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 2024-12-09 00:00:00.0)

Securities

821925
cr

Forex

$
48099
mn

Derivatives

42105
cr

Funds Netting *

90
%

Securities Netting *

62
%

Forex Netting **

96
%

*Pertains to Securities settlement segment

**Pertains to Forex Settlement segment

Latest Updates

17
Oct 24
SARVAM Rules New

SARVAM Rules

17
Oct 24
Changes to the CCIL-SARVAM Rules New

Changes to the CCIL-SARVAM Rules

14
Sep 24
Change in Public Holiday to September 18,2024 under Negotiable Instruments Act New

Change in Public Holiday to September 18,2024 under Negotiable Instruments Act

13
Sep 24
Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 88.13% compression achieved in the 35th cycl New

Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 88.13% compression achieved in the 35th cycl

18
Jul 24
Schedule of Charges for Client trades(CCIL Trade Repository) w.e.f 02nd September, 2024 New

Schedule of Charges for Client trades w.e.f 02nd September, 2024

18
Jul 24
Schedule of Charges for Interbank trades(CCIL Trade Repository) w.e.f 02nd September, 2024 New

Schedule of Charges for Interbank trades w.e.f 02nd September, 2024

06
Dec 24
06
Dec 24
06
Dec 24
RMD-SEC-24-17 Risk Management Process for Securities SegmentNew

Risk Management-Processes & Margining

30
Nov 24
Securities Used for VM Tracking_30112024New

Risk Management-General

30
Nov 24
Notification of Spread LAF 30112024 New

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

26
Nov 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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