Interest Rate Swaps & Forward Rate Agreement

As on date :

MIBOR OIS

Tenor Last Reported Rate of Previous Day Open High Low Wt.Avg.Rate Last Reported Rate of Current Day Last Reported Trade Time Stamp for the Current Day Volume(Crs.) No. of Trades

Intentional - Intentional Spread Trades

Instrument ID Previous Close (%) Open (%) High (%) Low (%) LTS (%) Short Traded Last Traded Amount (In Crs) Long Traded Last Traded Amount (In Crs) Total Traded Short Trade Amount (In Crs) Total Traded Long Trade amount (In Crs) WAS (%) LTT

MODIFIED MIFOR

Tenor Last Reported Rate of Previous Day Open High Low Wt.Avg.Rate Last Reported Rate of Current Day Last Reported Trade Time Stamp for the Current Day Volume(Crs.) No. of Trades

Technical Document

INR IRS