12:04 Mar 27, 2023
Sign In
Log In
User Name:
Password:
Remember me next time.
Change Password
Forgot Password
Register
It looks like your browser does not have JavaScript enabled. Please turn on JavaScript and try again.
CCIL
About Us
Membership
SecuritiesSettl
TripartyRepo
Forex Settlement
CLS
FX-Trading
Derivatives
Collateral & Funds
Risk Mgmt
Research
Statistics
Company Profile
Vision And Mission
Promoters/Stakeholders
Board of Directors
Organisation Structure
Financial
Careers with us
Milestones
Our IT Infrastructure
Business Continuity Planning (BCP)
Contact Us
Clearcorp Dealing Systems
Other Information
Resignation of Directors
Committees
Introduction and Eligibility Criteria
Application Form
Fees and Member Billing
Documentation
Member Directories
Bye Laws, Rules & Regulations
FAQ's
CCIL Members
TR Members
Introduction
Fees & Charges
Members List
FAQ's
Statistics
Introduction
Risk Management
Clearing & Settlement
IT Infrastructure
Request Forms
Members List
FAQ's
Statistics
ITREPS Capicom
Introduction
Benefits
Clearing and Settlement Procedure
Fees & Charges
Members List
FAQ
Statistics
Introduction
Benefits
Settlement Procedure
Member List
Fees & Charges
FAQ
Introduction
Benefits
Order Matching Mode
Negotiation Mode
Member List
System Prerequisites
Operations Guide
FAQ's
Statistics
PI Notes
Introduction
Benefits
Eligiblity
Settlement Procedure
Non Guaranteed Settlement and Benefits
Statistics
FAQs
Member List
Fees & Charges
IRS Trading Platform
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Rupee Derivatives Segment
Forex Forward Segment
Introduction
Settlement Guarantee Fund
Triparty Repo Collateral
Settlement Guarantee Fund – FX (USD/INR) Settlement
FAQ's
Introduction
PFMI Disclosures
Securities Segment
TripartyRepo Segment
Forex Segment
Forex Forwards
Rupee Derivatives
CLS Segment
Knowledge Center
Risk Management Process
Eligible Securities for SGF and Hair cut rates thereon
Eligible Securities for Default Fund and Hair Cut thereon
Margin Factors
MTM Prices
ZCYC
ZCYC Current
FAQ
Risk Management Process
Eligible Securities for Collateral Deposits and Hair cut rates thereon
Eligible Securities for Default Fund and Hair Cut thereon
FAQs
USD/INR Segment: Eligible Securities for Default Fund and Hair cut rates
Risk Management Process
FAQ
Eligible Securities for Default Fund and Hair Cut Rates thereon
Forex Forward Risk Management Process
FAQ
Eligible Securities for Default Fund and Hair cut rates thereon
Risk Management Process
FAQ
CLS Risk Management Process
FAQ
Introduction
CCIL Publications
CCILTraining
Data Sharing Policy
Knowledge Center
Statistics
Market Update
Collection of Articles (2003-2018)
Rakshitra
Fact Book
Market Analytics
Macro Economic Updates
Quarterly Reports
Daily Market Analytics
Quarterly Market Analytics
Foreign Trade
Index of Industrial Production
Balance of Payments
Monetary Policy Review
GDP Estimates
Monthly Review of Economy
India Debt Market Quarterly
India SDL Quarterly
India Forex Market Quarterly
Daily Data
Business Statistics
CCIL - Spot Rates (INR-USD)
CCIL Bond Index
CCIL All Sovereign Bonds Index
CCIL Tenor Index
CCIL T-Bill Index
CCIL SDL Index
Daily Outright Trades Data
Trade Analysis
OTC Trade Analysis
NDS-OM Trade Analysis
G-Sec Historical Trades
Money Market
Tenor-wise Indicative Yields
Market Liquidity Indicators
Membership
Securities Settlement
TREPS Repo
Forex Settlement
Fx-Trading
Derivatives
Risk Mgmt
Research Statistics
CCIL Members
TR Members
Rupee Derivative Segment
Forex Forward Segment
MTM Price
ZCYC Current
ZCYC
CCIL
FX-Retail
|
Trade Repository
|
LEI
|
ClearCorp
|
e-Support
|
e-Notice
|
CCIL Training
|
Online Bill Payment
Notifications
|
Publications
|
Articles
|
Bye laws
The current browser does not support Web pages that contain the IFRAME element. To use this Web Part, you must use a browser that supports this element, such as Internet Explorer 7.0 or later.
Market Rates
Indian Overnight Rates
NDS-CALL
CROMS
TREPS
NDS-OM
FX-Clear
Market
Open
High
Low
LTR
Volume (Crs.)
WAR
Prev. Day WAR
Prev. Day Vol (Crs.)
CALL
6.75
6.75
6.05
6.30
11165.61
6.72
6.54
16510.89
TREP
6.65
6.77
6.61
6.76
217796.70
6.67
6.54
291673.45
REPO
6.35
6.85
3.50
6.80
161372.44
6.70
6.56
187017.74
Money Market
390334.75
6.68
6.55
495202.08
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
Mar 27 2023 12:03PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
28/03/2023
129
11153.61
6.75
6.75
6.05
6.30
6.7195
15D
T + 0
11/04/2023
1
50.00
7.05
7.05
7.05
7.05
7.0500
16D
T + 0
12/04/2023
1
50.00
7.05
7.05
7.05
7.05
7.0500
Total
131
11253.61
Mar 27 2023 12:03PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
TBILLS 182 DTB
48
T+0
1D
18059.80
18556.33
6.8000
6.6955
FRB
39
T+0
1D
15072.84
14849.02
6.7500
6.7131
CG LIQUID ABV 20 YR
51
T+0
1D
14595.72
14914.38
6.8000
6.7509
CG LIQUID 1 TO 3 YR
46
T+0
1D
13250.79
13030.89
6.7500
6.7189
TBILLS 364 DTB
49
T+0
1D
10903.76
11572.46
6.8000
6.7447
CG LIQUID 5 TO 10 YR
53
T+0
1D
10669.73
10761.62
6.7500
6.7332
SG SECS UPTO 5YR
37
T+0
1D
9699.80
9624.14
6.7500
6.7400
CG LIQUID 3 TO 5 YR
34
T+0
1D
9582.85
9465.99
6.7400
6.7337
CG LIQUID 10 TO 20YR
36
T+0
1D
8639.82
8457.72
6.8000
6.7340
CG LIQUID UPTO 1 YR
12
T+0
1D
1237.95
1210.16
6.7500
6.7423
UDAY BONDS
2
T+0
1D
383.99
368.06
6.7500
6.7500
TBILLS 91 DTB
2
T+0
1D
116.99
118.67
6.7500
6.7516
TBILLS 364 DTB
1
T+0
7D
85.00
85.52
6.9000
6.9000
Total
410
112299.04
113014.96
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.41 GS 2036
32
T+0
1D
4870.00
4980.90
6.5000
6.4231
07.26 GS 2032
34
T+0
1D
4216.00
4230.37
6.5500
6.4867
08.20 OIL SP 2024SEP
6
T+0
1D
2449.00
2484.84
6.8500
6.8000
06.90 OIL SPL 2026
4
T+0
1D
1650.00
1644.20
6.7500
6.7318
06.35 OIL SPL 2024
3
T+0
1D
1500.00
1500.01
6.7500
6.7300
07.36 GS 2052
13
T+0
1D
1425.00
1425.10
6.5000
6.4481
07.38 GS 2027
12
T+0
1D
1247.00
1282.02
6.7500
6.6910
07.38 MP SGS 2025
4
T+0
1D
1077.00
1079.38
6.7500
6.7500
07.40 GS 2062
6
T+0
1D
1039.00
1042.79
6.4000
6.4892
07.61 GS 2030
2
T+0
1D
1000.00
1047.17
6.7500
6.7500
08.40 GS 2024
2
T+0
1D
900.00
926.41
6.7500
6.7500
06.54 GS 2032
4
T+0
1D
856.00
823.21
6.7500
6.7029
05.77 GS 2030
5
T+0
1D
839.00
777.00
6.7500
6.7285
06.69 GS 2024
3
T+0
1D
819.00
827.99
6.7700
6.6391
05.22 GS 2025
6
T+0
1D
605.00
591.29
6.4000
6.3404
07.26 GS 2033
17
T+0
1D
555.00
558.88
5.5000
4.8455
08.21 HR UDAY 2023
1
T+0
1D
500.00
520.10
6.7500
6.7500
09.15 GS 2024
1
T+0
1D
500.00
531.49
6.7500
6.7500
07.54 GS 2036
5
T+0
1D
467.00
484.45
6.7500
6.4605
05.63 GS 2026
4
T+0
1D
429.00
423.11
6.7500
6.5903
04.56 GS 2023
4
T+0
1D
415.00
414.40
6.4500
6.4018
04.70 KA SDL 2023
1
T+0
1D
400.00
399.98
6.7500
6.7500
364 DTB 04012024
1
T+0
1D
400.00
378.99
6.7300
6.7300
06.95 GS 2061
6
T+0
1D
335.00
322.81
6.5000
6.5000
08.07 GJ SDL 2025 11 FEB
3
T+0
1D
325.00
332.01
6.7500
6.7500
06.56 RJ SDL 2023
1
T+0
1D
300.00
306.96
6.7300
6.7300
07.54 AS SDL 2028
1
T+0
1D
300.00
303.69
6.7200
6.7200
07.72 GS 2025
1
T+0
1D
300.00
311.90
6.7500
6.7500
07.17 GS 2028
2
T+0
1D
287.00
290.81
6.4000
6.4265
08.18 HR UDAY 2023
3
T+0
1D
270.00
276.89
6.7500
6.7500
07.59 GS 2029
2
T+0
1D
269.00
273.71
6.5000
6.5000
08.14 GJ SDL 2025
3
T+0
1D
255.00
262.31
6.7500
6.7514
08.05 GJ SDL 2025 28 JAN
2
T+0
1D
250.00
256.02
6.7500
6.7500
07.78 UP SGS 2035
3
T+0
1D
246.00
247.20
6.7500
6.7500
06.20 RJ SDL 2026
1
T+0
1D
230.00
224.86
6.7500
6.7500
08.05 KA SDL 2025
3
T+0
1D
230.00
234.21
6.7500
6.7500
08.22 TN SDL 2025 13 MAY
2
T+0
1D
205.00
214.50
6.7500
6.7512
05.65 TN SDL 2025
2
T+0
1D
200.00
196.02
6.7500
6.7500
07.84 MH SDL 2026
1
T+0
1D
200.00
205.45
6.7500
6.7500
06.79 GS 2027
4
T+0
1D
195.00
196.75
6.4000
6.4000
06.69 MP SDL 2025
2
T+0
1D
190.00
187.93
6.7500
6.7500
08.25 MH SDL 2025 13 MAY
1
T+0
1D
185.00
193.70
6.7500
6.7500
08.07 TN SDL 2026
1
T+0
1D
176.00
183.08
6.7500
6.7500
06.53 CG SDL 2028
1
T+0
1D
175.00
167.99
6.7500
6.7500
05.77 GJ SDL 2025 02 FEB
1
T+0
1D
170.00
166.76
6.7500
6.7500
05.95 TN SDL 2025
3
T+0
1D
169.00
167.95
6.7500
6.7506
06.23 RJ SDL 2027
1
T+0
1D
165.00
162.36
6.7500
6.7500
08.05 GJ SDL 2025 25 FEB
2
T+0
1D
165.00
168.02
6.7500
6.7500
08.31 AP SDL 2025
1
T+0
1D
165.00
170.32
6.7500
6.7500
08.07 TN SDL 2025 28 JAN
2
T+0
1D
160.00
163.91
6.7500
6.7541
08.18 HR UDAY 2026
1
T+0
1D
160.00
166.98
6.7500
6.7500
08.24 TN SDL 2025 09 SEP
2
T+0
1D
155.00
158.40
6.7500
6.7500
08.29 RJ SDL 2025 29 JUL
2
T+0
1D
155.00
159.92
6.7500
6.7500
07.05 TN SDL 2026
1
T+0
1D
150.00
151.77
6.7500
6.7500
08.00 TN SDL 2025
1
T+0
1D
150.00
156.93
6.7500
6.7500
08.03 GJ SDL 2025
1
T+0
1D
150.00
157.15
6.7500
6.7500
08.90 HR SDL 2024
2
T+0
1D
150.00
153.33
6.7500
6.7500
09.22 GJ SDL 2023
1
T+0
1D
140.00
147.52
6.7500
6.7500
08.20 GJ SDL 2025 24 JUN
2
T+0
1D
139.00
144.14
6.7500
6.7511
07.26 KA SGS 2025
1
T+0
1D
135.00
136.94
6.7500
6.7500
07.89 GJ SDL 2025
1
T+0
1D
135.00
140.17
6.7500
6.7500
08.14 TN SDL 2025
1
T+0
1D
135.00
140.60
6.7500
6.7500
08.15 TN SDL 2025
1
T+0
1D
135.00
141.34
6.7500
6.7500
08.27 UP SDL 2025
1
T+0
1D
132.00
138.26
6.7500
6.7500
05.88 GJ SDL 2025
2
T+0
1D
131.00
131.11
6.7500
6.7500
08.21 MH SDL 2025
1
T+0
1D
130.00
135.60
6.7500
6.7500
06.96 HR SDL 2029
1
T+0
1D
127.00
125.19
6.7500
6.7500
06.89 GS 2025
1
T+0
1D
125.00
126.36
4.5000
4.5000
05.44 TN SDL 2023
1
T+0
1D
120.00
122.68
6.7500
6.7500
07.85 AP SDL 2026
1
T+0
1D
120.00
123.31
6.7500
6.7500
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
125.69
6.7500
6.7500
06.90 PY SDL 2028
1
T+0
1D
115.00
113.47
6.7500
6.7500
08.07 RJ SDL 2026
1
T+0
1D
112.00
116.51
6.7500
6.7500
08.52 TS SDL 2026
1
T+0
1D
110.00
114.20
6.7500
6.7500
08.21 TN SDL 2025
1
T+0
1D
108.00
112.02
6.7500
6.7500
07.10 GS 2029
5
T+0
1D
107.00
109.62
6.5100
6.5001
08.27 KL SDL 2025
1
T+0
1D
106.00
109.01
6.7500
6.7500
05.39 GJ SDL 2024
1
T+0
1D
100.00
100.80
6.7500
6.7500
05.80 RJ SDL 2025
1
T+0
1D
100.00
98.75
6.7500
6.7500
05.89 AP SDL 2025
1
T+0
1D
100.00
99.38
6.7500
6.7500
05.94 RJ SDL 2025
1
T+0
1D
100.00
100.04
6.7500
6.7500
06.21 AS SDL 2026
1
T+0
1D
100.00
97.50
6.7500
6.7500
06.66 TN SDL 2029
1
T+0
1D
100.00
97.68
6.7500
6.7500
06.80 OD SDL 2025
1
T+0
1D
100.00
100.07
6.7500
6.7500
07.47 GJ SGS 2025
1
T+0
1D
100.00
103.19
6.7500
6.7500
07.54 AP SGS 2029
1
T+0
1D
100.00
101.83
6.7500
6.7500
07.63 ML SGS 2025
1
T+0
1D
100.00
103.63
6.7500
6.7500
07.74 HR SGS 2029
1
T+0
1D
100.00
104.51
6.7500
6.7500
07.99 RJ SDL 2025
1
T+0
1D
100.00
104.59
6.7500
6.7500
08.05 HR SDL 2025
1
T+0
1D
100.00
101.83
6.7500
6.7500
08.12 CG SDL 2023
1
T+0
1D
100.00
103.26
6.7500
6.7500
08.22 TN SDL 2025 09 DEC
1
T+0
1D
100.00
104.33
6.7500
6.7500
08.24 KL SDL 2025 13 MAY
1
T+0
1D
100.00
104.68
6.7500
6.7500
08.25 AP SDL 2023
2
T+0
1D
100.00
103.58
6.7500
6.7500
08.29 KL SDL 2025
1
T+0
1D
100.00
103.18
6.7500
6.7500
08.29 RJ SDL 2025 13 MAY
1
T+0
1D
100.00
104.79
6.7500
6.7500
08.30 RJ SDL 2026
1
T+0
1D
100.00
103.82
6.7500
6.7500
08.31 KL SDL 2025
1
T+0
1D
100.00
102.64
6.7500
6.7500
08.51 WB SDL 2026
1
T+0
1D
100.00
103.80
6.7500
6.7500
182 DTB 14092023
1
T+0
1D
100.00
96.82
6.7500
6.7500
08.10 WB SDL 2025 28 JAN
2
T+0
1D
96.00
98.40
6.7600
6.7600
08.14 MH SDL 2025
1
T+0
1D
95.00
98.94
6.7500
6.7500
06.89 AP SDL 2035
1
T+0
1D
90.00
86.46
6.7500
6.7500
06.45 GS 2029
4
T+0
1D
87.00
86.15
6.4000
6.4943
07.78 UP SGS 2036
2
T+0
1D
85.00
86.81
6.7500
6.7500
08.08 CG SDL 2025
1
T+0
1D
85.00
87.09
6.7500
6.7500
08.15 MP SDL 2025
1
T+0
1D
85.00
88.99
6.7500
6.7500
08.16 KA SDL 2025
1
T+0
1D
85.00
88.78
6.7500
6.7500
07.77 JK SGS 2035
1
T+0
1D
80.00
80.79
6.7500
6.7500
07.78 UP SDL 2023
1
T+0
1D
80.00
81.82
6.7500
6.7500
08.05 PN SDL 2025 28 JAN
1
T+0
1D
80.00
81.93
6.7500
6.7500
05.28 BR SDL 2023
1
T+0
1D
75.00
74.39
6.7500
6.7500
07.69 AP SGS 2035
1
T+0
1D
75.00
76.94
6.7500
6.7500
07.86 WB SDL 2026
1
T+0
1D
75.00
77.09
6.7500
6.7500
08.10 WB SDL 2025 11 MAR
1
T+0
1D
75.00
76.22
6.7500
6.7500
08.11 PN SDL 2023
1
T+0
1D
75.00
77.44
6.7500
6.7500
08.72 KL SDL 2024
1
T+0
1D
75.00
79.18
6.7500
6.7500
06.43 RJ SDL 2027
1
T+0
1D
74.00
72.38
6.7500
6.7500
06.92 RJ SDL 2025
1
T+0
1D
70.00
69.52
6.7500
6.7500
07.18 TN SDL 2027
1
T+0
1D
70.00
70.12
6.7500
6.7500
07.63 TS SGS 2036
1
T+0
1D
70.00
71.68
6.7500
6.7500
08.06 TN SDL 2025 25 FEB
1
T+0
1D
70.00
71.29
6.7600
6.7600
08.22 HR SDL 2025
1
T+0
1D
70.00
72.62
6.7500
6.7500
08.24 TN SDL 2025 10 JUN
1
T+0
1D
70.00
72.86
6.7500
6.7500
08.27 MP SDL 2025 12 AUG
1
T+0
1D
70.00
71.99
6.7500
6.7500
08.27 TN SDL 2026
1
T+0
1D
70.00
72.62
6.7500
6.7500
08.45 PN UDAY 2023 30 MAR
1
T+0
1D
70.00
72.94
6.7500
6.7500
08.21 HR UDAY 2025
1
T+0
1D
67.00
70.70
6.7600
6.7600
05.90 TS SDL 2025
1
T+0
1D
65.00
64.34
6.7500
6.7500
06.10 RJ SDL 2026
1
T+0
1D
65.00
63.91
6.7500
6.7500
07.67 UK SGS 2033
1
T+0
1D
65.00
66.36
6.7500
6.7500
07.76 HP SGS 2033
1
T+0
1D
65.00
65.28
6.7500
6.7500
07.79 JK SGS 2035
1
T+0
1D
65.00
66.41
6.7500
6.7500
07.50 HP SGS 2037
1
T+0
1D
60.00
59.95
6.7500
6.7500
07.66 BR SGS 2033
1
T+0
1D
60.00
61.21
6.7500
6.7500
08.06 KL SDL 2025
1
T+0
1D
60.00
61.28
6.7600
6.7600
08.20 PN SDL 2023
1
T+0
1D
60.00
61.97
6.7500
6.7500
08.39 RJ UDAY 2025
1
T+0
1D
60.00
61.25
6.7500
6.7500
08.55 AS SDL 2026
1
T+0
1D
60.00
62.34
6.7500
6.7500
08.59 KA SDL 2025
1
T+0
1D
60.00
63.63
6.7500
6.7500
07.26 GS 2029
4
T+0
1D
55.00
55.83
6.4000
6.2700
07.58 MH SDL 2026
1
T+0
1D
55.00
55.58
6.7500
6.7500
08.16 TS SDL 2025
1
T+0
1D
55.00
56.60
6.7500
6.7500
08.18 AP SDL 2025
1
T+0
1D
55.00
57.33
6.7500
6.7500
08.18 HR UDAY 2024
1
T+0
1D
55.00
56.81
6.7600
6.7600
08.27 RJ UDAY 2023
1
T+0
1D
55.00
56.34
6.7500
6.7500
04.93 BR SDL 2023
1
T+0
1D
50.00
49.83
6.7500
6.7500
05.10 BR SDL 2023
1
T+0
1D
50.00
49.82
6.7500
6.7500
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
49.25
6.7500
6.7500
06.64 GS 2035
1
T+0
1D
50.00
47.99
6.4000
6.4000
06.82 RJ SDL 2024
1
T+0
1D
50.00
49.71
6.7500
6.7500
06.95 TN SDL 2031 17 FEB
1
T+0
1D
50.00
48.76
6.7500
6.7500
07.08 AP SDL 2026
1
T+0
1D
50.00
50.40
6.7500
6.7500
07.61 KL SDL 2026
1
T+0
1D
50.00
50.74
6.7500
6.7500
07.62 MP SDL 2026
1
T+0
1D
50.00
50.75
6.7500
6.7500
07.63 AP SDL 2026
1
T+0
1D
50.00
50.77
6.7500
6.7500
07.73 MH SGS 2034
1
T+0
1D
50.00
50.83
6.7500
6.7500
07.89 MH SDL 2024
1
T+0
1D
50.00
50.87
6.7500
6.7500
08.05 MH SDL 2025
1
T+0
1D
50.00
51.20
6.7600
6.7600
08.06 AP SDL 2025
1
T+0
1D
50.00
50.92
6.7600
6.7600
08.06 KA SDL 2025 11 FEB
1
T+0
1D
50.00
51.07
6.7500
6.7500
08.06 RJ SDL 2025
1
T+0
1D
50.00
51.07
6.7600
6.7600
08.09 MN SDL 2025
1
T+0
1D
50.00
51.24
6.7500
6.7500
08.10 TN SDL 2025
2
T+0
1D
50.00
50.82
6.7600
6.7600
08.14 KA SDL 2025
1
T+0
1D
50.00
52.33
6.7500
6.7500
08.15 GS 2026
2
T+0
1D
50.00
52.95
6.3000
6.3000
08.16 JH SDL 2025
1
T+0
1D
50.00
51.45
6.7500
6.7500
08.16 MH SDL 2025
1
T+0
1D
50.00
50.86
6.7500
6.7500
08.25 MH SDL 2025 10 JUN
1
T+0
1D
50.00
52.06
6.7600
6.7600
08.26 WB SDL 2023
1
T+0
1D
50.00
51.79
6.7500
6.7500
08.27 KA SDL 2026
1
T+0
1D
50.00
51.87
6.7500
6.7500
08.36 MP SDL 2025
1
T+0
1D
50.00
51.81
6.7500
6.7500
08.38 OD SDL 2026
1
T+0
1D
50.00
51.87
6.7500
6.7500
08.39 AP SDL 2026
1
T+0
1D
50.00
51.88
6.7500
6.7500
08.42 TN SDL 2023
1
T+0
1D
50.00
50.94
6.7500
6.7500
08.53 UP SDL 2026
1
T+0
1D
50.00
51.92
6.7500
6.7500
08.58 PN SDL 2023
1
T+0
1D
50.00
51.19
6.7500
6.7500
08.67 KA SDL 2026
1
T+0
1D
50.00
51.96
6.7500
6.7500
09.11 MH SDL 2024
1
T+0
1D
50.00
52.50
6.7500
6.7500
GS16DEC2023C
1
T+0
1D
50.00
47.55
6.7700
6.7700
07.30 KA SDL 2032
1
T+0
1D
45.00
44.83
6.7500
6.7500
07.49 ML SGS 2027
1
T+0
1D
45.00
45.92
6.7500
6.7500
07.61 TN SGS 2032 28 DEC
1
T+0
1D
45.00
46.14
6.7500
6.7500
07.62 UP SGS 2035
1
T+0
1D
45.00
45.98
6.7500
6.7500
07.64 TS SGS 2033
1
T+0
1D
45.00
45.85
6.7500
6.7500
07.66 HR SGS 2029
1
T+0
1D
45.00
45.42
6.7500
6.7500
07.99 BR SDL 2025
1
T+0
1D
45.00
47.20
6.7500
6.7500
08.08 UP SDL 2025 11 FEB
1
T+0
1D
45.00
45.98
6.7600
6.7600
06.99 GS 2051
1
T+0
1D
40.00
38.87
6.5000
6.5000
07.20 MH SDL 2027
1
T+0
1D
40.00
39.98
6.7500
6.7500
07.67 AS SGS 2033 08 FEB
1
T+0
1D
40.00
40.84
6.7500
6.7500
07.68 HR SGS 2033
1
T+0
1D
40.00
40.92
6.7500
6.7500
07.73 WB SDL 2032 25 MAY
1
T+0
1D
40.00
41.63
6.7500
6.7500
08.38 TN SDL 2026
1
T+0
1D
40.00
41.50
6.7500
6.7500
09.39 KA SDL 2023 23 OCT
1
T+0
1D
40.00
42.10
6.7500
6.7500
09.39 MH SDL 2023
1
T+0
1D
40.00
41.87
6.7500
6.7500
07.16 GS 2050
1
T+0
1D
35.00
34.13
6.4000
6.4000
07.60 TN SDL 2032
1
T+0
1D
35.00
35.49
6.7500
6.7500
07.63 RJ SDL 2023
1
T+0
1D
35.00
35.86
6.7500
6.7500
07.65 TN SGS 2033
1
T+0
1D
35.00
35.78
6.7500
6.7500
08.21 RJ UDAY 2024
1
T+0
1D
35.00
36.73
6.7700
6.7700
08.44 MH SDL 2024
1
T+0
1D
35.00
36.56
6.7500
6.7500
09.42 WB SDL 2023 20 NOV
1
T+0
1D
35.00
36.65
6.7500
6.7500
06.78 MH SDL 2031
1
T+0
1D
30.00
29.39
6.7500
6.7500
07.59 GS 2026
1
T+0
1D
30.00
30.81
6.7600
6.7600
07.63 KL SGS 2032
1
T+0
1D
30.00
30.80
6.7500
6.7500
07.72 GJ SGS 2034
1
T+0
1D
30.00
30.47
6.7500
6.7500
08.23 GJ SDL 2025
2
T+0
1D
30.00
30.65
6.7800
6.7550
08.23 MH SDL 2025
2
T+0
1D
30.00
30.65
6.7600
6.7550
08.32 CG SDL 2026
1
T+0
1D
30.00
31.16
6.7500
6.7500
08.42 KL SDL 2026
1
T+0
1D
30.00
31.15
6.7500
6.7500
08.83 UP SDL 2026
1
T+0
1D
30.00
31.31
6.7800
6.7800
09.18 AP SDL 2024
1
T+0
1D
30.00
31.53
6.7600
6.7600
09.36 MH SDL 2023
1
T+0
1D
30.00
31.48
6.7500
6.7500
09.55 AP SDL 2023
1
T+0
1D
30.00
30.45
6.7500
6.7500
GS15DEC2023C
1
T+0
1D
30.00
28.54
6.7700
6.7700
06.67 GS 2050
1
T+0
1D
25.00
23.30
6.5000
6.5000
07.62 UK SGS 2033
1
T+0
1D
25.00
25.58
6.7500
6.7500
07.65 RJ SDL 2032
1
T+0
1D
25.00
25.51
6.7500
6.7500
07.72 MH SGS 2032
1
T+0
1D
25.00
25.37
6.7500
6.7500
07.86 AS SDL 2032
1
T+0
1D
25.00
26.09
6.7500
6.7500
08.13 TN SDL 2025
1
T+0
1D
25.00
25.71
6.7600
6.7600
08.15 GJ SDL 2025 23 SEP
2
T+0
1D
25.00
25.43
6.7500
6.7500
08.24 GS 2027
3
T+0
1D
25.00
26.06
6.0000
6.2400
08.31 ML SDL 2025
1
T+0
1D
25.00
25.81
6.7500
6.7500
06.70 RJ SDL 2024
2
T+0
1D
20.00
20.12
6.7800
6.7770
07.35 GS 2024
1
T+0
1D
20.00
20.42
6.0000
6.0000
07.46 MP SGS 2032
1
T+0
1D
20.00
19.98
6.7800
6.7800
07.49 HP SGS 2034
1
T+0
1D
20.00
20.00
6.7800
6.7800
07.60 GJ SGS 2035
1
T+0
1D
20.00
20.32
6.7500
6.7500
07.83 MH SDL 2030
1
T+0
1D
20.00
21.10
6.7500
6.7500
08.06 KA SDL 2025 28 JAN
2
T+0
1D
20.00
20.49
6.7800
6.7650
08.51 HR SDL 2026
1
T+0
1D
20.00
20.76
6.7800
6.7800
09.59 GJ SDL 2023
1
T+0
1D
20.00
20.36
6.7500
6.7500
06.97 GS 2026
2
T+0
1D
10.00
9.96
6.7800
6.2650
07.09 GJ SDL 2032
1
T+0
1D
10.00
9.80
6.8000
6.8000
07.95 OIL SPL 2025
1
T+0
1D
10.00
10.25
6.7800
6.7800
08.04 MH SDL 2025
1
T+0
1D
10.00
10.18
6.7600
6.7600
08.05 GJ SDL 2025 29 APR
1
T+0
1D
10.00
10.45
6.7600
6.7600
08.10 TS SDL 2025
1
T+0
1D
10.00
10.47
6.7600
6.7600
08.25 GJ SDL 2024
1
T+0
1D
10.00
10.35
6.7600
6.7600
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.41
6.8000
6.8000
05.79 GS 2030
1
T+0
1D
6.00
5.64
6.2500
6.2500
05.15 GS 2025
1
T+0
1D
5.00
4.87
6.7500
6.7500
06.10 GS 2031
1
T+0
1D
5.00
4.71
6.7800
6.7800
06.76 GS 2061
1
T+0
1D
5.00
4.63
6.4000
6.4000
06.84 GJ SDL 2031 24 MAR
1
T+0
1D
5.00
4.75
6.7800
6.7800
06.93 GJ SDL 2031 27 OCT
1
T+0
1D
5.00
4.91
6.7800
6.7800
07.57 GS 2033
2
T+0
1D
5.00
5.17
6.7800
6.4620
08.22 KA SDL 2031
1
T+0
1D
5.00
5.28
6.7800
6.7800
08.56 MH SDL 2028
1
T+0
1D
5.00
5.32
6.7800
6.7800
08.60 GS 2028
1
T+0
1D
5.00
5.43
6.2500
6.2500
06.79 GS 2029
1
T+0
1D
4.00
3.97
6.4000
6.4000
05.74 GS 2026
1
T+0
1D
1.00
0.98
6.2500
6.2500
07.50 GS 2034
1
T+0
1D
1.00
1.02
6.2500
6.2500
Total
459
46928.00
47504.23
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.26 GS 2033
1
T+0
1D
325.0000
327.2701
06.50 OD SDL 2023
1
T+0
1D
250.0000
254.3917
08.34 UP SDL 2026
1
T+0
1D
240.0000
249.4244
05.93 RJ SDL 2025
1
T+0
1D
200.0000
195.3001
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.1782
06.76 PN SDL 2024
1
T+0
1D
100.0000
102.6459
09.01 GJ SDL 2024
1
T+0
1D
100.0000
104.2676
09.18 AP SDL 2024
1
T+0
1D
100.0000
105.1020
Total
8
1515.0000
1546.5800
Mar 27 2023 12:04PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/280323
T+0
1D
6.65
6.77
6.61
6.76
6.67
515
217796.70
TREP/290323
T+0
2D
6.75
6.75
6.75
6.75
6.75
7
975.00
TREP/030423
T+0
7D
7.00
7.00
7.00
7.00
7.00
1
100.00
TREP/110423
T+0
15D
6.75
6.75
6.75
6.75
6.75
1
10.00
TREP/120423
T+0
16D
6.60
6.60
6.60
6.60
6.60
1
10.00
Total
525
218891.70
Mar 27 2023 12:04PM
Security Description
Trades
TTA
LTP
LTY
GS19SEP2028C
4
0.4000
67.4617
7.3200
GS15DEC2027C
1
0.3100
70.9972
7.4000
07.26 GS 2032
546
5365.0000
99.5700
7.3225
07.38 GS 2027
99
1575.0000
100.7700
7.1612
07.41 GS 2036
72
930.0000
100.2000
7.3846
07.36 GS 2052
12
340.0000
99.7000
7.3847
07.10 GS 2029
23
265.0000
99.2600
7.2519
07.54 GS 2036
29
255.0000
101.1300
7.4024
07.40 GS 2062
9
175.0000
100.2300
7.3817
05.22 GS 2025
6
125.0000
96.3000
7.0488
06.69 GS 2024
3
105.0000
99.4000
7.1890
07.26 GS 2033
9
100.0000
99.6400
7.3100
05.74 GS 2026
2
25.0000
95.5700
7.1437
06.67 GS 2035
1
25.0000
94.1500
7.3855
06.10 GS 2031
3
20.0000
92.4000
7.3379
GOI FRB 2033
1
20.0000
99.6000
8.5495
06.67 GS 2050
2
10.0000
91.4000
7.4033
07.72 GS 2025
1
10.0000
101.2700
7.0679
07.26 GS 2032
15
6.1280
99.6000
7.3180
06.89 GS 2025
1
5.0000
99.7500
7.0317
07.16 GS 2023
1
5.0000
100.0100
6.8778
04.48 GS 2023
1
5.0000
98.5100
7.0732
05.63 GS 2026
1
5.0000
96.0400
7.1003
04.56 GS 2023
1
5.0000
98.3700
7.0820
07.54 GS 2036
5
3.8890
101.2100
7.3928
08.28 GS 2027
1
2.0000
103.9950
7.2198
08.24 GS 2027
1
1.0000
103.2500
7.2600
07.10 GS 2029
1
0.9000
99.2600
7.2519
07.41 GS 2036
1
0.5000
100.2800
7.3753
08.20 GS 2025
1
0.3000
101.8300
7.3810
07.38 GS 2027
2
0.0780
100.7400
7.1695
07.65 TN SDL 2027
7
200.0000
100.5300
7.5095
07.61 TN SGS 2032 30 AUG
1
25.0000
99.6200
7.6659
07.80 GJ SDL 2032 01 JUN
1
15.0000
100.8200
7.6713
07.78 TS SGS 2034
2
10.0000
100.4700
7.7155
07.60 KA SGS 2032 28 DEC
1
10.0000
99.5200
7.6682
07.62 UP SGS 2035
1
5.0000
99.6400
7.6647
07.02 AP SDL 2030
1
5.0000
96.6600
7.6494
07.28 UP SDL 2032
1
0.7000
97.8200
7.6214
08.29 WB SDL 2028
1
0.3000
102.8500
7.5794
07.75 UP SGS 2035
1
0.1500
100.3500
7.7037
182 DTB 22062023
1
40.0000
98.4231
6.8000
364 DTB 09112023
2
20.0000
95.7435
7.1800
364 DTB 23112023
2
20.0000
95.4917
7.1800
182 DTB 30032023
1
20.0000
99.9633
6.7000
091 DTB 06042023
3
15.0000
99.8437
6.3500
364 DTB 25052023
2
15.0000
98.9434
6.7200
364 DTB 28122023
1
10.0000
94.8680
7.1800
091 DTB 20042023
1
5.0000
99.5827
6.6500
182 DTB 28072023
1
0.5000
97.7617
6.8500
Total
886
9802.1550
Reported Deals
Trades
TTA
LTP
LTY
GS06MAR2024C
1
2.7880
93.4052
7.4000
GS06MAR2025C
1
2.7880
87.0050
7.3100
GS06MAR2026C
1
2.7880
81.1844
7.2200
GS06SEP2023C
1
2.7880
96.8534
7.3200
GS06SEP2024C
1
2.7880
90.0850
7.3900
GS06SEP2025C
1
2.7880
83.9569
7.3000
GS06SEP2026C
1
2.7880
78.4598
7.1800
06.97GS06SEP2026P
1
80.0000
78.4598
7.1800
07.26 GS 2032
4
725.0000
99.6195
7.3151
07.59 GS 2026
3
550.0000
101.1528
7.1200
07.41 GS 2036
5
505.0000
100.2500
7.3788
07.40 GS 2062
1
250.0000
100.2523
7.3800
07.36 GS 2052
2
175.0000
99.7557
7.3800
07.38 GS 2027
1
100.0000
100.7450
7.1681
07.10 GS 2029
1
100.0000
99.2500
7.2539
06.69 GS 2024
1
50.0000
99.4222
7.1700
07.54 GS 2036
1
50.0000
101.0700
7.4095
05.74 GS 2026
1
25.0000
95.5300
7.1568
06.54 GS 2032
1
25.0000
94.8600
7.3408
07.17 GS 2028
1
5.0000
100.0000
7.1661
07.38 GS 2027
3
1.0780
100.7800
7.1584
07.26 GS 2032
2
0.1000
99.5850
7.3203
01.44 IIGS 2023
1
0.1000
100.0000
1.4113
07.54 GS 2036
1
0.0500
101.1700
7.3976
09.39 GJ SDL 2023
1
75.0000
101.2190
7.3899
07.84 MH SDL 2026
1
40.0000
101.2476
7.4000
06.24 MH SDL 2026
1
5.0000
96.6136
7.3900
07.68 KA SGS 2031
1
0.6000
100.4231
7.6100
Total
41
2781.4440
Mar 27 2023 12:04PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
82.3500
82.3650
82.2700
82.3625
82.4000
-0.0375
R-SPOT
0.0000
0.0000
-0.2500
-0.2500
0.0000
-0.2500
SPOT
82.3650
82.3700
82.2750
82.3700
82.4000
-0.0300
FX-Retail
:The new version of
FX-Retail Platform
with facility to book Option Period Forward Contracts is available with effect from 28th March 2022.
Click here for more information
FX-Retail Promo video
FX-Retail Mock (Test environment):
Please click here to access
FX-Retail Mock
Market Liquidity Indicators
Notifications
Discussion Papers
Request For Proposal
RBI Notifications
FPI Debt (GSec) Utilisation Status
GST Registration Details
Data Sharing Policy
RBI RETAIL DIRECT
FBIL Overnight MIBOR Methodology
FBIL T-Bills Curve Methodology
FBIL CD Curve Methodology
FBIL MROR Methodology
FBIL Forwards and MIFOR Methodology
FBIL MIBOR-OIS Methodology
Whats New
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 88.91% compression achieved in the 29th cycle
Launch of Clearing and Settlement of OTC IRS trades referenced to the MODIFIED MIFOR (MMFOR) benchmark on guaranteed basis w.e.f 3rd April 2023
Consultation Paper: Transitioning Outstanding MIFOR Swaps post Index Cessation - Proposed Cash Computation Methodology and Operational Aspects of Transition
Launch of FBIL USD/INR Reference Rate Trading (R-Spot) on FX-Clear platform w.e.f. November 07, 2022
Consultation Paper on Margining and Collateral Solution for Non-Centrally Cleared Derivative (NCCD) Trades
Consultation Paper on Members Collateral Contribution
Enhancement in Data Dissemination of Trade Repository
Portfolio Compression run by CCIL for IRS (MIFOR Benchmark) market a huge success! Over 66.81% compression achieved in the 3rd cycle
Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation
New tab "STATISTICS" added to the website with single point of access to all the data releases of the Company
Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models
Membership of NDS-CALL platform by Regional Rural Banks (RRBs) and Co-operative Banks
CCIL's Year-end Prices as on 31st March'22
India Forex Market Quarterly
Data Sharing Policy
Retail Direct Scheme launched by Prime Minister
SWAPTION trade by trade real time data dissemination commenced
Consultation Paper : Introduction of Forward trading in Government Securities
Consultation Paper: Default Management Resources
Consultation Paper: Change in the basis of payment of interest on cash collateral maintained by members towards Securities Segment – Settlement Guarantee Fund
Statistics