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Market Rates
As on Sep 30 2022 9:05AM
| Market | Open | High | Low | LTR | Volume (Crs.) | WAR | Prev. Day WAR | Prev. Day Vol (Crs.) |
| CALL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.55 | 13834.63 |
| TREP | 6.75 | 6.75 | 6.00 | 6.15 | 5250.00 | 6.21 | 5.65 | 456159.20 |
| REPO | 5.65 | 6.15 | 1.50 | 6.05 | 14512.65 | 5.04 | 5.57 | 153875.96 |
| Money Market | 19762.65 | 5.35 | 5.63 | 623869.79 |
"Volumes and Rates pertain to total market activity including Reported deals in Call and Repo."
| CG LIQUID 1 TO 3 YR | 2 | T+0 | 3D | 175.99 | 172.44 | 6.1500 | 6.1500 |
| CG LIQUID 3 TO 5 YR | 1 | T+0 | 3D | 48.99 | 50.21 | 6.1500 | 6.1500 |
| Total | 3 | 224.98 | 222.65 | |
| 06.54 GS 2032 | 27 | T+0 | 3D | 3790.00 | 3627.26 | 5.8000 | 5.7243 |
| 07.38 GS 2027 | 19 | T+0 | 3D | 2890.00 | 2956.76 | 5.7000 | 5.6149 |
| 07.26 GS 2032 | 25 | T+0 | 3D | 2311.00 | 2315.54 | 2.0000 | 1.9038 |
| 07.54 GS 2036 | 16 | T+0 | 3D | 1975.00 | 2042.15 | 5.6500 | 5.5604 |
| 05.74 GS 2026 | 4 | T+0 | 3D | 1100.00 | 1063.21 | 5.7200 | 5.7105 |
| 06.10 GS 2031 | 2 | T+0 | 3D | 445.00 | 414.61 | 5.6000 | 5.6000 |
| 07.10 GS 2029 | 6 | T+0 | 3D | 395.00 | 402.33 | 5.4000 | 5.3614 |
| 06.99 GS 2051 | 2 | T+0 | 3D | 294.00 | 282.24 | 5.7000 | 5.6626 |
| 07.26 GS 2029 | 2 | T+0 | 3D | 255.00 | 258.14 | 5.4000 | 5.4000 |
| 06.67 GS 2035 | 2 | T+0 | 3D | 220.00 | 211.23 | 6.0500 | 5.8875 |
| 06.76 GS 2061 | 1 | T+0 | 3D | 200.00 | 183.39 | 5.0000 | 5.0000 |
| 06.67 GS 2050 | 1 | T+0 | 3D | 90.00 | 83.12 | 5.2500 | 5.2500 |
| 06.95 GS 2061 | 1 | T+0 | 3D | 80.00 | 76.08 | 5.7000 | 5.7000 |
| 06.45 GS 2029 | 2 | T+0 | 3D | 70.00 | 68.78 | 5.6000 | 5.6000 |
| 08.33 GS 2026 | 2 | T+0 | 3D | 40.00 | 42.15 | 5.6000 | 5.5500 |
| 07.32 GS 2024 | 2 | T+0 | 3D | 25.00 | 25.41 | 5.6500 | 5.6500 |
| 07.50 GS 2034 | 1 | T+0 | 3D | 25.00 | 25.46 | 5.5000 | 5.5000 |
| 08.26 GS 2027 | 1 | T+0 | 3D | 25.00 | 26.30 | 5.7000 | 5.7000 |
| 06.19 GS 2034 | 1 | T+0 | 3D | 20.00 | 18.12 | 5.3000 | 5.3000 |
| 06.79 GS 2029 | 1 | T+0 | 3D | 20.00 | 19.73 | 5.6000 | 5.6000 |
| 07.59 GS 2029 | 1 | T+0 | 3D | 20.00 | 20.29 | 5.6000 | 5.6000 |
| 07.26 GS 2032 | 1 | T+0 | 4D | 180.00 | 180.35 | 1.0000 | 1.0000 |
| Total | 120 | 14470.00 | 14342.65 | |
| TREP/031022 | T+0 | 3D | 6.75 | 6.75 | 6.00 | 6.15 | 6.21 | 17 | 5250.00 |
| Total | 17 | 5250.00 |
| 06.54 GS 2032 | 6 | 40.0000 | 94.2000 | 7.4127 |
| 07.54 GS 2036 | 3 | 35.0000 | 100.5800 | 7.4698 |
| GOI FRB 2033 | 5 | 30.0000 | 100.3500 | 7.5316 |
| 07.26 GS 2032 | 3 | 20.0000 | 99.3200 | 7.3563 |
| GOI FRB 2028 | 1 | 10.0000 | 99.0000 | 7.2170 |
| Total | 18 | 135.0000 | | |
| SPOT | 81.6025 | 81.6025 | 81.5950 | 81.5950 | 81.7350 | -0.1400 |
| C-SPOT | 81.6700 | 81.6700 | 81.6300 | 81.6300 | 81.7350 | -0.1050 |
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