Rupee Derivatives Dealing System (ASTROID) - ccil - The Clearing Corporation of India Limited

Rupee Derivatives Dealing System

Market Session Closed

As on date : 17-Jun-2025 5:45:55 PM

Market Watch
Market By Rate

Instrument Type: MIBOR Overnight Indexed Swap(OIS) Trades Executed On ASTROID Platform

Instrument ID	Maturity Date	Previous Close (%)	Open (%)	High (%)	Low (%)	LTR (%)	LTA (Rs. In Crore)	LTT (hh:mm:ss)	WAR (%)	No. of Trades	Traded Notional Amount (Rs. In Crore)
OIS1M	18 Jul 2025	5.3875	5.3700	5.3800	5.3500	5.3500	500	16:59:24	5.3581	7	1015
OIS2M	18 Aug 2025	5.4150	5.4100	5.4100	5.4100	5.4100	50	13:52:15	5.4100	1	50
OIS3M	18 Sep 2025	5.4300	5.4300	5.4300	5.4300	5.4300	50	11:39:37	5.4300	1	50
OIS6M	18 Dec 2025	5.4700	5.4700	5.4700	5.4500	5.4500	205	15:47:23	5.4511	9	535
OIS9M	18 Mar 2026	5.5125	5.4850	5.5050	5.4700	5.4700	100	16:53:47	5.4804	11	1225
OIS1Y	18 Jun 2026	5.5200	5.5000	5.5000	5.4825	5.4825	50	16:56:20	5.4909	60	6185
OIS2Y	18 Jun 2027	5.5075	5.4950	5.4950	5.4700	5.4725	25	16:56:20	5.4793	81	3510
OIS3Y	19 Jun 2028	5.5825	5.5575	5.5700	5.5500	5.5500	25	15:27:01	5.5596	13	705
OIS4Y	18 Jun 2029	5.6600	5.6350	5.6450	5.6350	5.6450	25	14:46:05	5.6376	4	180
OIS5Y	18 Jun 2030	5.7300	5.7000	5.7175	5.6900	5.6900	10	16:59:47	5.7024	321	8870
OIS7Y	18 Jun 2032	5.8800	5.8525	5.8525	5.8425	5.8525	5	13:51:52	5.8467	13	325
OIS10Y	18 Jun 2035	5.9200

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Showing 1 to 12 of 12 entries

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Intentional - Intentional Spread Trades

Instrument ID	Previous Close (%)	Open (%)	High (%)	Low (%)	LTS (%)	Short Tenor Last Traded Amount (In Crs)	Long Tenor Last Traded Amount (In Crs)	Total Traded Short Tenor Amount (in Crs)	Total Traded Long Tenor Amount (in Crs)	WAS (%)	LTT
1MX2M	0.0275
2MX3M	0.0150
3MX6M	0.0400
6MX9M	0.0425
6MX1Y	0.0500	0.0400	0.0400	0.0400	0.0400	190.0000	100.0000	970.0000	500.0000	0.0400	12:17:00
9MX1Y	0.0075	0.0100	0.0100	0.0100	0.0100	70.0000	50.0000	4470.0000	3400.0000	0.0100	12:22:17
1YX2Y	-0.0125	-0.0125	-0.0125	-0.0150	-0.0150	20.0000	10.0000	120.0000	60.0000	-0.0129	11:41:14
1YX3Y	0.0625
1YX5Y	0.2100
2YX3Y	0.0750
2YX5Y	0.2225
3YX4Y	0.0775
3YX5Y	0.1475
4YX5Y	0.0700
5YX7Y	0.1500

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Showing 1 to 15 of 17 entries

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MODIFIED MIFOR

Instrument ID	Maturity Date	Previous Close (%)	Open (%)	High (%)	Low (%)	LTR (%)	LTA (Rs. In Crore)	LTT (hh:mm:ss)	WAR (%)	No. of Trades	Traded Notional Amount (Rs. In Crore)
MMF2Y	21 Jun 2027	6.0100
MMF3Y	20 Jun 2028	6.1000	6.0800	6.0850	6.0750	6.0750	50	16:53:49	6.0800	9	325
MMF4Y	20 Jun 2029	6.2000
MMF5Y	20 Jun 2030	6.2900	6.2850	6.2850	6.2750	6.2750	25	15:27:30	6.2808	3	60
MMF7Y	21 Jun 2032	6.3900
MMF10Y	20 Jun 2035	6.3800

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Showing 1 to 6 of 6 entries

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Source : Rupee Derivatives Dealing System hosted at CCIL

MIBOR
Modified MIFOR

Open (%)	High (%)	Low (%)	LTR (%)	LTA (Cr.)	LTT	Notional	WAR (%)
No data available in table

No. of Bid	Bid Amt(Crs)	Bid Rate(%)	Offer Rate(%)	Offer Amt(Crs)	No. of Offer
No data available in table

Open (%)	High (%)	Low (%)	LTR (%)	LTA (Cr.)	LTT	Notional	WAR (%)
No data available in table

No. of Bid	Bid Amt(Crs)	Bid Rate(%)	Offer Rate(%)	Offer Amt(Crs)	No. of Offer
No data available in table

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