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Most Liquid Tenor
Indian Overnight Rates
| Market | Open | High | Low | LTR | Volume(₹ Crs.) | WAR | Prev. Day WAR | Prev. Day Vol(₹ Crs.) |
|---|---|---|---|---|---|---|---|---|
| CALL | 5.35 | 5.35 | 4.75 | 4.90 | 15722.23 | 5.30 | 5.31 | 18287.85 |
| TREP | 5.25 | 5.30 | 4.90 | 5.15 | 398860.95 | 5.22 | 5.16 | 391224.75 |
| REPO | 4.75 | 5.50 | 2.90 | 5.16 | 201209.51 | 5.16 | 5.16 | 184185.10 |
| Money Market: | 615792.69 | 5.20 | 593697.70 |
*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
| Security Description | Trades | TTA(₹ Cr.) | LTP | LTY |
|---|---|---|---|---|
| 06.79 GS 2034 | 2529 | 30374.3310 | 103.0400 | 6.3505 |
| 06.33 GS 2035 | 482 | 4970.9070 | 100.4050 | 6.2732 |
| 06.92 GS 2039 | 313 | 4470.0000 | 102.6400 | 6.6320 |
| 07.04 GS 2029 | 242 | 3170.0000 | 103.6500 | 5.9902 |
| 07.02 GS 2031 | 78 | 2406.8000 | 103.9025 | 6.2307 |
*Trades on NDS-OM platform
Interbank USD/INR Spot Rate On Fx-Clear
Instruments Traded on FX Clear Platform
| Instruments | Open | High | Low | LTP | Prev Close | Net Change | Trades | Vol(USD In Mio) |
|---|---|---|---|---|---|---|---|---|
| SPOT | 86.1625 | 86.2400 | 85.9400 | 86.0450 | 86.1125 | -0.0675 | 1335 | 905.50 |
| C-SPOT | 86.1700 | 86.2400 | 85.9350 | 86.0300 | 86.1125 | -0.0825 | 933 | 98.7005 |
| R-SPOT | 0.0000 | 0.0000 | -0.7000 | -0.6000 | -0.1000 | -0.5000 | 45 | 474.00 |
| C/T | 0.2500 | 0.2500 | 0.2500 | 0.2100 | 0.1500 | 0.0600 | 29 | 128.00 |
| T/S | 0.2800 | 0.2800 | 0.2800 | 0.2400 | 0.0500 | 0.1900 | 9 | 175.00 |
| S/JUN25 | 3.3500 | 3.3500 | 3.3500 | 3.3500 | 3.0000 | 0.3500 | 1 | 4.00 |
| S/JUL25 | 13.2500 | 13.2500 | 13.2500 | 13.2500 | 14.0000 | -0.7500 | 1 | 1.00 |
| S/AUG25 | 23.5000 | 23.5000 | 23.5000 | 23.5000 | 24.5000 | -1.0000 | 1 | 1.00 |
| S/SEP25 | 35.5000 | 35.5000 | 35.5000 | 35.5000 | 36.7500 | -1.2500 | 1 | 1.00 |
| S/APR26 | 135.0000 | 135.0000 | 135.0000 | 135.0000 | 137.5000 | -2.5000 | 1 | 2.00 |
*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 |
|---|---|---|---|---|---|---|---|
| OIS5Y | 219 | 6275 | 5.7700 | 5.7275 | 5.7300 | 5.7501 | 5.7600 |
| OIS2Y | 82 | 3710 | 5.5400 | 5.4950 | 5.5075 | 5.5201 | 5.5325 |
| OIS1Y | 37 | 2205 | 5.5400 | 5.5125 | 5.5200 | 5.5268 | 5.5475 |
| OIS6M | 11 | 1975 | 5.4700 | 5.4650 | 5.4700 | 5.4661 | 5.5100 |
| OIS3Y | 10 | 500 | 5.6000 | 5.5825 | 5.5825 | 5.5971 | 5.6100 |
*MIBOR-OIS trades on ASTROID platform
Settlement Snapshot (As of 2025-06-13 00:00:00.0)
Securities
Forex
Derivatives #
Funds Netting *
Securities Netting *
Forex Netting **
*Pertains to Securities settlement segment
**Pertains to Forex Settlement segment
#Value pertains to Rupee Interest Rate Derivatives traded volume.
Latest Updates
06
Jun 25Prefunding - Securities Segment (Outright Trades) New
Prefunding - Securities Segment (Outright Trades)
27
May 25Ammended Collateral WorkFlow Procedure FXCollateral New
Ammended Collateral WorkFlow Procedure FXCollateral
30
Apr 25Amendments to the CCIL-SARVAM Rules New
Amendments to the CCIL-SARVAM Rules
30
Apr 25Clearing 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
13
Mar 25Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 87.9% compression achieved in the 37th cycle New
Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 12th March 2025
12
Mar 25Guidance on BCBS-IOSCO margin requirements vis-a-vis SARVAM Rules New
Guidance on BCBS-IOSCO margin requirements vis-a-vis SARVAM Rules
06
Jun 25Prefunding - Securities Segment - Outright TradesNew
Securities
06
Jun 25Back-testing results - Effectiveness of yield spreadsNew
Risk Management-General
06
Jun 25Multiplicant Notification for Margin factors_06062025New
Risk Management-General
05
Jun 2502
Jun 25CCIL contribution towards pre-funded default handling resourcesNew
Risk Management-General
30
May 25Securities Used for VM Tracking_30052025New
Risk Management-General
25
Mar 25Consultation Paper on Operating Guidelines for Stock Broker Connect New
Consultation Paper on Operating Guidelines for Stock Broker Connect
16
May 24Consultation 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 23Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM) New
Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM)
05
Dec 22Consultation 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 22Consultation 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 22Consultation 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 25REQUEST 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 25REQUEST 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 25Request for Proposal (RFP) for Dispose of E-waste. New
Request for Proposal (RFP) for Dispose of E-waste.
28
Apr 25Procurement Of Licenses For Server Operating System & XDR Solution New
Request for proposal for procurement of licenses for server operating system & xdr solution