Market Rates

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.15	6.20	4.30	6.05	9470.38	6.09	6.12	10001.40
TREP	6.08	6.08	5.56	5.85	414847.70	5.97	6.11	422498.35
REPO	5.85	6.30	0.01	5.65	153093.82	6.03	6.10	150921.11
Money Market					577411.90	5.99	6.11	583420.86

"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."

Nov 28 2022 3:37PM

Tenor	Sett. Type	Maturity	Trades	TTA(Rs. Cr)	Open	High	Low	LTR	WAR
O/N	T + 0	29/11/2022	119	8101.59	6.15	6.20	4.30	6.05	6.1242
15D	T + 0	13/12/2022	2	225.00	6.45	6.45	6.45	6.45	6.4500
17D	T + 0	15/12/2022	1	100.00	6.45	6.45	6.45	6.45	6.4500
16D	T + 0	14/12/2022	1	75.00	6.45	6.45	6.45	6.45	6.4500
2D	T + 0	30/11/2022	4	70.00	6.15	6.15	5.55	5.55	6.0243
3D	T + 0	01/12/2022	3	41.00	6.15	6.15	5.65	5.65	5.8329
4D	T + 0	02/12/2022	2	25.00	6.10	6.15	6.10	6.15	6.1200
Total	132			8637.59

Nov 28 2022 2:31PM

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 3 TO 5 YR	66	T+0	1D	20021.64	19706.09	5.6100	6.0472
CG LIQUID 5 TO 10 YR	51	T+0	1D	15456.75	15568.88	5.6500	6.0186
CG LIQUID 10 TO 20YR	44	T+0	1D	15192.80	14706.48	6.0300	6.0631
FRB	35	T+0	1D	11823.81	11808.21	6.0900	6.0934
SG SECS UPTO 5YR	74	T+0	1D	10404.61	10263.31	6.1000	6.0906
CG LIQUID 1 TO 3 YR	41	T+0	1D	9242.81	9241.84	5.8000	6.0279
TBILLS 364 DTB	52	T+0	1D	7553.72	7807.68	5.6800	5.9233
TBILLS 182 DTB	32	T+0	1D	7035.86	7130.81	6.0000	6.0603
TBILLS 91 DTB	21	T+0	1D	6952.87	7032.31	5.6800	5.9767
CG LIQUID ABV 20 YR	20	T+0	1D	6426.89	6600.23	6.1500	6.0837
CG LIQUID UPTO 1 YR	20	T+0	1D	3722.92	3717.48	6.0500	6.0719
SG SECS ABV 5YR	4	T+0	1D	491.98	496.45	6.1000	6.0793
CG LIQUID ABV 20 YR	1	T+0	88D	290.00	287.83	6.5000	6.5000
CG RESIDUAL	1	T+0	88D	90.00	99.42	6.5000	6.5000
Total	462	114706.66			114467.02

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.26 GS 2032	50	T+0	1D	7130.00	7246.65	5.9900	5.9221
06.54 GS 2032	9	T+0	1D	3209.00	3115.93	6.0500	6.0444
07.38 GS 2027	18	T+0	1D	2616.00	2722.97	6.1000	5.9173
08.20 OIL SP 2024SEP	6	T+0	1D	2404.00	2485.50	6.1000	6.1000
07.54 GS 2036	22	T+0	1D	2337.00	2362.82	6.0000	6.0187
05.74 GS 2026	7	T+0	1D	1351.00	1288.95	6.0100	6.0126
04.48 GS 2023	3	T+0	1D	1200.00	1182.07	6.0800	6.0800
06.10 GS 2031	8	T+0	1D	1072.00	1016.30	6.0500	6.0214
06.99 GS 2051	6	T+0	1D	784.00	768.83	5.5000	5.7577
364 DTB 25052023	2	T+0	1D	735.00	712.71	6.0700	6.0700
05.63 GS 2026	7	T+0	1D	677.00	652.42	5.7100	5.8956
04.70 KA SDL 2023	2	T+0	1D	525.00	514.97	6.1000	6.0848
06.67 GS 2035	4	T+0	1D	502.00	489.59	6.0000	6.0886
06.67 GS 2050	5	T+0	1D	410.00	386.18	5.0000	6.0194
07.40 GS 2062	2	T+0	1D	410.00	414.18	5.7500	5.7738
07.39 ML SGS 2026	1	T+0	1D	400.00	400.15	6.1000	6.1000
06.76 GS 2061	6	T+0	1D	389.00	365.67	6.0000	6.0000
06.79 GS 2029	3	T+0	1D	349.00	349.53	5.6500	5.8847
06.69 GS 2024	1	T+0	1D	300.00	307.64	5.3500	5.3500
04.77 MP SDL 2023	1	T+0	1D	290.00	290.94	6.0800	6.0800
07.26 GS 2029	9	T+0	1D	285.00	293.14	5.4500	5.6614
08.28 GS 2032	2	T+0	1D	230.00	250.34	5.8000	5.9783
06.18 GS 2024	3	T+0	1D	188.00	185.96	5.0000	5.7234
06.23 RJ SDL 2027	1	T+0	1D	165.00	158.41	6.1000	6.1000
06.95 GS 2061	2	T+0	1D	160.00	156.35	6.0000	5.9500
08.00 TN SDL 2025	1	T+0	1D	150.00	153.84	6.1000	6.1000
09.22 GJ SDL 2023	1	T+0	1D	140.00	144.67	6.0800	6.0800
07.88 GS 2030	2	T+0	1D	125.00	131.26	5.6500	5.8100
06.79 GS 2027	3	T+0	1D	121.00	119.54	5.2500	6.0107
05.44 TN SDL 2023	1	T+0	1D	120.00	120.16	6.1500	6.1500
07.10 GS 2029	3	T+0	1D	110.00	109.77	6.1000	5.9864
08.68 BR SDL 2023	3	T+0	1D	110.00	113.97	6.2000	6.1705
06.82 RJ SDL 2024	2	T+0	1D	105.00	105.99	6.2000	6.1667
07.47 GJ SGS 2025	1	T+0	1D	100.00	101.16	6.1000	6.1000
07.74 HR SGS 2029	1	T+0	1D	100.00	101.64	6.1000	6.1000
08.08 HR SDL 2025	1	T+0	1D	100.00	104.56	6.2000	6.2000
08.12 CG SDL 2023	1	T+0	1D	100.00	101.17	6.1500	6.1500
08.28 GS 2027	2	T+0	1D	100.00	105.69	6.0500	5.6650
08.59 AP SDL 2023 23 JAN	2	T+0	1D	100.00	103.31	6.2000	6.2000
05.77 GS 2030	2	T+0	1D	90.00	83.65	6.0000	5.7639
07.70 MH SGS 2030	2	T+0	1D	85.00	86.34	6.0500	6.1206
07.81 UP SGS 2034	2	T+0	1D	85.00	87.23	6.1500	6.1647
07.87 HP SGS 2035	1	T+0	1D	85.00	87.38	6.1000	6.1000
08.08 CG SDL 2025	1	T+0	1D	85.00	88.88	6.2000	6.2000
07.17 GS 2028	1	T+0	1D	84.00	86.30	6.0500	6.0500
08.26 GS 2027	3	T+0	1D	80.00	85.33	5.5000	5.6031
07.36 GS 2052	3	T+0	1D	75.00	75.57	5.7500	5.6500
07.46 MP SGS 2032	1	T+0	1D	75.00	75.51	6.1000	6.1000
07.61 TN SGS 2032	1	T+0	1D	75.00	76.53	6.1500	6.1500
08.07 GJ SDL 2025 11 FEB	1	T+0	1D	75.00	78.18	6.2000	6.2000
08.11 PN SDL 2023	1	T+0	1D	75.00	75.87	6.1500	6.1500
08.25 MH SDL 2025 10 JUN	1	T+0	1D	75.00	79.68	6.1500	6.1500
05.88 GJ SDL 2025	1	T+0	1D	70.00	68.74	6.1000	6.1000
06.92 RJ SDL 2025	1	T+0	1D	70.00	70.55	6.1500	6.1500
08.27 KL SDL 2025	1	T+0	1D	70.00	73.45	6.1000	6.1000
08.27 MP SDL 2025 12 AUG	1	T+0	1D	70.00	73.45	6.1500	6.1500
08.45 PN UDAY 2023 30 MAR	1	T+0	1D	70.00	71.43	6.1500	6.1500
07.74 KA SGS 2037	1	T+0	1D	65.00	66.02	6.1500	6.1500
08.60 BR SDL 2026	1	T+0	1D	65.00	68.62	6.1500	6.1500
06.19 GS 2034	1	T+0	1D	60.00	55.32	6.0500	6.0500
07.50 HP SGS 2037	1	T+0	1D	60.00	60.52	6.1000	6.1000
07.64 TN SDL 2032	1	T+0	1D	60.00	61.69	6.1500	6.1500
08.29 RJ SDL 2025 29 JUL	1	T+0	1D	60.00	63.17	6.1000	6.1000
08.55 AS SDL 2026	1	T+0	1D	60.00	63.61	6.1500	6.1500
09.39 KA SDL 2023 23 OCT	1	T+0	1D	60.00	61.93	6.1500	6.1500
09.48 HR SDL 2023	1	T+0	1D	60.00	64.16	6.2000	6.2000
07.68 KA SGS 2031	1	T+0	1D	55.00	55.33	6.1500	6.1500
08.25 PN SDL 2025 09 SEP	1	T+0	1D	55.00	57.35	6.1500	6.1500
08.27 RJ UDAY 2023	1	T+0	1D	55.00	57.48	6.2000	6.2000
08.60 GS 2028	2	T+0	1D	55.00	60.67	5.2500	5.4773
04.74 KA SDL 2023	1	T+0	1D	53.00	52.08	6.1000	6.1000
05.80 MH SDL 2025	1	T+0	1D	50.00	49.60	6.1500	6.1500
05.93 RJ SDL 2025	1	T+0	1D	50.00	49.37	6.1500	6.1500
07.64 TN SDL 2029	1	T+0	1D	50.00	51.51	6.1500	6.1500
07.94 CG SDL 2023	1	T+0	1D	50.00	51.56	6.2000	6.2000
08.09 MN SDL 2025	1	T+0	1D	50.00	52.29	6.1000	6.1000
08.14 KA SDL 2025	1	T+0	1D	50.00	51.30	6.2000	6.2000
08.36 MP SDL 2025	1	T+0	1D	50.00	52.89	6.1500	6.1500
06.86 MH SDL 2032	1	T+0	1D	45.00	44.33	6.0500	6.0500
07.85 MP SDL 2032	1	T+0	1D	45.00	47.28	6.1500	6.1500
07.99 BR SDL 2025	1	T+0	1D	45.00	46.27	6.2000	6.2000
08.18 OD SDL 2023	1	T+0	1D	45.00	46.11	6.2000	6.2000
08.21 HR UDAY 2026	1	T+0	1D	45.00	46.75	6.2000	6.2000
08.40 GS 2024	1	T+0	1D	45.00	47.37	5.6000	5.6000
07.40 GS 2035	1	T+0	1D	40.00	40.69	5.6500	5.6500
07.67 HR SGS 2032	1	T+0	1D	40.00	40.75	6.0500	6.0500
09.39 MH SDL 2023	2	T+0	1D	40.00	41.07	6.2000	6.2000
06.45 GS 2029	3	T+0	1D	38.00	36.66	5.2500	5.9079
08.60 MP SDL 2023	3	T+0	1D	38.00	39.26	6.2000	6.2000
07.40 MH SDL 2023	2	T+0	1D	35.00	36.40	6.2000	6.2000
07.45 TS SGS 2030	1	T+0	1D	35.00	35.33	6.0500	6.0500
07.57 GS 2033	3	T+0	1D	35.00	36.76	6.0000	6.0143
07.70 MH SDL 2032	1	T+0	1D	35.00	35.30	6.0500	6.0500
08.39 RJ UDAY 2025	1	T+0	1D	35.00	36.50	6.2000	6.2000
08.48 CG UDAY 2023	1	T+0	1D	35.00	35.73	6.2000	6.2000
08.69 TN SDL 2026	2	T+0	1D	35.00	37.15	6.2000	6.2000
06.50 GJ SDL 2030 11 NOV	1	T+0	1D	30.00	28.18	6.0500	6.0500
07.61 GS 2030	1	T+0	1D	30.00	30.70	6.0500	6.0500
08.22 TN SDL 2025 13 MAY	1	T+0	1D	30.00	30.80	6.2000	6.2000
08.27 MP SDL 2025 23 DEC	1	T+0	1D	30.00	31.86	6.2000	6.2000
08.32 CG SDL 2026	1	T+0	1D	30.00	31.77	6.2000	6.2000
08.42 KL SDL 2026	1	T+0	1D	30.00	31.77	6.2000	6.2000
08.45 JK UDAY 2023	1	T+0	1D	30.00	30.61	6.2000	6.2000
08.51 HR SDL 2026	1	T+0	1D	30.00	31.77	6.2000	6.2000
08.64 BR SDL 2023	1	T+0	1D	30.00	30.70	6.2000	6.2000
08.66 JK SDL 2023	1	T+0	1D	30.00	31.08	6.2000	6.2000
09.36 MH SDL 2023	2	T+0	1D	30.00	30.88	6.2000	6.2000
09.37 GJ SDL 2024	2	T+0	1D	30.00	31.77	6.2000	6.2000
09.55 AP SDL 2023	1	T+0	1D	30.00	31.26	6.2000	6.2000
09.72 KL SDL 2023	1	T+0	1D	30.00	31.39	6.2000	6.2000
GS15DEC2023C	1	T+0	1D	30.00	28.01	6.0500	6.0500
07.16 GS 2050	2	T+0	1D	29.00	28.53	5.0000	5.0000
07.27 GS 2026	1	T+0	1D	26.00	26.37	4.5000	4.5000
05.15 GS 2025	2	T+0	1D	25.00	23.85	5.0000	5.0000
06.44 MH SDL 2028	1	T+0	1D	25.00	24.23	6.2000	6.2000
07.81 UP SGS 2032	1	T+0	1D	25.00	25.68	6.2000	6.2000
07.86 HR SDL 2032	1	T+0	1D	25.00	26.28	6.0500	6.0500
07.93 TS SDL 2034	1	T+0	1D	25.00	26.49	6.1000	6.1000
08.05 KA SDL 2025	1	T+0	1D	25.00	25.97	6.2000	6.2000
08.08 JH SDL 2025	1	T+0	1D	25.00	26.14	6.2000	6.2000
08.14 RJ SDL 2025	1	T+0	1D	25.00	25.65	6.2000	6.2000
08.25 AP SDL 2023	1	T+0	1D	25.00	25.37	6.2000	6.2000
08.29 MH SDL 2025	1	T+0	1D	25.00	26.17	6.2000	6.2000
08.31 ML SDL 2025	1	T+0	1D	25.00	26.34	6.1500	6.1500
08.60 TN SDL 2023	1	T+0	1D	25.00	25.64	6.2000	6.2000
08.96 TN SDL 2024	1	T+0	1D	25.00	26.61	6.2000	6.2000
09.50 MH SDL 2023	1	T+0	1D	25.00	26.74	6.2000	6.2000
05.75 KA SDL 2025	1	T+0	1D	20.00	19.87	6.1500	6.1500
06.22 GS 2035	2	T+0	1D	20.00	18.45	5.2500	5.4375
06.70 AP SDL 2026	1	T+0	1D	20.00	19.75	6.1500	6.1500
07.13 TN SDL 2047	1	T+0	1D	20.00	19.38	6.2000	6.2000
07.49 HP SGS 2034	1	T+0	1D	20.00	20.17	6.1500	6.1500
07.65 RJ SDL 2032	1	T+0	1D	20.00	20.58	6.1500	6.1500
07.88 MP SGS 2033	1	T+0	1D	20.00	20.57	6.2000	6.2000
07.89 MH SDL 2032	1	T+0	1D	20.00	21.16	6.1500	6.1500
07.98 KA SDL 2025	1	T+0	1D	20.00	20.56	6.0500	6.0500
08.24 AP SDL 2025 09 DEC	1	T+0	1D	20.00	21.28	6.2000	6.2000
08.26 MH SDL 2029	1	T+0	1D	20.00	21.37	6.1500	6.1500
08.31 AP SDL 2025	1	T+0	1D	20.00	21.07	6.1500	6.1500
08.38 HR SDL 2026	1	T+0	1D	20.00	21.16	6.0500	6.0500
08.83 GS 2023	1	T+0	1D	20.00	20.38	6.2000	6.2000
08.99 BR SDL 2022 19 DEC	1	T+0	1D	20.00	20.83	6.2000	6.2000
05.22 GS 2025	1	T+0	1D	17.00	16.73	4.7500	4.7500
05.79 GS 2030	2	T+0	1D	15.00	13.76	5.0000	5.0000
06.97 GS 2026	2	T+0	1D	15.00	15.15	5.3000	5.3000
07.72 GS 2049	1	T+0	1D	15.00	16.07	5.0000	5.0000
09.23 GS 2043	1	T+0	1D	11.00	13.63	5.6500	5.6500
05.85 GS 2030	1	T+0	1D	10.00	9.43	5.0100	5.0100
07.32 GS 2024	1	T+0	1D	10.00	10.32	0.0100	0.0100
08.26 MH SDL 2025 23 DEC	1	T+0	1D	10.00	10.62	6.2000	6.2000
07.50 GS 2034	1	T+0	1D	7.00	7.24	5.2500	5.2500
06.17 GS 2023	1	T+0	1D	5.00	5.14	6.0000	6.0000
08.21 RJ UDAY 2024	1	T+0	1D	5.00	5.15	6.2000	6.2000
06.68 GS 2031	1	T+0	1D	4.00	3.89	4.0000	4.0000
06.57 AP SDL 2030	1	T+0	1D	3.00	2.91	6.2000	6.2000
06.64 GS 2035	1	T+0	1D	3.00	2.91	5.0000	5.0000
08.32 GS 2032	1	T+0	1D	2.00	2.19	6.2500	6.2500
08.30 FERT BND 2023	1	T+0	1D	1.00	1.05	6.3000	6.3000
09.20 GS 2030	1	T+0	1D	1.00	1.13	6.2500	6.2500
Total	348	34266.00			34417.69

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
06.54 GS 2032	1	T+0	1D	515.0000	500.0641
07.59 GS 2029	1	T+0	1D	400.0000	411.6347
364 DTB 22062023	1	T+0	1D	399.0000	384.9552
04.74 KA SDL 2023	1	T+0	1D	392.0000	385.1785
06.69 GS 2024	1	T+0	1D	391.0000	400.9552
07.17 GS 2028	1	T+0	1D	375.0000	385.2688
08.21 HR UDAY 2023	1	T+0	1D	360.0000	366.8678
04.56 GS 2023	1	T+0	1D	355.0000	355.7360
04.70 KA SDL 2023	1	T+0	1D	300.0000	294.2692
06.50 OD SDL 2023	1	T+0	1D	250.0000	249.4014
08.34 UP SDL 2026	1	T+0	1D	240.0000	254.3220
08.18 HR UDAY 2023	1	T+0	1D	210.0000	219.5996
05.93 RJ SDL 2025	1	T+0	1D	200.0000	197.4847
08.24 TN SDL 2025 10 JUN	1	T+0	1D	200.0000	212.4357
364 DTB 01062023	1	T+0	1D	107.5500	104.0075
07.37 GS 2023	1	T+0	1D	53.5000	54.1994
Total	16	4748.0500			4776.3798

Nov 28 2022 7:50PM

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/291122	T+0	1D	6.08	6.08	5.56	5.85	5.97	1137	414847.70
Total								1137	414847.70

Nov 28 2022 6:36PM

Security Description	Trades	TTA	LTP	LTY
GS19SEP2029C	1	10.0000	60.5877	7.5000
GS19SEP2028C	1	5.0000	65.3997	7.4500
GS19SEP2028C	1	4.9950	65.2534	7.4900
GS19MAR2028C	1	4.9950	67.6972	7.4900
GS19MAR2029C	1	4.9950	62.7833	7.5200
GS19SEP2029C	1	4.9950	60.5082	7.5200
GS19SEP2030C	1	4.9210	55.9914	7.5700
GS19SEP2031C	1	0.0500	52.7374	7.4000
07.26 GS 2032	1931	16170.0000	99.8900	7.2736
07.54 GS 2036	334	3370.0000	101.3000	7.3858
07.38 GS 2027	291	2910.0000	100.9750	7.1240
06.54 GS 2032	85	1005.0000	94.8975	7.3139
07.10 GS 2029	99	750.0000	99.1350	7.2695
GOI FRB 2024	6	225.0000	99.2300	7.1942
07.36 GS 2052	20	185.0000	99.7200	7.3820
08.20 GS 2025	4	180.0000	103.0000	7.0026
GOI FRB 2028	16	160.0000	98.6000	7.6423
07.16 GS 2023	4	150.0000	100.2025	6.7617
06.95 GS 2061	5	100.0000	94.6500	7.3686
06.99 GS 2051	3	90.0000	95.4000	7.3760
05.97 GS 2025	2	70.0000	97.2500	7.0570
08.28 GS 2027	3	60.0000	104.4000	7.1780
08.60 GS 2028	3	60.0000	106.0700	7.2437
06.64 GS 2035	2	60.0000	94.1600	7.3603
05.22 GS 2025	5	50.0000	96.1000	6.9163
05.15 GS 2025	4	50.0000	95.1200	7.0114
06.67 GS 2035	1	50.0000	94.3025	7.3562
07.17 GS 2028	1	50.0000	100.0000	7.1675
05.63 GS 2026	6	45.0000	95.8000	7.0489
07.40 GS 2035	1	35.0000	100.3100	7.3601
07.26 GS 2032	38	30.0730	99.9000	7.2722
GOI FRB 2033	2	30.0000	99.8000	7.9531
08.83 GS 2023	2	25.0000	101.8000	6.9138
GOI FRB 2034	3	20.0000	98.0500	7.9640
05.85 GS 2030	2	20.0000	91.5900	7.2532
06.10 GS 2031	1	20.0000	92.6500	7.2605
07.35 GS 2024	1	20.0000	100.7500	6.8315
08.15 GS 2026	3	15.0000	103.3500	7.1684
06.69 GS 2024	3	15.0000	99.7425	6.8599
06.79 GS 2027	2	15.0000	98.6500	7.1476
06.76 GS 2061	1	15.0000	92.3000	7.3640
07.54 GS 2036	13	11.0430	101.3500	7.3800
06.95 GS 2061	4	7.5000	94.5500	7.3769
08.28 GS 2032	2	5.4000	106.1250	7.3503
07.59 GS 2026	1	5.0000	101.3400	7.0989
06.62 GS 2051	1	5.0000	90.6850	7.4051
06.57 GS 2033	1	5.0000	94.2150	7.3447
04.56 GS 2023	1	5.0000	97.9500	6.7138
08.32 GS 2032	2	4.9000	106.6150	7.3501
07.10 GS 2029	3	4.6000	99.1900	7.2585
08.26 GS 2027	1	4.5000	104.2500	7.1698
06.54 GS 2032	2	3.6000	95.0500	7.2900
GOI FRB 2024	1	3.0000	99.2000	7.2111
07.06 GS 2046	2	2.0000	97.0000	7.3268
07.35 GS 2024	1	2.0000	100.7500	6.8315
06.99 GS 2051	2	1.5010	94.4100	7.4631
06.45 GS 2029	1	1.0000	95.5500	7.2839
06.19 GS 2034	1	0.5000	91.2000	7.3145
07.95 GS 2032	1	0.5000	104.6000	7.2802
06.67 GS 2035	1	0.2500	94.3000	7.3565
07.16 GS 2023	5	0.1670	100.1700	6.8326
08.28 GS 2027	1	0.1250	104.3000	7.2023
07.50 GS 2034	1	0.1000	101.2000	7.3433
07.40 GS 2062	3	0.0260	100.2400	7.3800
07.74 KA SGS 2037	20	125.0000	101.0500	7.6210
07.79 TN SGS 2032	3	90.0000	100.9450	7.6494
07.59 KA SDL 2027 15 FEB	1	55.0000	100.8400	7.3498
07.91 UP SGS 2037	2	50.0000	102.4350	7.6325
07.62 GJ SGS 2029	3	40.0000	100.2500	7.5705
07.95 HR SDL 2032	6	35.0000	102.1400	7.6294
06.90 TN SDL 2025	1	25.0000	99.0500	7.2671
08.28 UK SDL 2025	1	20.0000	102.2475	7.3010
07.85 BR SGS 2032 12 OCT	1	20.0000	101.4000	7.6433
07.70 MH SGS 2030	2	15.0000	100.5700	7.6005
06.57 TN SDL 2031	1	15.0000	93.8000	7.6053
07.84 RJ SGS 2032	2	10.0000	101.3800	7.6374
07.88 MP SGS 2033	2	10.0000	101.8200	7.6298
07.68 HR SGS 2031	2	10.0000	100.5000	7.6018
07.93 AP SDL 2033	1	10.0000	102.1000	7.6357
07.81 UP SGS 2034	1	10.0000	101.2200	7.6503
07.74 KA SGS 2037	11	5.4510	101.1000	7.6154
07.95 AP SDL 2040 29 JUN	2	5.0000	102.4000	7.6976
08.16 KA SDL 2029	1	5.0000	102.9000	7.5697
08.06 KA SDL 2029	1	5.0000	102.4000	7.5722
07.77 AP SDL 2028	1	5.0000	101.4350	7.4247
06.57 AP SDL 2030	1	5.0000	94.1325	7.6001
07.90 AP SDL 2034	1	5.0000	101.9900	7.6369
07.86 MH SDL 2030	1	5.0000	101.5500	7.5853
06.60 RJ SDL 2030 09 SEP	1	5.0000	94.1925	7.6001
07.78 WB SDL 2027	1	5.0000	101.5000	7.3582
08.34 UP SDL 2026	1	3.5000	102.7000	7.3514
07.83 GA SGS 2032	1	3.0000	101.4000	7.6246
07.13 RJ SDL 2031	2	2.0000	98.2000	7.4222
08.05 TN SDL 2028 18 APR	2	2.0000	102.1500	7.5537
07.10 MH SDL 2036	1	2.0000	95.3000	7.6585
07.34 UP SDL 2032	1	2.0000	98.5000	7.5647
07.88 MP SGS 2033	2	1.5000	101.7450	7.6399
07.23 TN SDL 2032	1	1.0000	97.9100	7.5440
07.81 UP SGS 2034	2	0.8850	101.4500	7.6208
08.16 KL SDL 2025	1	0.7500	101.7100	7.5019
08.64 MP SDL 2033	1	0.7500	107.4200	7.6147
08.08 MH SDL 2028	1	0.6500	102.2000	7.6189
07.46 MP SGS 2032	1	0.5000	98.8600	7.6249
07.64 UP SDL 2027	1	0.2720	100.7500	7.4302
07.10 JK SDL 2033 30 JUN	1	0.2000	95.7500	7.6928
08.21 HR UDAY 2025	1	0.0050	101.5800	7.4528
08.18 HR UDAY 2024	1	0.0050	101.1000	7.4089
09.72 WB SDL 2023	1	0.0010	101.7600	6.9656
07.07 TN SDL 2038	1	0.0010	94.0000	7.7276
182 DTB 08122022	10	825.0000	99.8565	5.8300
182 DTB 15122022	4	335.0000	99.7442	5.8500
182 DTB 26012023	6	290.0000	99.0228	6.2100
364 DTB 27102023	1	250.0000	94.1589	6.8200
182 DTB 16022023	1	100.0000	98.6442	6.3500
364 DTB 08122022	3	60.0000	99.8547	5.9000
182 DTB 23032023	7	50.0000	97.9953	6.5500
091 DTB 09022023	1	50.0000	98.7610	6.3600
364 DTB 22062023	2	25.0000	96.3735	6.7000
182 DTB 29122022	2	25.0000	99.5093	6.0000
364 DTB 07092023	1	25.0000	95.0085	6.8000
091 DTB 16022023	1	25.0000	98.6442	6.3500
091 DTB 23022023	1	25.0000	98.5213	6.3700
182 DTB 01122022	3	20.0000	99.9682	5.8000
182 DTB 09022023	1	20.0000	98.7610	6.3600
364 DTB 19012023	1	20.0000	99.1302	6.2800
364 DTB 16032023	2	15.0000	98.1499	6.4300
364 DTB 23022023	2	10.0000	98.5213	6.3700
182 DTB 22122022	1	10.0000	99.6283	5.9200
182 DTB 11052023	1	5.0000	97.1159	6.6500
364 DTB 23112023	1	5.0000	93.7311	6.8000
091 DTB 08122022	1	5.0000	99.8560	5.8500
364 DTB 05012023	1	5.0000	99.3754	6.2000
091 DTB 23022023	2	0.0020	98.5373	6.3000
Total	3092	28974.2080

Reported Deals	Trades	TTA	LTP	LTY
GS19SEP2024C	1	15.9100	88.1333	7.1200
GS19SEP2028C	1	5.0000	65.4297	7.4418
GS19SEP2027C	1	4.9750	70.3953	7.4400
GS19MAR2027C	1	3.2760	73.0140	7.4400
07.38 GS 2027	4	2125.0000	101.0050	7.1162
07.26 GS 2032	21	640.0000	99.9075	7.2711
07.54 GS 2036	4	355.0000	101.4050	7.3735
07.35 GS 2024	1	160.0000	100.7081	6.8600
07.10 GS 2029	3	110.0000	99.1550	7.2655
GOI FRB 2028	3	110.0000	98.6300	7.6358
07.36 GS 2052	1	100.0000	99.6300	7.3895
06.64 GS 2035	2	95.0000	94.1500	7.3616
05.74 GS 2026	1	90.0000	95.4500	7.0762
06.67 GS 2035	1	45.0000	94.2320	7.3650
07.16 GS 2023	1	25.0000	100.2000	6.7672
05.63 GS 2026	1	25.0000	95.8200	7.0420
06.54 GS 2032	1	25.0000	94.9200	7.3104
08.24 GS 2027	1	25.0000	103.9598	7.1300
08.28 GS 2027	1	25.0000	104.5000	7.1538
08.15 GS 2026	1	5.0000	103.5187	7.1200
06.57 GS 2033	1	5.0000	94.2000	7.3468
06.62 GS 2051	1	5.0000	90.6700	7.4065
07.10 GS 2029	2	4.1000	99.3584	7.2250
07.54 GS 2036	2	2.0000	101.3300	7.3823
06.99 GS 2051	1	1.5000	94.1500	7.4863
08.23 GOI FCI 2027	1	0.7000	102.5550	7.5048
07.95 GS 2032	1	0.5000	104.6500	7.2732
06.57 GS 2033	1	0.5000	94.2200	7.3440
06.10 GS 2031	1	0.5000	92.7135	7.2500
01.44 IIGS 2023	1	0.1000	100.0000	1.4398
07.26 GS 2032	1	0.0350	100.0000	7.2577
07.89 GJ SDL 2025	1	250.0000	101.4814	7.2200
07.79 TN SGS 2032	2	100.0000	101.1473	7.6200
07.94 HR SDL 2034	1	75.0000	102.1900	7.6502
08.24 TN SDL 2025 09 SEP	1	75.0000	102.3322	7.2900
07.81 UP SGS 2034	2	70.0000	101.0300	7.6747
08.47 GJ SDL 2028	3	65.0000	104.3837	7.5100
07.68 KA SGS 2031	3	55.0000	100.2600	7.6387
07.87 HP SGS 2035	1	50.0000	101.6100	7.6707
07.57 GJ SGS 2026	2	30.0000	100.8027	7.3300
07.59 KA SDL 2027 29 MAR	1	25.0000	100.9354	7.3300
07.81 UP SGS 2032	1	25.0000	101.0100	7.6598
08.44 MH SDL 2024	1	25.0000	102.2619	7.2000
07.60 GJ SDL 2026	1	15.0000	100.8439	7.3300
07.88 MP SGS 2033	4	11.7000	101.7700	7.6365
07.81 UP SGS 2034	3	10.8840	101.3800	7.6297
07.67 KA SGS 2032	2	10.0000	100.2300	7.6359
07.68 UP SGS 2032	2	10.0000	100.2300	7.6439
07.80 GJ SDL 2032 20 JUL	1	10.0000	101.1050	7.6338
07.80 TN SDL 2032 01 JUN	1	10.0000	101.0550	7.6417
07.87 HP SGS 2034	1	10.0000	101.5000	7.6750
08.15 UP SDL 2025	1	10.0000	102.1779	7.3150
08.05 GJ SDL 2028 31 JAN	1	5.0000	102.6266	7.4250
07.84 RJ SGS 2032	1	5.0000	101.3500	7.6417
07.40 MP SDL 2026	1	5.0000	100.1620	7.3500
07.17 RJ SDL 2026	1	5.0000	99.4595	7.3300
07.22 MH SDL 2026	1	5.0000	99.6223	7.3300
10.03 RJ SDL SPL 2028	1	3.7000	111.0000	7.6692
07.83 GA SGS 2032	1	3.0000	101.4950	7.6109
08.31 KL SDL 2029	1	2.3000	103.3432	7.6200
08.15 TN SDL 2025	2	2.0000	102.3500	7.2502
08.27 TS UDAY 2028 07 MAR	1	1.9000	102.6298	7.6500
08.00 KA SDL 2028	1	1.8000	101.4500	7.6496
08.28 GJ SDL 2029 20 FEB	1	1.3000	103.0600	7.6490
07.74 KA SGS 2037	2	1.0090	101.2500	7.5986
07.34 UP SDL 2032	1	1.0000	98.8800	7.5068
07.23 TN SDL 2032	1	1.0000	97.9500	7.5379
07.13 RJ SDL 2031	1	1.0000	98.2500	7.4140
07.85 MP SDL 2032	2	0.5000	101.4000	7.6398
07.46 MP SGS 2032	1	0.5000	98.8200	7.6308
08.47 GJ SDL 2028	1	0.4000	103.6479	7.6668
06.47 MH SDL 2028	1	0.2000	95.9500	7.3264
364 DTB 23022023	2	780.0000	98.5213	6.3700
364 DTB 16022023	1	200.0000	98.6442	6.3500
182 DTB 23022023	1	175.0000	98.5213	6.3700
091 DTB 16022023	1	100.0000	98.6442	6.3500
182 DTB 22122022	1	10.0000	99.6308	5.8808
182 DTB 29122022	1	5.0000	99.5117	5.9700
364 DTB 08062023	1	3.0000	96.6127	6.7000
182 DTB 11052023	2	1.5000	97.1201	6.6400
091 DTB 16022023	1	0.5000	98.6337	6.4000
Total	133	6273.2890

Nov 28 2022 7:50PM

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
SPOT	81.8100	81.8350	81.6100	81.6850	81.7100	-0.0250
C-SPOT	81.7875	81.8200	81.5800	81.5800	81.7100	-0.1300
R-SPOT	0.1000	0.1000	0.1000	0.1000	-0.2500	0.3500

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