statistics TABLE 11: CCIL SETTLEMENT DETAILS eer e` s TABLE 11: CCIL SETTLEMENT DETAILS statistics...

CCIL Monthly Newsletter

Amount Crore`

StatisticsTABLE 11: CCIL SETTLEMENT DETAILS

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*Commenced operations from November 12, 2002, Cash and Tom settlement is with effect from February 5, 2004.

**Launched on November 5, 2018

Outright Repo (First + Second Leg) Forex* TREP**

SettlementPeriod Trades Value

Avg.Trades

Avg.Vol

Trades ValueAvg.

TradesAvg.Vol

TradesValue(USD

Million)

Avg.Trades

Avg.Vol

(USDMillion)

Trades ValueAvg.

TradesAvg.Vol

2002-03 191843 1076147 646 3623 23284 933509 78 3143 100232 136102 1101 1496 - - - -

2003-04 243585 1575133 820 5303 41886 1887266 142 6419 330517 501342 1425 2161 - - - -

2004-05 160682 1134222 550 3884 48726 3116185 167 10672 466327 899782 1976 3813 - - - -

2005-06 125509 864751 467 3215 51332 3386870 176 11599 489649 1179688 2084 5020 - - - -

2006-07 137100 1021536 562 4187 58009 5112560 199 17509 606808 1776981 2550 7466 - - - -

2007-08 188843 1653851 765 6696 53258 7893536 182 27033 757074 3133665 3181 13167 - - - -

2008-09 245964 2160233 1047 9192 48561 8187856 169 28529 837520 3758904 3657 16414 - - - -

2009-10 316956 2913890 1332 12243 57289 12142409 201 42605 883949 2988971 3843 12996 - - - -

2010-11 332540 2870952 1346 11623 54842 8207508 187 27917 1150037 4191037 4792 17463 - - - -

2011-12 412266 3488203 1732 14656 59573 7524816 205 25858 1283178 4642573 5579 20185 - - - -

2012-13 658055 6592032 2731 27353 83141 10804188 288 37385 1396138 4830933 6018 20823 - - - -

2013-14 820330 8956699 3390 37011 92795 14454046 317 49331 1512215 4743321 6490 20358 - - - -

2014-15 977948 10156162 4126 42853 109391 15735514 381 54828 1731706 5297790 7595 23236 - - - -

2015-16 883167 9728541 3665 40367 135623 17249279 490 62272 1885129 5489286 8056 23458 - - - -

2016-17 1342410 16874146 5570 70017 167888 23564763 622 87277 1926106 6274978 8302 27047 - - - -

2017-18 918737 11399881 3812 47302 198953 25636498 748 96378 2174774 6494454 9294 27754 - - - -

Apr-18 82698 882896 4353 46468 15473 1844609 737 87839 204484 617281 10762 32488 - - - -

May-18 57263 604564 2603 27480 20407 2323152 850 96798 233206 618687 11105 29461 - - - -

Jun-18 58834 667083 2802 31766 20169 2396860 877 104211 205566 549763 9789 26179 - - - -

Jul-18 61508 665482 2796 30249 19879 2317397 828 96558 205133 559823 9768 26658 - - - -

Aug-18 60810 728465 3041 36423 17643 2223138 802 101052 200625 543127 10031 27156 - - - -

Sep-18 72531 756009 4030 42001 17411 2316858 829 110327 197804 512974 11636 30175 - - - -

Oct-18 67167 770186 3198 36676 20845 3186953 906 138563 212804 586207 10640 29310 - - - -

Nov-18 58809 737819 3267 40990 15897 2260313 795 113016 162717 469127 10170 29320 14656 2350813 862 138283

Dec-18 85982 1137750 4299 56888 16978 2165473 738 94151 196452 552408 9823 27620 18126 3018160 788 131224

Jan-19 76283 877342 3317 38145 18256 2120686 730 84827 199411 546561 9496 26027 20149 3226889 806 129076

2018-19 (UptoJanuary 2019)

681885 7827597 3343 38371 182958 23155439 810 102458 2018202 5555958 10297 28347 52931 8595862 814 132244

February 2019

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TABLE 12: CATEGORYWISE BUYING ACTIVITY Percent

Percent

* Call, Notice and Term Money segment.** Includes Small Finance and Payment Banks

TABLE 13: CATEGORYWISE SELLING ACTIVITY

* Call, Notice and Term Money segment.** Includes Small Finance and Payment Banks

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Category Outright

ReverseRepo

(FundsLending)

TREPLending@

UncollateralisedMoney Market

Lending*Forex

IRS-MIBOR

IRS-MIFOR

Co-operative Banks 3.04 0.27 1.20 30.04** 0.22 - -

Financial Institutions 0.29 0.14 0.69 - 0.01 - -

Foreign Banks 27.08 23.72 0.98 8.96 44.29 43.71 57.29

Insurance Companies 1.86 9.01 20.85 - - - -

Mutual Funds 7.43 48.19 64.37 - - - -

Others 5.53 0.00 7.97 - - - -

Primary Dealers 11.51 2.26 0.00 0.03 - 30.37 0.00

Private Sector Banks 22.88 12.02 1.72 31.83 26.30 23.29 42.71

Public Sector Banks 20.38 4.39 2.23 29.14 29.18 2.63 0.00

Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00

Category OutrightRepo

(FundsBorrowing)

TREPBorrowing@

UncollateralisedMoney Market

Borrowing*Forex

IRS-MIBOR

IRS-MIFOR

Co-operative Banks 2.78 4.01 2.85 1.16** 0.22 - -

Financial Institutions 0.23 1.28 7.89 - 0.00 - -

Foreign Banks 28.99 27.13 5.99 14.87 44.90 54.72 66.28

Insurance Companies 1.80 0.00 0.07 - - - -

Mutual Funds 7.92 0.31 7.26 - - - -

Others 3.49 5.75 6.43 - - - -

Primary Dealers 14.54 34.50 7.01 24.57 - 14.26 0.00

Private Sector Banks 22.62 11.77 11.97 15.57 26.32 28.59 33.72

Public Sector Banks 17.62 15.26 50.52 43.83 28.56 2.43 0.00

Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00F

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TABLE 14: COMPARABLE RATES Percent

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Money Market Rates (WAR) Benchmark Rates Auction Cut-offs Policy Rates

DateCall Repo TREP

FBIL-OvernightMIBOR(10:45A.M.)

FBIL-MROR(10:45A.M.)

FBIL-TermMIBOR 14

DAYS(11:45A.M.)

FBIL-TermMIBOR 1

Month(11:45A.M.)

FBIL-TermMIBOR 3Months(11:45A.M.)

10YBenchmark

(WAY)91 DTB

182DTB

364DTB

LAFRepo

LAFReverseRepo

1-Jan-19 6.3382 6.3703 6.1852 6.50 6.40 7.01 7.12 7.46 7.4159 - - - 6.50 6.25

2-Jan-19 6.3268 6.3029 6.2145 6.50 6.30 6.93 7.08 7.47 7.3712 6.6462 6.8011 6.9137 6.50 6.25

3-Jan-19 6.3064 6.3224 6.2400 6.50 6.34 6.86 7.03 7.51 7.4064 - - - 6.50 6.25

4-Jan-19 6.3058 6.2988 6.2253 6.46 6.31 6.83 7.00 7.52 7.4417 - - - 6.50 6.25

5-Jan-19 6.1047 - 6.5174 - - - - - - - - - 6.50 6.25

7-Jan-19 6.3764 6.3220 6.3354 6.50 6.34 6.82 7.00 7.55 7.4841 - - - 6.50 6.25

8-Jan-19 6.3562 6.3860 6.3851 6.50 6.44 6.81 6.99 7.55 7.4749 - - - 6.50 6.25

9-Jan-19 6.3572 6.4436 6.4481 6.55 6.47 6.83 7.00 7.58 7.4663 6.6462 6.7797 6.8793 6.50 6.25

10-Jan-19 6.3598 6.4632 6.4543 6.55 6.50 6.89 7.02 7.57 7.4883 - - - 6.50 6.25

11-Jan-19 6.3531 6.4332 6.3796 6.50 6.46 6.94 7.03 7.59 7.4717 - - - 6.50 6.25

14-Jan-19 6.3666 6.3783 6.3818 6.50 6.41 6.97 7.05 7.61 7.4458 - - - 6.50 6.25

15-Jan-19 6.4198 6.3929 6.4376 6.50 6.40 6.96 7.07 7.62 7.4724 - - - 6.50 6.25

16-Jan-19 6.4159 6.4247 6.4521 6.50 6.47 6.94 7.07 7.62 7.5236 6.6462 6.7368 6.8335 6.50 6.25

17-Jan-19 6.3902 6.4318 6.4780 6.50 6.49 6.91 7.02 7.62 7.5592 - - - 6.50 6.25

18-Jan-19 6.4504 6.4647 6.4881 6.48 6.51 6.88 7.00 7.61 7.5880 - - - 6.50 6.25

19-Jan-19 6.1185 - 6.5212 - - - - - - - - - 6.50 6.25

21-Jan-19 6.4916 6.4608 6.5208 6.55 6.52 6.88 7.01 7.62 7.5933 - - - 6.50 6.25

22-Jan-19 6.4279 6.4582 6.5245 6.55 6.52 6.87 7.00 7.61 7.5338 - - - 6.50 6.25

23-Jan-19 6.4327 6.5019 6.5168 6.60 6.55 6.92 7.03 7.61 7.5458 6.6048 6.7368 6.8221 6.50 6.25

24-Jan-19 6.4130 6.4540 6.4145 6.60 6.51 6.90 7.02 7.61 7.5789 - - - 6.50 6.25

25-Jan-19 6.4149 6.3867 6.3915 6.54 6.40 6.91 7.02 7.60 7.5456 - - - 6.50 6.25

28-Jan-19 6.4343 6.4041 6.3975 6.55 6.46 6.92 7.03 7.61 7.5414 - - - 6.50 6.25

29-Jan-19 6.3817 6.3816 6.3302 6.50 6.43 6.93 7.01 7.60 7.5301 - - - 6.50 6.25

30-Jan-19 6.3851 6.3450 6.3423 6.50 6.38 6.91 7.03 7.61 7.5432 6.5634 6.6940 6.7763 6.50 6.25

31-Jan-19 6.3835 6.3536 6.3437 6.50 6.38 6.89 7.02 7.60 7.5083 - - - 6.50 6.25

Average 6.3644 6.3992 6.3970 6.52 6.43 6.90 7.03 7.58 7.5013 6.6214 6.7497 6.8450 6.50 6.25

Max 6.4916 6.5019 6.5245 6.60 6.55 7.01 7.12 7.62 7.5933 6.6462 6.8011 6.9137 6.50 6.25

Min 6.1047 6.2988 6.1852 6.46 6.30 6.81 6.99 7.46 7.3712 6.5634 6.6940 6.7763 6.50 6.25

SD 0.0882 0.0573 0.1018 0.04 0.07 0.05 0.03 0.05 0.0599 0.0370 0.0418 0.0531

February 2019

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TABLE 15 : PROPRIETARY / CONSTITUENT SETTLEMENT ANALYSIS

GOVERNMENT SECURITIES MARKETSETTLEMENT ANALYSIS

Number of Participants: 273

Percent

statistics

71

Outright Repo

Proprietary Constituent Proprietary ConstituentSettlement Period

Trades Value Trades Value Trades Value Trades Value

2002-03 80.54 87.54 19.46 12.46 99.58 99.81 0.42 0.19

2003-04 75.82 85.03 24.18 14.97 88.11 89.96 11.89 10.04

2004-05 75.96 81.95 24.04 18.05 81.83 86.21 18.17 13.79

2005-06 78.55 85.37 21.45 14.63 70.00 82.77 30.00 17.23

2006-07 87.78 90.06 12.22 9.94 70.67 85.01 29.33 14.99

2007-08 90.26 90.55 9.74 9.45 70.74 83.79 29.26 16.21

2008-09 89.48 88.32 10.52 11.68 72.60 87.98 27.40 12.02

2009-10 90.16 90.56 9.84 9.44 81.01 94.03 18.99 5.97

2010-11 89.23 89.92 10.77 10.08 80.58 89.37 19.42 10.63

2011-12 90.81 88.35 9.19 11.65 81.39 88.46 18.61 11.54

2012-13 89.69 87.05 10.31 12.95 90.89 92.91 9.11 7.09

2013-14 88.78 85.20 11.22 14.80 91.90 93.43 8.10 6.57

2014-15 89.88 88.50 10.12 11.50 94.15 93.04 5.85 6.96

2015-16 89.10 88.95 10.90 11.05 95.84 94.73 4.16 5.27

2016-17 87.56 87.62 12.44 12.38 95.46 94.19 4.54 5.81

2017-18 86.31 85.71 13.69 14.29 96.63 94.91 3.37 5.09

Apr-18 88.55 85.00 11.45 15.00 97.17 95.05 2.83 4.95

May-18 85.74 83.34 14.26 16.66 97.39 95.06 2.61 4.94

Jun-18 87.40 86.99 12.60 13.01 97.59 95.14 2.41 4.86

Jul-18 85.80 84.54 14.20 15.46 97.01 94.07 2.99 5.93

Aug-18 86.83 86.84 13.17 13.16 97.03 94.84 2.97 5.16

Sep-18 88.65 87.75 11.35 12.25 96.07 93.46 3.93 6.54

Oct-18 86.27 83.37 13.73 16.63 95.42 93.66 4.58 6.34

Nov-18 83.23 81.59 16.77 18.41 94.56 91.96 5.44 8.04

Dec-18 83.65 83.95 16.35 16.05 95.55 91.68 4.45 8.32

Jan-19 84.75 82.32 15.25 17.68 94.79 90.72 5.21 9.28

2018-19 (Upto January 2019) 86.10 84.50 13.90 15.50 96.30 93.58 3.70 6.42

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TABLE 16: DEAL SIZE ANALYSIS Percent

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< 5 Cr 5 Cr > 5 Cr <=10 Cr >10 Cr<=20 Cr > 20 Cr

Settlement Period % tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

2002-03 10.22 1.64 75.71 67.68 10.88 19.23 2.30 6.80 0.89 4.65

2003-04 12.23 1.72 68.92 53.29 11.98 18.40 2.54 6.51 4.33 20.09

2004-05 14.24 1.75 67.12 47.55 9.72 13.59 2.98 7.02 5.93 30.09

2005-06 15.26 1.78 67.75 49.17 8.05 11.49 2.68 6.36 6.26 31.20

2006-07 8.30 0.93 71.38 47.90 12.50 16.67 2.59 5.76 5.23 28.75

2007-08 5.30 0.51 60.70 34.66 23.17 26.40 3.47 6.62 7.36 31.81

2008-09 5.69 0.56 64.57 36.76 20.60 23.40 2.89 5.52 6.26 33.76

2009-10 5.35 0.54 65.32 35.53 18.16 19.71 3.31 6.03 7.86 38.20

2010-11 6.34 0.69 64.62 37.42 18.04 20.84 3.90 7.58 7.10 33.46

2011-12 5.32 0.57 66.66 39.39 17.19 20.27 3.91 7.74 6.92 32.03

2012-13 4.21 0.45 60.06 29.98 21.30 21.23 5.09 8.66 9.33 39.68

2013-14 3.85 0.40 58.80 26.93 20.49 18.74 5.97 9.29 10.89 44.65

2014-15 2.78 0.33 61.13 29.43 21.40 20.58 5.42 8.89 9.27 40.77

2015-16 3.48 0.43 60.18 27.32 20.28 18.37 5.55 8.56 10.51 45.32

2016-17 3.43 0.42 52.33 20.81 23.71 18.83 6.66 9.07 13.87 50.86

2017-18 3.52 0.42 56.59 22.80 20.39 16.39 6.89 9.45 12.62 50.94

Apr-18 2.76 0.38 62.95 29.48 18.83 17.60 5.99 9.50 9.47 43.03

May-18 3.57 0.44 65.41 30.98 16.82 15.88 5.33 8.54 8.87 44.16

Jun-18 3.39 0.40 63.83 28.15 17.57 15.45 5.52 8.26 9.69 47.75

Jul-18 3.24 0.42 63.58 29.38 17.46 16.04 5.81 9.04 9.91 45.12

Aug-18 3.46 0.41 59.05 24.65 18.88 15.72 6.63 9.46 11.98 49.76

Sep-18 2.82 0.38 62.42 29.94 18.46 17.67 6.70 10.91 9.60 41.09

Oct-18 3.21 0.43 60.28 26.28 18.79 16.35 6.49 9.61 11.24 47.32

Nov-18 4.25 0.50 53.92 21.49 20.07 15.96 7.30 10.01 14.46 52.04

Dec-18 3.59 0.42 54.02 20.41 20.20 15.24 7.63 9.90 14.56 54.03

Jan-19 3.67 0.44 60.40 26.26 17.39 15.08 6.91 10.28 11.63 47.95

2018-19 (Upto January 2019) 3.37 0.42 60.43 26.32 18.51 16.08 6.48 9.62 11.20 47.56

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TABLE 18: T+2 TRADES - HISTORICAL TRADING SUMMARY* Amount Crore`

TABLE 17: T+2 TRADING SUMMARY* Amount Crore`

*As confirmed on trade date

*As confirmed on trade date

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Month Trades Face Value

2015-16 2139 124016

2016-17 3054 212821

2017-18 2513 151185

Apr-18 294 17740

May-18 109 6218

Jun-18 109 3637

Jul-18 67 4739

Aug-18 90 3918

Sep-18 75 3607

Oct-18 94 11506

Nov-18 88 4702

Dec-18 132 5242

Jan-19 133 6726

2018-19 (Upto January 2019) 1191 68037

Date Trades Face Value

1-Jan-19 - -

2-Jan-19 4 152

3-Jan-19 6 154

4-Jan-19 5 72

7-Jan-19 10 237

8-Jan-19 2 13

9-Jan-19 10 358

10-Jan-19 7 117

11-Jan-19 - -

14-Jan-19 2 115

15-Jan-19 4 628

16-Jan-19 1 310

17-Jan-19 9 620

18-Jan-19 28 1727

21-Jan-19 6 10

22-Jan-19 - -

23-Jan-19 3 57

24-Jan-19 3 55

25-Jan-19 11 1128

28-Jan-19 3 206

29-Jan-19 5 328

30-Jan-19 6 343

31-Jan-19 8 98

Total 133 6726

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TABLE 19: INSTRUMENT WISE BREAKUP OF OUTRIGHT TRADES Amount Crore`

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Cen. Govt. DatedSecurities

Treasury Bills State Development LoansSettlement Period

ValueAvg.Value

%Share

ValueAvg.Value

%Share

ValueAvg.Value

% Share

2002-03 1032185 3475 95.91 37443 126 3.48 6519 22 0.61

2003-04 1458665 4911 92.61 102299 344 6.49 14169 48 0.90

2004-05 862820 2955 76.07 246703 845 21.75 24700 85 2.18

2005-06 657213 2443 76.00 189839 706 21.95 17700 66 2.05

2006-07 883248 4723 86.46 126956 679 12.43 11332 61 1.11

2007-08 1467704 5942 88.74 171914 696 10.39 14234 58 0.86

2008-09 1955412 8321 90.52 170436 725 7.89 34385 146 1.59

2009-10 2480850 10424 85.14 363283 1526 12.47 69757 293 2.39

2010-11 2552181 10333 88.90 275095 1114 9.58 43677 177 1.52

2011-12 3099108 13021 88.85 345237 1451 9.90 43859 184 1.26

2012-13 5920929 24568 89.82 552943 2294 8.39 118159 490 1.79

2013-14 7968661 32928 88.97 833191 3443 9.30 154847 640 1.73

2014-15 9149608 38606 90.09 823470 3475 8.11 183083 773 1.80

2015-16 8557672 35509 87.96 854390 3545 8.78 316479 1313 3.25

2016-17 15198472 63064 90.07 1073461 4454 6.36 602213 2499 3.57

2017-18 9830117 40789 86.23 1006055 4175 8.83 563709 2339 4.94

Apr-18 781381 41125 88.50 56127 2954 6.36 45388 2389 5.14

May-18 522946 23770 86.50 46621 2119 7.71 34998 1591 5.79

Jun-18 555852 26469 83.33 81257 3869 12.18 29973 1427 4.49

Jul-18 561763 25535 84.41 71964 3271 10.81 31755 1443 4.77

Aug-18 607543 30377 83.40 88114 4406 12.10 32808 1640 4.50

Sep-18 666022 37001 88.10 59389 3299 7.86 30598 1700 4.05

Oct-18 657407 31305 85.36 79965 3808 10.38 32815 1563 4.26

Nov-18 617904 34328 83.75 74991 4166 10.16 44924 2496 6.09

Dec-18 944890 47244 83.05 130397 6520 11.46 62464 3123 5.49

Jan-19 750309 32622 85.52 79085 3438 9.01 47948 2085 5.47

2018-19 (Upto January 2019) 6666017 32677 85.16 767909 3764 9.81 393670 1930 5.03

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Year 2002-03 2003-04 2004-05 2005-06 2006-07 2007-08 2008-09 2009-10 2010-11 2011-12 2012-13 2013-14 2014-15 2015-16 2016-17 2017-18 Jan-19 2018-19

2003 0.40 0.06 - - - - - - - - - - - - - - - -

2004 1.82 1.31 0.04 - - - - - - - - - - - - - - -

2005 0.44 0.79 2.40 0.09 - - - - - - - - - - - - - -

2006 0.32 0.49 2.01 2.04 0.20 - - - - - - - - - - - - -

2007 0.50 0.51 1.34 2.35 1.55 0.06 - - - - - - - - - - - -

2008 3.58 2.73 2.04 2.06 1.44 0.31 0.00 - - - - - - - - - - -

2009 2.81 3.18 5.43 2.64 2.83 11.43 4.27 0.43 - - - - - - - - - -

2010 5.14 4.20 10.39 12.56 2.91 6.29 3.50 3.38 0.59 - - - - - - - - -

2011 15.85 7.48 6.88 4.70 14.48 1.17 1.99 3.21 1.14 0.15 - - - - - - - -

2012 21.42 12.04 4.66 8.19 4.27 0.56 1.04 2.94 2.38 0.82 0.05 - - - - - - -

2013 9.21 7.53 2.13 6.48 0.59 2.99 1.92 1.57 1.29 0.12 0.08 0.05 - - - - - -

2014 0.44 5.51 6.04 12.79 6.12 1.49 6.75 10.24 0.82 0.12 0.07 0.34 0.05 - - - - -

2015 7.89 5.70 25.34 1.38 1.56 3.50 1.78 5.38 8.21 0.43 0.35 0.57 0.62 0.38 - - - -

2016 2.98 0.88 2.07 0.26 32.66 1.00 1.63 13.70 5.12 0.80 0.13 0.20 0.19 0.63 0.18 - - -

2017 17.65 25.82 16.64 22.60 17.69 47.01 5.84 1.05 6.76 1.05 4.57 4.86 0.24 0.79 0.84 0.05 - -

2018 0.51 6.96 3.73 1.38 0.14 0.08 42.75 0.15 0.04 6.55 1.56 1.48 0.11 0.83 0.74 0.40 - 0.13

2019 0.99 3.94 2.24 0.18 0.09 0.03 2.44 24.90 0.10 0.01 0.02 3.82 2.02 1.65 1.58 0.81 1.38 1.67

2020 0.06 3.75 1.73 0.10 0.10 0.01 0.02 19.27 32.76 1.56 7.77 6.38 10.43 12.47 6.23 2.93 3.03 2.88

2021 2.24 0.46 0.17 14.21 3.64 0.57 3.71 4.92 0.03 53.20 8.26 0.60 0.11 0.66 1.66 1.12 1.12 1.24

2022 2.77 2.66 1.44 1.13 0.52 5.82 1.56 1.43 35.55 13.87 25.16 12.91 2.73 1.49 1.22 4.07 1.15 7.25

2023 - 2.38 1.33 0.10 0.07 0.67 2.27 0.53 0.08 0.07 0.01 26.74 26.46 8.71 7.44 3.21 6.68 3.76

2024 - - - - 0.01 0.69 1.08 1.24 0.19 17.58 12.68 0.99 23.76 19.12 2.83 2.49 1.05 0.71

2025 - - - - - 0.16 1.30 0.30 0.05 0.01 10.78 13.02 0.16 20.27 3.87 2.44 0.21 0.30

2026 2.22 0.22 0.08 0.08 0.00 0.22 0.74 0.80 0.38 0.14 21.30 15.87 2.29 7.33 34.72 9.29 5.61 4.30

2027 - - - - 0.04 0.67 2.97 2.35 2.95 1.31 0.86 7.98 6.25 1.12 0.51 29.72 1.00 2.66

2028 - 1.14 0.98 0.09 0.06 0.03 0.04 0.01 0.01 0.00 0.00 0.00 21.17 4.46 0.43 4.87 72.29 64.08

2029 - - - - - - - - - 0.00 0.00 0.00 0.00 2.97 13.50 20.05 2.45 0.41

2030 - - - - - - - - - 0.95 3.88 2.06 1.14 13.39 21.61 2.76 0.45 0.38

2031 - - - - - - - - - 0.00 0.00 0.00 0.00 0.00 0.00 12.39 0.39 7.82

2032 0.74 0.29 0.30 0.35 0.27 2.46 7.71 0.62 0.72 0.27 0.31 0.91 0.43 0.57 0.21 0.41 1.26 0.48

2033 - - - - - - - - - 0.00 0.00 0.00 0.18 0.71 0.26 0.85 0.55 0.29

2034 - - 0.59 1.69 4.18 0.02 0.75 0.86 0.03 0.00 0.01 0.01 0.01 0.40 0.57 0.74 0.22 0.34

2035 - - - 2.55 0.08 0.01 0.26 0.26 0.01 0.00 0.00 0.10 0.02 0.03 0.12 0.11 0.47 0.46

2036 - - - - 4.50 12.75 3.07 0.10 0.04 0.00 0.45 0.03 0.05 0.06 0.09 0.07 0.04 0.06

2037 - - - - - - - - - 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

2038 - - - - - - - - - 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

2039 - - - - - - 0.63 0.38 0.00 0.00 0.00 0.00 0.00 0.00 0.05 0.03 0.00 0.01

2040 - - - - - - - - 0.75 0.62 0.11 0.03 0.19 0.18 0.07 0.10 0.07 0.04

2041 - - - - - - - - - 0.36 1.34 0.58 0.14 0.11 0.07 0.06 0.05 0.06

2042 - - - - - - - - - - 0.25 0.41 0.45 0.23 0.11 0.10 0.01 0.07

2043 - - - - - - - - - - 0.05 0.61 0.23 0.13 0.04 0.00 0.03

2044 - - - - - - - - - - - - 0.19 0.69 0.39 0.35 0.11 0.07

2045 - - - - - - - - - - - - - 0.52 0.34 0.16 0.04 0.09

2046 - - - - - - - - - - - - - - 0.10 0.16 0.18 0.19

2047 - - - - - - - - - - - - - - - - 0.00 0.00

2048 - - - - - - - - - - - - - - - - 0.00 0.00

2049 - - - - - - - - - - - - - - - - 0.00 0.00

2050 - - - - - - - - - - - - - - - - 0.00 0.00

2051 - - - - - - - - - - - - - - 0.06 0.21 0.02 0.03

2052 - - - - - - - - - - - - - - - - 0.00 0.00

2053 - - - - - - - - - - - - - - - - 0.00 0.00

2054 - - - - - - - - - - - - - - - - 0.00 0.00

2055 - - - - - - - - - - - - - 0.02 0.07 0.02 0.18 0.19

Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00

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TABLE 20: TENOR WISE ACTIVITY - CENTRAL GOVERNMENT DATED SECURITIES Percent

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TABLE 21: NETTING FACTOR: FUNDS

Netting Factor denotes the extent of actual reduction achieved through multi-lateral offsetting of individual member fund

obligations (arising out of every trade) to a single net fund obligation. This process has significantly reduced individual

funding requirements for every member and also achieved reduction in market liquidity risk.

Amount Crore`

NETTING FACTOR

statistics

76

Settlement Period Gross Net Netting Factor (%)

2002-03 2324017 653519 71.88

2003-04 4038385 979592 75.74

2004-05 4582506 1037355 77.36

2005-06 4460523 905062 79.71

2006-07 6275182 968185 84.57

2007-08 9646481 1596638 83.45

2008-09 10756665 1674892 84.43

2009-10 15502457 2642001 82.96

2010-11 11233653 2561298 77.20

2011-12 10996999 2191680 80.07

2012-13 17585265 3101477 82.36

2013-14 23207382 4256748 81.66

2014-15 26141572 4216733 83.87

2015-16 27433525 4352880 84.13

2016-17 42368619 6265051 85.21

2017-18 37795487 6679290 82.33

Apr-18 2751880 483979 82.41

May-18 2931475 546525 81.36

Jun-18 3056625 561218 81.64

Jul-18 2962094 515766 82.59

Aug-18 2926730 607004 79.26

Sep-18 3017688 562551 81.36

Oct-18 3942904 704358 82.14

Nov-18 3009224 517762 82.79

Dec-18 3342616 445874 86.66

Jan-19 3012027 415712 86.20

2018-19 (Upto January 2019) 30953264 5360748 82.68

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TABLE 22: NETTING FACTOR: SECURITIES Amount Crore`


2004-05 4250540 2462556 42.06

2005-06 4384775 2012523 54.10

2006-07 6123933 2418739 60.50

2007-08 9536455 3776777 60.40

2008-09 10365006 3750501 63.82

2009-10 15056277 6461619 57.08

2010-11 11078385 4883399 55.92

2011-12 11011992 4139464 62.41

2012-13 17395376 6568929 62.24

2013-14 23302555 9419626 59.58

2014-15 25891676 10026109 61.28

2015-16 26977725 10438154 61.31

2016-17 40603629 15078857 62.86

2017-18 37036379 15278527 58.75

Apr-18 2727505 1072755 60.67

May-18 2927716 1150754 60.69

Jun-18 3063942 1256578 58.99

Jul-18 2982879 1151723 61.39

Aug-18 2951602 1270018 56.97

Sep-18 3072867 1240192 59.64

Oct-18 3957140 1675907 57.65

Nov-18 2998380 1236299 58.77

Dec-18 3303075 1299436 60.66

Jan-19 2998028 1176010 60.77

2018-19 (Upto January 2019) 30983135 12529671 59.56

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TABLE 23: LIQUIDITY ANALYSIS FOR CENTRAL GOVERNMENT SECURITIES TRANSACTED DURING THE MONTH

78

Sr.No.

Security ISINMaturity

Date

Daystraded(in last

12months)

Valuetraded inlast 12months(FV in

` Crore)

Percentsharein last

12monthsValue

DaysTraded(January- 2019)

Value forJanuary –

2019(FV in

` Crore)

Percentshare in(January2019)

Outstanding(FV in

` Crore)

TurnoverRatio*

AverageDaily

TradingValue inlast 12months(FV in

` Crore)

1 7.17% GS 2028 IN0020170174 8-Jan-28 241 4574722 59 23 542126 72 113148 479 18982

2 7.37% GS 2023 IN0020180025 16-Apr-23 180 186746 2 23 43559 6 39988 109 1037

3 7.59% GS 2026 IN0020150093 11-Jan-26 233 269849 3 23 38989 5 119000 33 1158

4 6.65% GS 2020 IN0020180017 9-Apr-20 182 61813 1 23 17415 2 43546 40 340

5 7.26% GS 2029 IN0020180454 14-Jan-29 13 16848 0 13 16848 2 8000 211 1296

6 7.95% GS 2032 IN0020020106 28-Aug-32 132 25900 0 23 9063 1 101000 9 196

7 6.05% GS 2019 IN0020080068 2-Feb-19 237 69700 1 23 6227 1 38063 16 294

8 8.24% GS 2027 IN0020060078 15-Feb-27 162 20473 0 23 6080 1 102389 6 126

9 6.84% GS 2022 IN0020160050 19-Dec-22 241 382078 5 23 5971 1 99000 6 1585

10 8.24% GS 2033 IN0020140052 10-Nov-33 111 8917 0 17 3703 0 93275 4 80

11 7.40% GS 2035 IN0020050012 9-Sep-35 179 30768 0 23 3189 0 89245 4 172

12 7.16% GS 2023 IN0020130012 20-May-23 228 44036 1 22 3142 0 77100 4 193

13 7.94% GS 2021 IN0020060318 24-May-21 223 29062 0 23 3018 0 49425 6 130

14 8.40% GS 2024 IN0020140045 28-Jul-24 183 32370 0 14 2505 0 90000 3 177

15 6.90% GS 2019 IN0020090042 13-Jul-19 186 29244 0 22 2390 0 42840 6 157

16 8.79% GS 2021 IN0020110030 8-Nov-21 179 24140 0 19 2358 0 83000 3 135

17 9.15% GS 2024 IN0020110048 14-Nov-24 112 10843 0 22 2335 0 92000 3 97

18 6.68% GS 2031 IN0020170042 17-Sep-31 237 758052 10 21 2289 0 93252 2 3199

19 7.00% GS 2021 IN0020180470 21-Jan-21 8 2256 0 8 2256 0 3000 75 282

20 7.32% GS 2024 IN0020180488 28-Jan-24 4 1869 0 4 1869 0 4000 47 467

21 8.83% GS 2023 IN0020130061 25-Nov-23 99 13132 0 7 1685 0 83000 2 133

22 8.97% GS 2030 IN0020110055 5-Dec-30 90 7185 0 16 1605 0 90000 2 80

February 2019


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TABLE 23: LIQUIDITY ANALYSIS FOR CENTRAL GOVERNMENT SECURITIES TRANSACTED DURING THE MONTH (Contd.)

Sr.No.


Date

Daystraded(in last

12months)


` Crore)

Percentsharein last

12monthsValue



2019(FV in

` Crore)


Outstanding(FV in

` Crore)

TurnoverRatio*

AverageDaily


` Crore)

23 8.33% GS 2026 IN0020120039 9-Jul-26 110 17712 0 7 1538 0 90000 2 161

24 7.68% GS 2023 IN0020150010 15-Dec-23 175 20261 0 12 1529 0 88132 2 116

25 7.59% GS 2029 IN0020150069 20-Mar-29 147 12291 0 18 1387 0 96237 1 84

26 6.35% GS 2020 IN0020020171 2-Jan-20 229 19127 0 23 1377 0 61000 2 84

27 7.06% GS 2046 IN0020160068 10-Oct-46 144 13090 0 18 1370 0 91000 2 91

28 7.72% GS 2055 IN0020150077 26-Oct-55 98 12045 0 14 1325 0 86000 2 123

29 7.50% GS 2034 IN0020040039 10-Aug-34 141 16551 0 22 1197 0 99101 1 117

30 7.28% GS 2019 IN0020130038 3-Jun-19 222 22323 0 16 1190 0 42038 3 101

31 7.88% GS 2030 IN0020150028 19-Mar-30 180 13327 0 17 1055 0 89000 1 74

32 7.80% GS 2020 IN0020100015 3-May-20 196 40807 1 8 1038 0 75000 1 208

33 8.12% GS 2020 IN0020120054 10-Dec-20 196 38776 0 11 894 0 76000 1 198

34 8.20% GS 2025 IN0020120047 24-Sep-25 155 15249 0 17 884 0 90000 1 98

35 6.90% OMC SB 2026 IN0020089069 4-Feb-26 26 1447 0 4 881 0 21942 4 56

36 7.35% GS 2024 IN0020090034 22-Jun-24 204 20133 0 14 857 0 90168 1 99

37 8.27% GS 2020 IN0020140029 9-Jun-20 207 35391 0 11 810 0 73000 1 171

38 8.17% GS 2044 IN0020140078 1-Dec-44 134 5952 0 13 805 0 89000 1 44

39 8.08% GS 2022 IN0020070028 2-Aug-22 184 23020 0 14 802 0 68969 1 125

40 7.80% GS 2021 IN0020110022 11-Apr-21 217 41647 1 15 755 0 67493 1 192

41 8.15% GS 2022 IN0020120013 11-Jun-22 208 59869 1 9 741 0 83000 1 288

42 8.35% GS 2022 IN0020020072 14-May-22 100 7518 0 9 736 0 77000 1 75

43 8.28% GS 2027 IN0020070069 21-Sep-27 157 10192 0 13 730 0 90001 1 65

44 FRB 2020 IN0020092071 21-Dec-20 35 7843 0 5 625 0 13000 5 224

February 2019


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80

Sr.No.


Date

Daystraded(in last

12months)


` Crore)

Percentsharein last

12monthsValue



2019(FV in

` Crore)


Outstanding(FV in

` Crore)

TurnoverRatio*

AverageDaily


` Crore)

45 7.61% GS 2030 IN0020160019 9-May-30 154 13032 0 13 611 0 85000 1 85

46 FRB 2031 IN0020180041 7-Dec-31 13 5344 0 2 600 0 43000 1 411

47 8.19% GS 2020 IN0020110071 16-Jan-20 109 15284 0 4 577 0 74000 1 140

48 7.72% GS 2025 IN0020150036 25-May-25 184 16959 0 16 572 0 90032 1 92

49 8.30% GS 2040 IN0020100031 2-Jul-40 90 3580 0 13 538 0 90000 1 40

50 6.05% GS 2019 IN0020030048 12-Jun-19 71 1756 0 11 501 0 11000 5 25

51 6.79% GS 2027 IN0020170026 15-May-27 189 431596 6 11 425 0 121000 0 2284

52 7.73% GS 2034 IN0020150051 19-Dec-34 184 9701 0 15 399 0 100000 0 53

53 6.57% GS 2033 IN0020160100 5-Dec-33 167 14042 0 13 373 0 64656 1 84

54 8.83% GS 2041 IN0020110063 12-Dec-41 82 4701 0 15 367 0 90000 0 57

55 8.33% GS 2036 IN0020060045 7-Jun-36 91 3961 0 7 315 0 86000 0 44

56 6.97% GS 2026 IN0020160035 6-Sep-26 136 8334 0 8 306 0 91578 0 61

57 8.13% GS 2045 IN0020150044 22-Jun-45 127 8032 0 11 303 0 98000 0 63

58 7.40%GS09SEP2035P IN000935P016 9-Sep-35 1 300 0 1 300 0 - - 300

59 6.35% OMC SB 2024 IN0020089036 23-Dec-24 15 639 0 4 280 0 22000 1 43

60 8.15% GS 2026 IN0020140060 24-Nov-26 118 12459 0 4 256 0 86489 0 106

61 8.28% GS 2032 IN0020060086 15-Feb-32 106 4410 0 5 256 0 90687 0 42

62 8.13% GS 2022 IN0020070051 21-Sep-22 118 5158 0 10 221 0 70495 0 44

63 8.60% GS 2028 IN0020140011 2-Jun-28 137 12611 0 8 189 0 84000 0 92

64 8.20% OMC SB 2023 IN0020089010 10-Nov-23 19 178 0 1 158 0 22000 1 9

65 6.79% GS 2029 IN0020160118 26-Dec-29 111 5384 0 12 158 0 118801 0 49

66 8.26% GS 2027 IN0020070036 2-Aug-27 141 6039 0 7 143 0 73728 0 43

February 2019


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Sr.No.


Date

Daystraded(in last

12months)


` Crore)

Percentsharein last

12monthsValue



2019(FV in

` Crore)


Outstanding(FV in

` Crore)

TurnoverRatio*

AverageDaily


` Crore)

67 6.62% GS 2051 IN0020160092 28-Nov-51 63 2042 0 5 138 0 55000 0 32

68 9.20% GS 2030 IN0020130053 30-Sep-30 66 1177 0 4 111 0 61885 0 18

69 7.95% OMC SB 2025 IN0020079029 18-Jan-25 10 109 0 2 105 0 11257 1 11

70 8.32% GS 2032 IN0020070044 2-Aug-32 98 2737 0 13 99 0 89434 0 28

71 8.20% GS 2022 IN0020060037 15-Feb-22 196 68869 1 6 98 0 57632 0 351

72 8.23% FCI SB 2027 IN0020060029 12-Feb-27 19 119 0 2 73 0 6200 1 6

73 8.30% GS 2042 IN0020120062 31-Dec-42 71 5497 0 2 65 0 104529 0 77

74 6.13% GS 2028 IN0020030022 4-Jun-28 31 96 0 5 60 0 11000 1 3

75 8.00% OMC SB 2026 IN0020089077 23-Mar-26 16 82 0 1 50 0 10000 1 5

76 8.03% FCI SB 2024 IN0020060011 15-Dec-24 15 120 0 2 40 0 5000 1 8

77 7.95% FERT SB 2026 IN0020079037 18-Feb-26 24 159 0 2 31 0 3551 1 7

78 5.87% GS 2022 IN0020039031 28-Aug-22 8 108 0 1 20 0 11000 0 14

79 6.17% GS 2023 IN0020030055 12-Jun-23 74 1816 0 2 20 0 14000 0 0

80 6.01% GS 2028 IN0020020247 25-Mar-28 39 253 0 3 13 0 15000 0 6

81 GS09MAR2035C IN000335C017 9-Mar-35 1 11 0 1 11 0 - - 11

82 GS09SEP2026C IN000926C013 9-Sep-26 1 11 0 1 11 0 - - 11

83 GS09SEP2020C IN000920C016 9-Sep-20 1 11 0 1 11 0 - - 11

84 GS09SEP2029C IN000929C017 9-Sep-29 1 11 0 1 11 0 - - 11

85 GS09SEP2032C IN000932C011 9-Sep-32 1 11 0 1 11 0 - - 11

86 GS09MAR2026C IN000326C016 9-Mar-26 1 11 0 1 11 0 - - 11

87 GS09MAR2027C IN000327C014 9-Mar-27 1 11 0 1 11 0 - - 11

88 GS09SEP2021C IN000921C014 9-Sep-21 1 11 0 1 11 0 - - 11

February 2019


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82

Sr.No.


Date

Daystraded(in last

12months)


` Crore)

Percentsharein last

12monthsValue



2019(FV in

` Crore)


Outstanding(FV in

` Crore)

TurnoverRatio*

AverageDaily


` Crore)

89 GS09MAR2023C IN000323C013 9-Mar-23 1 11 0 1 11 0 - - 11

90 GS09MAR2019C IN000319C011 9-Mar-19 1 11 0 1 11 0 - - 11

91 GS09SEP2019C IN000919C018 9-Sep-19 1 11 0 1 11 0 - - 11

92 GS09SEP2027C IN000927C011 9-Sep-27 1 11 0 1 11 0 - - 11

93 GS09MAR2032C IN000332C014 9-Mar-32 1 11 0 1 11 0 - - 11

94 GS09SEP2024C IN000924C018 9-Sep-24 1 11 0 1 11 0 - - 11

95 GS09MAR2022C IN000322C015 9-Mar-22 1 11 0 1 11 0 - - 11

96 GS09MAR2029C IN000329C010 9-Mar-29 1 11 0 1 11 0 - - 11

97 GS09MAR2021C IN000321C017 9-Mar-21 1 11 0 1 11 0 - - 11

98 GS09MAR2024C IN000324C011 9-Mar-24 1 11 0 1 11 0 - - 11

99 GS09MAR2034C IN000334C010 9-Mar-34 1 11 0 1 11 0 - - 11

100 GS09MAR2030C IN000330C018 9-Mar-30 1 11 0 1 11 0 - - 11

101 GS09SEP2034C IN000934C017 9-Sep-34 1 11 0 1 11 0 - - 11

102 GS09SEP2025C IN000925C015 9-Sep-25 1 11 0 1 11 0 - - 11

103 GS09MAR2031C IN000331C016 9-Mar-31 1 11 0 1 11 0 - - 11

104 GS09MAR2020C IN000320C019 9-Mar-20 1 11 0 1 11 0 - - 11

105 GS09SEP2028C IN000928C019 9-Sep-28 1 11 0 1 11 0 - - 11

106 GS09MAR2025C IN000325C018 9-Mar-25 1 11 0 1 11 0 - - 11

107 GS09MAR2028C IN000328C012 9-Mar-28 1 11 0 1 11 0 - - 11

108 GS09SEP2022C IN000922C012 9-Sep-22 1 11 0 1 11 0 - - 11

109 GS09SEP2030C IN000930C015 9-Sep-30 1 11 0 1 11 0 - - 11

110 GS09MAR2033C IN000333C012 9-Mar-33 1 11 0 1 11 0 - - 11

February 2019


Sr.No.


Date

Daystraded(in last

12months)


` Crore)

Percentsharein last

12monthsValue



2019(FV in

` Crore)


Outstanding(FV in

` Crore)

TurnoverRatio*

AverageDaily


` Crore)

111 GS09SEP2035C IN000935C014 9-Sep-35 1 11 0 1 11 0 - - 11

112 GS09SEP2023C IN000923C010 9-Sep-23 1 11 0 1 11 0 - - 11

113 GS09SEP2031C IN000931C013 9-Sep-31 1 11 0 1 11 0 - - 11

114 GS09SEP2033C IN000933C019 9-Sep-33 1 11 0 1 11 0 - - 11

115 GS02FEB2019C IN000219C021 2-Feb-19 2 14 0 1 7 0 - - 7

116 6.30% GS 2023 IN0020030014 9-Apr-23 49 2287 0 1 3 0 13000 0 47

117 10.03% GS 2019 IN0020010065 9-Aug-19 19 179 0 2 1 0 6000 0 9

118 10.18% GS 2026 IN0020010081 11-Sep-26 27 53 0 1 1 0 15000 0 2

119 9.23% GS 2043 IN0020130079 23-Dec-43 65 2671 0 1 1 0 79472 0 41

120 8.15% FCI SB 2022 IN0020060110 16-Oct-22 20 56 0 3 1 0 5000 0 3

121 8.13% OMC SB 2021 IN0020060094 16-Oct-21 9 83 0 2 0 0 5000 0 9

122 8.20% OMC SB 2024 IN0020060060 12-Feb-24 11 84 0 1 0 0 5000 0 8

123 10.25% GS 2021 IN0020010040 30-May-21 35 301 0 2 0 0 26213 0 9

124 8.20% OMC SB 2024 IN0020099019 15-Sep-24 25 78 0 2 0 0 10306 0 3

125Other Securities TradedDuring The Past 12 MonthsBut Not Traded During The Month

44763 1 -

Total 7772201 100 - 750307 100

CCIL Monthly Newsletter February 2019

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TABLE 24: MARKET SHARE OF TOP 'N' SECURITIES Percent

Settlement Period Top 5 Top 10 Top 15 Top 20

2003-04 39.01 57.30 70.28 79.43

2004-05 49.97 66.31 74.56 80.36

2005-06 63.75 82.82 89.67 92.85

2006-07 74.88 88.82 92.37 94.88

2007-08 66.35 83.84 92.54 95.79

2008-09 61.07 73.89 81.92 87.35

2009-10 60.71 79.08 86.48 90.54

2010-11 71.77 88.33 93.91 96.39

2011-12 85.51 94.15 97.07 98.68

2012-13 77.59 94.68 97.63 98.70

2013-14 68.11 90.79 95.61 97.70

2014-15 79.28 91.80 96.45 97.74

2015-16 66.26 82.74 88.47 91.80

2016-17 68.59 86.20 90.49 92.79

2017-18 70.79 79.86 85.06 88.59

Apr-18 83.96 89.67 92.21 94.07

May-18 79.63 87.51 91.32 93.98

Jun-18 82.31 88.16 91.85 93.74

Jul-18 86.36 90.47 92.87 94.57

Aug-18 88.02 91.39 93.81 95.75

Sep-18 90.75 93.72 95.53 96.84

Oct-18 87.21 91.57 94.27 96.09

Nov-18 89.90 93.31 94.96 96.18

Dec-18 89.51 92.12 94.24 95.65

Jan-19 87.82 91.96 93.86 95.34

2018-19 (Upto January 2019) 83.78 89.13 91.60 93.39

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TABLE 25: MARKET SHARE OF MEMBERS IN OUTRIGHT SETTLEMENT Percent

Settlement Period Top 5 Top 10 Top 15 Top 20

2002-03 20.17 32.59 42.33 50.14

2003-04 19.02 31.58 40.63 48.49

2004-05 21.20 35.51 46.10 54.37

2005-06 21.84 37.47 49.11 57.64

2006-07 28.93 45.34 57.08 65.89

2007-08 27.42 43.65 56.17 65.31

2008-09 28.33 45.51 57.23 65.63

2009-10 28.74 44.32 55.32 63.35

2010-11 34.01 49.31 59.66 67.17

2011-12 30.04 47.85 60.10 68.81

2012-13 31.30 48.48 59.42 67.31

2013-14 33.33 49.48 59.63 67.34

2014-15 31.06 46.52 56.59 64.50

2015-16 32.08 48.64 58.60 65.67

2016-17 30.02 45.15 54.73 62.20

2017-18 29.35 45.89 55.80 63.20

Apr-18 31.89 48.39 57.35 64.34

May-18 28.09 43.99 53.73 61.29

Jun-18 33.34 51.25 60.25 66.55

Jul-18 33.19 48.62 58.97 66.64

Aug-18 32.78 49.67 60.23 67.35

Sep-18 33.42 48.15 57.63 65.11

Oct-18 31.73 48.06 58.72 66.51

Nov-18 29.95 45.34 58.61 68.38

Dec-18 30.40 47.17 58.37 66.55

Jan-19 28.65 45.18 56.82 65.14

2018-19 (Upto January 2019) 31.28 47.55 58.09 65.85

statistics

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TABLE 26: MARKET SHARE OF TOP FIVE MEMBERS (CATEGORYWISE) Percent

CategoriesCooperative

BanksForeignBanks

PublicSectorBanks

PrivateSectorBanks

MutualFunds

PrimaryDealers

No of Members 65 38 21 20 39 7

2002-03 87.04 75.91 41.44 50.65 59.76 62.00

2003-04 76.72 75.48 43.88 53.33 55.47 62.96

2004-05 82.30 77.94 51.20 69.12 56.99 61.90

2005-06 75.10 77.91 53.45 71.55 56.49 56.95

2006-07 77.20 76.04 52.57 73.68 68.00 72.44

2007-08 86.70 74.99 55.29 73.01 70.20 86.20

2008-09 82.16 76.26 52.53 76.79 66.10 86.83

2009-10 72.08 79.86 47.99 79.61 64.19 82.44

2010-11 62.05 83.05 48.99 74.60 66.49 84.80

2011-12 61.15 75.91 51.48 74.43 68.01 82.38

2012-13 55.50 77.32 48.92 83.43 65.36 82.08

2013-14 55.31 81.15 45.68 86.53 65.08 85.35

2014-15 58.68 82.14 47.58 80.35 66.19 87.29

2015-16 60.56 86.10 50.22 83.16 63.90 89.18

2016-17 56.83 87.23 45.98 79.16 62.48 93.18

2017-18 58.90 80.40 59.40 80.72 56.80 91.62

Apr-18 66.83 75.41 55.53 84.45 55.08 91.97

May-18 66.83 76.28 55.25 81.86 59.50 86.81

Jun-18 63.85 79.73 59.88 87.87 55.36 90.41

Jul-18 56.87 75.03 56.12 88.47 58.56 93.08

Aug-18 58.47 76.36 62.46 87.30 60.37 92.92

Sep-18 74.69 70.99 62.57 85.44 61.34 92.49

Oct-18 60.32 71.08 55.00 85.04 59.41 91.68

Nov-18 51.39 70.80 63.60 86.37 63.79 93.55

Dec-18 56.83 71.94 65.58 84.98 59.93 94.88

Jan-19 51.23 73.00 58.44 82.60 57.39 89.37

2018-19 (Upto January 2019) 61.32 73.94 60.26 85.40 58.89 91.96

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TRADING ANALYSIS

TABLE 27: TRADING PLATFORM ANALYSIS OF OUTRIGHT TRADES* Amount Crore`

*as on trade date

OTC NDS-OM TotalPeriod

Trades%

ShareValue

%Share

Trades%

ShareValue

%Share

Trades Value

2005-06 38809 50.36 292515 56.98 38251 49.64 220890 43.02 77060 513405

2006-07 35322 25.79 368704 36.11 101641 74.21 652270 63.89 136963 1020974

2007-08 31020 16.43 453226 27.42 157823 83.57 1199919 72.58 188843 1653145

2008-09 35288 14.35 613229 28.36 210585 85.65 1548906 71.64 245873 2162135

2009-10 40736 12.87 798397 27.41 275769 87.13 2113896 72.59 316505 2912293

2010-11 42710 12.85 622558 21.73 289636 87.15 2241886 78.27 332346 2864444

2011-12 44908 10.89 731938 20.96 367495 89.11 2760795 79.04 412403 3492733

2012-13 57757 8.79 1179701 17.91 599316 91.21 5408334 82.09 657073 6588036

2013-14 57545 7.03 1501310 16.79 760964 92.97 7437982 83.21 818509 8939292

2014-15 57293 5.85 1635278 16.09 921361 94.15 8531024 83.91 978654 10166302

2015-16 60560 6.86 1891410 19.42 822803 93.14 7846591 80.58 883363 9738000

2016-17 84504 6.30 2804041 16.64 1255872 93.70 14051698 83.36 1340376 16855738

2017-18 66190 7.21 2685956 23.59 851940 92.79 8699962 76.41 918130 11385918

Apr-18 4794 5.92 176553 20.34 76165 94.08 691530 79.66 80959 868083

May-18 4160 7.29 155268 25.93 52921 92.71 443436 74.07 57081 598704

Jun-18 3980 6.64 168346 24.95 55964 93.36 506403 75.05 59944 674749

Jul-18 4096 6.72 137593 20.68 56863 93.28 527697 79.32 60959 665290

Aug-18 4070 6.67 136867 18.69 56906 93.33 595324 81.31 60976 732191

Sep-18 3729 5.12 110279 14.55 69117 94.88 647731 85.45 72846 758009

Oct-18 4234 6.30 143266 18.58 62935 93.70 627949 81.42 67169 771214

Nov-18 4456 7.52 146027 19.57 54829 92.48 600250 80.43 59285 746277

Dec-18 5490 6.39 199315 17.61 80421 93.61 932255 82.39 85911 1131570

Jan-19 5106 6.66 171183 19.28 71529 93.34 716610 80.72 76635 887793


44115 6.47 1544697 19.72 637650 93.53 6289184 80.28 681765 7833881

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TABLE 29: MARKET SHARE - PROPRIETARY TRADES*

TABLE 28B: WHEN ISSUED TRADING DETAILS

Percent

Amount Crore`

* Trade Data

TABLE 28A: WHEN-ISSUED TRADING - HISTORICAL Amount Crore`

Period Trades Value

2006-07 154 1270

2007-08 169 1530

2008-09 335 3000

2009-10 320 3180

2010-11 306 2715

2011-12 391 2985

2012-13 1586 11805

2013-14 1406 11295

2014-15 1232 11265

2015-16 679 5755

2016-17 1400 13535

2017-18 966 9555

Apr-18 9 65

May-18 - -

Jun-18 9 200

Jul-18 - -

Aug-18 - -

Sep-18 - -

Oct-18 - -

Nov-18 - -

Dec-18 - -

Jan-19 41 435

2018-19 (Upto January 2019) 59 700

Security Description Maturity Date Trades Value

7.26% GS 2029 14-Jan-29 41 435

Total 41 435

Buy SellCategory

Trades Value Trades Value

Co-operative Banks 5.44 2.73 5.52 2.64

Financial Institutions 0.47 0.29 0.32 0.22

Foreign Banks 20.87 24.70 21.04 26.40

Insurance Companies 1.02 1.88 1.29 1.81

Mutual Funds 6.14 8.15 7.52 7.71

Others 6.31 3.87 5.94 3.32

Primary Dealers 15.51 16.67 14.66 14.93

Private Sector Banks 12.10 11.28 15.08 17.22

Provident Funds 0.17 1.22 0.00 0.00

Public Sector Banks 22.83 19.25 21.34 17.56

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TABLE 30: MARKET SHARE - CONSTITUENT TRADES* Percent

*Trade data

PercentTABLE 31: TURNOVER RATIO

TABLE 32A: NET PROPRIETARY TRADING IN OUTRIGHT MARKET Percent

Current Month Previous Month 3 Months 6 Months 12 Months

1.19% 1.82% 1.17% 0.97% 1.36%

Buy SellConstituent Category


Banks 0.32 0.41 0.16 0.24

Co-operative Banks 1.93 0.76 1.19 0.51

Corporates 3.71 4.47 4.46 4.42

FIIs 0.26 1.44 0.33 1.75

Insurance Companies 1.17 1.58 0.74 0.93

Mutual Funds 0.20 0.19 0.17 0.13

Finance Cos. 0.02 0.11 0.00 0.01

Others 0.05 0.11 0.03 0.05

Provident Funds 1.48 0.90 0.21 0.15

DateForeignBanks

MutualFunds

OthersPrimaryDealers

PrivateSectorBanks

PublicSectorBanks

1-Jan-19 -6.66 13.80 4.41 -7.87 -0.86 -6.49

2-Jan-19 -0.47 -0.48 0.01 -0.48 -5.57 6.29

3-Jan-19 -2.68 -1.35 -1.34 -1.83 -7.52 10.88

4-Jan-19 1.97 -0.47 0.98 -1.40 -1.35 7.12

7-Jan-19 -2.38 -1.54 1.48 -3.54 -1.93 6.79

8-Jan-19 0.60 -0.61 0.83 -3.90 0.98 0.56

9-Jan-19 -6.28 0.03 3.30 -5.14 -0.47 4.87

10-Jan-19 -3.30 -2.01 -0.66 0.74 1.91 5.48

11-Jan-19 1.59 1.49 0.64 -8.35 -4.92 8.58

14-Jan-19 4.21 1.05 -1.32 3.07 1.59 -9.07

15-Jan-19 -0.10 -0.08 10.58 -10.62 -0.86 -1.92

16-Jan-19 -6.83 1.96 0.34 -2.81 -1.67 6.39

17-Jan-19 3.01 -6.41 -2.06 3.36 4.01 -1.63

18-Jan-19 -4.60 -2.28 5.29 -5.90 -1.54 3.87

21-Jan-19 -0.13 -4.24 -0.94 -1.15 2.45 -1.08

22-Jan-19 -5.94 -0.19 5.22 -0.91 -3.09 1.57

23-Jan-19 -4.71 -1.30 4.26 -3.69 5.20 3.93

24-Jan-19 -5.51 -9.75 0.10 -5.47 10.51 6.65

25-Jan-19 -5.06 -0.02 0.70 -3.26 0.87 -2.03

28-Jan-19 4.10 1.99 5.91 -3.98 -1.70 -8.05

29-Jan-19 -4.45 0.82 8.57 -3.76 -0.73 -4.85

30-Jan-19 -0.65 0.10 2.19 -6.29 -0.12 1.94

31-Jan-19 3.89 18.82 0.37 -12.88 -1.17 -8.98

Net Activity in Jan-19 -1.70 0.69 1.75 -3.65 -0.55 1.70

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TABLE 32B: CONSTITUENT ACTIVITY IN OUTRIGHT MARKET

Buy Side Sell Side

DateTrades

Volume(` Cr)

% Share inTotal

OutrightVolumes

TradesVolume(` Cr)

% Share inTotal

OutrightVolumes

1-Jan-19 345 3921.28 10.89 234 2600.03 7.22

2-Jan-19 376 5256.76 9.17 399 4844.96 8.45

3-Jan-19 476 5866.57 13.27 327 4171.45 9.44

4-Jan-19 282 4073.39 10.35 337 6768.63 17.20

7-Jan-19 368 4805.43 11.10 244 4322.20 9.99

8-Jan-19 383 4568.98 7.50 350 3622.75 5.95

9-Jan-19 320 4027.75 9.50 190 2466.26 5.82

10-Jan-19 316 3197.12 7.86 317 4074.87 10.02

11-Jan-19 256 2370.57 5.64 195 1960.89 4.66

14-Jan-19 214 2806.07 6.43 261 2595.83 5.94

15-Jan-19 219 2757.46 9.38 157 1872.39 6.37

16-Jan-19 369 4083.58 8.83 221 2871.00 6.21

17-Jan-19 292 2320.71 8.25 189 2400.57 8.53

18-Jan-19 278 3819.81 11.70 163 2135.04 6.54

21-Jan-19 303 5432.90 12.58 180 3229.88 7.48

22-Jan-19 292 3482.70 9.37 199 2244.41 6.04

23-Jan-19 266 2795.56 7.90 315 4102.60 11.60

24-Jan-19 322 3028.59 10.50 222 2027.56 7.03

25-Jan-19 254 6893.26 20.03 233 3867.61 11.24

28-Jan-19 209 2358.10 11.74 140 2010.42 10.01

29-Jan-19 255 3798.57 12.90 173 2501.98 8.50

30-Jan-19 293 2924.03 12.05 157 2239.89 9.23

31-Jan-19 315 3793.37 7.77 390 3817.13 7.81

Total Activity in Jan-19 7003 88382.56 9.96 5593 72748.33 8.19

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TABLE 33: TRADING SUMMARY Amount Crore`

*Amount in USD Million

Central Government SDL T-Bills Total Repo TREP Forex*Date

Trades Value Trades Value Trades Value Trades Value Trades Value Trades Value Trades Value

1-Jan-19 2483 24846 180 3908 92 7239 2755 35993 432 58375 799 122991

2-Jan-19 3984 44742 267 2071 160 10497 4411 57310 423 55542 804 118880 14493 35443

3-Jan-19 3441 37998 221 1633 120 4565 3782 44196 411 50466 842 127768 3381 15931

4-Jan-19 2864 34618 113 891 91 3833 3068 39342 429 49985 860 129496 9585 22261

5-Jan-19 0 0 132 10114

7-Jan-19 3485 38657 128 1374 65 3253 3678 43285 377 40795 851 133863 9716 21606

8-Jan-19 5401 55694 164 3422 44 1778 5609 60895 402 45859 870 135892 8786 19932

9-Jan-19 3442 33517 141 1340 153 7536 3736 42392 399 45438 825 139798 10462 22473

10-Jan-19 3284 35411 169 1911 114 3350 3567 40672 376 44512 816 133792 9411 23586

11-Jan-19 3849 38538 129 1802 46 1705 4024 42044 401 46128 827 133686 10585 22153

14-Jan-19 4145 40484 96 766 44 2417 4285 43668 347 38228 830 138266 9559 22939

15-Jan-19 2438 22219 174 5045 45 2136 2657 29400 380 39930 840 132796 8338 22701

16-Jan-19 3662 38579 122 1632 106 6017 3890 46228 376 41592 808 127968 8912 20831

17-Jan-19 2501 24913 161 833 71 2382 2733 28127 402 49576 830 140290 9583 23491

18-Jan-19 2769 30263 123 879 52 1502 2944 32644 403 48135 867 131110 9466 22937

19-Jan-19 0 0 94 3803

21-Jan-19 3840 41537 87 763 50 895 3977 43195 418 50412 875 139583

22-Jan-19 3139 30725 158 4711 67 1714 3364 37149 398 43602 931 156422 16638 32141

23-Jan-19 2912 28099 148 1914 121 5354 3181 35367 426 50692 924 159300 8026 19908

24-Jan-19 2195 22163 152 1513 116 5156 2463 28831 380 45803 942 165972 8078 19395

25-Jan-19 2784 32425 102 1039 35 951 2921 34415 390 39382 916 158814 7684 18459

28-Jan-19 1414 18601 76 542 29 945 1519 20088 381 41224 940 159040 6963 17965

29-Jan-19 2026 23080 242 5352 39 1010 2307 29441 384 41513 901 140987 7773 17880

30-Jan-19 1625 20280 205 1712 103 2272 1933 24264 386 41757 899 140866 7144 19295

31-Jan-19 3472 35641 230 2238 129 10967 3831 48846 391 44873 926 145392 14828 105234

Total 71155 753028 3588 47293 1892 87472 76635 887793 9112 1053820 20149 3226889 199411 546561

Average 3094 32740 156 2056 82 3803 3332 38600 364 42153 806 129076 9496 26027

MarketShare (%)

92.85 84.82 4.68 5.33 2.47 9.85

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TABLE 34: G-SEC TRADING ANALYSIS Amount Crore`

OTC (Gilts) NDS-OM (Gilts) Brokered Deals (Gilts) Total (Gilts)

DateTrades

No. ofSecurities

ValueMarketShare(%)

TradesNo. of

SecuritiesValue

MarketShare(%)

TradesNo. of

SecuritiesValue

MarketShare(%)

TradesNo. of

SecuritiesValue

1-Jan-19 84 16 1824 7.34 2399 31 23022 92.66 15 11 725 2.92 2483 39 24846

2-Jan-19 95 22 4108 9.18 3889 31 40634 90.82 24 13 834 1.86 3984 39 44742

3-Jan-19 138 30 4553 11.98 3303 40 33445 88.02 24 10 1330 3.50 3441 45 37998

4-Jan-19 143 29 7411 21.41 2721 33 27207 78.59 0 0 0 0.00 2864 41 34618

7-Jan-19 153 31 7304 18.90 3332 34 31353 81.10 37 11 2070 5.35 3485 43 38657

8-Jan-19 124 26 3410 6.12 5277 44 52284 93.88 20 9 395 0.71 5401 49 55694

9-Jan-19 97 23 3833 11.44 3345 35 29684 88.56 26 11 1030 3.07 3442 41 33517

10-Jan-19 120 32 4152 11.72 3164 32 31259 88.28 26 12 1510 4.26 3284 40 35411

11-Jan-19 149 24 3439 8.92 3700 40 35099 91.08 15 9 390 1.01 3849 44 38538

14-Jan-19 72 22 2152 5.32 4073 39 38332 94.68 10 9 335 0.83 4145 43 40484

15-Jan-19 82 28 2954 13.30 2356 28 19265 86.70 13 5 405 1.82 2438 40 22219

16-Jan-19 117 26 3941 10.22 3545 36 34638 89.78 27 12 1130 2.93 3662 43 38579

17-Jan-19 72 24 2609 10.47 2429 32 22303 89.53 17 9 576 2.31 2501 43 24913

18-Jan-19 159 38 5956 19.68 2610 36 24307 80.32 23 13 953 3.15 2769 49 30263

21-Jan-19 111 28 6328 15.23 3729 37 35209 84.77 10 3 435 1.05 3840 47 41537

22-Jan-19 79 24 2705 8.80 3060 35 28019 91.20 26 10 913 2.97 3139 39 30725

23-Jan-19 63 25 2085 7.42 2849 32 26014 92.58 19 11 745 2.65 2912 40 28099

24-Jan-19 89 55 2336 10.54 2106 32 19827 89.46 9 3 305 1.38 2195 68 22163

25-Jan-19 102 27 7425 22.90 2682 35 25000 77.10 14 7 600 1.85 2784 46 32425

28-Jan-19 69 26 5004 26.90 1345 34 13597 73.10 12 9 894 4.81 1414 45 18601

29-Jan-19 75 27 4679 20.27 1951 35 18400 79.73 16 6 790 3.42 2026 40 23080

30-Jan-19 79 25 4961 24.46 1546 38 15319 75.54 17 9 681 3.36 1625 44 20280

31-Jan-19 88 24 2675 7.50 3384 44 32966 92.50 17 4 559 1.57 3472 47 35641

Total 2360 95846 68795 657182 417 17604 71155 753028

Average 103 27 4167 2991 35 28573 18 9 765 3094 44 32740

Percent Market Share 12.73 87.27 2.34

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TABLE 35: T-BILL TRADING ANALYSIS Amount Crore`

OTC (T-Bills) NDS-OM (T-Bills) Brokered Deals (T-Bills) Total (T-Bills)

DateTrades

No. ofSecurities

ValueMarketShare(%)

TradesNo. of

SecuritiesValue

MarketShare(%)

TradesNo. of

SecuritiesValue

MarketShare(%)

TradesNo. of

SecuritiesValue

1-Jan-19 17 13 1024 14.14 75 24 6215 85.86 1 1 300 4.14 92 30 7239

2-Jan-19 65 20 6951 66.22 95 28 3546 33.78 11 7 665 6.33 160 38 10497

3-Jan-19 39 19 695 15.23 81 28 3870 84.77 1 1 25 0.55 120 37 4565

4-Jan-19 26 17 1484 38.73 65 22 2349 61.27 5 3 450 11.74 91 28 3833

7-Jan-19 18 15 642 19.74 47 21 2611 80.26 5 4 379 11.66 65 29 3253

8-Jan-19 15 10 788 44.33 29 14 990 55.67 6 4 525 29.52 44 22 1778

9-Jan-19 48 18 4012 53.24 105 24 3524 46.76 8 6 1150 15.26 153 31 7536

10-Jan-19 30 16 743 22.19 84 24 2607 77.81 4 3 250 7.46 114 34 3350

11-Jan-19 14 11 517 30.33 32 17 1188 69.67 1 1 25 1.47 46 25 1705

14-Jan-19 16 14 1894 78.36 28 10 523 21.64 9 7 1730 71.58 44 21 2417

15-Jan-19 17 14 846 39.60 28 14 1290 60.40 6 4 758 35.50 45 22 2136

16-Jan-19 47 20 4257 70.75 59 16 1760 29.25 3 3 250 4.16 106 27 6017

17-Jan-19 17 14 612 25.70 54 16 1770 74.30 4 3 524 21.98 71 26 2382

18-Jan-19 25 12 472 31.41 27 12 1030 68.59 2 1 100 6.66 52 21 1502

21-Jan-19 9 7 178 19.90 41 14 717 80.10 1 1 100 11.18 50 19 895

22-Jan-19 25 16 969 56.55 42 15 745 43.45 7 6 341 19.90 67 26 1714

23-Jan-19 52 19 3191 59.60 69 23 2163 40.40 7 4 1298 24.24 121 33 5354

24-Jan-19 35 21 2214 42.94 81 23 2942 57.06 7 5 870 16.88 116 31 5156

25-Jan-19 10 9 311 32.68 25 12 640 67.32 2 2 125 13.15 35 16 951

28-Jan-19 11 7 630 66.67 18 11 315 33.33 1 1 25 2.65 29 16 945

29-Jan-19 12 9 135 13.34 27 15 875 86.66 0 0 0 0.00 39 20 1010

30-Jan-19 25 17 628 27.63 78 34 1644 72.37 3 3 115 5.06 103 42 2272

31-Jan-19 63 16 7231 65.94 66 16 3735 34.06 4 3 214 1.95 129 23 10967

Total 636 40425 1256 47048 98 10219 1892 87472

Average 28 15 1758 55 19 2046 4 3 444 82 27 3803

PercentMarket Share

46.21 53.79 11.68 statis

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TABLE 36: SDL TRADING ANALYSIS Amount Crore`

OTC (SDLs) NDS-OM (SDLs) Brokered Deals (SDLs) Total (SDLs)

DateTrades

No. ofSecurities

ValueMarketShare(%)

TradesNo. of

SecuritiesValue

MarketShare(%)

TradesNo. of

SecuritiesValue

MarketShare(%)

TradesNo. of

SecuritiesValue

1-Jan-19 110 39 3216 82.30 70 17 692 17.70 3 3 416 10.65 180 49 3908

2-Jan-19 136 39 1337 64.59 131 32 733 35.41 17 13 374 18.06 267 65 2071

3-Jan-19 135 46 1198 73.38 86 30 435 26.62 11 7 201 12.28 221 53 1633

4-Jan-19 66 28 570 63.95 47 19 321 36.05 4 3 95 10.66 113 40 891

7-Jan-19 75 39 933 67.89 53 23 441 32.11 5 5 55 4.00 128 52 1374

8-Jan-19 101 33 3085 90.13 63 25 338 9.87 24 13 1707 49.88 164 54 3422

9-Jan-19 78 37 650 48.53 63 32 690 51.47 14 12 230 17.17 141 55 1340

10-Jan-19 113 48 1291 67.57 56 28 620 32.43 19 11 565 29.56 169 62 1911

11-Jan-19 72 43 1507 83.64 57 28 295 16.36 9 7 771 42.80 129 63 1802

14-Jan-19 44 32 302 39.44 52 21 464 60.56 2 2 27 3.58 96 42 766

15-Jan-19 111 35 4431 87.82 63 28 614 12.18 20 14 503 9.96 174 54 5045

16-Jan-19 67 27 1122 68.72 55 28 510 31.27 1 1 5 0.31 122 44 1632

17-Jan-19 113 38 627 75.26 48 24 206 24.74 6 5 186 22.34 161 50 833

18-Jan-19 62 31 472 53.67 61 23 407 46.33 3 2 54 6.10 123 38 879

21-Jan-19 54 27 546 71.55 33 21 217 28.45 6 6 98 12.78 87 41 763

22-Jan-19 103 37 4247 90.16 55 24 463 9.84 8 6 372 7.89 158 50 4711

23-Jan-19 91 44 1467 76.64 57 30 447 23.36 2 2 42 2.22 148 60 1914

24-Jan-19 92 54 807 53.33 60 34 706 46.67 3 3 90 5.95 152 68 1513

25-Jan-19 58 28 576 55.45 44 29 463 44.55 6 5 50 4.81 102 51 1039

28-Jan-19 45 28 293 53.96 31 17 250 46.04 1 1 50 9.22 76 38 542

29-Jan-19 165 45 4293 80.22 77 26 1058 19.78 10 7 229 4.29 242 60 5352

30-Jan-19 119 43 1029 60.11 86 33 683 39.89 4 4 25 1.46 205 61 1712

31-Jan-19 100 44 912 40.76 130 37 1326 59.24 7 4 235 10.48 230 59 2238

Total 2110 34912 1478 12381 185 6380 3588 47293

Average 92 38 1518 64 26 538 8 6 277 156 53 2056

Percent Market Share 73.82 26.18 13.49

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TABLE 3 : LIQUIDITY OF TRADES GREATER THAN 5 CRORE (G-SEC)7 `

Sr.No.

ISINDESCNo. ofTrades

Value(` Cr.)

MarketShare(% )

DaysTraded

Days Traded with 5trades or more per day

Days Traded with lessthan 5 trades per day

1 7.17% GS 2028 55308 539075 71.73 23 23 0

2 7.37% GS 2023 3782 45064 6.00 23 23 0

3 7.59% GS 2026 2949 37778 5.03 23 22 1

4 6.65% GS 2020 579 18966 2.52 23 22 1

5 7.26% GS 2029 1931 18729 2.49 14 14 0

6 7.95% GS 2032 972 9993 1.33 23 23 0

7 6.84% GS 2022 475 6219 0.83 23 19 4

8 6.05% GS 2019 238 6035 0.80 22 20 2

9 8.24% GS 2027 420 5642 0.75 23 19 4

10 7.40% GS 2035 222 3102 0.41 23 18 5

11 7.94% GS 2021 148 2990 0.40 23 11 12

12 7.16% GS 2023 238 2959 0.39 20 13 7

13 8.24% GS 2033 100 2943 0.39 15 5 10

14 6.90% GS 2019 153 2810 0.37 22 10 12

15 7.00% GS 2021 99 2676 0.36 9 7 2

16 8.40% GS 2024 57 2497 0.33 12 4 8

17 8.79% GS 2021 50 2363 0.31 19 2 17

18 9.15% GS 2024 222 2350 0.31 22 15 7

19 6.68% GS 2031 202 2324 0.31 21 11 10

20 7.32% GS 2024 180 2192 0.29 5 5 0

21 8.97% GS 2030 101 1682 0.22 17 6 11

22 8.83% GS 2023 45 1680 0.22 8 4 4

23 8.33% GS 2026 38 1538 0.20 7 2 5

24 7.68% GS 2023 53 1507 0.20 11 4 7

25 6.35% GS 2020 154 1445 0.19 23 13 10

26 7.59% GS 2029 125 1443 0.19 18 8 10

27 7.72% GS 2055 51 1292 0.17 13 3 10

28 7.28% GS 2019 42 1144 0.15 17 2 15

29 7.06% GS 2046 60 1077 0.14 16 6 10

30 7.88% GS 2030 77 1054 0.14 12 6 6

31 7.35% GS 2024 81 1040 0.14 15 5 10

32 7.80% GS 2020 30 1035 0.14 8 2 6

33 7.50% GS 2034 78 980 0.13 16 6 10

34 8.08% GS 2022 54 959 0.13 14 5 9

35 8.12% GS 2020 44 937 0.12 13 4 9

36 6.90% OMC SB 2026 14 881 0.12 4 1 3

37 8.20% GS 2025 34 835 0.11 16 2 14

38 8.17% GS 2044 43 828 0.11 12 2 10

39 8.27% GS 2020 21 808 0.11 11 0 11

40 7.80% GS 2021 37 783 0.10 15 3 12

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Sr.No.


Value(` Cr.)

MarketShare(% )

DaysTraded



41 8.28% GS 2027 47 783 0.10 12 3 9

42 8.15% GS 2022 28 756 0.10 10 1 9

43 8.35% GS 2022 15 739 0.10 7 1 6

44 8.30% GS 2040 37 690 0.09 10 2 8

45 FRB 2020 7 625 0.08 5 0 5

46 FRB 2031 5 600 0.08 2 0 2

47 8.19% GS 2020 4 527 0.07 4 0 4

48 7.61% GS 2030 39 515 0.07 11 2 9

49 7.72% GS 2025 29 493 0.07 11 2 9

50 6.05% GS 2019 13 475 0.06 8 0 8

51 6.79% GS 2027 42 398 0.05 10 2 8

52 7.73% GS 2034 26 386 0.05 14 0 14

53 6.57% GS 2033 31 355 0.05 9 3 6

54 8.13% GS 2045 20 350 0.05 9 1 8

55 8.33% GS 2036 17 325 0.04 7 1 6

56 8.83% GS 2041 28 315 0.04 12 0 12

57 6.97% GS 2026 16 300 0.04 6 1 5

58 7.40%GS09SEP2035P 1 300 0.04 1 0 1

59 6.35% OMC SB 2024 6 280 0.04 4 0 4

60 8.28% GS 2032 11 255 0.03 4 1 3

61 8.15% GS 2026 6 252 0.03 3 0 3

62 8.13% GS 2022 18 209 0.03 7 1 6

63 6.62% GS 2051 6 186 0.02 5 0 5

64 8.60% GS 2028 10 182 0.02 6 0 6

65 8.20% OMC SB 2023 2 158 0.02 1 0 1

66 6.79% GS 2029 9 140 0.02 7 0 7

67 8.26% GS 2027 9 116 0.02 4 0 4

68 6.17% GS 2023 9 115 0.02 3 1 2

69 7.95% OMC SB 2025 3 105 0.01 2 0 2

70 9.20% GS 2030 12 80 0.01 3 1 2

71 8.32% GS 2032 6 75 0.01 6 0 6

72 8.23% FCI SB 2027 3 72 0.01 2 0 2

73 8.30% GS 2042 4 65 0.01 2 0 2

74 6.13% GS 2028 3 55 0.01 3 0 3

75 8.20% GS 2022 6 55 0.01 5 0 5

76 8.00% OMC SB 2026 2 50 0.01 1 0 1

77 8.03% FCI SB 2024 2 40 0.01 1 0 1

78 7.95% FERT SB 2026 2 30 0.00 1 0 1

79 5.87% GS 2022 1 20 0.00 1 0 1

80 GS09MAR2019C 1 11 0.00 1 0 1

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Sr.No.


Value(` Cr.)

MarketShare(% )

DaysTraded



81 GS09MAR2020C 1 11 0.00 1 0 1

82 GS09MAR2021C 1 11 0.00 1 0 1

83 GS09MAR2022C 1 11 0.00 1 0 1

84 GS09MAR2023C 1 11 0.00 1 0 1

85 GS09MAR2024C 1 11 0.00 1 0 1

86 GS09MAR2025C 1 11 0.00 1 0 1

87 GS09MAR2026C 1 11 0.00 1 0 1

88 GS09MAR2027C 1 11 0.00 1 0 1

89 GS09MAR2028C 1 11 0.00 1 0 1

90 GS09MAR2029C 1 11 0.00 1 0 1

91 GS09MAR2030C 1 11 0.00 1 0 1

92 GS09MAR2031C 1 11 0.00 1 0 1

93 GS09MAR2032C 1 11 0.00 1 0 1

94 GS09MAR2033C 1 11 0.00 1 0 1

95 GS09MAR2034C 1 11 0.00 1 0 1

96 GS09MAR2035C 1 11 0.00 1 0 1

97 GS09SEP2019C 1 11 0.00 1 0 1

98 GS09SEP2020C 1 11 0.00 1 0 1

99 GS09SEP2021C 1 11 0.00 1 0 1

100 GS09SEP2022C 1 11 0.00 1 0 1

101 GS09SEP2023C 1 11 0.00 1 0 1

102 GS09SEP2024C 1 11 0.00 1 0 1

103 GS09SEP2025C 1 11 0.00 1 0 1

104 GS09SEP2026C 1 11 0.00 1 0 1

105 GS09SEP2027C 1 11 0.00 1 0 1

106 GS09SEP2028C 1 11 0.00 1 0 1

107 GS09SEP2029C 1 11 0.00 1 0 1

108 GS09SEP2030C 1 11 0.00 1 0 1

109 GS09SEP2031C 1 11 0.00 1 0 1

110 GS09SEP2032C 1 11 0.00 1 0 1

111 GS09SEP2033C 1 11 0.00 1 0 1

112 GS09SEP2034C 1 11 0.00 1 0 1

113 GS09SEP2035C 1 11 0.00 1 0 1

114 6.01% GS 2028 2 10 0.00 1 0 1

115 GS02FEB2019C 1 7 0.00 1 0 1

70079 751520 100.00

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TABLE 38: LIQUIDITY DISTRIBUTION (G-SEC)

5 or more Trades Per Day Less than 5 Trades Per DaySr.No. ISINDESC

DaysTraded

TradesValue

(`. Cr.)ISINDESC

DaysTraded

TradesValue

(`. Cr.)

1 7.17% GS 2028 23 55308 539075 8.79% GS 2021 17 31 220

2 7.37% GS 2023 23 3782 45064 7.28% GS 2019 15 28 980

3 7.95% GS 2032 23 972 9993 8.20% GS 2025 14 23 435

4 7.59% GS 2026 22 2946 37743 7.73% GS 2034 14 26 386

5 6.65% GS 2020 22 577 18951 7.94% GS 2021 12 31 480

6 6.05% GS 2019 20 235 5990 6.90% GS 2019 12 28 700

7 6.84% GS 2022 19 461 6044 7.80% GS 2021 12 19 288

8 8.24% GS 2027 19 409 5487 8.83% GS 2041 12 28 315

9 7.40% GS 2035 18 212 3032 8.97% GS 2030 11 14 415

10 9.15% GS 2024 15 203 2220 8.27% GS 2020 11 21 808

11 7.26% GS 2029 14 1931 18729 6.35% GS 2020 10 22 200

12 7.16% GS 2023 13 219 2774 6.68% GS 2031 10 20 205

13 6.35% GS 2020 13 132 1245 7.59% GS 2029 10 24 245

14 7.94% GS 2021 11 117 2510 7.06% GS 2046 10 17 255

15 6.68% GS 2031 11 182 2119 7.50% GS 2034 10 29 370

16 6.90% GS 2019 10 125 2110 8.24% GS 2033 10 18 235

17 7.59% GS 2029 8 101 1198 7.35% GS 2024 10 27 225

18 7.00% GS 2021 7 95 2631 7.72% GS 2055 10 21 505

19 8.97% GS 2030 6 87 1268 8.17% GS 2044 10 29 488

20 7.06% GS 2046 6 43 822 8.08% GS 2022 9 15 350

21 7.88% GS 2030 6 63 924 8.12% GS 2020 9 17 580

22 7.50% GS 2034 6 49 610 8.28% GS 2027 9 24 473

23 8.24% GS 2033 5 82 2708 7.61% GS 2030 9 14 275

24 7.32% GS 2024 5 180 2192 7.72% GS 2025 9 14 318

25 7.35% GS 2024 5 54 815 8.15% GS 2022 9 19 571

26 8.08% GS 2022 5 39 609 8.40% GS 2024 8 22 1238

27 8.40% GS 2024 4 35 1259 8.30% GS 2040 8 15 415

28 8.83% GS 2023 4 39 1467 6.79% GS 2027 8 19 223

29 7.68% GS 2023 4 41 1015 8.13% GS 2045 8 13 255

30 8.12% GS 2020 4 27 357 6.05% GS 2019 8 13 475

31 7.72% GS 2055 3 30 787 9.15% GS 2024 7 19 130

32 7.80% GS 2021 3 18 495 7.16% GS 2023 7 19 185

33 8.28% GS 2027 3 23 310 7.68% GS 2023 7 12 492

34 6.57% GS 2033 3 15 133 6.79% GS 2029 7 9 140

35 8.79% GS 2021 2 19 2143 7.88% GS 2030 6 14 130

36 8.33% GS 2026 2 28 921 6.57% GS 2033 6 16 223

37 7.28% GS 2019 2 14 164 7.80% GS 2020 6 10 640

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DaysTraded

TradesValue

(`. Cr.)ISINDESC

DaysTraded

TradesValue

(`. Cr.)

38 7.80% GS 2020 2 20 395 8.35% GS 2022 6 8 349

39 8.20% GS 2025 2 11 400 8.33% GS 2036 6 12 180

40 8.17% GS 2044 2 14 340 8.13% GS 2022 6 10 149

41 8.30% GS 2040 2 22 275 8.60% GS 2028 6 10 182

42 7.61% GS 2030 2 25 240 8.32% GS 2032 6 6 75

43 7.72% GS 2025 2 15 175 7.40% GS 2035 5 10 70

44 6.79% GS 2027 2 23 175 8.33% GS 2026 5 10 617

45 6.90% OMC SB 2026 1 7 500 6.97% GS 2026 5 10 145

46 8.15% GS 2022 1 9 185 FRB 2020 5 7 625

47 8.35% GS 2022 1 7 390 6.62% GS 2051 5 6 186

48 8.13% GS 2045 1 7 95 8.20% GS 2022 5 6 55

49 8.33% GS 2036 1 5 145 6.84% GS 2022 4 14 175

50 6.97% GS 2026 1 6 155 8.24% GS 2027 4 11 155

51 8.28% GS 2032 1 7 175 8.83% GS 2023 4 6 213

52 8.13% GS 2022 1 8 60 8.19% GS 2020 4 4 527

53 6.17% GS 2023 1 7 95 6.35% OMC SB 2024 4 6 280

54 9.20% GS 2030 1 8 50 8.26% GS 2027 4 9 116

55 6.90% OMC SB 2026 3 7 381

56 8.28% GS 2032 3 4 80

57 8.15% GS 2026 3 6 252

58 6.13% GS 2028 3 3 55

59 6.05% GS 2019 2 3 45

60 7.00% GS 2021 2 4 45

61 6.17% GS 2023 2 2 20

62 9.20% GS 2030 2 4 30

63 FRB 2031 2 5 600

64 7.95% OMC SB 2025 2 3 105

65 8.23% FCI SB 2027 2 3 72

66 8.30% GS 2042 2 4 65

67 7.59% GS 2026 1 3 35

68 6.65% GS 2020 1 2 15

69 7.40%GS09SEP2035P 1 1 300

70 8.20% OMC SB 2023 1 2 158

71 8.00% OMC SB 2026 1 2 50

72 8.03% FCI SB 2024 1 2 40

73 7.95% FERT SB 2026 1 2 30

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DaysTraded

TradesValue

(`. Cr.)ISINDESC

DaysTraded

TradesValue

(`. Cr.)

74 5.87% GS 2022 1 1 20

75 GS09MAR2019C 1 1 11

76 GS09MAR2020C 1 1 11

77 GS09MAR2021C 1 1 11

78 GS09MAR2022C 1 1 11

79 GS09MAR2023C 1 1 11

80 GS09MAR2024C 1 1 11

81 GS09MAR2025C 1 1 11

82 GS09MAR2026C 1 1 11

83 GS09MAR2027C 1 1 11

84 GS09MAR2028C 1 1 11

85 GS09MAR2029C 1 1 11

86 GS09MAR2030C 1 1 11

87 GS09MAR2031C 1 1 11

88 GS09MAR2032C 1 1 11

89 GS09MAR2033C 1 1 11

90 GS09MAR2034C 1 1 11

91 GS09MAR2035C 1 1 11

92 GS09SEP2019C 1 1 11

93 GS09SEP2020C 1 1 11

94 GS09SEP2021C 1 1 11

95 GS09SEP2022C 1 1 11

96 GS09SEP2023C 1 1 11

97 GS09SEP2024C 1 1 11

98 GS09SEP2025C 1 1 11

99 GS09SEP2026C 1 1 11

100 GS09SEP2027C 1 1 11

101 GS09SEP2028C 1 1 11

102 GS09SEP2029C 1 1 11

103 GS09SEP2030C 1 1 11

104 GS09SEP2031C 1 1 11

105 GS09SEP2032C 1 1 11

106 GS09SEP2033C 1 1 11

107 GS09SEP2034C 1 1 11

108 GS09SEP2035C 1 1 11

109 6.01% GS 2028 1 2 10

110 GS02FEB2019C 1 1 7

Total 393 69094 729763 Total 516 985 21757

Expected Bond Days 1242 Expected Bond Days 2530

Efficiency 31.64 Efficiency 20.40

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Amount Crore`TABLE 39: MONEY MARKET VOLUMES

MONEY MARKET

Amount Crore`TABLE 40: TREP TRADING

*Launched on November 5, 2018.

* CBLO segment of the money market was discontinued and replaced with TREP with effect from November 5, 2018.


Uncollateralised Call,Notice and Term Money

MarketMarket Repo CBLO/TREP

Period

ValueDaily

AverageValue

ValueDaily

AverageValue

ValueDaily

AverageValue

2009-10 2522703 8914 6072829 21308 15541378 54531

2010-11 2945901 10020 4099284 13943 12259745 41700

2011-12 4084692 14085 3755892 12907 11155428 38335

2012-13 4814032 16658 5402765 18695 12028040 41620

2013-14 4507273 15383 7228127 24585 17526192 59613

2014-15 3740742 12989 7875244 27440 16764597 58413

2015-16 3799481 13717 8621665 31125 17833528 64381

2016-17 4242821 15714 11835001 43833 22952833 85010

2017-18 3871780 14556 12780289 48046 28330758 106507

Apr-18 356450 16974 945469 45022 2039116 97101

May-18 362059 15086 1143343 47639 2327832 96993

Jun-18 390004 16957 1196459 52020 2482884 107951

Jul-18 379993 15833 1162522 48438 2704030 112668

Aug-18 357253 16239 1139549 51798 2467692 112168

Sep-18 376834 17944 1162563 55360 2589795 123324

Oct-18 437902 19039 1570111 68266 3259757 141729

Nov-18 365881 18294 1123890 56195 2620172 131009

Dec-18 479020 20827 1083786 47121 3018160 131224

Jan-19 490057 19602 1053820 42153 3226889 129076

2018-19 (Upto January 2019) 3995453 17679 11581511 51246 26736327 118302

Total Daily AverageSettlement Period


Nov-18* 14656 2350813 862 138283

Dec-18 18126 3018160 788 131224

Jan-19 20149 3226889 806 129076

2018-19 (Upto January 2019) 52931 8595862 814 132244

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MARKET REPO

TABLE 41: REPO TERM ANALYSIS Percent

O/N 2-3 days 4-7 days 8-14 days >14 daysSettlement

Period% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

2002-03 50.05 50.15 30.96 31.01 15.46 15.95 2.26 1.78 1.27 1.11

2003-04 53.00 52.29 32.68 32.94 13.63 14.37 0.58 0.34 0.11 0.06

2004-05 68.29 69.29 26.30 24.23 5.30 6.35 0.09 0.11 0.02 0.02

2005-06 70.93 72.06 25.73 25.11 3.06 2.71 0.19 0.08 0.08 0.04

2006-07 73.68 75.19 21.58 21.06 4.32 3.57 0.12 0.07 0.31 0.11

2007-08 74.00 73.97 22.86 23.25 2.80 2.69 0.03 0.01 0.30 0.09

2008-09 68.24 68.69 27.17 27.04 4.35 4.17 0.07 0.03 0.17 0.07

2009-10 70.42 69.51 23.07 24.25 6.23 6.00 0.19 0.23 0.09 0.02

2010-11 68.51 65.99 27.94 31.12 2.96 2.68 0.27 0.08 0.32 0.13

2011-12 67.46 65.94 26.27 28.53 5.17 5.24 0.39 0.11 0.72 0.18

2012-13 69.06 67.82 27.13 27.75 3.49 4.16 0.14 0.21 0.18 0.05

2013-14 66.29 65.24 27.73 28.34 5.60 6.17 0.16 0.18 0.23 0.07

2014-15 67.08 65.76 27.56 28.22 5.08 5.63 0.25 0.37 0.03 0.02

2015-16 71.79 70.30 23.89 25.40 4.24 4.21 0.06 0.08 0.02 0.02

2016-17 70.48 67.25 24.29 26.22 4.67 5.36 0.39 0.79 0.16 0.39

2017-18 71.27 68.06 21.27 23.76 6.15 6.92 0.41 0.65 0.90 0.61

Apr-18 74.95 70.89 16.86 18.56 6.89 9.16 0.24 0.23 1.06 1.16

May-18 78.14 74.95 20.30 23.80 0.13 0.15 0.15 0.31 1.28 0.79

Jun-18 72.01 69.26 26.92 29.94 0.21 0.14 0.09 0.21 0.77 0.46

Jul-18 78.53 74.52 20.52 24.02 0.07 0.17 0.14 0.26 0.74 1.03

Aug-18 60.74 55.55 31.50 35.02 6.38 8.31 0.17 0.19 1.21 0.93

Sep-18 62.07 58.12 37.00 40.49 0.37 0.57 0.48 0.76 0.08 0.06

Oct-18 67.79 65.30 31.49 33.86 0.38 0.37 0.15 0.18 0.20 0.29

Nov-18 59.63 58.13 33.63 34.71 6.13 6.10 0.20 0.22 0.40 0.84

Dec-18 74.91 75.48 24.49 23.54 0.16 0.19 0.18 0.32 0.26 0.47

Jan-19 80.71 80.25 17.66 17.07 0.32 0.46 0.90 1.27 0.42 0.95

2018-19 (Upto January 2019) 71.20 67.98 25.98 28.59 1.91 2.37 0.26 0.38 0.65 0.67

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TABLE 42: INSTRUMENTWISE SETTLEMENT OF REPO TRADES Amount Crore`

Cen. Govt. Dated Treasury BillsSettlement

Period ValueAvg.Value

%Share

ValueAvg.Value

%Share

ValueAvg.Value

%Share

2002-03 403971 1360 86.28 64238 216 13.72 20 0 0.00

2003-04 874438 2974 92.71 59222 201 6.28 9530 32 1.01

2004-05 1262149 4322 81.02 286955 983 18.42 8803 30 0.57

2005-06 1369411 4674 80.81 277687 948 16.39 47411 162 2.80

2006-07 2126634 7233 83.19 379165 1290 14.83 50677 172 1.98

2007-08 3569960 12102 90.41 323984 1098 8.20 54807 186 1.39

2008-09 3475348 12109 84.88 583335 2033 14.25 35603 124 0.87

2009-10 5233295 18362 86.18 812537 2851 13.38 26996 95 0.44

2010-11 3253965 11068 79.38 832632 2832 20.31 12688 43 0.31

2011-12 2186877 7515 58.10 1554121 5341 41.29 22878 79 0.61

2012-13 2918337 10098 54.02 2413144 8350 44.66 71282 247 1.32

2013-14 3364069 11442 46.54 3832478 13036 53.02 31580 107 0.44

2014-15 4471896 15582 56.78 3259007 11355 41.38 144343 503 1.83

2015-16 6230697 22493 72.27 2248204 8116 26.08 142765 515 1.66

2016-17 9499803 35184 80.27 1802788 6677 15.23 532410 1972 4.50

2017-18 9131782 34330 71.45 2684898 10094 21.01 963609 3623 7.54

Apr-18 748711 35653 79.19 103999 4952 11.00 92761 4417 9.81

May-18 886614 36942 77.55 120835 5035 10.57 135892 5662 11.89

Jun-18 861691 37465 72.02 178545 7763 14.92 156222 6792 13.06

Jul-18 797499 33229 68.60 186184 7758 16.02 178840 7452 15.38

Aug-18 684744 31125 60.09 295031 13411 25.89 159774 7262 14.02

Sep-18 773484 36833 66.53 267721 12749 23.03 121358 5779 10.44

Oct-18 1038697 45161 66.15 388157 16876 24.72 143257 6229 9.12

Nov-18 705769 35288 62.80 262240 13112 23.33 155881 7794 13.87

Dec-18 672483 29238 62.05 201097 8743 18.56 210205 9139 19.40

Jan-19 675049 27002 64.06 163555 6542 15.52 215217 8609 20.42


7844741 34711 67.74 2167364 9590 18.71 1569407 6944 13.55

State Govt Development

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TABLE 43: CROMS TRADING ACTIVITY

Number of Participants: 157 Amount Crore`

CROMS Special CROMS Basket CROMS - Total Repo

DateTrades Value WAR Trades Value WAR Trades Value WAR Trades Value WAR

% Shareof

CROMSin Repovolumes

1-Jan-19 201 17097 6.3905 210 36972 6.3719 411 54069 6.3778 432 58375 6.3703 92.62

2-Jan-19 231 17129 6.3088 165 31478 6.3010 396 48607 6.3037 423 55542 6.3029 87.51

3-Jan-19 219 14845 6.3299 172 31527 6.3224 391 46372 6.3248 411 50466 6.3224 91.89

4-Jan-19 220 13476 6.3052 180 29844 6.3033 400 43320 6.3039 429 49985 6.2988 86.67

7-Jan-19 218 13677 6.3030 131 22221 6.3444 349 35898 6.3286 377 40795 6.3220 88.00

8-Jan-19 212 12811 6.2919 170 29054 6.4211 382 41865 6.3816 402 45859 6.3860 91.29

9-Jan-19 220 13036 6.3956 162 28595 6.4736 382 41631 6.4492 399 45438 6.4436 91.62

10-Jan-19 200 13207 6.4224 151 26903 6.4953 351 40110 6.4713 376 44512 6.4632 90.11

11-Jan-19 220 13436 6.4182 163 28887 6.4465 383 42323 6.4375 401 46128 6.4332 91.75

14-Jan-19 196 11698 6.3355 131 22523 6.4023 327 34221 6.3795 347 38228 6.3783 89.52

15-Jan-19 210 11844 6.3491 148 23823 6.4109 358 35667 6.3904 380 39930 6.3929 94.12

16-Jan-19 199 10406 6.3472 155 27176 6.4665 354 37582 6.4335 376 41592 6.4247 85.76

17-Jan-19 221 14572 6.3187 162 31351 6.4855 383 45923 6.4326 402 49576 6.4318 92.63

18-Jan-19 221 15423 6.3894 158 27375 6.5110 379 42798 6.4672 403 48135 6.4647 88.91

21-Jan-19 228 15383 6.3166 169 31114 6.5242 397 46497 6.4555 418 50412 6.4608 92.23

22-Jan-19 204 11551 6.2866 172 28200 6.5300 376 39751 6.4593 398 43602 6.4582 91.17

23-Jan-19 233 15128 6.4933 175 32102 6.5415 408 47230 6.5261 426 50692 6.5019 93.17

24-Jan-19 190 12412 6.4167 166 29292 6.4656 356 41704 6.4510 380 45803 6.4540 91.05

25-Jan-19 190 10938 6.3674 179 24795 6.3993 369 35733 6.3895 390 39382 6.3867 90.73

28-Jan-19 192 11316 6.3137 170 26329 6.4478 362 37645 6.4075 381 41224 6.4041 91.32

29-Jan-19 206 10664 6.3159 159 27246 6.4091 365 37910 6.3829 384 41513 6.3816 91.32

30-Jan-19 194 10619 6.2690 166 25518 6.3785 360 36137 6.3463 386 41757 6.3450 86.54

31-Jan-19 206 12707 6.2800 162 27432 6.3847 368 40139 6.3516 391 44873 6.3536 89.45

Total 4831 303375 3776 649757 8607 953132 9112 1053820 90.45

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TABLE 45: TOP 5 SECURITIES - BASKET REPO

TABLE 46: TOP 5 SECURITIES - SPECIAL REPO

Amount Crore`

Amount Crore`

TABLE 44: CROMS HISTORICAL SUMMARY Amount Crore`

CROMS-SPECIAL CROMS-BASKET CROMS

Period

Trades Value

%Share

inRepo

Trades Value

%Share

inRepo

TradesTotalValue

DailyAverageValue

%Share

inRepo

2008-09 957 93369 9.05 26 853 0.08 983 94222 2298 9.14

2009-10 5336 742575 12.23 9888 3543468 58.38 15224 4286042 17933 70.61

2010-11 8718 810326 19.78 10181 2016259 49.21 18899 2826585 11398 68.98

2011-12 12757 1333933 35.45 9519 1233105 32.77 22276 2567038 10652 68.23

2012-13 18732 1936643 35.85 18543 2927336 54.19 37275 4863979 19692 90.05

2013-14 13780 1287231 17.81 28540 5238049 72.48 42320 6525279 26418 90.29

2014-15 15120 1362280 17.30 36319 5954619 75.61 51439 7316899 30743 92.91

2015-16 29770 2872304 33.31 35142 5280959 61.25 64912 8153264 33691 94.57

2016-17 46594 4156364 35.12 33543 6924118 58.51 80137 11080482 45599 93.62

2017-18 66806 5282083 41.33 28926 6794253 53.16 95732 12076336 49493 94.49

Apr-18 4755 351025 37.13 2843 547290 57.89 7598 898315 47280 95.01

May-18 6443 482382 42.19 3419 482382 42.19 9862 964764 43853 84.38

Jun-18 6319 488893 40.86 3470 643974 53.82 9789 1132867 51494 94.68

Jul-18 6108 501203 43.11 3489 586568 50.46 9597 1087771 49444 93.57

Aug-18 5324 488872 42.90 3277 586431 51.46 8601 1075303 53765 94.36

Sep-18 5051 455863 39.21 3291 623862 53.66 8342 1079725 53986 92.87

Oct-18 5365 472834 30.11 4452 992875 63.24 9817 1465709 73285 93.35

Nov-18 4158 359144 31.96 3288 668891 59.52 7446 1028035 57113 91.47

Dec-18 4336 350085 32.30 3774 639040 58.96 8110 989125 49456 91.27

Jan-19 4831 303375 28.79 3776 649757 61.66 8607 953132 41441 90.45


52690 4253676 36.73 35079 6421069 55.44 87769 10674745 51819 92.17

Security Trades Value Rate

6.65% GS 2020 279 88206 6.4412

6.90% GS 2019 177 38464 6.4106

7.80% GS 2020 122 32819 6.4199

7.94% GS 2021 216 31320 6.4355

6.35% GS 2020 152 26548 6.4100

Security Trades Value Rate

7.17% GS 2028 758 69472 6.2224

7.59% GS 2026 191 11407 6.3300

7.37% GS 2023 214 10983 6.2160

8.26% GS 2027 94 8950 6.1598

8.28% GS 2027 89 7885 6.0300

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TABLE 47: DEALT TRANSACTIONS ON THE NDS-CALL PLATFORM

CALL MONEY MARKET

Amount Crore`

CALL NOTICE Term TotalDate

Trade Value WAR Trade Value WAR Trade Value WAR Trade Value

1-Jan-19 118 10755 6.4071 - - - 8 670 7.3194 126 11425

2-Jan-19 84 7076 6.4219 2 18 6.4583 9 295 7.3161 95 7389

3-Jan-19 85 7016 6.4017 6 485 6.5928 3 140 7.5804 94 7641

4-Jan-19 158 21823 6.3299 1 20 6.7000 7 425 7.5753 166 22268

5-Jan-19 20 1262 6.3761 - - - 1 25 7.5000 21 1287

7-Jan-19 133 12690 6.4348 1 16 6.4000 5 249 7.4193 139 12955

8-Jan-19 136 11192 6.4176 1 10 6.6000 4 375 7.3700 141 11577

9-Jan-19 103 8705 6.4420 2 105 6.7952 2 225 7.2767 107 9035

10-Jan-19 112 12224 6.4188 1 55 6.4500 1 150 7.1000 114 12429

11-Jan-19 140 12922 6.4062 1 50 6.4900 4 375 7.2640 145 13347

14-Jan-19 122 11175 6.4191 7 538 6.5327 1 50 7.7000 130 11763

15-Jan-19 168 15721 6.4844 - - - 2 50 6.7250 170 15771

16-Jan-19 163 18898 6.4651 - - - 1 50 7.2000 164 18948

17-Jan-19 150 13252 6.4603 3 120 6.5417 3 80 6.8813 156 13452

18-Jan-19 231 28165 6.4791 1 100 6.7500 2 37 7.0946 234 28302

19-Jan-19 17 730 6.5078 - - - - - - 17 730

21-Jan-19 190 21230 6.5429 2 70 6.4429 - - - 192 21300

22-Jan-19 152 17150 6.5067 - - - 2 75 6.9833 154 17225

23-Jan-19 171 18699 6.4939 3 60 6.5500 3 210 7.2262 177 18969

24-Jan-19 172 18896 6.4787 4 130 6.4673 - - - 176 19026

25-Jan-19 184 19982 6.4751 - - - 3 200 7.0375 187 20182

28-Jan-19 185 21689 6.4954 1 10 6.5000 1 200 7.1200 187 21899

29-Jan-19 165 17418 6.4459 - - - - - - 165 17418

30-Jan-19 200 20544 6.4437 1 75 6.5500 1 5 7.0000 202 20624

31-Jan-19 175 16606 6.4320 2 200 6.5000 5 170 7.1588 182 16976

Total 3534 365814 39 2062 68 4056 3641 371932

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TABLE 48: OTC DEALS REPORTED ON THE NDS-CALL PLATFORM Amount Crore`

CALL NOTICE Term TotalDate

Trade Value WAR Trade Value WAR Trade Value WAR Trade Value

1-Jan-19 372 4495 6.1732 15 84 6.1642 12 363 6.8414 399 4941

2-Jan-19 403 4724 6.1845 20 158 6.4175 3 53 6.7858 426 4935

3-Jan-19 401 5073 6.1747 25 169 6.2439 8 311 6.8312 434 5553

4-Jan-19 415 4501 6.1292 12 48 5.9775 6 74 6.8204 433 4623

5-Jan-19 100 699 5.6149 3 12 5.9398 - - - 103 712

7-Jan-19 350 4076 6.1944 63 854 6.2547 4 67 6.8269 417 4997

8-Jan-19 353 3960 6.1827 20 543 6.2568 2 6 6.4917 375 4508

9-Jan-19 368 4535 6.1944 13 104 6.4076 4 78 7.3231 385 4717

10-Jan-19 392 5018 6.2160 38 210 6.2732 3 18 6.6357 433 5246

11-Jan-19 305 4280 6.1927 101 684 6.1264 5 196 6.9852 411 5159

14-Jan-19 193 3555 6.2015 133 1043 6.1575 - - - 326 4597

15-Jan-19 275 4167 6.1762 16 287 6.3947 5 331 6.8650 296 4785

16-Jan-19 371 4392 6.2040 35 260 6.3583 6 101 6.7657 412 4752

17-Jan-19 360 4359 6.1771 29 289 6.4066 9 141 6.7791 398 4789

18-Jan-19 386 4091 6.1612 13 97 6.3015 6 80 6.7293 405 4268

19-Jan-19 106 743 5.7360 5 12 5.7492 - - - 111 755

21-Jan-19 354 4077 6.2245 41 260 6.2964 4 44 7.0773 399 4381

22-Jan-19 320 5320 6.1741 37 754 6.2697 2 15 6.6667 359 6089

23-Jan-19 340 4815 6.1951 36 293 6.4260 4 31 6.9677 380 5140

24-Jan-19 365 5793 6.1988 33 404 6.4026 3 53 6.7632 401 6250

25-Jan-19 371 4863 6.1675 16 309 6.4640 6 106 6.7216 393 5278

28-Jan-19 371 5045 6.1712 46 258 6.3013 4 44 6.5034 421 5347

29-Jan-19 377 5358 6.1732 18 193 6.2651 3 115 7.1283 398 5666

30-Jan-19 383 5640 6.1714 27 108 6.1686 5 69 6.6986 415 5816

31-Jan-19 346 4913 6.2193 19 252 6.3903 12 228 6.8439 377 5393

Total 8377 108490 814 7685 116 2522 9307 118696

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TABLE 49: UNCOLLATERALISED OVERNIGHT TRANSACTIONS Percent

+/-10 bps of FBILO/N MIBOR



TotalTRADEDATE

FBILO/N

MIBORRate


01-Jan-19 6.50 137 8358 162 10622 218 12959 490 15249

02-Jan-19 6.50 127 6666 146 8055 192 9458 487 11800

03-Jan-19 6.50 104 5833 138 7249 189 9591 486 12089

04-Jan-19 6.46 122 7075 144 7446 257 23877 573 26324

07-Jan-19 6.50 170 13353 192 13612 234 15021 483 16766

08-Jan-19 6.50 161 11508 201 12847 238 13398 489 15151

09-Jan-19 6.55 87 5139 154 9825 190 11115 471 13240

10-Jan-19 6.55 117 8549 147 9734 205 13097 504 17242

11-Jan-19 6.50 152 8893 209 13997 245 15294 445 17202

14-Jan-19 6.50 138 10263 174 12599 195 13170 315 14730

15-Jan-19 6.50 210 17366 226 17637 248 17780 443 19888

16-Jan-19 6.50 226 20926 243 21127 275 21481 534 23289

17-Jan-19 6.50 215 14708 232 15336 260 15616 510 17611

18-Jan-19 6.48 288 29488 304 29675 345 30307 617 32256

21-Jan-19 6.55 245 22613 259 23311 291 23546 544 25307

22-Jan-19 6.55 188 15581 213 19313 240 19803 472 22469

23-Jan-19 6.60 155 13187 176 13688 226 17888 511 23514

24-Jan-19 6.60 132 11808 169 14930 236 19769 537 24689

25-Jan-19 6.54 186 18331 233 21268 272 22391 555 24844

28-Jan-19 6.55 198 19856 242 23533 288 24327 556 26733

29-Jan-19 6.50 206 17780 240 19639 284 20426 542 22775

30-Jan-19 6.50 238 19583 277 23082 320 23637 583 26183

31-Jan-19 6.50 179 13118 252 18742 290 19621 521 21519

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TABLE 50: OVERNIGHT TRANSACTIONS DEALT ON NDS-CALL PLATFORM Percent




TotalTRADEDATE

FBILO/N

MIBORRate


01-Jan-19 6.50 74 6291 91 8495 115 10520 118 10755

02-Jan-19 6.50 62 4452 71 5752 78 6887 84 7076

03-Jan-19 6.50 48 3544 62 4804 80 6838 85 7016

04-Jan-19 6.46 67 5324 70 5537 152 21708 158 21823

07-Jan-19 6.50 122 11495 123 11545 131 12675 133 12690

08-Jan-19 6.50 116 9828 132 10857 135 11182 136 11192

09-Jan-19 6.55 49 3476 95 7823 102 8701 103 8705

10-Jan-19 6.55 69 6218 79 7108 107 10211 112 12224

11-Jan-19 6.50 91 6944 126 11794 139 12918 140 12922

14-Jan-19 6.50 96 8731 115 10779 122 11175 122 11175

15-Jan-19 6.50 166 15703 167 15714 167 15714 168 15721

16-Jan-19 6.50 159 18641 161 18743 162 18893 163 18898

17-Jan-19 6.50 146 12649 148 13149 149 13249 150 13252

18-Jan-19 6.48 221 27663 222 27668 230 28161 231 28165

21-Jan-19 6.55 186 20718 188 21218 189 21225 190 21230

22-Jan-19 6.55 136 13462 150 17043 151 17143 152 17150

23-Jan-19 6.60 119 11625 123 11880 153 15857 171 18699

24-Jan-19 6.60 90 10029 114 12644 150 17150 172 18896

25-Jan-19 6.54 141 16575 174 19367 181 19928 184 19982

28-Jan-19 6.55 151 18024 175 21430 184 21685 185 21689

29-Jan-19 6.50 147 15698 164 17118 165 17418 165 17418

30-Jan-19 6.50 176 17262 197 20498 199 20531 200 20544

31-Jan-19 6.50 113 10652 167 16093 173 16568 175 16606

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TABLE 51: OVERNIGHT TRANSACTIONS REPORTED ON NDS-CALL PLATFORM Percent




TotalTRADEDATE

FBILO/N

MIBORRate


01-Jan-19 6.50 63 2067 71 2128 103 2440 372 4495

02-Jan-19 6.50 65 2214 75 2303 114 2571 403 4724

03-Jan-19 6.50 56 2289 76 2445 109 2753 401 5073

04-Jan-19 6.46 55 1751 74 1909 105 2169 415 4501

07-Jan-19 6.50 48 1858 69 2067 103 2346 350 4076

08-Jan-19 6.50 45 1680 69 1990 103 2216 353 3960

09-Jan-19 6.55 38 1663 59 2002 88 2414 368 4535

10-Jan-19 6.55 48 2331 68 2626 98 2886 392 5018

11-Jan-19 6.50 61 1949 83 2203 106 2376 305 4280

14-Jan-19 6.50 42 1532 59 1820 73 1995 193 3555

15-Jan-19 6.50 44 1663 59 1923 81 2066 275 4167

16-Jan-19 6.50 67 2286 82 2385 113 2588 371 4392

17-Jan-19 6.50 69 2059 84 2187 111 2367 360 4359

18-Jan-19 6.48 67 1825 82 2008 115 2146 386 4091

21-Jan-19 6.55 59 1895 71 2093 102 2321 354 4077

22-Jan-19 6.55 52 2120 63 2270 89 2660 320 5320

23-Jan-19 6.60 36 1562 53 1808 73 2031 340 4815

24-Jan-19 6.60 42 1779 55 2286 86 2619 365 5793

25-Jan-19 6.54 45 1756 59 1901 91 2463 371 4863

28-Jan-19 6.55 47 1832 67 2103 104 2642 371 5045

29-Jan-19 6.50 59 2082 76 2522 119 3008 377 5358

30-Jan-19 6.50 62 2321 80 2585 121 3107 383 5640

31-Jan-19 6.50 66 2466 85 2649 117 3053 346 4913

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TABLE 52: CALL MARKET AND FBIL O/N MIBOR - RATES Percent

NDS-CALL Platform (WAR)

TRADEDATE

FBIL O/NMIBOR Rate

Uncollateralised O/NCall (WAR) All Trades Trades Upto 4 PM

TradesReported onNDS-CALLPlatform(WAR)

01-Jan-19 6.50 6.34 6.41 6.49 6.17

02-Jan-19 6.50 6.33 6.42 6.48 6.18

03-Jan-19 6.50 6.31 6.40 6.47 6.17

04-Jan-19 6.46 6.31 6.33 6.34 6.13

07-Jan-19 6.50 6.38 6.43 6.49 6.19

08-Jan-19 6.50 6.36 6.42 6.45 6.18

09-Jan-19 6.55 6.36 6.44 6.52 6.19

10-Jan-19 6.55 6.36 6.42 6.51 6.22

11-Jan-19 6.50 6.35 6.41 6.47 6.19

14-Jan-19 6.50 6.37 6.42 6.48 6.20

15-Jan-19 6.50 6.42 6.48 6.49 6.18

16-Jan-19 6.50 6.42 6.47 6.49 6.20

17-Jan-19 6.50 6.39 6.46 6.48 6.18

18-Jan-19 6.48 6.45 6.48 6.48 6.16

21-Jan-19 6.55 6.49 6.54 6.55 6.22

22-Jan-19 6.55 6.43 6.51 6.54 6.17

23-Jan-19 6.60 6.43 6.49 6.58 6.20

24-Jan-19 6.60 6.41 6.48 6.54 6.20

25-Jan-19 6.54 6.41 6.48 6.50 6.17

28-Jan-19 6.55 6.43 6.50 6.53 6.17

29-Jan-19 6.50 6.38 6.45 6.47 6.17

30-Jan-19 6.50 6.39 6.44 6.47 6.17

31-Jan-19 6.50 6.38 6.43 6.48 6.22

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TABLE :53 TENORWISE ANALYSIS OF TERM MONEY TRANSACTIONS Amount Crore`

Less Than 30 Days 30-60 Days 60-90 Days 90-120 Days 120-180 Days 180-270 Days 270 Days and More TotalPeriod

Trades Values Trades Values Trades Values Trades Values Trades Values Trades Values Trades Values Trades Values

2006-07 75 4504 74 5209 19 895 52 1347 4 40 8 73 23 2716 255 14784

2007-08 249 13937 209 10332 49 1832 240 10250 27 1625 46 1701 23 1332 843 41008

2008-09 222 13887 187 11679 92 4194 313 15801 34 1543 51 1846 29 659 928 49608

2009-10 162 8727 63 3942 6 755 87 3322 15 1298 32 1610 68 5522 433 25176

2010-11 291 16146 84 6220 27 1493 77 3617 6 312 40 1346 44 2236 569 31370

2011-12 467 34789 162 11218 47 3143 148 9467 5 85 24 1003 29 1057 882 60761

2012-13 997 81555 273 22081 117 8572 243 15673 16 1294 27 1237 37 2977 1710 133389

2013-14 639 40681 244 11765 86 4914 241 12961 30 1685 41 3458 56 2643 1337 78107

2014-15 758 29041 108 4913 136 6040 212 11018 42 2810 47 2256 45 2356 1348 58432

2015-16 1142 43868 161 4678 79 4029 142 6927 32 2453 52 3297 34 1885 1642 67136

2016-17 1919 83127 237 10543 91 5509 123 7917 39 2710 29 2615 33 2152 2471 114574

2017-18 1941 75095 265 15637 88 5554 142 11776 61 5766 67 4937 34 1475 2598 120239

Apr-18 215 7945 25 1167 45 3940 10 847 - - 1 5 - - 296 13904

May-18 214 6942 41 1548 6 80 7 242 7 150 1 10 5 211 281 9182

Jun-18 169 5796 36 1435 9 655 7 250 5 365 2 50 1 10 229 8561

Jul-18 228 8830 20 1731 13 832 7 398 7 537 4 315 6 295 285 12938

Aug-18 176 7563 31 1803 5 264 14 917 2 200 6 162 2 60 236 10968

Sep-18 114 2683 13 440 4 240 8 350 7 1365 4 250 3 75 153 5403

Oct-18 140 5387 12 559 16 510 18 927 6 195 1 6 - - 193 7584

Nov-18 119 4892 30 1506 7 275 11 320 4 76 - - - - 171 7069

Dec-18 105 3388 26 1098 8 288 3 130 4 100 - - - - 146 5004

Jan-19 122 3457 26 941 27 1650 7 515 - - - - 2 15 184 6578


1602 56883 260 12227 140 8734 92 4896 42 2988 19 798 19 666 2174 87191

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TABLE 54: NDS-CALL HISTORICAL Amount Crore`

*Trade reporting on NDS-CALL became mandated from November 2012.**Data from September 18, 2006.

Dealt Reported Reciprocal Total NDS-CALL

Total Average Total Average Total Total Average% Share in NDS-CALL

Total Value ofCall, Notice andTerm Money as

per RBIPeriod

Trades Value Trades Value Trades Value Trades Value Trades Value Trades Value Trades Value Dealt Reported Reciprocal TotalDaily

Average

2006-07** 6853 507998 44 3277 351 5427 2 35 161 30326 7365 543750 48 3508 93.42 1.00 5.58 2209978 14258

2007-08 31402 2778531 108 9516 3597 26413 12 90 151 20117 35150 2825061 120 9675 98.35 0.93 0.71 3513925 12034

2008-09 35742 3179134 125 11077 4533 20797 16 72 351 57557 40626 3257488 142 11350 97.59 0.64 1.77 3717091 12952

2009-10 24530 2124356 86 7454 4735 23877 17 84 91 18470 29356 2166703 103 7602 98.05 1.10 0.85 2522703 8852

2010-11 26401 2450742 90 8336 7352 49514 25 168 379 76328 34132 2576584 116 8764 95.12 1.92 2.96 2945901 10020

2011-12 34031 3483245 117 11970 5449 21071 19 72 449 95779 39929 3600095 137 12371 96.75 0.59 2.66 4084692 14037

2012-13 37174 4124785 129 14273 29554 352449 102 1220 338 58407 67066 4535641 232 15694 90.94 7.77 1.29 4814032 16658

2013-14 38231 3617702 130 12305 65715 875335 224 2977 503 96025 104449 4589062 355 15609 78.83 19.07 2.09 4507273 15331

2014-15 33462 2557815 117 8912 70390 1175399 245 4095 278 51625 104130 3784839 363 13188 67.58 31.06 1.36 3740742 13034

2015-16 33445 2535754 121 9154 85053 1247369 307 4503 110 26894 118608 3810017 428 13657 66.55 32.74 0.71 3799481 13717

2016-17 30447 2553972 113 9459 97868 1676388 362 6209 82 19082 128394 4249442 476 15739 60.10 39.45 0.45 4242821 15714

2017-18 27849 2474817 105 9304 93891 1395175 353 5245 65 17451 121805 3887443 458 14611 63.68 35.90 0.43 3871780 14556

Apr-18 2811 263188 134 12533 7370 93524 351 4454 17 7300 10198 364012 486 17334 72.30 25.69 2.01 356450 16974

May-18 2966 263820 124 10993 8531 98350 355 4098 14 3255 11511 365425 480 15226 72.20 26.91 0.89 362059 15086

Jun-18 3067 291211 133 12661 8103 97449 352 4237 32 10235 11202 398895 487 17343 73.00 24.43 2.57 390004 16957

Jul-18 3110 275911 130 11496 8980 104221 374 4343 16 5800 12106 385932 504 16080 71.49 27.01 1.50 379993 15833

Aug-18 2818 265672 128 12076 7965 91751 362 4171 21 5855 10804 363278 491 16513 73.13 25.26 1.61 357253 16239

Sep-18 3228 310826 154 14801 6594 65331 314 3111 153 5403 9975 381560 475 18170 81.46 17.12 1.42 376834 17944

Oct-18 3676 352958 160 15346 7471 84984 325 3695 11 2965 11158 440907 485 19170 80.05 19.27 0.67 437902 19039

Nov-18 3161 285487 158 14274 6593 80870 330 4044 3 700 9757 367057 488 18353 77.78 22.03 0.19 365881 18294

Dec-18 3853 378137 168 16441 8199 100050 356 4350 6 1475 12058 479662 524 20855 78.83 20.86 0.31 479020 20827

Jan-19 3641 371932 146 14877 9307 118696 372 4748 5 554 12953 491182 518 19647 75.72 24.17 0.11 490057 19602


32331 3059141 143 13536 79113 935228 350 4138 278 43542 111722 4037911 494 17867 75.76 23.16 1.08 3995453 17679

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TABLE 55: FOREX SETTLEMENT*

FOREIGN EXCHANGE MARKETFOREX SETTLEMENT


Cash Tom Spot Forward Total AverageSettlement

Period TradesValue(USDMn)

Value(` Cr)

TradesValue(USDMn)

Value(` Cr)

TradesValue(USDMn)

Value(` Cr)

TradesValue(USDMn)

Value(` Cr)

TradesValue(USDMn)

Value(` Cr)

TradesValue(USDMn)

Value(` Cr)

2002-03 - - - - - - 74423 96483 462370 25809 39619 195665 100232 136102 658035 1101 1496 7231

2003-04 1036 5951 26861 1555 9150 41335 251258 354541 1627644 76668 131700 622691 330517 501342 2318531 1425 2161 9994

2004-05 8747 69882 312311 16178 112750 504325 356382 533015 2389936 85020 184133 835863 466327 899780 4042435 1976 3813 17129

2005-06 12946 154626 686160 21307 199621 885585 371059 585089 2594240 84337 240352 1073689 489649 1179688 5239674 2084 5020 22296

2006-07 14292 233010 1050413 25708 316585 1427018 481702 884740 3993765 85106 342646 1551883 606808 1776981 8023078 2550 7466 33710

2007-08 15118 318055 1279466 25598 409979 1652802 609676 1595080 6426403 106683 810551 3368161 757074 3133665 12726832 3181 13167 53474

2008-09 15633 358244 1651695 26536 498767 2299036 675439 1815114 8263760 119912 1086778 4722998 837520 3758904 16937489 3657 16414 73963

2009-10 15733 363904 1719714 27643 484848 2295137 759149 1467601 6951459 81424 672619 3245177 883949 2988971 14211486 3843 12996 61789

2010-11 19778 508131 2311739 32118 651100 2964603 1007258 2119061 9650122 90883 912745 4233688 1150037 4191037 19160153 4792 17463 79834

2011-12 22838 548644 2624112 34391 691043 3304720 1115364 2326368 11141856 110585 1076517 5128924 1283178 4642573 22199612 5579 20185 96520

2012-13 23375 610559 3316787 37349 823910 4477478 1216860 2276085 12374662 118554 1120379 5948085 1396138 4830933 26117013 6018 20823 112573

2013-14 26115 701111 4225846 39467 857366 5151202 1343049 2198833 13243650 103584 986011 5825247 1512215 4743321 28445946 6490 20358 122086

2014-15 29188 837736 5114340 43168 988928 6041012 1560718 2539790 15519691 98632 931337 5868727 1731706 5297790 32543770 7595 23236 142736

2015-16 29214 843416 5512112 43890 1015607 6634573 1708058 2613073 17113232 103967 1017190 6665777 1885129 5489286 35925694 8056 23458 153529

2016-17 34026 1046478 7008460 48895 1244934 8339217 1742074 2857496 19175458 101111 1126070 7702460 1926106 6274978 42225595 8302 27047 182007

2017-18 30993 936402 6035678 49271 1235303 7965989 1995325 3200910 20638692 99185 1121839 7472707 2174774 6494454 42113066 9294 27754 179970

Apr-18 2723 81926 536751 4742 108460 709661 187408 302698 1982367 9611 124196 816473 204484 617281 4045251 10762 32488 212908

May-18 2757 78335 529171 4612 102249 689785 217890 339335 2290015 7947 98769 656973 233206 618687 4165944 11105 29461 198378

Jun-18 2435 68386 463590 4242 89683 607626 190146 284110 1923324 8743 107585 720577 205566 549763 3715117 9789 26179 176910

Jul-18 2602 77595 532953 4297 95224 654144 190247 294793 2025460 7987 92212 622727 205133 559823 3835283 9768 26658 182633

Aug-18 2553 73047 507695 4138 90824 630220 185336 281697 1953779 8598 97559 663471 200625 543127 3755165 10031 27156 187758

Sep-18 2328 68888 497887 3332 78683 568585 185591 288896 2080255 6553 76508 530088 197804 512974 3676815 11636 30175 216283

Oct-18 2774 81512 599978 4445 102670 754963 198236 318915 2343629 7349 83109 586290 212804 586207 4284859 10640 29310 214243

Nov-18 2400 66284 476718 3279 70532 509140 149787 245924 1776733 7251 86387 615390 162717 469127 3377981 10170 29320 211124

Dec-18 2767 78271 553149 4364 97392 688533 181448 280535 1984827 7873 96210 679428 196452 552408 3905937 9823 27620 195297

Jan-19 2650 70118 495519 4021 86255 609647 184499 292210 2063316 8241 97978 689812 199411 546561 3858295 9496 26027 183728


25989 744361 5193412 41472 921970 6422304 1870588 2929112 20423705 80153 960515 6581227 2018202 5555958 38620648 10297 28347 197044

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TABLE 56: FOREX TRADE TYPE ANALYSIS Percent

Cash Tom Spot ForwardSettlementPeriod Trades Value Trades Value Trades Value Trades Value

2002-03 - - - - 74.25 70.89 25.75 29.11

2003-04 0.31 1.19 0.47 1.83 76.02 70.72 23.20 26.27

2004-05 1.88 7.77 3.47 12.53 76.42 59.24 18.23 20.46

2005-06 2.64 13.11 4.35 16.92 75.78 49.60 17.22 20.37

2006-07 2.36 13.11 4.24 17.82 79.38 49.79 14.03 19.28

2007-08 2.00 10.15 3.38 13.08 80.53 50.90 14.09 25.87

2008-09 1.87 9.53 3.17 13.27 80.65 48.29 14.32 28.91

2009-10 1.78 12.17 3.13 16.22 85.88 49.10 9.21 22.50

2010-11 1.72 12.12 2.79 15.54 87.58 50.56 7.90 21.78

2011-12 1.78 11.82 2.68 14.88 86.92 50.11 8.62 23.19

2012-13 1.67 12.64 2.68 17.05 87.16 47.11 8.49 23.19

2013-14 1.73 14.78 2.61 18.08 88.81 46.36 6.85 20.79

2014-15 1.69 15.81 2.49 18.67 90.13 47.94 5.70 17.58

2015-16 1.55 15.36 2.33 18.50 90.61 47.60 5.52 18.53

2016-17 1.77 16.68 2.54 19.84 90.45 45.54 5.25 17.95

2017-18 1.43 14.42 2.27 19.02 91.75 49.29 4.56 17.27

Apr-18 1.33 13.27 2.32 17.57 91.65 49.04 4.70 20.12

May-18 1.18 12.66 1.98 16.53 93.43 54.85 3.41 15.96

Jun-18 1.18 12.44 2.06 16.31 92.50 51.68 4.25 19.57

Jul-18 1.27 13.86 2.09 17.01 92.74 52.66 3.89 16.47

Aug-18 1.27 13.45 2.06 16.72 92.38 51.87 4.29 17.96

Sep-18 1.18 13.43 1.68 15.34 93.83 56.32 3.31 14.91

Oct-18 1.30 13.91 2.09 17.51 93.15 54.40 3.45 14.18

Nov-18 1.47 14.13 2.02 15.03 92.05 52.42 4.46 18.41

Dec-18 1.41 14.17 2.22 17.63 92.36 50.78 4.01 17.42

Jan-19 1.33 12.83 2.02 15.78 92.52 53.46 4.13 17.93


1.29 13.40 2.05 16.59 92.69 52.72 3.97 17.29

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TABLE 57: FOREX DEAL SIZE ANALYSIS Percent

< 1 mn 1 mn > 1 mn <= 5 mn > 5 mn <= 10 mn > 10 mn <= 20 mn > 20 mnSettlement


% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

2002-03 21.93 7.23 52.61 38.74 24.53 46.47 0.70 4.42 0.19 2.25 0.04 0.89

2003-04 20.74 6.07 49.79 32.82 28.02 50.16 1.07 6.12 0.30 3.18 0.08 1.65

2004-05 21.26 4.77 44.14 22.88 31.22 47.19 1.94 8.70 0.97 8.21 0.47 8.25

2005-06 20.32 3.66 42.70 17.72 31.55 40.18 2.77 10.27 1.58 11.18 1.08 16.99

2006-07 21.57 3.29 39.00 13.32 32.03 34.85 3.68 11.50 1.95 11.41 1.77 25.64

2007-08 16.67 1.81 33.75 8.15 36.19 29.18 8.62 19.93 2.13 8.78 2.63 32.15

2008-09 17.00 1.64 32.19 7.17 35.41 25.85 10.31 22.22 2.16 8.20 2.93 34.92

2009-10 20.10 2.55 44.55 13.18 25.18 23.58 5.90 16.56 1.93 9.78 2.33 34.35

2010-11 18.75 2.21 46.50 12.76 24.77 21.89 5.31 13.81 1.92 9.18 2.75 40.15

2011-12 17.05 2.00 48.47 13.40 22.93 20.98 6.47 17.23 2.13 10.24 2.95 36.16

2012-13 23.80 2.79 46.36 13.40 18.86 17.81 6.25 17.54 1.96 9.88 2.77 38.57

2013-14 27.88 3.63 46.12 14.70 16.68 16.87 4.85 14.94 1.70 9.37 2.78 40.47

2014-15 28.91 4.07 45.66 14.93 16.77 17.27 4.23 13.38 1.61 9.16 2.82 41.19

2015-16 33.13 5.03 42.61 14.63 16.25 17.33 3.06 10.01 1.40 8.30 3.55 44.70

2016-17 34.55 4.78 39.86 12.23 12.25 9.10 0.55 1.22 0.81 3.67 11.98 68.99

2017-18 30.71 4.69 46.14 15.45 13.83 12.75 1.78 5.54 1.14 6.38 6.40 55.18

Apr-18 26.38 3.96 50.15 16.61 15.88 16.05 3.09 9.85 1.68 9.90 2.83 43.63

May-18 25.18 4.25 53.32 20.10 15.14 16.86 2.57 9.30 1.51 10.08 2.28 39.41

Jun-18 24.56 4.02 53.73 20.09 15.18 17.33 2.68 9.60 1.57 10.35 2.29 38.62

Jul-18 27.35 4.44 51.75 18.96 14.25 16.02 2.72 9.58 1.54 9.94 2.39 41.06

Aug-18 26.16 4.22 52.75 19.48 14.41 16.26 2.87 10.20 1.55 10.13 2.26 39.70

Sep-18 25.12 4.04 54.74 21.11 13.67 15.55 2.77 10.32 1.59 10.90 2.13 38.08

Oct-18 26.26 4.06 52.46 19.04 14.28 15.66 3.07 10.76 1.46 9.41 2.48 41.07

Nov-18 25.19 3.67 51.19 17.76 16.04 16.83 3.33 11.02 1.65 10.11 2.59 40.62

Dec-18 27.58 4.19 50.58 17.99 14.61 15.65 3.13 10.68 1.56 9.89 2.55 41.60

Jan-19 30.29 4.77 48.00 17.51 14.30 15.86 3.36 11.83 1.59 10.27 2.46 39.76


26.40 4.17 51.91 18.86 14.76 16.20 2.94 10.29 1.57 10.09 2.42 40.40

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TABLE 58: TENORWISE FORWARD TRADES ANALYSIS Percent

< 30 Days> 30 Days &<= 90 Days

> 90 Days &<= 180 Days

> 180 Days &<= 365 Days

> 1 YearSettlement


% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

% tototaltrades

% tototalvalue

2002-03 13.54 16.07 23.35 22.90 26.49 22.35 35.66 37.25 0.96 1.43

2003-04 17.19 22.50 23.97 24.84 22.80 20.24 35.34 31.77 0.70 0.65

2004-05 15.66 20.00 23.79 24.10 19.88 17.86 38.51 36.26 2.16 1.78

2005-06 17.99 22.84 21.79 24.18 17.55 15.18 40.52 36.16 2.15 1.64

2006-07 19.70 25.61 23.78 25.06 19.06 17.21 35.67 30.48 1.79 1.64

2007-08 16.41 31.47 26.83 25.83 22.63 17.22 32.70 24.46 1.44 1.02

2008-09 14.41 23.62 23.82 23.41 21.08 18.59 38.80 31.98 1.90 2.39

2009-10 14.36 20.88 22.08 20.57 18.47 15.06 43.59 41.57 1.50 1.92

2010-11 19.63 30.54 24.96 23.91 17.15 14.99 36.63 28.91 1.64 1.65

2011-12 18.49 22.62 22.99 22.75 16.91 15.79 39.61 36.86 2.00 1.98

2012-13 14.42 17.65 19.43 19.07 14.25 13.49 49.36 47.10 2.54 2.69

2013-14 14.45 21.18 21.39 20.57 16.88 13.91 45.00 41.81 2.29 2.53

2014-15 14.76 22.18 19.89 20.74 17.22 14.77 45.92 40.22 2.22 2.10

2015-16 15.85 23.40 18.62 21.88 14.23 11.94 48.11 40.06 3.18 2.73

2016-17 17.07 25.96 22.69 26.05 16.14 14.68 39.50 29.31 4.59 3.99

2017-18 15.01 25.79 20.87 25.35 17.70 16.04 42.64 30.05 3.78 2.77

Apr-18 15.50 23.94 24.18 28.48 17.60 19.08 39.75 26.62 2.97 1.87

May-18 19.21 27.00 23.56 30.83 13.78 11.96 38.10 27.10 5.35 3.12

Jun-18 16.33 23.29 25.77 30.97 17.57 16.11 38.53 28.68 1.80 0.95

Jul-18 19.47 28.59 21.42 26.83 13.56 11.88 33.13 24.66 12.42 8.05

Aug-18 16.83 27.19 21.23 22.56 16.79 13.88 41.58 33.11 3.57 3.26

Sep-18 17.95 24.05 29.73 33.73 15.02 13.70 30.34 23.13 6.97 5.38

Oct-18 19.02 29.12 22.85 26.69 14.02 11.48 39.50 29.39 4.61 3.31

Nov-18 18.37 28.96 27.72 31.29 15.61 13.26 31.14 21.53 7.16 4.97

Dec-18 18.11 28.51 22.51 23.79 18.44 16.12 34.51 27.01 6.43 4.58

Jan-19 19.38 28.27 22.55 25.46 17.59 14.99 33.10 26.58 7.38 4.70


17.94 26.77 24.02 27.98 16.09 14.47 36.22 26.91 5.73 3.87

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TABLE 59: MARKET SHARE - FOREX Percent

TABLE 60: CATEGORYWISE FOREX ACTIVITY - DEAL TYPE

Market Share (%)

Category CASH TOM SPOT FORWARD

Foreign Banks 46.82 50.75 45.08 36.16

Public Sector Banks 24.70 22.93 30.09 33.45

Private Sector Banks 28.30 26.20 24.52 30.29

Cooperative Banks 0.17 0.11 0.31 0.10

Financial Institutions 0.01 0.01 0.00 0.00

Top 'n' Players Top 5 Top 10 Top 15 Top 20

2002-03 33.65 57.73 72.42 83.30

2003-04 30.53 54.83 69.59 79.45

2004-05 29.00 49.45 63.61 73.61

2005-06 30.59 52.45 68.38 78.89

2006-07 31.15 50.93 65.08 73.69

2007-08 39.66 61.31 76.24 84.55

2008-09 39.65 62.30 76.97 85.71

2009-10 33.13 55.14 71.31 81.51

2010-11 34.94 57.30 73.56 82.97

2011-12 31.01 54.09 70.57 80.23

2012-13 31.53 52.64 68.22 78.40

2013-14 28.35 49.26 64.60 75.27

2014-15 29.05 49.51 64.62 74.95

2015-16 29.29 49.46 63.40 73.98

2016-17 30.16 50.82 65.10 75.09

2017-18 33.21 55.62 69.87 79.60

Apr-18 29.88 53.83 68.59 78.76

May-18 29.35 52.49 68.61 78.97

Jun-18 30.03 51.79 67.83 78.81

Jul-18 31.92 53.31 69.21 79.35

Aug-18 32.08 53.41 68.69 78.12

Sep-18 30.18 51.59 67.58 77.70

Oct-18 31.57 51.64 66.07 76.75

Nov-18 33.95 54.68 68.23 78.53

Dec-18 35.91 56.17 69.16 79.46

Jan-19 33.44 53.25 67.15 78.25

2018-19 (Upto January 2019) 31.76 53.20 68.11 78.48

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TABLE 61: NETTING FACTOR - FOREX Amount in USD Million


2002-03 136102 24687 81.86

2003-04 501342 83849 83.28

2004-05 899778 94395 89.51

2005-06 1179688 115909 90.17

2006-07 1776980 171832 90.33

2007-08 3133665 239169 92.37

2008-09 3758905 209822 94.42

2009-10 2988971 177192 94.07

2010-11 4191037 212265 94.94

2011-12 4642573 214730 95.37

2012-13 4830933 222470 95.39

2013-14 4743321 255080 94.62

2014-15 5297790 280097 94.71

2015-16 5489286 250784 95.43

2016-17 6274978 294883 95.30

2017-18 6494454 267809 95.88

Apr-18 617281 23040 96.27

May-18 618687 23493 96.20

Jun-18 549763 24109 95.61

Jul-18 559823 23323 95.83

Aug-18 543127 23037 95.76

Sep-18 512974 19975 96.11

Oct-18 586207 25823 95.59

Nov-18 469127 19989 95.74

Dec-18 552408 20779 96.24

Jan-19 546561 21897 95.99

2018-19 (Upto January 2019) 5555958 225464 95.94

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TABLE 62: FOREX FORWARD SETTLEMENT STATISTICS

* Commenced operation from December 1, 2009 # Mandate by RBI for CCP Clearing of Forward trades w.e.f. June, 2014

Number of Participants: 85FOREX FORWARD

Amount in USD Million

TABLE 63: CLS SETTLEMENT

CONTINUOUS LINKED SETTLEMENT (CLS)

Number of Participants: 35 Amount in USD Million

Settlement Period Trades Gross Value Net Value Netting Factor (%)

2005-06 43788 67858 10143 85.05

2006-07 138797 327380 33493 89.77

2007-08 188741 681369 51428 92.45

2008-09 247571 499318 53726 89.24

2009-10 295258 391932 52239 86.67

2010-11 394315 469873 60605 87.10

2011-12 441933 647151 76881 88.12

2012-13 570308 724121 55305 92.36

2013-14 594816 629830 54870 91.29

2014-15 571559 592450 51981 91.23

2015-16 682758 585336 61339 89.52

2016-17 707297 635489 65894 89.63

2017-18 874952 846446 94993 88.78

Apr-18 67401 70368 6578 90.65

May-18 76607 69075 5855 91.52

Jun-18 75540 67636 7254 89.28

Jul-18 85841 81475 7248 91.10

Aug-18 79425 72716 6955 90.44

Sep-18 70110 67332 7173 89.35

Oct-18 84386 81428 9318 88.56

Nov-18 73799 66931 6261 90.65

Dec-18 74706 67757 7263 89.28

Jan-19 75987 68290 7316 89.29

2018-19 (Upto January 2019) 763802 713008 71220 90.01

Outstanding AcceptedSettlement Period

Trades Volume Trades Volume

2009-10* 4965 29671 6969 41092

2010-11 11528 61293 28868 150505

2011-12 17200 100791 40760 240384

2012-13 20419 122937 50146 287697

2013-14 16861 89517 46640 254982

2014-15# 50536 415534 101372 914979

2015-16 42507 371034 94770 964070

2016-17 48614 409249 108787 1170618

2017-18 41941 395562 94192 1118572

Apr-18 41059 378076 8697 106342

May-18 42195 387822 9029 107947

Jun-18 40315 362469 6821 81730

Jul-18 40526 364202 8138 93577

Aug-18 40241 364035 8254 96771

Sep-18 40934 379692 8585 103170

Oct-18 42951 408726 9322 111590

Nov-18 42332 400406 6606 77188

Dec-18 42099 404378 7586 99058

Jan-19 42688 418268 8770 111289

2018-19 (Upto January 2019) 42688 418268 81808 988661

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TABLE 64: CURRENCY WISE GROSS SETTLEMENT

TABLE 65: TOP 5 CURRENCY PAIRS - CLS

Sr. No. Currency Pair Gross Volume %

1 EUR/USD 31295 45.65

2 USD/GBP 15069 21.98

3 JPY/USD 11988 17.49

4 AUD/USD 2954 4.31

5 CHF/USD 2652 3.87

6 Others 4601 6.71

Total 68558 100.00

CurrencyCurrency Wise Gross Volume

(in millions)MTMRates

Gross Volume in USD(In millions)

US Dollar(USD INR) 546561 1.00000 546561

US Dollar 34829 1.00000 34829

EURO 12935 1.15060 14883

GB Pound 5968 1.31290 7836

Japanese Yen 671085 0.00919 6166

Australian Dollar 2378 0.72690 1729

Swiss Franc 1388 1.00725 1398

Canadian Dollar 929 0.76167 708

Singapore Dollar 494 0.74283 367

NZ Dollar 322 0.69140 223

SA Rand 2009 0.07503 151

Swedish Krone 1205 0.11091 134

Norwegian Krone 774 0.11901 92

HK Dollar 217 0.12748 28

Danish Krone 24 0.15411 4

Total 615107

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FOREX TRADING PLATFORM: FX-CLEAR

4Number of Participants: 7

TABLE 66: TRADING DETAILS Amount in USD Million

Spot Daily AveragePeriod


2003-04 881 646 5 4

2004-05 3329 2250 13 9

2005-06 16636 11893 67 48

2006-07 46553 33264 190 136

2007-08 73943 49139 297 197

2008-09 79125 46889 330 195

2009-10 99090 53435 415 224

2010-11 111023 58577 448 236

2011-12 124664 65197 522 273

2012-13 171398 87689 708 362

2013-14 223396 113580 919 467

2014-15 335515 188421 1416 795

2015-16 453563 246902 1882 1024

2016-17 557267 316581 2312 1314

2017-18 664286 441203 2756 1831

Apr-18 56204 39903 2958 2100

May-18 58437 40338 2656 1834

Jun-18 48174 32645 2294 1555

Jul-18 51149 33525 2325 1524

Aug-18 47872 30850 2394 1543

Sep-18 38082 24280 2116 1349

Oct-18 45724 30246 2177 1440

Nov-18 31729 21011 1763 1167

Dec-18 42063 26706 2103 1335

Jan-19 50575 30396 2199 1322

2018-19 (Upto January 2019) 470009 309897 2304 1519

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DERIVATIVES

Number of Participants:

INTERBANK INTEREST RATE DERIVATIVES

76

Amount Crore`

Amount Crore and Share in %`

TABLE : INTEREST RATE SWAP TRANSACTIONS (MATCHED)67

TABLE : INTEREST RATE SWAP (MIBOR) MARKET SHARE -68 JANUARY 2019

Buy Sell TotalCategory

DealsMarketShare

NotionalAmount

MarketShare

DealsMarketShare

NotionalAmount

MarketShare

DealsMarketShare

NotionalAmount

MarketShare

Foreign Banks 3313 49.98 256090 43.71 3211 48.44 320580 54.72 6524 49.21 576670 49.22

Nationalized Banks 264 3.98 15380 2.63 222 3.35 14240 2.43 486 3.67 29620 2.53

Primary Dealers 1480 22.33 177925 30.37 1210 18.25 83520 14.26 2690 20.29 261445 22.31

Private Banks 1572 23.71 136430 23.29 1986 29.96 167485 28.59 3558 26.84 303915 25.94

Total 6629 100.00 585825 100.00 6629 100.00 585825 100.00 13258 100.00 1171650 100.00

MIBOR MIFOR TotalDate

Trades Value Trades Value Trades Value

1-Jan-19 180 14950 9 250 189 15200

2-Jan-19 226 16585 15 525 241 17110

3-Jan-19 200 23475 6 250 206 23725

4-Jan-19 188 13935 13 650 201 14585

7-Jan-19 197 15000 7 425 204 15425

8-Jan-19 180 10685 16 1125 196 11810

9-Jan-19 361 29465 17 940 378 30405

10-Jan-19 239 19675 13 900 252 20575

11-Jan-19 257 23500 20 735 277 24235

14-Jan-19 310 21625 9 475 319 22100

15-Jan-19 379 44950 3 175 382 45125

16-Jan-19 530 42160 14 825 544 42985

17-Jan-19 500 44785 26 1640 526 46425

18-Jan-19 215 20895 10 950 225 21845

21-Jan-19 380 44370 8 490 388 44860

22-Jan-19 244 27375 12 1225 256 28600

23-Jan-19 352 31560 9 700 361 32260

24-Jan-19 316 25150 1 50 317 25200

25-Jan-19 374 24100 13 475 387 24575

28-Jan-19 183 14625 8 675 191 15300

29-Jan-19 259 22700 6 225 265 22925

30-Jan-19 247 25625 12 770 259 26395

31-Jan-19 312 28635 14 2030 326 30665

Total 6629 585825 261 16505 6890 602330

Average 288 25471 11 718 300 26188

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Amount Crore and Share in %`

TABLE 70: TOP ‘N’ MARKET SHARE - IRS

TABLE 71: IRS TRADE SUMMARY (MATCHED) Amount Crore`

Percent

TABLE : INTEREST RATE SWAP (MIFOR) MARKET SHARE -69 JANUARY 2019

MIBOR MIFOR

Top 1 20.96 19.37

Top 5 67.42 59.83

Top 10 87.63 89.52

Buy Sell TotalCategory

DealsMarketShare

NotionalAmount

MarketShare

DealsMarketShare

NotionalAmount

MarketShare

DealsMarketShare

NotionalAmount

MarketShare

Foreign Banks 158 60.54 9455 57.29 169 64.75 10940 66.28 327 62.64 20395 61.78

Private Banks 103 39.46 7050 42.71 92 35.25 5565 33.72 195 37.36 12615 38.22

Total 261 100.00 16505 100.00 261 100.00 16505 100.00 522 100.00 33010 100.00

MIBOR MIFOR INBMKPeriod


2007-08 79495 4728077 18139 647609 385 14365

2008-09 40912 2644846 4799 223663 132 6575

2009-10 20352 1452058 1050 53867 77 5125

2010-11 33057 2359722 1291 74911 150 8775

2011-12 33642 2451048 2101 109973 14 860

2012-13 22713 2021607 1252 75435 11 635

2013-14 25514 2296732 1437 79780 1 350

2014-15 21153 2029225 1932 119779 5 275

2015-16 20746 2132920 1372 99340 4 300

2016-17 21036 1923460 2120 125436 - -

2017-18 41494 3380770 2107 111195 - -

Apr-18 5489 431200 132 7015 - -

May-18 5920 400205 153 7565 - -

Jun-18 4808 319990 206 9915 - -

Jul-18 4917 338810 291 15327 - -

Aug-18 4473 354565 170 10140 - -

Sep-18 7758 670430 206 13935 - -

Oct-18 7165 619630 136 9046 - -

Nov-18 5106 456745 205 10140 - -

Dec-18 6197 617935 287 19155 - -

Jan-19 6629 585825 261 16505 - -

2018-19 (Upto January 2019) 58462 4795335 2047 118743 - -

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TABLE 72: OUTSTANDING POSITION IN IRS TRANSACTIONS Amount Crore`

TABLE 73: NETTING FACTOR - IRS NON-GUARANTEED SETTLEMENT Amount Crore`

MIBOR MIFOR INBMK TotalPeriod

TradesNotional

SumTrades

NotionalSum

TradesNotional

SumTrades

NotionalSum

2007-08 61665 3655595 16528 611566 368 13690 78561 4280852

2008-09 23732 1394018 11803 468045 461 18715 35996 1880778

2009-10 29853 1748787 8201 326852 450 20385 38504 2096024

2010-11 43197 2645709 6357 270080 542 26910 50096 2942699

2011-12 27613 1975121 6402 296491 520 25910 34535 2297521

2012-13 20958 1554242 6017 294937 489 24845 27464 1874024

2013-14 17782 1447259 5566 276349 445 22420 23793 1746028

2014-15 17279 1495595 6222 326724 387 19320 23888 1841640

2015-16 16858 1368453 6171 349766 272 13585 23301 1731804

2016-17 19901 1417357 6452 368613 161 8460 26514 1794430

2017-18 35414 2521244 7098 390259 138 7135 42650 2918638


67395 4592483 7631 425201 82 4835 75108 5022519

Settlement Period Gross Amount Net Amount Netting %

2009-10 13827 3688 73.33

2010-11 22794 5250 76.97

2011-12 28328 7735 72.69

2012-13 23797 6732 71.71

2013-14 19667 6947 64.67

2014-15 16361 6073 62.88

2015-16 7374 2442 66.89

2016-17 5682 2110 62.87

2017-18 5440 1905 64.99

Apr-18 395 139 64.85

May-18 362 145 59.96

Jun-18 356 128 64.03

Jul-18 393 156 60.14

Aug-18 377 136 63.91

Sep-18 444 148 66.71

Oct-18 274 109 60.27

Nov-18 383 125 67.36

Dec-18 370 119 67.66

Jan-19 395 157 60.40

2018-19 (Upto January 2019) 3749 1362 63.66

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TABLE 74: GUARANTEED SETTLEMENT - IRS Amount Crore`

TABLE 75: GUARANTEED SETTLEMENT - IRS - SUMMARY STATISTICS (MIBOR)

Amount Crore`

GUARANTEED SETTLEMENT -


INTERBANK IRS DERIVATIVES (MIBOR)

8

The data includes trades accepted for guaranteed settlement on a given trade date (both trades dealt on ASTROID and bilaterally).

Month Trades Value Avg. Trades Avg. Value

2017-18 30346 2420315 125 9960

Apr-18 4158 301530 219 15870

May-18 4509 267395 205 12154

Jun-18 3872 256200 184 12200

Jul-18 3974 264870 181 12040

Aug-18 3772 283805 189 14190

Sep-18 6573 562850 365 31269

Oct-18 5930 512920 282 24425

Nov-18 4170 366445 232 20358

Dec-18 5117 519430 256 25972

Jan-19 5245 484560 228 21068

2018-19 (Upto January 2019) 47320 3820005 232 18726

Trade Date Trades Value

1-Jan-19 166 13875

2-Jan-19 208 15360

3-Jan-19 166 20475

4-Jan-19 161 12460

7-Jan-19 161 13475

8-Jan-19 134 7535

9-Jan-19 288 21325

10-Jan-19 173 16400

11-Jan-19 212 21025

14-Jan-19 246 17500

15-Jan-19 308 39600

16-Jan-19 451 35060

17-Jan-19 419 38360

18-Jan-19 177 18725

21-Jan-19 272 33070

22-Jan-19 179 20250

23-Jan-19 272 26210

24-Jan-19 237 21325

25-Jan-19 251 19175

28-Jan-19 160 13425

29-Jan-19 192 14700

30-Jan-19 181 20495

31-Jan-19 231 24735

Total 5245 484560

Average 228 21068

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TABLE : TRADED VOLUME FOR OTC INTERBANK FCY - INR FORWARDS FOR THE MONTH OF76 JANUARY 2019

FOREX DERIVATIVES

* OTHERS includes all the other currency pairs wherein base amount is depicted in USD equivalentTop 5 Currency pairs, in terms of average daily volumes traded during the month, represented with respect to volumes inBase Currency

USD / INR EUR / INR GBP / INR AUD / INR NZD / INR OTHERS *

DateTrades

Volume(in Mio)

TradesVolume

(inMio)

TradesVolume

(inMio)

TradesVolume

(inMio)

TradesVolume

(inMio)

Trades

Volume(USD

inMio)

01-Jan-19 274 4,359.21 - - - - - - - - - -

02-Jan-19 357 4,459.16 - - 2 0.14 - - - - - -

03-Jan-19 437 7,119.44 - - 0 - - - - - - -

04-Jan-19 398 5,770.38 2 0.28 1 0.08 - - - - - -

07-Jan-19 454 5,620.99 1 0.01 1 0.65 - - - - - -

08-Jan-19 445 5,834.74 - - - - - - - - - -

09-Jan-19 376 4,509.17 - - 2 0.55 - - - - - -

10-Jan-19 457 4,353.42 3 0.29 1 0.05 - - - - - -

11-Jan-19 420 4,696.10 1 0.05 - - - - - - - -

14-Jan-19 297 3,001.58 - - - - - - - - - -

15-Jan-19 368 4,335.09 3 0.94 - - - - - - - -

16-Jan-19 353 3,698.75 3 0.69 - - 1 0.15 - - 1 0.11

17-Jan-19 418 4,774.88 3 0.20 5 0.60 - - - - - -

18-Jan-19 256 2,971.49 1 0.04 2 0.10 - - - - - -

21-Jan-19 380 3,457.32 - - - - - - - - 1 0.07

22-Jan-19 382 5,489.58 1 0.20 1 0.25 - - - - - -

23-Jan-19 323 3,714.95 1 0.04 0 - - - - - - -

24-Jan-19 328 4,388.50 1 0.05 3 1.10 - - - - - -

25-Jan-19 362 4,939.03 - - - - - - - - 1 0.08

28-Jan-19 390 6,706.11 - - - - - - - - - -

29-Jan-19 583 8,828.88 7 1.77 2 0.40 - - 3 0.77 - -

30-Jan-19 364 4,991.56 2 0.12 - - 8 1.20 - - - -

31-Jan-19 407 3,909.61 1 32.00 1 0.03 - - - - - -

Total 8829 111930.0 30 36.67 21 3.95 9 1.35 3 0.77 3 0.26

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TABLE 7 : TRADED VOLUME FOR OTC INTERBANK FCY - INR OPTIONS FOR THE MONTH OF7 JANUARY 2019

* OTHERS includes all the other currency pairs wherein base amount is depicted in USD equivalentTop 5 Currency pairs, in terms of average daily volumes traded during the month, represented with respect to volumes in Base Currency

USD / INR EUR / INR GBP / INR JPY / INR CHF / INR OTHERS *

DateTrades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(USD

inMio)

01-Jan-19 11 143.85 - - - - - - - - - -

02-Jan-19 41 473.90 1 1.00 1 0.26 - - - - - -

03-Jan-19 16 200.00 - - - - - - - - - -

04-Jan-19 17 130.80 - - - - - - - - - -

07-Jan-19 34 212.98 - - - - - - - - - -

08-Jan-19 26 373.83 - - - - - - - - - -

09-Jan-19 36 354.00 - - - - - - - - - -

10-Jan-19 60 650.20 4 30.00 - - - - - - - -

11-Jan-19 27 304.41 - - - - - - - - - -

14-Jan-19 33 286.25 - - - - - - - - - -

15-Jan-19 16 148.90 - - - - - - - - - -

16-Jan-19 43 437.00 - - - - - - - - - -

17-Jan-19 34 299.50 - - - - - - - - - -

18-Jan-19 17 145.31 - - - - - - - - - -

21-Jan-19 39 421.60 - - - - - - - - - -

22-Jan-19 12 127.80 3 2.07 - - - - - - - -

23-Jan-19 44 552.40 - - - - - - - - - -

24-Jan-19 62 248.39 - - - - - - - - - -

25-Jan-19 33 338.90 - - - - - - - - - -

28-Jan-19 22 197.30 - - - - - - - - - -

29-Jan-19 46 410.66 - - - - - - - - - -

30-Jan-19 32 315.20 - - - - - - - - - -

31-Jan-19 27 213.26 - - - - - - - - - -

Total 728 6986.44 8 33.07 1 0.26

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TABLE 7 : TRADED PRINCIPAL AMOUNT FOR OTC INTERBANK FCY -INR CROSS CURRENCY SWAPS FOR THE MONTH OF

8JANUARY 2019


USD - INR EUR - INR GBP - INR JPY - INR CHF - INR OTHERS *

DateTrades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

TradesAmountsin Mio,USD

09-Jan-19 1 25.00 1 0.62 - - - - - - - -

10-Jan-19 1 20.00 - - - - - - - - - -

11-Jan-19 - - 1 1.85 - - - - - - - -

14-Jan-19 3 63.00 - - - - - - - - - -

17-Jan-19 2 45.00 1 4.00 - - - - - - - -

18-Jan-19 2 54.00 - - - - - - - - - -

22-Jan-19 1 35.00 - - - - - - - - - -

23-Jan-19 2 40.00 - - - - - - - - - -

25-Jan-19 1 11.00 - - - - - - - - - -

Total 13 293.00 3 6.47

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TABLE : TRADED VOLUME FOR OTC INTERBANK FCY - FCY FORWARDS FOR THE MONTH OF79 JANUARY 2019


EUR / USD GBP / USD USD / JPY AUD / USD USD / CAD OTHERS *

DateTrades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(USD inMillion)

02-Jan-19 159 487.77 85 101.62 26 18.93 28 67.85 23 31.60 83 66.15

03-Jan-19 118 228.91 45 60.36 66 279.80 17 27.20 19 158.86 37 27.58

04-Jan-19 168 155.42 29 18.54 16 28.10 21 84.73 20 6.68 41 62.34

07-Jan-19 157 222.11 42 51.58 17 173.56 16 5.53 10 17.00 55 47.23

08-Jan-19 142 262.46 69 52.08 26 39.15 39 89.98 13 13.40 33 58.28

09-Jan-19 209 278.45 90 223.44 11 26.07 26 125.57 4 0.92 59 67.44

10-Jan-19 229 190.66 58 100.04 38 63.47 22 30.75 9 10.06 49 88.19

11-Jan-19 186 144.48 27 25.78 14 17.09 20 23.49 5 20.46 35 34.79

14-Jan-19 128 155.51 141 439.04 24 43.44 20 72.16 10 15.17 41 45.96

15-Jan-19 137 113.86 109 62.81 21 30.73 15 24.02 5 2.98 58 60.28

16-Jan-19 194 230.84 100 67.99 20 15.73 10 37.25 5 4.45 108 127.86

17-Jan-19 97 101.65 40 42.71 21 25.46 15 10.14 6 2.76 132 188.64

18-Jan-19 133 126.26 78 116.57 28 56.43 11 46.39 3 2.58 26 16.44

21-Jan-19 112 188.59 37 124.39 14 13.15 15 17.75 7 11.07 28 18.59

22-Jan-19 170 235.27 76 172.00 33 10.48 15 15.64 15 14.47 69 136.39

23-Jan-19 137 150.94 67 175.40 26 419.67 23 45.95 10 2.63 70 75.17

24-Jan-19 301 268.26 109 90.98 27 27.27 21 14.84 20 15.21 97 87.11

25-Jan-19 180 349.42 72 142.59 44 185.71 20 36.92 24 38.11 117 70.55

28-Jan-19 188 229.74 100 80.53 29 27.85 17 32.65 10 22.83 77 74.26

29-Jan-19 349 544.02 90 380.24 49 127.65 57 146.02 31 61.91 143 179.17

30-Jan-19 246 363.84 67 173.77 49 497.63 68 162.18 24 38.74 129 131.43

31-Jan-19 356 627.65 162 162.43 36 107.52 31 61.49 21 104.05 90 161.91

Total 4096 5,656.12 1693 2,864.91 635 2,234.92 527 1,178.49 294 595.96 1577 1,825.77

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TABLE : TRADED PRINCIPAL AMOUNT FOR OTC INTERBANK FCY - FCYCROSS CURRENCY SWAPS FOR THE MONTH OF

81JANUARY 2019


TABLE TRADED VOLUME FOR OTC INTERBANK FCY - FCY OPTIONS FOR THE MONTH OF80: JANUARY 2019


EUR / USD GBP / USD AUD / USD USD / JPY USD / CAD OTHERS *

DateTrades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(in

Million)Trades

Volume(USD inMillion)

02-Jan-19 2 40.00 - - - - 2 4.00 - - - -

03-Jan-19 5 103.00 - - 3 15.00 14 26.00 - - - -

04-Jan-19 - - - - - - 9 13.00 1 5.00 - -

07-Jan-19 6 12.00 - - 6 123.00 - - - - - -

08-Jan-19 2 10.00 2 20.00 2 38.00 - - 4 35.00 3 15.00

09-Jan-19 - - 1 5.00 - - - - - - - -

10-Jan-19 75 167.00 - - 3 30.00 - - - - - -

11-Jan-19 4 60.00 14 34.00 - - - - - - - -

16-Jan-19 - - 3 22.00 - - - - - - - -

17-Jan-19 2 10.00 - - - - - - - - - -

18-Jan-19 - - 2 20.00 - - - - - - - -

21-Jan-19 - - 1 10.00 - - - - - - - -

22-Jan-19 - - 2 4.00 - - - - - - - -

23-Jan-19 - - 8 16.00 - - - - - - - -

25-Jan-19 3 60.00 - - - - 2 2.00 - - - -

28-Jan-19 3 60.00 1 1.00 - - - - - - - -

29-Jan-19 - - 7 94.00 - - - - - - - -

30-Jan-19 7 95.00 2 2.00 4 70.00 - - - - - -

31-Jan-19 8 104.00 4 38.00 4 80.00 - - - - - -

Total 117 721.00 47 266.00 22 356.00 27 45.00 5 40.00 3 15.00

GBP-USD EUR-USD USD-JPY AUD-JPY AUD-USD OTHERS*

DateTrades

Amountsin

Million,Base

Currency

Trades

Amountsin

Million,Base

Currency

Trades

Amountsin

Million,Base

Currency

Trades

Amountsin

Million,Base

Currency

Trades

Amountsin

Million,Base

Currency

Trades

Amountsin

Million,USD

4-Jan-19 - - 3 30.00 - - - - - - - -

11-Jan-19 4 40.00 - - - - - - - - - -

14-Jan-19 - - 1 10.00 - - - - - - - -

17-Jan-19 - - - - 1 27.56 - - - - - -

21-Jan-19 - - - - 1 2.45 - - - - - -

24-Jan-19 - - - - 2 12.00 - - - - - -

30-Jan-19 - - 1 2.28 - - - - - - - -

Total 4 40.00 5 42.28 4 42.01

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TABLE : TRADED NOTIONAL PRINCIPAL FOR OTC INTERBANK FCY - IRS FOR THE MONTH OF82 JANUARY 2019

* OTHERS includes all the other currency pairs wherein base amount is depicted in USD equivalentTop 5 Currency pairs, in terms of average daily volumes traded during the month, represented with respect to volumes inBase CurrencyMost of the FCY/IRS trades are with overseas counterparties and hence the reporting is single sided by the domestic counterparty.CCIL shall not be liable for errors committed by the reporting party in the absence of matching of primary economic parameters.

USD EUR GBP JPY AUD OTHERS *

DateTrades

Notionalin

Million,Base

Currency

Trades

Notionalin

Million,Base

Currency

Trades

Notionalin

Million,Base

Currency

Trades

Notionalin

Million,Base

Currency

Trades

Notionalin

Million,Base

Currency

Trades

Notionalin

Million,USD

02-Jan-19 10 99.50 - - - - - - - - - -

03-Jan-19 27 328.14 1 18.00 - - - - - - - -

04-Jan-19 26 678.31 1 10.01 - - - - - - - -

07-Jan-19 14 146.00 1 11.30 - - - - - - - -

08-Jan-19 30 1,155.54 - - - - - - - - - -

09-Jan-19 11 524.26 - - - - - - - - - -

10-Jan-19 15 244.85 - - - - - - - - - -

11-Jan-19 25 346.08 - - - - - - - - - -

14-Jan-19 2 75.00 - - - - - - - - - -

15-Jan-19 8 221.37 - - 3 6.00 2 760.00 - - - -

16-Jan-19 11 2,594.60 1 1.29 - - - - - - - -

17-Jan-19 8 230.79 - - - - - - - - - -

18-Jan-19 11 262.00 - - - - - - - - - -

21-Jan-19 2 10.00 - - - - - - - - - -

22-Jan-19 30 533.61 - - - - - - - - - -

23-Jan-19 3 61.89 - - - - - - - - - -

24-Jan-19 5 149.11 3 9.00 - - - - - - - -

25-Jan-19 2 35.00 2 7.56 - - - - - - - -

28-Jan-19 2 30.00 - - - - - - - - - -

29-Jan-19 7 82.82 - - - - - - - - - -

30-Jan-19 5 50.84 - - - - - - - - - -

31-Jan-19 4 60.00 - - 2 4.00 - - - - - -

Total 258 7919.69 9 57.16 5 10.00 2 760

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TABLE : OUTSTANDING PRINCIPAL AMOUNT FOR OTC INTERBANK FCY - INRCROSS CURRENCY SWAPS AS AT END

85JANUARY 2019

TABLE : OUTSTANDING VOLUME FOR OTC INTERBANK FCY - INR FORWARDS AS AT END83 JANUARY 2019

TABLE : OUTSTANDING VOLUME FOR OTC INTERBANK FCY - INR OPTIONS AS AT END84 JANUARY 2019

* OTHERS includes all the other currency pairs wherein base amount is depicted in USD equivalentTop 5 Currencies, in terms of Outstanding Notional Principal, represented with respect to volumes in Base Currency.



TABLE : OUTSTANDING VOLUME FOR OTC INTERBANK FCY - FCY OPTIONS AS AT END87 JANUARY 2019



TABLE 8 : OUTSTANDING VOLUME FOR OTC INTERBANK FCY - FCY FORWARDS AS AT END6 JANUARY 2019

USD / INR JPY / INR EUR / INR CAD / INR GBP / INR OTHERS *

MonthTrades

Volume(in Mio)

TradesVolume(in Mio)

TradesVolume

(inMio)

TradesVolume

(inMio)

TradesVolume

(inMio)

Trades

Volume(USD

inMio)

Jan-19 44265 426,783.08 238 39,033.07 363 156.32 5 79.40 196 33.78 157 41.328

USD / INR EUR / INR JPY / INR GBP / INR CHF / INR OTHERS *

MonthTrades

Volume(in Mio)

TradesVolume

(inMio)

TradesVolume(in Mio)

TradesVolume

(inMio)

TradesVolume

(inMio)

Trades

Volume(USD

inMio)

Jan-19 3577 28,731.49 116 270.22 7 17,310.69 9 3.85 - - - -

USD-INR EUR-INR JPY-INR SGD-INR GBP-INR OTHERS *

MonthTrades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency


Jan-19 1310 23,431.82 61 553.33 18 64,419.15 2 23.28 1 12.00 - -

EUR / USD GBP / USD USD / JPY AUD / USD USD / CHF OTHERS *

MonthTrades

Volume(in Mio)

TradesVolume

(inMio)

TradesVolume

(inMio)

TradesVolume

(inMio)

TradesVolume

(inMio)

TradesVolume(USD in

Mio)

Jan-19 16270 15,343.98 6733 9,014.22 3185 6,972.02 1596 3,000.49 503 1,856.68 3113 4,522.69

GBP / USD EUR / USD USD / JPY AUD / USD USD / CAD OTHERS *

MonthTrades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(in

Mio)Trades

Volume(USD

inMio)

Jan-19 222 1,961.09 387 1,401.38 112 812.77 46 597.50 5 50.00 3 15.00

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TABLE : OUTSTANDING NOTIONAL PRINCIPAL FOR OTC INTERBANK FCY - IRS AS AT END OF89 JANUARY 2019

* OTHERS includes all the other currency pairs wherein base amount is depicted in USD equivalentTop 5 Currency pairs, in terms of average daily volumes traded during the month, represented with respect to volumes inBase Currency for each instrumentMost of the FCY/IRS trades are with overseas counterparties and hence the reporting is single sided by the domestic counterparty.CCIL shall not be liable for errors committed by the reporting party in the absence of matching of primary economic parameters.

TABLE 8 : OUTSTANDING PRINCIPAL AMOUNT FOR OTC INTERBANK FCY -FCY CROSS CURRENCY SWAPS AS AT END

8JANUARY 2019


USD-JPY EUR-USD USD-SGD AUD-USD GBP-USD OTHERS *

MonthTrades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency


Jan-19 165 8,817.72 362 4,032.09 66 1,641.68 8 962.18 43 439.14 38 1,349.26

USD EUR JPY GBP SGD OTHERS *

MonthTrades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency

Trades

Amountsin Mio ,

BaseCurrency


Jan-19 11342 195173.67 333 2147.38 109 230890.79 228 1108.40 16 725.00 138 424.19

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HIGHLIGHTS

• Zero coupon yields as on 31st Jan’ 19 moved to

lower levels in medium to long end of curve while

moving to higher levels in short end as compared

to the yields prevailing a year back. In the last one

month the yields have moved to higher levels

across the curve, except in the short end. “

INTEREST RATE MOVEMENT

Chart 1: Zero Coupon Yield Curve

Chart 2: Sovereign Yield Curve

5.75

6

6.25

6.5

6.75

7

7.25

7.5

7.75

8

0 5 10 15 20 25 30 35 40

Tenor (In years)

Zer

oC

oupon

Rat

e(%

)

January 31, 2019 December 31, 2018 January 31, 2018

6.00

6.20

6.40

6.60

6.80

7.00

7.20

7.40

7.60

7.80

8.00

1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31

Tenor

(%)

January 31, 2019 December 31, 2018 January 31, 2018

statistics

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TABLE 90: SPREAD ANALYSIS - SDL

Note: Spread has been calculated on the basis of deals settled through CCIL taking into account only outright deals of 5 Crore andabove. The methodology and other information on the spread can be requested from Economic Research Department, CCIL

`

State TradesTraded Value

(` Crore)Average Spread

(bps)

ANDHRA PRADESH 75 1702 59

ASSAM 26 292 67

BIHAR 81 2672 70

CHHATTISGARH 3 60 56

GOA 1 25 70

GUJARAT 398 6025 68

HARYANA 22 569 81

HIMACHAL PRADESH 6 50 78

JAMMU & KASHMIR 14 372 68

JHARKHAND 15 245 72

KARNATAKA 240 5469 58

KERALA 74 1123 65

MADHYA PRADESH 13 241 47

MAHARASHTRA 147 2849 67

MEGHALAYA 3 46 74

ODISHA 3 30 37

PUDUCHERRY 6 117 59

PUNJAB 177 4199 68

RAJASTHAN 97 1167 70

TAMIL NADU 266 3636 68

TELANGANA 17 361 58

UTTAR PRADESH 161 4494 73

UTTARAKHAND 8 103 75

WEST BENGAL 82 4634 62

Total 1935 40481 66

statistics

136


TABLE 91: YIELD MOVEMENT Percent

YTMChange inYTM(bps)

YearJanuary31, 2019

December31, 2018

November30, 2018

October31, 2018

September28, 2018

August 31,2018

July 31,2018

June 29,2018

May 31,2018

April 27,2018

March 28,2018

February28, 2018

January31, 2018

Monthto

Month

Year onYear

2019 6.9643 7.2735 7.5495 7.7220 7.4400 7.3717 7.2384 7.1456 6.7514 6.5415 6.7046 6.6750

2020 6.8441 6.8317 7.2473 7.5808 7.8449 7.6400 7.6052 7.6149 7.8103 7.4598 6.8544 6.8510 6.9287 1 -8

2021 6.9334 7.0405 7.3076 7.6741 7.9655 7.7781 7.6849 7.7567 7.7135 7.5791 7.0733 7.1977 7.1351 -11 -20

2022 7.1612 7.1657 7.4220 7.6940 8.0259 7.9411 7.8238 7.9686 7.8439 7.7489 7.2667 7.4420 7.3124 0 -15

2023 7.1941 7.1869 7.4758 7.8502 8.0936 7.9964 7.9034 8.0316 7.9318 7.7670 7.3608 7.5393 7.3823 1 -19

2024 7.3217 7.3334 7.5148 7.8413 8.0965 8.0514 7.9606 8.0952 7.9654 7.8890 7.5110 7.7824 7.4738 -1 -15

2025 7.4426 7.3820 7.5768 7.8469 8.1194 8.0851 8.0264 8.1591 8.0100 7.8565 7.5035 7.7174 7.5602 6 -12

2026 7.4432 7.3806 7.5743 7.9176 8.1352 8.0938 8.0499 8.1638 8.0685 7.9080 7.6117 7.9609 7.7076 6 -26

2027 7.5516 7.4390 7.6625 7.9174 8.1714 8.0545 7.9608 8.0382 7.8934 7.8607 7.4792 7.8633 7.5861 11 -3

2028 7.5081 7.3553 7.6089 7.8665 8.0294 7.9285 7.7878 7.9231 7.8323 7.7549 7.3272 7.6893 7.4172 15 9

2029 7.2956 7.5128 7.7149 7.9792 8.2248 8.1103 8.0847 8.1216 7.9959 7.9089 7.6633 7.9613 7.5621 -22 -27

2030 7.6751 7.5452 7.7423 8.1758 8.1977 8.1275 8.2094 8.1470 8.0576 7.9704 7.7112 7.9878 7.7656 13 -9

2031 7.6217 7.5275 7.7095 7.8956 8.1063 8.1050 7.9741 8.0969 8.0142 7.9896 7.5004 7.9373 7.6749 9 -5

2032 7.6534 7.5218 7.7568 8.0751 8.1861 8.1930 8.1053 8.2317 8.0131 7.9850 7.7143 8.1015 7.8565 13 -20

2033 7.6608 7.5642 7.7892 8.1329 8.2941 8.2142 8.1374 8.1244 8.0260 7.9585 7.7029 8.0033 7.7586 10 -10

2034 7.6598 7.5823 7.7973 8.1890 8.3236 8.2831 8.1322 8.1414 8.0381 7.9621 7.7281 8.0123 7.7971 8 -14

2035 7.6806 7.5849 7.7650 8.1658 8.3163 8.2524 8.1513 8.1271 8.0676 7.9639 7.8083 8.0067 7.6047 10 8

2036 7.6456 7.5870 7.8062 8.1728 8.3253 8.2314 8.2512 8.2381 8.1412 7.9653 7.6952 8.0070 7.7772 6 -13

2039 7.7810 7.7055 7.8953 8.3008 8.3660 8.3410 8.2465 8.2395 8.1387 8.0267 7.7931 7.9727 7.6046 8 18

2040 7.6747 7.5968 7.9087 8.3066 8.3019 8.3372 8.1321 8.1287 8.0252 7.9674 7.6701 8.0004 7.7949 8 -12

2041 7.6792 7.5968 7.8446 8.2025 8.3325 8.2700 8.2368 8.2358 8.1306 7.9670 7.6814 7.9947 7.8067 8 -13

2042 7.6829 7.5960 7.8650 8.3074 8.2704 8.1529 8.1226 8.1447 8.0167 7.9665 7.6700 7.9888 7.7963 9 -11

2043 7.6862 7.7048 7.9618 8.3047 8.2702 8.2610 8.1615 8.1663 8.0966 7.9659 7.7004 8.0920 7.7932 -2 -11

2044 7.6888 7.5930 7.8504 8.1917 8.3001 8.2081 8.1140 8.1181 7.9808 7.9652 7.6728 8.0050 7.8014 10 -11

2045 7.6963 7.5917 7.8450 8.2105 8.2527 8.2050 8.1113 8.1205 8.1158 7.9648 7.6485 7.9941 7.8021 10 -11

2046 7.6945 7.6255 7.8584 8.1860 8.2504 8.2268 8.1048 8.1233 8.1092 7.9638 7.6521 7.9497 7.7752 7 -8

2051 7.7626 7.6729 7.9570 8.2869 8.3577 8.2714 8.1846 8.0050 7.9266 7.9602 7.6588 7.9473 7.7329 9 3

2055 7.7091 7.5506 7.8450 8.1733 8.3067 8.1279 8.0591 8.0896 7.9983 8.0780 7.7589 7.9613 7.7334 16 -2

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CORPORATE BONDSPRIMARY ISSUANCE ANALYSIS

FIXED COUPON BONDS

TABLE 92: ANALYSIS OF CORPORATE BOND ISSUANCE

TABLE 93: RATING ANALYSIS OF CORPORATE BOND ISSUANCES

TABLE 94: TOP 5 ISSUANCES

Type Sector Rating No.Amount(` Cr.)

Avg.Tenor

Max.Tenor

Min.Tenor

Avg.Coupon

(%)

Max.Coupon

(%)

Min.Coupon

(%)

PSU Finance AAA 3 1628.63 6.65 10.01 4.96 6.68 8.53 5.75

PSU Infrastructure AAA 2 865.00 10.01 10.01 10.01 8.49 8.51 8.47

PVT Finance AAA 30 8348.81 3.80 10.01 1.00 8.91 9.50 8.08

PVT Finance AA 46 9275.08 3.69 10.04 0.53 9.18 10.75 2.00

PVT Finance A 1 35.00 2.97 2.97 2.97 12.50 12.50 12.50

PVT Finance BBB 5 105.00 5.26 6.16 3.98 14.08 15.60 12.86

PVT Finance NA 6 1142.52 3.58 9.27 0.99 8.99 13.40 0.10

PVT Infrastructure AAA 2 392.17 4.05 4.98 3.12 7.40 9.05 5.75

PVT Infrastructure AA 1 490.00 1.28 1.28 1.28 10.50 10.50 10.50

PVT Infrastructure A1 2 125.00 0.42 0.52 0.32 11.75 11.75 11.75

PVT Infrastructure A 2 450.00 1.80 3.00 0.61 15.00 19.00 11.00

PVT Infrastructure NA 14 2570.51 7.50 30.00 0.95 8.85 14.80 0.00

PVT Others AA 6 1400.00 3.14 5.00 1.00 9.74 10.50 9.14

PVT Others A1 1 200.00 0.44 0.44 0.44 11.75 11.75 11.75

PVT Others BB 1 5.00 3.00 3.00 3.00 12.00 12.00 12.00

PVT Others NA 10 3907.00 5.97 19.97 1.17 9.14 17.00 0.10

Rating No.Amount(` Cr.)

Avg.Tenor

Max.Tenor

Min.Tenor

Avg.Coupon

(%)

Max.Coupon

(%)

Min.Coupon

(%)

AAA 37 11234.62 4.38 10.01 1.00 8.63 9.50 5.75

AA 53 11165.08 3.58 10.04 0.53 9.27 10.75 2.00

A1 3 325.00 0.43 0.52 0.32 11.75 11.75 11.75

A 3 485.00 2.19 3.00 0.61 14.17 19.00 11.00

BBB 5 105.00 5.26 6.16 3.98 14.08 15.60 12.86

BB 1 5.00 3.00 3.00 3.00 12.00 12.00 12.00

NA 30 7620.02 6.21 30.00 0.95 8.97 17.00 0.00

Company No.Amount(` Cr.)

Avg.Tenor

Max.Tenor

Min.Tenor

Avg.Coupon

(%)

Max.Coupon

(%)

Min.Coupon

(%)

%Share

IDFC BANK LIMITED 26 5069.40 2.31 7.36 0.53 8.64 9.20 8.08 16.38

MAHINDRA & MAHINDRA FINANCIAL SERVICES LTD 7 2146.49 6.07 10.00 3.24 9.19 9.50 9.00 6.94

PIRAMAL CAPITAL & HOUSING FINANCE LIMITED 4 1975.00 3.27 3.29 3.25 9.50 9.50 9.50 6.38

TATA TELESERVICES LIMITED 1 1856.40 2.99 2.99 2.99 0.10 0.10 0.10 6.00

INDIABULLS HOUSING FINANCE LIMITED 5 1680.00 4.03 10.01 1.00 9.05 9.10 9.00 5.43

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TABLE 96: CATEGORY ANALYSIS

TABLE 97: NON-FIXED RATE BOND ISSUANCE ANALYSIS

VARIABLE/ZERO COUPON BONDS

TABLE 95: SECTOR ANALYSIS

TABLE 9 :8 TENORWISE ISSUANCE ANALYSIS

Source: FIMMDA

Sector No.Amount(` Cr.)

Avg.Tenor

Max.Tenor

Min.Tenor

Avg.Coupon

(%)

Max.Coupon

(%)

Min.Coupon

(%)

Finance 91 20535.04 3.45 10.04 0.53 9.14 15.60 0.100

Infrastructure 23 4892.68 4.92 30.00 0.32 9.53 19.00 0.001

Others 18 5512.00 4.55 19.97 0.44 9.64 17.00 0.100

Type No.Amount(` Cr.)

Avg.Tenor

Max.Tenor

Min.Tenor

Avg.Coupon

(%)

Max.Coupon

(%)

Min.Coupon

(%)

PSU 5 2493.63 7.99 10.01 4.96 7.40 8.53 5.75

PVT 127 28446.09 4.22 30.00 0.32 9.47 19.00 0.001

Type No.Amount(` Cr.)

Avg.Tenor

Max.Tenor

Min.Tenor

Remarks

Floating Rate - - - - - -

Zero Coupon Bond 3 585.71 3.14 5.03 1.11 -

TenorBuckets

No.Amount(` Cr.)

Fixed FloatingZero

Coupon

Avg.Fixed

Coupon(%)

Max.Coupon

(%)

Min.Coupon

(%)

FloatingBenchmark

Remarks

<=1 year 11 1616.27 11 - - 9.73% 19.00% 0.001% - -

> 1 year -<=2 years 23 4995.19 22 - 1 9.70% 17.00% 8.08% -

> 2 years -<=5 years 66 15736.66 65 - 1 9.25% 14.80% 0.10% -

>5 years -<=10 years 24 5299.12 23 - 1 9.43% 15.60% 0.01% -

>10 years-<=15 years 8 2572.71 8 - - 8.51% 10.75% 2.00% -

>15 years 3 1305.48 3 - - 11.08% 12.00% 10.00% -

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TABLE : PRIMARY MARKET CATEGORY ANALYSIS - HISTORICAL Amount ( Cr)99 `

TABLE 10 : RATING ANALYSIS - HISTORICAL Amount ( Cr)`0 PRIMARY MARKET

RatingsYear

AAA AA A A1 BBB BB B C NA

2017-18 257033 105780 19643 - 5527 2341 773 28 141931

Apr-18 6597 6665 1458 250 452 351 - 150 15874

May-18 34120 4374 315 - 390 125 - - 5315

Jun-18 26745 3835 662 - 2730 1036 - - 6357

Jul-18 5437 22073 955 - 32 55 - - 3385

Aug-18 44088 11808 449 100 1364 35 - - 5029

Sep-18 27593 2705 860 125 427 - - - 11145

Oct-18 15551 2415 1550 - 172 298 - - 11750

Nov-18 21146 5034 921 - 232 100 - - 6935

Dec-18 12036 9759 1523 - 317 - 200 - 4277

Jan-19 11535 11451 485 325 105 5 - - 7620

2018-19 (UptoJan 2019)

204847 80120 9178 800 6221 2005 200 150 77687

CategoriesYear

Finance Infrastructure Manufacturing Oil Others Total

2017-18 252217 207711 21996 2284 48847 533055

Apr-18 7719 19167 130 592 4190 31797

May-18 32395 8719 125 - 3400 44639

Jun-18 19897 18203 - - 3265 41365

Jul-18 26174 4230 195 87 1250 31937

Aug-18 22466 39441 75 - 890 62873

Sep-18 23265 8484 552 - 10554 42854

Oct-18 10292 18884 38 - 2523 31736

Nov-18 18104 13722 50 - 2491 34367

Dec-18 19425 5284 599 - 2805 28113

Jan-19 21121 4893 - - 5512 31525

2018-19 (UptoJan 2019)

200856 141028 1763 679 36880 381207

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SECONDARY MARKET ANALYSIS

Amount Crore`TABLE 101: CORPORATE BONDS TRADING DETAILS

TotalDate

Trades Volume

01-Jan-19 98 2419

02-Jan-19 172 5213

03-Jan-19 168 4222

04-Jan-19 226 5843

07-Jan-19 121 3335

08-Jan-19 187 4928

09-Jan-19 190 5104

10-Jan-19 134 2886

11-Jan-19 175 5079

14-Jan-19 138 3838

15-Jan-19 141 4540

16-Jan-19 247 8402

17-Jan-19 156 4818

18-Jan-19 107 2133

21-Jan-19 146 4532

22-Jan-19 249 7185

23-Jan-19 172 4401

24-Jan-19 159 3275

25-Jan-19 91 2704

28-Jan-19 96 3298

29-Jan-19 144 3228

30-Jan-19 117 2803

31-Jan-19 183 4148

Total 3617 98333

Average 157 4275

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TABLE 102: HISTORICAL SUMMARY Amount Crore`

Since April 1, 2014 all Corporate Bond deals are being reported only on the exchanges

Total AveragePeriod


2008-09 - 145828 - 621

2009-10 - 402157 - 1690

2010-11 43795 598604 177 2423

2011-12 51439 591979 216 2487

2012-13 66180 736347 275 3055

2013-14 69518 972156 287 4017

2014-15 72364 1013504 305 4276

2015-16 63701 905333 264 3757

2016-17 72416 1124988 300 4668

2017-18 50631 1350033 210 5602

Apr-18 4077 116536 215 6133

May-18 2686 75044 122 3411

Jun-18 2853 82790 136 3942

Jul-18 2781 78298 126 3559

Aug-18 2702 77391 135 3870

Sep-18 2856 76250 159 4236

Oct-18 2592 73063 123 3479

Nov-18 2496 86239 139 4791

Dec-18 3654 103994 183 5200

Jan-19 3617 98333 157 4275

2018-19 (Upto January 2019) 30314 867939 149 4255

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TABLE 103: CATEGORYWISE TRADING ANALYSIS

TABLE 104: RATING ANALYSIS

TABLE 105: CATEGORY ANALYSIS

143

CATEGORY Rating TradesValue

(` Crore)Avg.

TenorAvg.

Spread (bps)

FINANCE AAA 2007 55825 3.83 134

FINANCE AA 361 11993 7.91 248

FINANCE A 58 1218 7.38 307

FINANCE BBB 4 59 3.27 302

FINANCE NA 21 269 3.53 321

INFRASTRUCTURE AAA 691 14826 6.22 81

INFRASTRUCTURE AA 73 3217 4.79 216

INFRASTRUCTURE BB 1 12 3.92 848

INFRASTRUCTURE B 1 33 1.70 958

INFRASTRUCTURE C 1 8 3.96 1475

INFRASTRUCTURE D 1 7 2.20 1656

INFRASTRUCTURE NA 16 637 6.77 297

MANUFACTURING AAA 171 3963 7.46 124

MANUFACTURING AA 14 389 2.39 478

MANUFACTURING A 22 560 2.23 128

OIL AAA 10 595 1.07 121

OTHERS AAA 78 2219 3.49 129

OTHERS AA 10 322 1.90 285

OTHERS A 1 8 1.60 296

OTHERS B 1 14 2.45 1297

OTHERS NA 25 1241 8.17 839

Rating Trades Value (` Crore) Avg. Tenor Avg. Spread (bps)

AAA 2957 77428 4.42 123

AA 458 15921 7.20 251

A 81 1786 5.99 262

BBB 4 59 3.27 302

BB 1 12 3.92 848

B 2 47 2.08 1127

C 1 8 3.96 1475

D 1 7 2.20 1656

NA 62 2147 6.19 516

Category Trades Value (` Crore) Avg. Tenor Avg. Spread (bps)

FINANCE 2451 69365 4.67 163

INFRASTRUCTURE 784 18739 6.02 121

MANUFACTURING 207 4912 6.15 158

OIL 10 595 1.07 121

OTHERS 115 3802 4.49 329

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TABLE 106: BOND TYPE ANALYSIS

TABLE 107: AAA SPREAD ANALYSIS

TABLE :108 CATEGORY ANALYSIS - HISTORICAL Amount Crore`

144

Type of Bond Trades Value (` Crore) Avg. Tenor Avg. Spread (bps)

FIXED 3434 93382 5.08 152

ZERO COUPON 93 3056 2.11 326

Floating - - - -

NA 40 976 4.68 349

CategoriesYear

Finance Infrastructure Manufacturing Oil Others Total

2008-09 102644 17543 7468 4952 13222 145828

2009-10 232669 50546 25739 18186 75017 402157

2010-11 394887 75663 26536 16916 84602 598604

2011-12 344743 99947 8781 13948 124560 591979

2012-13 334871 131421 38073 7613 224370 736348

2013-14 580267 188209 42594 17945 143141 972156

2014-15 536550 248001 41028 15605 172320 1013504

2015-16 548616 259910 41691 4182 50933 905333

2016-17 719406 255995 39124 7515 102948 1124988

2017-18 916753 273880 76597 3144 79660 1350033

Apr-18 75784 24451 4390 435 11476 116536

May-18 48064 12529 3568 75 10808 75044

Jun-18 56030 14716 4746 117 7181 82790

Jul-18 50006 13423 4293 215 10361 78298

Aug-18 57110 14542 1950 170 3619 77391

Sep-18 51504 15847 1539 10 7350 76250

Oct-18 51091 14218 5253 - 2500 73063

Nov-18 58940 14880 9743 215 2462 86239

Dec-18 69123 19849 6482 495 8046 103994

Jan-19 69365 18739 4912 595 4722 98333


587019 163194 46875 2327 68523 867939

Maturity Buckets Average AAA Spread (bps)

<=1 year 120

> 1 year -<=2 years 163

> 2 years -<=3 years 133

>3 years -<=5 years 131

>5 years-<=7 years 102

> 7 years 97

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TABLE : SPREAD ANALYSIS110 - HISTORICAL (AVERAGE) basis points

TABLE :109 RATING ANALYSIS - HISTORICAL Amount Crore`

145

RatingsYear

AAA AA A1 A2 A BBB BB B C D P1 NA

2008-09 107549 13465 - - 2463 70 - - - - 9 22273

2009-10 294268 36550 5 - 12034 15 16 - - - 25 59244

2010-11 379542 107514 139 - 8068 260 38 216 - - 8510 94317

2011-12 410152 44643 1637 - 3814 451 64 - - - - 131217

2012-13 410581 80864 5736 - 7859 564 2966 124 - - 201 227453

2013-14 696917 130830 3273 - 20241 2994 186 2 - - 50 117664

2014-15 716087 129597 3555 600 35012 1389 3746 108 48 - - 123362

2015-16 576773 151808 1835 - 33276 1856 942 174 - - - 138669

2016-17 578952 123929 1034 - 18746 1096 384 135 - - - 400712

2017-18 833499 222659 7178 295 30716 4300 896 430 - - - 250058

Apr-18 76008 24356 - - 3599 216 205 - - - - 12151

May-18 56209 8005 - - 546 85 516 34 - - - 9649

Jun-18 63558 11780 - - 319 215 - - 236 - - 6683

Jul-18 50880 13753 700 - 3382 120 - - - - - 9463

Aug-18 52466 15650 - - 4904 212 26 10 - - - 4123

Sep-18 55522 11657 - - 5507 274 304 15 - 10 - 2961

Oct-18 57335 11639 - - 2180 109 30 - 37 - - 1733

Nov-18 70659 12578 11.5 - 1366 285 25 - - - - 1315

Dec-18 76520 19274 - - 2007 312 69 35 - - - 5778

Jan-19 77428 15921 - - 1786 59 12 47 8 7 - 3066


636585 144612 712 - 25595 1888 1187 141 281 17 - 56921

RatingsYear

AAA AA A1 A2 A BBB BB B C D P1 NA

2011-12 119 189 248 - 202 185 227 - - - - 205

2012-13 98 161 231 - 220 308 262 182 - - 193 181

2013-14 85 140 275 - 163 291 254 - - - 189 176

2014-15 46 123 179 141 149 351 83 138 566 - - 148

2015-16 62 164 205 - 237 593 710 281 - - - 167

2016-17 73 221 240 - 343 720 1042 1699 - - - 170

2017-18 74 171 177 825 352 500 957 1052 - - - 135

Apr-18 70 158 - - 295 1567 586 - - - - 143

May-18 85 139 - - 284 909 558 865 - - - 90

Jun-18 87 125 - - 310 1068 - - 1199 - - 89

Jul-18 83 139 197 - 163 408 - - - - - 262

Aug-18 81 143 - - 152 283 489 154 - - - 238

Sep-18 88 150 - - 250 524 762 848 - 157 - 1107

Oct-18 105 179 - - 197 423 796 - 254 - - 679

Nov-18 120 191 207 - 208 339 508 - - - - 312

Dec-18 129 212 - - 268 336 531 287 - - - 281

Jan-19 123 251 - - 262 302 848 1127 1475 1656 - 516


98 169 199 - 228 462 636 735 687 656 - 237

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TABLE 111: TOP 25 TRADED CORPORATE BONDS

Note: Spread over comparable G-SecDeals apparently viewed as duplicate deals have been excluded.Source for Corporate Bonds:www.fimmda.org

146

No. ISIN No. Security Description Rating Category MaturityCoupon

(%)Trades

Volume(` Cr.)

Yield(%)

1 INE733E07KJ7 NTPC LIMITED CRISIL AAA INFRASTRUCTURE 15-Jan-29 8.30% 123 3319.80 8.29

2 INE261F08AK3 NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT AA FINANCE 31-Jan-22 8.50% 60 3145.00 8.13

3 INE001A07RN4 HOUSING DEVELOPMENT FINANCE CORPORATION LTD ICRA AAA FINANCE 15-Dec-20 8.70% 57 3015.00 8.50

4 INE261F08AT4 NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT CRISIL AAA FINANCE 31-Jan-23 8.50% 77 2370.00 8.27

5 INE001A07RK0 HOUSING DEVELOPMENT FINANCE CORPORATION LTD CRISIL AAA FINANCE 29-Nov-28 9.00% 96 1856.90 8.74

6 INE002A08567 RELIANCE INDUSTRIES LIMITED CRISIL AAA/Stable OIL 11-Dec-28 8.65% 68 1784.00 8.77

7 INE261F08907 NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT AAA FINANCE 30-Sep-20 6.98% 33 1715.00 8.11

8 INE557F08FC0 NATIONAL HOUSING BANK CARE AAA FINANCE 10-Jan-22 8.05% 22 1675.00 8.05

9 INE053F07AZ4 INDIAN RAILWAY FINANCE CORPORATION LIMITED CARE AAA FINANCE 8-Jan-29 8.40% 69 1674.50 8.39

10 INE906B07GN5 NATIONAL HIGHWAYS AUTHORITY OF INDIA CARE AAA INFRASTRUCTURE 21-Jan-29 8.37% 51 1485.00 8.36

11 INE752E07OH3 POWER GRID CORPORATION OF INDIA LIMITED CARE AAA INFRASTRUCTURE 7-Jan-29 8.36% 43 1404.10 8.35

12 INE774D07SW9 MAHINDRA & MAHINDRA FINANCIAL SERVICES LTD IND AAA/Stable FINANCE 18-Jan-27 9.30% 57 1385.15 9.37

13 INE261F08AX6 NATIONAL BANK FOR AGRICULTURE AND RURAL DEVELOPMENT CRISIL AAA FINANCE 26-Dec-28 8.18% 71 1247.40 8.43

14 INE134E08JL4 POWER FINANCE CORPORATION LIMITED AAA FINANCE 7-Jun-19 7.80% 25 1180.00 7.84

15 INE002A08500 RELIANCE INDUSTRIES LIMITED AAA OIL 8-Nov-22 7.17% 44 1150.00 8.43

16 INE020B08BG8 RURAL ELECTRIFICATION CORPORATION LIMITED IND AAA INFRASTRUCTURE 29-Nov-28 8.56% 54 1077.50 8.74

17 INE134E08IC5 POWER FINANCE CORPORATION LIMITED AAA FINANCE 15-Apr-19 7.85% 14 1070.00 7.79

18 INE134E08JI0 POWER FINANCE CORPORATION LIMITED AAA FINANCE 29-Jan-28 7.74% 3 1050.00 8.63

19 INE020B08BJ2 REC LIMITED CRISIL AAA INFRASTRUCTURE 22-Jan-29 8.80% 57 1035.30 8.83

20 INE001A07RL8 HOUSING DEVELOPMENT FINANCE CORPORATION LTD ICRA AAA/Stable FINANCE 18-Jun-20 8.80% 21 975.00 8.69

21 INE556F09601 SMALL INDUSTRIES DEVELOPMENT BANK OF INDIA AAA FINANCE 15-Mar-19 8.04% 4 775.00 6.96

22 INE814H07075 ADANI RAIL INFRA PRIVATE LIMITED CARE AA- (SO) INFRASTRUCTURE 30-Apr-19 10.30% 5 750.00 10.24

23 INE557F08FA4 NATIONAL HOUSING BANK AAA FINANCE 12-Mar-21 7.59% 16 740.00 7.06

24 INE115A07NU6 LIC HOUSING FINANCE LIMITED CRISIL AAA FINANCE 25-Jan-29 8.80% 33 732.00 8.79

25 INE001A07QU1 HOUSING DEVELOPMENT FINANCE CORPORATION LIMITED AAA FINANCE 25-Mar-19 7.28% 3 705.00 7.14

February 2019

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CERTIFICATES OF DEPOSIT AND COMMERCIAL PAPERS ANDREPO IN CORPORATE BONDS, CP, CD

TABLE 11 :2 CPs, CDs and Repo in Corporate Bonds, CPs and CDs -TRADING DETAILS Amount Crore`

147

CDs CPsDate


1-Jan-19 47 6884 78 9609 - -

2-Jan-19 61 4908 61 5497 20 1460

3-Jan-19 90 7270 66 3343 8 1128

4-Jan-19 67 5874 52 3826 4 1050

7-Jan-19 61 4421 66 3600 7 1700

8-Jan-19 41 2296 39 4230 3 700

9-Jan-19 42 4396 47 5217 7 778

10-Jan-19 29 2715 44 2630 12 2755

11-Jan-19 47 3182 57 2958 3 700

14-Jan-19 64 5180 52 4626 16 1622

15-Jan-19 69 3546 77 7585 10 792

16-Jan-19 77 4603 67 5060 13 678

17-Jan-19 49 2039 63 4026 17 780

18-Jan-19 38 2686 42 3019 8 760

21-Jan-19 45 2915 61 8160 4 800

22-Jan-19 44 3607 56 3980 3 700

23-Jan-19 32 1425 53 4405 4 950

24-Jan-19 43 2771 47 2224 4 950

25-Jan-19 34 2610 51 3380 6 975

28-Jan-19 93 7745 53 5135 7 980

29-Jan-19 55 3690 98 9748 10 1710

30-Jan-19 49 3185 80 7015 11 2310

31-Jan-19 44 2814 90 9985 9 755

Total 1221 90762 1400 119257 186 25033

Average 53 3946 61 5185 8 1088

Repo in Corporate Bonds, CPs, CDs

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TABLE 114: CERTIFICATE OF DEPOSIT - TENORWISE TRADING ANALYSIS

TABLE 113: HISTORICAL SUMMARY - CDs, CPs and REPO IN CORPORATE BOND, CPs and CDs Amount Crore`

148

CDs CPs Repo in Corporate Bonds, CPs, CDsPeriod

Trades ValueAverageValue

Weighted avgyield (%)



2012-13 39624 1833097 13283 8.8774 10831 586796 4252 33 723 5

2013-14 34228 1698860 7020 8.9368 9223 553702 2288 25 1962 8

2014-15 28958 1560787 6586 8.5662 11687 741289 3128 64 2015 9

2015-16 22454 1272810 5281 7.6574 14531 904256 3741 177 8378 32

2016-17 16018 979117 4063 6.6882 15866 1147138 4760 657 16799 70

2017-18 11365 879428 3649 6.4802 17144 1288702 5347 1207 23014 95

Apr-18 1820 134731 7091 6.6024 1714 110571 5820 125 1694 89

May-18 1652 109147 4961 7.1116 2467 158446 7202 108 1952 89

Jun-18 1188 84358 4017 7.0330 2010 139625 6649 142 2872 137

Jul-18 1024 72676 3303 6.9452 1748 127292 5786 111 2234 102

Aug-18 796 60654 3033 7.1271 1573 114493 5725 141 3515 176

Sep-18 894 64873 3604 7.3890 1761 135706 7539 128 3325 185

Oct-18 716 50265 2394 7.1795 1229 98320 4682 173 10752 512

Nov-18 839 74996 4166 7.2105 1262 115299 6406 132 12429 691

Dec-18 1087 99329 4966 7.2199 1387 115761 5788 256 25214 1261

Jan-19 1221 90762 3946 7.2001 1400 119257 5185 186 25033 1088


11237 841792 4126 7.0655 18878 1384409 6786 1502 89020 436

Residual Maturity(Months)

Trades Traded Amount (` Crore)WAY(%)

1 276 25762 6.6303

2 208 8112 6.7871

3 234 22036 7.1173

4 33 5288 7.4522

5 91 4660 7.5035

6 99 5780 7.6368

7 31 1800 7.7108

8 6 650 7.6646

9

10 4 276 7.8278

11 59 3275 7.8618

12 180 13123 8.0398

Total 1221 90762 7.2001

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TABLE 115: COMPARISON OF FBIL TERM MIBOR AND FBIL CD CURVE

BENCHMARK RATES

Percent

149

NDS-CALL Platform (WAR)TRADEDATE

FBIL O/NMIBOR Rate

UncollateralisedO/N Call (WAR) All

TradesTrades

Upto 4 PM

Trades Reportedon NDS-CALL

Platform (WAR)

01-Jan-19 6.50 6.34 6.41 6.49 6.17

02-Jan-19 6.50 6.33 6.42 6.48 6.18

03-Jan-19 6.50 6.31 6.40 6.47 6.17

04-Jan-19 6.46 6.31 6.33 6.34 6.13

07-Jan-19 6.50 6.38 6.43 6.49 6.19

08-Jan-19 6.50 6.36 6.42 6.45 6.18

09-Jan-19 6.55 6.36 6.44 6.52 6.19

10-Jan-19 6.55 6.36 6.42 6.51 6.22

11-Jan-19 6.50 6.35 6.41 6.47 6.19

14-Jan-19 6.50 6.37 6.42 6.48 6.20

15-Jan-19 6.50 6.42 6.48 6.49 6.18

16-Jan-19 6.50 6.42 6.47 6.49 6.20

17-Jan-19 6.50 6.39 6.46 6.48 6.18

18-Jan-19 6.48 6.45 6.48 6.48 6.16

21-Jan-19 6.55 6.49 6.54 6.55 6.22

22-Jan-19 6.55 6.43 6.51 6.54 6.17

23-Jan-19 6.60 6.43 6.49 6.58 6.20

24-Jan-19 6.60 6.41 6.48 6.54 6.20

25-Jan-19 6.54 6.41 6.48 6.50 6.17

28-Jan-19 6.55 6.43 6.50 6.53 6.17

29-Jan-19 6.50 6.38 6.45 6.47 6.17

30-Jan-19 6.50 6.39 6.44 6.47 6.17

31-Jan-19 6.50 6.38 6.43 6.48 6.22

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PercentTABLE 116: FBIL CD CURVE vs FBIL TBILL CURVE

150

14 Days 1 Month 2 Months 3 Months 6 Months 9 Months 12 Months

Date FBILCDRate

FBILTB

Rate

Spreadin Bps

FBILCDRate

FBILTB

Rate

Spreadin Bps

FBILCDRate

FBILTB

Rate

Spreadin Bps

FBILCDRate

FBILTB

Rate

Spreadin Bps

FBILCDRate

FBILTB

Rate

Spreadin Bps

FBILCDRate

FBILTB

Rate

Spreadin Bps

FBILCDRate

FBILTB

Rate

Spreadin Bps

01-Jan-19 6.95 6.42 53 6.72 6.50 22 7.06 6.51 55 7.44 6.61 84 7.75 6.83 92 8.02 6.91 112 8.24 6.93 131

02-Jan-19 6.93 6.40 53 6.80 6.51 29 6.74 6.52 22 7.47 6.62 85 7.74 6.78 96 8.02 6.88 113 8.24 6.90 134

03-Jan-19 6.56 6.40 17 6.80 6.49 31 6.82 6.50 32 7.37 6.60 78 7.67 6.76 91 7.98 6.87 111 8.23 6.88 135

04-Jan-19 6.40 6.42 -1 6.73 6.55 18 6.84 6.55 30 7.49 6.56 93 7.69 6.74 95 7.95 6.83 112 8.16 6.86 131

07-Jan-19 6.64 6.46 19 6.69 6.43 26 7.33 6.50 82 7.24 6.60 65 7.67 6.75 92 7.98 6.87 112 8.18 6.87 131

08-Jan-19 6.69 6.50 19 6.81 6.54 26 7.39 6.57 82 7.22 6.61 60 7.66 6.74 92 7.97 6.86 112 7.96 6.85 111

09-Jan-19 6.71 6.45 26 6.70 6.52 19 7.12 6.50 62 6.78 6.63 15 7.56 6.75 81 7.71 6.86 85 7.86 6.87 98

10-Jan-19 6.71 6.45 26 6.61 6.42 19 6.81 6.48 33 6.64 6.61 3 7.60 6.72 88 7.69 6.85 83 7.77 6.85 92

11-Jan-19 6.69 6.43 26 6.71 6.41 30 6.73 6.46 27 7.48 6.62 86 7.55 6.72 83 7.73 6.86 87 7.90 6.87 104

14-Jan-19 6.61 6.45 16 6.69 6.42 27 6.78 6.48 30 7.11 6.64 48 7.54 6.76 78 7.84 6.84 100 8.13 6.84 129

15-Jan-19 6.60 6.47 13 6.66 6.41 25 6.72 6.47 25 7.13 6.63 49 7.62 6.72 90 7.87 6.81 106 8.13 6.83 129

16-Jan-19 6.57 6.45 12 6.67 6.40 27 6.78 6.48 29 7.16 6.64 52 7.50 6.74 77 7.66 6.83 83 7.81 6.84 97

17-Jan-19 6.63 6.45 18 6.73 6.46 27 6.78 6.49 29 7.21 6.60 61 7.64 6.71 93 7.78 6.79 99 7.91 6.80 112

18-Jan-19 6.62 6.54 8 6.68 6.48 20 6.69 6.49 20 7.14 6.58 56 7.58 6.73 86 7.73 6.75 98 7.87 6.80 107

21-Jan-19 6.73 6.46 27 6.71 6.51 20 6.73 6.53 20 7.11 6.56 56 7.80 6.73 107 7.88 6.76 112 7.95 6.80 115

22-Jan-19 6.74 6.52 22 6.75 6.55 20 6.76 6.56 20 7.09 6.58 51 7.71 6.73 98 7.86 6.74 112 7.95 6.80 115

23-Jan-19 6.70 6.48 22 6.70 6.51 19 6.75 6.55 20 7.04 6.59 45 7.63 6.71 91 7.86 6.74 112 7.96 6.81 115

24-Jan-19 6.64 6.44 19 6.71 6.47 24 6.56 6.51 5 6.94 6.55 39 7.61 6.67 94 7.81 6.73 108 7.89 6.77 112

25-Jan-19 6.61 6.41 19 6.64 6.44 20 6.69 6.49 20 7.27 6.54 73 7.54 6.68 86 7.81 6.73 108 7.88 6.76 112

28-Jan-19 6.51 6.43 8 6.6037 6.45 15 7.06 6.50 56 7.36 6.54 82 7.92 6.63 130 8.15 6.72 143 8.18 6.76 143

29-Jan-19 6.57 6.42 15 6.7408 6.45 29 7.08 6.50 58 7.27 6.58 68 7.58 6.64 94 7.93 6.71 122 8.07 6.75 132

30-Jan-19 6.60 6.39 21 6.5744 6.38 20 7.13 6.38 74 7.20 6.55 65 7.39 6.67 73 7.73 6.71 102 7.86 6.77 109

31-Jan-19 6.57 6.36 22 6.5715 6.49 9 6.60 6.41 19 7.27 6.50 77 7.46 6.66 80 7.85 6.66 120 8.05 6.73 131

February 2019


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PercentTABLE 117: FBIL FC-RUPEE OPTION VOLATILITY MATRIX RATES - AT THE MONEY (ATM) VOLS

151

1 WEEK 1 MONTH 3 MONTH 6 MONTH 12 MONTHDATE BID

ATM VolsASK

ATM VolsMID

ATM VolsBID

ATM VolsASK

ATM VolsMID

ATM VolsBID

ATM VolsASK

ATM VolsMID

ATM VolsBID

ATM VolsASK

ATM VolsMID

ATM VolsBID

ATM VolsASK

ATM VolsMID

ATM Vols

1-Jan-19 6.87 8.63 7.75 7.65 8.30 7.98 7.65 8.26 7.96 8.39 9.08 8.74 7.67 8.12 7.90

2-Jan-19 6.98 8.65 7.82 8.09 8.46 8.28 7.88 8.36 8.12 8.45 8.98 8.72 7.90 8.27 8.09

3-Jan-19 7.63 9.24 8.44 8.14 8.54 8.34 8.09 8.45 8.27 8.74 9.13 8.94 7.98 8.32 8.15

4-Jan-19 8.01 8.83 8.42 7.91 8.49 8.20 7.95 8.35 8.15 8.74 9.09 8.92 7.97 8.31 8.14

7-Jan-19 8.04 9.24 8.64 8.17 8.55 8.36 7.93 8.38 8.16 8.50 9.12 8.81 7.97 8.35 8.16

8-Jan-19 7.83 9.32 8.58 8.34 8.75 8.55 8.20 8.49 8.35 8.77 9.22 9.00 8.11 8.43 8.27

1-Jan-19 6.87 8.63 7.75 7.65 8.30 7.98 7.65 8.26 7.96 8.39 9.08 8.74 7.67 8.12 7.90

9-Jan-19 8.54 9.41 8.98 8.51 9.07 8.79 8.29 8.58 8.44 8.97 9.39 9.18 8.32 8.61 8.47

10-Jan-19 8.19 8.90 8.55 8.28 8.71 8.50 8.21 8.55 8.38 8.97 9.50 9.24 8.38 8.71 8.55

11-Jan-19 7.37 8.49 7.93 7.96 8.45 8.21 7.99 8.38 8.19 8.87 9.46 9.17 8.26 8.70 8.48

14-Jan-19 7.21 8.22 7.72 7.87 8.28 8.08 7.89 8.28 8.09 8.93 9.43 9.18 8.39 8.70 8.55

15-Jan-19 7.09 8.35 7.72 7.86 8.28 8.07 7.91 8.34 8.13 8.87 9.38 9.13 8.40 8.72 8.56

16-Jan-19 7.23 7.96 7.60 7.86 8.21 8.04 7.87 8.20 8.04 9.08 9.49 9.29 8.43 8.80 8.62

17-Jan-19 6.86 8.06 7.46 7.67 8.03 7.85 7.74 8.10 7.92 8.98 9.32 9.15 8.30 8.60 8.45

18-Jan-19 6.22 7.07 6.65 7.28 7.72 7.50 7.62 7.96 7.79 8.81 9.29 9.05 8.21 8.50 8.36

21-Jan-19 6.38 7.48 6.93 7.47 7.93 7.70 7.51 7.96 7.74 8.78 9.18 8.98 8.20 8.48 8.34

22-Jan-19 6.07 7.02 6.55 7.29 7.72 7.51 7.38 7.81 7.60 8.70 9.13 8.92 8.17 8.46 8.32

23-Jan-19 5.54 6.58 6.06 7.05 7.41 7.23 7.16 7.48 7.32 8.62 8.98 8.80 8.03 8.37 8.20

24-Jan-19 6.00 7.02 6.51 6.86 7.18 7.02 6.98 7.43 7.21 8.49 8.86 8.68 7.81 8.15 7.98

25-Jan-19 6.09 7.30 6.70 6.78 7.11 6.95 6.91 7.29 7.10 8.42 8.66 8.54 7.70 8.02 7.86

28-Jan-19 6.59 7.89 7.24 6.80 7.35 7.08 6.96 7.48 7.22 8.53 8.83 8.68 7.72 7.99 7.86

29-Jan-19 6.93 8.17 7.55 6.76 7.13 6.95 6.92 7.31 7.12 8.37 8.71 8.54 7.66 7.95 7.81

30-Jan-19 7.15 8.81 7.98 6.81 7.20 7.01 6.93 7.32 7.13 8.39 8.76 8.58 7.69 7.97 7.83

31-Jan-19 6.86 7.95 7.41 6.75 7.18 6.97 6.95 7.37 7.16 8.38 8.74 8.56 7.70 7.99 7.85

February 2019

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TABLE 118: FBIL FC-RUPEE OPTION VOLATILITY MATRIX RATES - 25 DELTA RISK REVERSAL

Risk Reversal is the spread between the put and call vol for 25 delta25 delta is the market standard for out of the money option strike

Percent

152

25 DELTA RRDATE

1 WEEK 1 MONTH 3 MONTHS 6 MONTHS 12 MONTHS

1-Jan-19 0.23 0.29 0.45 0.71 0.90

2-Jan-19 0.23 0.34 0.44 0.70 0.89

3-Jan-19 0.24 0.36 0.43 0.71 0.89

4-Jan-19 0.24 0.37 0.43 0.71 0.89

7-Jan-19 0.22 0.38 0.44 0.72 0.88

8-Jan-19 0.25 0.37 0.43 0.71 0.87

1-Jan-19 0.23 0.29 0.45 0.71 0.90

9-Jan-19 0.25 0.39 0.44 0.72 0.87

10-Jan-19 0.25 0.38 0.44 0.71 0.86

11-Jan-19 0.25 0.38 0.43 0.71 0.86

14-Jan-19 0.25 0.38 0.43 0.71 0.86

15-Jan-19 0.25 0.48 0.48 0.75 0.86

16-Jan-19 0.25 0.44 0.48 0.75 0.86

17-Jan-19 0.25 0.44 0.48 0.75 0.86

18-Jan-19 0.25 0.44 0.49 0.76 0.86

21-Jan-19 0.34 0.49 0.55 0.81 0.90

22-Jan-19 0.32 0.48 0.55 0.82 0.90

23-Jan-19 0.31 0.45 0.53 0.78 0.88

24-Jan-19 0.30 0.44 0.53 0.79 0.88

25-Jan-19 0.30 0.44 0.51 0.79 0.86

28-Jan-19 0.30 0.44 0.50 0.80 0.85

29-Jan-19 0.29 0.26 0.41 0.79 0.85

30-Jan-19 0.30 0.46 0.44 0.79 0.84

31-Jan-19 0.29 0.40 0.44 0.78 0.84

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TABLE 119 FBIL FC-RUPEE OPTION VOLATILITY MATRIX RATES - 25 DELTA STRANGLE

Strangle is the spread between the 25 delta vol and ATM vol25 delta is the market standard for out of the money option strike

Percent

153

25 DELTA STRDATE

1 WEEK 1 MONTH 3 MONTHS 6 MONTHS 12 MONTHS

1-Jan-19 0.15 0.18 0.23 0.29 0.45

2-Jan-19 0.16 0.19 0.24 0.40 0.45

3-Jan-19 0.16 0.19 0.31 0.41 0.46

4-Jan-19 0.16 0.18 0.33 0.41 0.46

7-Jan-19 0.16 0.19 0.33 0.41 0.46

8-Jan-19 0.16 0.19 0.33 0.41 0.46

1-Jan-19 0.15 0.18 0.23 0.29 0.45

9-Jan-19 0.16 0.18 0.33 0.41 0.46

10-Jan-19 0.16 0.18 0.33 0.41 0.46

11-Jan-19 0.16 0.19 0.33 0.42 0.46

14-Jan-19 0.16 0.18 0.33 0.40 0.46

15-Jan-19 0.16 0.18 0.34 0.40 0.46

16-Jan-19 0.16 0.18 0.34 0.40 0.46

17-Jan-19 0.15 0.18 0.34 0.40 0.46

18-Jan-19 0.15 0.18 0.34 0.40 0.46

21-Jan-19 0.16 0.18 0.34 0.40 0.46

22-Jan-19 0.17 0.19 0.33 0.42 0.47

23-Jan-19 0.16 0.18 0.34 0.41 0.45

24-Jan-19 0.16 0.18 0.33 0.42 0.45

25-Jan-19 0.16 0.18 0.28 0.41 0.45

28-Jan-19 0.16 0.18 0.24 0.40 0.45

29-Jan-19 0.16 0.18 0.24 0.40 0.42

30-Jan-19 0.16 0.18 0.23 0.40 0.40

31-Jan-19 0.16 0.18 0.23 0.40 0.38

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statistics TABLE 11: CCIL SETTLEMENT DETAILS eer e` s TABLE 11: CCIL SETTLEMENT DETAILS statistics...

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