March 20, 2012 / 7:08 AM / 5 years ago

India Money Market Rates-Mar 20

Indicative market rates	
	
    Call Money        (closing)                08.95-09.05	
	
    ==========	
      Thomson Reuters MIOR                     08.94 pct	
      Thomson Reuters MIBOR                    08.94 pct	
	
    	
	
    ===========	
	
            NSE MIBID     NSE MIBOR	
    ---------         --------      ----------	
    OVERNIGHT          08.91        08.96 pct	
    3 DAY              xx.xx        xx.xx pct	
    14 DAY             10.41        10.82 pct	
    1 MONTH            11.05        11.42 pct	
    3 MONTH            11.12        11.46 pct	
	
	
    Thomson Reuters 10-year gilts benchmark     8.401 pct(1220 IST)	
    Thomson Reuters 10-year gilts benchmark     8.413 pct(1700 IST)	
	
    ===========================	
	
     COMMERCIAL PAPER	
    ===========================	
    FIMMDA-Thomson Reuters 3-mth CP reference rate 20 Mar 11.8500 pct	
    (1230 IST)	
	
    TREASURY BILLS:(1230 IST)	
     91 days t-bill                        8.9815  pct	
    182 days t-bill                        8.6558  pct	
    364 days t-bill                        8.4541  pct	
    For all the tenors please double click on.	
	
    Mumbai Overnight Indexed Swaps rates at 1700 IST	
    1 Month  -  08.85/09.05	
    2 Month  -  08.75/08.95	
    3 Month  -  08.55/08.75	
    6 Month  -  08.40/08.50	
    9 Month  -  08.24/08.34	
    1 Year   -  08.19/08.23	
    2 Year   -  07.75/07.79	
    3 Year   -  07.65/07.69	
    4 Year   -  07.60/07.64	
    5 Year   -  07.60/07.64	
    7 Year   -  07.62/07.72	
    10 Year  -  07.63/07.74	
	
	
    Last quoted by contributors               	
    Benchmark rate for OIS                    	
    Level by all contributors             , 	
    List of contributors                      	
    For comparative Yield Analysis            	
	
 Note: If Friday is a holiday the 3 Day Mibid-Mibor fixing	
    on Thursday will be for 4 days. Also, if Saturday is a	
    holiday then the Overnight FIMMDA-NSE MIBID-MIBOR will not	
    be disseminated on Friday.

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