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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
6.85
6.75
6.75
1869.00
6.79
6.67
11039.47
TREP
6.70
6.75
6.65
6.70
150116.45
6.71
6.70
382681.50
REPO
4.50
6.80
4.01
6.73
99249.24
6.50
6.55
165993.76
Money Market
251234.69
6.63
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 9:38AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
26/04/2024
22
1869.00
6.75
6.85
6.75
6.75
6.7905
Total
22
1869.00
Apr 25 2024 9:38AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
45
T+0
1D
16496.72
16234.69
6.7200
6.7326
CG LIQUID 5 TO 10 YR
46
T+0
1D
11612.74
11613.29
6.7400
6.7252
SG SECS UPTO 5YR
63
T+0
1D
7187.66
7045.58
6.7500
6.7567
FRB
18
T+0
1D
7034.90
6862.80
6.7400
6.7245
TBILLS 182 DTB
15
T+0
1D
6903.92
7094.21
6.7300
6.7355
CG LIQUID 1 TO 3 YR
23
T+0
1D
4626.85
4597.24
6.7200
6.7267
CG LIQUID 10 TO 20YR
26
T+0
1D
3068.91
2931.10
6.7300
6.7268
CG LIQUID 3 TO 5 YR
13
T+0
1D
1703.95
1679.15
6.7400
6.7338
TBILLS 91 DTB
3
T+0
1D
1523.99
1549.30
6.7300
6.7338
CG STRIPS
12
T+0
1D
1451.95
1743.14
6.8000
6.7655
OIL BONDS
7
T+0
1D
1321.97
1308.43
6.7500
6.7500
TBILLS 364 DTB
8
T+0
1D
1296.97
1357.29
6.7200
6.7200
CG LIQUID UPTO 1 YR
4
T+0
1D
1163.98
1136.53
6.7200
6.7092
SG SECS ABV 5YR
19
T+0
1D
1057.88
1041.49
6.7500
6.7612
Total
302
66452.39
66194.24
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
06.69 GS 2024
3
T+0
1D
1289.00
1316.43
6.7200
6.7200
06.90 OIL SPL 2026
2
T+0
1D
1000.00
1005.65
6.7300
6.7300
07.38 GS 2027
6
T+0
1D
990.00
1020.57
6.7500
6.7462
05.22 GS 2025
3
T+0
1D
940.00
939.20
6.6500
6.6500
06.10 GS 2031
6
T+0
1D
750.00
717.25
6.7300
6.6460
07.37 GS 2028
5
T+0
1D
550.00
553.91
6.7800
6.6968
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
07.89 GJ SDL 2025
1
T+0
1D
395.00
410.96
6.7300
6.7300
07.06 GS 2028
6
T+0
1D
350.00
349.45
6.7500
6.6814
05.63 GS 2026
5
T+0
1D
340.00
331.44
6.7500
6.4454
07.54 AS SDL 2028
1
T+0
1D
300.00
305.25
6.7300
6.7300
07.33 GS 2026
2
T+0
1D
240.00
249.55
6.7500
6.7500
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
07.17 GS 2028
4
T+0
1D
125.00
127.57
6.7500
6.6672
07.73 UP SGS 2035
1
T+0
1D
125.00
131.50
6.7500
6.7500
07.32 GS 2030
5
T+0
1D
124.00
128.93
6.7500
6.6508
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
125.56
6.7500
6.7500
07.26 GS 2033
4
T+0
1D
111.00
113.08
6.7500
6.5572
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
05.80 MH SDL 2025
1
T+0
1D
100.00
100.18
6.7500
6.7500
07.45 KA SGS 2037
1
T+0
1D
100.00
100.33
6.8000
6.8000
07.10 GS 2029
2
T+0
1D
90.00
89.82
6.4000
6.5333
08.72 KL SDL 2024
1
T+0
1D
75.00
78.72
6.8000
6.8000
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
GS12DEC2024C
1
T+0
1D
55.00
52.64
6.8000
6.8000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.26
6.8000
6.8000
05.70 MH SDL 2024
1
T+0
1D
50.00
50.02
6.8000
6.8000
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.28
6.7500
6.7500
05.82 TS SDL 2024
1
T+0
1D
50.00
51.27
6.8000
6.8000
06.99 GS 2026
1
T+0
1D
50.00
49.95
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
09.01 MH SDL 2024
1
T+0
1D
50.00
50.86
6.8000
6.8000
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
08.42 KL SDL 2026
1
T+0
1D
30.00
31.10
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
GS16JUN2025C
1
T+0
1D
25.00
23.08
6.8000
6.8000
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
07.26 GS 2032
2
T+0
1D
20.00
20.33
6.7800
6.6075
07.62 MH SDL 2030
1
T+0
1D
20.00
20.76
6.8000
6.8000
07.68 KA SGS 2034
1
T+0
1D
20.00
20.79
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
GS19DEC2025C
1
T+0
1D
15.00
13.36
6.8000
6.8000
GS19JUN2026C
1
T+0
1D
15.00
12.89
6.8000
6.8000
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
07.61 TN SDL 2027
1
T+0
1D
10.00
10.18
6.8000
6.8000
07.96 PN SDL 2026
1
T+0
1D
10.00
10.49
6.8000
6.8000
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.41
6.8000
6.8000
08.34 UP SDL 2029
1
T+0
1D
10.00
10.52
6.8000
6.8000
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
287
33055.00
33518.90
Apr 25 2024 9:38AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/260424
T+0
1D
6.70
6.75
6.65
6.70
6.71
241
150116.45
Total
241
150116.45
Apr 25 2024 9:38AM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
232
2385.0000
99.8750
7.1964
07.18 GS 2037
17
155.0000
99.5500
7.2315
07.10 GS 2034
7
55.0000
99.6900
7.1433
07.10 GS 2029
3
35.0000
99.6000
7.1964
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
07.10 GS 2034
9
4.8500
99.6900
7.1433
07.06 GS 2028
1
1.0000
99.9100
7.0850
07.44 WB SGS 2041
1
1.0000
99.6500
7.4753
Total
275
2686.8500
Reported Deals
Trades
TTA
LTP
LTY
07.37 GS 2028
1
25.0000
100.6200
7.2057
Total
1
25.0000
Apr 25 2024 9:39AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.3625
83.3800
83.3625
83.3800
83.3300
0.0500
R-SPOT
-
-
-
-
0.1500
-
SPOT
83.3400
83.3900
83.3400
83.3800
83.3300
0.0500
FX-Retail
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is effective from 1st April 2023.
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Market Liquidity Indicators
Notifications
Discussion Papers
Request For Proposal
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GST Registration Details
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RBI RETAIL DIRECT
FBIL Overnight MIBOR Methodology
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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