February 3, 2014 / 7:03 AM / 4 years ago

India Money Market Rates-Feb 3

Indicative market rates

    Call Money        (closing)                07.00-07.10

    ==========
      Thomson Reuters MIOR                     08.11 pct
      Thomson Reuters MIBOR                    08.17 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.14        08.19 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.49        08.63 pct
    1 MONTH            08.76        08.88 pct
    3 MONTH            09.44        09.62 pct


    Thomson Reuters 10-year gilts benchmark     8.745 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.736 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 3 Feb 9.8725 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.8291  pct
    182 days t-bill                        8.8998  pct
    364 days t-bill                        8.8866  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.32/08.42
    2 Month  -  08.79/08.89
    3 Month  -  08.66/08.74
    6 Month  -  08.66/08.73
    9 Month  -  08.68/08.74
    1 Year   -  08.69/08.72
    2 Year   -  08.41/08.45
    3 Year   -  08.40/08.44
    4 Year   -  08.41/08.45
    5 Year   -  08.42/08.46
    7 Year   -  08.40/08.50
    10 Year  -  08.39/08.49


    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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