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India Money Market Rates-Dec 31
December 31, 2013 / 7:08 AM / 4 years ago

India Money Market Rates-Dec 31

Indicative market rates

    Call Money        (closing)                08.80-08.85

    ==========
      Thomson Reuters MIOR                     09.05 pct
      Thomson Reuters MIBOR                    08.91 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.98        09.07 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.77        08.91 pct
    1 MONTH            08.90        09.02 pct
    3 MONTH            08.98        09.06 pct


    Thomson Reuters 10-year gilts benchmark     8.821 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.825 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 31 Dec 8.9625 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.5884  pct
    182 days t-bill                        8.8073  pct
    364 days t-bill                        8.7968  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.16/08.36
    2 Month  -  08.20/08.40
    3 Month  -  08.55/08.63
    6 Month  -  08.43/08.50
    9 Month  -  08.44/08.51
    1 Year   -  08.45/08.49
    2 Year   -  08.24/08.28
    3 Year   -  08.28/08.32
    4 Year   -  08.37/08.41
    5 Year   -  08.41/08.45
    7 Year   -  08.37/08.47
    10 Year  -  08.35/08.45


    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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