Market Rates As on Dec 3 2021 2:31PM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	3.45	3.60	2.00	2.50	8675.01	3.30	3.26	8849.76
TREP	3.30	3.64	3.00	3.00	406058.40	3.44	3.25	438779.40
REPO	3.30	4.42	1.50	3.35	123315.29	3.46	3.29	131546.68
Money Market					538048.70	3.44	3.26	579175.84

"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
3D	T + 0	06/12/2021	41	4667.00	3.45	3.60	3.00	3.40	3.4417
62D	T + 0	03/02/2022	1	500.00	4.10	4.10	4.10	4.10	4.1000
4D	T + 0	07/12/2021	1	50.00	3.40	3.40	3.40	3.40	3.4000
2D	T + 1	06/12/2021	1	36.00	2.80	2.80	2.80	2.80	2.8000
O/N	T + 0	04/12/2021	1	15.00	3.00	3.00	3.00	3.00	3.0000
Total	45			5268.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 5 TO 10 YR	64	T+0	3D	18986.65	18223.26	3.1700	3.4105
CG LIQUID ABV 20 YR	37	T+0	3D	13910.78	12993.47	3.4500	3.4825
CG LIQUID 3 TO 5 YR	35	T+0	3D	13327.83	12816.78	3.2500	3.5207
CG LIQUID 10 TO 20YR	45	T+0	3D	12783.73	11975.21	3.4000	3.4850
FRB	27	T+0	3D	8031.87	7995.42	3.3300	3.4286
TBILLS 364 DTB	25	T+0	3D	4749.88	4891.22	3.3000	3.4976
CG LIQUID UPTO 1 YR	20	T+0	3D	3971.90	3829.56	3.3500	3.3775
CG LIQUID 1 TO 3 YR	14	T+0	3D	2651.93	2516.87	3.3500	3.3931
SG SECS ABV 5YR	3	T+0	3D	1499.99	1371.08	3.3000	3.3500
TBILLS 91 DTB	6	T+0	3D	1166.97	1173.21	3.6000	3.4730
SG SECS UPTO 5YR	12	T+0	3D	664.94	652.81	3.5000	3.5918
TBILLS 182 DTB	4	T+0	3D	566.99	575.82	3.6000	3.6000
Total	292	82313.46			79014.71

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
06.10 GS 2031	29	T+0	3D	4430.00	4456.10	3.3100	3.3030
05.15 GS 2025	16	T+0	3D	3084.00	3067.68	3.0500	3.3042
05.85 GS 2030	9	T+0	3D	2820.00	2736.60	3.3000	3.3443
08.20 OIL SP 2024SEP	7	T+0	3D	1817.00	1987.24	3.5000	3.5725
05.63 GS 2026	14	T+0	3D	1780.00	1790.55	3.3100	3.3156
06.67 GS 2035	15	T+0	3D	1490.00	1502.25	3.2500	3.2317
05.77 GS 2030	6	T+0	3D	1323.00	1303.99	3.3000	3.3160
05.22 GS 2025	11	T+0	3D	1020.00	1040.28	3.3000	3.2708
06.75 OD SDL 2023	3	T+0	3D	950.00	990.13	3.5500	3.6026
364 DTB 20102022	2	T+0	3D	880.00	851.53	3.6000	3.6216
04.70 KA SDL 2023	2	T+0	3D	825.00	823.62	3.6000	3.6197
06.64 GS 2035	7	T+0	3D	630.00	642.66	3.2500	3.3119
182 DTB 26052022	1	T+0	3D	500.00	491.88	3.5500	3.5500
04.74 KA SDL 2023	1	T+0	3D	445.00	445.09	3.6500	3.6500
06.10 KA SDL 2021	2	T+0	3D	440.00	453.11	3.4500	3.4455
06.97 GS 2026	6	T+0	3D	440.00	469.72	3.0000	2.9830
06.24 MH SDL 2026	1	T+0	3D	435.00	448.74	3.6500	3.6500
07.38 RJ SDL 2026	1	T+0	3D	414.00	445.00	3.6500	3.6500
07.84 MH SDL 2026	1	T+0	3D	395.00	437.72	3.6500	3.6500
07.59 GS 2026	2	T+0	3D	361.00	397.56	3.6500	3.5054
08.21 HR UDAY 2023	1	T+0	3D	360.00	382.46	3.6500	3.6500
06.91 MH SDL 2033	3	T+0	3D	352.00	358.27	3.6000	3.6881
07.39 TN SDL 2026	1	T+0	3D	330.00	351.04	3.6500	3.6500
07.38 MP SDL 2026	1	T+0	3D	314.00	337.51	3.6500	3.6500
07.59 GS 2029	1	T+0	3D	310.00	338.71	3.3000	3.3000
06.89 RJ SDL 2025	1	T+0	3D	305.00	322.63	3.6500	3.6500
06.67 GS 2050	1	T+0	3D	300.00	299.61	3.3000	3.3000
07.26 GS 2029	4	T+0	3D	295.00	320.26	3.3000	3.2907
04.77 MP SDL 2023	1	T+0	3D	290.00	293.90	3.4000	3.4000
06.18 GS 2024	4	T+0	3D	266.00	275.04	3.2500	3.2489
06.50 OD SDL 2023	1	T+0	3D	250.00	257.99	3.6500	3.6500
08.08 WB SDL 2025 25 FEB	1	T+0	3D	250.00	274.90	3.6500	3.6500
06.27 RJ SDL 2026	1	T+0	3D	243.00	252.06	3.6500	3.6500
07.40 GS 2035	1	T+0	3D	235.00	252.42	3.3000	3.3000
06.68 GS 2031	2	T+0	3D	225.00	232.79	3.3500	3.3156
06.43 MH SDL 2027	2	T+0	3D	220.00	226.43	3.6500	3.6500
08.97 AP SDL 2022	1	T+0	3D	220.00	227.73	3.6500	3.6500
07.17 GS 2028	6	T+0	3D	215.00	232.80	3.0000	3.1593
07.04 KL SDL 2034	1	T+0	3D	205.00	207.36	3.7000	3.7000
07.08 KA SDL 2026	1	T+0	3D	195.00	210.30	3.6500	3.6500
06.94 RJ SDL 2033	1	T+0	3D	190.00	193.07	3.7000	3.7000
08.80 BR SDL 2021	1	T+0	3D	190.00	198.01	3.6500	3.6500
05.94 RJ SDL 2025	1	T+0	3D	185.00	189.21	3.6500	3.6500
08.25 MH SDL 2025 13 MAY	1	T+0	3D	185.00	201.64	3.6500	3.6500
08.69 GJ SDL 2022	2	T+0	3D	185.00	191.76	3.6500	3.4676
08.22 TN SDL 2025 13 MAY	1	T+0	3D	180.00	196.02	3.6500	3.6500
06.53 CG SDL 2028	1	T+0	3D	175.00	178.27	3.6500	3.6500
07.85 AP SDL 2026	1	T+0	3D	170.00	188.46	3.6500	3.6500
06.23 RJ SDL 2027	1	T+0	3D	165.00	166.74	3.6500	3.6500
06.88 RJ SDL 2024	2	T+0	3D	160.00	168.79	3.6000	3.5063
07.48 CG SDL 2022	2	T+0	3D	155.00	159.33	3.4000	3.4000
08.05 KA SDL 2025	1	T+0	3D	155.00	170.29	3.6500	3.6500
06.28 OD SDL 2022	2	T+0	3D	150.00	153.44	3.6000	3.6000
07.05 TN SDL 2026	1	T+0	3D	150.00	157.02	3.6500	3.6500
06.99 GS 2051	3	T+0	3D	140.00	141.57	3.6000	3.6089
08.16 MH SDL 2025	1	T+0	3D	135.00	148.68	3.4000	3.4000
07.32 GS 2024	4	T+0	3D	130.00	140.02	3.6500	3.1746
05.44 TN SDL 2023	1	T+0	3D	120.00	122.27	3.6500	3.6500
06.45 GS 2029	3	T+0	3D	120.00	122.64	3.3500	3.3146
08.88 UP SDL 2022 18 JUL	1	T+0	3D	120.00	127.66	3.4000	3.4000
09.18 AP SDL 2024	1	T+0	3D	120.00	131.50	3.6000	3.6000
04.89 RJ SDL 2023	1	T+0	3D	117.00	120.16	3.6500	3.6500
05.95 TN SDL 2025	1	T+0	3D	114.00	115.91	3.6500	3.6500
08.66 TN SDL 2022	1	T+0	3D	111.00	115.20	3.4000	3.4000
05.79 GS 2030	1	T+0	3D	110.00	106.91	3.3000	3.3000
07.72 GS 2025	2	T+0	3D	110.00	118.21	3.4000	3.3227
08.72 KL SDL 2024	2	T+0	3D	110.00	120.97	3.6000	3.4636
06.98 PN SDL 2033	1	T+0	3D	105.00	105.64	3.7000	3.7000
08.92 TN SDL 2022 07 MAR	1	T+0	3D	105.00	108.66	3.4000	3.4000
04.54 MH SDL 2022	1	T+0	3D	100.00	100.36	3.6500	3.6500
04.77 KL SDL 2023	1	T+0	3D	100.00	101.34	3.6500	3.6500
05.39 GJ SDL 2024	1	T+0	3D	100.00	101.73	3.4000	3.4000
05.80 RJ SDL 2025	1	T+0	3D	100.00	100.94	3.6500	3.6500
05.89 AP SDL 2025	1	T+0	3D	100.00	101.61	3.6500	3.6500
06.21 AS SDL 2026	1	T+0	3D	100.00	103.36	3.6500	3.6500
06.76 PN SDL 2024	1	T+0	3D	100.00	104.80	3.6500	3.6500
06.80 OD SDL 2025	1	T+0	3D	100.00	106.34	3.6500	3.6500
07.03 OD SDL 2023	1	T+0	3D	100.00	105.69	3.6000	3.6000
08.29 KL SDL 2025	1	T+0	3D	100.00	111.73	3.6500	3.6500
08.29 RJ SDL 2025 13 MAY	1	T+0	3D	100.00	109.12	3.6500	3.6500
08.75 TN SDL 2022	1	T+0	3D	100.00	103.54	3.4000	3.4000
06.54 WB SDL 2035	1	T+0	3D	95.00	92.19	3.7000	3.7000
07.57 CG SDL 2023	1	T+0	3D	95.00	100.10	3.6000	3.6000
07.61 GS 2030	1	T+0	3D	95.00	103.03	3.2000	3.2000
08.10 UP SDL 2025	1	T+0	3D	95.00	105.04	3.6000	3.6000
08.80 WB SDL 2022	1	T+0	3D	90.00	93.21	3.4000	3.4000
08.24 GS 2027	1	T+0	3D	87.00	97.94	3.2500	3.2500
08.57 PY SDL 2023	1	T+0	3D	85.00	91.61	3.6000	3.6000
08.78 GJ SDL 2021	1	T+0	3D	85.00	88.58	3.4000	3.4000
08.89 GJ SDL 2022	1	T+0	3D	85.00	92.44	3.6000	3.6000
07.27 GS 2026	3	T+0	3D	80.00	85.72	3.0000	3.2594
08.64 PN SDL 2023	1	T+0	3D	80.00	86.47	3.6000	3.6000
05.28 BR SDL 2023	1	T+0	3D	75.00	76.44	3.6500	3.6500
07.06 WB SDL 2036	1	T+0	3D	75.00	76.39	3.6000	3.6000
07.16 GS 2023	1	T+0	3D	75.00	77.93	3.3000	3.3000
08.11 PN SDL 2023	1	T+0	3D	75.00	79.13	3.6500	3.6500
08.14 KA SDL 2025	2	T+0	3D	75.00	81.77	3.6000	3.6000
08.25 AP SDL 2023	2	T+0	3D	75.00	79.44	3.6500	3.6500
08.76 MH SDL 2022	2	T+0	3D	75.00	77.66	3.6500	3.5000
08.89 AP SDL 2022 20 SEP	1	T+0	3D	75.00	79.17	3.6000	3.6000
06.92 RJ SDL 2025	1	T+0	3D	70.00	74.22	3.6000	3.6000
07.12 AP SDL 2037	1	T+0	3D	70.00	71.45	3.6000	3.6000
08.27 KL SDL 2025	1	T+0	3D	70.00	77.96	3.7000	3.7000
08.45 PN UDAY 2023 30 MAR	1	T+0	3D	70.00	74.62	3.6000	3.6000
08.90 AP SDL 2022 04 JUL	1	T+0	3D	70.00	74.61	3.6500	3.6500
06.93 KA SDL 2032	1	T+0	3D	65.00	65.99	3.7000	3.7000
08.09 TS SDL 2025	1	T+0	3D	65.00	71.85	3.6000	3.6000
08.60 BR SDL 2026	1	T+0	3D	65.00	73.16	3.7000	3.7000
08.68 BR SDL 2023	2	T+0	3D	65.00	70.29	3.6000	3.6000
05.74 GS 2026	3	T+0	3D	64.00	64.26	3.4000	3.3531
06.92 AP SDL 2041	2	T+0	3D	60.00	57.46	3.7000	3.6750
08.29 RJ SDL 2025 29 JUL	1	T+0	3D	60.00	67.04	3.7000	3.7000
08.55 AS SDL 2026	1	T+0	3D	60.00	67.75	3.7000	3.7000
06.92 MH SDL 2022	1	T+0	3D	55.00	56.68	3.4000	3.4000
08.25 PN SDL 2025 09 SEP	1	T+0	3D	55.00	60.91	3.7000	3.7000
08.27 RJ UDAY 2023	1	T+0	3D	55.00	60.03	3.6500	3.6500
08.37 OD SDL 2022	1	T+0	3D	55.00	57.94	3.6500	3.6500
07.94 CG SDL 2023	1	T+0	3D	52.00	55.62	3.6000	3.6000
06.58 OD SDL 2022	1	T+0	3D	50.00	51.07	3.4000	3.4000
06.77 TN SDL 2024	1	T+0	3D	50.00	52.15	3.6000	3.6000
08.09 MN SDL 2025	1	T+0	3D	50.00	55.27	3.4000	3.4000
08.14 RJ SDL 2025	1	T+0	3D	50.00	54.51	3.6000	3.6000
08.16 JH SDL 2025	1	T+0	3D	50.00	55.52	3.4000	3.4000
08.26 WB SDL 2023	1	T+0	3D	50.00	52.96	3.6500	3.6500
08.36 MP SDL 2025	1	T+0	3D	50.00	56.13	3.7000	3.7000
08.38 KA SDL 2022	2	T+0	3D	50.00	52.25	3.6000	3.5930
08.38 OD SDL 2026	1	T+0	3D	50.00	56.26	3.7000	3.7000
08.42 TN SDL 2023	1	T+0	3D	50.00	54.46	3.6500	3.6500
08.57 AP SDL 2026	1	T+0	3D	50.00	56.21	3.7000	3.7000
08.66 MH SDL 2022	1	T+0	3D	50.00	51.89	3.4000	3.4000
08.91 HR SDL 2022 20 JUN	1	T+0	3D	50.00	53.38	3.4000	3.4000
08.95 MH SDL 2022	1	T+0	3D	50.00	51.75	3.4000	3.4000
08.33 GS 2026	2	T+0	3D	48.00	54.90	3.2500	3.3021
07.08 UP SDL 2031	1	T+0	3D	45.00	46.75	3.7000	3.7000
08.59 AP SDL 2023 23 JAN	1	T+0	3D	45.00	48.51	3.6000	3.6000
06.38 MH SDL 2027	1	T+0	3D	42.00	43.06	3.6500	3.6500
06.79 GS 2027	1	T+0	3D	40.00	41.63	3.3000	3.3000
07.04 AP SDL 2034	1	T+0	3D	40.00	40.17	3.7000	3.7000
08.72 MH SDL 2022	1	T+0	3D	40.00	41.58	3.6500	3.6500
09.12 GJ SDL 2022	1	T+0	3D	40.00	41.10	3.4000	3.4000
06.62 PY SDL 2028	1	T+0	3D	38.00	38.36	3.7000	3.7000
06.83 KA SDL 2031	1	T+0	3D	35.00	34.83	3.7000	3.7000
07.03 TS SDL 2051	1	T+0	3D	35.00	34.77	3.7000	3.7000
07.10 MH SDL 2036	1	T+0	3D	35.00	36.54	3.7000	3.7000
07.40 MH SDL 2023	1	T+0	3D	35.00	37.92	3.6000	3.6000
08.48 CG UDAY 2023	1	T+0	3D	35.00	37.34	3.6000	3.6000
08.48 KA SDL 2022	1	T+0	3D	35.00	36.68	3.6000	3.6000
08.58 GJ SDL 2023	1	T+0	3D	35.00	37.73	3.6000	3.6000
08.60 MP SDL 2023	1	T+0	3D	35.00	37.74	3.6000	3.6000
06.49 TN SDL 2050	1	T+0	3D	30.00	27.60	3.7000	3.7000
06.84 GJ SDL 2031 08 SEP	1	T+0	3D	30.00	30.40	3.7000	3.7000
06.87 RJ SDL 2031	1	T+0	3D	30.00	30.46	3.7000	3.7000
06.91 MH SDL 2034	1	T+0	3D	30.00	30.53	3.7000	3.7000
07.05 AP SDL 2035	2	T+0	3D	30.00	30.23	3.6500	3.6833
08.05 GJ SDL 2025 25 FEB	1	T+0	3D	30.00	32.96	3.7000	3.7000
08.06 BR SDL 2025	1	T+0	3D	30.00	33.05	3.6000	3.6000
08.08 UP SDL 2025 25 FEB	1	T+0	3D	30.00	32.99	3.6000	3.6000
08.45 JK UDAY 2023	1	T+0	3D	30.00	31.98	3.6000	3.6000
08.64 BR SDL 2023	1	T+0	3D	30.00	32.11	3.6000	3.6000
08.66 JK SDL 2023	1	T+0	3D	30.00	32.43	3.6000	3.6000
09.72 KL SDL 2023	1	T+0	3D	30.00	33.26	3.6500	3.6500
08.21 HR UDAY 2026	1	T+0	3D	26.00	28.74	3.6000	3.6000
06.89 GJ SDL 2031	1	T+0	3D	25.00	25.28	3.7000	3.7000
06.89 PN SDL 2031	1	T+0	3D	25.00	25.42	3.7000	3.7000
06.91 HP SDL 2031	1	T+0	3D	25.00	25.06	3.7000	3.7000
06.95 TN SDL 2031 17 FEB	1	T+0	3D	25.00	25.74	3.7000	3.7000
06.99 UP SDL 2031	1	T+0	3D	25.00	25.35	3.7000	3.7000
07.86 AS SDL 2022	1	T+0	3D	25.00	25.91	3.6000	3.6000
08.08 CG SDL 2025	1	T+0	3D	25.00	27.63	3.6000	3.6000
08.18 OD SDL 2023	1	T+0	3D	25.00	26.67	3.6000	3.6000
08.27 HR SDL 2025 09 DEC	1	T+0	3D	25.00	28.27	3.7000	3.7000
08.27 HR SDL 2025 23 DEC	1	T+0	3D	25.00	28.20	3.7000	3.7000
08.31 ML SDL 2025	1	T+0	3D	25.00	27.95	3.7000	3.7000
08.39 RJ UDAY 2023	1	T+0	3D	25.00	26.69	3.6000	3.6000
08.45 GJ SDL 2023	1	T+0	3D	25.00	27.08	3.6500	3.6500
08.58 PN SDL 2023	1	T+0	3D	25.00	27.39	3.6500	3.6500
08.60 TN SDL 2023	1	T+0	3D	25.00	26.80	3.6500	3.6500
08.65 KA SDL 2022	1	T+0	3D	25.00	25.94	3.4000	3.4000
08.79 PN SDL 2022	1	T+0	3D	25.00	25.89	3.4000	3.4000
08.83 MH SDL 2024	1	T+0	3D	25.00	28.23	3.6000	3.6000
08.83 TN SDL 2024	1	T+0	3D	25.00	28.23	3.6000	3.6000
08.97 BR SDL 2022	1	T+0	3D	25.00	26.20	3.6000	3.6000
09.25 HR SDL 2023 09 OCT	1	T+0	3D	25.00	27.31	3.6500	3.6500
09.35 WB SDL 2023 09 OCT	1	T+0	3D	25.00	27.36	3.6500	3.6500
09.49 KL SDL 2023	1	T+0	3D	25.00	27.72	3.6500	3.6500
04.63 MH SDL 2023	1	T+0	3D	20.00	20.40	3.6500	3.6500
07.04 RJ SDL 2036	1	T+0	3D	20.00	20.33	3.7000	3.7000
07.68 MP UDAY 2023	1	T+0	3D	20.00	21.12	3.6000	3.6000
07.77 TN UDAY 2023	1	T+0	3D	20.00	21.23	3.6000	3.6000
08.21 HR UDAY 2022	1	T+0	3D	20.00	20.58	3.6500	3.6500
08.26 MH SDL 2025 23 DEC	1	T+0	3D	20.00	22.55	3.6000	3.6000
08.27 RJ UDAY 2022	1	T+0	3D	20.00	21.22	3.6500	3.6500
08.99 BR SDL 2022 19 DEC	1	T+0	3D	20.00	21.78	3.6000	3.6000
09.68 MP SDL 2023	1	T+0	3D	20.00	22.06	3.6500	3.6500
09.72 HR SDL 2023	1	T+0	3D	20.00	22.17	3.6500	3.6500
08.28 GS 2027	2	T+0	3D	17.00	19.11	3.6500	3.4735
07.07 HR SDL 2037	1	T+0	3D	15.00	15.24	3.6000	3.6000
07.42 MH SDL 2022	1	T+0	3D	15.00	15.31	3.6500	3.6500
07.82 WB SDL 2023	1	T+0	3D	15.00	16.25	3.6500	3.6500
08.10 GA SDL 2025	1	T+0	3D	15.00	16.33	3.7000	3.7000
08.27 KA SDL 2025	1	T+0	3D	15.00	16.92	3.6000	3.6000
08.39 RJ UDAY 2022	1	T+0	3D	15.00	15.47	3.6500	3.6500
08.67 KA SDL 2026	1	T+0	3D	15.00	16.97	3.6500	3.6500
08.72 TN SDL 2024	1	T+0	3D	15.00	16.50	3.6000	3.6000
08.80 AP SDL 2022	1	T+0	3D	15.00	15.75	3.6000	3.6000
08.85 TN SDL 2022	1	T+0	3D	15.00	15.77	3.6000	3.6000
08.99 MP SDL 2022	1	T+0	3D	15.00	15.53	3.6500	3.6500
09.01 KA SDL 2024	1	T+0	3D	15.00	16.98	3.6000	3.6000
09.19 KL SDL 2024	1	T+0	3D	15.00	16.44	3.6000	3.6000
09.79 MH SDL 2023	1	T+0	3D	15.00	16.58	3.6500	3.6500
04.54 TN SDL 2023	1	T+0	3D	10.00	10.17	3.6500	3.6500
04.63 TN SDL 2023	1	T+0	3D	10.00	10.20	3.6500	3.6500
04.76 MH SDL 2023	1	T+0	3D	10.00	10.23	3.6500	3.6500
08.48 TN SDL 2023	1	T+0	3D	10.00	10.94	3.6500	3.6500
08.67 MH SDL 2023	1	T+0	3D	10.00	10.77	3.6000	3.6000
08.86 AP SDL 2022 03 OCT	1	T+0	3D	10.00	10.54	3.6000	3.6000
08.88 HR SDL 2022 22 FEB	1	T+0	3D	10.00	10.36	3.6500	3.6500
08.90 AP SDL 2022 08 AUG	1	T+0	3D	10.00	10.61	3.6000	3.6000
09.17 UP SDL 2022	1	T+0	3D	10.00	10.28	3.6500	3.6500
09.50 HR SDL 2023	1	T+0	3D	10.00	11.02	3.6500	3.6500
07.16 GS 2050	1	T+0	3D	6.00	6.23	3.2000	3.2000
06.76 TN SDL 2031	1	T+0	3D	5.00	5.02	3.4500	3.4500
06.79 GS 2029	1	T+0	3D	5.00	5.29	3.2000	3.2000
08.21 RJ UDAY 2025	1	T+0	3D	5.00	5.49	3.4500	3.4500
08.89 WB SDL 2022	1	T+0	3D	5.00	5.25	3.6000	3.6000
08.92 WB SDL 2022	1	T+0	3D	5.00	5.28	3.6000	3.6000
07.72 GS 2049	1	T+0	3D	1.00	1.13	3.0000	3.0000
Total	384	40797.00			41974.25

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
05.63 GS 2026	3	T+0	3D	1163.0000	1169.9369
06.10 GS 2031	1	T+0	3D	500.0000	502.9458
08.35 GS 2022	4	T+0	3D	461.5800	473.7019
08.13 GS 2022	1	T+0	3D	305.0000	319.2618
04.68 HR SDL 2022	1	T+0	3D	265.0000	266.5542
08.15 GS 2022	1	T+0	3D	250.0000	265.7660
364 DTB 15092022	1	T+0	3D	240.0000	233.2080
06.93 MH SDL 2022	1	T+0	3D	163.0000	169.8167
364 DTB 19052022	1	T+0	3D	101.0000	99.4345
06.57 GS 2033	1	T+0	3D	55.0000	56.3467
Total	15	3503.5800			3556.9725

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/061221	T+0	3D	3.30	3.64	3.00	3.00	3.44	1343	406058.40
TREP/041221	T+0	1D	2.49	3.45	2.25	2.90	2.84	42	1230.00
TREP/061221	T+1	2D	3.33	3.33	3.32	3.32	3.32	2	465.50
TREP/171221	T+0	14D	3.45	3.45	3.45	3.45	3.45	1	235.00
Total								1388	407988.90

Security Description	Trades	TTA	LTP	LTY
GS17DEC2026C	2	50.0000	73.7331	6.1500
06.10 GS 2031	714	6330.0000	98.0800	6.3693
05.63 GS 2026	207	2520.0000	99.7200	5.7014
06.67 GS 2035	143	1220.0000	99.2500	6.7536
06.64 GS 2035	32	385.0000	98.8800	6.7674
05.15 GS 2025	29	210.0000	98.9300	5.4553
06.97 GS 2026	15	160.0000	105.0300	5.7420
06.95 GS 2061	5	158.0000	100.1050	6.9424
07.73 GS 2034	7	140.0000	108.7000	6.7173
04.26 GS 2023	2	140.0000	99.6650	4.5001
05.22 GS 2025	10	135.0000	99.4800	5.3834
06.79 GS 2027	11	130.0000	103.6200	5.9993
08.28 GS 2027	6	125.0000	110.7000	6.0588
05.74 GS 2026	11	120.0000	100.0600	5.7249
08.26 GS 2027	4	115.0000	110.4400	6.0499
06.84 GS 2022	11	105.0000	102.5000	4.3439
06.95 GS 2061	3	105.0000	99.9950	6.9506
GOI FRB 2033	3	100.0000	100.8000	4.9256
09.23 GS 2043	3	100.0000	126.1000	6.9070
06.68 GS 2031	6	90.0000	102.0000	6.3999
07.17 GS 2028	5	65.0000	105.2500	6.1225
GOI FRB 2034	2	60.0000	98.9500	4.8957
07.61 GS 2030	6	55.0000	107.9000	6.3820
05.77 GS 2030	5	40.0000	96.4200	6.3116
08.20 GS 2022	2	30.0000	100.8675	3.5011
06.18 GS 2024	3	25.0000	102.9000	5.0934
08.35 GS 2022	1	25.0000	101.9450	3.8532
06.45 GS 2029	1	20.0000	101.1500	6.2603
08.24 GS 2027	3	15.0000	110.1400	5.9385
08.13 GS 2022	2	15.0000	103.0425	4.1699
06.67 GS 2050	11	13.2060	96.7000	6.9353
06.10 GS 2031	19	10.5110	98.0800	6.3693
06.76 GS 2061	2	10.0000	97.4500	6.9492
07.26 GS 2029	2	10.0000	105.7000	6.2525
07.59 GS 2026	2	10.0000	106.9500	5.6632
06.67 GS 2035	10	6.1100	99.2500	6.7536
06.64 GS 2035	7	5.7910	98.8400	6.7720
06.62 GS 2051	4	5.0000	96.7200	6.8797
06.76 GS 2061	2	5.0000	98.0800	6.9014
07.88 GS 2030	1	5.0000	109.5600	6.3746
07.40 GS 2035	1	5.0000	105.6200	6.7642
07.40 GS 2035	1	3.0000	105.9500	6.7284
07.73 GS 2034	1	2.0000	108.6500	6.7228
08.13 GS 2045	1	1.5000	114.2000	6.9009
06.97 GS 2026	1	1.0000	105.0000	5.7491
06.22 GS 2035	1	1.0000	95.5000	6.7366
06.79 GS 2027	1	0.5000	103.2400	6.0806
07.06 GS 2046	1	0.5000	101.5200	6.9298
06.30 GS 2023	1	0.5000	102.0500	4.6994
05.63 GS 2026	2	0.1100	99.7600	5.6909
07.19 WB SDL 2026	3	75.0000	104.4000	6.1174
06.85 MP SDL 2031	6	50.0000	99.9300	6.8579
06.93 KA SDL 2032	2	35.0000	100.4000	6.8753
08.26 AP SDL 2025	1	25.0000	108.2000	5.7536
08.26 MH SDL 2025 23 DEC	1	20.0000	108.4500	5.8819
06.66 TN SDL 2030	3	15.0000	99.3700	6.7547
08.27 TN SDL 2025 12 AUG	2	15.0000	108.3500	5.7196
08.38 TN SDL 2026	2	15.0000	108.8100	5.9454
07.25 MH SDL 2032	2	10.0000	102.8400	6.8550
07.08 UP SDL 2031	2	10.0000	101.5350	6.8502
07.05 WB SDL 2031	2	10.0000	101.3325	6.8502
08.29 UK SDL 2025	1	10.0000	108.4200	5.7410
08.65 KA SDL 2023	1	10.0000	104.9200	4.6628
08.31 AP SDL 2025	1	10.0000	108.3500	5.7364
07.04 KL SDL 2034	1	5.0000	101.1575	6.9002
06.78 MH SDL 2031	1	5.0000	99.9200	6.7911
07.18 TN SDL 2027	1	5.0000	104.0000	6.3232
06.73 TN SDL 2030	1	5.0000	99.8025	6.7601
07.05 JH SDL 2030	1	5.0000	101.4050	6.8216
07.51 RJ SDL 2027	1	5.0000	105.5000	6.3042
06.57 TN SDL 2031	1	5.0000	99.3500	6.6651
07.88 AP SDL 2031	1	5.0000	107.1800	6.8459
08.28 GJ SDL 2029 20 FEB	2	4.8000	109.4600	6.6059
08.16 KA SDL 2029	1	2.6000	108.5500	6.6575
06.83 KA SDL 2031	2	2.0000	100.8000	6.7185
06.98 JK SDL 2036	1	1.7440	100.6900	6.9034
08.06 KA SDL 2029	1	1.5000	107.8600	6.6804
06.87 KA SDL 2031	1	1.0000	100.2000	6.8415
08.25 MP SDL 2025 09 SEP	1	1.0000	106.9300	6.1519
06.98 TN SDL 2031 14 JUL	1	1.0000	100.9300	6.8449
07.02 GJ SDL 2026	1	1.0000	103.5200	6.1475
08.21 HR UDAY 2025	1	1.0000	104.5000	6.6699
08.34 PN SDL 2028	1	0.6000	108.7950	6.6477
07.55 RJ SDL 2027	1	0.5000	104.0425	6.7003
07.56 UP SDL 2027	1	0.5000	103.8475	6.7499
06.33 TN SDL 2030	1	0.5000	96.9000	6.8095
06.91 MH SDL 2033	1	0.4000	100.3000	6.8706
08.35 JH SDL 2028	1	0.1500	109.0000	6.7198
182 DTB 16122021	1	220.0000	99.9097	3.3000
182 DTB 03022022	2	130.0000	99.4518	3.4100
182 DTB 09122021	2	125.0000	99.9737	3.2000
364 DTB 01122022	5	80.0000	96.0860	4.1300
364 DTB 03032022	4	75.0000	99.1725	3.5005
364 DTB 23122021	4	75.0000	99.8489	3.2500
091 DTB 13012022	6	30.0000	99.6442	3.4300
182 DTB 30122021	2	25.0000	99.7861	3.2600
091 DTB 03032022	1	25.0000	99.1633	3.5400
364 DTB 09122021	2	10.0000	99.9725	3.3500
364 DTB 16122021	1	10.0000	99.9113	3.2400
364 DTB 17112022	1	10.0000	96.2237	4.1400
182 DTB 28042022	1	5.0000	98.5559	3.7400
182 DTB 13012022	1	5.0000	99.6431	3.4400
091 DTB 02022022	1	5.0000	99.4532	3.4600
364 DTB 13012022	1	5.0000	99.6462	3.4100
182 DTB 12052022	1	1.0000	98.4168	3.7400
Total	1416	14090.0220

Reported Deals	Trades	TTA	LTP	LTY
GS22AUG2046C	1	10.1400	17.9621	7.0700
GS22AUG2047C	1	10.1400	16.7565	7.0700
GS22AUG2048C	1	10.1400	15.6318	7.0700
GS22AUG2049C	1	10.1400	14.5826	7.0700
GS22AUG2050C	1	10.1400	13.6038	7.0700
GS22AUG2051C	1	10.1400	12.6907	7.0700
GS22AUG2052C	1	10.1400	11.8389	7.0700
GS22AUG2053C	1	10.1400	11.0443	7.0700
GS22AUG2054C	1	10.1400	10.3030	7.0700
GS22AUG2055C	1	10.1400	9.6114	7.0700
GS22AUG2056C	1	10.1400	8.9663	7.0700
GS22AUG2057C	1	10.1400	8.3645	7.0700
GS22AUG2058C	1	10.1400	7.8031	7.0700
GS22AUG2059C	1	10.1400	7.2793	7.0700
GS22AUG2060C	1	10.1400	6.7907	7.0700
GS22FEB2045C	1	10.1400	19.9351	7.0700
GS22FEB2046C	1	10.1400	18.5971	7.0700
GS22FEB2047C	1	10.1400	17.3488	7.0700
GS22FEB2048C	1	10.1400	16.1844	7.0700
GS22FEB2049C	1	10.1400	15.0981	7.0700
GS22FEB2050C	1	10.1400	14.0847	7.0700
GS22FEB2051C	1	10.1400	13.1393	7.0700
GS22FEB2052C	1	10.1400	12.2574	7.0700
GS22FEB2053C	1	10.1400	11.4347	7.0700
GS22FEB2054C	1	10.1400	10.6672	7.0700
GS22FEB2055C	1	10.1400	9.9512	7.0700
GS22FEB2056C	1	10.1400	9.2833	7.0700
GS22FEB2057C	1	10.1400	8.6602	7.0700
GS22FEB2058C	1	10.1400	8.0789	7.0700
GS22FEB2059C	1	10.1400	7.5366	7.0700
GS22FEB2060C	1	10.1400	7.0308	7.0700
GS22FEB2061C	1	10.1400	6.5589	7.0700
06.76GS22FEB2061P	1	300.0000	6.5589	7.0700
06.10 GS 2031	38	2820.0000	98.1000	6.3665
08.40 GS 2024	6	2000.0000	108.0187	5.1150
08.24 GS 2027	14	1540.0000	110.1329	5.9400
06.95 GS 2061	13	1420.0000	100.1800	6.9368
GOI FRB 2028	6	900.0000	99.3000	4.5468
06.90 OIL SPL 2026	31	350.0000	103.0748	6.0500
08.60 GS 2028	4	300.0000	112.5481	6.2200
07.17 GS 2028	2	300.0000	105.2550	6.1216
GOI FRB 2028	5	298.9850	99.3000	4.5468
06.84 GS 2022	2	200.0000	102.5397	4.3050
06.64 GS 2035	2	172.5010	99.0000	6.7536
06.67 GS 2050	1	160.0000	96.5200	6.9502
07.37 GS 2023	2	140.0000	103.6866	4.5400
GOI FRB 2034	2	130.0000	98.8500	4.9063
06.67 GS 2035	7	105.0000	99.3000	6.7480
05.63 GS 2026	2	105.0000	99.7500	5.6935
06.10 GS 2031	5	101.1820	98.1200	6.3636
05.09 GS 2022	1	100.0000	100.4488	3.7951
07.27 GS 2026	1	70.0000	105.8511	5.7250
09.23 GS 2043	1	50.0000	126.1300	6.9047
06.79 GS 2027	1	50.0000	103.6900	5.9844
07.59 GS 2029	1	25.0000	107.4936	6.2900
06.18 GS 2024	1	22.0000	102.9500	5.0751
06.76 GS 2061	3	6.0000	97.6000	6.9378
06.67 GS 2050	2	5.0000	96.8900	6.9196
08.28 GS 2027	1	5.0000	110.9509	6.0100
06.62 GS 2051	3	4.0000	96.7300	6.8789
05.22 GS 2025	1	2.5300	99.5000	5.3771
05.15 GS 2025	1	2.2500	99.0000	5.4351
08.13 GS 2045	1	1.5000	114.4900	6.8783
06.22 GS 2035	1	1.0000	95.5200	6.7343
06.67 GS 2035	1	1.0000	99.3400	6.7435
06.45 GS 2029	1	0.5000	101.5500	6.1956
05.77 GS 2030	1	0.5000	97.2500	6.1835
06.79 GS 2027	1	0.5000	103.2100	6.0870
07.16 GS 2050	1	0.4000	103.3500	6.8897
07.47 CG SDL 2027	1	250.0000	105.3566	6.3500
07.80 HR SDL 2027	1	50.0000	106.6335	6.2900
07.11 TN SDL 2029	1	25.0000	102.8621	6.6250
06.91 MH SDL 2033	2	10.0000	100.3600	6.8631
07.40 UK SDL 2027	1	10.0000	105.0705	6.3400
06.75 BR SDL 2027	1	8.0000	101.8500	6.3498
06.78 MH SDL 2031	1	5.0000	99.9400	6.7882
07.12 AP SDL 2037	1	5.0000	102.1300	6.8940
06.98 JK SDL 2036	1	5.0000	100.6700	6.9055
06.99 UP SDL 2031	1	5.0000	100.9850	6.8499
07.04 AP SDL 2040	1	5.0000	101.4300	6.9018
06.88 KA SDL 2031	1	4.7130	100.1200	6.8612
08.61 PN UDAY 2030	1	4.7000	110.5700	6.9148
06.91 RJ SDL 2031	1	2.1320	100.1500	6.8869
06.98 JK SDL 2036	1	1.7440	100.7500	6.8969
07.10 MH SDL 2036	1	1.6000	102.1500	6.8637
06.94 AP SDL 2037	1	1.1740	100.3000	6.9074
06.91 MH SDL 2033	1	1.0000	100.2700	6.8744
06.83 KA SDL 2031	1	1.0000	100.8400	6.7130
06.87 KA SDL 2031	1	1.0000	100.7000	6.7718
06.98 TN SDL 2031 14 JUL	1	1.0000	100.9000	6.8492
08.43 UP SDL 2029	1	0.1000	108.4900	6.9179
182 DTB 16122021	2	320.0000	99.9097	3.3000
091 DTB 13012022	1	150.0000	99.6473	3.4000
364 DTB 11032022	1	50.0000	99.0845	3.5500
364 DTB 16062022	1	50.0000	98.0175	3.8450
364 DTB 21042022	1	50.0000	98.6274	3.7350
182 DTB 12052022	1	30.0000	98.4168	3.7400
364 DTB 03032022	1	5.0000	99.1914	3.4200
182 DTB 12052022	1	1.0000	98.4370	3.6914
182 DTB 31032022	1	0.7500	98.9555	3.3500
364 DTB 01122022	1	0.6400	96.1133	4.1000
Total	233	13069.8810

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
SPOT	74.9850	75.1800	74.9525	75.1200	75.0200	0.1000
C-SPOT	74.9800	75.1725	74.9500	75.1200	75.0200	0.1000

Market Rates As on Dec 3 2021 2:31PM

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