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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
6.75
6.75
699.00
6.75
6.67
11039.47
TREP
6.70
6.72
6.65
6.72
90529.45
6.70
6.70
382681.50
REPO
4.50
6.80
4.01
6.80
67526.83
6.39
6.55
165993.76
Money Market
158755.28
6.57
6.65
559714.73
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
Apr 25 2024 9:21AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
26/04/2024
7
699.00
6.75
6.75
6.75
6.75
6.7500
Total
7
699.00
Apr 25 2024 9:22AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
15
T+0
1D
11178.89
10942.39
6.7300
6.7280
CG LIQUID 5 TO 10 YR
22
T+0
1D
9143.86
9194.70
6.7300
6.7204
SG SECS UPTO 5YR
34
T+0
1D
5013.84
4920.71
6.7300
6.7450
FRB
13
T+0
1D
4860.94
4727.01
6.7200
6.7193
CG LIQUID 1 TO 3 YR
14
T+0
1D
1738.89
1750.03
6.7200
6.7103
CG LIQUID 10 TO 20YR
17
T+0
1D
1509.94
1438.04
6.7200
6.7166
OIL BONDS
5
T+0
1D
1180.98
1169.54
6.7500
6.7500
TBILLS 364 DTB
6
T+0
1D
1056.99
1106.86
6.7200
6.7200
TBILLS 182 DTB
5
T+0
1D
1056.97
1087.37
6.7300
6.7295
CG STRIPS
5
T+0
1D
1000.97
1116.96
6.7500
6.7500
CG LIQUID UPTO 1 YR
2
T+0
1D
755.99
737.73
6.7100
6.7034
CG LIQUID 3 TO 5 YR
3
T+0
1D
736.99
730.12
6.7300
6.7204
SG SECS ABV 5YR
3
T+0
1D
325.98
323.37
6.8000
6.7624
Total
144
39561.23
39244.83
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
89
T+0
1D
11256.00
11409.76
6.0000
4.8999
07.18 GS 2037
26
T+0
1D
4510.00
4574.72
6.6800
6.5448
08.20 OIL SP 2024SEP
6
T+0
1D
3000.00
3037.23
6.7300
6.7300
07.30 GS 2053
16
T+0
1D
2977.00
3060.21
6.7000
6.6415
06.90 OIL SPL 2026
2
T+0
1D
1000.00
1005.65
6.7300
6.7300
05.22 GS 2025
3
T+0
1D
940.00
939.20
6.6500
6.6500
07.25 GS 2063
7
T+0
1D
525.00
536.17
6.7000
6.6210
07.10 GS 2034
9
T+0
1D
438.00
438.44
5.5000
5.0240
06.10 GS 2031
5
T+0
1D
350.00
334.71
6.5500
6.5500
07.37 GS 2028
4
T+0
1D
350.00
352.49
6.7500
6.6493
05.63 GS 2026
4
T+0
1D
298.00
290.50
6.6500
6.4025
07.06 GS 2028
5
T+0
1D
280.00
279.56
6.7500
6.6643
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
181.37
6.7500
6.7500
07.26 GS 2029
1
T+0
1D
163.00
166.83
6.5000
6.5000
06.97 GS 2026
3
T+0
1D
135.00
135.74
6.5500
6.5500
07.57 GS 2033
4
T+0
1D
135.00
141.94
6.6500
6.6426
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
125.56
6.7500
6.7500
07.55 PN SGS 2032
1
T+0
1D
110.00
110.13
6.7500
6.7500
07.68 GJ SGS 2030
1
T+0
1D
105.00
107.43
6.7500
6.7500
07.10 GS 2029
2
T+0
1D
90.00
89.82
6.4000
6.5333
07.26 GS 2033
3
T+0
1D
76.00
77.42
6.6000
6.4684
07.38 GS 2027
1
T+0
1D
75.00
77.32
6.7000
6.7000
08.72 KL SDL 2024
1
T+0
1D
75.00
78.72
6.8000
6.8000
07.32 GS 2030
4
T+0
1D
74.00
76.94
6.5500
6.5838
07.17 GS 2028
3
T+0
1D
68.00
69.40
6.5500
6.5978
06.45 GS 2029
2
T+0
1D
55.00
53.36
6.6500
6.6409
08.15 GS 2026
1
T+0
1D
55.00
58.14
6.7000
6.7000
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.28
6.7500
6.7500
07.48 UP SGS 2042
1
T+0
1D
50.00
50.22
6.7500
6.7500
08.17 GS 2044
1
T+0
1D
50.00
56.56
6.5000
6.5000
07.05 MH SDL 2032
1
T+0
1D
45.00
43.91
6.8000
6.8000
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
41.27
6.8000
6.8000
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.74
6.7800
6.7800
08.26 GS 2027
1
T+0
1D
40.00
41.99
6.5000
6.5000
06.22 GS 2035
1
T+0
1D
35.00
32.63
6.6500
6.6500
06.86 KL SDL 2035
1
T+0
1D
30.00
28.74
6.8000
6.8000
07.23 GS 2039
2
T+0
1D
30.00
30.13
5.5000
5.5000
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.10
6.8000
6.8000
06.79 GS 2027
1
T+0
1D
25.00
25.49
6.5000
6.5000
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.73
6.8000
6.8000
06.99 GS 2051
1
T+0
1D
25.00
24.78
6.5000
6.5000
07.37 KA SGS 2037
1
T+0
1D
25.00
24.95
6.8000
6.8000
07.52 UP SGS 2039
1
T+0
1D
25.00
25.19
6.8000
6.8000
08.24 GS 2033
2
T+0
1D
25.00
27.71
6.6500
6.6500
06.69 MP SDL 2025
1
T+0
1D
20.00
20.03
6.8000
6.8000
06.99 TN SDL 2041
1
T+0
1D
20.00
19.60
6.8000
6.8000
07.62 MH SDL 2030
1
T+0
1D
20.00
20.76
6.8000
6.8000
07.98 KA SDL 2025
1
T+0
1D
20.00
20.21
6.8000
6.8000
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.61
6.7800
6.7800
05.15 GS 2025
1
T+0
1D
19.00
18.92
6.5500
6.5500
05.77 GS 2030
2
T+0
1D
16.00
15.07
6.6000
6.6000
07.26 GS 2032
1
T+0
1D
15.00
15.25
6.5500
6.5500
06.67 GS 2050
1
T+0
1D
13.00
12.42
6.5000
6.5000
07.16 GS 2050
1
T+0
1D
11.00
10.93
6.5500
6.5500
06.54 GS 2032
1
T+0
1D
10.00
9.79
6.5500
6.5500
07.40 GS 2035
1
T+0
1D
10.00
10.27
6.5500
6.5500
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.36
6.7800
6.7800
07.73 MH SGS 2032
1
T+0
1D
9.00
9.17
6.7800
6.7800
07.72 GS 2049
1
T+0
1D
6.00
6.49
6.6000
6.6000
05.85 GS 2030
1
T+0
1D
5.00
4.77
6.6000
6.6000
07.41 GS 2036
1
T+0
1D
5.00
5.20
6.2500
6.2500
07.54 GS 2036
1
T+0
1D
5.00
5.28
6.5500
6.5500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.18
6.7800
6.7800
08.28 GS 2027
1
T+0
1D
5.00
5.20
6.5500
6.5500
08.55 RJ SDL 2026
1
T+0
1D
5.00
5.15
6.7800
6.7800
07.36 GS 2052
1
T+0
1D
4.00
4.08
6.5500
6.5500
07.06 GS 2046
1
T+0
1D
2.00
1.96
6.5000
6.5000
07.59 GS 2026
1
T+0
1D
2.00
2.06
6.6000
6.6000
Total
249
28282.00
28667.94
Apr 25 2024 9:22AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/260424
T+0
1D
6.70
6.72
6.65
6.72
6.70
144
90529.45
Total
144
90529.45
Apr 25 2024 9:21AM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
187
1765.0000
99.8800
7.1956
07.10 GS 2034
6
50.0000
99.6900
7.1433
07.18 GS 2037
6
40.0000
99.5500
7.2315
07.32 GS 2030
1
25.0000
100.5800
7.2062
08.24 GS 2033
3
15.0000
107.0000
7.2116
GOI FRB 2028
1
10.0000
100.1400
7.6270
07.06 GS 2028
1
1.0000
99.9100
7.0850
Total
205
1906.0000
Apr 25 2024 9:22AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.3625
83.3700
83.3625
83.3675
83.3300
0.0375
R-SPOT
-
-
-
-
0.1500
-
SPOT
83.3400
83.3725
83.3400
83.3675
83.3300
0.0375
FX-Retail
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FX-Retail Platform
is effective from 1st April 2023.
Click here for more information
FX-Retail Virtual Demo
FX-Retail Brochure
FX-Retail Mock (Test environment):
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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
CCIL's Year-end MTM Prices as on 28th March'24
Go-live of FX-Clear new version (post merger with FX-Swap platform) w.e.f. March 18, 2024.
Portfolio Compression run by CCIL for outstanding Forex Forward market a success! Over 71.31% compression achieved in the 16th cycle
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) markePortfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 86.88% compression achieved in the 33rd cycle
Launch of New CCIL Website - beta version!
The Clearing Corporation of India Ltd. (“CCIL”) receives The Bank of England (the “BoE”) recognition as a non-UK CCP.
FX-CLEAR registered its highest daily volume of USD 3895.37 million on 13th December, 2023
Reserve Bank of India and Bank of England sign a Memorandum of Understanding on cooperation and exchange of information related to The Clearing Corporation of India Limited
Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM)
CCIL’s Application for UK Recognition
Transition of Legacy MIFOR trades to Modified MIFOR benchmark completed by CCIL
SARVAM Rule Book effective from May 02, 2023
SARVAM Notification
CCIL's Year-end Prices as on 31st March'23
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
Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation
Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models
SWAPTION trade by trade real time data dissemination commenced
Consultation Paper : Introduction of Forward trading in Government Securities
Consultation Paper: Default Management Resources
Statistics