India Money Market Rates-Mar 15

Indicative market rates *

Call Money (closing) 08.25-08.50

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* REUTERS MIOR 08.00 pct

* REUTERS MIBOR 08.12 pct

<MIBR=>

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<MIBR=NS> NSE MIBID NSE MIBOR

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

OVERNIGHT 08.13 08.54 pct

14-DAY 08.22 09.15 pct

1 MONTH 08.94 10.00 pct

3 MONTH 09.44 10.33 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 14 Mar 10.6250 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 .