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Most Liquid Tenor
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 Traded Security On NDS-OM
Top 5 Securities Traded/Reported on NDS OM Platform
| Security Description | Trades | TTA(₹ Cr.) | LTP | LTY |
|---|
*Trades on NDS-OM platform
Interbank USD/INR Spot Rate On Fx-Clear
Instruments Traded on FX Clear Platform
| Instruments | Open | High | Low | LTP | Prev Close | Net Change | Trades | Vol(USD In Mio) |
|---|
*Interbank USD/INR Spot trades on FX-Clear platform
Top Traded Tenor On ASTROID (By Traded volumes)
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 2025-04-03 00:00:00.0)
Securities
Forex
Derivatives
Funds Netting *
Securities Netting *
Forex Netting **
*Pertains to Securities settlement segment
**Pertains to Forex Settlement segment
Latest Updates
13
Mar 25Portfolio Compression run by CCIL for IRS (MIBOR Benchmark) market a huge success! 87.9% compression achieved in the 37th cycle New
Portfolio Compression for outstanding IRS (MIBOR Benchmark) trades carried out on 12th March 2025
12
Mar 25Guidance on BCBS-IOSCO margin requirements vis-a-vis SARVAM Rules New
Guidance on BCBS-IOSCO margin requirements vis-a-vis SARVAM Rules
11
Mar 25Additional FAQs on SARVAM New
Additional FAQs on SARVAM
11
Mar 25Operational Notification under SARVAM New
Operational Notification under SARVAM
11
Mar 25Effective Date of the CCIL-SARVAM Rules New
Effective Date of the CCIL-SARVAM Rules
25
Feb 25PM GAH and GAH GAH Settlement New
PM GAH and GAH GAH Settlement
03
Apr 25Back-testing results “Effectiveness of yield spreadsNew
Risk Management-General
02
Apr 25CCIL contribution towards pre-funded default handling resourcesNew
Risk Management-General
28
Mar 25Securities Used for VM Tracking_28032025New
Risk Management-General
28
Mar 25Notification of Spread LAF 28032025 New
Risk Management-General
28
Mar 2511
Mar 25Effective Date of the CCIL-SARVAM RulesNew
General
25
Mar 25Consultation Paper on Operating Guidelines for Stock Broker Connect New
Consultation Paper on Operating Guidelines for Stock Broker Connect
16
May 24Consultation 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 23Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM) New
Consultation Paper : Proposal to Introduce Stress Loss Margin (SLM)
05
Dec 22Consultation 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 22Consultation 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 22Consultation 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
26
Nov 24Request 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.