Market Rates

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.75	6.75	6.05	6.30	11165.61	6.72	6.54	16510.89
TREP	6.65	6.77	6.61	6.76	217796.70	6.67	6.54	291673.45
REPO	6.35	6.85	3.50	6.80	161372.44	6.70	6.56	187017.74
Money Market					390334.75	6.68	6.55	495202.08

"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."

Mar 27 2023 12:03PM

Tenor	Sett. Type	Maturity	Trades	TTA(Rs. Cr)	Open	High	Low	LTR	WAR
O/N	T + 0	28/03/2023	129	11153.61	6.75	6.75	6.05	6.30	6.7195
15D	T + 0	11/04/2023	1	50.00	7.05	7.05	7.05	7.05	7.0500
16D	T + 0	12/04/2023	1	50.00	7.05	7.05	7.05	7.05	7.0500
Total	131			11253.61

Mar 27 2023 12:03PM

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
TBILLS 182 DTB	48	T+0	1D	18059.80	18556.33	6.8000	6.6955
FRB	39	T+0	1D	15072.84	14849.02	6.7500	6.7131
CG LIQUID ABV 20 YR	51	T+0	1D	14595.72	14914.38	6.8000	6.7509
CG LIQUID 1 TO 3 YR	46	T+0	1D	13250.79	13030.89	6.7500	6.7189
TBILLS 364 DTB	49	T+0	1D	10903.76	11572.46	6.8000	6.7447
CG LIQUID 5 TO 10 YR	53	T+0	1D	10669.73	10761.62	6.7500	6.7332
SG SECS UPTO 5YR	37	T+0	1D	9699.80	9624.14	6.7500	6.7400
CG LIQUID 3 TO 5 YR	34	T+0	1D	9582.85	9465.99	6.7400	6.7337
CG LIQUID 10 TO 20YR	36	T+0	1D	8639.82	8457.72	6.8000	6.7340
CG LIQUID UPTO 1 YR	12	T+0	1D	1237.95	1210.16	6.7500	6.7423
UDAY BONDS	2	T+0	1D	383.99	368.06	6.7500	6.7500
TBILLS 91 DTB	2	T+0	1D	116.99	118.67	6.7500	6.7516
TBILLS 364 DTB	1	T+0	7D	85.00	85.52	6.9000	6.9000
Total	410	112299.04			113014.96

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.41 GS 2036	32	T+0	1D	4870.00	4980.90	6.5000	6.4231
07.26 GS 2032	34	T+0	1D	4216.00	4230.37	6.5500	6.4867
08.20 OIL SP 2024SEP	6	T+0	1D	2449.00	2484.84	6.8500	6.8000
06.90 OIL SPL 2026	4	T+0	1D	1650.00	1644.20	6.7500	6.7318
06.35 OIL SPL 2024	3	T+0	1D	1500.00	1500.01	6.7500	6.7300
07.36 GS 2052	13	T+0	1D	1425.00	1425.10	6.5000	6.4481
07.38 GS 2027	12	T+0	1D	1247.00	1282.02	6.7500	6.6910
07.38 MP SGS 2025	4	T+0	1D	1077.00	1079.38	6.7500	6.7500
07.40 GS 2062	6	T+0	1D	1039.00	1042.79	6.4000	6.4892
07.61 GS 2030	2	T+0	1D	1000.00	1047.17	6.7500	6.7500
08.40 GS 2024	2	T+0	1D	900.00	926.41	6.7500	6.7500
06.54 GS 2032	4	T+0	1D	856.00	823.21	6.7500	6.7029
05.77 GS 2030	5	T+0	1D	839.00	777.00	6.7500	6.7285
06.69 GS 2024	3	T+0	1D	819.00	827.99	6.7700	6.6391
05.22 GS 2025	6	T+0	1D	605.00	591.29	6.4000	6.3404
07.26 GS 2033	17	T+0	1D	555.00	558.88	5.5000	4.8455
08.21 HR UDAY 2023	1	T+0	1D	500.00	520.10	6.7500	6.7500
09.15 GS 2024	1	T+0	1D	500.00	531.49	6.7500	6.7500
07.54 GS 2036	5	T+0	1D	467.00	484.45	6.7500	6.4605
05.63 GS 2026	4	T+0	1D	429.00	423.11	6.7500	6.5903
04.56 GS 2023	4	T+0	1D	415.00	414.40	6.4500	6.4018
04.70 KA SDL 2023	1	T+0	1D	400.00	399.98	6.7500	6.7500
364 DTB 04012024	1	T+0	1D	400.00	378.99	6.7300	6.7300
06.95 GS 2061	6	T+0	1D	335.00	322.81	6.5000	6.5000
08.07 GJ SDL 2025 11 FEB	3	T+0	1D	325.00	332.01	6.7500	6.7500
06.56 RJ SDL 2023	1	T+0	1D	300.00	306.96	6.7300	6.7300
07.54 AS SDL 2028	1	T+0	1D	300.00	303.69	6.7200	6.7200
07.72 GS 2025	1	T+0	1D	300.00	311.90	6.7500	6.7500
07.17 GS 2028	2	T+0	1D	287.00	290.81	6.4000	6.4265
08.18 HR UDAY 2023	3	T+0	1D	270.00	276.89	6.7500	6.7500
07.59 GS 2029	2	T+0	1D	269.00	273.71	6.5000	6.5000
08.14 GJ SDL 2025	3	T+0	1D	255.00	262.31	6.7500	6.7514
08.05 GJ SDL 2025 28 JAN	2	T+0	1D	250.00	256.02	6.7500	6.7500
07.78 UP SGS 2035	3	T+0	1D	246.00	247.20	6.7500	6.7500
06.20 RJ SDL 2026	1	T+0	1D	230.00	224.86	6.7500	6.7500
08.05 KA SDL 2025	3	T+0	1D	230.00	234.21	6.7500	6.7500
08.22 TN SDL 2025 13 MAY	2	T+0	1D	205.00	214.50	6.7500	6.7512
05.65 TN SDL 2025	2	T+0	1D	200.00	196.02	6.7500	6.7500
07.84 MH SDL 2026	1	T+0	1D	200.00	205.45	6.7500	6.7500
06.79 GS 2027	4	T+0	1D	195.00	196.75	6.4000	6.4000
06.69 MP SDL 2025	2	T+0	1D	190.00	187.93	6.7500	6.7500
08.25 MH SDL 2025 13 MAY	1	T+0	1D	185.00	193.70	6.7500	6.7500
08.07 TN SDL 2026	1	T+0	1D	176.00	183.08	6.7500	6.7500
06.53 CG SDL 2028	1	T+0	1D	175.00	167.99	6.7500	6.7500
05.77 GJ SDL 2025 02 FEB	1	T+0	1D	170.00	166.76	6.7500	6.7500
05.95 TN SDL 2025	3	T+0	1D	169.00	167.95	6.7500	6.7506
06.23 RJ SDL 2027	1	T+0	1D	165.00	162.36	6.7500	6.7500
08.05 GJ SDL 2025 25 FEB	2	T+0	1D	165.00	168.02	6.7500	6.7500
08.31 AP SDL 2025	1	T+0	1D	165.00	170.32	6.7500	6.7500
08.07 TN SDL 2025 28 JAN	2	T+0	1D	160.00	163.91	6.7500	6.7541
08.18 HR UDAY 2026	1	T+0	1D	160.00	166.98	6.7500	6.7500
08.24 TN SDL 2025 09 SEP	2	T+0	1D	155.00	158.40	6.7500	6.7500
08.29 RJ SDL 2025 29 JUL	2	T+0	1D	155.00	159.92	6.7500	6.7500
07.05 TN SDL 2026	1	T+0	1D	150.00	151.77	6.7500	6.7500
08.00 TN SDL 2025	1	T+0	1D	150.00	156.93	6.7500	6.7500
08.03 GJ SDL 2025	1	T+0	1D	150.00	157.15	6.7500	6.7500
08.90 HR SDL 2024	2	T+0	1D	150.00	153.33	6.7500	6.7500
09.22 GJ SDL 2023	1	T+0	1D	140.00	147.52	6.7500	6.7500
08.20 GJ SDL 2025 24 JUN	2	T+0	1D	139.00	144.14	6.7500	6.7511
07.26 KA SGS 2025	1	T+0	1D	135.00	136.94	6.7500	6.7500
07.89 GJ SDL 2025	1	T+0	1D	135.00	140.17	6.7500	6.7500
08.14 TN SDL 2025	1	T+0	1D	135.00	140.60	6.7500	6.7500
08.15 TN SDL 2025	1	T+0	1D	135.00	141.34	6.7500	6.7500
08.27 UP SDL 2025	1	T+0	1D	132.00	138.26	6.7500	6.7500
05.88 GJ SDL 2025	2	T+0	1D	131.00	131.11	6.7500	6.7500
08.21 MH SDL 2025	1	T+0	1D	130.00	135.60	6.7500	6.7500
06.96 HR SDL 2029	1	T+0	1D	127.00	125.19	6.7500	6.7500
06.89 GS 2025	1	T+0	1D	125.00	126.36	4.5000	4.5000
05.44 TN SDL 2023	1	T+0	1D	120.00	122.68	6.7500	6.7500
07.85 AP SDL 2026	1	T+0	1D	120.00	123.31	6.7500	6.7500
08.27 HR SDL 2025 13 MAY	1	T+0	1D	120.00	125.69	6.7500	6.7500
06.90 PY SDL 2028	1	T+0	1D	115.00	113.47	6.7500	6.7500
08.07 RJ SDL 2026	1	T+0	1D	112.00	116.51	6.7500	6.7500
08.52 TS SDL 2026	1	T+0	1D	110.00	114.20	6.7500	6.7500
08.21 TN SDL 2025	1	T+0	1D	108.00	112.02	6.7500	6.7500
07.10 GS 2029	5	T+0	1D	107.00	109.62	6.5100	6.5001
08.27 KL SDL 2025	1	T+0	1D	106.00	109.01	6.7500	6.7500
05.39 GJ SDL 2024	1	T+0	1D	100.00	100.80	6.7500	6.7500
05.80 RJ SDL 2025	1	T+0	1D	100.00	98.75	6.7500	6.7500
05.89 AP SDL 2025	1	T+0	1D	100.00	99.38	6.7500	6.7500
05.94 RJ SDL 2025	1	T+0	1D	100.00	100.04	6.7500	6.7500
06.21 AS SDL 2026	1	T+0	1D	100.00	97.50	6.7500	6.7500
06.66 TN SDL 2029	1	T+0	1D	100.00	97.68	6.7500	6.7500
06.80 OD SDL 2025	1	T+0	1D	100.00	100.07	6.7500	6.7500
07.47 GJ SGS 2025	1	T+0	1D	100.00	103.19	6.7500	6.7500
07.54 AP SGS 2029	1	T+0	1D	100.00	101.83	6.7500	6.7500
07.63 ML SGS 2025	1	T+0	1D	100.00	103.63	6.7500	6.7500
07.74 HR SGS 2029	1	T+0	1D	100.00	104.51	6.7500	6.7500
07.99 RJ SDL 2025	1	T+0	1D	100.00	104.59	6.7500	6.7500
08.05 HR SDL 2025	1	T+0	1D	100.00	101.83	6.7500	6.7500
08.12 CG SDL 2023	1	T+0	1D	100.00	103.26	6.7500	6.7500
08.22 TN SDL 2025 09 DEC	1	T+0	1D	100.00	104.33	6.7500	6.7500
08.24 KL SDL 2025 13 MAY	1	T+0	1D	100.00	104.68	6.7500	6.7500
08.25 AP SDL 2023	2	T+0	1D	100.00	103.58	6.7500	6.7500
08.29 KL SDL 2025	1	T+0	1D	100.00	103.18	6.7500	6.7500
08.29 RJ SDL 2025 13 MAY	1	T+0	1D	100.00	104.79	6.7500	6.7500
08.30 RJ SDL 2026	1	T+0	1D	100.00	103.82	6.7500	6.7500
08.31 KL SDL 2025	1	T+0	1D	100.00	102.64	6.7500	6.7500
08.51 WB SDL 2026	1	T+0	1D	100.00	103.80	6.7500	6.7500
182 DTB 14092023	1	T+0	1D	100.00	96.82	6.7500	6.7500
08.10 WB SDL 2025 28 JAN	2	T+0	1D	96.00	98.40	6.7600	6.7600
08.14 MH SDL 2025	1	T+0	1D	95.00	98.94	6.7500	6.7500
06.89 AP SDL 2035	1	T+0	1D	90.00	86.46	6.7500	6.7500
06.45 GS 2029	4	T+0	1D	87.00	86.15	6.4000	6.4943
07.78 UP SGS 2036	2	T+0	1D	85.00	86.81	6.7500	6.7500
08.08 CG SDL 2025	1	T+0	1D	85.00	87.09	6.7500	6.7500
08.15 MP SDL 2025	1	T+0	1D	85.00	88.99	6.7500	6.7500
08.16 KA SDL 2025	1	T+0	1D	85.00	88.78	6.7500	6.7500
07.77 JK SGS 2035	1	T+0	1D	80.00	80.79	6.7500	6.7500
07.78 UP SDL 2023	1	T+0	1D	80.00	81.82	6.7500	6.7500
08.05 PN SDL 2025 28 JAN	1	T+0	1D	80.00	81.93	6.7500	6.7500
05.28 BR SDL 2023	1	T+0	1D	75.00	74.39	6.7500	6.7500
07.69 AP SGS 2035	1	T+0	1D	75.00	76.94	6.7500	6.7500
07.86 WB SDL 2026	1	T+0	1D	75.00	77.09	6.7500	6.7500
08.10 WB SDL 2025 11 MAR	1	T+0	1D	75.00	76.22	6.7500	6.7500
08.11 PN SDL 2023	1	T+0	1D	75.00	77.44	6.7500	6.7500
08.72 KL SDL 2024	1	T+0	1D	75.00	79.18	6.7500	6.7500
06.43 RJ SDL 2027	1	T+0	1D	74.00	72.38	6.7500	6.7500
06.92 RJ SDL 2025	1	T+0	1D	70.00	69.52	6.7500	6.7500
07.18 TN SDL 2027	1	T+0	1D	70.00	70.12	6.7500	6.7500
07.63 TS SGS 2036	1	T+0	1D	70.00	71.68	6.7500	6.7500
08.06 TN SDL 2025 25 FEB	1	T+0	1D	70.00	71.29	6.7600	6.7600
08.22 HR SDL 2025	1	T+0	1D	70.00	72.62	6.7500	6.7500
08.24 TN SDL 2025 10 JUN	1	T+0	1D	70.00	72.86	6.7500	6.7500
08.27 MP SDL 2025 12 AUG	1	T+0	1D	70.00	71.99	6.7500	6.7500
08.27 TN SDL 2026	1	T+0	1D	70.00	72.62	6.7500	6.7500
08.45 PN UDAY 2023 30 MAR	1	T+0	1D	70.00	72.94	6.7500	6.7500
08.21 HR UDAY 2025	1	T+0	1D	67.00	70.70	6.7600	6.7600
05.90 TS SDL 2025	1	T+0	1D	65.00	64.34	6.7500	6.7500
06.10 RJ SDL 2026	1	T+0	1D	65.00	63.91	6.7500	6.7500
07.67 UK SGS 2033	1	T+0	1D	65.00	66.36	6.7500	6.7500
07.76 HP SGS 2033	1	T+0	1D	65.00	65.28	6.7500	6.7500
07.79 JK SGS 2035	1	T+0	1D	65.00	66.41	6.7500	6.7500
07.50 HP SGS 2037	1	T+0	1D	60.00	59.95	6.7500	6.7500
07.66 BR SGS 2033	1	T+0	1D	60.00	61.21	6.7500	6.7500
08.06 KL SDL 2025	1	T+0	1D	60.00	61.28	6.7600	6.7600
08.20 PN SDL 2023	1	T+0	1D	60.00	61.97	6.7500	6.7500
08.39 RJ UDAY 2025	1	T+0	1D	60.00	61.25	6.7500	6.7500
08.55 AS SDL 2026	1	T+0	1D	60.00	62.34	6.7500	6.7500
08.59 KA SDL 2025	1	T+0	1D	60.00	63.63	6.7500	6.7500
07.26 GS 2029	4	T+0	1D	55.00	55.83	6.4000	6.2700
07.58 MH SDL 2026	1	T+0	1D	55.00	55.58	6.7500	6.7500
08.16 TS SDL 2025	1	T+0	1D	55.00	56.60	6.7500	6.7500
08.18 AP SDL 2025	1	T+0	1D	55.00	57.33	6.7500	6.7500
08.18 HR UDAY 2024	1	T+0	1D	55.00	56.81	6.7600	6.7600
08.27 RJ UDAY 2023	1	T+0	1D	55.00	56.34	6.7500	6.7500
04.93 BR SDL 2023	1	T+0	1D	50.00	49.83	6.7500	6.7500
05.10 BR SDL 2023	1	T+0	1D	50.00	49.82	6.7500	6.7500
05.77 GJ SDL 2025 12 JAN	1	T+0	1D	50.00	49.25	6.7500	6.7500
06.64 GS 2035	1	T+0	1D	50.00	47.99	6.4000	6.4000
06.82 RJ SDL 2024	1	T+0	1D	50.00	49.71	6.7500	6.7500
06.95 TN SDL 2031 17 FEB	1	T+0	1D	50.00	48.76	6.7500	6.7500
07.08 AP SDL 2026	1	T+0	1D	50.00	50.40	6.7500	6.7500
07.61 KL SDL 2026	1	T+0	1D	50.00	50.74	6.7500	6.7500
07.62 MP SDL 2026	1	T+0	1D	50.00	50.75	6.7500	6.7500
07.63 AP SDL 2026	1	T+0	1D	50.00	50.77	6.7500	6.7500
07.73 MH SGS 2034	1	T+0	1D	50.00	50.83	6.7500	6.7500
07.89 MH SDL 2024	1	T+0	1D	50.00	50.87	6.7500	6.7500
08.05 MH SDL 2025	1	T+0	1D	50.00	51.20	6.7600	6.7600
08.06 AP SDL 2025	1	T+0	1D	50.00	50.92	6.7600	6.7600
08.06 KA SDL 2025 11 FEB	1	T+0	1D	50.00	51.07	6.7500	6.7500
08.06 RJ SDL 2025	1	T+0	1D	50.00	51.07	6.7600	6.7600
08.09 MN SDL 2025	1	T+0	1D	50.00	51.24	6.7500	6.7500
08.10 TN SDL 2025	2	T+0	1D	50.00	50.82	6.7600	6.7600
08.14 KA SDL 2025	1	T+0	1D	50.00	52.33	6.7500	6.7500
08.15 GS 2026	2	T+0	1D	50.00	52.95	6.3000	6.3000
08.16 JH SDL 2025	1	T+0	1D	50.00	51.45	6.7500	6.7500
08.16 MH SDL 2025	1	T+0	1D	50.00	50.86	6.7500	6.7500
08.25 MH SDL 2025 10 JUN	1	T+0	1D	50.00	52.06	6.7600	6.7600
08.26 WB SDL 2023	1	T+0	1D	50.00	51.79	6.7500	6.7500
08.27 KA SDL 2026	1	T+0	1D	50.00	51.87	6.7500	6.7500
08.36 MP SDL 2025	1	T+0	1D	50.00	51.81	6.7500	6.7500
08.38 OD SDL 2026	1	T+0	1D	50.00	51.87	6.7500	6.7500
08.39 AP SDL 2026	1	T+0	1D	50.00	51.88	6.7500	6.7500
08.42 TN SDL 2023	1	T+0	1D	50.00	50.94	6.7500	6.7500
08.53 UP SDL 2026	1	T+0	1D	50.00	51.92	6.7500	6.7500
08.58 PN SDL 2023	1	T+0	1D	50.00	51.19	6.7500	6.7500
08.67 KA SDL 2026	1	T+0	1D	50.00	51.96	6.7500	6.7500
09.11 MH SDL 2024	1	T+0	1D	50.00	52.50	6.7500	6.7500
GS16DEC2023C	1	T+0	1D	50.00	47.55	6.7700	6.7700
07.30 KA SDL 2032	1	T+0	1D	45.00	44.83	6.7500	6.7500
07.49 ML SGS 2027	1	T+0	1D	45.00	45.92	6.7500	6.7500
07.61 TN SGS 2032 28 DEC	1	T+0	1D	45.00	46.14	6.7500	6.7500
07.62 UP SGS 2035	1	T+0	1D	45.00	45.98	6.7500	6.7500
07.64 TS SGS 2033	1	T+0	1D	45.00	45.85	6.7500	6.7500
07.66 HR SGS 2029	1	T+0	1D	45.00	45.42	6.7500	6.7500
07.99 BR SDL 2025	1	T+0	1D	45.00	47.20	6.7500	6.7500
08.08 UP SDL 2025 11 FEB	1	T+0	1D	45.00	45.98	6.7600	6.7600
06.99 GS 2051	1	T+0	1D	40.00	38.87	6.5000	6.5000
07.20 MH SDL 2027	1	T+0	1D	40.00	39.98	6.7500	6.7500
07.67 AS SGS 2033 08 FEB	1	T+0	1D	40.00	40.84	6.7500	6.7500
07.68 HR SGS 2033	1	T+0	1D	40.00	40.92	6.7500	6.7500
07.73 WB SDL 2032 25 MAY	1	T+0	1D	40.00	41.63	6.7500	6.7500
08.38 TN SDL 2026	1	T+0	1D	40.00	41.50	6.7500	6.7500
09.39 KA SDL 2023 23 OCT	1	T+0	1D	40.00	42.10	6.7500	6.7500
09.39 MH SDL 2023	1	T+0	1D	40.00	41.87	6.7500	6.7500
07.16 GS 2050	1	T+0	1D	35.00	34.13	6.4000	6.4000
07.60 TN SDL 2032	1	T+0	1D	35.00	35.49	6.7500	6.7500
07.63 RJ SDL 2023	1	T+0	1D	35.00	35.86	6.7500	6.7500
07.65 TN SGS 2033	1	T+0	1D	35.00	35.78	6.7500	6.7500
08.21 RJ UDAY 2024	1	T+0	1D	35.00	36.73	6.7700	6.7700
08.44 MH SDL 2024	1	T+0	1D	35.00	36.56	6.7500	6.7500
09.42 WB SDL 2023 20 NOV	1	T+0	1D	35.00	36.65	6.7500	6.7500
06.78 MH SDL 2031	1	T+0	1D	30.00	29.39	6.7500	6.7500
07.59 GS 2026	1	T+0	1D	30.00	30.81	6.7600	6.7600
07.63 KL SGS 2032	1	T+0	1D	30.00	30.80	6.7500	6.7500
07.72 GJ SGS 2034	1	T+0	1D	30.00	30.47	6.7500	6.7500
08.23 GJ SDL 2025	2	T+0	1D	30.00	30.65	6.7800	6.7550
08.23 MH SDL 2025	2	T+0	1D	30.00	30.65	6.7600	6.7550
08.32 CG SDL 2026	1	T+0	1D	30.00	31.16	6.7500	6.7500
08.42 KL SDL 2026	1	T+0	1D	30.00	31.15	6.7500	6.7500
08.83 UP SDL 2026	1	T+0	1D	30.00	31.31	6.7800	6.7800
09.18 AP SDL 2024	1	T+0	1D	30.00	31.53	6.7600	6.7600
09.36 MH SDL 2023	1	T+0	1D	30.00	31.48	6.7500	6.7500
09.55 AP SDL 2023	1	T+0	1D	30.00	30.45	6.7500	6.7500
GS15DEC2023C	1	T+0	1D	30.00	28.54	6.7700	6.7700
06.67 GS 2050	1	T+0	1D	25.00	23.30	6.5000	6.5000
07.62 UK SGS 2033	1	T+0	1D	25.00	25.58	6.7500	6.7500
07.65 RJ SDL 2032	1	T+0	1D	25.00	25.51	6.7500	6.7500
07.72 MH SGS 2032	1	T+0	1D	25.00	25.37	6.7500	6.7500
07.86 AS SDL 2032	1	T+0	1D	25.00	26.09	6.7500	6.7500
08.13 TN SDL 2025	1	T+0	1D	25.00	25.71	6.7600	6.7600
08.15 GJ SDL 2025 23 SEP	2	T+0	1D	25.00	25.43	6.7500	6.7500
08.24 GS 2027	3	T+0	1D	25.00	26.06	6.0000	6.2400
08.31 ML SDL 2025	1	T+0	1D	25.00	25.81	6.7500	6.7500
06.70 RJ SDL 2024	2	T+0	1D	20.00	20.12	6.7800	6.7770
07.35 GS 2024	1	T+0	1D	20.00	20.42	6.0000	6.0000
07.46 MP SGS 2032	1	T+0	1D	20.00	19.98	6.7800	6.7800
07.49 HP SGS 2034	1	T+0	1D	20.00	20.00	6.7800	6.7800
07.60 GJ SGS 2035	1	T+0	1D	20.00	20.32	6.7500	6.7500
07.83 MH SDL 2030	1	T+0	1D	20.00	21.10	6.7500	6.7500
08.06 KA SDL 2025 28 JAN	2	T+0	1D	20.00	20.49	6.7800	6.7650
08.51 HR SDL 2026	1	T+0	1D	20.00	20.76	6.7800	6.7800
09.59 GJ SDL 2023	1	T+0	1D	20.00	20.36	6.7500	6.7500
06.97 GS 2026	2	T+0	1D	10.00	9.96	6.7800	6.2650
07.09 GJ SDL 2032	1	T+0	1D	10.00	9.80	6.8000	6.8000
07.95 OIL SPL 2025	1	T+0	1D	10.00	10.25	6.7800	6.7800
08.04 MH SDL 2025	1	T+0	1D	10.00	10.18	6.7600	6.7600
08.05 GJ SDL 2025 29 APR	1	T+0	1D	10.00	10.45	6.7600	6.7600
08.10 TS SDL 2025	1	T+0	1D	10.00	10.47	6.7600	6.7600
08.25 GJ SDL 2024	1	T+0	1D	10.00	10.35	6.7600	6.7600
08.26 MH SDL 2025 23 DEC	1	T+0	1D	10.00	10.41	6.8000	6.8000
05.79 GS 2030	1	T+0	1D	6.00	5.64	6.2500	6.2500
05.15 GS 2025	1	T+0	1D	5.00	4.87	6.7500	6.7500
06.10 GS 2031	1	T+0	1D	5.00	4.71	6.7800	6.7800
06.76 GS 2061	1	T+0	1D	5.00	4.63	6.4000	6.4000
06.84 GJ SDL 2031 24 MAR	1	T+0	1D	5.00	4.75	6.7800	6.7800
06.93 GJ SDL 2031 27 OCT	1	T+0	1D	5.00	4.91	6.7800	6.7800
07.57 GS 2033	2	T+0	1D	5.00	5.17	6.7800	6.4620
08.22 KA SDL 2031	1	T+0	1D	5.00	5.28	6.7800	6.7800
08.56 MH SDL 2028	1	T+0	1D	5.00	5.32	6.7800	6.7800
08.60 GS 2028	1	T+0	1D	5.00	5.43	6.2500	6.2500
06.79 GS 2029	1	T+0	1D	4.00	3.97	6.4000	6.4000
05.74 GS 2026	1	T+0	1D	1.00	0.98	6.2500	6.2500
07.50 GS 2034	1	T+0	1D	1.00	1.02	6.2500	6.2500
Total	459	46928.00			47504.23

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
07.26 GS 2033	1	T+0	1D	325.0000	327.2701
06.50 OD SDL 2023	1	T+0	1D	250.0000	254.3917
08.34 UP SDL 2026	1	T+0	1D	240.0000	249.4244
05.93 RJ SDL 2025	1	T+0	1D	200.0000	195.3001
08.24 TN SDL 2025 10 JUN	1	T+0	1D	200.0000	208.1782
06.76 PN SDL 2024	1	T+0	1D	100.0000	102.6459
09.01 GJ SDL 2024	1	T+0	1D	100.0000	104.2676
09.18 AP SDL 2024	1	T+0	1D	100.0000	105.1020
Total	8	1515.0000			1546.5800

Mar 27 2023 12:04PM

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/280323	T+0	1D	6.65	6.77	6.61	6.76	6.67	515	217796.70
TREP/290323	T+0	2D	6.75	6.75	6.75	6.75	6.75	7	975.00
TREP/030423	T+0	7D	7.00	7.00	7.00	7.00	7.00	1	100.00
TREP/110423	T+0	15D	6.75	6.75	6.75	6.75	6.75	1	10.00
TREP/120423	T+0	16D	6.60	6.60	6.60	6.60	6.60	1	10.00
Total								525	218891.70

Mar 27 2023 12:04PM

Security Description	Trades	TTA	LTP	LTY
GS19SEP2028C	4	0.4000	67.4617	7.3200
GS15DEC2027C	1	0.3100	70.9972	7.4000
07.26 GS 2032	546	5365.0000	99.5700	7.3225
07.38 GS 2027	99	1575.0000	100.7700	7.1612
07.41 GS 2036	72	930.0000	100.2000	7.3846
07.36 GS 2052	12	340.0000	99.7000	7.3847
07.10 GS 2029	23	265.0000	99.2600	7.2519
07.54 GS 2036	29	255.0000	101.1300	7.4024
07.40 GS 2062	9	175.0000	100.2300	7.3817
05.22 GS 2025	6	125.0000	96.3000	7.0488
06.69 GS 2024	3	105.0000	99.4000	7.1890
07.26 GS 2033	9	100.0000	99.6400	7.3100
05.74 GS 2026	2	25.0000	95.5700	7.1437
06.67 GS 2035	1	25.0000	94.1500	7.3855
06.10 GS 2031	3	20.0000	92.4000	7.3379
GOI FRB 2033	1	20.0000	99.6000	8.5495
06.67 GS 2050	2	10.0000	91.4000	7.4033
07.72 GS 2025	1	10.0000	101.2700	7.0679
07.26 GS 2032	15	6.1280	99.6000	7.3180
06.89 GS 2025	1	5.0000	99.7500	7.0317
07.16 GS 2023	1	5.0000	100.0100	6.8778
04.48 GS 2023	1	5.0000	98.5100	7.0732
05.63 GS 2026	1	5.0000	96.0400	7.1003
04.56 GS 2023	1	5.0000	98.3700	7.0820
07.54 GS 2036	5	3.8890	101.2100	7.3928
08.28 GS 2027	1	2.0000	103.9950	7.2198
08.24 GS 2027	1	1.0000	103.2500	7.2600
07.10 GS 2029	1	0.9000	99.2600	7.2519
07.41 GS 2036	1	0.5000	100.2800	7.3753
08.20 GS 2025	1	0.3000	101.8300	7.3810
07.38 GS 2027	2	0.0780	100.7400	7.1695
07.65 TN SDL 2027	7	200.0000	100.5300	7.5095
07.61 TN SGS 2032 30 AUG	1	25.0000	99.6200	7.6659
07.80 GJ SDL 2032 01 JUN	1	15.0000	100.8200	7.6713
07.78 TS SGS 2034	2	10.0000	100.4700	7.7155
07.60 KA SGS 2032 28 DEC	1	10.0000	99.5200	7.6682
07.62 UP SGS 2035	1	5.0000	99.6400	7.6647
07.02 AP SDL 2030	1	5.0000	96.6600	7.6494
07.28 UP SDL 2032	1	0.7000	97.8200	7.6214
08.29 WB SDL 2028	1	0.3000	102.8500	7.5794
07.75 UP SGS 2035	1	0.1500	100.3500	7.7037
182 DTB 22062023	1	40.0000	98.4231	6.8000
364 DTB 09112023	2	20.0000	95.7435	7.1800
364 DTB 23112023	2	20.0000	95.4917	7.1800
182 DTB 30032023	1	20.0000	99.9633	6.7000
091 DTB 06042023	3	15.0000	99.8437	6.3500
364 DTB 25052023	2	15.0000	98.9434	6.7200
364 DTB 28122023	1	10.0000	94.8680	7.1800
091 DTB 20042023	1	5.0000	99.5827	6.6500
182 DTB 28072023	1	0.5000	97.7617	6.8500
Total	886	9802.1550

Reported Deals	Trades	TTA	LTP	LTY
GS06MAR2024C	1	2.7880	93.4052	7.4000
GS06MAR2025C	1	2.7880	87.0050	7.3100
GS06MAR2026C	1	2.7880	81.1844	7.2200
GS06SEP2023C	1	2.7880	96.8534	7.3200
GS06SEP2024C	1	2.7880	90.0850	7.3900
GS06SEP2025C	1	2.7880	83.9569	7.3000
GS06SEP2026C	1	2.7880	78.4598	7.1800
06.97GS06SEP2026P	1	80.0000	78.4598	7.1800
07.26 GS 2032	4	725.0000	99.6195	7.3151
07.59 GS 2026	3	550.0000	101.1528	7.1200
07.41 GS 2036	5	505.0000	100.2500	7.3788
07.40 GS 2062	1	250.0000	100.2523	7.3800
07.36 GS 2052	2	175.0000	99.7557	7.3800
07.38 GS 2027	1	100.0000	100.7450	7.1681
07.10 GS 2029	1	100.0000	99.2500	7.2539
06.69 GS 2024	1	50.0000	99.4222	7.1700
07.54 GS 2036	1	50.0000	101.0700	7.4095
05.74 GS 2026	1	25.0000	95.5300	7.1568
06.54 GS 2032	1	25.0000	94.8600	7.3408
07.17 GS 2028	1	5.0000	100.0000	7.1661
07.38 GS 2027	3	1.0780	100.7800	7.1584
07.26 GS 2032	2	0.1000	99.5850	7.3203
01.44 IIGS 2023	1	0.1000	100.0000	1.4113
07.54 GS 2036	1	0.0500	101.1700	7.3976
09.39 GJ SDL 2023	1	75.0000	101.2190	7.3899
07.84 MH SDL 2026	1	40.0000	101.2476	7.4000
06.24 MH SDL 2026	1	5.0000	96.6136	7.3900
07.68 KA SGS 2031	1	0.6000	100.4231	7.6100
Total	41	2781.4440

Mar 27 2023 12:04PM

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
C-SPOT	82.3500	82.3650	82.2700	82.3625	82.4000	-0.0375
R-SPOT	0.0000	0.0000	-0.2500	-0.2500	0.0000	-0.2500
SPOT	82.3650	82.3700	82.2750	82.3700	82.4000	-0.0300

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