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India Money Market Rates-Sep 17
September 17, 2012 / 7:43 AM / 5 years ago

India Money Market Rates-Sep 17

Indicative market rates

    Call Money        (closing)                08.00-08.05

    ==========
      Thomson Reuters MIOR                     08.01 pct
      Thomson Reuters MIBOR                    08.03 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.00        08.05 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.14        08.33 pct
    1 MONTH            08.43        08.64 pct
    3 MONTH            08.58        08.81 pct


    Thomson Reuters 10-year gilts benchmark     8.192 pct(1220 IST)
    Thomson Reuters 10-year gilts benchmark     8.185 pct(1700 IST)

    ===========================

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 17 Sep 8.6375 pct
    (1250 IST)

    TREASURY BILLS:(1250 IST)
     91 days t-bill                        8.0903  pct
    182 days t-bill                        8.0989  pct
    364 days t-bill                        7.9937  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.99/08.11
    2 Month  -  07.98/08.09
    3 Month  -  07.90/07.99
    6 Month  -  07.83/07.90
    9 Month  -  07.76/07.82
    1 Year   -  07.72/07.74
    2 Year   -  07.33/07.36
    3 Year   -  07.24/07.27
    4 Year   -  07.21/07.23
    5 Year   -  07.21/07.23
    7 Year   -  07.22/07.32
    10 Year  -  07.24/07.34


    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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