India Money Market Rates-Feb 02

Indicative market rates
* Call Money (closing) 06.00-06.25

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* REUTERS MIOR 06.10 pct

* REUTERS MIBOR 06.49 pct

<MIBR=>

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<MIBR=NS> NSE MIBID NSE MIBOR

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

OVERNIGHT 06.01 06.11 pct

14-DAY 06.69 07.64 pct

1 MONTH 07.06 08.02 pct

3 MONTH 07.83 08.66 pct

Reuters 10-year gilts benchmark x.xxx pct(1200IST)

Reuters 10-year gilts benchmark x.xxx pct(1700IST)

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COMMERCIAL PAPER

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* FIMMDA-Reuters 3-mth CP reference rate 01 Feb 8.7000 pct
(1230 IST)

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

*TREASURY BILLS:(1200 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 .