
08.18 HP SDL 2020	1	T+0	1D	118.00	123.95	4.8000	4.8000
08.66 TN SDL 2022	1	T+0	1D	111.00	119.97	4.8500	4.8500
08.92 TN SDL 2022	1	T+0	1D	105.00	113.27	4.8500	4.8500
06.64 TN SDL 2023	1	T+0	1D	100.00	100.31	4.8500	4.8500
06.94 OD SDL 2021	1	T+0	1D	100.00	103.98	4.8500	4.8500
07.00 GS 2021	1	T+0	1D	100.00	104.22	4.8500	4.8500
07.46 PN SDL 2027	1	T+0	1D	100.00	102.26	4.8200	4.8200
07.47 UP SDL 2027	1	T+0	1D	100.00	102.48	4.8500	4.8500
07.52 HP SDL 2022	1	T+0	1D	100.00	104.79	4.8500	4.8500
07.62 OD SDL 2021	1	T+0	1D	100.00	103.89	4.8000	4.8000
08.13 GS 2022	1	T+0	1D	100.00	106.91	4.8000	4.8000
08.15 RJ SDL 2021	1	T+0	1D	100.00	103.41	4.8500	4.8500
08.39 RJ UDAY 2020	1	T+0	1D	100.00	102.73	4.8000	4.8000
08.97 AP SDL 2022	1	T+0	1D	100.00	107.99	4.8500	4.8500
08.97 BR SDL 2022	1	T+0	1D	100.00	107.19	4.8000	4.8000
08.29 RJ SDL 2025JUL	1	T+0	1D	95.00	103.40	4.8500	4.8500
08.59 GJ SDL 2021	1	T+0	1D	85.00	91.15	4.8000	4.8000
08.65 KA SDL 2022	1	T+0	1D	85.00	91.85	4.8000	4.8000
08.66 MH SDL 2022	2	T+0	1D	85.00	91.87	4.8000	4.8294
08.66 WB SDL 2022	1	T+0	1D	85.00	91.87	4.8000	4.8000
08.39 TN SDL 2020	1	T+0	1D	80.00	83.23	4.8500	4.8500
08.10 WB SDL 2025MAR	1	T+0	1D	75.00	80.22	4.8500	4.8500
08.72 BR SDL 2022	1	T+0	1D	75.00	81.17	4.8000	4.8000
08.75 KL SDL 2022	1	T+0	1D	75.00	80.81	4.8500	4.8500
08.66 MH SDL 2021	1	T+0	1D	72.00	76.21	4.8500	4.8500
06.92 RJ SDL 2025	1	T+0	1D	70.00	70.85	4.8500	4.8500
07.33 TN SDL 2054	2	T+0	1D	70.00	67.34	4.8500	4.8143
08.36 PN SDL 2021	1	T+0	1D	70.00	73.15	4.8500	4.8500
08.42 TN SDL 2020	1	T+0	1D	70.00	73.01	4.8500	4.8500
08.68 GJ SDL 2021	1	T+0	1D	70.00	72.86	4.8000	4.8000
08.76 MH SDL 2022	2	T+0	1D	70.00	75.44	4.8500	4.8500
07.18 MP SDL 2022	1	T+0	1D	65.00	67.25	4.8500	4.8500
08.44 SK SDL 2020	1	T+0	1D	65.00	67.20	4.8000	4.8000
07.62 MH SDL 2021	2	T+0	1D	64.00	66.49	4.8500	4.8500
08.21 RJ UDAY 2020	2	T+0	1D	60.00	61.43	4.8000	4.8292
08.38 WB SDL 2020	1	T+0	1D	60.00	62.27	4.8000	4.8000
08.80 WB SDL 2022	1	T+0	1D	60.00	64.71	4.8500	4.8500
GOI FRB 2024	1	T+0	1D	60.00	58.68	4.8500	4.8500
08.28 WB SDL 2020	1	T+0	1D	59.00	60.03	4.8000	4.8000
08.32 HR SDL 2020	1	T+0	1D	58.00	59.93	4.8000	4.8000
06.84 GS 2022	2	T+0	1D	55.00	57.81	4.8000	4.8000
07.72 GS 2049	1	T+0	1D	50.00	54.74	4.5000	4.5000
08.05 KA SDL 2025	1	T+0	1D	50.00	53.52	4.8500	4.8500
08.06 AP SDL 2025	1	T+0	1D	50.00	53.55	4.8500	4.8500
08.06 TN SDL 2025	1	T+0	1D	50.00	53.55	4.8500	4.8500
08.14 KA SDL 2025	1	T+0	1D	50.00	52.86	4.8500	4.8500
08.14 RJ SDL 2025	1	T+0	1D	50.00	52.86	4.8500	4.8500
08.21 HR UDAY 2023	1	T+0	1D	50.00	53.26	4.9000	4.9000
08.32 PN SDL 2020	1	T+0	1D	50.00	52.28	4.8000	4.8000
08.51 KL SDL 2021	1	T+0	1D	50.00	52.80	4.8500	4.8500
08.51 MH SDL 2021	1	T+0	1D	50.00	52.80	4.8000	4.8000
08.56 TN SDL 2021	1	T+0	1D	50.00	53.85	4.8500	4.8500
08.64 AP SDL 2023	1	T+0	1D	50.00	54.20	4.9000	4.9000
08.69 KA SDL 2022	1	T+0	1D	50.00	54.22	4.8500	4.8500
08.71 HR SDL 2022	1	T+0	1D	50.00	54.10	4.8000	4.8000
08.95 MH SDL 2022	1	T+0	1D	50.00	53.97	4.8500	4.8500
08.96 PN SDL 2022	1	T+0	1D	50.00	53.98	4.8000	4.8000
09.36 WB SDL 2022	1	T+0	1D	50.00	54.22	4.8000	4.8000
07.26 UP SDL 2029DEC	1	T+0	1D	48.00	48.00	4.8000	4.8000
08.52 GJ SDL 2021	1	T+0	1D	47.00	49.88	4.8000	4.8000
08.35 GJ SDL 2020	1	T+0	1D	45.00	46.59	4.8000	4.8000
08.35 RJ SDL 2020	1	T+0	1D	45.00	46.59	4.8000	4.8000
08.37 OD SDL 2022	1	T+0	1D	45.00	48.27	4.8500	4.8500
08.39 NL SDL 2020	1	T+0	1D	45.00	46.51	4.8000	4.8000
08.62 PN SDL 2021	1	T+0	1D	45.00	47.87	4.8000	4.8000
08.68 BR SDL 2023	1	T+0	1D	45.00	49.37	4.8500	4.8500
07.88 GS 2030	1	T+0	1D	40.00	42.86	4.8000	4.8000
08.39 UP SDL 2020	1	T+0	1D	40.00	41.34	4.8000	4.8000
08.42 KA SDL 2020	1	T+0	1D	40.00	41.20	4.8500	4.8500
08.48 MH SDL 2020	1	T+0	1D	40.00	41.23	4.8000	4.8000
08.70 KL SDL 2022	1	T+0	1D	40.00	43.27	4.8000	4.8000
08.72 MH SDL 2022	1	T+0	1D	40.00	43.40	4.8500	4.8500
06.18 GS 2024	2	T+0	1D	35.00	34.76	4.5000	4.5000
08.25 UP UDAY 2020	1	T+0	1D	35.00	35.85	4.8500	4.8500
08.74 RJ SDL 2022	1	T+0	1D	35.00	37.99	4.8000	4.8000
08.83 HP SDL 2021	1	T+0	1D	35.00	38.21	4.8500	4.8500
08.56 GJ SDL 2021	1	T+0	1D	33.00	35.54	4.8500	4.8500
08.59 TN SDL 2021	1	T+0	1D	33.00	34.23	4.8500	4.8500
06.65 GS 2020	3	T+0	1D	32.00	32.49	3.0000	3.9000
08.46 GJ SDL 2021	1	T+0	1D	32.00	33.69	4.8000	4.8000
07.35 GS 2024	2	T+0	1D	30.00	31.99	4.3000	4.7167
07.80 GS 2020	1	T+0	1D	30.00	30.55	4.8500	4.8500
07.86 UP SDL 2026	1	T+0	1D	30.00	32.04	4.8500	4.8500
08.21 RJ UDAY 2023	1	T+0	1D	30.00	31.96	4.9000	4.9000
08.32 TN SDL 2020	1	T+0	1D	30.00	31.13	4.8000	4.8000
08.25 HP SDL 2020	1	T+0	1D	29.00	30.02	4.8000	4.8000
08.39 UP SDL 2020SEP	2	T+0	1D	29.00	30.10	4.8500	4.8500
07.42 PN SDL 2027	1	T+0	1D	25.00	25.62	4.8500	4.8500
07.44 JK SDL 2027	1	T+0	1D	25.00	25.65	4.8500	4.8500
08.20 GS 2025	1	T+0	1D	25.00	27.07	4.2500	4.2500
08.38 GJ SDL 2020	1	T+0	1D	25.00	25.95	4.8500	4.8500
08.50 KL SDL 2021	1	T+0	1D	25.00	26.46	4.8500	4.8500
08.50 MH SDL 2021	1	T+0	1D	25.00	26.46	4.8500	4.8500
08.72 AP SDL 2023	1	T+0	1D	25.00	27.31	4.9000	4.9000
08.79 GJ SDL 2022	1	T+0	1D	25.00	26.81	4.8000	4.8000
07.55 MH SDL 2021	1	T+0	1D	22.00	22.81	4.8000	4.8000
07.48 CG SDL 2022	1	T+0	1D	20.00	20.91	4.8500	4.8500
07.86 WB SDL 2026	1	T+0	1D	20.00	21.36	4.8500	4.8500
08.24 GS 2027	1	T+0	1D	20.00	21.97	4.5000	4.5000
08.59 AP SDL 2023	1	T+0	1D	20.00	21.83	4.8000	4.8000
08.69 KA SDL 2022FEB	1	T+0	1D	20.00	21.58	4.8500	4.8500
08.94 GJ SDL 2022	1	T+0	1D	20.00	21.58	4.8500	4.8500
08.97 KL SDL 2022	1	T+0	1D	20.00	21.57	4.8000	4.8000
07.48 KA SDL 2020	1	T+0	1D	19.00	19.98	4.8500	4.8500
07.07 KA SDL 2029	1	T+0	1D	10.00	9.94	4.8500	4.8500
07.11 TN SDL 2029	1	T+0	1D	10.00	10.02	4.8500	4.8500
07.98 KA SDL 2025	1	T+0	1D	10.00	10.56	4.8500	4.8500
08.52 TN SDL 2020	1	T+0	1D	10.00	10.29	4.8000	4.8000
08.58 JK SDL 2020	1	T+0	1D	10.00	10.31	4.8000	4.8000
08.88 HR SDL 2022	1	T+0	1D	10.00	10.80	4.8500	4.8500
06.83 GS 2039	1	T+0	1D	5.00	4.90	4.9000	4.9000
07.40 GS 2035	1	T+0	1D	5.00	5.17	4.2500	4.2500
07.72 GS 2025	1	T+0	1D	5.00	5.24	4.9000	4.9000
08.33 GS 2026	1	T+0	1D	5.00	5.56	4.5000	4.5000
06.18 GS 2024	1	T+0	6D	175.00	173.82	3.5000	3.5000
06.45 GS 2029	1	T+0	6D	175.00	173.77	3.5000	3.5000
Total	372	32847.00			34350.75

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
11.60GS27DEC2020P	3	T+0	1D	1325.0000	1251.1644
06.65GS09APR2020P	2	T+0	1D	1000.0000	983.5120
08.15GS11JUN2022P	2	T+0	1D	1000.0000	862.7150
08.20GS15FEB2022P	2	T+0	1D	1000.0000	880.9880
06.65 GS 2020	2	T+0	1D	707.0000	717.8544
07.80 GS 2020	2	T+0	1D	658.7500	670.8271
07.80GS11APR2021P	1	T+0	1D	500.0000	464.0355
07.95 GS 2032	1	T+0	1D	462.0000	499.7666
07.37 GS 2023	3	T+0	1D	453.0000	472.1437
07.88 GS 2030	2	T+0	1D	440.0000	471.4375
08.35GS14MAY2022P	1	T+0	1D	400.0000	346.8052
08.08 GS 2022	1	T+0	1D	347.6500	374.5767
06.84 GS 2022	2	T+0	1D	301.0000	316.4052
06.89 RJ SDL 2025	1	T+0	1D	298.0000	300.7491
08.44 MP SDL 2020	1	T+0	1D	275.0000	281.9928
06.50 OD SDL 2023	1	T+0	1D	250.0000	248.8382
08.80 BR SDL 2021	1	T+0	1D	190.0000	207.2958
07.26 GS 2029	1	T+0	1D	176.0000	185.3887
07.61 GS 2030	1	T+0	1D	145.0000	150.7658
07.55 MH SDL 2021	1	T+0	1D	108.0000	111.9612
07.80 GS 2021	1	T+0	1D	87.4000	90.8501
364 DTB 28052020	2	T+0	1D	67.9000	66.2908
09.15 GS 2024	1	T+0	1D	17.0000	18.8745
06.17 GS 2023	1	T+0	1D	15.0000	15.3672
Total	36	10223.7000			9990.6055

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/121219	T+0	1D	4.80	5.10	4.00	4.90	4.58	1035	219402.40
TREP/271219	T+0	16D	4.97	5.00	4.95	4.95	4.98	5	2500.00
TREP/311219	T+0	20D	5.00	5.00	4.85	4.85	4.93	4	2000.00
Total								1044	223902.40

Security Description	Trades	TTA	LTP	LTY
06.45 GS 2029	1469	12555.0000	97.7525	6.7652
07.32 GS 2024	348	3590.0000	102.6825	6.5644
07.26 GS 2029	375	3445.0000	102.0525	6.9502
07.57 GS 2033	100	1030.0000	102.5500	7.2703
07.17 GS 2028	41	440.0000	100.9700	7.0094
07.27 GS 2026	33	380.0000	102.3500	6.8037
07.59 GS 2026	25	380.0000	103.5000	6.8743
06.97 GS 2026	12	310.0000	100.7050	6.8349
06.18 GS 2024	32	250.0000	98.4500	6.5533
07.95 GS 2032	24	250.0000	105.6000	7.2656
06.65 GS 2020	8	135.0000	100.3900	5.3497
07.40 GS 2035	10	130.0000	101.1000	7.2797
07.50 GS 2034	10	105.0000	102.1700	7.2555
07.00 GS 2021	10	100.0000	101.4900	5.5872
08.19 GS 2020	6	100.0000	100.2700	5.0687
06.57 GS 2033	6	100.0000	94.8500	7.1588
07.63 GS 2059	4	90.0000	104.7500	7.2630
07.88 GS 2030	11	85.0000	104.9000	7.1945
06.35 GS 2020	6	80.0000	100.0475	5.1580
06.79 GS 2029	9	70.0000	98.0500	7.0639
07.37 GS 2023	5	45.0000	103.0100	6.3527
07.72 GS 2025	5	45.0000	104.3000	6.7628
06.84 GS 2022	4	45.0000	101.7700	6.1876
07.69 GS 2043	1	40.0000	104.9300	7.2500
07.16 GS 2023	4	35.0000	102.2500	6.4185
07.62 GS 2039	3	30.0000	103.7500	7.2581
08.24 GS 2027	5	25.0000	106.9000	6.9975
08.24 GS 2033	1	25.0000	108.7100	7.2352
08.33 GS 2026	4	20.0000	107.4700	6.8960
07.06 GS 2046	4	20.0000	98.5000	7.1857
07.80 GS 2020	3	20.0000	100.9100	5.3806
07.06 GS 2046	8	15.7000	99.0200	7.1414
08.28 GS 2032	3	15.0000	108.3000	7.2406
06.17 GS 2021	3	15.0000	100.6000	5.7657
08.40 GS 2024	2	10.0000	107.1000	6.5916
07.72 GS 2049	1	10.0000	105.4500	7.2689
06.68 GS 2031	1	10.0000	96.5500	7.1160
08.28 GS 2032	2	8.0000	108.2200	7.2501
06.57 GS 2033	2	5.5990	95.1000	7.1292
07.40 GS 2035	3	5.0000	101.5200	7.2349
06.79 GS 2027	1	5.0000	99.1000	6.9459
07.59 GS 2029	1	5.0000	103.2000	7.1104
07.57 GS 2033	1	2.0000	103.1000	7.2070
08.40 GS 2024	1	0.8390	107.1000	6.5916
07.59 GS 2026	1	0.7500	103.7500	6.8244
07.16 GS 2023	2	0.5000	101.9000	6.5322
06.83 GS 2039	1	0.3000	96.4000	7.1782
07.26 GS 2029	1	0.0100	102.8000	6.8399
07.05 TN SDL 2026	9	100.0000	99.1000	7.2159
07.17 KA SDL 2029	6	45.0000	99.2500	7.2765
08.45 AS SDL 2029	1	25.0000	107.6950	7.2876
07.15 TN SDL 2027	4	20.0000	99.3000	7.2664
07.17 KA SDL 2029	17	16.6160	99.6300	7.2221
07.05 TN SDL 2026	4	10.0000	99.3100	7.1768
07.18 MH SDL 2029	2	10.0000	99.4500	7.2601
08.54 AS SDL 2028	2	10.0000	107.8975	7.2828
07.52 HP SDL 2022	1	10.0000	102.2100	6.4235
07.11 TS SDL 2027	3	9.0000	99.3250	7.2228
08.32 RJ SDL 2029	2	5.0000	106.5200	7.3272
08.28 GJ SDL 2029FEB	1	5.0000	106.4700	7.2986
07.26 GJ SDL 2029	1	5.0000	100.1700	7.2358
08.83 TN SDL 2024	1	5.0000	107.1000	6.9639
07.20 MH SDL 2029	1	5.0000	99.9500	7.2054
07.15 TN SDL 2027	5	4.6000	99.4200	7.2462
07.77 AP SDL 2028	1	2.3000	103.2900	7.2238
07.75 GJ SDL 2028	1	1.0000	102.8500	7.2757
07.13 BR SDL 2029SEP	1	0.1740	99.4000	7.2145
08.13 RJ SDL 2028	1	0.1000	105.5200	7.2304
09.49 TN SDL 2023	1	0.1000	108.9500	6.9000
09.47 TN SDL 2024	1	0.1000	108.6100	7.1006
042 DCMB 17122019	15	650.0000	99.9350	4.7500
091 DTB 12032020	4	200.0000	98.7712	4.9900
364 DTB 16042020	7	150.0000	98.2599	5.1300
364 DTB 03092020	5	80.0000	96.3755	5.1605
091 DTB 19122019	1	50.0000	99.9042	5.0000
364 DTB 30042020	4	45.0000	98.0740	5.1200
364 DTB 11062020	2	30.0000	97.4963	5.1500
091 DTB 26122019	1	25.0000	99.8116	4.9200
182 DTB 09012020	2	20.0000	99.6293	4.8500
364 DTB 21052020	1	15.0000	97.7662	5.1800
364 DTB 02072020	1	5.0000	97.2155	5.1500
364 DTB 23072020	1	5.0000	96.9348	5.1525
091 DTB 05032020	1	5.0000	98.8534	5.0400
182 DTB 20022020	2	2.8360	99.0502	5.0000
182 DTB 16012020	1	0.6640	99.5228	5.0000
Total	2726	25656.1880

Reported Deals	Trades	TTA	LTP	LTY
GS17DEC2019C	1	15.2600	99.9328	4.9108
GS17DEC2020C	1	15.2600	94.5992	5.5517
GS17DEC2021C	1	15.2600	89.0161	5.8618
GS17DEC2022C	1	15.2600	83.1965	6.1980
GS17DEC2023C	1	15.2600	77.1916	6.5547
GS17DEC2024C	1	15.2600	71.6772	6.7530
GS17DEC2025C	1	15.2600	66.9864	6.7748
GS17DEC2026C	1	15.2600	61.4871	7.0556
GS17DEC2027C	1	15.2600	57.1500	7.1048
GS17DEC2028C	1	15.2600	56.0071	6.5356
GS17DEC2029C	1	15.2600	50.1440	7.0133
GS17DEC2030C	1	15.2600	44.2928	7.5322
GS17DEC2031C	1	15.2600	42.4402	7.2628
GS17DEC2032C	1	15.2600	38.4629	7.4784
GS17DEC2033C	1	15.2600	36.1119	7.4018
GS17DEC2034C	1	15.2600	33.4523	7.4282
GS17DEC2035C	1	15.2600	31.0690	7.4345
GS17DEC2036C	1	15.2600	28.8866	7.4335
GS17DEC2037C	1	15.2600	26.8655	7.4309
GS17DEC2038C	1	15.2600	24.9976	7.4260
GS17DEC2039C	1	15.2600	23.2748	7.4182
GS17DEC2040C	1	15.2600	21.6920	7.4063
GS17DEC2041C	1	15.2600	20.2460	7.3887
GS17DEC2042C	1	15.2600	18.9359	7.3632
GS17DEC2043C	1	15.2600	17.7576	7.3284
GS17DEC2044C	1	15.2600	16.6770	7.2903
GS17DEC2045C	1	15.2600	15.6321	7.2628
GS17DEC2046C	1	15.2600	14.5660	7.2601
GS17DEC2047C	1	15.2600	13.4641	7.2873
GS17DEC2048C	1	15.2600	12.3876	7.3293
GS17DEC2049C	1	15.2600	11.3978	7.3683
GS17DEC2050C	1	15.2600	10.5147	7.3960
GS17DEC2051C	1	15.2600	9.7261	7.4133
GS17DEC2052C	1	15.2600	9.0205	7.4212
GS17DEC2053C	1	15.2600	8.3866	7.4212
GS17DEC2054C	1	15.2600	7.8151	7.4144
GS17DEC2055C	1	15.2600	7.2978	7.4020
GS17DEC2056C	1	15.2600	6.8265	7.3854
GS17DEC2057C	1	15.2600	6.3952	7.3656
GS17DEC2058C	1	15.2600	5.9975	7.3440
GS17JUN2020C	1	15.2600	97.3648	5.2649
GS17JUN2021C	1	15.2600	91.7991	5.7328
GS17JUN2022C	1	15.2600	86.1926	5.9988
GS17JUN2023C	1	15.2600	80.0526	6.4329
GS17JUN2024C	1	15.2600	74.4032	6.6587
GS17JUN2025C	1	15.2600	69.1994	6.7900
GS17JUN2026C	1	15.2600	64.4534	6.8579
GS17JUN2027C	1	15.2600	58.8757	7.1759
GS17JUN2028C	1	15.2600	56.4751	6.8249
GS17JUN2029C	1	15.2600	54.3489	6.5128
GS17JUN2030C	1	15.2600	45.8958	7.5462
GS17JUN2031C	1	15.2600	43.7343	7.3135
GS17JUN2032C	1	15.2600	40.2143	7.4136
GS17JUN2033C	1	15.2600	37.3247	7.4272
GS17JUN2034C	1	15.2600	34.7793	7.4108
GS17JUN2035C	1	15.2600	32.2244	7.4344
GS17JUN2036C	1	15.2600	29.9574	7.4341
GS17JUN2037C	1	15.2600	27.8567	7.4324
GS17JUN2038C	1	15.2600	25.9128	7.4288
GS17JUN2039C	1	15.2600	24.1186	7.4225
GS17JUN2040C	1	15.2600	22.4659	7.4129
GS17JUN2041C	1	15.2600	20.9517	7.3984
GS17JUN2042C	1	15.2600	19.5743	7.3770
GS17JUN2043C	1	15.2600	18.3307	7.3470
GS17JUN2044C	1	15.2600	17.2091	7.3089
GS17JUN2045C	1	15.2600	16.1536	7.2744
GS17JUN2046C	1	15.2600	15.1048	7.2575
GS17JUN2047C	1	15.2600	14.0163	7.2707
GS17JUN2048C	1	15.2600	12.9184	7.3076
GS17JUN2049C	1	15.2600	11.8791	7.3501
GS17JUN2050C	1	15.2600	10.9434	7.3836
GS17JUN2051C	1	15.2600	10.1093	7.4059
GS17JUN2052C	1	15.2600	9.3638	7.4183
GS17JUN2053C	1	15.2600	8.6950	7.4222
GS17JUN2054C	1	15.2600	8.0936	7.4186
GS17JUN2055C	1	15.2600	7.5502	7.4088
GS17JUN2056C	1	15.2600	7.0567	7.3942
GS17JUN2057C	1	15.2600	6.6063	7.3758
GS17JUN2058C	1	15.2600	6.1926	7.3549
GS17JUN2059C	1	15.2600	5.8096	7.3329
07.63GS17JUN2059P	1	400.0000	5.8096	7.3329
06.84 GS 2022	6	1260.0000	101.8200	6.1694
06.45 GS 2029	22	675.0000	97.8200	6.7556
07.32 GS 2024	8	505.0000	102.6900	6.5623
07.26 GS 2029	7	360.0000	102.1750	6.9321
07.88 GS 2030	14	307.2500	105.1033	7.1671
07.68 GS 2023	1	200.0000	104.0513	6.5150
08.17 GS 2044	1	150.0000	110.6659	7.2400
08.24 GS 2033	4	125.0000	108.7350	7.2325
07.88 GS 2030	3	120.0000	105.1000	7.1675
08.60 GS 2028	1	100.0000	109.8249	7.0400
09.23 GS 2043	1	100.0000	122.5055	7.2400
07.95 GS 2032	5	90.0000	105.9000	7.2304
08.24 GS 2027	5	80.5000	107.2500	6.9373
06.57 GS 2033	4	80.0000	95.0000	7.1410
07.57 GS 2033	3	80.0000	102.7200	7.2507
07.72 GS 2049	2	55.0000	105.5800	7.2586
06.18 GS 2024	2	55.0000	98.7500	6.4801
06.17 GS 2021	2	50.0000	100.6200	5.7524
07.73 GS 2034	2	50.0000	104.5250	7.2309
08.83 GS 2041	1	50.0000	117.3679	7.2400
07.27 GS 2026	1	50.0000	102.9000	6.6971
06.35 GS 2020	2	45.0000	100.0550	5.0309
08.24 GS 2027	1	30.0000	107.0700	6.9683
07.50 GS 2034	1	25.0000	102.2950	7.2417
08.40 GS 2024	2	17.8000	107.1600	6.5770
07.57 GS 2033	4	12.8910	102.9900	7.2196
07.40 GS 2035	6	11.7000	101.5500	7.2317
07.06 GS 2046	2	10.0000	98.9500	7.1473
07.06 GS 2046	7	9.5000	99.0500	7.1388
07.72 GS 2025	1	5.8510	104.4800	6.7238
07.59 GS 2026	2	5.0000	103.8100	6.8125
08.30 GS 2042	2	5.0000	111.7800	7.2410
08.33 GS 2026	1	5.0000	107.2500	6.9364
06.79 GS 2029	1	5.0000	98.3800	7.0169
08.28 GS 2032	1	4.0000	107.8000	7.3000
06.45 GS 2029	1	2.0000	98.1300	6.7114
07.16 GS 2023	1	0.2500	101.5000	6.6627
07.50 GS 2034	1	0.1000	101.8000	7.2964
06.10 KA SDL 2021	1	150.0000	100.0600	6.0675
06.10 KA SDL 2021	1	120.2930	100.0000	6.0999
08.92 MP SDL 2022	2	100.0000	105.9756	6.4300
08.92 RJ SDL 2022NOV	2	100.0000	106.5709	6.4300
07.26 GJ SDL 2029	2	79.2200	100.0000	7.2599
07.26 UP SDL 2029DEC	2	50.0000	100.0000	7.2599
07.26 GJ SDL 2029	1	50.0000	100.1025	7.2454
07.17 KA SDL 2029	22	43.4280	99.7400	7.2063
08.36 MP SDL 2025	1	40.0000	106.0047	7.0400
08.16 MP SDL 2025	1	40.0000	105.2270	7.0400
07.05 TN SDL 2026	5	25.0000	99.3500	7.1693
08.31 KA SDL 2022	1	25.0000	104.8740	6.4500
08.48 KA SDL 2022	1	25.0000	105.1899	6.4500
07.17 KA SDL 2029	4	20.0000	99.3550	7.2614
08.71 UP SDL 2028	2	20.0000	109.1925	7.2800
08.42 MP SDL 2028	2	20.0000	107.3100	7.2650
08.90 MH SDL 2022	1	20.0000	106.1120	6.4500
08.91 MH SDL 2022	1	20.0000	106.0523	6.4500
07.11 TS SDL 2027	2	15.0000	99.1950	7.2452
08.45 AS SDL 2029	2	10.0000	107.8000	7.2726
08.30 GJ SDL 2029MAR	1	10.0000	107.0800	7.2343
07.26 UP SDL 2029DEC	1	8.6660	100.0360	7.2548
07.15 TN SDL 2027	9	8.5000	99.4300	7.2445
07.05 TN SDL 2026	4	8.1000	99.2500	7.1879
07.43 AP SDL 2032	4	7.4000	101.0500	7.3000
07.27 RJ SDL 2029	1	5.0000	100.0200	7.2671
07.29 GA SDL 2029	1	5.0000	100.3000	7.2473
07.20 MH SDL 2029	1	5.0000	99.9600	7.2039
08.32 RJ SDL 2029	1	5.0000	106.7300	7.2966
08.24 WB SDL 2033	1	5.0000	108.3000	7.2853
08.92 MP SDL 2022	1	3.0000	105.9756	6.4300
08.05 TN SDL 2028APR	2	2.6900	104.6117	7.3002
07.77 AP SDL 2028	1	2.3000	103.5700	7.1784
07.75 GJ SDL 2028	2	2.0000	103.1000	7.2350
07.11 TS SDL 2027	2	2.0000	99.4500	7.2014
08.38 PN SDL 2029	1	2.0000	107.2200	7.2829
08.44 WB SDL 2029	1	1.0000	107.6500	7.2825
08.08 GJ SDL 2028	1	0.5000	105.8400	7.1895
08.73 KA SDL 2033	1	0.1000	112.7000	7.2601
091 DTB 12032020	14	3825.0000	98.7695	4.9970
182 DTB 02012020	6	820.0000	99.7206	4.8700
091 DTB 12032020	4	318.6900	98.7692	4.9982
091 DTB 26122019	1	226.3210	99.8136	4.8700
182 DTB 11062020	4	210.0000	97.4870	5.1697
182 DTB 26122019	1	210.0000	99.8136	4.8700
091 DTB 23012020	1	200.0000	99.4371	4.9200
091 DTB 02012020	1	180.0000	99.7206	4.8700
364 DTB 11062020	4	175.0000	97.4845	5.1750
182 DTB 19122019	3	125.0000	99.9088	4.7600
364 DTB 23012020	2	120.0000	99.4279	5.0000
364 DTB 10122020	5	100.0000	95.0850	5.1833
091 DTB 05032020	2	75.0000	98.8647	4.9898
364 DTB 03092020	1	65.0000	96.3772	5.1580
182 DTB 23012020	1	50.0000	99.4302	4.9800
182 DTB 06022020	1	50.0000	99.2417	4.9800
364 DTB 16042020	2	25.0000	98.2632	5.1201
364 DTB 10122020	2	25.0000	95.0519	5.2200
364 DTB 26122019	1	25.0000	99.8136	4.8700
042 DCMB 17122019	1	25.0000	99.9352	4.7300
182 DTB 30042020	1	10.0000	98.0850	5.0902
182 DTB 11062020	1	6.0000	97.5100	5.1212
182 DTB 27022020	1	5.0000	98.9686	4.9401
364 DTB 09012020	1	2.0000	99.6217	4.9501
Total	365	14286.8500

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
SPOT	70.8700	70.9400	70.7450	70.8525	70.9250	-0.0725
C-SPOT	70.9100	70.9100	70.7950	70.9100	70.9250	-0.0150

Market Rates As on Dec 11 2019 5:00PM

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