October 1, 2014 / 7:08 AM / 3 years ago

India Money Market Rates-Oct 1

Indicative market rates

    Call Money        (closing)                07.40-07.50

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

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          06.07        06.19 pct
    3 DAY              08.02        08.07 pct
    14 DAY             08.28        08.42 pct
    1 MONTH            08.50        08.64 pct
    3 MONTH            08.71        08.85 pct


    Thomson Reuters 10-year gilts benchmark     8.493 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.481 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 1 Oct 8.9500 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.5496  pct
    182 days t-bill                        8.6065  pct
    364 days t-bill                        8.6536  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.18/08.25
    2 Month  -  08.18/08.25
    3 Month  -  08.22/08.28
    6 Month  -  08.48/08.51
    9 Month  -  08.43/08.46
    1 Year   -  08.44/08.46
    2 Year   -  08.04/08.06
    3 Year   -  07.90/07.92
    4 Year   -  07.86/07.88
    5 Year   -  07.86/07.88
    7 Year   -  07.85/07.93
    10 Year  -  07.85/07.93


    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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