09:39 May 13, 2024
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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
6.80
1871.00
6.81
6.73
10213.83
TREP
6.68
6.70
6.68
6.69
53360.05
6.69
6.71
299050.05
REPO
6.10
6.80
4.00
6.75
98919.81
6.65
6.67
164279.93
Money Market
154150.86
6.67
6.69
473543.81
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 13 2024 9:38AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
14/05/2024
23
1871.00
6.75
6.85
6.75
6.80
6.8065
Total
23
1871.00
May 13 2024 9:37AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID 5 TO 10 YR
41
T+0
1D
11668.75
11564.20
6.7500
6.7275
CG LIQUID ABV 20 YR
19
T+0
1D
9459.89
9123.82
6.7400
6.7309
FRB
18
T+0
1D
8218.89
8070.33
6.7400
6.7277
TBILLS 182 DTB
18
T+0
1D
8136.93
8369.80
6.7400
6.7262
SG SECS UPTO 5YR
40
T+0
1D
6782.78
6676.64
6.7500
6.7526
TBILLS 91 DTB
10
T+0
1D
4973.96
5051.88
6.7300
6.7270
CG LIQUID 10 TO 20YR
16
T+0
1D
4285.90
4068.63
6.7300
6.7253
CG LIQUID 1 TO 3 YR
26
T+0
1D
3957.90
3963.24
6.7300
6.7294
CG LIQUID 3 TO 5 YR
15
T+0
1D
2207.94
2143.10
6.7300
6.7266
SG SECS ABV 5YR
19
T+0
1D
1517.92
1497.69
6.7600
6.7433
TBILLS 364 DTB
8
T+0
1D
999.96
1048.74
6.7200
6.7200
CG STRIPS
4
T+0
1D
851.99
952.61
6.7700
6.7549
OIL BONDS
1
T+0
1D
667.00
659.40
6.7300
6.7300
CG LIQUID UPTO 1 YR
1
T+0
1D
248.99
249.73
6.7300
6.7300
Total
236
63978.80
63439.81
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
62
T+0
1D
8565.00
8745.73
6.3000
6.4422
07.18 GS 2037
24
T+0
1D
3934.00
4023.85
6.5500
6.4986
07.30 GS 2053
19
T+0
1D
3157.00
3282.33
6.5500
6.5239
07.10 GS 2034
29
T+0
1D
3086.00
3111.47
6.0000
5.5755
07.46 MH SGS 2033
3
T+0
1D
1490.00
1513.59
6.7400
6.7333
06.69 GS 2024
3
T+0
1D
1287.00
1318.72
6.7300
6.7300
07.38 GS 2027
6
T+0
1D
945.00
979.36
6.7500
6.7397
07.10 GS 2029
7
T+0
1D
585.00
587.18
6.7500
6.6517
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
505.52
6.7200
6.7200
07.44 KA SGS 2033
1
T+0
1D
500.00
505.97
6.7300
6.7300
07.69 KA SGS 2033 06 DEC
1
T+0
1D
500.00
526.28
6.7300
6.7300
06.83 TN SDL 2031 15 DEC
1
T+0
1D
496.00
492.36
6.7300
6.7300
07.37 GS 2028
4
T+0
1D
456.00
462.30
6.6500
6.6345
07.06 GS 2028
6
T+0
1D
440.00
442.06
6.7500
6.6040
06.99 GS 2026
2
T+0
1D
420.00
421.41
6.7500
6.5238
07.25 GS 2063
5
T+0
1D
346.00
357.49
6.5000
6.5944
06.94 CG SDL 2029
2
T+0
1D
335.00
332.14
6.7800
6.7554
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.81
6.7500
6.7500
07.54 AS SDL 2028
1
T+0
1D
300.00
307.46
6.7300
6.7300
07.33 GS 2026
2
T+0
1D
290.00
292.30
6.7500
6.7500
07.89 GJ SDL 2025
1
T+0
1D
260.00
271.55
6.7500
6.7500
07.27 GS 2026
2
T+0
1D
250.00
252.60
6.5000
6.5000
08.18 HR UDAY 2025
1
T+0
1D
210.00
218.92
6.7500
6.7500
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.66
6.7500
6.7500
07.84 MH SDL 2026
1
T+0
1D
200.00
207.12
6.7500
6.7500
07.96 MH SDL 2026
1
T+0
1D
200.00
208.25
6.7500
6.7500
07.35 HR SDL 2026
1
T+0
1D
198.00
200.29
6.7500
6.7500
07.60 TN SGS 2031
1
T+0
1D
187.00
192.99
6.7500
6.7500
08.22 TN SDL 2025 13 MAY
1
T+0
1D
180.00
181.54
6.7500
6.7500
05.88 GJ SDL 2025
1
T+0
1D
174.00
173.07
6.7500
6.7500
07.34 GS 2064
1
T+0
1D
155.00
158.21
6.5500
6.5500
08.09 UK SDL 2025
1
T+0
1D
145.00
149.13
6.7800
6.7800
08.10 WB SDL 2025 28 JAN
1
T+0
1D
145.00
149.14
6.7800
6.7800
05.63 GS 2026
6
T+0
1D
142.00
139.04
6.7500
6.4331
08.25 MH SDL 2025 13 MAY
1
T+0
1D
140.00
141.24
6.7500
6.7500
08.51 MH SDL 2026
1
T+0
1D
140.00
144.84
6.7500
6.7500
06.97 GS 2026
1
T+0
1D
135.00
136.42
6.5500
6.5500
07.57 GS 2033
4
T+0
1D
135.00
143.13
6.6000
6.5852
07.23 GS 2039
4
T+0
1D
125.00
126.55
6.5000
6.4600
07.73 UP SGS 2035
1
T+0
1D
125.00
132.79
6.7600
6.7600
07.32 GS 2030
3
T+0
1D
120.00
121.16
6.6000
6.5875
08.27 TN SDL 2026
1
T+0
1D
120.00
124.98
6.7800
6.7800
09.18 AP SDL 2024
1
T+0
1D
120.00
125.16
6.7800
6.7800
08.07 RJ SDL 2026
1
T+0
1D
112.00
117.23
6.7700
6.7700
06.10 GS 2031
1
T+0
1D
105.00
101.27
6.5500
6.5500
07.26 GS 2033
1
T+0
1D
105.00
107.99
6.6000
6.6000
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.33
6.7600
6.7600
06.54 GS 2032
1
T+0
1D
102.00
100.73
6.6000
6.6000
05.80 MH SDL 2025
1
T+0
1D
100.00
100.53
6.7600
6.7600
06.80 OD SDL 2025
1
T+0
1D
100.00
101.57
6.7800
6.7800
07.37 MH SDL 2026
1
T+0
1D
100.00
101.20
6.7800
6.7800
07.45 KA SGS 2037
1
T+0
1D
100.00
101.34
6.7800
6.7800
08.24 KL SDL 2025 13 MAY
1
T+0
1D
100.00
100.88
6.7800
6.7800
08.30 RJ SDL 2026
1
T+0
1D
100.00
104.20
6.7700
6.7700
08.31 KL SDL 2025
1
T+0
1D
100.00
102.93
6.7800
6.7800
08.51 WB SDL 2026
1
T+0
1D
100.00
104.02
6.7800
6.7800
08.87 HP SDL 2024
1
T+0
1D
100.00
101.30
6.7800
6.7800
08.90 HR SDL 2024
1
T+0
1D
100.00
101.75
6.7800
6.7800
364 DTB 08052025
1
T+0
1D
100.00
93.33
6.7500
6.7500
07.29 PY SGS 2026
1
T+0
1D
95.00
96.05
6.7800
6.7800
08.08 CG SDL 2025
1
T+0
1D
85.00
87.41
6.7800
6.7800
08.15 MP SDL 2025
1
T+0
1D
85.00
85.95
6.7800
6.7800
08.16 KA SDL 2025
1
T+0
1D
85.00
89.20
6.7800
6.7800
07.52 WB SGS 2039
1
T+0
1D
80.00
81.43
6.7800
6.7800
07.57 GJ SGS 2026
1
T+0
1D
80.00
80.43
6.7800
6.7800
06.44 MH SDL 2028
1
T+0
1D
75.00
73.66
6.7800
6.7800
07.47 AP SGS 2037 08 MAY
1
T+0
1D
75.00
75.39
6.7800
6.7800
07.59 GS 2026
1
T+0
1D
75.00
77.52
6.7500
6.7500
07.60 AP SGS 2029
1
T+0
1D
75.00
76.23
6.7800
6.7800
08.72 KL SDL 2024
1
T+0
1D
75.00
75.72
6.7800
6.7800
05.22 GS 2025
1
T+0
1D
70.00
70.15
6.6500
6.6500
07.26 GS 2032
1
T+0
1D
65.00
66.52
6.7500
6.7500
08.14 KA SDL 2025
1
T+0
1D
65.00
65.71
6.7800
6.7800
07.46 AP SGS 2038 08 MAY
1
T+0
1D
62.00
62.26
6.7800
6.7800
07.99 MH SDL 2025
1
T+0
1D
60.00
60.73
6.7800
6.7800
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.81
6.7800
6.7800
06.45 GS 2029
2
T+0
1D
55.00
53.79
6.6000
6.6000
05.70 MH SDL 2024
1
T+0
1D
50.00
50.19
6.7800
6.7800
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.46
6.7800
6.7800
07.38 HR SGS 2035
1
T+0
1D
50.00
50.50
6.7800
6.7800
07.53 PN SGS 2037
1
T+0
1D
50.00
50.57
6.7800
6.7800
07.72 HR SGS 2032
1
T+0
1D
50.00
51.47
6.7800
6.7800
08.43 JH SDL 2029
1
T+0
1D
50.00
52.87
6.7800
6.7800
09.11 MH SDL 2024
1
T+0
1D
50.00
52.13
6.7800
6.7800
07.77 AP SGS 2035
1
T+0
1D
33.00
35.07
6.7500
6.7500
08.23 GOI FCI 2027
1
T+0
1D
32.00
33.34
6.8000
6.8000
06.18 GS 2024
1
T+0
1D
30.00
29.91
6.5000
6.5000
07.40 GS 2062
1
T+0
1D
30.00
31.03
6.5000
6.5000
08.26 GS 2027
1
T+0
1D
30.00
31.66
6.5500
6.5500
06.79 GS 2027
2
T+0
1D
25.00
25.63
6.5500
6.5500
07.36 GS 2052
2
T+0
1D
25.00
25.85
6.6000
6.5660
08.17 GS 2044
1
T+0
1D
25.00
28.51
6.6000
6.6000
08.24 GS 2033
2
T+0
1D
25.00
26.87
6.6000
6.6000
06.99 TN SDL 2041
1
T+0
1D
20.00
19.80
6.8000
6.8000
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.26
6.7700
6.7700
07.50 UP SGS 2035
1
T+0
1D
20.00
20.48
6.7700
6.7700
07.41 GS 2036
2
T+0
1D
15.00
15.74
6.6000
6.6000
07.46 UP SGS 2039
1
T+0
1D
15.00
15.20
6.7800
6.7800
07.16 GS 2050
2
T+0
1D
11.00
11.07
6.5500
6.5500
06.22 GS 2035
1
T+0
1D
10.00
9.42
6.6000
6.6000
07.40 GS 2035
1
T+0
1D
10.00
10.33
6.5500
6.5500
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.46
6.7500
6.7500
07.06 GS 2046
1
T+0
1D
8.00
7.92
6.5500
6.5500
05.77 GS 2030
2
T+0
1D
6.00
5.69
6.5500
6.5750
07.72 GS 2049
1
T+0
1D
6.00
6.55
6.6000
6.6000
05.85 GS 2030
1
T+0
1D
5.00
4.81
6.6000
6.6000
07.52 RJ SGS 2039
1
T+0
1D
5.00
5.05
6.7500
6.7500
07.54 GS 2036
1
T+0
1D
5.00
5.33
6.5500
6.5500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.8000
6.8000
08.28 GS 2027
1
T+0
1D
5.00
5.23
6.5500
6.5500
05.15 GS 2025
1
T+0
1D
4.00
3.90
6.5500
6.5500
05.79 GS 2030
1
T+0
1D
3.00
2.81
6.5500
6.5500
Total
293
35480.00
36208.98
May 13 2024 9:38AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/140524
T+0
1D
6.68
6.70
6.68
6.69
6.69
88
53360.05
Total
88
53360.05
May 13 2024 9:38AM
Security Description
Trades
TTA
LTP
LTY
07.18 GS 2033
126
1150.0000
100.3300
7.1283
07.10 GS 2034
49
490.0000
100.1075
7.0833
07.32 GS 2030
11
145.0000
100.9700
7.1308
07.30 GS 2053
5
45.0000
101.1600
7.2034
07.26 GS 2032
2
25.0000
100.6100
7.1584
Total
193
1855.0000
Reported Deals
Trades
TTA
LTP
LTY
07.18 GS 2037
1
100.0000
100.1200
7.1640
06.64 GS 2035
1
25.0000
95.9900
7.1692
Total
2
125.0000
May 13 2024 9:39AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5100
83.5200
83.5100
83.5175
83.5100
0.0075
R-SPOT
-0.1000
-0.1000
-0.1000
-0.1000
0.0000
-0.1000
SPOT
83.5150
83.5200
83.5100
83.5150
83.5100
0.0050
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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