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 Tenor Last Traded Amount (In Crs) Long Tenor Last Traded Amount (In Crs) Total Traded Short Tenor Amount (In Crs) Total Traded Long Tenor 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