India Money Market Rates-Mar 29

Indicative market rates *

Call Money (closing) 08.75-08.90

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* REUTERS MIOR 10.15 pct

* REUTERS MIBOR 09.64 pct

<MIBR=>

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<MIBR=NS> NSE MIBID NSE MIBOR

--------- -------- ---------

OVERNIGHT 06.96 10.31 pct

14-DAY 07.33 08.93 pct

1 MONTH 07.71 09.20 pct

3 MONTH 08.50 09.58 pct

Reuters 10-year gilts benchmark X.XXXX pct(1200IST)

Reuters 10-year gilts benchmark X.XXXX pct(1700IST)

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COMMERCIAL PAPER

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* FIMMDA-Reuters 3-mth CP reference rate 28 Mar 10.6500 pct
(1230 IST)

For all the tenors please double click on <0#INFIMCPBMK=>

*TREASURY BILLS:(1230 IST)

91 days t-bill X.XXXX pct

182 days t-bill X.XXXX pct

364 days t-bill X.XXXX pct

For all the tenors please double click on <0#INFIMTBBMK=>.

Mumbai Overnight Indexed Swaps rates at 1700 IST

1 Month - X.XX/X.XX

2 Month - X.XX/X.XX

3 Month - X.XX/X.XX

6 Month - X.XX/X.XX

1 Year - X.XX/X.XX

2 Year - X.XX/X.XX

3 Year - X.XX/X.XX

4 Year - X.XX/X.XX

5 Year - X.XX/X.XX

7 Year - X.XX/X.XX

10 Year - X.XX/X.XX

Last quoted by contributors INROIS

Benchmark rate for OIS <MIOIS=>

Level by all contributors IRS01,IRS00

List of contributors <INR/2>

For comparative Yield Analysis INYLD .