Market Rates As on Oct 28 2020 2:02PM

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	3.45	3.50	1.80	3.00	7602.56	3.20	3.15	6842.42
TREP	3.05	3.20	3.03	3.07	193673.35	3.06	3.05	204268.80
REPO	3.00	3.20	1.50	3.10	83309.44	3.06	3.06	83456.01
Money Market					284585.35	3.06	3.05	294567.23

"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	29/10/2020	37	3109.00	3.45	3.50	3.20	3.50	3.4498
15D	T + 0	12/11/2020	2	110.00	3.45	3.60	3.45	3.60	3.5864
Total	39			3219.00

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
CG LIQUID 3 TO 5 YR	36	T+0	1D	11509.83	10723.14	3.0700	3.0667
CG LIQUID 5 TO 10 YR	44	T+0	1D	10504.79	9799.73	3.1200	3.0557
TBILLS 364 DTB	38	T+0	1D	6186.85	6359.13	3.0700	3.0640
CG LIQUID ABV 20 YR	22	T+0	1D	6177.88	5585.91	3.1200	3.0909
CG LIQUID 1 TO 3 YR	18	T+0	1D	4916.90	4551.39	3.0700	3.0543
SG SECS UPTO 5YR	11	T+0	1D	3524.97	3421.13	3.1000	3.0743
CG LIQUID 10 TO 20YR	16	T+0	1D	2108.89	1925.89	3.1200	3.0723
TBILLS 182 DTB	10	T+0	1D	1579.94	1592.31	3.1000	3.0531
FRB	3	T+0	1D	1024.98	1021.80	3.1000	3.0776
TBILLS 91 DTB	4	T+0	1D	566.98	567.74	3.1200	3.0638
CG LIQUID UPTO 1 YR	8	T+0	1D	502.97	484.82	3.0700	3.0506
Total	210	48604.98			46032.99

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
06.19 GS 2034	21	T+0	1D	3150.00	3175.27	3.0800	2.8960
05.77 GS 2030	21	T+0	1D	3000.00	3023.62	3.1500	3.0247
05.79 GS 2030	29	T+0	1D	2667.00	2722.63	2.9000	2.8813
05.22 GS 2025	16	T+0	1D	1600.00	1635.62	3.0800	3.0559
08.35 GS 2022	2	T+0	1D	905.00	998.16	3.1000	3.0834
04.99 TN SDL 2023	2	T+0	1D	900.00	922.68	3.0500	3.0500
07.27 GS 2026	10	T+0	1D	869.00	948.81	3.0000	3.0022
06.18 GS 2024	5	T+0	1D	860.00	923.68	3.1000	3.0901
08.83 GS 2023	2	T+0	1D	842.00	972.62	3.0800	3.0800
GOI FRB 2031	2	T+0	1D	700.00	702.18	3.0500	3.0643
06.10 KA SDL 2021	3	T+0	1D	675.00	705.13	3.1300	3.0784
05.09 GS 2022	3	T+0	1D	650.00	661.99	3.0500	3.0692
06.17 GS 2023	3	T+0	1D	565.00	602.49	3.1000	3.1000
06.17 GS 2021	2	T+0	1D	550.00	569.77	3.0500	3.0786
06.35 BR SDL 2023	2	T+0	1D	525.00	546.68	3.0500	3.0524
07.32 GS 2024	7	T+0	1D	450.00	494.29	2.9000	2.9891
04.52 BR SDL 2023	1	T+0	1D	401.00	402.17	3.0500	3.0500
364 DTB 22072021	1	T+0	1D	400.00	389.74	3.1000	3.1000
06.72 HR SDL 2035	2	T+0	1D	370.00	372.15	3.1000	3.1135
07.68 GS 2023	3	T+0	1D	290.00	323.75	3.0800	3.0159
07.61 GS 2030	2	T+0	1D	250.00	286.18	2.9000	2.9000
07.17 GS 2028	4	T+0	1D	245.00	269.70	3.1500	2.9684
06.09 MP SDL 2022	1	T+0	1D	240.00	247.69	3.1400	3.1400
07.80 GS 2021	2	T+0	1D	200.00	204.66	3.1000	3.1000
07.73 GS 2034	2	T+0	1D	195.00	226.08	2.9000	2.9000
06.94 OD SDL 2021	3	T+0	1D	188.00	195.49	3.2000	3.1122
06.68 AP SDL 2035	1	T+0	1D	180.00	180.66	3.1500	3.1500
08.78 GJ SDL 2021	2	T+0	1D	170.00	184.03	3.1000	3.1000
08.66 TN SDL 2022	2	T+0	1D	161.00	173.23	3.1000	3.1000
06.99 WB SDL 2035	2	T+0	1D	155.00	158.92	3.1500	3.1500
06.61 KA SDL 2035	1	T+0	1D	145.00	144.56	3.1500	3.1500
06.68 GS 2031	3	T+0	1D	140.00	147.37	2.8500	2.8661
08.60 GS 2028	1	T+0	1D	140.00	167.17	2.9000	2.9000
08.69 GJ SDL 2022	3	T+0	1D	140.00	150.42	3.1000	3.1000
08.72 TN SDL 2022	2	T+0	1D	140.00	151.03	3.1000	3.1000
08.75 KL SDL 2022	2	T+0	1D	138.00	148.12	3.1000	3.1000
06.77 AP SDL 2038	2	T+0	1D	132.00	131.12	3.1000	3.1000
08.66 MH SDL 2022	3	T+0	1D	130.00	139.87	3.1000	3.1000
06.45 GS 2029	4	T+0	1D	125.00	129.85	3.0000	3.0000
06.62 JH SDL 2030	2	T+0	1D	125.00	126.74	3.1000	3.1000
06.79 GS 2027	2	T+0	1D	122.00	133.16	3.1000	3.0984
07.26 GS 2029	2	T+0	1D	120.00	132.71	2.9500	2.9417
07.55 MH SDL 2021	1	T+0	1D	120.00	122.77	3.1000	3.1000
08.80 WB SDL 2022	2	T+0	1D	117.00	125.66	3.2000	3.1214
04.39 MH SDL 2023	1	T+0	1D	113.00	113.04	3.1000	3.1000
07.18 MP SDL 2022	1	T+0	1D	111.00	116.10	3.1200	3.1200
08.72 AP SDL 2022	1	T+0	1D	110.00	118.66	3.1000	3.1000
08.72 BR SDL 2022	2	T+0	1D	110.00	118.45	3.1000	3.1000
08.56 GJ SDL 2021	1	T+0	1D	108.00	114.48	3.1000	3.1000
08.92 TN SDL 2022	1	T+0	1D	105.00	112.76	3.1000	3.1000
06.30 GS 2023	1	T+0	1D	100.00	104.65	3.1000	3.1000
06.30 RJ SDL 2023	1	T+0	1D	100.00	103.88	3.1000	3.1000
06.56 MH SDL 2030	1	T+0	1D	100.00	100.94	3.1000	3.1000
06.92 MH SDL 2022	1	T+0	1D	100.00	105.25	3.1000	3.1000
07.56 AP SDL 2021	1	T+0	1D	100.00	102.69	3.1000	3.1000
07.75 PN SDL 2021	2	T+0	1D	100.00	104.94	3.1000	3.1000
08.73 HP SDL 2022	1	T+0	1D	100.00	107.50	3.1000	3.1000
07.52 HP SDL 2022	1	T+0	1D	90.00	94.94	3.1000	3.1000
07.86 AS SDL 2022	2	T+0	1D	90.00	96.08	3.1000	3.1000
08.66 WB SDL 2022	2	T+0	1D	90.00	97.03	3.2000	3.1278
06.95 PN SDL 2040	2	T+0	1D	85.00	86.26	3.2000	3.1647
08.65 KA SDL 2022	2	T+0	1D	85.00	91.44	3.1000	3.1147
08.75 TN SDL 2022	1	T+0	1D	85.00	91.23	3.1000	3.1000
08.93 KL SDL 2022	1	T+0	1D	85.00	95.51	3.1000	3.1000
06.17 TS SDL 2025	2	T+0	1D	80.00	84.42	3.1200	3.1075
06.45 HP SDL 2029	1	T+0	1D	80.00	80.89	3.1000	3.1000
07.94 CG SDL 2023	2	T+0	1D	77.00	84.00	3.2000	3.1460
04.45 MH SDL 2022	2	T+0	1D	75.00	76.36	3.1000	3.1000
05.95 TN SDL 2025	2	T+0	1D	75.00	78.41	3.1000	3.1000
08.25 AP SDL 2023	1	T+0	1D	75.00	81.13	3.1000	3.1000
08.33 RJ SDL 2021	1	T+0	1D	75.00	79.35	3.1000	3.1000
08.76 MH SDL 2022	2	T+0	1D	75.00	80.51	3.1500	3.1200
08.91 PN SDL 2022	1	T+0	1D	75.00	82.55	3.1000	3.1000
08.96 PN SDL 2022	2	T+0	1D	75.00	80.59	3.1000	3.1000
06.92 RJ SDL 2025	1	T+0	1D	70.00	74.69	3.1000	3.1000
08.40 GS 2024	1	T+0	1D	70.00	79.51	2.7000	2.7000
04.68 HR SDL 2022	1	T+0	1D	65.00	66.66	3.1200	3.1200
06.91 AP SDL 2039	1	T+0	1D	65.00	65.59	3.1200	3.1200
08.36 MP SDL 2021	1	T+0	1D	65.00	66.79	3.1000	3.1000
08.70 KL SDL 2022	2	T+0	1D	65.00	69.97	3.1000	3.1000
08.72 MH SDL 2022	2	T+0	1D	65.00	70.12	3.2000	3.1385
08.92 PN SDL 2022	1	T+0	1D	65.00	71.20	3.1000	3.1000
09.36 WB SDL 2022	1	T+0	1D	60.00	64.62	3.1000	3.1000
GOI FRB 2024	1	T+0	1D	60.00	59.40	3.1500	3.1500
06.75 KA SDL 2033 14 OCT	1	T+0	1D	55.00	55.54	3.1500	3.1500
04.70 KL SDL 2022	1	T+0	1D	50.00	50.34	3.1200	3.1200
04.75 HR SDL 2022	1	T+0	1D	50.00	51.44	3.1000	3.1000
05.10 BR SDL 2023	2	T+0	1D	50.00	50.68	3.1000	3.1000
05.40 CG SDL 2024	1	T+0	1D	50.00	50.79	3.1000	3.1000
05.49 RJ SDL 2025	1	T+0	1D	50.00	50.47	3.1000	3.1000
05.70 MH SDL 2024	1	T+0	1D	50.00	51.03	3.1000	3.1000
05.82 TS SDL 2024	1	T+0	1D	50.00	52.36	3.1000	3.1000
06.77 TN SDL 2024	1	T+0	1D	50.00	54.12	3.1000	3.1000
07.93 CG SDL 2024	1	T+0	1D	50.00	55.09	3.1000	3.1000
08.05 KA SDL 2025	1	T+0	1D	50.00	55.72	3.1000	3.1000
08.06 AP SDL 2025	1	T+0	1D	50.00	55.74	3.1200	3.1200
08.06 TN SDL 2025	1	T+0	1D	50.00	55.74	3.1000	3.1000
08.14 KA SDL 2025	1	T+0	1D	50.00	57.36	3.1200	3.1200
08.14 RJ SDL 2025	1	T+0	1D	50.00	57.36	3.1200	3.1200
08.26 WB SDL 2023	1	T+0	1D	50.00	54.10	3.1200	3.1200
08.56 TN SDL 2021	1	T+0	1D	50.00	53.00	3.1000	3.1000
08.58 ML SDL 2023	1	T+0	1D	50.00	55.25	3.1000	3.1000
08.60 MP SDL 2023	1	T+0	1D	50.00	55.27	3.1000	3.1000
08.69 KA SDL 2022	1	T+0	1D	50.00	53.92	3.1000	3.1000
08.95 MH SDL 2022	1	T+0	1D	50.00	53.72	3.1000	3.1000
09.23 GJ SDL 2022	1	T+0	1D	50.00	53.76	3.1000	3.1000
08.69 KA SDL 2022FEB	1	T+0	1D	49.00	52.65	3.1000	3.1000
08.52 GJ SDL 2021	1	T+0	1D	47.00	48.61	3.1000	3.1000
07.07 MP SDL 2032	1	T+0	1D	45.00	46.92	3.1500	3.1500
07.59 GS 2026	1	T+0	1D	45.00	50.43	2.9500	2.9500
08.62 PN SDL 2021	1	T+0	1D	45.00	47.30	3.1000	3.1000
08.97 BR SDL 2022	1	T+0	1D	45.00	50.61	3.1000	3.1000
09.14 KL SDL 2022	1	T+0	1D	45.00	48.15	3.1000	3.1000
06.54 UP SDL 2030	1	T+0	1D	40.00	40.32	3.2000	3.2000
08.85 MH SDL 2022	2	T+0	1D	40.00	43.89	3.1000	3.1000
09.12 GJ SDL 2022	1	T+0	1D	40.00	44.44	3.1000	3.1000
06.97 GS 2026	1	T+0	1D	36.00	38.97	3.1000	3.1000
06.51 HP SDL 2030	1	T+0	1D	35.00	35.28	3.1500	3.1500
06.87 AP SDL 2035	1	T+0	1D	35.00	35.44	3.1500	3.1500
08.33 GS 2026	2	T+0	1D	35.00	40.52	2.5000	2.5000
08.71 TN SDL 2022	1	T+0	1D	35.00	37.61	3.1000	3.1000
08.74 RJ SDL 2022	1	T+0	1D	35.00	37.77	3.1000	3.1000
08.20 GS 2025	1	T+0	1D	33.00	37.26	2.7500	2.7500
08.59 TN SDL 2021	1	T+0	1D	33.00	35.04	3.1000	3.1000
04.54 TN SDL 2023	1	T+0	1D	30.00	30.17	3.1000	3.1000
05.54 MP SDL 2021	1	T+0	1D	30.00	30.48	3.1000	3.1000
07.55 OD SDL 2021	1	T+0	1D	30.00	30.62	3.1000	3.1000
07.57 CG SDL 2023	1	T+0	1D	30.00	32.12	3.1000	3.1000
07.86 UP SDL 2026	1	T+0	1D	30.00	33.70	3.1500	3.1500
08.14 HP SDL 2021	1	T+0	1D	30.00	30.99	3.1000	3.1000
08.24 GS 2033	1	T+0	1D	30.00	36.46	2.9000	2.9000
08.81 JH SDL 2022	1	T+0	1D	30.00	32.43	3.1000	3.1000
08.24 GS 2027	1	T+0	1D	27.00	31.01	3.1500	3.1500
04.54 MH SDL 2022	1	T+0	1D	25.00	25.52	3.1000	3.1000
06.04 KL SDL 2025	1	T+0	1D	25.00	25.75	3.1000	3.1000
06.50 PN SDL 2023	1	T+0	1D	25.00	26.09	3.1000	3.1000
06.68 AP SDL 2024	1	T+0	1D	25.00	26.26	3.1000	3.1000
07.31 ML SDL 2027	1	T+0	1D	25.00	27.14	3.2000	3.2000
07.42 PN SDL 2027	1	T+0	1D	25.00	27.19	3.1500	3.1500
07.44 JK SDL 2027	1	T+0	1D	25.00	27.22	3.1500	3.1500
07.62 MH SDL 2021	1	T+0	1D	25.00	25.60	3.1000	3.1000
07.64 CG SDL 2021	1	T+0	1D	25.00	25.79	3.1000	3.1000
07.80 OD SDL 2022	1	T+0	1D	25.00	26.27	3.1000	3.1000
08.11 PN SDL 2023	1	T+0	1D	25.00	27.92	3.1000	3.1000
08.20 PN SDL 2023	1	T+0	1D	25.00	27.98	3.1000	3.1000
08.24 OD SDL 2021	1	T+0	1D	25.00	26.91	3.1000	3.1000
08.48 KA SDL 2022	1	T+0	1D	25.00	26.93	3.2000	3.2000
08.59 AP SDL 2023	1	T+0	1D	25.00	27.63	3.1000	3.1000
08.60 TN SDL 2023	1	T+0	1D	25.00	27.46	3.1000	3.1000
08.63 TN SDL 2023	1	T+0	1D	25.00	27.74	3.1000	3.1000
08.64 AP SDL 2023	1	T+0	1D	25.00	27.48	3.1000	3.1000
08.68 PN SDL 2022	1	T+0	1D	25.00	26.86	3.1000	3.1000
08.71 HR SDL 2022	1	T+0	1D	25.00	26.92	3.1000	3.1000
08.79 PN SDL 2022	1	T+0	1D	25.00	26.85	3.1500	3.1500
08.85 HR SDL 2022	1	T+0	1D	25.00	27.43	3.1000	3.1000
08.90 RJ SDL 2022	1	T+0	1D	25.00	27.21	3.1000	3.1000
08.90 WB SDL 2022	1	T+0	1D	25.00	27.10	3.1000	3.1000
09.17 HR SDL 2022	1	T+0	1D	25.00	26.81	3.1000	3.1000
09.22 ML SDL 2021	1	T+0	1D	25.00	27.32	3.1000	3.1000
07.16 GS 2050	1	T+0	1D	24.00	25.66	3.0000	3.0000
06.89 RJ SDL 2025	1	T+0	1D	23.00	24.48	3.2000	3.2000
06.48 KA SDL 2031	1	T+0	1D	20.00	19.91	3.2000	3.2000
06.70 GJ SDL 2030	1	T+0	1D	20.00	20.51	3.2000	3.2000
06.79 GS 2029	2	T+0	1D	20.00	21.58	1.5000	2.2500
06.85 RJ SDL 2026	1	T+0	1D	20.00	21.16	3.2000	3.2000
07.86 WB SDL 2026	1	T+0	1D	20.00	22.47	3.2000	3.2000
08.15 GS 2026	1	T+0	1D	20.00	23.22	2.9000	2.9000
08.36 PN SDL 2021	1	T+0	1D	20.00	20.50	3.2000	3.2000
08.60 MH SDL 2021AUG	1	T+0	1D	20.00	21.05	3.2000	3.2000
08.89 WB SDL 2022	1	T+0	1D	20.00	22.50	3.2000	3.2000
08.92 PN SDL 2022AUG	1	T+0	1D	20.00	21.87	3.2000	3.2000
08.26 GS 2027	2	T+0	1D	17.00	19.66	2.7500	2.7500
04.89 RJ SDL 2023	1	T+0	1D	15.00	15.28	3.2000	3.2000
06.40 GJ SDL 2030 28 OCT	1	T+0	1D	15.00	15.01	3.2000	3.2000
08.60 MH SDL 2021	1	T+0	1D	15.00	15.85	3.1500	3.1500
08.67 KA SDL 2026	1	T+0	1D	15.00	17.27	3.2000	3.2000
08.92 KA SDL 2022	1	T+0	1D	15.00	16.11	3.1500	3.1500
08.99 GJ SDL 2022	1	T+0	1D	15.00	16.11	3.1500	3.1500
07.59 GS 2029	1	T+0	1D	10.00	11.13	2.8000	2.8000
08.28 GS 2027	1	T+0	1D	10.00	11.48	3.1500	3.1500
07.95 GS 2032	1	T+0	1D	2.00	2.31	2.0000	2.0000
Total	344	30682.00			32089.70

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
06.84 GS 2022	3	T+0	1D	1050.0000	1132.0155
05.09 GS 2022	2	T+0	1D	675.0000	687.4441
04.89 RJ SDL 2023	1	T+0	1D	450.0000	458.5474
07.99 PN SDL 2021	2	T+0	1D	355.0000	374.5849
06.79 GS 2027	1	T+0	1D	295.8100	322.8599
06.89 RJ SDL 2025	1	T+0	1D	282.0000	300.1313
364 DTB 22072021	1	T+0	1D	270.0000	263.0610
06.50 OD SDL 2023	1	T+0	1D	250.0000	267.3347
182 DTB 15042021	1	T+0	1D	240.0000	236.2505
08.97 AP SDL 2022	1	T+0	1D	220.0000	236.4192
05.78 OD SDL 2022	1	T+0	1D	215.0000	221.5927
07.59 GS 2029	4	T+0	1D	205.1400	228.3950
04.68 HR SDL 2022	1	T+0	1D	200.0000	205.1080
08.20 GS 2022	1	T+0	1D	195.0000	209.1039
08.80 BR SDL 2021	1	T+0	1D	190.0000	205.7404
08.69 GJ SDL 2022	1	T+0	1D	185.0000	198.7661
07.90 CG SDL 2021	1	T+0	1D	165.0000	177.0313
06.93 MH SDL 2022	1	T+0	1D	164.0000	173.3697
06.88 RJ SDL 2024	1	T+0	1D	150.0000	159.2298
07.48 CG SDL 2022	1	T+0	1D	150.0000	157.9919
08.15 GS 2022	2	T+0	1D	142.5000	156.0397
07.55 MH SDL 2021	1	T+0	1D	130.0000	132.9978
06.54 WB SDL 2035	1	T+0	1D	100.0000	99.9337
08.75 TN SDL 2022	1	T+0	1D	100.0000	107.3317
364 DTB 09092021	1	T+0	1D	100.0000	96.9080
182 DTB 08042021	1	T+0	1D	61.0000	60.0891
07.18 MP SDL 2022	1	T+0	1D	54.0000	56.4831
Total	35	6594.4500			6924.7604

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/291020	T+0	1D	3.05	3.20	3.03	3.07	3.06	863	193673.35
TREP/311020	T+0	3D	2.75	2.75	2.75	2.75	2.75	1	20.00
Total								864	193693.35

Security Description	Trades	TTA	LTP	LTY
GS26APR2025C	1	5.0000	78.7841	5.3800
GS10APR2025C	1	5.0000	79.0387	5.3600
05.77 GS 2030	1429	13170.0000	99.3400	5.8583
06.19 GS 2034	713	6855.0000	100.0000	6.1891
05.22 GS 2025	129	1325.0000	100.1900	5.1717
06.45 GS 2029	106	1245.0000	103.4000	5.9533
06.18 GS 2024	36	640.0000	104.4800	4.9357
06.84 GS 2022	26	565.0000	105.3200	4.2095
05.79 GS 2030	42	495.0000	99.4300	5.8686
06.80 GS 2060	29	480.0000	101.8000	6.6707
08.28 GS 2027	11	425.0000	113.8800	5.8065
07.27 GS 2026	41	400.0000	108.6350	5.4156
07.16 GS 2023	11	370.0000	106.3800	4.4906
06.79 GS 2027	14	365.0000	106.0000	5.6788
07.57 GS 2033	26	335.0000	111.2000	6.2719
07.32 GS 2024	29	280.0000	107.9300	4.6568
08.15 GS 2026	13	255.0000	112.6000	5.6663
06.79 GS 2029	11	255.0000	105.4000	6.0130
07.26 GS 2029	15	215.0000	108.4500	5.9422
07.17 GS 2028	12	200.0000	107.7700	5.8298
07.59 GS 2026	16	175.0000	109.7800	5.4047
07.68 GS 2023	14	160.0000	108.8000	4.6230
08.83 GS 2023	4	110.0000	111.8700	4.6378
07.94 GS 2021	3	105.0000	102.5350	3.4002
06.97 GS 2026	6	90.0000	107.1500	5.5217
08.20 GS 2025	4	80.0000	112.0500	5.3698
08.24 GS 2027	11	55.0000	113.0500	5.7379
07.59 GS 2029	3	35.0000	110.3000	6.0079
08.20 GS 2022	1	30.0000	105.5000	3.7981
06.17 GS 2021	4	25.0000	101.8925	3.4439
06.62 GS 2051	4	20.0000	100.6500	6.5701
06.19 GS 2034	8	14.5000	99.9975	6.1893
06.83 GS 2039	1	10.0000	104.0000	6.4523
07.95 GS 2032	1	10.0000	114.0000	6.2559
08.33 GS 2036	2	8.1080	118.9000	6.3966
06.62 GS 2051	4	7.0000	100.2000	6.6042
05.79 GS 2030	3	6.0000	99.1400	5.9089
07.40 GS 2035	1	5.9820	110.1975	6.3299
07.16 GS 2050	2	5.8000	106.7700	6.6356
06.17 GS 2023	2	5.0000	103.6700	4.6627
06.13 GS 2028	1	5.0000	101.6000	5.8648
06.68 GS 2031	1	5.0000	104.5800	6.0969
07.62 GS 2039	1	5.0000	112.0300	6.5033
07.72 GS 2049	1	5.0000	113.2500	6.6753
09.20 GS 2030	1	3.8750	122.3900	6.1500
06.13 GS 2028	2	3.5000	101.6500	5.8567
08.24 GS 2033	1	3.1700	116.9700	6.3100
07.73 GS 2034	1	2.9050	112.9425	6.3299
08.83 GS 2041	1	2.9010	123.9400	6.6950
06.45 GS 2029	3	2.7800	103.4800	5.9418
06.01 GS 2028	3	2.1640	100.8000	5.8741
07.27 GS 2026	1	1.5360	108.7000	5.4023
08.32 GS 2032	1	1.2000	116.9900	6.2556
07.50 GS 2034	1	1.0000	110.2000	6.3751
08.97 GS 2030	1	0.2000	121.4000	6.0994
05.77 GS 2030	1	0.0820	99.5200	5.8338
06.72 HR SDL 2035	11	100.0000	100.4400	6.6731
06.91 AP SDL 2039	15	95.0000	101.7400	6.7456
06.33 TN SDL 2030	12	95.0000	99.5400	6.3925
06.48 KA SDL 2031	4	65.0000	100.1950	6.4549
06.55 MH SDL 2028	5	55.0000	101.2500	6.3469
06.77 AP SDL 2038	4	50.0000	100.3500	6.7361
06.40 GJ SDL 2030 28 OCT	5	30.0000	100.1800	6.3753
06.92 RJ SDL 2025	1	25.0000	106.2000	5.4451
06.89 RJ SDL 2025	1	25.0000	106.1000	5.4442
07.99 KL SDL 2025	1	25.0000	111.0000	5.4460
06.97 PN SDL 2039	3	20.0000	102.5200	6.7299
06.97 TN SDL 2039	3	20.0000	102.6200	6.7206
06.46 JK SDL 2030	2	20.0000	100.3400	6.4109
07.96 GJ SDL 2025	2	20.0000	110.4600	5.5189
07.02 AP SDL 2030	2	20.0000	104.2500	6.4058
06.77 AP SDL 2038	5	15.0000	100.6700	6.7053
06.67 MH SDL 2031	3	15.0000	101.7500	6.4421
07.80 GJ SDL 2027	2	15.0000	108.6400	6.2810
06.33 TN SDL 2030	5	13.0000	99.5600	6.3897
06.78 MH SDL 2032	4	10.0000	102.7875	6.4400
06.70 PN SDL 2040	2	10.0000	100.2000	6.6806
07.37 JH SDL 2031	2	10.0000	106.3200	6.5214
07.50 TN SDL 2029	1	10.0000	107.4000	6.3552
06.68 UP SDL 2030	1	10.0000	101.9500	6.4092
07.78 WB SDL 2027	1	10.0000	108.4000	6.1570
08.96 TN SDL 2024	1	10.0000	112.4075	5.2197
07.24 TN SDL 2027	1	10.0000	105.6100	6.1973
06.57 MH SDL 2031	1	10.0000	101.0300	6.4334
06.72 HR SDL 2035	5	8.3000	100.6500	6.6508
06.51 KA SDL 2030	4	6.2340	100.6500	6.4205
09.23 GJ SDL 2022	2	5.3450	107.0000	4.0987
06.54 GJ SDL 2030	1	5.0000	101.0000	6.3981
06.70 GJ SDL 2030	1	5.0000	102.1700	6.3996
07.60 GJ SDL 2029	1	5.0000	107.8800	6.3949
06.87 AP SDL 2035	1	5.0000	102.0500	6.6515
06.85 AP SDL 2036	1	5.0000	101.8850	6.6546
07.07 KA SDL 2029	1	5.0000	104.4500	6.4006
06.61 KA SDL 2035	1	5.0000	100.3000	6.5768
07.96 MH SDL 2025	1	5.0000	110.5000	5.5101
06.55 KL SDL 2030	1	5.0000	100.7500	6.4429
06.76 PN SDL 2040	1	5.0000	100.2000	6.7416
06.97 PN SDL 2040	1	5.0000	102.4000	6.7451
06.78 MH SDL 2032	1	5.0000	102.7800	6.4409
07.10 WB SDL 2030	1	5.0000	104.5300	6.4422
06.85 WB SDL 2030	1	5.0000	102.8500	6.4442
06.63 UP SDL 2030	1	5.0000	101.6500	6.4028
08.61 WB SDL 2021	1	5.0000	103.5200	3.6331
06.60 MH SDL 2031	1	5.0000	101.1300	6.4501
07.85 UP SDL 2027	1	5.0000	109.0000	6.2685
07.03 TS SDL 2027AUG	1	5.0000	104.1800	6.2662
06.17 TS SDL 2025	1	5.0000	102.8000	5.4643
06.64 UP SDL 2030	1	5.0000	101.7000	6.4034
06.91 AP SDL 2039	2	4.5000	101.7900	6.7409
06.60 MH SDL 2031	4	4.4000	101.5000	6.4019
06.84 RJ SDL 2030	3	4.0000	102.4500	6.4854
06.67 MH SDL 2031	2	3.0000	101.7100	6.4473
06.62 KA SDL 2032	1	3.0000	100.1000	6.6075
09.21 AP SDL 2024	1	2.5050	111.8500	5.5032
06.48 KA SDL 2031	3	2.3330	100.2500	6.4479
08.13 KL SDL 2028	1	2.3040	109.7475	6.4499
07.18 TN SDL 2027	1	2.0000	104.4500	6.3556
07.10 WB SDL 2026	1	2.0000	103.8000	6.3396
06.54 UP SDL 2030	1	1.9850	100.6500	6.4503
06.50 KA SDL 2030	1	1.5000	100.4100	6.4413
06.86 UP SDL 2030	1	1.1900	102.7000	6.4750
07.15 TN SDL 2027	1	1.0000	104.3500	6.3741
08.00 KA SDL 2028	1	1.0000	108.8150	6.4503
07.15 MH SDL 2026	1	1.0000	103.3500	6.4625
08.25 TN SDL 2029	1	1.0000	110.9200	6.5043
08.25 GJ SDL 2029	1	1.0000	111.6500	6.3956
08.99 GJ SDL 2022	1	0.6700	106.4000	4.1469
06.60 RJ SDL 2030	2	0.6640	101.2900	6.4200
07.22 KA SDL 2026	1	0.5000	104.5000	6.3063
06.64 KA SDL 2032	1	0.4700	101.4100	6.4659
06.79 MP SDL 2033	1	0.3500	102.3200	6.5195
07.15 KA SDL 2027	1	0.2500	104.4000	6.2797
06.47 GJ SDL 2030	1	0.2500	100.4875	6.4002
07.67 JH SDL 2032	1	0.2500	109.6500	6.4998
07.68 CG SDL 2027	1	0.1590	106.0200	6.6008
06.91 MP SDL 2040	1	0.1300	101.9900	6.7270
07.86 UP SDL 2026	1	0.0060	105.3000	6.7229
182 DTB 06112020	12	1230.0000	99.9317	3.1200
091 DTB 05112020	17	635.0000	99.9396	3.1500
364 DTB 23092021	11	300.0000	96.9841	3.4500
182 DTB 12112020	4	280.0000	99.8793	3.1500
364 DTB 18032021	5	250.0000	98.7501	3.3000
364 DTB 29072021	2	205.0000	97.5058	3.4200
364 DTB 27052021	3	150.0000	98.1035	3.3600
364 DTB 08042021	1	150.0000	98.5438	3.3500
364 DTB 13052021	1	80.0000	98.2277	3.3600
091 DTB 12112020	4	70.0000	99.8793	3.1500
182 DTB 31122020	3	55.0000	99.4575	3.1600
091 DTB 28012021	3	50.0000	99.2085	3.2000
091 DTB 03122020	1	50.0000	99.6989	3.1500
182 DTB 03122020	4	45.0000	99.6960	3.1800
091 DTB 07012021	2	45.0000	99.4014	3.1400
182 DTB 19112020	3	40.0000	99.8191	3.1500
364 DTB 04032021	1	30.0000	98.8737	3.3000
182 DTB 07012021	1	30.0000	99.3938	3.1800
364 DTB 04022021	3	25.0000	99.1561	3.1700
364 DTB 12112020	2	25.0000	99.8812	3.1000
091 DTB 26112020	1	25.0000	99.7589	3.1500
182 DTB 11032021	1	5.0000	98.8118	3.3000
182 DTB 29042021	1	5.0000	98.3643	3.3350
364 DTB 12082021	1	5.0000	97.3366	3.4800
364 DTB 16092021	1	5.0000	97.0630	3.4300
182 DTB 19112020	1	0.8000	99.8134	3.2500
Total	3070	33659.7980

Reported Deals	Trades	TTA	LTP	LTY
06.18 GS 2024	8	510.0000	104.4600	4.9411
06.19 GS 2034	28	380.0000	100.0300	6.1858
05.77 GS 2030	16	375.0000	99.3600	5.8556
05.22 GS 2025	5	100.0000	100.2850	5.1484
07.26 GS 2029	3	75.6000	108.5500	5.9274
07.59 GS 2026	1	75.0000	109.8700	5.3858
08.40 GS 2024	1	70.0000	111.5475	4.9800
09.15 GS 2024	1	70.0000	114.3459	5.1700
07.26 GS 2029	5	65.0000	107.6775	6.0571
05.79 GS 2030	2	55.0000	99.4400	5.8672
06.84 GS 2022	1	50.0000	105.3400	4.1999
07.32 GS 2024	1	50.0000	107.9800	4.6408
07.57 GS 2033	1	50.0000	111.2250	6.2692
07.27 GS 2026	1	35.0000	108.6300	5.4166
05.09 GS 2022	1	35.0000	101.6500	3.9114
06.19 GS 2034	19	25.0000	100.1100	6.1772
06.83 GS 2039	2	20.0000	104.0500	6.4477
06.84 GS 2022	1	16.0000	105.3600	4.1904
06.79 GS 2027	1	15.0000	106.0400	5.6716
06.45 GS 2029	1	15.0000	103.5700	5.9290
08.13 GS 2045	1	15.0000	117.5310	6.6700
08.28 GS 2027	1	13.0330	113.9000	5.8033
06.62 GS 2051	2	10.0000	100.4600	6.5845
06.01 GS 2028	1	10.0000	100.9000	5.8574
06.62 GS 2051	5	9.0000	100.3200	6.5951
08.97 GS 2030	2	8.0000	121.1512	6.1288
07.80 GS 2021	1	6.0000	101.9400	3.4146
05.77 GS 2030	3	5.0000	99.4400	5.8447
06.17 GS 2023	1	5.0000	103.6500	4.6707
07.16 GS 2050	1	5.0000	106.2500	6.6739
08.97 GS 2030	1	5.0000	120.7200	6.1801
07.16 GS 2050	2	4.8000	107.3000	6.5969
07.40 GS 2035	2	4.0000	110.2068	6.3290
06.97 GS 2026	1	2.0000	107.0000	5.5508
07.95 GS 2032	1	2.0000	114.1500	6.2393
06.13 GS 2028	1	1.5000	101.7000	5.8485
06.45 GS 2029	1	1.0000	103.5000	5.9390
09.23 GS 2043	1	0.6000	129.7900	6.6820
07.27 GS 2026	1	0.5000	108.8500	5.3717
05.79 GS 2030	1	0.5000	99.3500	5.8797
08.25 GJ SDL 2024	1	263.9470	111.0924	5.2400
06.72 HR SDL 2035	8	200.0000	100.4700	6.6699
06.33 TN SDL 2030	15	155.0000	99.5500	6.3911
08.44 TN SDL 2024NOV	1	150.0000	111.5990	5.2400
07.89 MH SDL 2024	2	140.0000	108.5654	5.0000
08.86 PN SDL 2022NOV	1	100.0000	108.3362	4.5000
07.93 CG SDL 2024	1	90.0000	108.7733	5.0000
06.48 KA SDL 2031	6	85.0000	100.3500	6.4351
06.95 PN SDL 2040	2	80.0000	102.1100	6.7550
06.48 KA SDL 2031	9	79.8320	100.5500	6.4095
06.77 AP SDL 2038	9	60.0000	100.6900	6.7034
06.78 TS SDL 2050	1	56.3290	100.5681	6.7356
06.64 RJ SDL 2024	1	56.0000	104.8765	5.0000
07.20 MH SDL 2027	1	50.0000	106.0192	6.1000
08.86 TN SDL 2022NOV	1	45.0000	108.4370	4.4500
06.77 AP SDL 2038	1	42.5370	100.0000	6.7700
06.91 AP SDL 2039	4	40.0000	102.0155	6.7200
09.09 MH SDL 2021	1	40.0000	105.0398	3.7600
07.42 MH SDL 2022	1	40.0000	104.7313	4.2000
06.72 HR SDL 2035	4	37.6380	100.6500	6.6508
06.40 GJ SDL 2030 28 OCT	3	25.0000	100.0500	6.3931
08.39 RJ UDAY 2024	2	25.0000	108.7886	5.5000
08.38 KA SDL 2022	1	25.0000	107.4511	4.4500
08.73 KA SDL 2024	1	25.0000	112.4864	5.2300
08.97 BR SDL 2022	1	25.0000	108.8032	4.4500
07.10 AP SDL 2037	1	25.0000	103.8027	6.7200
06.45 HP SDL 2029	1	25.0000	100.3900	6.3898
06.42 UP SDL 2030	1	20.0000	100.0200	6.4172
08.84 MH SDL 2022	1	20.0000	108.1769	4.4500
06.75 KA SDL 2033 14 OCT	4	17.8800	101.7600	6.5460
08.21 HR UDAY 2025	1	16.6700	105.8417	6.6600
06.33 TN SDL 2030	14	16.5000	99.8900	6.3436
06.55 AP SDL 2033	2	15.0000	100.0600	6.5430
06.87 AP SDL 2035	2	15.0000	101.8300	6.6746
06.91 MP SDL 2040	1	15.0000	102.0671	6.7200
07.80 GJ SDL 2027	1	15.0000	108.6000	6.2877
07.15 KA SDL 2028	1	10.0000	104.6088	6.4000
07.22 RJ SDL 2027	1	10.0000	104.9500	6.2967
07.23 AS SDL 2026	1	10.0000	105.1500	6.1880
06.65 GJ SDL 2030	1	10.0000	101.5723	6.4300
06.70 MH SDL 2028	1	10.0000	102.1709	6.3450
06.57 MH SDL 2031	1	10.0000	101.2700	6.4020
06.40 GJ SDL 2030 28 OCT	1	9.1310	100.0000	6.4000
06.89 MP SDL 2040	2	7.5500	102.2400	6.6850
06.44 UK SDL 2030	1	7.0000	100.2100	6.4112
06.45 RJ SDL 2030	1	6.0600	100.0100	6.4486
06.85 WB SDL 2030MAY	2	5.0000	102.3800	6.5106
06.85 AP SDL 2036	1	5.0000	101.9000	6.6531
06.78 KA SDL 2032	1	5.0000	102.4900	6.4756
06.61 KA SDL 2035	1	5.0000	100.5500	6.5503
07.12 UP SDL 2029SEP	1	5.0000	104.4000	6.4588
06.97 KA SDL 2030	1	5.0000	104.1500	6.3711
06.99 WB SDL 2035	1	5.0000	103.0800	6.6611
07.05 MH SDL 2032	1	5.0000	104.4500	6.5074
07.79 KA SDL 2028	1	5.0000	108.1850	6.3500
08.23 GJ SDL 2028	1	5.0000	110.0000	6.4879
08.15 TN SDL 2028	1	5.0000	110.6368	6.3500
06.95 PN SDL 2040	1	4.0000	102.3866	6.7300
06.78 MH SDL 2032	1	3.0000	102.0000	6.5345
06.55 TR SDL 2030	1	3.0000	100.6800	6.4566
06.84 RJ SDL 2030	1	2.0000	102.6500	6.4570
07.10 WB SDL 2026	1	2.0000	103.7500	6.3494
07.10 AP SDL 2037	2	1.8000	104.6900	6.6343
07.67 JH SDL 2032	2	1.6000	109.7800	6.4849
06.78 KA SDL 2032	2	1.4000	102.4900	6.4756
06.91 MP SDL 2040	2	1.2000	102.2700	6.7017
06.54 AP SDL 2030	1	1.1170	100.1000	6.5244
08.42 AP SDL 2029AUG	1	1.0800	113.0200	6.4512
07.15 MH SDL 2026	1	1.0000	103.3000	6.4725
06.60 MH SDL 2031	1	1.0000	100.5000	6.5327
06.51 KA SDL 2030	1	1.0000	100.8000	6.4000
06.42 GA SDL 2030	1	1.0000	100.0400	6.4145
06.91 AP SDL 2039	1	1.0000	101.9300	6.7279
06.67 MH SDL 2031	1	1.0000	101.8900	6.4242
06.46 RJ SDL 2030	1	0.9100	100.8500	6.3404
08.27 CG UDAY 2026	2	0.6000	107.7400	6.5469
06.64 KA SDL 2032	1	0.4700	101.6700	6.4344
06.79 MP SDL 2033	1	0.3500	102.4700	6.5024
06.69 UP SDL 2030	1	0.2270	101.0000	6.5469
091 DTB 28012021	9	1550.0000	99.2085	3.2000
182 DTB 06112020	2	1000.0000	99.9328	3.0700
091 DTB 28012021	1	351.0230	99.2092	3.1972
364 DTB 28102021	4	270.0000	96.6755	3.4483
091 DTB 21012021	2	200.0000	99.2689	3.2000
182 DTB 14012021	1	175.0000	99.3295	3.2000
182 DTB 04022021	2	150.0000	99.1534	3.1800
182 DTB 29042021	3	125.0000	98.3582	3.3476
091 DTB 05112020	1	100.0000	99.9396	3.1500
364 DTB 22042021	1	20.0000	98.4425	3.3000
091 DTB 14012021	2	5.0000	99.3378	3.1600
Total	314	8453.3840

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
SPOT	73.7000	73.9300	73.6450	73.8750	73.7100	0.1650
C-SPOT	73.6875	73.9000	73.6400	73.9000	73.7100	0.1900

Market Rates As on Oct 28 2020 2:02PM

Whats New

Statistics