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Market Rates
Indian Overnight Rates
NDS-CALL
CROMS
TREPS
NDS-OM
FX-Clear
Market
Open
High
Low
LTR
Volume (Crs.)
WAR
Prev. Day WAR
Prev. Day Vol (Crs.)
CALL
6.65
6.75
5.90
6.65
8016.02
6.67
6.54
8785.33
TREP
6.55
6.70
6.53
6.66
203028.85
6.62
6.50
303355.00
REPO
6.00
6.80
3.00
6.70
125694.25
6.60
6.53
163171.30
Money Market
336739.12
6.61
6.51
475311.63
"Volumes and Rates pertain to total market activity in the most liquid tenor, including Reported deals in Call and Repo."
May 8 2024 11:51AM
Tenor
Sett. Type
Maturity
Trades
TTA(Rs. Cr)
Open
High
Low
LTR
WAR
O/N
T + 0
09/05/2024
140
8016.02
6.65
6.75
5.90
6.65
6.6707
19D
T + 0
27/05/2024
2
150.00
6.85
6.85
6.85
6.85
6.8500
47D
T + 0
24/06/2024
1
100.00
6.95
6.95
6.95
6.95
6.9500
51D
T + 0
28/06/2024
1
75.00
6.95
6.95
6.95
6.95
6.9500
20D
T + 0
28/05/2024
1
75.00
6.85
6.85
6.85
6.85
6.8500
16D
T + 0
24/05/2024
3
65.00
6.80
6.85
6.80
6.85
6.8231
2D
T + 0
10/05/2024
3
63.00
6.65
6.65
6.60
6.60
6.6381
7D
T + 0
15/05/2024
1
8.00
6.35
6.35
6.35
6.35
6.3500
13D
T + 0
21/05/2024
1
6.00
6.50
6.50
6.50
6.50
6.5000
5D
T + 0
13/05/2024
1
4.00
6.55
6.55
6.55
6.55
6.5500
Total
154
8562.02
May 8 2024 11:51AM
Basket Repo
Basket Description
Trades
Sett. Type
Tenor
TTA
TTA-FV
LTR
WAR
CG LIQUID ABV 20 YR
32
T+0
1D
16790.82
16337.77
6.7000
6.6514
SG SECS UPTO 5YR
77
T+0
1D
10520.61
10321.37
6.7000
6.6639
CG LIQUID 5 TO 10 YR
49
T+0
1D
10214.75
10045.16
6.6600
6.6401
TBILLS 182 DTB
20
T+0
1D
9990.88
10278.59
6.7000
6.6415
FRB
20
T+0
1D
7780.91
7658.02
6.7000
6.6306
CG LIQUID 10 TO 20YR
34
T+0
1D
6584.79
6196.55
6.7000
6.6438
CG LIQUID 1 TO 3 YR
30
T+0
1D
5083.85
5061.33
6.6500
6.6179
CG LIQUID 3 TO 5 YR
22
T+0
1D
4839.89
4737.98
6.7000
6.6469
TBILLS 91 DTB
6
T+0
1D
2794.98
2837.82
6.6400
6.6455
SG SECS ABV 5YR
14
T+0
1D
2435.94
2410.35
6.7500
6.6421
TBILLS 364 DTB
8
T+0
1D
1974.96
2071.66
6.6500
6.6247
OIL BONDS
6
T+0
1D
1535.97
1515.43
6.7200
6.6771
CG STRIPS
10
T+0
1D
1419.95
1674.67
6.7500
6.7015
CG LIQUID UPTO 1 YR
6
T+0
1D
911.97
895.55
6.6500
6.6007
Total
334
82880.27
82042.25
Special Repo
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
LTR
WAR
07.18 GS 2033
57
T+0
1D
9306.00
9492.62
6.5500
6.2989
07.18 GS 2037
20
T+0
1D
4445.00
4536.75
6.5100
6.4824
07.30 GS 2053
21
T+0
1D
3741.00
3878.24
6.5000
6.3753
08.20 OIL SP 2024SEP
4
T+0
1D
2000.00
2030.74
6.7200
6.6650
06.35 OIL SPL 2024
4
T+0
1D
1800.00
1832.47
6.6800
6.6744
06.90 OIL SPL 2026
4
T+0
1D
1600.00
1616.91
6.7000
6.6813
GOI FRB 2028
1
T+0
1D
1444.00
1454.38
6.6300
6.6300
07.10 GS 2034
15
T+0
1D
1205.00
1212.61
6.0000
5.8044
09.15 GS 2024
2
T+0
1D
1000.00
1054.65
6.7200
6.6600
07.38 GS 2027
6
T+0
1D
965.00
999.05
6.6500
6.6399
06.69 GS 2024
3
T+0
1D
888.00
909.17
6.6000
6.6000
07.10 GS 2029
6
T+0
1D
665.00
666.54
6.6400
6.5914
05.22 GS 2025
2
T+0
1D
660.00
661.01
6.5500
6.5500
07.89 GJ SDL 2025
3
T+0
1D
655.00
683.54
6.7000
6.6518
07.42 MH SGS 2034
2
T+0
1D
520.00
524.79
6.6500
6.6527
07.06 GS 2028
5
T+0
1D
510.00
511.74
6.6500
6.5453
07.37 GS 2028
5
T+0
1D
510.00
516.44
6.6500
6.5475
07.32 GS 2030
6
T+0
1D
507.00
529.71
6.4000
6.3996
07.43 TN SGS 2034 27 MAR
1
T+0
1D
500.00
504.46
6.6300
6.6300
07.25 GS 2063
5
T+0
1D
491.00
505.78
6.7000
6.5089
06.94 CG SDL 2029
2
T+0
1D
335.00
331.55
6.7000
6.7000
07.33 GS 2026
2
T+0
1D
330.00
332.22
6.8000
6.7879
06.89 RJ SDL 2025
1
T+0
1D
305.00
306.55
6.6000
6.6000
08.15 GS 2026
2
T+0
1D
305.00
323.64
6.6800
6.6025
07.54 AS SDL 2028
2
T+0
1D
300.00
306.95
6.6200
6.6200
07.27 GS 2026
3
T+0
1D
285.00
287.55
6.6300
6.5477
05.49 RJ SDL 2025
1
T+0
1D
200.00
198.51
6.6000
6.6000
07.84 MH SDL 2026
1
T+0
1D
200.00
206.88
6.6000
6.6000
07.96 MH SDL 2026
1
T+0
1D
200.00
208.02
6.6000
6.6000
07.66 GJ SGS 2030 13 DEC
1
T+0
1D
175.00
182.60
6.7000
6.7000
07.34 GS 2064
1
T+0
1D
155.00
157.47
6.5000
6.5000
08.33 GS 2026
1
T+0
1D
150.00
157.83
6.6800
6.6800
06.97 GS 2026
2
T+0
1D
135.00
136.27
6.4500
6.4500
06.54 GS 2032
2
T+0
1D
127.00
125.13
6.6500
6.5295
06.10 GS 2031
1
T+0
1D
125.00
120.21
6.4500
6.4500
07.73 UP SGS 2035
1
T+0
1D
125.00
132.51
6.7000
6.7000
07.53 PN SGS 2037
2
T+0
1D
120.00
120.55
6.7500
6.7500
08.27 HR SDL 2025 13 MAY
1
T+0
1D
120.00
125.94
6.7000
6.7000
06.79 GS 2027
3
T+0
1D
115.00
117.69
6.8000
6.6987
07.57 GS 2033
2
T+0
1D
115.00
121.68
6.5500
6.5187
07.68 GJ SGS 2030
1
T+0
1D
105.00
108.13
6.7200
6.7200
07.23 GS 2039
4
T+0
1D
100.00
101.00
6.0000
6.0000
GS12JUN2030C
1
T+0
1D
100.00
65.28
6.7200
6.7200
07.26 GS 2033
4
T+0
1D
96.00
98.43
6.5000
6.5293
07.26 GS 2032
2
T+0
1D
95.00
97.09
6.6500
6.5658
07.29 PY SGS 2026
1
T+0
1D
95.00
95.96
6.7000
6.7000
07.64 MH SGS 2032
1
T+0
1D
95.00
97.08
6.7500
6.7500
07.07 GJ SDL 2031
1
T+0
1D
90.00
89.65
6.7500
6.7500
GS12DEC2027C
1
T+0
1D
90.00
69.43
6.7500
6.7500
07.41 UP SGS 2034
1
T+0
1D
85.00
87.42
6.7500
6.7500
07.48 UP SGS 2040
1
T+0
1D
80.00
80.83
6.7000
6.7000
364 DTB 30052024
2
T+0
1D
80.00
79.66
6.8000
6.7950
06.44 MH SDL 2028
1
T+0
1D
75.00
73.54
6.7000
6.7000
07.52 WB SGS 2039
1
T+0
1D
75.00
76.16
6.7500
6.7500
07.63 KA SGS 2040
1
T+0
1D
75.00
78.55
6.7500
6.7500
08.00 OIL SPL 2026
1
T+0
1D
75.00
76.61
6.7200
6.7200
08.72 KL SDL 2024
1
T+0
1D
75.00
75.65
6.7200
6.7200
07.59 GS 2026
1
T+0
1D
70.00
72.28
6.8000
6.8000
07.46 KA SGS 2038
1
T+0
1D
65.00
65.76
6.7200
6.7200
07.52 HP SGS 2039
2
T+0
1D
65.00
66.01
6.7500
6.7223
08.67 KA SDL 2026
1
T+0
1D
65.00
67.55
6.7500
6.7500
GS12DEC2024C
1
T+0
1D
65.00
62.37
6.7200
6.7200
07.48 MH SGS 2042
1
T+0
1D
60.00
60.66
6.7200
6.7200
07.70 AP SGS 2030 22 FEB
1
T+0
1D
58.00
59.70
6.7500
6.7500
06.45 GS 2029
2
T+0
1D
55.00
53.69
6.5000
6.5000
07.45 MH SGS 2038 20 MAR
1
T+0
1D
55.00
55.44
6.7200
6.7200
07.48 UP SGS 2042
2
T+0
1D
55.00
55.57
6.7500
6.7282
08.82 BR SDL 2026
1
T+0
1D
55.00
57.31
6.7000
6.7000
05.40 CG SDL 2024
1
T+0
1D
50.00
50.40
6.7000
6.7000
05.70 MH SDL 2024
1
T+0
1D
50.00
50.15
6.7000
6.7000
05.74 GS 2026
1
T+0
1D
50.00
49.89
6.6500
6.6500
05.77 GJ SDL 2025 12 JAN
1
T+0
1D
50.00
50.42
6.7200
6.7200
06.58 KA SDL 2030
1
T+0
1D
50.00
49.41
6.7200
6.7200
06.99 GS 2026
1
T+0
1D
50.00
50.11
6.8000
6.8000
07.17 GS 2030
1
T+0
1D
50.00
50.35
6.8000
6.8000
07.32 MH SGS 2032
1
T+0
1D
50.00
51.31
6.7200
6.7200
07.36 UK SGS 2026
1
T+0
1D
50.00
50.43
6.7500
6.7500
07.38 HR SGS 2035
1
T+0
1D
50.00
50.39
6.7200
6.7200
07.39 KL SGS 2034
1
T+0
1D
50.00
50.45
6.7200
6.7200
07.72 HR SGS 2032
1
T+0
1D
50.00
51.37
6.7200
6.7200
08.27 KA SDL 2026
1
T+0
1D
50.00
52.02
6.7200
6.7200
08.36 MP SDL 2025
1
T+0
1D
50.00
51.89
6.7200
6.7200
08.39 MP SDL 2026
1
T+0
1D
50.00
51.99
6.8000
6.8000
08.43 JH SDL 2029
1
T+0
1D
50.00
52.77
6.7200
6.7200
08.96 MH SDL 2024
1
T+0
1D
50.00
51.61
6.7000
6.7000
09.01 MH SDL 2024
1
T+0
1D
50.00
50.99
6.7000
6.7000
09.11 MH SDL 2024
1
T+0
1D
50.00
52.08
6.7200
6.7200
07.05 MH SDL 2032
1
T+0
1D
45.00
44.24
6.7200
6.7200
GS12DEC2033C
1
T+0
1D
45.00
22.94
6.7500
6.7500
GS12JUN2033C
1
T+0
1D
45.00
23.77
6.7200
6.7200
07.43 MH SGS 2036
1
T+0
1D
40.00
40.56
6.7200
6.7200
07.44 TN SGS 2033 03 MAY
1
T+0
1D
40.00
40.09
6.7200
6.7200
07.45 MH SGS 2038 22 MAR
1
T+0
1D
40.00
40.42
6.7100
6.7100
07.45 MH SGS 2039 22 MAR
1
T+0
1D
40.00
40.40
6.7100
6.7100
07.49 ML SGS 2027
1
T+0
1D
40.00
41.26
6.7500
6.7500
07.70 AP SGS 2029 06 DEC
1
T+0
1D
40.00
41.82
6.7200
6.7200
08.24 AP SDL 2025 09 DEC
1
T+0
1D
40.00
41.89
6.8000
6.8000
08.28 KA SDL 2026
1
T+0
1D
40.00
41.20
6.7200
6.7200
08.38 TN SDL 2026
1
T+0
1D
40.00
41.58
6.7200
6.7200
07.22 MH SDL 2026
1
T+0
1D
35.00
34.97
6.7200
6.7200
07.40 MP SGS 2034
1
T+0
1D
35.00
35.97
6.7200
6.7200
07.46 UP SGS 2034
1
T+0
1D
35.00
35.58
6.7200
6.7200
07.86 HR SDL 2032
1
T+0
1D
35.00
36.91
6.7200
6.7200
08.26 GS 2027
1
T+0
1D
35.00
36.90
5.2500
5.2500
07.77 AP SGS 2035
1
T+0
1D
33.00
34.99
6.7500
6.7500
08.21 HR UDAY 2026
1
T+0
1D
33.00
33.77
6.8000
6.8000
08.23 GOI FCI 2027
1
T+0
1D
31.00
32.26
6.7500
6.7500
06.18 GS 2024
1
T+0
1D
30.00
29.89
6.5000
6.5000
06.86 KL SDL 2035
1
T+0
1D
30.00
28.96
6.7200
6.7200
07.40 GS 2062
1
T+0
1D
30.00
30.92
6.5500
6.5500
07.44 TN SGS 2034 20 MAR
1
T+0
1D
30.00
30.33
6.7200
6.7200
07.46 RJ SGS 2034
1
T+0
1D
30.00
30.37
6.7200
6.7200
07.48 RJ SGS 2037
1
T+0
1D
30.00
30.41
6.7200
6.7200
07.48 UP SGS 2044
1
T+0
1D
30.00
30.34
6.7200
6.7200
07.50 MN SGS 2036 27 MAR
1
T+0
1D
30.00
30.42
6.7500
6.7500
07.70 AP SGS 2029 08 MAR
1
T+0
1D
30.00
30.74
6.7200
6.7200
07.72 MH SGS 2031
1
T+0
1D
30.00
30.91
6.7200
6.7200
08.05 PN SDL 2025 28 JAN
1
T+0
1D
30.00
30.82
6.7200
6.7200
08.31 JH SDL 2029
1
T+0
1D
30.00
31.65
6.7500
6.7500
08.32 CG SDL 2026
1
T+0
1D
30.00
31.24
6.7200
6.7200
08.51 HR SDL 2026
1
T+0
1D
30.00
31.17
6.7200
6.7200
08.65 RJ SDL 2026
1
T+0
1D
30.00
31.16
6.8000
6.8000
05.63 GS 2026
4
T+0
1D
29.00
28.37
6.7000
6.5879
06.95 GJ SDL 2031
1
T+0
1D
25.00
24.91
6.7200
6.7200
07.36 GS 2052
2
T+0
1D
25.00
25.63
6.5000
6.4660
07.37 KA SGS 2037
1
T+0
1D
25.00
25.15
6.7200
6.7200
07.41 AR SGS 2034
1
T+0
1D
25.00
25.26
6.7500
6.7500
07.41 HP SGS 2036
1
T+0
1D
25.00
25.24
6.7200
6.7200
07.62 UP SGS 2035
1
T+0
1D
25.00
25.93
6.7500
6.7500
07.72 MH SGS 2035
1
T+0
1D
25.00
26.16
6.7200
6.7200
07.73 KA SGS 2034
1
T+0
1D
25.00
26.39
6.7200
6.7200
07.75 HR SGS 2035 29 NOV
1
T+0
1D
25.00
26.47
6.7200
6.7200
07.76 MP SGS 2037 29 NOV
1
T+0
1D
25.00
26.54
6.7200
6.7200
08.17 GS 2044
1
T+0
1D
25.00
28.39
6.5500
6.5500
08.24 GS 2033
2
T+0
1D
25.00
27.90
6.5500
6.5500
08.28 GJ SDL 2029 13 FEB
1
T+0
1D
25.00
26.34
6.7500
6.7500
08.29 RJ UDAY 2024
1
T+0
1D
25.00
25.81
6.7500
6.7500
08.44 JH SDL 2029
1
T+0
1D
25.00
26.44
6.7500
6.7500
08.96 TN SDL 2024
1
T+0
1D
25.00
25.81
6.7200
6.7200
182 DTB 16052024
2
T+0
1D
25.00
24.96
6.8000
6.7720
GS12MAR2028C
1
T+0
1D
25.00
19.10
6.7500
6.7500
GS16JUN2025C
1
T+0
1D
25.00
23.15
6.7500
6.7500
06.69 MP SDL 2025
1
T+0
1D
20.00
20.09
6.7200
6.7200
06.92 UP SDL 2031
1
T+0
1D
20.00
19.56
6.7200
6.7200
06.99 TN SDL 2041
1
T+0
1D
20.00
19.75
6.6500
6.6500
07.20 MH SGS 2028
1
T+0
1D
20.00
20.52
6.7500
6.7500
07.36 RJ SGS 2033
1
T+0
1D
20.00
20.56
6.7200
6.7200
07.46 ML SGS 2034
1
T+0
1D
20.00
20.19
6.7500
6.7500
07.46 RJ SGS 2042
1
T+0
1D
20.00
20.21
6.6500
6.6500
07.50 UP SGS 2035
1
T+0
1D
20.00
20.44
6.6500
6.6500
07.51 AP SDL 2037
1
T+0
1D
20.00
20.35
6.6500
6.6500
07.52 GA SGS 2039
1
T+0
1D
20.00
20.31
6.7500
6.7500
07.62 MH SDL 2030
1
T+0
1D
20.00
20.89
6.7200
6.7200
07.65 UP SGS 2034
1
T+0
1D
20.00
20.88
6.7200
6.7200
07.68 KA SGS 2034
1
T+0
1D
20.00
20.95
6.7200
6.7200
07.73 GJ SDL 2029
1
T+0
1D
20.00
20.39
6.7200
6.7200
07.76 MP SDL 2027
1
T+0
1D
20.00
20.48
6.7200
6.7200
07.95 FERT BND 2026
1
T+0
1D
20.00
20.55
6.7500
6.7500
07.98 KA SDL 2025
1
T+0
1D
20.00
20.28
6.7200
6.7200
08.03 GOI FCI 2024
1
T+0
1D
20.00
20.73
6.7200
6.7200
08.06 KA SDL 2025 11 FEB
1
T+0
1D
20.00
20.49
6.7200
6.7200
08.29 RJ SDL 2025 29 JUL
1
T+0
1D
20.00
20.68
6.8000
6.8000
08.30 RJ SDL 2026
1
T+0
1D
20.00
20.82
6.8000
6.8000
08.36 MH SDL 2026
1
T+0
1D
20.00
20.78
6.8000
6.8000
08.97 KL SDL 2024
1
T+0
1D
20.00
20.59
6.7200
6.7200
GS12DEC2030C
1
T+0
1D
20.00
12.60
6.7500
6.7500
GS12DEC2032C
1
T+0
1D
20.00
10.94
6.7500
6.7500
GS12JUN2031C
1
T+0
1D
20.00
12.16
6.7500
6.7500
GS12JUN2032C
1
T+0
1D
20.00
11.33
6.7500
6.7500
05.79 GS 2030
1
T+0
1D
18.00
17.34
6.4500
6.4500
05.77 GS 2030
2
T+0
1D
16.00
15.15
6.4500
6.4594
06.01 GS 2028
1
T+0
1D
15.00
14.55
6.7500
6.7500
06.85 WB SDL 2031
1
T+0
1D
15.00
14.70
6.7200
6.7200
07.39 HR SGS 2029
1
T+0
1D
15.00
15.03
6.7500
6.7500
07.46 UP SGS 2039
1
T+0
1D
15.00
15.16
6.7200
6.7200
07.49 UP SGS 2034 07 FEB
1
T+0
1D
15.00
15.35
6.7200
6.7200
07.51 UP SGS 2040
1
T+0
1D
15.00
15.21
6.6500
6.6500
07.81 HR SDL 2032 13 JUL
1
T+0
1D
15.00
15.73
6.7200
6.7200
07.86 RJ SDL 2027
1
T+0
1D
15.00
15.65
6.7500
6.7500
08.17 WB SDL 2025 27 MAY
1
T+0
1D
15.00
15.68
6.8000
6.8000
08.55 RJ SDL 2026
1
T+0
1D
15.00
15.51
6.8000
6.8000
GS19DEC2025C
1
T+0
1D
15.00
13.41
6.7500
6.7500
07.16 GS 2050
1
T+0
1D
11.00
11.00
6.4500
6.4500
06.22 GS 2035
1
T+0
1D
10.00
9.40
6.5000
6.5000
07.17 GS 2028
1
T+0
1D
10.00
10.26
6.8000
6.8000
07.40 GS 2035
1
T+0
1D
10.00
10.31
6.4500
6.4500
08.26 MH SDL 2025 23 DEC
1
T+0
1D
10.00
10.45
6.7500
6.7500
08.27 HR SDL 2025 09 DEC
1
T+0
1D
10.00
10.48
6.8000
6.8000
08.27 HR SDL 2025 23 DEC
1
T+0
1D
10.00
10.45
6.8000
6.8000
08.38 RJ SDL 2026
1
T+0
1D
10.00
10.40
6.7700
6.7700
08.46 GJ SDL 2026
1
T+0
1D
10.00
10.38
6.8000
6.8000
08.48 RJ SDL 2026
1
T+0
1D
10.00
10.39
6.8000
6.8000
07.06 GS 2046
1
T+0
1D
8.00
7.90
6.4500
6.4500
07.47 TS SGS 2036
1
T+0
1D
8.00
8.00
6.7200
6.7200
07.72 GS 2049
1
T+0
1D
6.00
6.53
6.5000
6.5000
05.85 GS 2030
1
T+0
1D
5.00
4.80
6.5000
6.5000
07.09 GJ SDL 2032
1
T+0
1D
5.00
4.98
6.7200
6.7200
07.54 GS 2036
1
T+0
1D
5.00
5.32
6.4500
6.4500
08.20 GJ SDL 2025 24 JUN
1
T+0
1D
5.00
5.20
6.7800
6.7800
08.28 GS 2027
1
T+0
1D
5.00
5.23
6.2500
6.2500
06.89 GS 2025
1
T+0
1D
2.00
2.04
6.8000
6.8000
07.25 GS 2063
2
T+0
30D
1000.00
1030.10
6.7500
6.7500
Total
385
44048.00
44830.60
Reported Deals
Security Description
Trades
Sett. Type
Tenor
TTA
TTA-MV
07.47 GJ SGS 2025
1
T+0
1D
335.0000
336.3593
08.08 WB SDL 2025 25 FEB
1
T+0
1D
250.0000
255.4649
05.15 GS 2025
1
T+0
1D
19.0000
18.9697
Total
3
604.0000
610.7939
May 8 2024 11:50AM
Reversal Date of Lend / Brrw
Sett. Type
Tenor
Open
High
Low
LTR
WAR
Trades
Volume (Crs.)
TREP/090524
T+0
1D
6.55
6.70
6.53
6.66
6.62
457
203028.85
Total
457
203028.85
May 8 2024 11:51AM
Security Description
Trades
TTA
LTP
LTY
GS12SEP2024C
1
0.0740
97.5748
7.2000
07.18 GS 2033
858
10405.0000
100.2750
7.1366
07.10 GS 2034
445
4800.0000
100.0125
7.0970
07.32 GS 2030
96
1235.0000
100.8600
7.1522
07.30 GS 2053
45
635.0000
100.8500
7.2287
07.17 GS 2030
14
250.0000
100.0100
7.1665
07.18 GS 2037
19
230.0000
99.9500
7.1841
07.25 GS 2063
16
220.0000
100.0100
7.2485
07.37 GS 2028
23
215.0000
100.9200
7.1240
07.23 GS 2039
30
205.0000
100.4600
7.1785
07.10 GS 2029
14
200.0000
99.8325
7.1393
06.10 GS 2031
4
160.0000
94.0900
7.1656
07.34 GS 2064
13
130.0000
101.2000
7.2472
GOI FRB 2028
4
100.0000
99.9800
7.6776
05.63 GS 2026
4
45.0000
97.3950
7.0981
07.16 GS 2050
2
10.0000
99.3500
7.2144
07.06 GS 2028
1
10.0000
99.7600
7.1288
07.32 GS 2030
2
6.2000
100.9000
7.1445
GOI FRB 2033
1
5.0000
101.9000
7.9610
06.76 GS 2061
1
5.0000
93.7500
7.2474
07.16 GS 2050
1
4.5000
99.6400
7.1896
07.10 GS 2034
2
3.6000
100.0300
7.0945
07.18 GS 2037
2
2.5000
99.9600
7.1829
07.34 GS 2064
1
0.8500
101.2500
7.2434
07.25 GS 2063
3
0.5390
100.0500
7.2454
07.23 GS 2039
1
0.1000
100.5500
7.1686
07.73 KA SGS 2034
2
200.0000
102.0875
7.4401
07.49 TN SGS 2034
2
200.0000
100.3425
7.4400
07.53 PN SGS 2037
1
100.0000
100.3500
7.4871
07.52 UP SGS 2039
1
50.0000
100.5800
7.4535
08.57 HR SDL 2028
1
5.0000
103.8500
7.4699
07.55 PN SGS 2032
1
2.2220
100.3200
7.4950
06.87 AP SDL 2035
1
1.1000
95.3600
7.4796
07.44 TS SGS 2036
1
1.0390
99.8325
7.4601
07.93 TS SDL 2034
1
1.0000
103.1600
7.4778
07.45 MH SGS 2039 22 MAR
1
0.7500
99.8975
7.4600
091 DTB 19072024
2
100.0000
98.6604
6.9800
182 DTB 11072024
2
55.0000
98.8146
6.9500
182 DTB 12092024
3
40.0000
97.6307
7.0300
091 DTB 06062024
2
25.0000
99.4811
6.8000
182 DTB 18072024
1
5.0000
98.6772
6.9900
091 DTB 12072024
1
5.0000
98.7892
6.9900
Total
1626
19669.4740
Reported Deals
Trades
TTA
LTP
LTY
GS12DEC2024C
1
10.1500
95.8661
7.2642
GS12DEC2025C
1
10.1500
89.2640
7.2642
GS12DEC2026C
1
10.1500
83.1166
7.2642
GS12DEC2027C
1
10.1500
77.3926
7.2642
GS12DEC2028C
1
10.1500
72.0627
7.2642
GS12DEC2029C
1
10.1500
67.0999
7.2642
GS12DEC2030C
1
10.1500
62.4789
7.2642
GS12DEC2031C
1
10.1500
58.1761
7.2642
GS12DEC2032C
1
10.1500
54.1697
7.2642
GS12DEC2033C
1
10.1500
50.4391
7.2642
GS12DEC2034C
1
10.1500
46.9655
7.2642
GS12DEC2035C
1
10.1500
43.7311
7.2642
GS12DEC2036C
1
10.1500
40.7195
7.2642
GS12DEC2037C
1
10.1500
37.9152
7.2642
GS12DEC2038C
1
10.1500
35.3041
7.2642
GS12DEC2039C
1
10.1500
32.8728
7.2642
GS12DEC2040C
1
10.1500
30.6089
7.2642
GS12DEC2041C
1
10.1500
28.5009
7.2642
GS12DEC2042C
1
10.1500
26.5381
7.2642
GS12DEC2043C
1
10.1500
24.7105
7.2642
GS12DEC2044C
1
10.1500
23.0088
7.2642
GS12DEC2045C
1
10.1500
21.4242
7.2642
GS12DEC2046C
1
10.1500
19.9488
7.2642
GS12DEC2047C
1
10.1500
18.5749
7.2642
GS12DEC2048C
1
10.1500
17.2957
7.2642
GS12DEC2049C
1
10.1500
16.1046
7.2642
GS12DEC2050C
1
10.1500
14.9955
7.2642
GS12DEC2051C
1
10.1500
13.9628
7.2642
GS12DEC2052C
1
10.1500
13.0012
7.2642
GS12DEC2053C
1
10.1500
12.1059
7.2642
GS12DEC2054C
1
10.1500
11.2722
7.2642
GS12DEC2055C
1
10.1500
10.4959
7.2642
GS12DEC2056C
1
10.1500
9.7730
7.2642
GS12DEC2057C
1
10.1500
9.1000
7.2642
GS12DEC2058C
1
10.1500
8.4733
7.2642
GS12DEC2059C
1
10.1500
7.8898
7.2642
GS12DEC2060C
1
10.1500
7.3464
7.2642
GS12DEC2061C
1
10.1500
6.8405
7.2642
GS12DEC2062C
1
10.1500
6.3694
7.2642
GS12JUN2024C
1
10.1500
99.3279
7.2642
GS12JUN2025C
1
10.1500
92.5062
7.2642
GS12JUN2026C
1
10.1500
86.1355
7.2642
GS12JUN2027C
1
10.1500
80.2035
7.2642
GS12JUN2028C
1
10.1500
74.6801
7.2642
GS12JUN2029C
1
10.1500
69.5371
7.2642
GS12JUN2030C
1
10.1500
64.7482
7.2642
GS12JUN2031C
1
10.1500
60.2892
7.2642
GS12JUN2032C
1
10.1500
56.1372
7.2642
GS12JUN2033C
1
10.1500
52.2711
7.2642
GS12JUN2034C
1
10.1500
48.6714
7.2642
GS12JUN2035C
1
10.1500
45.3195
7.2642
GS12JUN2036C
1
10.1500
42.1984
7.2642
GS12JUN2037C
1
10.1500
39.2923
7.2642
GS12JUN2038C
1
10.1500
36.5863
7.2642
GS12JUN2039C
1
10.1500
34.0667
7.2642
GS12JUN2040C
1
10.1500
31.7206
7.2642
GS12JUN2041C
1
10.1500
29.5361
7.2642
GS12JUN2042C
1
10.1500
27.5020
7.2642
GS12JUN2043C
1
10.1500
25.6080
7.2642
GS12JUN2044C
1
10.1500
23.8445
7.2642
GS12JUN2045C
1
10.1500
22.2023
7.2642
GS12JUN2046C
1
10.1500
20.6733
7.2642
GS12JUN2047C
1
10.1500
19.2496
7.2642
GS12JUN2048C
1
10.1500
17.9239
7.2642
GS12JUN2049C
1
10.1500
16.6895
7.2642
GS12JUN2050C
1
10.1500
15.5402
7.2642
GS12JUN2051C
1
10.1500
14.4700
7.2642
GS12JUN2052C
1
10.1500
13.4734
7.2642
GS12JUN2053C
1
10.1500
12.5456
7.2642
GS12JUN2054C
1
10.1500
11.6816
7.2642
GS12JUN2055C
1
10.1500
10.8771
7.2642
GS12JUN2056C
1
10.1500
10.1280
7.2642
GS12JUN2057C
1
10.1500
9.4305
7.2642
GS12JUN2058C
1
10.1500
8.7811
7.2642
GS12JUN2059C
1
10.1500
8.1763
7.2642
GS12JUN2060C
1
10.1500
7.6132
7.2642
GS12JUN2061C
1
10.1500
7.0889
7.2642
GS12JUN2062C
1
10.1500
6.6007
7.2642
GS12JUN2063C
1
10.1500
6.1462
7.2642
07.25GS12JUN2063P
1
280.0000
6.1462
7.2642
07.32 GS 2030
10
925.0000
100.8900
7.1464
05.74 GS 2026
1
335.0000
96.9000
7.1062
07.17 GS 2030
4
250.0000
100.0400
7.1602
05.63 GS 2026
1
170.0000
97.4000
7.0952
07.10 GS 2029
1
150.0000
99.8350
7.1387
07.18 GS 2037
2
125.0000
99.9846
7.1800
07.23 GS 2039
1
100.0000
100.5372
7.1700
07.06 GS 2028
2
50.0000
99.7700
7.1258
07.30 GS 2053
1
45.0000
100.9300
7.2222
07.37 GS 2028
1
25.0000
100.9450
7.1174
07.74 KA SGS 2036
1
55.9250
102.0626
7.4700
Total
105
3312.7750
May 8 2024 11:51AM
Instruments
Open Rate
High Rate
Low Rate
LTP
Previous Close
Net Change
C-SPOT
83.5000
83.5100
83.4925
83.5100
83.5100
0.0000
R-SPOT
0.1500
0.2500
0.1000
0.1000
0.1500
-0.0500
SPOT
83.5000
83.5100
83.4925
83.5100
83.5100
0.0000
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Portfolio Compression run by CCIL for outstanding Forex Forward market a success! Over 71.31% compression achieved in the 16th cycle
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) markePortfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 86.88% compression achieved in the 33rd cycle
Launch of New CCIL Website - beta version!
The Clearing Corporation of India Ltd. (“CCIL”) receives The Bank of England (the “BoE”) recognition as a non-UK CCP.
FX-CLEAR registered its highest daily volume of USD 3895.37 million on 13th December, 2023
Reserve Bank of India and Bank of England sign a Memorandum of Understanding on cooperation and exchange of information related to The Clearing Corporation of India Limited
Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM)
CCIL’s Application for UK Recognition
Transition of Legacy MIFOR trades to Modified MIFOR benchmark completed by CCIL
SARVAM Rule Book effective from May 02, 2023
SARVAM Notification
CCIL's Year-end Prices as on 31st March'23
Launch of Clearing and Settlement of OTC IRS trades referenced to the MODIFIED MIFOR (MMFOR) benchmark on guaranteed basis w.e.f 3rd April 2023
Consultation Paper: Transitioning Outstanding MIFOR Swaps post Index Cessation - Proposed Cash Computation Methodology and Operational Aspects of Transition
Launch of FBIL USD/INR Reference Rate Trading (R-Spot) on FX-Clear platform w.e.f. November 07, 2022
Consultation Paper on Margining and Collateral Solution for Non-Centrally Cleared Derivative (NCCD) Trades
Consultation Paper on Members Collateral Contribution
Enhancement in Data Dissemination of Trade Repository
Consultation Paper: Proposed Approach for Legacy Cleared INR MIFOR IRS trades post Index Cessation
Consultation Paper: Revision in the look-back periods in Anti-Procyclicality measures in Initial Margin Models
SWAPTION trade by trade real time data dissemination commenced
Consultation Paper : Introduction of Forward trading in Government Securities
Consultation Paper: Default Management Resources
Statistics