June 3, 2014 / 7:18 AM / 3 years ago

India Money Market Rates-Jun 3

Indicative market rates

    Call Money        (closing)                08.20-08.25

    ==========
      Thomson Reuters MIOR                     08.02 pct
      Thomson Reuters MIBOR                    08.00 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.98        08.04 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.22        08.36 pct
    1 MONTH            08.63        08.76 pct
    3 MONTH            08.89        09.00 pct


    Thomson Reuters 10-year gilts benchmark     8.630 pct(1220 IST)
    Thomson Reuters 10-year gilts benchmark     8.599 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 3 Jun 8.9875 pct
    (1237 IST)

    TREASURY BILLS:(1234 IST)
     91 days t-bill                        8.5536  pct
    182 days t-bill                        8.6017  pct
    364 days t-bill                        8.6258  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.11/08.20
    2 Month  -  08.11/08.21
    3 Month  -  08.13/08.20
    6 Month  -  08.19/08.25
    9 Month  -  08.20/08.25
    1 Year   -  08.25/08.28
    2 Year   -  07.93/07.96
    3 Year   -  07.91/07.95
    4 Year   -  07.93/07.96
    5 Year   -  07.94/07.97
    7 Year   -  07.94/08.03
    10 Year  -  07.94/08.03


    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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