The Clearing Corporation of India Ltd. (CCIL) on April 29, 2024, issued a notification regarding the details of the Security-wise Illiquidity Adjustment Factor/Tenor-wise Illiquidity Yield Spread for New GOI Security effective from EOD of 30th April 30, 2024.
This is further to notification No. RMD/SS/LAF & Spread/24/01 dated April 22, 2024, security-wise illiquidity adjustment factor/Tenorwise Illiquidity Yield Spread for New Govt. Security effective from the EOD of April 30, 2024, has been given in the table.
Kindly find the Table attached to the document below.
[Notification No. RMD/SS/LAF & Spread/24/02]
