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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
6.65
6.80
5.40
6.70
11628.92
6.61
6.54
8785.33
TREP
6.55
6.80
6.53
6.75
310812.70
6.65
6.50
303355.00
REPO
6.00
6.90
3.00
6.80
155659.36
6.62
6.53
163171.30
Money Market
478100.98
6.64
6.51
475311.63
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 8 2024 5:07PM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
09/05/2024
317
11628.92
6.65
6.80
5.40
6.70
6.6129
16D
T + 0
24/05/2024
9
390.00
6.80
7.00
6.70
7.00
6.9295
19D
T + 0
27/05/2024
2
150.00
6.85
6.85
6.85
6.85
6.8500
47D
T + 0
24/06/2024
1
100.00
6.95
6.95
6.95
6.95
6.9500
51D
T + 0
28/06/2024
1
75.00
6.95
6.95
6.95
6.95
6.9500
20D
T + 0
28/05/2024
1
75.00
6.85
6.85
6.85
6.85
6.8500
2D
T + 0
10/05/2024
4
67.00
6.65
6.65
6.60
6.60
6.6358
5D
T + 0
13/05/2024
6
34.75
6.55
6.55
5.90
5.90
6.3404
7D
T + 0
15/05/2024
2
33.00
6.35
6.60
6.35
6.60
6.5394
13D
T + 0
21/05/2024
1
6.00
6.50
6.50
6.50
6.50
6.5000
Total
344
12559.67
May 8 2024 2:32PM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
58
T+0
1D
20143.70
19686.68
6.8500
6.6583
CG LIQUID 5 TO 10 YR
89
T+0
1D
15256.55
15045.31
6.7400
6.6589
SG SECS UPTO 5YR
136
T+0
1D
14166.29
13857.32
6.9000
6.7014
TBILLS 182 DTB
25
T+0
1D
12124.85
12456.97
6.7000
6.6518
CG LIQUID 10 TO 20YR
58
T+0
1D
9214.66
8703.29
6.8500
6.6583
FRB
23
T+0
1D
8356.89
8226.85
6.8500
6.6347
CG LIQUID 1 TO 3 YR
46
T+0
1D
6168.77
6136.91
6.8500
6.6327
CG LIQUID 3 TO 5 YR
36
T+0
1D
5981.82
5827.11
6.8000
6.6608
TBILLS 91 DTB
7
T+0
1D
3433.97
3487.35
6.6800
6.6519
SG SECS ABV 5YR
24
T+0
1D
2881.88
2850.43
6.7500
6.6533
CG LIQUID UPTO 1 YR
16
T+0
1D
2766.93
2712.68
6.7400
6.6854
OIL BONDS
10
T+0
1D
2396.96
2365.08
6.8500
6.6922
TBILLS 364 DTB
8
T+0
1D
1974.96
2071.66
6.6500
6.6247
CG STRIPS
18
T+0
1D
1669.92
1954.31
6.6900
6.6998
CG RESIDUAL
3
T+0
1D
171.99
156.66
6.9000
6.7913
Total
557
106710.14
105538.61
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
57
T+0
1D
9306.00
9492.62
6.5500
6.2989
07.18 GS 2037
20
T+0
1D
4445.00
4536.75
6.5100
6.4824
07.30 GS 2053
21
T+0
1D
3741.00
3878.24
6.5000
6.3753
08.20 OIL SP 2024SEP
5
T+0
1D
2100.00
2132.28
6.8500
6.6738
06.35 OIL SPL 2024
4
T+0
1D
1800.00
1832.47
6.6800
6.6744
06.90 OIL SPL 2026
5
T+0
1D
1800.00
1819.02
6.6800
6.6811
09.15 GS 2024
4
T+0
1D
1770.00
1866.73
6.7700
6.6937
GOI FRB 2028
1
T+0
1D
1444.00
1454.38
6.6300
6.6300
07.10 GS 2034
15
T+0
1D
1205.00
1212.61
6.0000
5.8044
07.38 GS 2027
6
T+0
1D
965.00
999.05
6.6500
6.6399
06.69 GS 2024
3
T+0
1D
888.00
909.17
6.6000
6.6000
07.72 GS 2025
2
T+0
1D
800.00
833.58
6.6800
6.6800
07.10 GS 2029
6
T+0
1D
665.00
666.54
6.6400
6.5914
05.22 GS 2025
2
T+0
1D
660.00
661.01
6.5500
6.5500
07.89 GJ SDL 2025
3
T+0
1D
655.00
683.54
6.7000
6.6518
07.42 MH SGS 2034
2
T+0
1D
520.00
524.79
6.6500
6.6527
07.06 GS 2028
5
T+0
1D
510.00
511.74
6.6500
6.5453
07.37 GS 2028
5
T+0
1D
510.00
516.44
6.6500
6.5475
07.32 GS 2030
6
T+0
1D
507.00
529.71
6.4000
6.3996
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
504.46
6.6300
6.6300
07.25 GS 2063
5
T+0
1D
491.00
505.78
6.7000
6.5089
06.94 CG SDL 2029
2
T+0
1D
335.00
331.55
6.7000
6.7000
07.33 GS 2026
2
T+0
1D
330.00
332.22
6.8000
6.7879
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.55
6.6000
6.6000
08.15 GS 2026
2
T+0
1D
305.00
323.64
6.6800
6.6025
07.54 AS SDL 2028
2
T+0
1D
300.00
306.95
6.6200
6.6200
07.27 GS 2026
3
T+0
1D
285.00
287.55
6.6300
6.5477
07.70 MH SGS 2034 15 NOV
1
T+0
1D
250.00
264.17
6.7000
6.7000
06.18 GS 2024
3
T+0
1D
233.00
232.18
6.4000
6.4129
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.51
6.6000
6.6000
07.84 MH SDL 2026
1
T+0
1D
200.00
206.88
6.6000
6.6000
07.96 MH SDL 2026
1
T+0
1D
200.00
208.02
6.6000
6.6000
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
182.60
6.7000
6.7000
07.53 PN SGS 2037
3
T+0
1D
170.00
170.77
6.8000
6.7647
07.34 GS 2064
1
T+0
1D
155.00
157.47
6.5000
6.5000
08.33 GS 2026
1
T+0
1D
150.00
157.83
6.6800
6.6800
07.95 FERT BND 2026
2
T+0
1D
149.00
153.07
6.7900
6.7846
06.97 GS 2026
2
T+0
1D
135.00
136.27
6.4500
6.4500
06.54 GS 2032
2
T+0
1D
127.00
125.13
6.6500
6.5295
06.10 GS 2031
1
T+0
1D
125.00
120.21
6.4500
6.4500
07.73 UP SGS 2035
1
T+0
1D
125.00
132.51
6.7000
6.7000
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
125.94
6.7000
6.7000
06.79 GS 2027
3
T+0
1D
115.00
117.69
6.8000
6.6987
07.57 GS 2033
2
T+0
1D
115.00
121.68
6.5500
6.5187
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.13
6.7200
6.7200
07.23 GS 2039
4
T+0
1D
100.00
101.00
6.0000
6.0000
GS12JUN2030C
1
T+0
1D
100.00
65.28
6.7200
6.7200
08.00 OIL SPL 2026
2
T+0
1D
98.00
100.10
6.8500
6.7505
07.26 GS 2033
4
T+0
1D
96.00
98.43
6.5000
6.5293
07.26 GS 2032
2
T+0
1D
95.00
97.09
6.6500
6.5658
07.29 PY SGS 2026
1
T+0
1D
95.00
95.96
6.7000
6.7000
07.64 MH SGS 2032
1
T+0
1D
95.00
97.08
6.7500
6.7500
07.07 GJ SDL 2031
1
T+0
1D
90.00
89.65
6.7500
6.7500
GS12DEC2027C
1
T+0
1D
90.00
69.43
6.7500
6.7500
07.41 UP SGS 2034
1
T+0
1D
85.00
87.42
6.7500
6.7500
07.48 UP SGS 2040
1
T+0
1D
80.00
80.83
6.7000
6.7000
364 DTB 30052024
2
T+0
1D
80.00
79.66
6.8000
6.7950
06.44 MH SDL 2028
1
T+0
1D
75.00
73.54
6.7000
6.7000
07.47 AP SGS 2037 08 MAY
1
T+0
1D
75.00
75.12
6.8000
6.8000
07.52 WB SGS 2039
1
T+0
1D
75.00
76.16
6.7500
6.7500
07.63 KA SGS 2040
1
T+0
1D
75.00
78.55
6.7500
6.7500
08.72 KL SDL 2024
1
T+0
1D
75.00
75.65
6.7200
6.7200
07.59 GS 2026
1
T+0
1D
70.00
72.28
6.8000
6.8000
07.46 KA SGS 2038
1
T+0
1D
65.00
65.76
6.7200
6.7200
07.52 HP SGS 2039
2
T+0
1D
65.00
66.01
6.7500
6.7223
08.67 KA SDL 2026
1
T+0
1D
65.00
67.55
6.7500
6.7500
GS12DEC2024C
1
T+0
1D
65.00
62.37
6.7200
6.7200
07.46 AP SGS 2038 08 MAY
1
T+0
1D
62.00
62.19
6.8000
6.8000
GS12MAR2028C
2
T+0
1D
61.00
46.61
6.8500
6.8090
07.48 MH SGS 2042
1
T+0
1D
60.00
60.66
6.7200
6.7200
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.70
6.7500
6.7500
06.45 GS 2029
2
T+0
1D
55.00
53.69
6.5000
6.5000
07.45 MH SGS 2038 20 MAR
1
T+0
1D
55.00
55.44
6.7200
6.7200
07.48 UP SGS 2042
2
T+0
1D
55.00
55.57
6.7500
6.7282
08.82 BR SDL 2026
1
T+0
1D
55.00
57.31
6.7000
6.7000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.40
6.7000
6.7000
05.70 MH SDL 2024
1
T+0
1D
50.00
50.15
6.7000
6.7000
05.74 GS 2026
1
T+0
1D
50.00
49.89
6.6500
6.6500
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.42
6.7200
6.7200
06.58 KA SDL 2030
1
T+0
1D
50.00
49.41
6.7200
6.7200
06.99 GS 2026
1
T+0
1D
50.00
50.11
6.8000
6.8000
07.17 GS 2030
1
T+0
1D
50.00
50.35
6.8000
6.8000
07.32 MH SGS 2032
1
T+0
1D
50.00
51.31
6.7200
6.7200
07.36 UK SGS 2026
1
T+0
1D
50.00
50.43
6.7500
6.7500
07.38 HR SGS 2035
1
T+0
1D
50.00
50.39
6.7200
6.7200
07.39 KL SGS 2034
1
T+0
1D
50.00
50.45
6.7200
6.7200
07.72 HR SGS 2032
1
T+0
1D
50.00
51.37
6.7200
6.7200
08.27 KA SDL 2026
1
T+0
1D
50.00
52.02
6.7200
6.7200
08.36 MP SDL 2025
1
T+0
1D
50.00
51.89
6.7200
6.7200
08.39 MP SDL 2026
1
T+0
1D
50.00
51.99
6.8000
6.8000
08.43 JH SDL 2029
1
T+0
1D
50.00
52.77
6.7200
6.7200
08.96 MH SDL 2024
1
T+0
1D
50.00
51.61
6.7000
6.7000
09.01 MH SDL 2024
1
T+0
1D
50.00
50.99
6.7000
6.7000
09.11 MH SDL 2024
1
T+0
1D
50.00
52.08
6.7200
6.7200
07.05 MH SDL 2032
1
T+0
1D
45.00
44.24
6.7200
6.7200
08.87 TN SDL 2024
1
T+0
1D
45.00
45.54
6.8500
6.8500
GS12DEC2033C
1
T+0
1D
45.00
22.94
6.7500
6.7500
GS12JUN2033C
1
T+0
1D
45.00
23.77
6.7200
6.7200
GS19SEP2028C
1
T+0
1D
45.00
33.13
6.8500
6.8500
07.28 HR SDL 2026
1
T+0
1D
40.00
40.96
6.8000
6.8000
07.43 MH SGS 2036
1
T+0
1D
40.00
40.56
6.7200
6.7200
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.09
6.7200
6.7200
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.42
6.7100
6.7100
07.45 MH SGS 2039 22 MAR
1
T+0
1D
40.00
40.40
6.7100
6.7100
07.49 ML SGS 2027
1
T+0
1D
40.00
41.26
6.7500
6.7500
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.82
6.7200
6.7200
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.89
6.8000
6.8000
08.25 OD SDL 2025
1
T+0
1D
40.00
41.78
6.8500
6.8500
08.28 KA SDL 2026
1
T+0
1D
40.00
41.20
6.7200
6.7200
08.38 TN SDL 2026
1
T+0
1D
40.00
41.58
6.7200
6.7200
08.61 TN SDL 2027
1
T+0
1D
40.00
42.03
6.8500
6.8500
07.42 TN SGS 2034 03 APR
2
T+0
1D
39.00
39.27
6.8500
6.8449
GS06MAY2025C
1
T+0
1D
36.00
33.60
6.8500
6.8500
GS06MAY2029C
1
T+0
1D
36.00
25.36
6.8500
6.8500
GS06NOV2024C
1
T+0
1D
36.00
34.78
6.7500
6.7500
GS06NOV2025C
1
T+0
1D
36.00
32.44
6.8500
6.8500
GS06NOV2029C
1
T+0
1D
36.00
24.51
6.8500
6.8500
GS19JUN2027C
1
T+0
1D
36.00
28.95
6.8500
6.8500
07.22 MH SDL 2026
1
T+0
1D
35.00
34.97
6.7200
6.7200
07.40 MP SGS 2034
1
T+0
1D
35.00
35.97
6.7200
6.7200
07.46 UP SGS 2034
1
T+0
1D
35.00
35.58
6.7200
6.7200
07.86 HR SDL 2032
1
T+0
1D
35.00
36.91
6.7200
6.7200
08.26 GS 2027
1
T+0
1D
35.00
36.90
5.2500
5.2500
08.51 HR SDL 2026
2
T+0
1D
35.00
36.37
6.8500
6.7386
07.77 AP SGS 2035
1
T+0
1D
33.00
34.99
6.7500
6.7500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.77
6.8000
6.8000
08.23 GOI FCI 2027
1
T+0
1D
31.00
32.26
6.7500
6.7500
06.86 KL SDL 2035
1
T+0
1D
30.00
28.96
6.7200
6.7200
07.40 GS 2062
1
T+0
1D
30.00
30.92
6.5500
6.5500
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.33
6.7200
6.7200
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.37
6.7200
6.7200
07.48 RJ SGS 2037
1
T+0
1D
30.00
30.41
6.7200
6.7200
07.48 UP SGS 2044
1
T+0
1D
30.00
30.34
6.7200
6.7200
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.42
6.7500
6.7500
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.74
6.7200
6.7200
07.72 MH SGS 2031
1
T+0
1D
30.00
30.91
6.7200
6.7200
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.82
6.7200
6.7200
08.15 MH SDL 2025
1
T+0
1D
30.00
31.45
6.8500
6.8500
08.31 JH SDL 2029
1
T+0
1D
30.00
31.65
6.7500
6.7500
08.32 CG SDL 2026
1
T+0
1D
30.00
31.24
6.7200
6.7200
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.16
6.8000
6.8000
05.63 GS 2026
4
T+0
1D
29.00
28.37
6.7000
6.5879
08.17 JH SDL 2025 26 NOV
1
T+0
1D
29.00
30.41
6.8500
6.8500
05.79 GS 2030
2
T+0
1D
28.00
26.98
6.8000
6.5750
GS15JUN2025C
1
T+0
1D
27.00
25.02
6.7500
6.7500
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.91
6.7200
6.7200
07.36 GS 2052
2
T+0
1D
25.00
25.63
6.5000
6.4660
07.37 KA SGS 2037
1
T+0
1D
25.00
25.15
6.7200
6.7200
07.41 AR SGS 2034
1
T+0
1D
25.00
25.26
6.7500
6.7500
07.41 HP SGS 2036
1
T+0
1D
25.00
25.24
6.7200
6.7200
07.62 UP SGS 2035
1
T+0
1D
25.00
25.93
6.7500
6.7500
07.72 MH SGS 2035
1
T+0
1D
25.00
26.16
6.7200
6.7200
07.73 KA SGS 2034
1
T+0
1D
25.00
26.39
6.7200
6.7200
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.47
6.7200
6.7200
07.76 MP SGS 2037 29 NOV
1
T+0
1D
25.00
26.54
6.7200
6.7200
08.17 GS 2044
1
T+0
1D
25.00
28.39
6.5500
6.5500
08.24 GS 2033
2
T+0
1D
25.00
27.90
6.5500
6.5500
08.28 GJ SDL 2029 13 FEB
1
T+0
1D
25.00
26.34
6.7500
6.7500
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.81
6.7500
6.7500
08.44 JH SDL 2029
1
T+0
1D
25.00
26.44
6.7500
6.7500
08.96 TN SDL 2024
1
T+0
1D
25.00
25.81
6.7200
6.7200
182 DTB 16052024
2
T+0
1D
25.00
24.96
6.8000
6.7720
GS15JUN2028C
1
T+0
1D
25.00
18.75
6.8500
6.8500
GS16JUN2024C
1
T+0
1D
25.00
24.82
6.8000
6.8000
GS16JUN2025C
1
T+0
1D
25.00
23.15
6.7500
6.7500
GS30JUN2027C
1
T+0
1D
25.00
20.06
6.8500
6.8500
GS31DEC2027C
1
T+0
1D
25.00
19.36
6.8500
6.8500
GS15DEC2025C
1
T+0
1D
22.00
19.68
6.8500
6.8500
06.69 MP SDL 2025
1
T+0
1D
20.00
20.09
6.7200
6.7200
06.92 UP SDL 2031
1
T+0
1D
20.00
19.56
6.7200
6.7200
06.99 TN SDL 2041
1
T+0
1D
20.00
19.75
6.6500
6.6500
07.20 MH SGS 2028
1
T+0
1D
20.00
20.52
6.7500
6.7500
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.56
6.7200
6.7200
07.46 ML SGS 2034
1
T+0
1D
20.00
20.19
6.7500
6.7500
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.21
6.6500
6.6500
07.50 UP SGS 2035
1
T+0
1D
20.00
20.44
6.6500
6.6500
07.51 AP SDL 2037
1
T+0
1D
20.00
20.35
6.6500
6.6500
07.52 GA SGS 2039
1
T+0
1D
20.00
20.31
6.7500
6.7500
07.52 RJ SGS 2044
1
T+0
1D
20.00
20.29
6.8000
6.8000
07.62 MH SDL 2030
1
T+0
1D
20.00
20.89
6.7200
6.7200
07.65 UP SGS 2034
1
T+0
1D
20.00
20.88
6.7200
6.7200
07.68 KA SGS 2034
1
T+0
1D
20.00
20.95
6.7200
6.7200
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.39
6.7200
6.7200
07.76 MP SDL 2027
1
T+0
1D
20.00
20.48
6.7200
6.7200
07.98 KA SDL 2025
1
T+0
1D
20.00
20.28
6.7200
6.7200
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.73
6.7200
6.7200
08.06 KA SDL 2025 11 FEB
1
T+0
1D
20.00
20.49
6.7200
6.7200
08.08 TN SDL 2028
1
T+0
1D
20.00
21.11
6.8000
6.8000
08.08 UP SDL 2025 11 FEB
1
T+0
1D
20.00
20.49
6.8000
6.8000
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.68
6.8000
6.8000
08.30 RJ SDL 2026
1
T+0
1D
20.00
20.82
6.8000
6.8000
08.36 MH SDL 2026
1
T+0
1D
20.00
20.78
6.8000
6.8000
08.40 OIL SPL 2026
1
T+0
1D
20.00
20.56
6.8500
6.8500
08.97 KL SDL 2024
1
T+0
1D
20.00
20.59
6.7200
6.7200
GS12DEC2030C
1
T+0
1D
20.00
12.60
6.7500
6.7500
GS12DEC2032C
1
T+0
1D
20.00
10.94
6.7500
6.7500
GS12JUN2031C
1
T+0
1D
20.00
12.16
6.7500
6.7500
GS12JUN2032C
1
T+0
1D
20.00
11.33
6.7500
6.7500
GS15JUN2024C
1
T+0
1D
20.00
19.85
6.8000
6.8000
05.77 GS 2030
2
T+0
1D
16.00
15.15
6.4500
6.4594
06.01 GS 2028
1
T+0
1D
15.00
14.55
6.7500
6.7500
06.84 BR SDL 2030
1
T+0
1D
15.00
14.96
6.8000
6.8000
06.85 WB SDL 2031
1
T+0
1D
15.00
14.70
6.7200
6.7200
07.33 MH SDL 2027
1
T+0
1D
15.00
15.14
6.8000
6.8000
07.34 AP SGS 2029
1
T+0
1D
15.00
15.50
6.8000
6.8000
07.39 HR SGS 2029
1
T+0
1D
15.00
15.03
6.7500
6.7500
07.46 UP SGS 2039
1
T+0
1D
15.00
15.16
6.7200
6.7200
07.49 MH SGS 2030
1
T+0
1D
15.00
15.14
6.8000
6.8000
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.35
6.7200
6.7200
07.51 UP SGS 2040
1
T+0
1D
15.00
15.21
6.6500
6.6500
07.78 PY SGS 2036
1
T+0
1D
15.00
15.78
6.8000
6.8000
07.81 HR SDL 2032 13 JUL
1
T+0
1D
15.00
15.73
6.7200
6.7200
07.86 RJ SDL 2027
1
T+0
1D
15.00
15.65
6.7500
6.7500
08.17 WB SDL 2025 27 MAY
1
T+0
1D
15.00
15.68
6.8000
6.8000
08.21 HR UDAY 2025
1
T+0
1D
15.00
15.24
6.7000
6.7000
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.51
6.8000
6.8000
09.01 KA SDL 2024
1
T+0
1D
15.00
15.53
6.8000
6.8000
09.14 KA SDL 2024
1
T+0
1D
15.00
15.63
6.8000
6.8000
09.19 KL SDL 2024
1
T+0
1D
15.00
15.63
6.8000
6.8000
GS12DEC2025C
1
T+0
1D
15.00
13.42
6.8500
6.8500
GS19DEC2025C
1
T+0
1D
15.00
13.41
6.7500
6.7500
GS19JUN2026C
1
T+0
1D
15.00
12.94
6.8000
6.8000
08.69 TN SDL 2026
1
T+0
1D
14.00
14.55
6.8000
6.8000
07.16 GS 2050
1
T+0
1D
11.00
11.00
6.4500
6.4500
05.60 HR SDL 2024
1
T+0
1D
10.00
10.26
6.8000
6.8000
06.22 GS 2035
1
T+0
1D
10.00
9.40
6.5000
6.5000
07.15 TN SDL 2027
1
T+0
1D
10.00
10.26
6.8000
6.8000
07.17 GS 2028
1
T+0
1D
10.00
10.26
6.8000
6.8000
07.40 GS 2035
1
T+0
1D
10.00
10.31
6.4500
6.4500
07.45 MH SGS 2039 27 MAR
1
T+0
1D
10.00
10.09
6.8000
6.8000
07.46 AP SGS 2042
1
T+0
1D
10.00
10.08
6.8000
6.8000
07.64 RJ SDL 2027
1
T+0
1D
10.00
10.09
6.8000
6.8000
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.45
6.7500
6.7500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.48
6.8000
6.8000
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.45
6.8000
6.8000
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.40
6.7700
6.7700
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.38
6.8000
6.8000
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.39
6.8000
6.8000
07.06 GS 2046
1
T+0
1D
8.00
7.90
6.4500
6.4500
07.47 TS SGS 2036
1
T+0
1D
8.00
8.00
6.7200
6.7200
07.72 GS 2049
1
T+0
1D
6.00
6.53
6.5000
6.5000
05.85 GS 2030
1
T+0
1D
5.00
4.80
6.5000
6.5000
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.98
6.7200
6.7200
07.54 GS 2036
1
T+0
1D
5.00
5.32
6.4500
6.4500
07.96 MH SDL 2025
1
T+0
1D
5.00
5.07
6.8500
6.8500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.7800
6.7800
08.28 GS 2027
1
T+0
1D
5.00
5.23
6.2500
6.2500
08.30 MP SDL 2026
1
T+0
1D
5.00
5.20
6.8500
6.8500
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.8000
6.8000
06.99 GS 2051
1
T+0
1D
2.00
2.00
6.2500
6.2500
07.25 GS 2063
2
T+0
30D
1000.00
1030.10
6.7500
6.7500
Total
448
47775.00
48588.97
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.32 GS 2030
2
T+0
1D
1122.0000
1172.2469
06.69 GS 2024
1
T+0
1D
470.0000
481.2068
364 DTB 14112024
1
T+0
1D
390.0000
376.3828
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.3593
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.4649
08.34 UP SDL 2026
1
T+0
1D
240.0000
250.0180
08.24 TN SDL 2025 10 JUN
1
T+0
1D
200.0000
208.6501
364 DTB 16012025
1
T+0
1D
195.0000
185.8568
07.35 GS 2024
1
T+0
1D
103.7500
106.6723
08.69 TN SDL 2026
1
T+0
1D
21.0000
21.8308
05.15 GS 2025
1
T+0
1D
19.0000
18.9697
07.25 GS 2063
1
T+1
92D
590.0000
607.8795
Total
13
3935.7500
4021.5379
May 8 2024 9:01PM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/090524
T+0
1D
6.55
6.80
6.53
6.75
6.65
915
310812.70
TREP/100524
T+0
2D
6.58
6.75
6.58
6.75
6.67
2
550.00
TREP/150524
T+0
7D
6.55
6.55
6.55
6.55
6.55
2
200.00
TREP/130524
T+0
5D
6.55
6.55
6.55
6.55
6.55
1
130.00
Total
920
311692.70
May 8 2024 8:04PM
Security Description
Trades
TTA
LTP
LTY
GS12JUN2032C
1
10.1500
55.6755
7.3700
GS12JUN2033C
1
10.1500
51.7883
7.3700
GS12DEC2032C
1
10.0000
53.6967
7.3700
GS12DEC2033C
1
10.0000
49.9478
7.3700
GS12JUN2031C
1
10.0000
59.8543
7.3700
GS22AUG2025C
1
0.1000
91.1911
7.3000
GS12SEP2024C
1
0.0740
97.5748
7.2000
07.18 GS 2033
1655
20015.0000
100.2900
7.1343
07.10 GS 2034
1086
10550.0000
100.0450
7.0924
07.32 GS 2030
174
1970.0000
100.8775
7.1488
07.18 GS 2037
80
1060.0000
99.9800
7.1805
07.30 GS 2053
86
1025.0000
100.8000
7.2328
07.37 GS 2028
66
870.0000
100.9500
7.1161
07.23 GS 2039
67
660.0000
100.5000
7.1741
GOI FRB 2028
27
575.0000
100.0000
7.6722
07.25 GS 2063
44
505.0000
100.0700
7.2438
07.17 GS 2030
30
355.0000
100.0200
7.1644
07.06 GS 2028
20
330.0000
99.7500
7.1318
07.10 GS 2029
25
300.0000
99.8300
7.1399
07.46 GS 2073
8
200.0000
102.9500
7.2398
GOI FRB 2024
2
200.0000
99.9400
7.0928
07.34 GS 2064
21
175.0000
101.2400
7.2442
06.10 GS 2031
5
165.0000
94.1500
7.1544
05.63 GS 2026
12
160.0000
97.4150
7.0866
05.74 GS 2026
6
145.0000
96.9100
7.1017
08.33 GS 2036
6
95.0000
109.0800
7.1912
05.22 GS 2025
1
90.0000
98.0675
7.0699
05.15 GS 2025
4
75.0000
97.3100
7.0716
07.41 GS 2036
3
70.0000
101.7500
7.1952
07.72 GS 2025
2
60.0000
100.6275
7.0806
GOI FRB 2034
4
35.0000
100.0500
8.0017
GOI FRB 2033
6
30.0000
102.0000
7.9458
07.26 GS 2032
3
20.0000
100.6350
7.1546
07.10 GS 2034
14
19.9000
100.0400
7.0931
07.26 GS 2033
2
15.0000
100.6000
7.1640
07.16 GS 2050
2
10.0000
99.3500
7.2144
05.79 GS 2030
2
10.0000
93.3600
7.1700
06.67 GS 2050
1
10.0000
93.3500
7.2359
07.54 GS 2036
1
10.0000
102.8200
7.1855
06.99 GS 2026
1
10.0000
99.8200
7.0873
07.16 GS 2050
3
9.5000
99.1700
7.2298
07.18 GS 2033
11
8.9900
100.2400
7.1418
07.32 GS 2030
2
6.2000
100.9000
7.1445
08.20 OIL SP 2024SEP
1
6.0000
100.3225
7.0978
05.79 GS 2030
2
5.0000
93.3000
7.1830
06.76 GS 2061
1
5.0000
93.7500
7.2474
07.59 GS 2026
1
5.0000
100.7300
7.1096
08.00 OIL SPL 2026
1
4.5500
101.0000
7.4101
07.18 GS 2037
6
2.8540
99.9000
7.1900
08.24 GS 2027
1
2.7500
102.4200
7.2515
08.83 GS 2041
1
2.7000
115.7500
7.2322
07.06 GS 2028
5
2.2770
99.7700
7.1258
08.30 GS 2040
1
1.5000
110.2000
7.2185
07.10 GS 2029
1
0.9000
99.8500
7.1350
07.34 GS 2064
1
0.8500
101.2500
7.2434
07.25 GS 2063
8
0.6300
100.1000
7.2415
07.37 GS 2028
1
0.5500
100.9250
7.1227
08.30 GS 2042
1
0.5500
110.8300
7.2315
05.74 GS 2026
1
0.5350
96.8700
7.1197
07.95 GS 2032
1
0.4000
104.8500
7.1623
07.23 GS 2039
2
0.1560
100.7500
7.1467
07.30 GS 2053
1
0.0010
100.9500
7.2205
07.41 GS 2036
1
0.0010
100.0000
7.4086
07.73 KA SGS 2034
6
400.0000
102.0900
7.4397
07.49 TN SGS 2034
2
200.0000
100.3425
7.4400
07.53 PN SGS 2037
2
105.0000
100.3000
7.4931
07.52 UP SGS 2039
1
50.0000
100.5800
7.4535
08.09 KL SDL 2025
1
15.0000
100.6000
7.3198
08.09 MP SDL 2025
1
15.0000
100.6000
7.3198
07.44 TS SGS 2036
2
10.0000
99.8400
7.4591
07.48 PN SGS 2037
2
10.0000
99.9875
7.4802
07.71 AP SGS 2033 06 APR
1
10.0000
101.5500
7.4670
08.57 HR SDL 2028
1
5.0000
103.8500
7.4699
07.57 HR SGS 2030
1
5.0000
100.5050
7.4698
07.53 WB SGS 2044
1
5.0000
100.7000
7.4607
07.80 TN SDL 2032 01 JUN
2
2.4000
102.1000
7.4475
07.55 PN SGS 2032
1
2.2220
100.3200
7.4950
06.94 TN SDL 2050
2
2.0000
93.9800
7.4679
07.68 GJ SGS 2030
2
2.0000
101.1700
7.4231
07.10 MH SDL 2036
1
1.2200
96.9700
7.4803
06.87 AP SDL 2035
1
1.1000
95.3600
7.4796
07.44 TS SGS 2036
1
1.0390
99.8325
7.4601
08.14 GJ SDL 2029 20 MAR
2
1.0000
102.8200
7.4348
07.93 TS SDL 2034
1
1.0000
103.1600
7.4778
07.45 MH SGS 2039 22 MAR
1
0.7500
99.8975
7.4600
07.63 HR SGS 2032
1
0.5000
100.9300
7.4796
07.49 UP SGS 2034 07 FEB
1
0.1270
100.4000
7.4291
07.84 TN SDL 2052
1
0.0010
102.7500
7.6006
07.81 TN SDL 2052
1
0.0010
102.4000
7.6008
07.82 RJ SDL 2044
1
0.0010
102.2000
7.6035
182 DTB 07112024
15
810.0000
96.5957
7.0680
182 DTB 16052024
10
655.0000
99.8678
6.9000
091 DTB 30052024
12
280.0000
99.6040
6.9100
364 DTB 05122024
5
245.0000
96.0993
7.0550
091 DTB 06062024
11
165.0000
99.4697
6.9500
364 DTB 08052025
4
155.0000
93.4094
7.0750
182 DTB 01082024
3
150.0000
98.4190
6.9800
091 DTB 08082024
3
105.0000
98.2847
7.0000
091 DTB 19072024
2
100.0000
98.6604
6.9800
182 DTB 11072024
5
85.0000
98.8113
6.9700
182 DTB 08082024
1
75.0000
98.2847
7.0000
182 DTB 12092024
4
50.0000
97.6340
7.0200
364 DTB 24042025
2
30.0000
93.6678
7.0500
182 DTB 25072024
2
25.0000
98.5468
6.9900
091 DTB 20062024
2
20.0000
99.2225
6.8100
182 DTB 18072024
3
15.0000
98.6772
6.9900
091 DTB 27062024
2
15.0000
99.0954
6.8000
091 DTB 16052024
2
10.0000
99.8698
6.8000
182 DTB 29082024
1
10.0000
97.8972
7.0000
364 DTB 06022025
1
10.0000
95.0114
7.0200
091 DTB 12072024
1
5.0000
98.7892
6.9900
182 DTB 26092024
1
5.0000
97.3744
7.0300
091 DTB 30052024
2
3.0000
99.6046
6.9000
182 DTB 04072024
1
2.0000
98.9449
6.9500
182 DTB 22082024
1
1.5000
98.0343
6.9700
182 DTB 18072024
1
1.0000
98.6791
6.9800
364 DTB 03102024
1
0.3000
97.2962
6.9000
364 DTB 06022025
1
0.0150
95.0114
7.0200
364 DTB 31102024
1
0.0050
96.7349
7.0400
364 DTB 23012025
1
0.0020
95.2036
7.1000
Total
3668
43810.4510
Reported Deals
Trades
TTA
LTP
LTY
GS12DEC2030C
2
20.3000
62.0600
7.3700
GS12JUN2030C
2
15.6500
64.8023
7.2500
GS12DEC2046C
2
15.3500
20.8573
7.0600
GS22OCT2034C
2
14.6800
48.2306
7.0990
GS22OCT2035C
2
14.6800
44.5353
7.1890
GS22OCT2036C
2
14.6800
41.2993
7.2290
GS22OCT2037C
2
14.6800
38.6183
7.1990
GS22OCT2038C
2
14.6800
35.9814
7.1990
GS22OCT2039C
2
14.6800
33.4746
7.2090
GS22OCT2040C
2
14.6800
31.1364
7.2190
GS22OCT2041C
2
14.6800
28.9559
7.2290
GS22OCT2042C
2
14.6800
26.9230
7.2390
GS22OCT2043C
2
14.6800
25.0279
7.2490
GS22OCT2044C
2
14.6800
23.2618
7.2590
GS22OCT2045C
2
14.6800
21.6161
7.2690
GS22OCT2046C
2
14.6800
20.0829
7.2790
GS22OCT2047C
2
14.6800
18.6972
7.2790
GS22OCT2048C
2
14.6800
17.4071
7.2790
GS22OCT2049C
2
14.6800
16.2060
7.2790
GS22OCT2050C
2
14.6800
15.0878
7.2790
GS22OCT2051C
2
14.6800
14.0467
7.2790
GS22OCT2052C
2
14.6800
13.0775
7.2790
GS22OCT2053C
2
14.6800
12.1751
7.2790
GS22OCT2054C
2
14.6800
11.3350
7.2790
GS22OCT2055C
2
14.6800
10.5529
7.2790
GS22OCT2056C
2
14.6800
9.8247
7.2790
GS22OCT2057C
2
14.6800
9.1174
7.2890
GS22OCT2058C
2
14.6800
8.4593
7.2990
GS22OCT2059C
2
14.6800
7.8204
7.3190
GS22OCT2060C
2
14.6800
7.2524
7.3290
GS22OCT2061C
2
14.6800
6.7244
7.3390
GS22OCT2062C
2
14.6800
6.2336
7.3490
GS22OCT2063C
2
14.6800
5.7775
7.3590
GS22APR2034C
2
14.6800
49.9833
7.0905
GS22APR2035C
2
14.6800
46.3807
7.1390
GS22APR2036C
2
14.6800
42.8415
7.2190
GS22APR2037C
2
14.6800
39.9085
7.2190
GS22APR2038C
2
14.6800
37.3268
7.1890
GS22APR2039C
2
14.6800
34.7313
7.1990
GS22APR2040C
2
14.6800
32.3100
7.2090
GS22APR2041C
2
14.6800
30.0026
7.2290
GS22APR2042C
2
14.6800
27.8975
7.2390
GS22APR2043C
2
14.6800
25.9351
7.2490
GS22APR2044C
2
14.6800
24.1061
7.2590
GS22APR2045C
2
14.6800
22.4017
7.2690
GS22APR2046C
2
14.6800
20.8580
7.2690
GS22APR2047C
2
14.6800
19.3777
7.2790
GS22APR2048C
2
14.6800
18.0406
7.2790
GS22APR2049C
2
14.6800
16.7958
7.2790
GS22APR2050C
2
14.6800
15.6369
7.2790
GS22APR2051C
2
14.6800
14.5579
7.2790
GS22APR2052C
2
14.6800
13.5534
7.2790
GS22APR2053C
2
14.6800
12.6182
7.2790
GS22APR2054C
2
14.6800
11.7476
7.2790
GS22APR2055C
2
14.6800
10.9370
7.2790
GS22APR2056C
2
14.6800
10.1823
7.2790
GS22APR2057C
2
14.6800
9.4496
7.2890
GS22APR2058C
2
14.6800
8.7680
7.2990
GS22APR2059C
2
14.6800
8.1339
7.3090
GS22APR2060C
2
14.6800
7.5443
7.3190
GS22APR2061C
2
14.6800
6.9711
7.3390
GS22APR2062C
2
14.6800
6.4627
7.3490
GS22APR2063C
2
14.6800
6.0127
7.3490
GS22APR2064C
2
14.6800
5.5725
7.3590
GS22OCT2031C
1
14.6800
58.4572
7.3350
GS22OCT2032C
1
14.6800
54.3942
7.3350
GS22OCT2033C
1
14.6800
50.6136
7.3350
GS22APR2031C
1
14.6800
60.6011
7.3350
GS22APR2032C
1
14.6800
56.3891
7.3350
GS22APR2033C
1
14.6800
52.4699
7.3350
GS12JUN2031C
1
10.1500
60.2892
7.2642
GS12JUN2032C
1
10.1500
56.1372
7.2642
GS12JUN2033C
1
10.1500
52.2711
7.2642
GS12JUN2034C
1
10.1500
48.6714
7.2642
GS12JUN2035C
1
10.1500
45.3195
7.2642
GS12JUN2036C
1
10.1500
42.1984
7.2642
GS12JUN2037C
1
10.1500
39.2923
7.2642
GS12JUN2038C
1
10.1500
36.5863
7.2642
GS12JUN2039C
1
10.1500
34.0667
7.2642
GS12JUN2040C
1
10.1500
31.7206
7.2642
GS12JUN2041C
1
10.1500
29.5361
7.2642
GS12JUN2042C
1
10.1500
27.5020
7.2642
GS12JUN2043C
1
10.1500
25.6080
7.2642
GS12JUN2044C
1
10.1500
23.8445
7.2642
GS12JUN2045C
1
10.1500
22.2023
7.2642
GS12JUN2046C
1
10.1500
20.6733
7.2642
GS12JUN2047C
1
10.1500
19.2496
7.2642
GS12JUN2048C
1
10.1500
17.9239
7.2642
GS12JUN2049C
1
10.1500
16.6895
7.2642
GS12JUN2050C
1
10.1500
15.5402
7.2642
GS12JUN2051C
1
10.1500
14.4700
7.2642
GS12JUN2052C
1
10.1500
13.4734
7.2642
GS12JUN2053C
1
10.1500
12.5456
7.2642
GS12JUN2054C
1
10.1500
11.6816
7.2642
GS12JUN2055C
1
10.1500
10.8771
7.2642
GS12JUN2056C
1
10.1500
10.1280
7.2642
GS12JUN2057C
1
10.1500
9.4305
7.2642
GS12JUN2058C
1
10.1500
8.7811
7.2642
GS12JUN2059C
1
10.1500
8.1763
7.2642
GS12JUN2060C
1
10.1500
7.6132
7.2642
GS12JUN2061C
1
10.1500
7.0889
7.2642
GS12JUN2062C
1
10.1500
6.6007
7.2642
GS12JUN2063C
1
10.1500
6.1462
7.2642
GS12DEC2047C
1
10.1500
18.5749
7.2642
GS12DEC2048C
1
10.1500
17.2957
7.2642
GS12DEC2049C
1
10.1500
16.1046
7.2642
GS12DEC2050C
1
10.1500
14.9955
7.2642
GS12DEC2051C
1
10.1500
13.9628
7.2642
GS12DEC2052C
1
10.1500
13.0012
7.2642
GS12DEC2053C
1
10.1500
12.1059
7.2642
GS12DEC2054C
1
10.1500
11.2722
7.2642
GS12DEC2055C
1
10.1500
10.4959
7.2642
GS12DEC2056C
1
10.1500
9.7730
7.2642
GS12DEC2057C
1
10.1500
9.1000
7.2642
GS12DEC2058C
1
10.1500
8.4733
7.2642
GS12DEC2059C
1
10.1500
7.8898
7.2642
GS12DEC2060C
1
10.1500
7.3464
7.2642
GS12DEC2061C
1
10.1500
6.8405
7.2642
GS12DEC2062C
1
10.1500
6.3694
7.2642
GS12JUN2024C
1
10.1500
99.3279
7.2642
GS12JUN2025C
1
10.1500
92.5062
7.2642
GS12JUN2026C
1
10.1500
86.1355
7.2642
GS12JUN2027C
1
10.1500
80.2035
7.2642
GS12JUN2028C
1
10.1500
74.6801
7.2642
GS12JUN2029C
1
10.1500
69.5371
7.2642
GS12DEC2031C
1
10.1500
58.1761
7.2642
GS12DEC2032C
1
10.1500
54.1697
7.2642
GS12DEC2033C
1
10.1500
50.4391
7.2642
GS12DEC2034C
1
10.1500
46.9655
7.2642
GS12DEC2035C
1
10.1500
43.7311
7.2642
GS12DEC2036C
1
10.1500
40.7195
7.2642
GS12DEC2037C
1
10.1500
37.9152
7.2642
GS12DEC2038C
1
10.1500
35.3041
7.2642
GS12DEC2039C
1
10.1500
32.8728
7.2642
GS12DEC2040C
1
10.1500
30.6089
7.2642
GS12DEC2041C
1
10.1500
28.5009
7.2642
GS12DEC2042C
1
10.1500
26.5381
7.2642
GS12DEC2043C
1
10.1500
24.7105
7.2642
GS12DEC2044C
1
10.1500
23.0088
7.2642
GS12DEC2045C
1
10.1500
21.4242
7.2642
GS12DEC2024C
1
10.1500
95.8661
7.2642
GS12DEC2025C
1
10.1500
89.2640
7.2642
GS12DEC2026C
1
10.1500
83.1166
7.2642
GS12DEC2027C
1
10.1500
77.3926
7.2642
GS12DEC2028C
1
10.1500
72.0627
7.2642
GS12DEC2029C
1
10.1500
67.0999
7.2642
GS12JUN2030C
1
10.0000
64.3469
7.3700
07.34GS22APR2064P
3
400.0000
5.5725
7.3590
07.25GS12JUN2063P
1
280.0000
6.1462
7.2642
07.32 GS 2030
12
1050.0000
100.8625
7.1517
05.22 GS 2025
2
500.0000
98.0674
7.0700
07.10 GS 2034
10
385.0000
100.0050
7.0980
05.74 GS 2026
1
335.0000
96.9000
7.1062
07.18 GS 2033
8
290.0000
100.2450
7.1411
07.17 GS 2030
4
250.0000
100.0400
7.1602
07.06 GS 2028
4
250.0000
99.7700
7.1258
07.23 GS 2039
3
250.0000
100.5050
7.1735
07.18 GS 2037
3
225.0000
99.9700
7.1817
06.79 GS 2027
3
190.0000
99.0896
7.1300
07.37 GS 2028
3
185.0000
101.0000
7.1029
07.10 GS 2029
2
175.0000
99.8000
7.1472
05.63 GS 2026
2
175.0000
97.3800
7.1067
07.27 GS 2026
1
165.0000
100.2900
7.1002
07.17 GS 2028
2
140.0000
100.0814
7.1400
07.30 GS 2053
3
135.0000
100.8400
7.2295
06.10 GS 2031
1
125.0000
94.0900
7.1656
07.50 GS 2034
1
100.0000
102.6061
7.1350
07.73 GS 2034
1
100.0000
104.3642
7.1350
07.72 GS 2025
1
50.0000
100.6132
7.0950
07.54 GS 2036
1
50.0000
102.7900
7.1892
07.33 GS 2026
1
50.0000
100.5000
7.1048
06.62 GS 2051
2
30.0000
92.4700
7.2550
07.40 GS 2035
1
15.0000
101.5900
7.1906
05.79 GS 2030
2
10.0000
93.3825
7.1651
08.97 GS 2030
1
7.4000
109.2392
7.1800
08.33 GS 2036
1
5.5000
108.9211
7.2100
06.68 GS 2031
1
5.0000
97.3000
7.1564
06.76 GS 2061
1
5.0000
94.1000
7.2186
07.25 GS 2063
1
5.0000
100.0700
7.2438
08.20 OIL SP 2024SEP
1
5.0000
100.2693
7.2499
08.26 GS 2027
1
3.5000
103.0761
7.1700
08.33 GS 2026
1
3.0000
102.3139
7.1500
08.24 GS 2027
1
2.7500
102.4000
7.2595
08.83 GS 2041
1
2.7000
115.6646
7.2400
09.20 GS 2030
1
2.5000
110.0895
7.2000
07.37 GS 2028
1
1.6000
100.9500
7.1161
08.28 GS 2027
1
1.5000
103.2544
7.1700
08.30 GS 2040
1
1.5000
110.0832
7.2300
08.20 OIL SP 2024SEP
1
1.0000
100.1470
7.6000
07.10 GS 2034
1
1.0000
100.0500
7.0916
06.01 GS 2028
3
0.6800
95.8600
7.2509
08.30 GS 2042
1
0.5500
110.7374
7.2400
07.95 GS 2032
1
0.4000
104.7371
7.1800
08.23 GOI FCI 2027
1
0.4000
101.6461
7.5500
07.06 GS 2028
2
0.2000
99.7500
7.1318
07.46 GS 2073
1
0.1300
103.0000
7.2362
07.23 GS 2039
1
0.1000
100.5200
7.1719
07.18 GS 2037
1
0.1000
99.9100
7.1888
07.50 TN SGS 2054
2
75.0000
100.3445
7.4700
07.36 TN SGS 2054
1
57.3060
98.6780
7.4700
07.74 KA SGS 2036
1
55.9250
102.0626
7.4700
07.38 TN SGS 2054
2
50.0000
98.9150
7.4700
07.46 UP SGS 2039
2
25.0000
99.8092
7.4800
05.95 TN SDL 2025
1
25.0000
98.7056
7.3000
07.53 PN SGS 2037
1
15.0000
100.3100
7.4919
07.54 PN SGS 2032
1
15.0000
100.3500
7.4805
07.44 TS SGS 2036
2
10.0000
99.8600
7.4566
07.53 AP SGS 2036
1
10.0000
100.3400
7.4862
08.88 WB SDL 2026
1
9.5500
102.3379
7.4500
08.77 UP UDAY 2031
2
7.0000
106.8000
7.4826
07.41 KA SGS 2036
2
6.0000
100.0800
7.3978
07.43 TN SGS 2034 08 MAY
2
5.0000
100.0400
7.4242
07.43 TN SGS 2034 08 MAY
1
5.0000
100.0400
7.4242
07.42 KA SGS 2035
1
5.0000
99.9500
7.4247
07.42 KA SGS 2039
1
5.0000
99.7175
7.4500
07.51 PN SGS 2037
1
5.0000
100.1400
7.4923
07.53 PN SGS 2036
1
5.0000
100.3700
7.4824
08.73 UP SDL 2028 10 OCT
1
5.0000
104.5825
7.4900
08.52 TS SDL 2039
1
5.0000
109.1013
7.4900
07.47 TS SGS 2036
2
4.2000
100.0800
7.4597
08.98 WB SDL 2024
1
2.5930
100.3643
6.9998
07.55 PN SGS 2032
1
2.2220
100.3300
7.4933
08.71 UP UDAY 2028
1
2.0000
103.8800
7.5300
07.50 MN SGS 2036 20 MAR
1
1.5000
100.0641
7.4900
07.44 TS SGS 2036
1
1.0390
99.8800
7.4540
06.94 TN SDL 2050
1
1.0000
94.0000
7.4661
07.40 TN SGS 2034
1
0.9050
99.8000
7.4268
07.42 TN SGS 2034 03 APR
1
0.5000
99.9300
7.4286
07.53 PN SGS 2036
1
0.4670
100.3000
7.4913
07.84 RJ SGS 2041
1
0.2380
103.4500
7.4757
364 DTB 08052025
35
4140.0000
93.4137
7.0700
091 DTB 08082024
12
1690.0000
98.2859
6.9950
091 DTB 30052024
6
950.0000
99.6017
6.9500
182 DTB 07112024
14
850.0000
96.5994
7.0600
182 DTB 16052024
3
575.0000
99.8678
6.9000
182 DTB 26092024
2
205.0000
97.3707
7.0400
091 DTB 20062024
1
200.0000
99.2236
6.8000
182 DTB 29082024
2
175.0000
97.8928
7.0150
182 DTB 11072024
1
175.0000
98.8096
6.9800
364 DTB 06022025
1
150.0000
95.0026
7.0330
182 DTB 07112024
2
124.6390
96.5947
7.0700
091 DTB 08082024
4
103.0580
98.3040
6.9200
182 DTB 06062024
1
100.0000
99.4811
6.8000
182 DTB 20062024
1
100.0000
99.2157
6.8700
091 DTB 02082024
1
100.0000
98.3983
6.9900
364 DTB 11072024
1
100.0000
98.8129
6.9600
364 DTB 08052025
1
54.1800
93.3972
7.0890
364 DTB 05122024
1
40.0000
96.1018
7.0503
091 DTB 06062024
2
30.0000
99.4849
6.7500
091 DTB 02082024
1
3.0000
98.4118
6.9300
182 DTB 08082024
2
2.0000
98.2944
6.9600
Total
450
18067.0920
May 8 2024 9:00PM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5000
83.5250
83.4925
83.5175
83.5100
0.0075
R-SPOT
0.1500
0.2500
0.1000
0.1000
0.1500
-0.0500
SPOT
83.5000
83.5250
83.4925
83.5200
83.5100
0.0100
FX-Retail
:The new pricing structure of
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):
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
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