March 14, 2012 / 7:07 AM / 6 years ago

India FIMMDA-Thomson Reuters Commercial Paper Benchmark

Mar 14 Wednesday (Reuters) - The FIMMDA-Thomson Reuters 3 mths Commercial Paper	
Benchmark is 11.7500% compared with 11.6750% on Tuesday 13 Mar.	
	
  TENORS    BENCHMARK	
  -------   ---------	
  1 Month  11.5750	
  2 Month  11.6625	
  3 Month  11.7500	
  4 Month  11.6875	
  5 Month  11.6250	
  6 Month  11.5625	
  7 Month  11.5360	
  8 Month  11.5095	
  9 Month  11.4830	
 10 Month  11.4565	
 11 Month  11.4300	
  1  Year  11.4000	
	
COMPUTATION: Indicative quotes from Investors, Issuers  as well	
as Brokers are polled from the panel of contributors by Thomson Reuters	
personnel for 1 month, 3 month, 6 month and 1 year primary A1+	
commercial papers. Bid Rate, Ask Rate or both Bid Rate and Ask Rate	
as thecase may be is considered for the benchmarks. Median Bid Rate	
and Median Ask Rate is computed. The India FIMMDA-Thomson Reuters 1 month	
Commercial Paper Benchmark is the mean or simple average of the 1	
mnth Median Bid Rate and the 1 month Median Ask Rate. Similarly	
the 3 month, 6 month and 1 year Commercial Paper Benchmarks are	
computed. The 2 month benchmarks is computed by interpolating	
the 1 month and 3 month benchmarks, the 4 month and 5 month	
benchmarks are compute by interpolating the 3 month and 6 month	
benchmarks and the 7 month, 8 month, 9 month, 10 month and 11	
month benchmarks are computed by interpolating the 6 month and 1	
year benchmarks.	
 For participants' names and quotes, please double-click on	
 or type INCPCONT followed by an Enter key. For	
benchmark levels, please double-click on or type	
0#INFIMCPBMK= and then press ENTER.	
 gives spread on CP over T-Bill	
	
    FIMMDA is the Fixed Income Money Market and Derivatives	
Association of India.

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