Market Rates

Indian Overnight RatesNDS-CALLCROMSTREPSNDS-OMFX-Clear

Market	Open	High	Low	LTR	Volume (Crs.)	WAR	Prev. Day WAR	Prev. Day Vol (Crs.)
CALL	4.90	4.95	3.30	4.85	13528.53	4.74	4.68	14274.30
TREP	4.75	4.75	4.50	4.65	389457.70	4.66	4.73	393039.70
REPO	4.60	4.85	3.50	4.30	132308.59	4.67	4.74	148056.83
Money Market					535294.82	4.67	4.73	555370.83

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

Jun 29 2022 2:44PM

Tenor	Sett. Type	Maturity	Trades	TTA(Rs. Cr)	Open	High	Low	LTR	WAR
O/N	T + 0	30/06/2022	90	9831.00	4.90	4.95	3.90	4.85	4.8816
15D	T + 0	14/07/2022	2	200.00	4.95	5.00	4.95	5.00	4.9750
19D	T + 0	18/07/2022	1	100.00	5.02	5.02	5.02	5.02	5.0200
Total	93			10131.00

Jun 29 2022 2:30PM

Basket Repo
Basket Description	Trades	Sett. Type	Tenor	TTA	TTA-FV	LTR	WAR
TBILLS 364 DTB	60	T+0	1D	17066.70	17705.30	4.6700	4.6676
CG LIQUID 5 TO 10 YR	49	T+0	1D	13130.78	13676.00	4.5500	4.6652
CG LIQUID 3 TO 5 YR	29	T+0	1D	9142.85	9263.58	4.7200	4.6758
CG LIQUID 1 TO 3 YR	40	T+0	1D	8662.80	8415.62	4.5500	4.6667
CG LIQUID 10 TO 20YR	24	T+0	1D	7657.88	7745.08	4.6500	4.6622
FRB	22	T+0	1D	6922.92	7027.20	4.7500	4.7032
CG LIQUID UPTO 1 YR	31	T+0	1D	6727.89	6744.59	4.6700	4.6754
TBILLS 182 DTB	17	T+0	1D	4159.92	4241.23	4.6800	4.6828
SG SECS UPTO 5YR	13	T+0	1D	2854.93	2786.55	4.7000	4.7280
CG LIQUID ABV 20 YR	8	T+0	1D	2778.95	3017.89	4.6700	4.6682
TBILLS 91 DTB	7	T+0	1D	1285.97	1298.79	4.7200	4.6842
SG SECS ABV 5YR	5	T+0	1D	660.98	674.99	4.7500	4.7500
CG RESIDUAL	2	T+0	1D	67.00	60.03	4.7000	4.7000
CG LIQUID ABV 20 YR	1	T+0	34D	200.00	208.32	4.9200	4.9200
CG LIQUID ABV 20 YR	2	T+0	61D	249.00	259.36	5.2000	5.2000
CG LIQUID ABV 20 YR	1	T+1	60D	150.00	168.15	5.2000	5.2000
CG LIQUID ABV 20 YR	1	T+1	61D	74.99	84.07	5.2000	5.2000
Total	312	81793.56			83376.75

Special Repo
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV	LTR	WAR
06.54 GS 2032	44	T+0	1D	6750.00	6526.78	4.6200	4.6426
06.67 GS 2035	37	T+0	1D	5954.00	5514.56	4.3000	4.6673
05.74 GS 2026	33	T+0	1D	4276.00	4073.81	4.6500	4.6537
08.20 OIL SP 2024SEP	4	T+0	1D	1900.00	1988.33	4.7000	4.7000
06.67 GS 2050	10	T+0	1D	1538.00	1363.97	4.6500	4.6014
06.10 GS 2031	21	T+0	1D	1483.00	1393.94	4.6500	4.6823
05.63 GS 2026	8	T+0	1D	1292.00	1243.47	4.5100	4.6816
07.54 GS 2036	13	T+0	1D	915.00	914.49	4.5000	4.1954
07.50 GS 2034	12	T+0	1D	850.00	875.32	4.3500	4.3494
07.59 GS 2026	3	T+0	1D	830.00	870.77	4.6700	4.6693
04.70 KA SDL 2023	2	T+0	1D	825.00	809.59	4.7500	4.7448
07.17 GS 2028	3	T+0	1D	620.00	636.90	4.6500	4.6742
06.95 GS 2061	8	T+0	1D	590.00	535.25	4.0000	4.5610
364 DTB 22062023	1	T+0	1D	500.00	471.25	4.6500	4.6500
05.22 GS 2025	3	T+0	1D	423.00	403.98	4.6500	4.6110
364 DTB 30032023	1	T+0	1D	380.00	364.42	4.6500	4.6500
08.21 HR UDAY 2023	1	T+0	1D	360.00	373.31	4.7400	4.7400
06.99 GS 2051	4	T+0	1D	340.00	311.68	4.6500	4.6500
07.94 HR SDL 2034	3	T+0	1D	340.00	340.61	4.7000	4.7353
07.96 WB SDL 2037	4	T+0	1D	337.00	338.18	4.7000	4.7430
06.76 GS 2061	4	T+0	1D	330.00	299.69	4.7000	4.6127
07.93 TS SDL 2035	3	T+0	1D	329.00	329.79	4.7000	4.7281
06.18 GS 2024	6	T+0	1D	325.00	324.09	4.6000	4.6346
04.77 MP SDL 2023	1	T+0	1D	290.00	291.36	4.6700	4.6700
GOI FRB 2024	1	T+0	1D	260.00	258.02	4.8000	4.8000
08.18 HR UDAY 2023	1	T+0	1D	210.00	214.71	4.8000	4.8000
08.08 GS 2022	1	T+0	1D	200.00	207.16	4.6000	4.6000
08.24 TN SDL 2025 10 JUN	1	T+0	1D	200.00	206.58	4.8000	4.8000
06.45 GS 2029	2	T+0	1D	195.00	187.74	4.6500	4.6449
07.61 GS 2030	2	T+0	1D	170.00	173.58	4.7000	4.7000
07.94 TS SDL 2036	3	T+0	1D	170.00	170.00	4.7000	4.7265
07.86 HR SDL 2032	2	T+0	1D	169.00	169.34	4.7000	4.7178
07.93 TS SDL 2034	5	T+0	1D	154.00	154.12	4.7000	4.7584
06.28 OD SDL 2022	2	T+0	1D	150.00	151.65	4.8000	4.8000
08.60 GS 2028	2	T+0	1D	145.00	154.00	4.5000	4.5000
07.95 AP SDL 2039	2	T+0	1D	142.00	143.06	4.7000	4.7317
07.88 GS 2030	2	T+0	1D	140.00	146.70	4.6000	4.5357
07.32 GS 2024	4	T+0	1D	137.00	142.77	4.6500	4.6080
07.94 AP SDL 2034	3	T+0	1D	130.00	130.20	4.7500	4.7692
07.95 AP SDL 2038	2	T+0	1D	125.00	126.00	4.7500	4.7640
05.44 TN SDL 2023	2	T+0	1D	120.00	120.72	4.8000	4.8000
09.18 AP SDL 2024	2	T+0	1D	120.00	126.13	4.8000	4.8000
07.93 AP SDL 2033	2	T+0	1D	115.00	115.24	4.8000	4.7587
08.15 TN SDL 2025	1	T+0	1D	115.00	119.20	4.7000	4.7000
08.68 BR SDL 2023	2	T+0	1D	110.00	116.19	4.7500	4.7795
07.72 GS 2025	1	T+0	1D	105.00	107.53	4.8000	4.8000
182 DTB 25082022	1	T+0	1D	105.00	104.18	4.8000	4.8000
04.77 KL SDL 2023	1	T+0	1D	100.00	100.47	4.7500	4.7500
05.39 GJ SDL 2024	1	T+0	1D	100.00	99.25	4.8000	4.8000
05.80 MH SDL 2025	2	T+0	1D	100.00	99.44	4.7200	4.7600
05.80 RJ SDL 2025	1	T+0	1D	100.00	97.03	4.7200	4.7200
06.21 AS SDL 2026	1	T+0	1D	100.00	98.73	4.7200	4.7200
06.76 PN SDL 2024	1	T+0	1D	100.00	101.64	4.8000	4.8000
06.79 GS 2027	1	T+0	1D	100.00	98.83	4.7000	4.7000
07.03 OD SDL 2023	1	T+0	1D	100.00	103.96	4.8000	4.8000
07.95 GS 2032	2	T+0	1D	100.00	106.18	4.5000	4.5450
08.24 KL SDL 2025 13 MAY	1	T+0	1D	100.00	103.91	4.8000	4.8000
08.25 AP SDL 2023	2	T+0	1D	100.00	103.27	4.7500	4.7875
08.25 MH SDL 2025 13 MAY	2	T+0	1D	100.00	103.93	4.8000	4.8000
08.31 KL SDL 2025	1	T+0	1D	100.00	105.90	4.8000	4.8000
08.59 AP SDL 2023 23 JAN	2	T+0	1D	100.00	105.29	4.7500	4.7750
08.90 HR SDL 2024	1	T+0	1D	100.00	106.42	4.8000	4.8000
09.01 GJ SDL 2024	1	T+0	1D	100.00	104.19	4.8000	4.8000
182 DTB 01122022	1	T+0	1D	100.00	97.79	4.8000	4.8000
04.74 KA SDL 2023	1	T+0	1D	99.00	97.34	4.7500	4.7500
04.85 KL SDL 2023	1	T+0	1D	96.00	97.36	4.7200	4.7200
07.57 CG SDL 2023	1	T+0	1D	95.00	97.99	4.7500	4.7500
08.88 UP SDL 2022 18 JUL	1	T+0	1D	95.00	98.97	4.8000	4.8000
04.26 GS 2023	3	T+0	1D	90.00	89.30	4.8000	4.6556
182 DTB 22092022	1	T+0	1D	90.00	88.94	4.8000	4.8000
05.77 GS 2030	3	T+0	1D	87.00	80.56	4.7000	4.6828
08.28 GS 2027	1	T+0	1D	85.00	90.11	4.6000	4.6000
08.57 PY SDL 2023	1	T+0	1D	85.00	89.48	4.8000	4.8000
08.89 GJ SDL 2022	1	T+0	1D	85.00	86.49	4.8000	4.8000
06.22 GS 2035	2	T+0	1D	80.00	72.74	4.6500	4.6313
06.64 GS 2035	2	T+0	1D	80.00	74.35	4.8000	4.7250
07.83 RJ SDL 2032	2	T+0	1D	80.00	80.42	4.7000	4.7625
07.95 AP SDL 2040	2	T+0	1D	80.00	80.23	4.7000	4.7313
08.12 CG SDL 2023	1	T+0	1D	80.00	82.32	4.8000	4.8000
08.37 OD SDL 2022	1	T+0	1D	80.00	82.64	4.8000	4.8000
08.64 PN SDL 2023	1	T+0	1D	80.00	84.47	4.8000	4.8000
05.28 BR SDL 2023	1	T+0	1D	75.00	75.13	4.8000	4.8000
06.17 GS 2023	1	T+0	1D	75.00	75.45	4.8000	4.8000
06.19 GS 2034	2	T+0	1D	75.00	68.29	4.6500	4.6500
08.11 PN SDL 2023	1	T+0	1D	75.00	77.17	4.8000	4.8000
08.72 KL SDL 2024	1	T+0	1D	75.00	78.92	4.8000	4.8000
08.89 AP SDL 2022 20 SEP	1	T+0	1D	75.00	77.41	4.8000	4.8000
06.43 RJ SDL 2027	1	T+0	1D	74.00	73.16	4.7200	4.7200
05.88 GJ SDL 2025	1	T+0	1D	70.00	68.90	4.8000	4.8000
06.92 RJ SDL 2025	1	T+0	1D	70.00	70.95	4.8000	4.8000
07.26 GS 2029	1	T+0	1D	70.00	71.82	4.6000	4.6000
08.27 KL SDL 2025	1	T+0	1D	70.00	74.27	4.8000	4.8000
08.27 MP SDL 2025 12 AUG	1	T+0	1D	70.00	74.27	4.8000	4.8000
08.27 TN SDL 2026	1	T+0	1D	70.00	74.76	4.8000	4.8000
08.45 PN UDAY 2023 30 MAR	1	T+0	1D	70.00	72.76	4.8000	4.8000
08.90 AP SDL 2022 04 JUL	1	T+0	1D	70.00	73.07	4.8000	4.8000
09.39 MH SDL 2023	2	T+0	1D	66.00	69.23	4.7000	4.7606
05.90 TS SDL 2025	1	T+0	1D	65.00	63.24	4.7200	4.7200
08.60 BR SDL 2026	1	T+0	1D	65.00	69.36	4.8000	4.8000
08.80 KL SDL 2022	1	T+0	1D	63.00	64.65	4.7000	4.7000
06.79 GS 2029	2	T+0	1D	60.00	57.98	4.6300	4.6333
06.88 RJ SDL 2024	1	T+0	1D	60.00	61.03	4.7500	4.7500
07.86 AS SDL 2032	2	T+0	1D	60.00	60.09	4.7500	4.7750
08.20 PN SDL 2023	1	T+0	1D	60.00	61.78	4.8000	4.8000
08.29 RJ SDL 2025 29 JUL	1	T+0	1D	60.00	63.88	4.8000	4.8000
08.55 AS SDL 2026	1	T+0	1D	60.00	64.29	4.8000	4.8000
08.26 GS 2027	3	T+0	1D	58.00	62.04	4.5000	4.4862
08.25 PN SDL 2025 09 SEP	1	T+0	1D	55.00	57.97	4.8000	4.8000
08.27 RJ UDAY 2023	1	T+0	1D	55.00	56.20	4.8000	4.8000
08.57 AP SDL 2026	1	T+0	1D	55.00	58.63	4.8000	4.8000
09.00 JH SDL 2022	1	T+0	1D	55.00	55.99	4.7000	4.7000
09.42 WB SDL 2023 20 NOV	2	T+0	1D	55.00	57.71	4.7000	4.7636
08.39 RJ UDAY 2025	2	T+0	1D	53.00	55.98	4.8000	4.8000
08.80 AP SDL 2022	1	T+0	1D	53.00	54.39	4.7000	4.7000
07.94 CG SDL 2023	1	T+0	1D	52.00	54.48	4.8000	4.8000
08.60 MP SDL 2023	2	T+0	1D	52.00	54.75	4.7000	4.7673
06.68 GS 2031	2	T+0	1D	51.00	49.39	4.6500	4.6500
04.93 BR SDL 2023	1	T+0	1D	50.00	50.17	4.7200	4.7200
05.10 BR SDL 2023	1	T+0	1D	50.00	50.23	4.7200	4.7200
05.40 CG SDL 2024	1	T+0	1D	50.00	49.60	4.7200	4.7200
05.49 RJ SDL 2025	1	T+0	1D	50.00	48.74	4.7200	4.7200
05.70 MH SDL 2024	1	T+0	1D	50.00	49.59	4.7200	4.7200
05.77 GJ SDL 2025 12 JAN	1	T+0	1D	50.00	49.90	4.8000	4.8000
05.82 TS SDL 2024	1	T+0	1D	50.00	49.58	4.7200	4.7200
05.93 RJ SDL 2025	1	T+0	1D	50.00	49.50	4.8000	4.8000
05.95 TN SDL 2025	1	T+0	1D	50.00	48.86	4.7200	4.7200
06.17 TS SDL 2025	1	T+0	1D	50.00	49.16	4.7200	4.7200
06.77 TN SDL 2024	1	T+0	1D	50.00	50.21	4.8000	4.8000
08.09 MN SDL 2025	1	T+0	1D	50.00	52.92	4.8000	4.8000
08.14 KA SDL 2025	1	T+0	1D	50.00	51.81	4.8000	4.8000
08.16 JH SDL 2025	1	T+0	1D	50.00	53.17	4.8000	4.8000
08.26 WB SDL 2023	1	T+0	1D	50.00	51.64	4.8000	4.8000
08.36 MP SDL 2025	1	T+0	1D	50.00	53.50	4.8000	4.8000
08.38 OD SDL 2026	1	T+0	1D	50.00	53.43	4.8000	4.8000
08.42 TN SDL 2023	1	T+0	1D	50.00	52.95	4.8000	4.8000
08.53 UP SDL 2026	1	T+0	1D	50.00	53.54	4.7500	4.7500
08.80 TN SDL 2022	1	T+0	1D	50.00	51.31	4.8000	4.8000
09.11 MH SDL 2024	1	T+0	1D	50.00	52.49	4.8000	4.8000
07.73 GS 2034	2	T+0	1D	45.00	45.98	3.5000	4.4778
07.80 AP SDL 2031 22 JUN	1	T+0	1D	45.00	45.22	4.8000	4.8000
07.82 GJ SDL 2032	1	T+0	1D	45.00	45.11	4.8000	4.8000
08.07 KL SDL 2026	1	T+0	1D	45.00	46.20	4.8000	4.8000
08.18 OD SDL 2023	1	T+0	1D	45.00	46.91	4.8000	4.8000
08.21 HR UDAY 2026	1	T+0	1D	45.00	47.18	4.8000	4.8000
06.38 MH SDL 2027	1	T+0	1D	42.00	40.86	4.7200	4.7200
08.33 RJ UDAY 2025	1	T+0	1D	38.00	39.23	4.8000	4.8000
07.40 MH SDL 2023	1	T+0	1D	35.00	35.56	4.8000	4.8000
08.24 WB SDL 2033	1	T+0	1D	35.00	36.17	4.8000	4.8000
08.48 CG UDAY 2023	1	T+0	1D	35.00	36.41	4.8000	4.8000
08.48 KA SDL 2022	1	T+0	1D	35.00	35.91	4.7500	4.7500
08.50 CG UDAY 2025	1	T+0	1D	35.00	36.97	4.8000	4.8000
08.69 TN SDL 2026	1	T+0	1D	35.00	37.56	4.7500	4.7500
06.43 MH SDL 2027	1	T+0	1D	30.00	29.30	4.7200	4.7200
07.10 GS 2029	1	T+0	1D	30.00	29.87	4.6500	4.6500
07.72 MH SDL 2034	1	T+0	1D	30.00	30.00	4.8000	4.8000
08.05 GJ SDL 2025 25 FEB	1	T+0	1D	30.00	31.53	4.8000	4.8000
08.15 GOI FCI 2022	1	T+0	1D	30.00	30.72	4.8000	4.8000
08.32 CG SDL 2026	1	T+0	1D	30.00	32.09	4.7500	4.7500
08.45 JK UDAY 2023	1	T+0	1D	30.00	31.18	4.7500	4.7500
08.64 BR SDL 2023	1	T+0	1D	30.00	31.30	4.7500	4.7500
08.66 JK SDL 2023	1	T+0	1D	30.00	31.68	4.7500	4.7500
08.83 UP SDL 2026	1	T+0	1D	30.00	32.35	4.8000	4.8000
09.36 MH SDL 2023	1	T+0	1D	30.00	31.54	4.7500	4.7500
09.55 AP SDL 2023	1	T+0	1D	30.00	31.97	4.7500	4.7500
09.72 KL SDL 2023	1	T+0	1D	30.00	32.13	4.8000	4.8000
07.59 KA SDL 2027 15 FEB	1	T+0	1D	25.00	25.81	4.8000	4.8000
07.85 KL SDL 2034	1	T+0	1D	25.00	25.22	4.8000	4.8000
08.06 HR UDAY 2023	1	T+0	1D	25.00	26.45	4.7500	4.7500
08.08 UP SDL 2025 11 FEB	1	T+0	1D	25.00	26.37	4.8000	4.8000
08.24 AP SDL 2025 09 DEC	1	T+0	1D	25.00	25.84	4.8000	4.8000
08.27 HR SDL 2025 09 DEC	1	T+0	1D	25.00	25.86	4.8000	4.8000
08.27 HR SDL 2025 23 DEC	1	T+0	1D	25.00	25.78	4.8000	4.8000
08.31 ML SDL 2025	1	T+0	1D	25.00	26.63	4.8000	4.8000
08.39 RJ UDAY 2023	1	T+0	1D	25.00	26.04	4.7500	4.7500
08.45 GJ SDL 2023	1	T+0	1D	25.00	26.29	4.7500	4.7500
08.58 PN SDL 2023	1	T+0	1D	25.00	26.64	4.7500	4.7500
08.60 TN SDL 2023	1	T+0	1D	25.00	26.13	4.7500	4.7500
08.96 TN SDL 2024	1	T+0	1D	25.00	27.07	4.8000	4.8000
08.97 BR SDL 2022	1	T+0	1D	25.00	25.56	4.7500	4.7500
09.25 HR SDL 2023 09 OCT	1	T+0	1D	25.00	26.39	4.7500	4.7500
09.33 UP SDL 2023	1	T+0	1D	25.00	26.42	4.7500	4.7500
09.49 KL SDL 2023	1	T+0	1D	25.00	26.83	4.7500	4.7500
09.60 MH SDL 2023	1	T+0	1D	25.00	26.80	4.7000	4.7000
05.75 KA SDL 2025	1	T+0	1D	20.00	19.32	4.8000	4.8000
06.70 AP SDL 2026	1	T+0	1D	20.00	19.82	4.8000	4.8000
07.98 KA SDL 2025	1	T+0	1D	20.00	20.76	4.8000	4.8000
08.06 HR UDAY 2022	1	T+0	1D	20.00	20.79	4.8000	4.8000
08.31 AP SDL 2025	1	T+0	1D	20.00	21.31	4.8000	4.8000
08.38 HR SDL 2026	1	T+0	1D	20.00	21.37	4.8000	4.8000
08.45 UP UDAY 2029	1	T+0	1D	20.00	21.29	4.8000	4.8000
08.51 HR SDL 2026	1	T+0	1D	20.00	21.40	4.8000	4.8000
08.91 UP SDL 2022	1	T+0	1D	20.00	20.65	4.7000	4.7000
09.68 MP SDL 2023	1	T+0	1D	20.00	21.29	4.8000	4.8000
08.92 PN SDL 2022 08 AUG	1	T+0	1D	18.00	18.70	4.7000	4.7000
08.21 HR UDAY 2025	1	T+0	1D	17.00	17.81	4.8000	4.8000
06.80 GS 2060	1	T+0	1D	15.00	13.38	4.0000	4.0000
08.58 GJ SDL 2023	1	T+0	1D	15.00	15.79	4.8000	4.8000
09.51 MH SDL 2023	1	T+0	1D	15.00	15.98	4.7000	4.7000
09.71 AP SDL 2023	1	T+0	1D	15.00	16.10	4.7000	4.7000
07.09 GJ SDL 2032	1	T+0	1D	10.00	9.79	4.7500	4.7500
08.26 MH SDL 2025 23 DEC	1	T+0	1D	10.00	10.31	4.8000	4.8000
08.33 GS 2026	1	T+0	1D	10.00	10.74	4.8000	4.8000
08.24 GS 2027	1	T+0	1D	9.00	9.59	4.6500	4.6500
07.20 MH SDL 2029	1	T+0	1D	5.00	4.93	4.7500	4.7500
07.29 GJ SDL 2032	1	T+0	1D	5.00	4.93	4.7500	4.7500
07.63 MH SDL 2030	1	T+0	1D	5.00	5.03	4.7500	4.7500
08.21 RJ UDAY 2024	1	T+0	1D	5.00	5.23	4.8500	4.8500
08.30 FERT BND 2023	1	T+0	1D	5.00	5.14	4.8500	4.8500
06.64 RJ SDL 2022	1	T+0	1D	4.00	4.08	4.8000	4.8000
08.63 MH SDL 2023	1	T+0	1D	4.00	4.22	4.8000	4.8000
08.20 OIL SPL 2023	1	T+0	1D	3.00	3.09	4.8500	4.8500
07.74 TN UDAY 2030	1	T+0	1D	1.00	1.03	4.8500	4.8500
06.54 GS 2032	2	T+0	6D	750.00	725.20	4.5500	4.5500
07.54 GS 2036	1	T+1	5D	250.00	249.91	4.3500	4.3500
Total	467	44549.00			43594.03

Reported Deals
Security Description	Trades	Sett. Type	Tenor	TTA	TTA-MV
06.75 OD SDL 2023	2	T+0	1D	950.0000	972.8119
06.10 GS 2031	1	T+0	1D	945.0000	888.2974
06.54 GS 2032	1	T+0	1D	869.0000	840.2622
07.59 GS 2029	1	T+0	1D	400.0000	412.6490
05.79 GS 2030	1	T+0	1D	361.0000	329.7536
364 DTB 22062023	1	T+0	1D	350.0000	329.8400
04.74 KA SDL 2023	1	T+0	1D	346.0000	340.2062
06.50 OD SDL 2023	2	T+0	1D	250.0000	251.5819
08.34 UP SDL 2026	1	T+0	1D	240.0000	256.9036
091 DTB 08092022	1	T+0	1D	235.0000	232.7160
08.08 GS 2022	1	T+0	1D	210.0000	217.5219
04.56 GS 2023	1	T+0	1D	200.0000	195.8200
05.93 RJ SDL 2025	1	T+0	1D	200.0000	198.0159
182 DTB 10112022	1	T+0	1D	185.0000	181.5072
06.93 MH SDL 2022	1	T+0	1D	163.0000	167.7148
364 DTB 01062023	1	T+0	1D	93.8400	89.0024
08.13 GS 2022	1	T+0	1D	64.9000	66.7712
06.88 RJ SDL 2024	1	T+0	1D	40.0000	40.6896
Total	20	6102.7400			6012.0648

Jun 29 2022 2:46PM

Reversal Date of Lend / Brrw	Sett. Type	Tenor	Open	High	Low	LTR	WAR	Trades	Volume (Crs.)
TREP/300622	T+0	1D	4.75	4.75	4.50	4.65	4.66	1306	389457.70
TREP/070722	T+0	8D	4.80	4.80	4.80	4.80	4.80	2	300.00
Total								1308	389757.70

Jun 29 2022 2:45PM

Security Description	Trades	TTA	LTP	LTY
06.54 GS 2032	1404	12185.0000	93.8250	7.4548
07.54 GS 2036	241	2170.0000	99.2200	7.6307
05.74 GS 2026	59	505.0000	94.6000	7.1982
06.99 GS 2051	22	440.0000	91.6300	7.7130
06.10 GS 2031	7	295.0000	91.2500	7.4475
09.20 GS 2030	16	245.0000	110.4925	7.4699
06.67 GS 2035	26	155.0000	92.4000	7.5801
06.76 GS 2061	24	120.0000	88.4000	7.7034
GOI FRB 2024	1	100.0000	98.6000	6.1481
07.10 GS 2029	8	75.0000	98.5500	7.3720
07.59 GS 2026	6	70.0000	101.3300	7.1558
06.95 GS 2061	11	60.0000	90.7000	7.7043
06.67 GS 2050	7	50.0000	88.0000	7.7170
07.38 GS 2027	5	50.0000	100.5400	7.2479
GOI FRB 2033	1	50.0000	97.1000	7.2204
05.63 GS 2026	5	45.0000	95.0500	7.1425
04.56 GS 2023	5	45.0000	97.5000	6.4342
05.77 GS 2030	6	40.0000	90.2600	7.3894
08.33 GS 2036	1	20.0000	105.7575	7.6500
08.26 GS 2027	1	20.0000	104.0000	7.3022
07.73 GS 2034	2	16.3340	101.6775	7.5198
GOI FRB 2031	1	10.0000	100.0000	6.6445
09.20 GS 2030	2	9.9780	110.7525	7.4299
08.33 GS 2036	1	6.7830	105.6925	7.6574
07.88 GS 2030	1	5.0000	102.7000	7.4114
08.33 GS 2026	1	5.0000	103.7000	7.2526
07.17 GS 2028	1	5.0000	99.4000	7.3034
07.37 GS 2023	1	5.0000	100.9700	6.0833
GOI FRB 2034	1	5.0000	95.0500	7.2006
07.62 GS 2039	1	4.3450	99.6975	7.6501
08.30 GS 2042	1	3.1110	106.6725	7.6501
06.99 GS 2051	2	2.7600	91.4500	7.7297
06.54 GS 2032	3	1.5400	93.8500	7.4509
05.74 GS 2026	12	1.2900	94.6000	7.1982
06.10 GS 2031	2	0.6800	91.2500	7.4475
07.54 GS 2036	3	0.3550	99.4100	7.6082
08.97 GS 2030	1	0.2500	109.6800	7.4043
06.67 GS 2035	7	0.2420	92.4700	7.5713
05.63 GS 2026	1	0.0100	95.1000	7.1267
06.76 GS 2061	1	0.0050	88.7500	7.6718
07.93 TS SDL 2034	18	140.0000	100.0400	7.9247
07.94 HR SDL 2034	9	80.0000	100.0800	7.9295
07.86 HR SDL 2032	9	60.0000	100.2000	7.8307
07.85 MP SDL 2032	7	55.0000	100.3000	7.8062
07.96 WB SDL 2037	6	40.0000	100.1300	7.9450
07.93 AP SDL 2033	5	40.0000	100.1000	7.9162
07.82 GJ SDL 2032	5	30.6120	100.2300	7.7864
07.84 TN SDL 2026	1	25.0000	101.0600	7.5291
07.96 MH SDL 2025	3	20.0000	101.6475	7.3806
07.83 RJ SDL 2032	3	11.3000	100.4000	7.7712
08.13 TN SDL 2025	1	10.0000	102.0500	7.2294
07.88 NL SDL 2032	1	10.0000	100.1100	7.8634
07.86 MZ SDL 2032	1	10.0000	99.9700	7.8639
08.08 UP SDL 2025 11 FEB	1	10.0000	102.0000	7.2213
07.95 AP SDL 2040	1	10.0000	100.0950	7.9399
07.94 HR SDL 2034	8	9.8630	100.1700	7.9177
07.37 KA SDL 2026	1	5.0000	99.4375	7.5200
07.82 GJ SDL 2032	1	5.0000	100.2900	7.7777
07.95 AP SDL 2038	1	5.0000	100.0900	7.9399
08.17 UP SDL 2025 26 NOV	1	5.0000	102.2600	7.4032
08.07 TN SDL 2025 11 FEB	1	5.0000	101.9500	7.2325
07.86 MZ SDL 2032	1	3.8100	99.9700	7.8639
07.93 TS SDL 2034	2	2.9990	100.1100	7.9156
07.95 AP SDL 2039	2	2.9670	100.3000	7.9175
07.93 AP SDL 2033	1	1.6800	100.2500	7.8955
07.85 MP SDL 2032	1	1.5000	100.1000	7.8353
07.93 TS SDL 2035	1	1.2520	100.0000	7.9299
07.74 TN UDAY 2030	1	1.0000	99.5000	7.8254
07.95 AP SDL 2038	2	0.9570	100.1000	7.9388
07.86 HR SDL 2032	1	0.7280	100.1500	7.8380
07.88 NL SDL 2032	1	0.7000	100.1100	7.8634
07.96 WB SDL 2037	1	0.2020	100.0500	7.9542
09.99 RJ SDL SPL 2028	1	0.0040	111.0500	7.7363
091 DTB 22092022	13	690.0000	98.8377	5.1100
182 DTB 25082022	8	340.0000	99.2493	4.9300
091 DTB 08092022	6	315.0000	99.0427	5.0400
182 DTB 14072022	5	150.0000	99.8258	4.5500
091 DTB 07072022	3	110.0000	99.9157	4.4000
182 DTB 07072022	2	50.0000	99.9147	4.4500
364 DTB 22062023	2	40.0000	94.2478	6.2400
182 DTB 08122022	2	30.0000	97.5894	5.6000
182 DTB 15122022	1	25.0000	97.4654	5.6500
182 DTB 06102022	2	15.0000	98.6289	5.1775
182 DTB 21072022	1	10.0000	99.7360	4.6000
364 DTB 15092022	1	10.0000	98.9376	5.0900
182 DTB 29092022	1	5.0000	98.7493	5.0800
091 DTB 13072022	1	5.0000	99.8347	4.6500
091 DTB 11082022	1	1.5000	99.4564	4.7500
Total	2049	19223.7570

Reported Deals	Trades	TTA	LTP	LTY
GS15JUN2024C	1	25.1640	87.1633	7.1400
06.54 GS 2032	18	2030.0000	93.8150	7.4563
06.10 GS 2031	4	765.0000	91.2191	7.4525
07.54 GS 2036	4	175.0000	99.2950	7.6218
05.74 GS 2026	4	70.0000	94.6150	7.1940
06.22 GS 2035	2	70.0000	89.0876	7.5700
07.95 GS 2032	1	55.0000	103.1445	7.5000
05.15 GS 2025	1	50.0000	94.1973	7.1200
01.44 IIGS 2023	1	11.3000	100.0000	1.4397
06.67 GS 2035	2	10.0000	92.4300	7.5763
07.40 GS 2035	3	8.4000	98.4274	7.5888
09.20 GS 2030	1	7.0000	110.7700	7.4272
07.95 GS 2032	1	5.1000	102.9500	7.5272
07.40 GS 2035	1	5.0000	98.3600	7.5970
06.67 GS 2035	1	5.0000	92.5150	7.5656
07.62 GS 2039	1	4.5290	99.6036	7.6600
08.24 GS 2033	2	2.0000	105.1961	7.5487
07.10 GS 2029	1	2.0000	98.8800	7.3091
06.99 GS 2051	1	1.6000	91.8783	7.6900
08.97 GS 2030	1	0.2500	109.8500	7.3785
05.74 GS 2026	4	0.2000	94.6500	7.1842
06.10 GS 2031	1	0.0500	91.2700	7.4442
06.54 GS 2032	1	0.0100	93.7200	7.4710
08.13 GS 2022	1	0.0100	100.7000	4.8243
07.94 HR SDL 2034	18	305.0000	100.1100	7.9256
07.93 TS SDL 2035	5	185.0000	100.0800	7.9200
07.96 WB SDL 2037	5	180.0000	100.1700	7.9404
07.94 TS SDL 2036	5	170.0000	100.4300	7.8887
07.82 GJ SDL 2032	4	165.0000	100.3300	7.7719
07.86 HR SDL 2032	7	140.0000	100.1300	7.8409
07.96 WB SDL 2037	8	136.9300	100.2100	7.9358
07.95 AP SDL 2040	4	125.0000	100.1500	7.9342
07.95 AP SDL 2039	2	105.6430	100.1033	7.9388
07.95 AP SDL 2038	2	90.9380	100.0000	7.9500
08.90 MH SDL 2022 20 SEP	1	85.0000	100.7717	5.1998
08.92 KL SDL 2022	1	80.0000	100.3644	5.1997
07.85 MP SDL 2032	5	75.0000	100.2350	7.8156
06.33 TN SDL 2030	1	75.0000	91.5973	7.7500
07.93 TS SDL 2035	5	73.0000	100.2400	7.9001
08.02 UP SDL 2026 20 APR	1	71.1740	101.9077	7.4300
08.91 UP SDL 2022	1	60.0000	100.7738	5.2001
07.95 AP SDL 2040	1	55.5280	100.1711	7.9319
07.85 TS SDL 2026	1	40.0000	101.3677	7.4500
07.93 TS SDL 2034	4	35.0000	100.3100	7.8895
07.94 AP SDL 2034	2	35.0000	100.5400	7.8696
07.93 TS SDL 2034	2	34.9990	100.0000	7.9299
07.93 AP SDL 2033	1	31.6800	100.1200	7.9134
07.93 AP SDL 2033	4	30.0000	100.0800	7.9189
08.25 MH SDL 2025 13 MAY	1	25.0000	102.3540	7.3200
07.86 AS SDL 2032	1	20.8000	99.9900	7.8610
07.94 HR SDL 2034	7	20.1650	100.1100	7.9256
07.82 GJ SDL 2032	5	16.4760	100.0700	7.8097
07.94 TS SDL 2036	1	15.4160	100.0000	7.9399
07.86 HR SDL 2032	3	14.7570	100.2700	7.8205
07.86 MZ SDL 2032	1	13.8100	99.9900	7.8610
07.88 NL SDL 2032	2	11.3900	100.1300	7.8605
07.37 MH SDL 2026	2	10.0000	99.4600	7.5175
07.86 AS SDL 2032	1	10.0000	100.0000	7.8595
07.95 AP SDL 2039	1	10.0000	100.2800	7.9197
07.63 AP SDL 2026	1	8.3870	100.6152	7.4500
07.72 MH SDL 2034	3	8.3000	99.6200	7.7680
07.98 KL SDL 2026 20 APR	1	5.0000	101.7112	7.4500
07.85 AS SDL 2032	1	4.3230	100.1000	7.8353
07.81 RJ SDL 2047	1	2.0000	100.0050	7.8095
08.39 RJ UDAY 2026	1	1.8000	101.9454	7.7700
07.94 AP SDL 2034	1	1.6470	100.0000	7.9399
07.83 RJ SDL 2032	3	1.0010	100.0700	7.8193
07.74 TN UDAY 2030	1	1.0000	100.3000	7.6847
07.76 AP SDL 2032	1	1.0000	99.9700	7.7623
08.40 RJ SDL 2028 06 JUN	2	0.8000	103.3400	7.6865
08.54 AS SDL 2028 21 AUG	1	0.8000	103.1000	7.8899
07.29 GJ SDL 2032	1	0.5000	97.5000	7.6560
06.91 RJ SDL 2031	1	0.5000	94.5000	7.7504
07.80 GJ SDL 2032	1	0.4000	100.6200	7.7080
08.57 UP SDL SPL 2027 04	1	0.3600	103.1500	7.8233
07.48 PN SDL 2042	1	0.0810	96.3807	7.8411
182 DTB 01092022	5	605.0000	99.1444	5.0000
182 DTB 15092022	1	325.0000	98.9397	5.0800
182 DTB 08092022	4	175.0000	99.0408	5.0500
091 DTB 01092022	1	100.0000	99.1444	5.0000
091 DTB 07072022	1	5.0000	99.9138	4.5000
091 DTB 22092022	1	5.0000	98.8534	5.0400
182 DTB 10112022	1	5.0000	98.0493	5.4599
182 DTB 22122022	1	3.5000	97.3853	5.6000
364 DTB 17112022	1	2.5000	97.8000	5.8647
364 DTB 02032023	1	0.5000	96.2901	5.7399
Total	212	7119.7180

Jun 29 2022 2:46PM

Instruments	Open Rate	High Rate	Low Rate	LTP	Previous Close	Net Change
SPOT	78.8675	78.9800	78.8600	78.9475	78.8500	0.0975
C-SPOT	78.8000	78.9700	78.8000	78.9350	78.8500	0.0850

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