Market Rates As on Dec 17 2018 12:28PM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	6.55	6.60	5.60	6.55	13018.50	6.56	6.49	5221.40
TREP	6.45	6.50	6.36	6.39	84039.30	6.43	6.66	15686.15
REPO	6.20	6.60	5.50	6.55	45456.69	6.45	0.00	0.00
Money Market					142514.49	6.45	6.62	20907.55

"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	18/12/2018	116	12033.00	6.55	6.60	6.45	6.55	6.5572
31D	T + 0	17/01/2019	1	100.00	7.18	7.18	7.18	7.18	7.1800
4D	T + 0	21/12/2018	1	15.00	6.70	6.70	6.70	6.70	6.7000
Total	118			12148.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID UPTO 1 YR	23	T+0	1D	5225.84	5124.28	6.4500	6.4594
CG LIQUID 1 TO 3 YR	26	T+0	1D	5091.90	4978.59	6.4100	6.4718
TBILLS 364 DTB	29	T+0	1D	4252.86	4457.39	6.4000	6.4476
TBILLS 182 DTB	28	T+0	1D	4167.89	4229.23	6.4000	6.4777
CG LIQUID 3 TO 5 YR	17	T+0	1D	2319.93	2273.96	6.4500	6.4432
CG LIQUID 5 TO 10 YR	21	T+0	1D	2005.92	1981.32	6.4500	6.4549
CG LIQUID 10 TO 20YR	10	T+0	1D	1516.94	1478.26	6.4000	6.4573
TBILLS 91 DTB	6	T+0	1D	1062.96	1075.34	6.4500	6.4949
STATE GOVT SECS	1	T+0	1D	500.00	488.32	6.5000	6.5000
Total	161	26144.24			26086.69

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.17 GS 2028	30	T+0	1D	4155.00	4213.03	6.5500	6.3849
07.37 GS 2023	13	T+0	1D	1028.00	1042.53	6.4500	6.3368
08.39 RJ UDAY 2019	3	T+0	1D	832.00	852.71	6.5000	6.5000
08.59 AP SDL 2019	3	T+0	1D	646.00	662.06	6.5000	6.5058
08.28 GS 2027	9	T+0	1D	620.00	663.26	6.0000	6.0391
08.26 GS 2027	4	T+0	1D	520.00	561.07	6.3500	6.3365
08.49 KA SDL 2019	4	T+0	1D	455.00	466.09	6.5500	6.5236
07.86 RJ UDAY 2019	1	T+0	1D	371.00	386.32	6.5000	6.5000
06.65 GS 2020	5	T+0	1D	352.00	354.93	6.3500	6.3872
07.90 CG SDL 2021	2	T+0	1D	338.00	341.15	6.5500	6.5500
08.43 HP SDL 2019	1	T+0	1D	292.00	299.03	6.5000	6.5000
08.18 HP SDL 2020	1	T+0	1D	288.00	301.93	6.5000	6.5000
06.84 GS 2022	4	T+0	1D	285.00	290.53	6.4000	6.4000
08.40 GJ SDL 2019	3	T+0	1D	285.00	291.82	6.5000	6.5158
07.45 AP SDL 2019	1	T+0	1D	266.00	272.58	6.5000	6.5000
07.50 GS 2034	4	T+0	1D	230.00	232.64	6.4000	6.4043
07.65 TN SDL 2019	2	T+0	1D	225.00	230.26	6.5500	6.5500
07.68 PN SDL 2019	1	T+0	1D	220.00	225.17	6.5000	6.5000
08.24 GS 2027	6	T+0	1D	215.00	230.57	6.0000	6.0558
08.12 GS 2020	2	T+0	1D	195.00	198.76	6.4000	6.4000
08.00 OR SDL 2019	1	T+0	1D	190.00	194.96	6.5500	6.5500
08.40 MP SDL 2019	1	T+0	1D	186.00	190.45	6.5000	6.5000
07.45 GJ SDL 2019	2	T+0	1D	178.00	182.40	6.5500	6.5051
07.40 GS 2035	2	T+0	1D	175.00	173.98	6.5000	6.4971
07.45 TN SDL 2019	1	T+0	1D	150.00	153.71	6.5000	6.5000
08.27 GS 2020	1	T+0	1D	150.00	152.66	6.3000	6.3000
08.45 KL SDL 2019	2	T+0	1D	150.00	153.62	6.5500	6.5500
08.24 TN SDL 2019	2	T+0	1D	145.00	148.15	6.5500	6.5103
08.36 MP SDL 2021	2	T+0	1D	140.00	145.09	6.5000	6.5357
07.77 UK SDL 2019	1	T+0	1D	135.00	137.21	6.5000	6.5000
07.45 AP SDL 2019MAY	1	T+0	1D	128.00	128.67	6.5000	6.5000
07.59 GS 2026	7	T+0	1D	125.00	130.21	6.5500	6.3476
08.42 WB SDL 2033	2	T+0	1D	125.00	128.31	6.5000	6.5100
08.48 TN SDL 2019	1	T+0	1D	125.00	128.28	6.5000	6.5000
08.40 GS 2024	3	T+0	1D	116.00	125.10	6.5500	6.3517
08.43 PN SDL 2028	1	T+0	1D	115.00	116.93	6.5000	6.5000
08.73 UP SDL 2028	2	T+0	1D	110.00	115.36	6.5500	6.5500
08.46 MH SDL 2019	2	T+0	1D	105.00	107.74	6.5000	6.5000
08.56 KL SDL 2020	2	T+0	1D	105.00	109.32	6.5000	6.5000
07.50 MH SDL 2019	1	T+0	1D	100.00	102.50	6.5500	6.5500
08.08 GS 2022	2	T+0	1D	100.00	105.46	6.2500	6.2500
08.32 TN SDL 2020AUG	1	T+0	1D	95.00	99.06	6.5500	6.5500
08.85 PN SDL 2019	1	T+0	1D	90.00	94.28	6.5000	6.5000
07.77 PN SDL 19 JUL	1	T+0	1D	80.00	82.60	6.5500	6.5500
08.28 RJ SDL 2019	1	T+0	1D	80.00	81.75	6.5000	6.5000
08.78 GJ SDL 2021	1	T+0	1D	77.00	82.48	6.5500	6.5500
07.55 MH SDL 2021	1	T+0	1D	65.00	66.10	6.5500	6.5500
08.08 OD SDL 2020	1	T+0	1D	65.00	66.88	6.5000	6.5000
08.25 BR SDL 2019	1	T+0	1D	65.00	66.02	6.5000	6.5000
07.88 GS 2030	1	T+0	1D	60.00	62.53	6.5500	6.5500
08.43 RJ SDL 2028	1	T+0	1D	60.00	63.30	6.5000	6.5000
GOI FRB 2024	1	T+0	1D	60.00	58.81	6.5000	6.5000
07.61 GS 2030	1	T+0	1D	55.00	55.64	6.5500	6.5500
08.22 TN SDL 2019	1	T+0	1D	55.00	56.25	6.5000	6.5000
07.85 GJ SDL 2019	2	T+0	1D	54.00	55.89	6.5500	6.5500
06.57 GS 2033	2	T+0	1D	50.00	45.35	6.5500	6.5150
06.68 GS 2031	3	T+0	1D	50.00	47.14	6.5500	6.5200
06.81 MH SDL 2020NOV	1	T+0	1D	50.00	49.71	6.5000	6.5000
07.06 GS 2046	1	T+0	1D	50.00	47.10	6.5500	6.5500
07.35 GS 2024	3	T+0	1D	50.00	51.67	6.4000	6.3800
07.44 RJ SDL 2019	1	T+0	1D	50.00	50.26	6.5000	6.5000
07.62 MH SDL 2021	1	T+0	1D	50.00	51.00	6.5500	6.5500
08.30 MH SDL 19 SEP	1	T+0	1D	50.00	51.46	6.5000	6.5000
08.31 MP SDL 2019	1	T+0	1D	50.00	51.47	6.5000	6.5000
08.31 WB SDL 2019	1	T+0	1D	50.00	51.47	6.5000	6.5000
08.44 AP SDL 2033	1	T+0	1D	50.00	51.49	6.5000	6.5000
08.56 PN SDL 2030	1	T+0	1D	50.00	52.53	6.5500	6.5500
08.65 KA SDL 2022	1	T+0	1D	50.00	52.96	6.5500	6.5500
08.66 WB SDL 2023MAR	1	T+0	1D	50.00	51.97	6.5500	6.5500
07.59 GS 2029	1	T+0	1D	45.00	45.83	6.4500	6.4500
07.83 MH SDL 2019	1	T+0	1D	45.00	46.11	6.5000	6.5000
07.93 AP SDL 2019	1	T+0	1D	45.00	46.74	6.5500	6.5500
08.43 AP SDL 2030	1	T+0	1D	45.00	46.28	6.5000	6.5000
08.39 UP SDL 2020	1	T+0	1D	40.00	41.65	6.5000	6.5000
08.92 PN SDL 2022	2	T+0	1D	40.00	42.70	6.5500	6.5500
09.12 GJ SDL 2022	1	T+0	1D	40.00	41.87	6.5500	6.5500
06.35 GS 2020	1	T+0	1D	37.00	37.83	6.5000	6.5000
08.16 RJ SDL 2019	1	T+0	1D	35.00	35.88	6.5000	6.5000
08.54 KL SDL 2028	1	T+0	1D	35.00	36.03	6.5000	6.5000
08.60 GS 2028	1	T+0	1D	35.00	37.61	6.2500	6.2500
07.68 GS 2023	1	T+0	1D	34.00	34.47	6.5000	6.5000
08.15 TN SDL 2028	1	T+0	1D	30.00	30.18	6.5500	6.5500
08.32 UP SDL 2019	1	T+0	1D	30.00	30.88	6.5500	6.5500
08.83 GS 2041	2	T+0	1D	30.00	33.74	5.5000	5.5000
07.02 MH SDL 2022	1	T+0	1D	25.00	24.69	6.5500	6.5500
07.96 WB SDL 2019	1	T+0	1D	25.00	25.97	6.5500	6.5500
07.97 UP SDL 2019	1	T+0	1D	25.00	25.98	6.5500	6.5500
08.15 MH SDL 2020	1	T+0	1D	25.00	26.06	6.5500	6.5500
08.23 GJ SDL 2019	1	T+0	1D	25.00	25.57	6.5500	6.5500
08.24 OD SDL 2021	1	T+0	1D	25.00	25.39	6.5000	6.5000
08.34 MH SDL 2020	1	T+0	1D	25.00	26.01	6.5500	6.5500
08.73 UP SDL 2028OCT	1	T+0	1D	23.00	24.34	6.5000	6.5000
07.82 PN SDL 2019	1	T+0	1D	20.00	20.81	6.5500	6.5500
07.86 WB SDL 2026	1	T+0	1D	20.00	20.52	6.5500	6.5500
08.13 GS 2022	2	T+0	1D	20.00	20.93	6.2500	6.2875
08.17 GS 2044	2	T+0	1D	20.00	21.17	6.5000	6.4500
08.20 GS 2022	1	T+0	1D	20.00	21.08	6.0000	6.0000
08.32 GJ SDL 2020	1	T+0	1D	20.00	20.85	6.5500	6.5500
08.52 KA SDL 2020	1	T+0	1D	20.00	20.71	6.5000	6.5000
08.57 UP SDL 2019	1	T+0	1D	20.00	20.52	6.5000	6.5000
08.64 AP SDL 2023	1	T+0	1D	20.00	21.06	6.5500	6.5500
08.68 GJ SDL 2021	1	T+0	1D	20.00	20.56	6.5500	6.5500
07.00 GJ SDL 2019	1	T+0	1D	16.00	16.44	6.5500	6.5500
06.17 GS 2023	1	T+0	1D	15.00	14.32	6.5500	6.5500
06.79 GS 2027	2	T+0	1D	15.00	14.48	6.1000	6.0667
07.95 GS 2032	2	T+0	1D	15.00	15.81	6.1000	6.1667
08.13 TN SDL 2019	1	T+0	1D	15.00	15.37	6.5500	6.5500
08.21 RJ UDAY 2022	1	T+0	1D	15.00	15.33	6.5500	6.5500
08.60 MH SDL 2021	1	T+0	1D	15.00	15.85	6.5500	6.5500
08.99 GJ SDL 2022	1	T+0	1D	15.00	15.88	6.5500	6.5500
08.35 GS 2022	2	T+0	1D	14.00	14.54	6.5000	6.3214
08.54 MH SDL 2021	1	T+0	1D	14.00	14.74	6.5500	6.5500
07.16 GS 2023	1	T+0	1D	10.00	10.00	6.5500	6.5500
07.80 GS 2020	1	T+0	1D	10.00	10.19	6.2500	6.2500
08.10 AP SDL 2019	1	T+0	1D	10.00	10.24	6.5500	6.5500
08.15 GS 2026	1	T+0	1D	10.00	10.46	6.0000	6.0000
08.55 UK SDL 2028	1	T+0	1D	10.00	10.38	6.5500	6.5500
08.59 GJ SDL 2021AUG	1	T+0	1D	10.00	10.49	6.5500	6.5500
08.66 MH SDL 2021	1	T+0	1D	10.00	10.44	6.5500	6.5500
08.92 KA SDL 2022	1	T+0	1D	10.00	10.58	6.5500	6.5500
06.97 GS 2026	1	T+0	1D	5.00	4.96	6.0000	6.0000
08.13 GS 2045	1	T+0	1D	5.00	5.42	6.0000	6.0000
08.20 GS 2025	1	T+0	1D	5.00	5.30	6.3500	6.3500
08.24 GS 2033	1	T+0	1D	5.00	5.31	6.5000	6.5000
08.60 UP SDL 2028	1	T+0	1D	5.00	5.22	6.6000	6.6000
08.92 TN SDL 2022SEP	1	T+0	1D	5.00	5.31	6.6000	6.6000
08.28 GS 2027	1	T+0	7D	190.00	203.26	6.0000	6.0000
Total	237	17745.00			18214.06

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
07.17 GS 2028	1	T+0	1D	492.0000	499.2164
06.05 GS 2019 FEB	1	T+0	1D	489.0000	499.5074
364 DTB 20092019	1	T+0	1D	360.0000	341.7840
06.84 GS 2022	1	T+0	1D	279.0000	284.4182
06.35 GS 2020	1	T+0	1D	195.0000	199.3688
06.79 GS 2027	1	T+0	29D	250.0000	241.4089
Total	6	2065.0000			2065.7037

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/181218	T+0	1D	6.45	6.50	6.36	6.39	6.43	441	84039.30
Total								441	84039.30

Security Description	Trades	TTA	LTP	LTY
07.17 GS 2028	972	9425.0000	98.2050	7.4450
GOI FRB 2020	9	745.0000	99.2525	7.4163
07.59 GS 2026	69	635.0000	100.9300	7.4171
07.37 GS 2023	59	485.0000	100.2450	7.2989
06.05 GS 2019 FEB	8	160.0000	99.8800	6.6750
07.68 GS 2023	10	55.0000	101.3200	7.3590
08.40 GS 2024	2	10.0000	104.5000	7.4025
08.24 GS 2033	1	10.0000	105.4500	7.6203
08.60 GS 2028	1	10.0000	107.1000	7.5357
08.79 GS 2021	1	5.0000	104.1000	7.1879
07.40 GS 2035	1	5.0000	97.6000	7.6550
08.24 GS 2027	1	5.0000	104.4500	7.4982
07.88 GS 2030	1	5.0000	101.9500	7.6164
06.65 GS 2020	1	5.0000	99.5500	7.0049
07.37 GS 2023	2	4.9120	100.2700	7.2921
06.97 GS 2026	2	4.5600	97.3000	7.4334
07.17 GS 2028	2	3.1000	98.2200	7.4427
07.50 GS 2034	1	1.0000	98.8200	7.6289
08.43 PN SDL 2028	2	100.0000	101.1000	8.2650
08.42 WB SDL 2033	2	45.0000	101.6000	8.2319
08.41 KL SDL 2028	1	25.0000	101.1000	8.2396
07.38 RJ SDL 2026	3	15.0000	96.0000	8.0821
08.64 AP SDL 2023	1	15.0000	102.2500	7.9950
08.36 MH SDL 2026	1	10.0000	101.2000	8.1317
08.51 HR SDL 2026	1	5.0000	101.6500	8.1970
07.29 HR SDL 2027	1	5.0000	94.8800	8.1206
07.99 MH SDL 2019	1	5.0000	100.4500	7.2245
07.83 AP SDL 2019	1	5.0000	100.3200	7.1835
08.18 AP SDL 2020	1	2.7500	100.6800	7.7099
08.08 MH SDL 2026	1	1.0000	99.9600	8.0870
08.29 UK SDL 2028	1	0.1700	100.1000	8.2710
364 DTB 18102019	7	195.0000	94.4539	7.0500
364 DTB 08112019	4	150.0000	94.0934	7.0500
364 DTB 05122019	3	75.0000	93.6339	7.0500
364 DTB 03012019	2	55.0000	99.7108	6.6175
364 DTB 23052019	1	40.0000	97.1354	6.9000
091 DTB 03012019	1	20.0000	99.7133	6.5600
364 DTB 24012019	1	3.1470	99.3354	6.6000
Total	1179	12345.6390

Reported Deals	Trades	TTA	LTP	LTY
07.37 GS 2023	3	150.0000	100.2200	7.3057
07.17 GS 2028	3	40.0000	98.1800	7.4489
07.40 GS 2035	1	40.0000	97.4900	7.6670
08.41 KL SDL 2028	1	25.0000	101.2280	8.2200
08.73 UP SDL 2028	1	25.0000	103.2331	8.2400
08.71 UP SDL 2028	1	5.0000	103.1733	8.2300
08.08 MH SDL 2026	1	1.0000	99.9800	8.0834
Total	11	286.0000

Instruments	Open Rate	High Rate	Low Rate	LTP
SPOT	71.8400	71.8600	71.6525	71.6800

Market Rates As on Dec 17 2018 12:28PM

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