Rupee Derivatives Dealing System (ASTROID) - ccil
Rupee Derivatives Dealing System
As on date :
Instrument Type: MIBOR Overnight Indexed Swap(OIS) Trades Executed On ASTROID Platform
| Instrument ID | Maturity Date | Previous Close (%) | Open (%) | High (%) | Low (%) | LTR (%) | LTA (Rs. In Crore) | LTT (hh:mm:ss) | WAR (%) | No. of Trades | Traded Notional Amount (Rs. In Crore) |
|---|
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
| Instrument ID | Maturity Date | Previous Close (%) | Open (%) | High (%) | Low (%) | LTR (%) | LTA (Rs. In Crore) | LTT (hh:mm:ss) | WAR (%) | No. of Trades | Traded Notional Amount (Rs. In Crore) |
|---|
Source : Rupee Derivatives Dealing System hosted at CCIL