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 18/07/2024)

Securities

762582
cr

Forex

$
35052
mn

Derivatives

53425
cr

Funds Netting *

92
%

Securities Netting *

64
%

Forex Netting **

95
%

*Pertains to Securities settlement segment

**Pertains to Forex Settlement segment

Latest Updates

10
Jul 24
FX-CLEAR Dealing System registered its highest daily volume of USD 5917.07 million on 10th July, 2024 New

FX-CLEAR Dealing System registered its highest daily volume of USD 5917.07 million on 10th July, 2024

28
Jun 24
Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 27th June 2024 New

Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 27th June 2024

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

09
Jul 24
28
Jun 24
Securities Used for VM Tracking_28062024New

Risk Management-General

28
Jun 24
Notification of Spread LAF 28062024 New

Risk Management-General

18
Jun 24
Notification of Spread LAF 18062024New

Risk Management-General

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

20
Jun 24
Request for Proposal (RFP) for Dispose of E-Waste. New

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

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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