March 7, 2014 / 8:03 AM / 3 years ago

India Money Market Rates-Mar 07

Indicative market rates

    Call Money        (closing)                08.35-08.40

    ==========
      Thomson Reuters MIOR                     08.00 pct
      Thomson Reuters MIBOR                    08.05 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.95        08.02 pct
    3 DAY              07.96        08.01 pct
    14 DAY             08.65        08.76 pct
    1 MONTH            09.14        09.44 pct
    3 MONTH            09.58        09.87 pct


    Thomson Reuters 10-year gilts benchmark     8.811 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.812 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 7 Mar 10.3250 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        9.1531  pct
    182 days t-bill                        9.0714  pct
    364 days t-bill                        8.9992  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  09.49/09.59
    2 Month  -  08.84/08.94
    3 Month  -  08.73/08.82
    6 Month  -  08.64/08.71
    9 Month  -  08.65/08.72
    1 Year   -  08.66/08.70
    2 Year   -  08.44/08.46
    3 Year   -  08.45/08.47
    4 Year   -  08.50/08.53
    5 Year   -  08.52/08.55
    7 Year   -  08.53/08.61
    10 Year  -  08.53/08.61


    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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