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Market Rates
As on Sep 18 2019 5:02PM
| Market | Open | High | Low | LTR | Volume (Crs.) | WAR | Prev. Day WAR | Prev. Day Vol (Crs.) |
| CALL | 5.45 | 5.50 | 4.00 | 4.90 | 18854.39 | 5.36 | 5.37 | 20000.91 |
| TREP | 5.35 | 5.40 | 5.15 | 5.28 | 150739.65 | 5.30 | 5.37 | 163988.70 |
| REPO | 5.15 | 5.55 | 4.25 | 5.40 | 57788.10 | 5.36 | 5.36 | 60871.84 |
| Money Market | 227382.14 | 5.32 | 5.37 | 244861.45 |
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
| O/N | T + 0 | 19/09/2019 | 140 | 13929.00 | 5.45 | 5.50 | 5.20 | 5.40 | 5.4296 |
| 42D | T + 0 | 30/10/2019 | 1 | 100.00 | 6.00 | 6.00 | 6.00 | 6.00 | 6.0000 |
| 15D | T + 0 | 03/10/2019 | 1 | 40.00 | 5.70 | 5.70 | 5.70 | 5.70 | 5.7000 |
| 33D | T + 0 | 21/10/2019 | 1 | 25.00 | 5.90 | 5.90 | 5.90 | 5.90 | 5.9000 |
| 6D | T + 0 | 24/09/2019 | 1 | 10.00 | 5.55 | 5.55 | 5.55 | 5.55 | 5.5500 |
| Total | 144 | 14104.00 | |
| CG LIQUID UPTO 1 YR | 2 | T+0 | 15D | 299.99 | 288.38 | 5.4000 | 5.4000 |
| CG LIQUID 3 TO 5 YR | 49 | T+0 | 1D | 8151.75 | 7723.93 | 5.4000 | 5.3963 |
| CG LIQUID 1 TO 3 YR | 39 | T+0 | 1D | 6896.83 | 6647.86 | 5.3500 | 5.3720 |
| CG LIQUID UPTO 1 YR | 23 | T+0 | 1D | 5286.87 | 5122.31 | 5.4000 | 5.3983 |
| TBILLS 364 DTB | 34 | T+0 | 1D | 4897.85 | 5069.19 | 5.4500 | 5.4093 |
| CG LIQUID 5 TO 10 YR | 34 | T+0 | 1D | 3737.83 | 3535.24 | 5.4000 | 5.4064 |
| CG LIQUID 10 TO 20YR | 12 | T+0 | 1D | 1100.94 | 1034.65 | 5.4000 | 5.4205 |
| TBILLS 182 DTB | 6 | T+0 | 1D | 238.96 | 242.53 | 5.4000 | 5.4000 |
| CG LIQUID ABV 20 YR | 6 | T+0 | 1D | 158.96 | 146.67 | 5.4000 | 5.4151 |
| Total | 205 | 30769.98 | 29810.76 | |
| 08.10 WB SDL 2025MAR | 1 | T+0 | 1D | 75.00 | 79.27 | 5.4500 | 5.4500 |
| 08.72 BR SDL 2022 | 1 | T+0 | 1D | 75.00 | 79.86 | 5.4500 | 5.4500 |
| 08.75 KL SDL 2022 | 1 | T+0 | 1D | 75.00 | 79.51 | 5.4500 | 5.4500 |
| 06.92 RJ SDL 2025 | 1 | T+0 | 1D | 70.00 | 70.09 | 5.4500 | 5.4500 |
| 07.13 BR SDL 2029SEP | 1 | T+0 | 1D | 70.00 | 69.42 | 5.4500 | 5.4500 |
| 08.25 CG SDL 2019 | 1 | T+0 | 1D | 70.00 | 72.28 | 5.4500 | 5.4500 |
| 08.32 MP SDL 2019 | 1 | T+0 | 1D | 70.00 | 71.99 | 5.4500 | 5.4500 |
| 08.36 PN SDL 2021 | 1 | T+0 | 1D | 70.00 | 74.90 | 5.4500 | 5.4500 |
| 08.68 GJ SDL 2021 | 1 | T+0 | 1D | 70.00 | 74.70 | 5.4500 | 5.4500 |
| 08.44 SK SDL 2020 | 1 | T+0 | 1D | 65.00 | 66.29 | 5.4500 | 5.4500 |
| 08.60 GS 2028 | 2 | T+0 | 1D | 65.00 | 73.49 | 5.1000 | 5.1000 |
| 07.24 JK SDL 2029 | 1 | T+0 | 1D | 60.00 | 60.06 | 5.4500 | 5.4500 |
| 08.28 GS 2027 | 2 | T+0 | 1D | 60.00 | 67.61 | 5.1500 | 5.1500 |
| 08.28 WB SDL 2020 | 1 | T+0 | 1D | 60.00 | 62.64 | 5.4000 | 5.4000 |
| 08.38 WB SDL 2020 | 1 | T+0 | 1D | 60.00 | 63.85 | 5.4500 | 5.4500 |
| 08.57 WB SDL 2020 | 1 | T+0 | 1D | 60.00 | 61.11 | 5.4500 | 5.4500 |
| 08.80 WB SDL 2022 | 1 | T+0 | 1D | 60.00 | 63.67 | 5.4500 | 5.4500 |
| 08.32 HR SDL 2020 | 1 | T+0 | 1D | 58.00 | 59.12 | 5.4500 | 5.4500 |
| 06.65 GS 2020 | 2 | T+0 | 1D | 55.00 | 56.91 | 5.4500 | 5.4364 |
| 07.59 GS 2029 | 6 | T+0 | 1D | 55.00 | 59.46 | 4.5000 | 4.7955 |
| 08.13 GS 2022 | 1 | T+0 | 1D | 55.00 | 60.23 | 5.2500 | 5.2500 |
| 08.22 TN SDL 2019 | 1 | T+0 | 1D | 55.00 | 57.09 | 5.4500 | 5.4500 |
| 06.81 MH SDL 2020NOV | 1 | T+0 | 1D | 50.00 | 51.66 | 5.4500 | 5.4500 |
| 06.83 PN SDL 2020 | 1 | T+0 | 1D | 50.00 | 51.64 | 5.4000 | 5.4000 |
| 08.12 TN SDL 2019 | 1 | T+0 | 1D | 50.00 | 51.60 | 5.4500 | 5.4500 |
| 08.14 KA SDL 2025 | 1 | T+0 | 1D | 50.00 | 54.32 | 5.4500 | 5.4500 |
| 08.14 RJ SDL 2025 | 1 | T+0 | 1D | 50.00 | 54.32 | 5.4500 | 5.4500 |
| 08.18 TN SDL 2028 | 1 | T+0 | 1D | 50.00 | 54.21 | 5.4500 | 5.4500 |
| 08.21 HR UDAY 2023 | 1 | T+0 | 1D | 50.00 | 54.50 | 5.4500 | 5.4500 |
| 08.32 PN SDL 2020 | 1 | T+0 | 1D | 50.00 | 51.50 | 5.4500 | 5.4500 |
| 08.39 MH SDL 2020 | 1 | T+0 | 1D | 50.00 | 51.24 | 5.4500 | 5.4500 |
| 08.51 GJ SDL 2021 | 1 | T+0 | 1D | 50.00 | 51.98 | 5.4500 | 5.4500 |
| 08.51 MH SDL 2021 | 1 | T+0 | 1D | 50.00 | 51.98 | 5.4500 | 5.4500 |
| 08.56 TN SDL 2021 | 1 | T+0 | 1D | 50.00 | 52.99 | 5.4500 | 5.4500 |
| 08.60 GJ SDL 2028 | 1 | T+0 | 1D | 50.00 | 56.39 | 5.4000 | 5.4000 |
| 08.71 HR SDL 2022 | 1 | T+0 | 1D | 50.00 | 53.23 | 5.4500 | 5.4500 |
| 08.96 PN SDL 2022 | 1 | T+0 | 1D | 50.00 | 53.12 | 5.4500 | 5.4500 |
| 09.36 WB SDL 2022 | 1 | T+0 | 1D | 50.00 | 55.68 | 5.4500 | 5.4500 |
| 08.52 GJ SDL 2021 | 1 | T+0 | 1D | 47.00 | 49.11 | 5.4500 | 5.4500 |
| 08.37 OD SDL 2022 | 1 | T+0 | 1D | 45.00 | 47.51 | 5.4500 | 5.4500 |
| 08.39 NL SDL 2020 | 1 | T+0 | 1D | 45.00 | 45.88 | 5.4500 | 5.4500 |
| 08.62 PN SDL 2021 | 1 | T+0 | 1D | 45.00 | 47.10 | 5.4500 | 5.4500 |
| 08.68 BR SDL 2023 | 1 | T+0 | 1D | 45.00 | 48.61 | 5.4500 | 5.4500 |
| 07.18 MH SDL 2029 | 1 | T+0 | 1D | 40.00 | 40.77 | 5.4000 | 5.4000 |
| 07.61 GS 2030 | 1 | T+0 | 1D | 40.00 | 43.00 | 5.1500 | 5.1500 |
| 08.08 TN SDL 2028 | 1 | T+0 | 1D | 40.00 | 43.03 | 5.4000 | 5.4000 |
| 08.42 KA SDL 2020 | 1 | T+0 | 1D | 40.00 | 42.24 | 5.4000 | 5.4000 |
| 08.48 MH SDL 2020 | 1 | T+0 | 1D | 40.00 | 40.67 | 5.4500 | 5.4500 |
| 08.70 KL SDL 2022 | 1 | T+0 | 1D | 40.00 | 42.58 | 5.4500 | 5.4500 |
| 08.72 MH SDL 2022 | 1 | T+0 | 1D | 40.00 | 42.70 | 5.4500 | 5.4500 |
| 08.21 RJ UDAY 2020 | 1 | T+0 | 1D | 35.00 | 36.76 | 5.4500 | 5.4500 |
| 08.25 UP UDAY 2020 | 1 | T+0 | 1D | 35.00 | 36.80 | 5.4500 | 5.4500 |
| 08.66 MH SDL 2022 | 1 | T+0 | 1D | 35.00 | 37.22 | 5.4500 | 5.4500 |
| 08.74 RJ SDL 2022 | 1 | T+0 | 1D | 35.00 | 37.38 | 5.4500 | 5.4500 |
| 08.83 GS 2023 | 1 | T+0 | 1D | 35.00 | 39.02 | 5.2500 | 5.2500 |
| 08.83 HP SDL 2021 | 1 | T+0 | 1D | 35.00 | 37.60 | 5.4500 | 5.4500 |
| 07.68 GS 2023 | 1 | T+0 | 1D | 34.00 | 36.26 | 5.4500 | 5.4500 |
| 08.46 GJ SDL 2021 | 1 | T+0 | 1D | 32.00 | 33.16 | 5.4500 | 5.4500 |
| 06.57 GS 2033 | 1 | T+0 | 1D | 30.00 | 29.58 | 5.2500 | 5.2500 |
| 07.55 OD SDL 2021 | 1 | T+0 | 1D | 30.00 | 31.63 | 5.4500 | 5.4500 |
| 07.86 UP SDL 2026 | 1 | T+0 | 1D | 30.00 | 31.75 | 5.4500 | 5.4500 |
| 08.21 RJ UDAY 2023 | 1 | T+0 | 1D | 30.00 | 32.70 | 5.5000 | 5.5000 |
| 08.44 RJ SDL 2028 | 1 | T+0 | 1D | 30.00 | 32.42 | 5.4500 | 5.4500 |
| 08.49 PN UDAY 2022 | 1 | T+0 | 1D | 30.00 | 32.68 | 5.5000 | 5.5000 |
| 08.59 TN SDL 2021 | 1 | T+0 | 1D | 30.00 | 31.89 | 5.4500 | 5.4500 |
| 08.92 KL SDL 2022 | 2 | T+0 | 1D | 30.00 | 32.25 | 5.4500 | 5.4667 |
| 07.42 PN SDL 2027 | 1 | T+0 | 1D | 25.00 | 25.44 | 5.4500 | 5.4500 |
| 07.62 MH SDL 2021 | 1 | T+0 | 1D | 25.00 | 25.56 | 5.4500 | 5.4500 |
| 07.94 GS 2021 | 1 | T+0 | 1D | 25.00 | 26.45 | 5.2000 | 5.2000 |
| 08.39 RJ UDAY 2023 | 1 | T+0 | 1D | 25.00 | 26.45 | 5.5000 | 5.5000 |
| 08.42 TN SDL 2020 | 1 | T+0 | 1D | 25.00 | 25.69 | 5.4500 | 5.4500 |
| 08.76 MH SDL 2022 | 1 | T+0 | 1D | 25.00 | 26.51 | 5.4500 | 5.4500 |
| 08.90 AP SDL 2022 | 1 | T+0 | 1D | 25.00 | 27.04 | 5.4500 | 5.4500 |
| 08.92 PN SDL 2022 | 1 | T+0 | 1D | 25.00 | 26.87 | 5.4500 | 5.4500 |
| 07.86 WB SDL 2026 | 1 | T+0 | 1D | 20.00 | 21.17 | 5.4500 | 5.4500 |
| 08.39 UP SDL 2020SEP | 1 | T+0 | 1D | 20.00 | 21.28 | 5.4500 | 5.4500 |
| 08.59 AP SDL 2023 | 1 | T+0 | 1D | 20.00 | 21.49 | 5.4500 | 5.4500 |
| 07.64 CG SDL 2021 | 1 | T+0 | 1D | 15.00 | 15.53 | 5.4500 | 5.4500 |
| 08.15 GS 2022 | 2 | T+0 | 1D | 15.00 | 16.10 | 5.0000 | 5.1000 |
| 08.20 GS 2025 | 2 | T+0 | 1D | 15.00 | 16.74 | 5.1500 | 5.1833 |
| 08.40 GS 2024 | 1 | T+0 | 1D | 15.00 | 16.39 | 5.2000 | 5.2000 |
| 08.56 GJ SDL 2021 | 1 | T+0 | 1D | 15.00 | 15.90 | 5.4500 | 5.4500 |
| 07.18 WB SDL 2034 | 1 | T+0 | 1D | 10.00 | 9.84 | 5.5000 | 5.5000 |
| 07.73 GS 2034 | 2 | T+0 | 1D | 10.00 | 10.85 | 5.2500 | 5.2500 |
| 08.13 GS 2045 | 1 | T+0 | 1D | 10.00 | 11.52 | 5.0000 | 5.0000 |
| 08.90 MH SDL 2022 | 1 | T+0 | 1D | 10.00 | 11.10 | 5.5500 | 5.5500 |
| 07.26 GS 2029 | 2 | T+0 | 12D | 300.00 | 314.67 | 4.5000 | 4.5000 |
| 07.26 GS 2029 | 60 | T+0 | 1D | 5535.00 | 5805.70 | 5.4000 | 5.1098 |
| 07.27 GS 2026 | 15 | T+0 | 1D | 1330.00 | 1420.59 | 5.1500 | 5.2507 |
| 07.32 GS 2024 | 8 | T+0 | 1D | 1157.00 | 1209.84 | 5.3900 | 5.3552 |
| 08.20 GS 2022 | 2 | T+0 | 1D | 930.00 | 981.89 | 5.4000 | 5.4000 |
| 08.12 GS 2020 | 4 | T+0 | 1D | 670.00 | 702.95 | 5.4000 | 5.3910 |
| 06.68 GS 2031 | 4 | T+0 | 1D | 665.00 | 651.96 | 5.1000 | 5.1158 |
| 07.13 MP SDL 2021 | 2 | T+0 | 1D | 600.00 | 629.23 | 5.4500 | 5.4500 |
| 07.37 GS 2023 | 3 | T+0 | 1D | 557.00 | 594.55 | 5.4500 | 5.3077 |
| 07.59 AP SDL 2021 | 1 | T+0 | 1D | 370.00 | 382.99 | 5.4500 | 5.4500 |
| 08.08 OD SDL 2020 | 1 | T+0 | 1D | 352.00 | 356.25 | 5.4500 | 5.4500 |
| 06.89 RJ SDL 2025 | 2 | T+0 | 1D | 330.00 | 329.48 | 5.4500 | 5.4500 |
| 06.97 PN SDL 2039 | 2 | T+0 | 1D | 315.00 | 303.62 | 5.4500 | 5.4500 |
| 07.17 GS 2028 | 6 | T+0 | 1D | 298.00 | 308.47 | 5.5000 | 5.3398 |
| 08.18 HP SDL 2020 | 1 | T+0 | 1D | 288.00 | 298.12 | 5.4500 | 5.4500 |
| 07.95 GS 2032 | 2 | T+0 | 1D | 276.00 | 298.47 | 5.4500 | 5.3649 |
| 08.34 MH SDL 2020 | 2 | T+0 | 1D | 255.00 | 259.94 | 5.4500 | 5.4500 |
| 08.13 KA SDL 2020 | 1 | T+0 | 1D | 250.00 | 264.31 | 5.4500 | 5.4500 |
| 08.15 GS 2026 | 2 | T+0 | 1D | 250.00 | 274.36 | 5.3900 | 5.3732 |
| 07.57 GS 2033 | 4 | T+0 | 1D | 245.00 | 262.31 | 5.2500 | 5.2500 |
| 07.80 GS 2021 | 3 | T+0 | 1D | 236.00 | 250.70 | 5.0500 | 5.3636 |
| 08.39 AP SDL 2020 | 1 | T+0 | 1D | 236.00 | 248.55 | 5.4500 | 5.4500 |
| 08.72 TN SDL 2022 | 1 | T+0 | 1D | 235.00 | 250.88 | 5.4400 | 5.4400 |
| 06.97 GS 2026 | 2 | T+0 | 1D | 225.00 | 228.16 | 5.3000 | 5.2944 |
| 07.06 GS 2046 | 5 | T+0 | 1D | 225.00 | 233.03 | 4.5500 | 4.7200 |
| 07.00 GS 2021 | 1 | T+0 | 1D | 200.00 | 205.32 | 5.4000 | 5.4000 |
| 08.39 RJ UDAY 2020 | 2 | T+0 | 1D | 200.00 | 202.62 | 5.4500 | 5.4500 |
| 08.33 RJ SDL 2021 | 1 | T+0 | 1D | 195.00 | 205.93 | 5.4500 | 5.4500 |
| 07.56 AP SDL 2021 | 2 | T+0 | 1D | 180.00 | 184.80 | 5.4500 | 5.4431 |
| 08.69 GJ SDL 2022 | 2 | T+0 | 1D | 175.00 | 185.33 | 5.4500 | 5.4500 |
| 08.53 MH SDL 2020 | 1 | T+0 | 1D | 168.00 | 170.42 | 5.4500 | 5.4500 |
| 364 DTB 20082020 | 1 | T+0 | 1D | 165.00 | 156.90 | 5.4000 | 5.4000 |
| 07.90 CG SDL 2021 | 1 | T+0 | 1D | 160.00 | 169.15 | 5.4500 | 5.4500 |
| 08.35 GJ SDL 2020 | 2 | T+0 | 1D | 160.00 | 169.78 | 5.4500 | 5.4500 |
| 07.99 PN SDL 2021 | 1 | T+0 | 1D | 150.00 | 157.56 | 5.4500 | 5.4500 |
| 08.38 HP SDL 2020 | 1 | T+0 | 1D | 145.00 | 152.70 | 5.4500 | 5.4500 |
| 08.79 MH SDL 2021 | 1 | T+0 | 1D | 145.00 | 155.63 | 5.4500 | 5.4500 |
| 08.52 KA SDL 2020 | 1 | T+0 | 1D | 126.00 | 127.81 | 5.4500 | 5.4500 |
| 07.48 CG SDL 2022 | 2 | T+0 | 1D | 125.00 | 128.60 | 5.4500 | 5.4500 |
| 07.86 AS SDL 2022 | 2 | T+0 | 1D | 125.00 | 131.20 | 5.4500 | 5.4500 |
| 08.60 MH SDL 2021 | 1 | T+0 | 1D | 125.00 | 131.92 | 5.4500 | 5.4500 |
| 08.75 TN SDL 2022 | 1 | T+0 | 1D | 125.00 | 132.51 | 5.4500 | 5.4500 |
| 08.73 MP SDL 2022 | 1 | T+0 | 1D | 124.00 | 132.07 | 5.4500 | 5.4500 |
| 08.08 GS 2022 | 1 | T+0 | 1D | 121.00 | 128.46 | 5.4500 | 5.4500 |
| 08.26 GS 2027 | 2 | T+0 | 1D | 115.00 | 126.27 | 5.0000 | 5.1174 |
| 07.48 KA SDL 2020 | 2 | T+0 | 1D | 114.00 | 118.04 | 5.4500 | 5.4215 |
| 08.66 TN SDL 2022 | 1 | T+0 | 1D | 111.00 | 118.05 | 5.4500 | 5.4500 |
| 07.35 GS 2024 | 3 | T+0 | 1D | 110.00 | 116.04 | 5.2500 | 5.2500 |
| 08.92 TN SDL 2022 | 1 | T+0 | 1D | 105.00 | 111.45 | 5.4500 | 5.4500 |
| 09.15 GS 2024 | 2 | T+0 | 1D | 105.00 | 120.23 | 4.2500 | 5.1071 |
| 06.94 OD SDL 2021 | 1 | T+0 | 1D | 100.00 | 102.31 | 5.4500 | 5.4500 |
| 07.16 GS 2023 | 1 | T+0 | 1D | 100.00 | 105.25 | 5.2500 | 5.2500 |
| 07.47 UP SDL 2027 | 1 | T+0 | 1D | 100.00 | 105.51 | 5.4500 | 5.4500 |
| 07.62 OD SDL 2021 | 1 | T+0 | 1D | 100.00 | 102.25 | 5.4500 | 5.4500 |
| 08.15 RJ SDL 2021 | 1 | T+0 | 1D | 100.00 | 105.78 | 5.4500 | 5.4500 |
| 08.27 HR SDL 2019 | 1 | T+0 | 1D | 100.00 | 102.81 | 5.4500 | 5.4500 |
| 08.97 AP SDL 2022 | 1 | T+0 | 1D | 100.00 | 106.25 | 5.4500 | 5.4500 |
| 07.50 GS 2034 | 3 | T+0 | 1D | 95.00 | 100.10 | 5.1500 | 5.1500 |
| 08.32 TN SDL 2020AUG | 1 | T+0 | 1D | 95.00 | 97.85 | 5.4500 | 5.4500 |
| 08.26 HP SDL 2019 | 1 | T+0 | 1D | 90.00 | 92.53 | 5.4500 | 5.4500 |
| 08.35 RJ SDL 2020 | 1 | T+0 | 1D | 90.00 | 95.50 | 5.4500 | 5.4500 |
| 08.59 GJ SDL 2021 | 1 | T+0 | 1D | 85.00 | 89.69 | 5.4500 | 5.4500 |
| 08.65 KA SDL 2022 | 1 | T+0 | 1D | 85.00 | 90.37 | 5.4500 | 5.4500 |
| 08.66 WB SDL 2022 | 1 | T+0 | 1D | 85.00 | 90.40 | 5.4500 | 5.4500 |
| 08.39 TN SDL 2020 | 1 | T+0 | 1D | 80.00 | 81.98 | 5.4000 | 5.4000 |
| 07.40 GS 2035 | 3 | T+0 | 1D | 77.00 | 80.04 | 5.1000 | 5.1273 |
| 08.78 GJ SDL 2021 | 1 | T+0 | 1D | 77.00 | 82.62 | 5.4500 | 5.4500 |
| Total | 291 | 24874.00 | 26045.18 | |
| 08.35GS14MAY2022P | 2 | T+0 | 12D | 1000.0000 | 811.6000 |
| 07.57 GS 2033 | 3 | T+0 | 1D | 859.0000 | 921.4775 |
| 06.35 GS 2020 | 2 | T+0 | 1D | 680.0000 | 690.1358 |
| 07.80 GS 2020 | 2 | T+0 | 1D | 543.9000 | 566.9342 |
| 08.24 GS 2027 | 2 | T+0 | 1D | 370.0000 | 402.0987 |
| 182 DTB 09012020 | 1 | T+0 | 1D | 239.1500 | 235.1997 |
| 06.84 GS 2022 | 1 | T+0 | 1D | 221.0000 | 229.7096 |
| 08.80 BR SDL 2021 | 1 | T+0 | 1D | 190.0000 | 203.9777 |
| 07.55 MH SDL 2021 | 1 | T+0 | 1D | 130.0000 | 137.5460 |
| 06.81 MH SDL 2020NOV | 1 | T+0 | 1D | 105.0000 | 108.4825 |
| 07.27 GS 2026 | 1 | T+0 | 1D | 103.0000 | 110.0154 |
| 07.77 AP SDL 2021 | 1 | T+0 | 1D | 100.0000 | 102.5924 |
| 08.42 TN SDL 2020 | 1 | T+0 | 1D | 65.0000 | 66.7797 |
| 364 DTB 28052020 | 1 | T+0 | 1D | 62.0000 | 59.7060 |
| 364 DTB 11062020 | 1 | T+0 | 1D | 23.6700 | 22.7417 |
| Total | 21 | 4691.7200 | 4668.9969 |
| TREP/190919 | T+0 | 1D | 5.35 | 5.40 | 5.15 | 5.28 | 5.30 | 809 | 150739.65 |
| Total | 809 | 150739.65 |
| 07.26 GS 2029 | 2587 | 24380.0000 | 104.3600 | 6.6236 |
| 07.32 GS 2024 | 622 | 6735.0000 | 103.8450 | 6.2945 |
| 07.57 GS 2033 | 412 | 4540.0000 | 105.9800 | 6.8882 |
| 07.27 GS 2026 | 213 | 2660.0000 | 104.0400 | 6.5020 |
| 07.17 GS 2028 | 162 | 1955.0000 | 102.7900 | 6.7238 |
| 07.95 GS 2032 | 91 | 1165.0000 | 108.3800 | 6.9565 |
| 06.35 GS 2020 | 40 | 1115.0000 | 100.1575 | 5.6819 |
| 07.37 GS 2023 | 62 | 715.0000 | 103.8475 | 6.1524 |
| 08.24 GS 2027 | 23 | 330.0000 | 108.3000 | 6.7934 |
| 06.84 GS 2022 | 29 | 265.0000 | 102.3000 | 6.0455 |
| 07.69 GS 2043 | 14 | 210.0000 | 106.5500 | 7.1132 |
| 06.68 GS 2031 | 27 | 195.0000 | 98.6100 | 6.8517 |
| 07.72 GS 2025 | 14 | 150.0000 | 105.6000 | 6.5219 |
| 06.79 GS 2029 | 21 | 145.0000 | 99.9500 | 6.7949 |
| 07.00 GS 2021 | 7 | 140.0000 | 101.5850 | 5.7447 |
| 08.15 GS 2022 | 6 | 135.0000 | 105.4000 | 5.9695 |
| 07.06 GS 2046 | 15 | 120.0000 | 99.9300 | 7.0653 |
| 07.35 GS 2024 | 11 | 105.0000 | 104.0100 | 6.3566 |
| 06.57 GS 2033 | 11 | 105.0000 | 97.2000 | 6.8804 |
| 07.62 GS 2039 | 3 | 105.0000 | 105.9500 | 7.0599 |
| 08.19 GS 2020 | 3 | 100.0000 | 100.7700 | 5.6773 |
| 08.20 GS 2022 | 13 | 90.0000 | 104.9900 | 5.9392 |
| 08.20 GS 2025 | 2 | 90.0000 | 107.8875 | 6.5899 |
| 07.50 GS 2034 | 5 | 80.0000 | 104.9000 | 6.9649 |
| 06.65 GS 2020 | 10 | 60.0000 | 100.5800 | 5.5669 |
| 08.24 GS 2033 | 6 | 60.0000 | 111.3800 | 6.9608 |
| 07.80 GS 2020 | 2 | 50.0000 | 101.3400 | 5.5627 |
| 07.80 GS 2021 | 1 | 50.0000 | 102.9500 | 5.7923 |
| 07.59 GS 2026 | 6 | 40.0000 | 104.9500 | 6.6150 |
| 06.79 GS 2027 | 6 | 40.0000 | 100.7000 | 6.6697 |
| 08.13 GS 2022 | 3 | 40.0000 | 105.6500 | 6.0457 |
| 07.40 GS 2035 | 5 | 25.0000 | 104.0000 | 6.9803 |
| 07.88 GS 2030 | 1 | 25.0000 | 107.4000 | 6.8788 |
| 06.30 GS 2023 | 2 | 20.0000 | 100.3500 | 6.1873 |
| 08.60 GS 2028 | 1 | 20.0000 | 111.1800 | 6.8693 |
| 08.40 GS 2024 | 2 | 15.0000 | 108.2000 | 6.4060 |
| 08.08 GS 2022 | 1 | 10.0000 | 105.5000 | 5.9619 |
| 06.68 GS 2031 | 4 | 8.6900 | 98.7000 | 6.8405 |
| 07.26 GS 2029 | 12 | 7.9270 | 104.1200 | 6.6576 |
| 06.79 GS 2029 | 5 | 6.0000 | 99.9000 | 6.8018 |
| 07.06 GS 2046 | 6 | 5.5000 | 99.7400 | 7.0812 |
| 07.59 GS 2029 | 1 | 5.0000 | 105.0000 | 6.8650 |
| 08.27 GS 2020 | 1 | 5.0000 | 101.8500 | 5.6004 |
| 08.28 GS 2027 | 1 | 5.0000 | 108.8500 | 6.8266 |
| 09.15 GS 2024 | 1 | 5.0000 | 111.6000 | 6.4637 |
| 06.17 GS 2021 | 1 | 5.0000 | 100.7200 | 5.7424 |
| 07.63 GS 2059 | 1 | 5.0000 | 107.4000 | 7.0703 |
| 08.28 GS 2027 | 2 | 4.0000 | 108.6500 | 6.8578 |
| 07.72 GS 2025 | 1 | 3.5190 | 105.4000 | 6.5632 |
| 07.32 GS 2024 | 1 | 1.5860 | 103.8000 | 6.3062 |
| 07.69 GS 2043 | 1 | 1.0000 | 107.5400 | 7.0310 |
| 09.20 GS 2030 | 1 | 1.0000 | 117.8100 | 6.8702 |
| 07.50 GS 2034 | 1 | 1.0000 | 104.7300 | 6.9829 |
| 08.24 GS 2027 | 1 | 1.0000 | 108.2000 | 6.8100 |
| 07.02 GJ SDL 2026 | 6 | 175.0000 | 100.3000 | 6.9636 |
| 08.29 RJ SDL 2025JUL | 2 | 95.0000 | 106.3200 | 6.9556 |
| 08.02 TS SDL 2026 | 2 | 50.0000 | 105.0075 | 7.0601 |
| 08.50 KL SDL 2028 | 1 | 50.0000 | 108.8000 | 7.1476 |
| 07.18 MH SDL 2029 | 4 | 45.0000 | 100.7275 | 7.0734 |
| 07.12 UP SDL 2029SEP | 3 | 30.0000 | 100.1400 | 7.0998 |
| 08.27 GJ SDL 2026 | 1 | 20.0000 | 106.3700 | 7.0016 |
| 08.08 TN SDL 2028 | 3 | 15.0000 | 106.2400 | 7.1453 |
| 07.13 BR SDL 2029SEP | 1 | 15.0000 | 100.2100 | 7.0999 |
| 07.22 MH SDL 2026 | 2 | 10.0000 | 100.9825 | 7.0400 |
| 07.18 WB SDL 2034 | 2 | 10.0000 | 100.1500 | 7.1628 |
| 08.15 TN SDL 2025 | 2 | 10.0000 | 105.6000 | 7.0105 |
| 07.82 HP UDAY 2027 | 1 | 10.0000 | 103.3450 | 7.2297 |
| 07.39 TN SDL 2037 | 2 | 5.0000 | 101.5100 | 7.2379 |
| 07.39 TN SDL 2037 | 1 | 5.0000 | 101.6400 | 7.2250 |
| 07.64 UP SDL 2027 | 1 | 5.0000 | 102.9500 | 7.1263 |
| 08.44 RJ SDL 2028 | 1 | 5.0000 | 108.0000 | 7.1628 |
| 08.67 MH SDL 2026 | 1 | 5.0000 | 108.5200 | 7.0002 |
| 07.84 MH SDL 2026 | 1 | 5.0000 | 104.0925 | 7.0701 |
| 08.57 HR SDL 2028 | 1 | 5.0000 | 109.0650 | 7.1600 |
| 07.18 AP SDL 2032 | 1 | 5.0000 | 100.1500 | 7.1617 |
| 07.12 BR SDL 2027 | 1 | 5.0000 | 100.1000 | 7.0996 |
| 08.67 MH SDL 2026 | 2 | 4.6850 | 108.5200 | 7.0002 |
| 08.32 KA SDL 2029 | 2 | 4.6150 | 107.8475 | 7.1552 |
| 08.06 KA SDL 2029 | 1 | 4.0000 | 106.2750 | 7.1401 |
| 08.28 KA SDL 2026 | 1 | 2.6220 | 106.1000 | 7.0864 |
| 08.08 KA SDL 2025 | 1 | 2.5000 | 104.7500 | 7.0199 |
| 07.59 KA SDL 2027MAR | 2 | 2.0000 | 102.8300 | 7.0976 |
| 06.97 PN SDL 2039 | 2 | 2.0000 | 97.2300 | 7.2339 |
| 08.00 KL SDL 2028 | 1 | 2.0000 | 105.1500 | 7.1830 |
| 08.42 AP SDL 2028 | 1 | 2.0000 | 108.0100 | 7.1771 |
| 08.14 GJ SDL 2029APR | 1 | 1.2640 | 107.1200 | 7.1002 |
| 07.98 PN SDL 2023 | 1 | 1.0000 | 103.5000 | 6.9093 |
| 07.54 UK SDL 2027 | 1 | 1.0000 | 102.5300 | 7.1209 |
| 08.38 TS SDL 2049 | 1 | 1.0000 | 114.3500 | 7.2000 |
| 08.14 UP SDL 2028 | 1 | 0.9000 | 105.9000 | 7.2002 |
| 08.28 RJ SDL 2028 | 1 | 0.6300 | 106.6500 | 7.2113 |
| 07.59 TN SDL 2031 | 1 | 0.5000 | 103.0000 | 7.2043 |
| 07.02 GJ SDL 2026 | 2 | 0.2040 | 100.1825 | 6.9852 |
| 364 DTB 20082020 | 16 | 1430.0000 | 95.1393 | 5.5500 |
| 364 DTB 03102019 | 9 | 90.0000 | 99.7990 | 5.2500 |
| 091 DTB 19122019 | 2 | 75.0000 | 98.7007 | 5.2800 |
| 091 DTB 05122019 | 3 | 45.0000 | 98.8984 | 5.2800 |
| 182 DTB 26122019 | 3 | 45.0000 | 98.5970 | 5.3000 |
| 182 DTB 12122019 | 1 | 40.0000 | 98.7995 | 5.2800 |
| 182 DTB 05122019 | 1 | 25.0000 | 98.8943 | 5.3000 |
| 364 DTB 16012020 | 2 | 20.0000 | 98.2857 | 5.3500 |
| 364 DTB 03092020 | 1 | 15.0000 | 94.9384 | 5.5600 |
| 364 DTB 07052020 | 1 | 10.0000 | 96.6304 | 5.5100 |
| 364 DTB 02012020 | 1 | 10.0000 | 98.4864 | 5.3425 |
| 364 DTB 05032020 | 1 | 5.0000 | 97.5441 | 5.4700 |
| 364 DTB 16042020 | 1 | 5.0000 | 96.9700 | 5.4310 |
| 091 DTB 12122019 | 1 | 5.0000 | 98.7950 | 5.3000 |
| 182 DTB 17102019 | 1 | 4.2620 | 99.5989 | 5.2500 |
| 364 DTB 07052020 | 1 | 3.8380 | 96.6244 | 5.5200 |
| Total | 4587 | 48597.2420 | | |
| GS17JUN2029C | 1 | 25.1790 | 50.4311 | 7.1500 |
| 07.26 GS 2029 | 65 | 2330.0000 | 104.3400 | 6.6264 |
| 07.32 GS 2024 | 8 | 390.0000 | 103.8750 | 6.2867 |
| 07.37 GS 2023 | 2 | 325.0000 | 103.8050 | 6.1655 |
| 06.84 GS 2022 | 2 | 240.0000 | 102.3000 | 6.0455 |
| 08.20 GS 2025 | 5 | 175.0000 | 107.7329 | 6.6200 |
| 08.19 GS 2020 | 1 | 160.0000 | 100.7800 | 5.6468 |
| 08.33 GS 2026 | 4 | 150.0000 | 108.2944 | 6.7850 |
| 08.24 GS 2027 | 3 | 150.0000 | 108.1997 | 6.8100 |
| 07.57 GS 2033 | 5 | 130.0000 | 105.8550 | 6.9019 |
| 08.83 GS 2023 | 2 | 130.0000 | 108.9711 | 6.3500 |
| 07.88 GS 2030 | 2 | 125.0000 | 107.3048 | 6.8911 |
| 07.95 GS 2032 | 2 | 125.0000 | 108.2500 | 6.9711 |
| 07.17 GS 2028 | 2 | 100.0000 | 102.3500 | 6.7927 |
| 07.27 GS 2026 | 3 | 95.0000 | 104.0500 | 6.5001 |
| 07.72 GS 2025 | 1 | 90.0000 | 105.5200 | 6.5384 |
| 08.28 GS 2027 | 1 | 75.0000 | 108.8926 | 6.8200 |
| 07.69 GS 2043 | 3 | 60.0000 | 106.2450 | 7.1387 |
| 08.15 GS 2026 | 1 | 50.0000 | 107.6426 | 6.7850 |
| 06.68 GS 2031 | 5 | 45.0000 | 98.5000 | 6.8655 |
| 06.79 GS 2029 | 5 | 35.0000 | 99.8000 | 6.8155 |
| 07.26 GS 2029 | 10 | 25.0000 | 104.2450 | 6.6399 |
| 06.79 GS 2027 | 2 | 15.0000 | 100.5050 | 6.7026 |
| 08.24 GS 2033 | 2 | 15.0000 | 111.3750 | 6.9613 |
| 08.60 GS 2028 | 3 | 10.0000 | 111.2800 | 6.8549 |
| 07.17 GS 2028 | 2 | 10.0000 | 102.5250 | 6.7653 |
| 06.35 GS 2020 | 1 | 10.0000 | 100.1600 | 5.6732 |
| 08.60 GS 2028 | 1 | 10.0000 | 111.2800 | 6.8549 |
| 07.06 GS 2046 | 5 | 5.5000 | 99.7600 | 7.0795 |
| 07.06 GS 2046 | 1 | 5.0000 | 99.9500 | 7.0636 |
| 07.63 GS 2059 | 1 | 5.0000 | 107.4050 | 7.0699 |
| 07.72 GS 2025 | 1 | 4.0000 | 105.5100 | 6.5405 |
| 08.20 GS 2025 | 1 | 3.0000 | 107.8000 | 6.6069 |
| 07.57 GS 2033 | 1 | 1.8200 | 105.2900 | 6.9639 |
| 07.88 GS 2030 | 1 | 1.0000 | 106.6000 | 6.9827 |
| 07.50 GS 2034 | 1 | 0.5000 | 105.2700 | 6.9260 |
| 08.29 RJ SDL 2025JUL | 1 | 95.0000 | 106.4465 | 6.9300 |
| 07.18 MH SDL 2029 | 2 | 80.0000 | 100.6400 | 7.0859 |
| 07.88 MP SDL 2028 | 2 | 75.0000 | 104.5152 | 7.1500 |
| 08.02 TS SDL 2026 | 1 | 50.0000 | 105.0620 | 7.0500 |
| 08.50 KL SDL 2028 | 1 | 50.0000 | 108.5772 | 7.1800 |
| 08.60 GJ SDL 2028 | 1 | 45.0000 | 109.5346 | 7.1525 |
| 07.77 GJ SDL 2023 | 1 | 45.0000 | 103.6480 | 6.6500 |
| 07.10 GJ SDL 2029 | 1 | 25.0000 | 100.2780 | 7.0600 |
| 06.92 MH SDL 2022 | 1 | 25.0000 | 101.2590 | 6.3200 |
| 08.49 GA SDL 2028 | 1 | 25.0000 | 108.5807 | 7.1700 |
| 08.35 GJ SDL 2029 | 1 | 25.0000 | 108.3605 | 7.1200 |
| 07.39 TN SDL 2037 | 4 | 20.0000 | 101.4800 | 7.2409 |
| 08.27 GJ SDL 2026 | 1 | 20.0000 | 106.2216 | 7.0300 |
| 07.29 WB SDL 2034SEP | 1 | 19.1050 | 100.0100 | 7.2889 |
| 08.06 MP UDAY 2031 | 3 | 15.0000 | 106.5704 | 7.2100 |
| 08.36 BR SDL 2028 | 1 | 15.0000 | 107.6287 | 7.1400 |
| 08.67 KA SDL 2026 | 1 | 15.0000 | 108.4134 | 7.0200 |
| 07.39 TN SDL 2037 | 3 | 10.4500 | 101.3886 | 7.2500 |
| 07.18 WB SDL 2034 | 2 | 10.0000 | 100.1000 | 7.1683 |
| 07.12 UP SDL 2029SEP | 2 | 10.0000 | 100.3000 | 7.0772 |
| 07.14 BR SDL 2029SEP | 1 | 10.0000 | 100.1100 | 7.1244 |
| 08.00 OD SDL 2031 | 1 | 10.0000 | 106.1800 | 7.2102 |
| 08.08 MH SDL 2028 | 1 | 10.0000 | 106.2100 | 7.1496 |
| 08.62 PN SDL 2028 | 1 | 10.0000 | 109.3600 | 7.1572 |
| 08.67 MH SDL 2026 | 1 | 9.0000 | 108.4134 | 7.0200 |
| 07.11 KA SDL 2029 | 2 | 6.6350 | 100.0400 | 7.1043 |
| 07.14 UP SDL 2029 | 3 | 5.0000 | 100.4000 | 7.0827 |
| 08.08 KA SDL 2025 | 2 | 5.0000 | 104.5400 | 7.0655 |
| 07.94 HP UDAY 2030 | 1 | 5.0000 | 105.3200 | 7.2053 |
| 07.84 MH SDL 2026 | 1 | 5.0000 | 104.0300 | 7.0815 |
| 08.08 TN SDL 2028 | 1 | 5.0000 | 106.2900 | 7.1381 |
| 07.18 AP SDL 2032 | 1 | 5.0000 | 100.1600 | 7.1605 |
| 08.57 HR SDL 2028 | 1 | 5.0000 | 109.0700 | 7.1592 |
| 06.97 PN SDL 2039 | 6 | 4.8200 | 97.1500 | 7.2417 |
| 08.32 KA SDL 2029 | 1 | 4.0000 | 107.8900 | 7.1492 |
| 08.06 KA SDL 2029 | 1 | 4.0000 | 106.3000 | 7.1366 |
| 07.59 KA SDL 2027MAR | 2 | 2.0000 | 102.8800 | 7.0891 |
| 08.32 KA SDL 2029MAR | 1 | 2.0000 | 108.1100 | 7.1285 |
| 08.35 GJ SDL 2029 | 1 | 1.5000 | 108.2200 | 7.1396 |
| 07.28 AP SDL 2034 | 2 | 1.1000 | 100.9800 | 7.1703 |
| 07.15 MH SDL 2026 | 1 | 1.0000 | 100.7200 | 7.0177 |
| 07.11 TN SDL 2029 | 1 | 1.0000 | 100.3800 | 7.0541 |
| 08.38 TS SDL 2049 | 1 | 1.0000 | 114.4100 | 7.1956 |
| 08.56 MH SDL 2028 | 1 | 1.0000 | 109.1500 | 7.1403 |
| 08.14 UP SDL 2028 | 1 | 0.9000 | 105.9620 | 7.1907 |
| 07.39 MH SDL 2030 | 1 | 0.8000 | 101.9900 | 7.1205 |
| 08.28 RJ SDL 2028 | 1 | 0.6300 | 106.7500 | 7.1959 |
| 07.15 GA SDL 2029 | 1 | 0.6230 | 100.0000 | 7.1500 |
| 07.30 AP SDL 2034 | 1 | 0.5000 | 100.0700 | 7.2922 |
| 07.14 BR SDL 2029SEP | 1 | 0.5000 | 100.1100 | 7.1244 |
| 08.34 AP SDL 2029 | 1 | 0.5000 | 108.5500 | 7.1026 |
| 07.18 MH SDL 2029 | 1 | 0.3400 | 100.6200 | 7.0888 |
| 08.63 RJ SDL 2028 | 1 | 0.3000 | 109.2500 | 7.2092 |
| 08.20 BR SDL 2029 | 1 | 0.2800 | 107.0500 | 7.1504 |
| 08.00 KL SDL 2028 | 1 | 0.1910 | 105.1000 | 7.1907 |
| 08.34 PN SDL 2029 | 1 | 0.1800 | 107.7000 | 7.1866 |
| 091 DTB 19122019 | 7 | 3154.6160 | 98.7050 | 5.2624 |
| 091 DTB 19122019 | 9 | 3100.0000 | 98.7031 | 5.2700 |
| 364 DTB 17092020 | 12 | 810.0000 | 94.7200 | 5.5896 |
| 364 DTB 06082020 | 4 | 600.0000 | 95.3244 | 5.5600 |
| 364 DTB 18062020 | 2 | 360.0000 | 96.0212 | 5.5400 |
| 364 DTB 16072020 | 2 | 260.0000 | 95.6235 | 5.5500 |
| 364 DTB 11062020 | 2 | 245.0000 | 96.1260 | 5.5300 |
| 364 DTB 09072020 | 1 | 235.0000 | 95.7209 | 5.5500 |
| 182 DTB 14022020 | 4 | 200.0000 | 97.8573 | 5.4000 |
| 182 DTB 20022020 | 4 | 200.0000 | 97.7724 | 5.4000 |
| 364 DTB 27082020 | 2 | 150.0000 | 95.0346 | 5.5600 |
| 364 DTB 23072020 | 1 | 125.0000 | 95.5262 | 5.5500 |
| 364 DTB 02012020 | 2 | 115.0000 | 98.4815 | 5.3600 |
| 364 DTB 17092020 | 4 | 111.5010 | 94.7100 | 5.6008 |
| 364 DTB 20082020 | 2 | 110.0000 | 95.1310 | 5.5600 |
| 364 DTB 02072020 | 1 | 100.0000 | 95.8185 | 5.5500 |
| 364 DTB 10102019 | 1 | 100.0000 | 99.6989 | 5.2500 |
| 364 DTB 20082020 | 1 | 74.6220 | 95.1310 | 5.5600 |
| 364 DTB 07052020 | 1 | 60.0000 | 96.6126 | 5.5400 |
| 364 DTB 30072020 | 1 | 35.0000 | 95.4371 | 5.5400 |
| 182 DTB 14022020 | 1 | 29.2520 | 97.8573 | 5.4000 |
| 182 DTB 20022020 | 2 | 25.6350 | 97.8006 | 5.3300 |
| 364 DTB 14112019 | 5 | 20.5000 | 99.2040 | 5.2300 |
| 182 DTB 05032020 | 1 | 5.0000 | 97.5748 | 5.4000 |
| 364 DTB 23012020 | 1 | 5.0000 | 98.1966 | 5.3201 |
| 364 DTB 26032020 | 1 | 5.0000 | 97.2701 | 5.4200 |
| 182 DTB 28112019 | 1 | 2.0000 | 99.0013 | 5.2600 |
| 182 DTB 14112019 | 1 | 2.0000 | 99.2010 | 5.2500 |
| 182 DTB 19032020 | 1 | 1.9990 | 97.3500 | 5.4592 |
| Total | 311 | 16162.4780 | | |
| SPOT | 71.4700 | 71.5175 | 71.1700 | 71.2450 | 71.7850 | -0.5400 |
| C-SPOT | 71.4000 | 71.4000 | 71.2000 | 71.2000 | 71.7850 | -0.5850 |
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