Indian Overnight Rates

Market Open High Low LTR Volume(₹ Crs.) WAR Prev. Day WAR Prev. Day Vol(₹ Crs.)
Money Market:

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

Top 5 Securities Traded/Reported on NDS OM Platform

Security Description Trades TTA(₹ Cr.) LTP LTY

*Trades on NDS-OM platform

Instruments Traded on FX Clear Platform

Instruments Open Rate High Rate Low Rate LTP Previous Close Net Change

*Interbank USD/INR Spot trades on FX-Clear platform

Top 5 Traded Tenors on Astroid Platform

Tenors Trades Volume(₹ Cr.) High Low LTR Weighted Average Previous Close

*MIBOR-OIS trades on ASTROID platform

Settlement Snapshot (As of 13/06/2024)

Securities

754669
cr

Forex

$
31162
mn

Derivatives

28525
cr

Funds Netting *

91
%

Securities Netting *

65
%

Forex Netting **

94
%

*Pertains to Securities settlement segment

**Pertains to Forex Settlement segment

Latest Updates

28
Mar 24
CCIL's Year-end Prices as on 28th March'24 New

CCIL's Year-end Prices as on 28th March'24

16
Mar 24
Go-live of FX-Clear new version (post merger with FX-Swap platform) w.e.f. March 18, 2024. New

Go-live of FX-Clear new version (post merger with FX-Swap platform) w.e.f. March 18, 2024.

07
Mar 24
Portfolio Compression run by CCIL for outstanding Forex Forward market a success! Over 71.31% compression achieved in the 16th cycle New

Portfolio Compression run by CCIL for outstanding Forex Forward market a success! Over 71.31% compression achieved in the 16th cycle

15
Feb 24
Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 15th February 2024 New

Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 15th February 2024

18
Dec 23
The Clearing Corporation of India Ltd. New

The Clearing Corporation of India Ltd. (“CCIL”) receives The Bank of England (the “BoE”) recognition as a non-UK CCP.

13
Dec 23
FX-CLEAR registered its highest daily volume of USD 3895.37 million on 13th December, 2023 New

FX-CLEAR registered its highest daily volume of USD 3895.37 million on 13th December, 2023

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

02
Jun 22
Consultation Paper on Integration of Forex Settlement & Forex Forward Segment New

Consultation Paper on Integration of Forex Settlement & Forex Forward Segment

12
Jun 24
Request for Proposal (RFP) for Purchase of Data Cartridges. New

Request for Proposal (RFP) for Purchase of Data Cartridges. Request for Proposal (RFP) for Purchase of Data Cartridges.

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