Most Liquid Tenor

Indian Overnight Rates

Market Open High Low LTR Volume(₹ Crs.) WAR Prev. Day WAR Prev. Day Vol(₹ Crs.)
CALL5.305.354.805.3016564.835.285.2614174.25
TREP5.205.305.205.30389331.455.235.18396475.35
REPO4.755.401.005.26182585.765.135.16186372.11
Money Market: 588482.04 5.20 597021.71

*Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo.

Top Traded Security On NDS-OM

Top 5 Securities Traded/Reported on NDS OM Platform

As on Fri Jun 20 2025 4:59:59 PM IST
Security Description Trades TTA(₹ Cr.) LTP LTY
06.79 GS 2034 267432497.6240102.83006.3796
07.09 GS 2054 3256138.8800100.69007.0331
06.75 GS 2029 2374886.0530102.85006.0176
07.41 GS 2036 124708.0000106.90006.5460
06.33 GS 2035 4114330.1370100.14506.3087

*Trades on NDS-OM platform

Interbank USD/INR Spot Rate On Fx-Clear

Instruments Traded on FX Clear Platform

As on Fri Jun 20 2025 12:02:39 PM IST
Instruments Open High Low LTP Prev Close Net Change Trades Vol(USD In Mio)
SPOT86.650086.670086.550086.592586.7350-0.142519031382.50
C-SPOT86.622586.752586.540086.560086.7350-0.175095399.0913
R-SPOT0.10000.3000-0.20000.25000.3000-0.050031288.00
C/T0.81000.86000.86000.80000.05000.750017146.00
T/S0.29000.34000.34000.34000.15000.19001063.00
S/JUN252.00002.20002.20002.20001.00001.2000722.00
S/AUG2524.500024.500024.500024.500023.00001.500011.00
S/SEP2537.500037.500037.500037.500035.75001.750011.00

*Interbank USD/INR trades on FX-Clear platform



Top Traded Tenor On ASTROID (By Traded volumes)

Top 5 Traded Tenors on Astroid Platform

Tenors Trades Volume(₹ Cr.) High Low LTR Weighted Average Previous Close
OIS5Y18260055.76005.72255.74505.73495.7550
OIS2Y10256505.53005.49255.52005.50895.5300
OIS6M816755.47005.45005.46755.46045.4800
OIS1Y4215455.52755.49505.52005.51325.5300
OIS3M410005.42005.42005.42005.42005.4350

*MIBOR-OIS trades on ASTROID platform

Settlement Snapshot (As of 2025-06-20 00:00:00.0)

Securities

839958
cr

Forex

$
83553
mn

Derivatives #

23665
cr

Funds Netting *

90
%

Securities Netting *

63
%

Forex Netting **

97
%

*Pertains to Securities settlement segment

**Pertains to Forex Settlement segment

#Value pertains to Rupee Interest Rate Derivatives traded volume.

Latest Updates

20
Jun 25
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 87.1% compression achieved in the 38th cycle New

Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 19th June 2025

19
Jun 25
FX Option - Clearing and Settlement New

FX Option - Clearing and Settlement

06
Jun 25
Prefunding - Securities Segment (Outright Trades) New

Prefunding - Securities Segment (Outright Trades)

27
May 25
Ammended Collateral WorkFlow Procedure FXCollateral New

Ammended Collateral WorkFlow Procedure FXCollateral

30
Apr 25
Amendments to the CCIL-SARVAM Rules New

Amendments to the CCIL-SARVAM Rules

30
Apr 25
Clearing Corporation Service for Analysis of Risk, Valuation and Margining Solution (SARVAM) Rules, 2023 New

Clearing Corporation Service for Analysis of Risk, Valuation and Margining Solution (SARVAM) Rules, 2023

25
Mar 25
Consultation Paper on Operating Guidelines for Stock Broker Connect New

Consultation Paper on Operating Guidelines for Stock Broker Connect

16
May 24
Consultation Paper: Electronic Trading Platform (ETP) and Clearing and Settlement services for USD INR FX Options New

Consultation Paper: Electronic Trading Platform (ETP) and Clearing and Settlement services for USD INR FX Options

20
Jun 23
Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM) New

Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM)

05
Dec 22
Consultation Paper: Transitioning Outstanding MIFOR Swaps post Index Cessation - Proposed Cash Computation Methodology and Operational Aspects of Transition New

Consultation Paper: Transitioning Outstanding MIFOR Swaps post Index Cessation - Proposed Cash Computation Methodology and Operational Aspects of Transition

12
Jul 22
Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation New

Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation

14
Jun 22
Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models New

Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models

06
Jun 25
REQUEST FOR PROPOSAL FOR EMPANELING VENDOR FOR RED TEAM AND TABLE-TOP EXERCISE New

REQUEST FOR PROPOSAL FOR EMPANELING VENDOR FOR RED TEAM AND TABLE-TOP EXERCISE

06
Jun 25
REQUEST FOR PROPOSAL FOR EMPANELING VENDOR FOR ENTERPRISE APPLICATION SECURITY ASSESSMENT & VULNERABILITY ASSESSMENT AND PENETRATION TESTING (VAPT) New

REQUEST FOR PROPOSAL FOR EMPANELING VENDOR FOR ENTERPRISE APPLICATION SECURITY ASSESSMENT & VULNERABILITY ASSESSMENT AND PENETRATION TESTING (VAPT)

09
May 25
Request for Proposal (RFP) for Dispose of E-waste. New

Request for Proposal (RFP) for Dispose of E-waste.

28
Apr 25
Procurement Of Licenses For Server Operating System & XDR Solution New

Request for proposal for procurement of licenses for server operating system & xdr solution

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