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	6.17	4.75	5.80	10913.38	6.11	6.10	15861.62
TREP	6.00	6.10	5.90	6.06	369833.25	6.01	6.00	366640.75
REPO	6.00	6.50	5.25	5.98	168028.15	6.07	6.11	163203.28
Money Market					548774.78	6.03	6.03	545705.65

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

Feb 3 2023 5:06PM

Tenor	Sett. Type	Maturity	Trades	TTA(Rs. Cr)	Open	High	Low	LTR	WAR
3D	T + 0	06/02/2023	191	9918.37	6.15	6.17	4.75	5.80	6.1190
O/N	T + 0	04/02/2023	31	435.55	6.00	6.00	5.35	5.70	5.7754
17D	T + 0	20/02/2023	3	360.00	6.60	6.60	6.30	6.30	6.4000
18D	T + 0	21/02/2023	1	200.00	6.40	6.40	6.40	6.40	6.4000
4D	T + 0	07/02/2023	2	32.00	6.14	6.14	5.80	5.80	6.0125
25D	T + 0	28/02/2023	1	25.00	6.70	6.70	6.70	6.70	6.7000
5D	T + 0	08/02/2023	1	15.00	5.80	5.80	5.80	5.80	5.8000
2D	T + 1	06/02/2023	1	6.00	5.80	5.80	5.80	5.80	5.8000
7D	T + 0	10/02/2023	1	1.00	5.90	5.90	5.90	5.90	5.9000
Total	232			10992.92

Feb 3 2023 2:31PM

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 3 TO 5 YR	70	T+0	3D	17749.62	17566.68	6.0000	6.0913
CG LIQUID 5 TO 10 YR	63	T+0	3D	16622.69	16712.50	5.9500	6.0957
FRB	39	T+0	3D	14156.78	14054.06	6.1200	6.0986
CG LIQUID 10 TO 20YR	67	T+0	3D	13798.70	13752.32	6.0500	6.0911
CG LIQUID ABV 20 YR	44	T+0	3D	12937.79	13174.68	5.9500	6.0996
CG LIQUID 1 TO 3 YR	48	T+0	3D	12582.79	12582.47	5.9500	6.0835
TBILLS 182 DTB	41	T+0	3D	10514.78	10779.52	6.0000	6.0721
TBILLS 364 DTB	48	T+0	3D	8663.79	9118.84	5.9800	6.0715
SG SECS UPTO 5YR	48	T+0	3D	8550.75	8477.39	6.1200	6.1037
TBILLS 91 DTB	20	T+0	3D	6151.91	6237.08	5.9000	6.0582
CG LIQUID UPTO 1 YR	13	T+0	3D	1665.94	1647.68	6.0700	6.0552
SG SECS ABV 5YR	5	T+0	3D	821.98	815.10	6.1000	6.1000
UDAY BONDS	2	T+0	3D	330.00	317.61	6.1500	6.1250
Total	508	124547.52			125235.93

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
07.26 GS 2032	49	T+0	3D	7905.00	8141.90	6.0500	5.9809
07.41 GS 2036	34	T+0	3D	3806.00	3851.79	5.9500	5.8761
07.38 GS 2027	19	T+0	3D	2995.00	3047.68	5.9600	6.0260
06.54 GS 2032	4	T+0	3D	1405.00	1338.31	6.1000	6.1000
07.54 GS 2036	12	T+0	3D	1193.00	1225.64	6.0500	6.0811
07.36 GS 2052	10	T+0	3D	1112.00	1141.28	5.8500	5.9890
07.40 GS 2062	8	T+0	3D	1043.00	1074.02	6.0000	5.9995
06.69 GS 2024	5	T+0	3D	917.00	920.27	6.1000	6.0513
05.63 GS 2026	5	T+0	3D	632.00	617.50	6.1000	6.0298
07.16 GS 2050	7	T+0	3D	541.00	543.29	5.2500	5.8799
07.10 GS 2029	4	T+0	3D	418.00	423.92	6.0500	6.0233
04.70 KA SDL 2023	1	T+0	3D	400.00	396.96	6.1000	6.1000
364 DTB 04012024	1	T+0	3D	400.00	376.21	6.0800	6.0800
07.68 GS 2023	4	T+0	3D	392.00	399.31	5.9000	5.9529
06.45 GS 2029	3	T+0	3D	345.00	338.24	5.9500	5.9188
06.56 RJ SDL 2023	1	T+0	3D	300.00	304.56	6.1000	6.1000
07.59 GS 2029	3	T+0	3D	295.00	308.56	5.9900	5.9978
04.77 MP SDL 2023	1	T+0	3D	290.00	294.33	6.0700	6.0700
06.10 GS 2031	6	T+0	3D	284.00	264.30	5.9600	5.9843
08.08 WB SDL 2025 25 FEB	1	T+0	3D	250.00	263.15	6.1200	6.1200
05.74 GS 2026	3	T+0	3D	235.00	227.49	6.1000	6.0974
06.95 GS 2061	3	T+0	3D	235.00	225.51	6.0500	6.0340
06.20 RJ SDL 2026	1	T+0	3D	230.00	223.32	6.1000	6.1000
08.05 KA SDL 2025	3	T+0	3D	230.00	241.93	6.1200	6.1178
08.14 GJ SDL 2025	2	T+0	3D	220.00	224.86	6.1200	6.1200
08.18 HR UDAY 2023	1	T+0	3D	210.00	213.46	6.1000	6.1000
06.69 MP SDL 2025	2	T+0	3D	180.00	182.90	6.1200	6.1161
05.77 GJ SDL 2025 02 FEB	1	T+0	3D	166.00	161.82	6.1200	6.1200
06.23 RJ SDL 2027	1	T+0	3D	165.00	160.93	6.1000	6.1000
08.29 RJ SDL 2025 29 JUL	2	T+0	3D	155.00	158.88	6.1200	6.1077
08.00 TN SDL 2025	1	T+0	3D	150.00	155.87	6.1000	6.1000
08.90 HR SDL 2024	2	T+0	3D	150.00	158.94	6.1200	6.1133
09.22 GJ SDL 2023	1	T+0	3D	140.00	146.33	6.1000	6.1000
07.26 KA SGS 2025	3	T+0	3D	135.00	136.07	6.1500	6.1111
08.27 UP SDL 2025	1	T+0	3D	132.00	137.37	6.1000	6.1000
06.82 RJ SDL 2024	3	T+0	3D	130.00	132.81	6.1200	6.1115
08.16 KA SDL 2025	4	T+0	3D	130.00	134.86	6.1000	6.1000
09.18 AP SDL 2024	2	T+0	3D	130.00	135.69	6.1000	6.1000
07.59 GS 2026	1	T+0	3D	125.00	127.42	6.0000	6.0000
08.18 HR UDAY 2025	1	T+0	3D	125.00	128.99	6.1000	6.1000
08.20 GJ SDL 2025 24 JUN	1	T+0	3D	124.00	127.76	6.1000	6.1000
05.44 TN SDL 2023	1	T+0	3D	120.00	121.58	6.1000	6.1000
07.85 AP SDL 2026	1	T+0	3D	120.00	122.40	6.1200	6.1200
08.27 HR SDL 2025 13 MAY	1	T+0	3D	120.00	124.88	6.1000	6.1000
07.88 GS 2030	2	T+0	3D	115.00	122.42	6.0000	6.0000
05.95 TN SDL 2025	1	T+0	3D	114.00	112.57	6.1000	6.1000
08.07 RJ SDL 2026	1	T+0	3D	112.00	115.66	6.1200	6.1200
08.52 TS SDL 2026	1	T+0	3D	110.00	118.09	6.1200	6.1200
08.21 TN SDL 2025	1	T+0	3D	108.00	111.29	6.1200	6.1200
08.27 KL SDL 2025	1	T+0	3D	106.00	112.67	6.1000	6.1000
05.39 GJ SDL 2024	1	T+0	3D	100.00	100.14	6.1000	6.1000
05.80 RJ SDL 2025	1	T+0	3D	100.00	98.13	6.1000	6.1000
05.89 AP SDL 2025	1	T+0	3D	100.00	98.75	6.1000	6.1000
06.21 AS SDL 2026	1	T+0	3D	100.00	99.92	6.1000	6.1000
06.76 PN SDL 2024	1	T+0	3D	100.00	101.93	6.1000	6.1000
06.80 OD SDL 2025	1	T+0	3D	100.00	99.44	6.1000	6.1000
07.47 GJ SGS 2025	1	T+0	3D	100.00	102.50	6.1000	6.1000
07.63 ML SGS 2025	1	T+0	3D	100.00	102.93	6.1000	6.1000
07.99 RJ SDL 2025	1	T+0	3D	100.00	103.89	6.1100	6.1100
08.05 HR SDL 2025	1	T+0	3D	100.00	105.19	6.1000	6.1000
08.08 HR SDL 2025	1	T+0	3D	100.00	101.81	6.1000	6.1000
08.22 TN SDL 2025 09 DEC	1	T+0	3D	100.00	103.67	6.1000	6.1000
08.24 KL SDL 2025 13 MAY	3	T+0	3D	100.00	104.00	6.1000	6.1000
08.25 MH SDL 2025 13 MAY	1	T+0	3D	100.00	104.02	6.1000	6.1000
08.29 KL SDL 2025	1	T+0	3D	100.00	102.50	6.1000	6.1000
08.29 RJ SDL 2025 13 MAY	1	T+0	3D	100.00	104.11	6.1000	6.1000
08.30 RJ SDL 2026	1	T+0	3D	100.00	103.10	6.1200	6.1200
08.31 KL SDL 2025	1	T+0	3D	100.00	106.10	6.1000	6.1000
09.01 GJ SDL 2024	1	T+0	3D	100.00	103.56	6.1000	6.1000
07.57 CG SDL 2023	1	T+0	3D	95.00	97.69	6.1000	6.1000
08.12 CG SDL 2023	1	T+0	3D	95.00	97.21	6.1000	6.1000
06.67 GS 2050	5	T+0	3D	91.00	84.48	6.0000	5.9868
06.89 AP SDL 2035	1	T+0	3D	90.00	85.55	6.1000	6.1000
06.35 OIL SPL 2024	1	T+0	3D	85.00	84.29	6.1000	6.1000
08.08 CG SDL 2025	1	T+0	3D	85.00	86.54	6.1000	6.1000
08.15 MP SDL 2025	1	T+0	3D	85.00	88.35	6.1000	6.1000
08.15 TN SDL 2025	1	T+0	3D	85.00	88.42	6.1000	6.1000
08.05 PN SDL 2025 28 JAN	1	T+0	3D	80.00	81.40	6.1000	6.1000
06.99 GS 2051	3	T+0	3D	76.00	73.40	6.0000	6.0164
05.28 BR SDL 2023	1	T+0	3D	75.00	75.75	6.1000	6.1000
06.30 RJ SDL 2023	2	T+0	3D	75.00	76.49	6.1100	6.1100
08.07 GJ SDL 2025 11 FEB	1	T+0	3D	75.00	79.15	6.1000	6.1000
08.11 PN SDL 2023	1	T+0	3D	75.00	76.74	6.1000	6.1000
08.21 MH SDL 2025	1	T+0	3D	75.00	77.70	6.1000	6.1000
08.24 TN SDL 2025 09 SEP	1	T+0	3D	75.00	79.21	6.1000	6.1000
08.25 AP SDL 2023	1	T+0	3D	75.00	76.98	6.1000	6.1000
08.72 KL SDL 2024	1	T+0	3D	75.00	78.67	6.1000	6.1000
06.43 RJ SDL 2027	1	T+0	3D	74.00	71.81	6.5000	6.5000
06.92 RJ SDL 2025	1	T+0	3D	70.00	71.47	6.1000	6.1000
07.63 TS SGS 2036	1	T+0	3D	70.00	70.95	6.1400	6.1400
07.88 MP SGS 2033	1	T+0	3D	70.00	73.33	6.1200	6.1200
08.06 TN SDL 2025 25 FEB	1	T+0	3D	70.00	73.65	6.1000	6.1000
08.22 HR SDL 2025	1	T+0	3D	70.00	72.15	6.1000	6.1000
08.24 TN SDL 2025 10 JUN	1	T+0	3D	70.00	72.39	6.1000	6.1000
08.27 MP SDL 2025 12 AUG	1	T+0	3D	70.00	74.40	6.1000	6.1000
08.27 TN SDL 2026	1	T+0	3D	70.00	72.12	6.1000	6.1000
08.45 PN UDAY 2023 30 MAR	1	T+0	3D	70.00	72.26	6.1000	6.1000
06.10 RJ SDL 2026	1	T+0	3D	65.00	63.45	6.1000	6.1000
07.40 GS 2035	2	T+0	3D	65.00	67.31	6.0000	6.0000
07.69 AP SGS 2035	2	T+0	3D	65.00	65.98	6.1400	6.1369
07.85 MP SDL 2032	1	T+0	3D	65.00	66.96	6.1000	6.1000
08.28 GS 2032	1	T+0	3D	65.00	71.85	6.0000	6.0000
08.60 BR SDL 2026	1	T+0	3D	65.00	69.55	6.1000	6.1000
05.77 GS 2030	4	T+0	3D	64.00	58.58	6.0000	5.9172
08.23 GJ SDL 2025	1	T+0	3D	64.00	67.58	6.1000	6.1000
07.50 HP SGS 2037	1	T+0	3D	60.00	61.61	6.1200	6.1200
08.20 PN SDL 2023	1	T+0	3D	60.00	61.41	6.1000	6.1000
08.39 RJ UDAY 2025	1	T+0	3D	60.00	63.36	6.1000	6.1000
08.55 AS SDL 2026	1	T+0	3D	60.00	64.47	6.1000	6.1000
08.59 KA SDL 2025	1	T+0	3D	60.00	63.20	6.1000	6.1000
04.74 KA SDL 2023	1	T+0	3D	57.00	56.67	6.1200	6.1200
07.18 TN SDL 2027	1	T+0	3D	55.00	54.74	6.1000	6.1000
07.62 UP SGS 2035	2	T+0	3D	55.00	55.30	6.1400	6.1364
08.25 PN SDL 2025 09 SEP	1	T+0	3D	55.00	58.10	6.1000	6.1000
08.27 RJ UDAY 2023	1	T+0	3D	55.00	55.85	6.1000	6.1000
08.57 AP SDL 2026	1	T+0	3D	55.00	58.80	6.1000	6.1000
04.93 BR SDL 2023	1	T+0	3D	50.00	50.58	6.1200	6.1200
05.22 GS 2025	4	T+0	3D	50.00	48.42	5.7500	5.7750
05.40 CG SDL 2024	1	T+0	3D	50.00	50.11	6.1200	6.1200
05.70 MH SDL 2024	1	T+0	3D	50.00	50.04	6.1200	6.1200
05.77 GJ SDL 2025 12 JAN	1	T+0	3D	50.00	48.95	6.1000	6.1000
05.80 MH SDL 2025	1	T+0	3D	50.00	48.77	6.1000	6.1000
05.93 RJ SDL 2025	2	T+0	3D	50.00	49.99	6.1200	6.1200
06.76 GS 2061	1	T+0	3D	50.00	47.86	6.0000	6.0000
08.06 KA SDL 2025 11 FEB	1	T+0	3D	50.00	52.75	6.1200	6.1200
08.09 MN SDL 2025	1	T+0	3D	50.00	50.91	6.1000	6.1000
08.14 KA SDL 2025	1	T+0	3D	50.00	51.98	6.1000	6.1000
08.16 JH SDL 2025	1	T+0	3D	50.00	51.12	6.1000	6.1000
08.16 MH SDL 2025	1	T+0	3D	50.00	52.55	6.1000	6.1000
08.26 WB SDL 2023	1	T+0	3D	50.00	51.32	6.1000	6.1000
08.27 KA SDL 2026	1	T+0	3D	50.00	51.51	6.1000	6.1000
08.36 MP SDL 2025	1	T+0	3D	50.00	51.48	6.1000	6.1000
08.38 OD SDL 2026	1	T+0	3D	50.00	51.51	6.1000	6.1000
08.39 AP SDL 2026	1	T+0	3D	50.00	51.52	6.1000	6.1000
08.42 TN SDL 2023	1	T+0	3D	50.00	50.51	6.1000	6.1000
08.51 HR SDL 2026	2	T+0	3D	50.00	53.66	6.1200	6.1200
08.53 UP SDL 2026	2	T+0	3D	50.00	53.69	6.1000	6.1000
08.58 PN SDL 2023	1	T+0	3D	50.00	50.74	6.1000	6.1000
08.67 KA SDL 2026	1	T+0	3D	50.00	53.76	6.1000	6.1000
09.11 MH SDL 2024	1	T+0	3D	50.00	52.14	6.1200	6.1200
182 DTB 09032023	1	T+0	3D	50.00	49.70	6.0500	6.0500
GS16DEC2023C	1	T+0	3D	50.00	47.22	6.1500	6.1500
06.52 MH SDL 2030	1	T+0	3D	45.00	42.98	6.1000	6.1000
07.49 ML SGS 2027	1	T+0	3D	45.00	45.51	6.1000	6.1000
07.61 TN SGS 2032 28 DEC	1	T+0	3D	45.00	45.64	6.1400	6.1400
07.99 BR SDL 2025	1	T+0	3D	45.00	46.88	6.1200	6.1200
08.07 KL SDL 2026	1	T+0	3D	45.00	46.47	6.1000	6.1000
08.18 OD SDL 2023	1	T+0	3D	45.00	46.64	6.1000	6.1000
06.19 GS 2034	1	T+0	3D	40.00	37.48	6.0000	6.0000
06.95 TN SDL 2031 17 FEB	1	T+0	3D	40.00	39.97	6.1400	6.1400
07.46 MP SGS 2032	1	T+0	3D	40.00	41.01	6.1400	6.1400
07.59 KA SGS 2038	1	T+0	3D	40.00	40.70	6.1200	6.1200
07.70 HP SGS 2036	1	T+0	3D	40.00	40.66	6.1200	6.1200
07.70 HP SGS 2038	1	T+0	3D	40.00	40.69	6.1200	6.1200
08.38 TN SDL 2026	1	T+0	3D	40.00	41.21	6.1000	6.1000
09.39 KA SDL 2023 23 OCT	1	T+0	3D	40.00	41.76	6.1000	6.1000
09.39 MH SDL 2023	1	T+0	3D	40.00	41.54	6.1000	6.1000
07.40 MH SDL 2023	1	T+0	3D	35.00	35.52	6.1200	6.1200
07.60 TN SDL 2032	1	T+0	3D	35.00	36.42	6.1400	6.1400
07.89 GJ SDL 2025	1	T+0	3D	35.00	36.07	6.1000	6.1000
08.21 RJ UDAY 2024	1	T+0	3D	35.00	36.47	6.1000	6.1000
08.44 MH SDL 2024	1	T+0	3D	35.00	36.32	6.1200	6.1200
08.48 CG UDAY 2023	1	T+0	3D	35.00	36.14	6.1200	6.1200
09.41 TN SDL 2024	1	T+0	3D	35.00	36.06	6.1200	6.1200
09.42 WB SDL 2023 20 NOV	1	T+0	3D	35.00	36.36	6.1000	6.1000
04.54 TN SDL 2023	1	T+0	3D	30.00	29.84	6.1200	6.1200
07.63 KL SGS 2032	1	T+0	3D	30.00	30.47	6.1200	6.1200
07.72 GS 2025	1	T+0	3D	30.00	30.91	6.0000	6.0000
08.05 GJ SDL 2025 25 FEB	1	T+0	3D	30.00	31.56	6.1200	6.1200
08.64 BR SDL 2023	1	T+0	3D	30.00	31.05	6.1200	6.1200
08.83 UP SDL 2026	1	T+0	3D	30.00	32.41	6.1400	6.1400
09.55 AP SDL 2023	1	T+0	3D	30.00	31.62	6.1000	6.1000
GS15DEC2023C	1	T+0	3D	30.00	28.34	6.1500	6.1500
06.78 MH SDL 2031	1	T+0	3D	25.00	24.22	6.1500	6.1500
07.62 UK SGS 2033	1	T+0	3D	25.00	25.30	6.1500	6.1500
07.65 RJ SDL 2032	1	T+0	3D	25.00	25.24	6.1500	6.1500
07.65 TN SGS 2033	1	T+0	3D	25.00	25.28	6.1500	6.1500
07.68 KA SGS 2031	1	T+0	3D	25.00	25.69	6.1500	6.1500
07.86 AS SDL 2032	1	T+0	3D	25.00	25.81	6.1500	6.1500
08.10 WB SDL 2025 28 JAN	1	T+0	3D	25.00	25.46	6.1000	6.1000
08.27 HR SDL 2025 09 DEC	1	T+0	3D	25.00	25.94	6.1200	6.1200
08.27 HR SDL 2025 23 DEC	1	T+0	3D	25.00	25.87	6.1200	6.1200
08.31 ML SDL 2025	1	T+0	3D	25.00	25.64	6.1200	6.1200
05.75 KA SDL 2025	1	T+0	3D	20.00	19.55	6.1200	6.1200
06.67 GS 2035	1	T+0	3D	20.00	19.12	5.9000	5.9000
06.70 AP SDL 2026	1	T+0	3D	20.00	20.03	6.1200	6.1200
06.79 GS 2029	2	T+0	3D	20.00	19.68	6.0000	5.9620
07.49 HP SGS 2034	1	T+0	3D	20.00	20.53	6.1500	6.1500
07.86 HR SDL 2032	1	T+0	3D	20.00	20.62	6.1500	6.1500
07.98 KA SDL 2025	1	T+0	3D	20.00	20.83	6.1200	6.1200
08.24 GS 2027	2	T+0	3D	20.00	21.55	5.9500	6.0000
08.31 AP SDL 2025	1	T+0	3D	20.00	20.51	6.1200	6.1200
08.38 HR SDL 2026	1	T+0	3D	20.00	20.60	6.1200	6.1200
07.33 MH SDL 2027	1	T+0	3D	15.00	15.38	6.0500	6.0500
07.09 GJ SDL 2032	1	T+0	3D	10.00	10.04	6.1000	6.1000
08.08 UP SDL 2025 25 FEB	1	T+0	3D	10.00	10.51	6.1000	6.1000
08.25 GJ SDL 2024	1	T+0	3D	10.00	10.28	6.1000	6.1000
08.26 MH SDL 2025 23 DEC	1	T+0	3D	10.00	10.34	6.1500	6.1500
05.79 GS 2030	1	T+0	3D	6.00	5.59	5.9000	5.9000
07.50 GS 2034	1	T+0	3D	6.00	6.30	5.9000	5.9000
05.15 GS 2025	1	T+0	3D	5.00	4.83	5.8600	5.8600
06.67 MH SDL 2031	1	T+0	3D	5.00	4.87	6.1500	6.1500
07.27 GS 2026	1	T+0	3D	5.00	5.15	6.0000	6.0000
07.57 GS 2033	1	T+0	3D	5.00	5.15	6.0000	6.0000
08.24 GS 2033	1	T+0	3D	5.00	5.44	5.5000	5.5000
05.85 GS 2030	1	T+0	3D	2.00	1.85	5.5000	5.5000
06.18 GS 2024	1	T+0	3D	2.00	2.00	5.8000	5.8000
Total	407	37662.00			38271.69

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
06.54 GS 2032	1	T+0	3D	1050.0000	1000.1320
091 DTB 28042023	1	T+0	3D	450.0000	443.4134
04.70 KA SDL 2023	1	T+0	3D	425.0000	421.7735
04.74 KA SDL 2023	1	T+0	3D	388.0000	385.7231
07.17 GS 2028	1	T+0	3D	384.0000	385.9120
182 DTB 28072023	1	T+0	3D	383.0000	370.7440
364 DTB 30112023	1	T+0	3D	365.0000	345.7714
08.21 HR UDAY 2023	1	T+0	3D	360.0000	371.0793
06.50 OD SDL 2023	1	T+0	3D	250.0000	252.4417
08.34 UP SDL 2026	1	T+0	3D	240.0000	247.7060
05.93 RJ SDL 2025	1	T+0	3D	200.0000	199.9761
08.24 TN SDL 2025 10 JUN	1	T+0	3D	200.0000	206.8262
364 DTB 27072023	1	T+0	3D	145.4200	141.0007
07.54 AP SGS 2029	1	T+0	3D	100.0000	100.8183
08.51 WB SDL 2026	1	T+0	3D	100.0000	107.3220
07.37 GS 2023	1	T+0	3D	73.8000	75.5642
182 DTB 13072023	1	T+0	3D	16.0000	15.5536
Total	17	5130.2200			5071.7575

Feb 3 2023 7:07PM

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/060223	T+0	3D	6.00	6.10	5.90	6.06	6.01	965	369833.25
TREP/040223	T+0	1D	5.50	6.05	5.50	5.90	5.84	53	1529.50
TREP/060223	T+1	2D	5.95	5.95	5.95	5.95	5.95	2	45.00
TREP/100223	T+0	7D	6.15	6.15	6.15	6.15	6.15	1	10.00
Total								1021	371417.75

Feb 3 2023 6:36PM

Security Description	Trades	TTA	LTP	LTY
GS19MAR2043C	1	0.0740	24.3309	7.1500
GS19MAR2044C	1	0.0740	22.6803	7.1500
GS19SEP2029C	1	0.0740	62.3719	7.2600
GS19SEP2043C	1	0.0740	23.4911	7.1500
GS19SEP2044C	1	0.0740	21.8974	7.1500
07.40GS19SEP2062P	1	2.0000	6.1127	7.1800
07.26 GS 2032	1415	13190.0000	99.8750	7.2776
07.38 GS 2027	514	6015.0000	101.0000	7.1066
07.41 GS 2036	291	3345.0000	100.4800	7.3527
07.10 GS 2029	192	2360.0000	99.4700	7.2044
07.26 GS 2033	236	2100.0000	100.1300	7.2415
07.54 GS 2036	54	660.0000	101.4700	7.3628
07.36 GS 2052	31	490.0000	99.8500	7.3716
06.54 GS 2032	25	475.0000	95.1350	7.2888
GOI FRB 2028	7	435.0000	98.3500	7.8364
06.69 GS 2024	29	390.0000	99.7475	6.8760
05.63 GS 2026	19	280.0000	96.0700	7.0252
05.74 GS 2026	24	255.0000	95.6100	7.0818
05.22 GS 2025	10	240.0000	96.2000	6.9915
06.89 GS 2025	22	225.0000	99.9800	6.8980
07.29 GOI SGRB 2033	19	115.0000	100.3000	7.2468
05.15 GS 2025	3	100.0000	95.3700	7.0210
GOI FRB 2024	9	80.0000	99.3500	7.2440
06.18 GS 2024	3	60.0000	98.7000	6.9762
07.17 GS 2028	2	60.0000	100.0500	7.1558
07.40 GS 2062	4	40.0000	100.3400	7.3725
06.64 GS 2035	3	30.0000	94.2000	7.3612
06.97 GS 2026	4	25.0000	99.6000	7.0957
06.79 GS 2029	2	20.0000	97.6500	7.2271
04.26 GS 2023	2	20.0000	99.3550	6.6972
07.26 GS 2033	16	19.9510	100.0600	7.2515
GOI FRB 2033	3	15.0000	99.3200	8.1533
07.37 GS 2023	3	15.0000	100.1900	6.4188
07.50 GS 2034	3	15.0000	101.2100	7.3423
07.35 GS 2024	3	15.0000	100.4425	6.9985
07.26 GS 2029	2	15.0000	100.2000	7.2166
07.26 GS 2032	15	13.9400	99.8000	7.2887
06.45 GS 2029	2	10.0000	96.0300	7.2078
08.28 GS 2027	2	10.0000	104.3500	7.1552
07.72 GS 2025	1	10.0000	101.5000	6.9959
07.38 GS 2027	7	6.5210	100.9300	7.1254
07.59 GS 2026	1	5.0000	101.5000	7.0119
08.33 GS 2026	1	5.0000	103.7500	7.0749
08.20 GS 2025	1	5.0000	102.7750	7.0216
07.72 GS 2049	1	5.0000	103.6500	7.4020
04.48 GS 2023	1	5.0000	98.3950	6.7299
06.67 GS 2035	1	5.0000	94.2500	7.3681
04.56 GS 2023	1	5.0000	98.3000	6.7301
07.40 GS 2035	1	4.5000	100.1500	7.3803
07.54 GS 2036	6	1.3540	101.5500	7.3534
07.10 GS 2029	2	1.0500	99.4500	7.2085
06.79 GS 2027	2	1.0000	98.2300	7.2750
08.24 GS 2027	1	1.0000	103.6000	7.1930
07.36 GS 2052	1	0.7500	99.6100	7.3917
06.67 GS 2035	1	0.5000	94.2000	7.3744
08.28 GS 2027	1	0.4000	104.0000	7.2432
06.95 GS 2061	1	0.4000	94.2500	7.4014
06.13 GS 2028	1	0.3490	94.2300	7.4593
08.30 GS 2040	1	0.2000	109.0500	7.3678
08.20 OIL SPL 2023	1	0.1000	101.0200	6.7790
07.41 GS 2036	2	0.0600	100.4000	7.3620
06.54 GS 2032	1	0.0500	95.2000	7.2785
06.64 GS 2035	1	0.0100	94.1800	7.3637
07.29 GOI SGRB 2033	1	0.0010	100.0000	7.2896
07.63 TS SGS 2036	8	135.0000	100.1800	7.6068
07.75 TN SDL 2032	6	70.0000	101.2000	7.5705
07.70 MH SDL 2032	6	65.0000	100.8400	7.5700
07.57 GJ SGS 2032	5	55.0000	100.1200	7.5503
06.63 TN SDL 2035	2	55.0000	92.4500	7.5558
07.68 HR SGS 2033	5	35.0000	100.7500	7.5713
07.64 MH SGS 2033	2	35.0000	100.4200	7.5786
07.93 WB SGS 2037	3	30.0000	102.9650	7.5901
07.63 GJ SGS 2032	5	25.0000	100.5000	7.5516
07.65 GJ SGS 2033	3	25.0000	100.5800	7.5659
04.93 BR SDL 2023	1	20.0000	98.9125	7.0268
07.71 GJ SDL 2027	2	10.0000	101.3100	7.3295
07.67 MP SGS 2033	2	10.0000	100.6500	7.5758
07.85 KL SDL 2035	2	5.0000	101.6500	7.6425
07.72 MP SGS 2038	1	5.0000	101.0600	7.6001
07.62 UP SGS 2035	1	5.0000	100.2000	7.5934
07.66 TS SGS 2034	1	5.0000	100.5000	7.5939
07.64 MH SGS 2033	2	4.4140	100.4800	7.5700
06.92 HR SDL 2036 16 JUN	1	4.1660	94.3400	7.6003
09.50 MH SDL 2023	2	4.0000	101.8400	7.2513
08.60 TN SDL 2023	1	2.1700	100.1600	6.9947
08.51 WB SDL 2026	1	1.0000	102.9450	7.4004
07.63 TS SGS 2036	1	1.0000	100.2300	7.6007
07.28 UP SDL 2032	1	0.2500	98.5800	7.4997
08.72 TN SDL 2026	1	0.2000	104.4300	7.3006
07.89 TS SDL 2034	1	0.1550	102.4000	7.5715
07.10 MH SDL 2036	1	0.1500	95.9500	7.5846
07.88 MP SGS 2033	1	0.1000	102.1400	7.5824
07.70 HP SGS 2038	1	0.0500	101.3000	7.5531
07.57 TS SGS 2031	1	0.0500	100.2400	7.5283
09.71 HR SDL 2024	1	0.0280	102.6500	7.1490
07.92 AP SDL 2042 06 JUL	1	0.0020	102.4000	7.6791
364 DTB 01022024	15	600.0000	93.6109	6.9200
182 DTB 03082023	8	400.0000	96.7491	6.8901
182 DTB 28042023	5	310.0000	98.5694	6.5400
182 DTB 28072023	8	275.0000	96.8619	6.8750
091 DTB 06042023	2	155.0000	98.9602	6.5000
182 DTB 16022023	5	60.0000	99.8318	6.1500
091 DTB 04052023	2	55.0000	98.4651	6.5400
182 DTB 09032023	2	25.0000	99.4636	6.3500
091 DTB 13042023	1	25.0000	98.8330	6.5300
182 DTB 09022023	4	20.0000	99.9499	6.1000
091 DTB 23022023	1	20.0000	99.7121	6.2000
182 DTB 02032023	3	15.0000	99.5842	6.3500
364 DTB 25052023	2	15.0000	98.0703	6.6500
182 DTB 20072023	1	5.0000	97.0056	6.8700
182 DTB 16032023	1	5.0000	99.3535	6.2500
182 DTB 06042023	1	5.0000	98.9523	6.5500
091 DTB 02032023	1	5.0000	99.5888	6.2800
364 DTB 09022023	1	5.0000	99.9491	6.2000
364 DTB 16022023	1	5.0000	99.8318	6.1500
182 DTB 06072023	1	2.0000	97.3009	6.7500
182 DTB 11052023	1	0.3000	98.3660	6.4500
182 DTB 28042023	1	0.0300	98.5565	6.6000
182 DTB 15062023	5	0.0200	97.7307	6.5700
Total	3158	33819.5910

Reported Deals	Trades	TTA	LTP	LTY
GS22FEB2023C	1	16.9000	99.7115	6.6000
GS22FEB2026C	1	10.4900	80.6736	7.1800
GS15MAR2023C	1	3.5950	99.3354	6.6000
07.26 GS 2033	22	2095.0000	100.0000	7.2600
07.38 GS 2027	19	1960.0000	100.8600	7.1442
07.36 GS 2052	22	1710.0000	99.5400	7.3976
07.26 GS 2032	16	1215.0000	99.7850	7.2909
07.41 GS 2036	10	775.0000	100.4603	7.3550
07.10 GS 2029	9	405.0000	99.4000	7.2187
07.26 GS 2033	12	400.6740	100.0100	7.2586
07.38 GS 2027	6	212.2870	100.8600	7.1442
05.22 GS 2025	2	175.0000	96.2031	6.9900
05.63 GS 2026	2	155.0000	95.9400	7.0726
07.54 GS 2036	2	130.0000	101.3300	7.3793
05.74 GS 2026	2	125.0000	95.5000	7.1165
06.18 GS 2024	1	125.0000	98.6939	6.9800
06.79 GS 2027	2	100.0000	98.6791	7.1500
07.37 GS 2023	1	100.0000	100.2050	6.3405
GOI FRB 2024	1	95.0000	99.3550	7.2409
07.35 GS 2024	1	75.0000	100.5185	6.9400
05.15 GS 2025	1	50.0000	95.3245	7.0400
06.97 GS 2026	1	50.0000	99.5600	7.1085
08.26 GS 2027	3	20.0000	104.2943	7.1250
07.10 GS 2029	2	8.6780	99.4700	7.2044
08.26 GS 2027	1	2.0000	104.0000	7.2009
06.10 GS 2031	1	1.2500	92.7500	7.2638
07.36 GS 2052	1	0.7500	99.6500	7.3884
06.79 GS 2027	1	0.5000	98.1900	7.2862
07.54 GS 2036	2	0.4100	101.3000	7.3829
06.13 GS 2028	1	0.3490	94.0000	7.5144
07.63 TS SGS 2036	1	110.0000	100.1135	7.6150
07.70 MH SDL 2032	2	100.0000	100.1000	7.6821
07.57 CG SDL 2023	1	100.0000	100.1952	6.3497
07.27 TN SDL 2027	1	100.0000	99.5457	7.3900
07.17 GJ SDL 2027	1	100.0000	99.1716	7.3900
07.18 TN SDL 2027	2	75.0000	99.2464	7.3800
07.21 TN SDL 2027	1	70.0000	99.3193	7.3900
07.75 TN SDL 2032	1	70.0000	101.0685	7.5900
07.72 MP SGS 2038	2	55.0000	101.0607	7.6000
07.76 MH SGS 2030	1	50.0000	101.3050	7.5300
07.72 MP SGS 2038	1	48.0860	101.0607	7.6000
07.73 WB SDL 2032 25 MAY	1	45.0000	100.2000	7.6968
05.95 TN SDL 2025	1	45.0000	97.3919	7.2100
07.17 GJ SDL 2027	1	28.8080	99.1716	7.3900
05.39 GJ SDL 2024	1	25.0000	98.0796	7.1500
07.68 KA SGS 2034	1	25.0000	100.6051	7.6000
06.54 MH SDL 2027	1	20.0000	97.2303	7.3500
07.20 MH SDL 2027	1	15.0000	99.3567	7.3700
07.61 TN SDL 2027	1	15.0000	100.8886	7.3500
07.70 MN SGS 2035	1	14.6640	100.7729	7.6000
07.27 TN SDL 2027	1	13.6660	99.5457	7.3900
07.86 AP SGS 2033	1	10.7940	101.8672	7.6000
07.85 KL SDL 2035	2	10.0000	101.7909	7.6250
07.46 MP SGS 2032	1	10.0000	99.5500	7.5249
08.21 RJ UDAY 2024	1	6.9500	100.6000	7.6401
08.19 RJ UDAY 2026	1	6.0000	101.5900	7.6427
07.62 UP SGS 2035	1	5.9220	100.0300	7.6153
07.70 HP SGS 2036	1	5.0000	100.8116	7.6000
08.84 RJ SDL 2028	1	5.0000	106.0238	7.5000
06.92 HR SDL 2036 16 JUN	1	4.1660	93.9600	7.6480
07.88 MP SGS 2033	1	2.7000	102.2700	7.5647
07.63 GJ SGS 2032	1	2.1600	100.4800	7.5547
07.67 MP SGS 2033	2	2.0000	100.0600	7.6610
07.63 TS SGS 2036	3	1.4000	100.2900	7.5934
06.60 WB SDL 2030	2	1.0000	94.5500	7.5260
07.59 KA SDL 2027 29 MAR	1	1.0000	100.9000	7.3304
07.64 AP SGS 2033	1	1.0000	100.6300	7.5515
07.58 JH SGS 2031	1	0.9060	100.3800	7.5188
07.64 HR SGS 2031	1	0.5760	100.7300	7.5159
07.65 TN SDL 2027	1	0.2500	100.9000	7.4211
07.28 UP SDL 2032	1	0.2500	98.6500	7.4888
07.74 KA SGS 2037	1	0.2000	101.5700	7.5600
07.10 MH SDL 2036	1	0.1500	96.4500	7.5233
182 DTB 28042023	3	1000.0000	98.5673	6.5500
091 DTB 20042023	1	350.0000	98.7069	6.5500
182 DTB 03082023	4	300.0000	96.7515	6.8850
091 DTB 16032023	1	140.0000	99.3484	6.3000
364 DTB 01022024	2	125.0000	93.6109	6.9200
364 DTB 04012024	1	50.0000	94.1025	6.8900
364 DTB 07122023	1	15.0000	94.5134	6.9700
091 DTB 04052023	1	0.5000	98.4743	6.5000
Total	212	13201.0310

Feb 3 2023 7:07PM

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
C-SPOT	82.1225	82.3100	81.8100	81.8500	82.2050	-0.3550
R-SPOT	0.0000	0.2500	0.0000	0.2500	0.5000	-0.2500
SPOT	82.1550	82.3100	81.7625	82.0800	82.2050	-0.1250

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