November 20, 2014 / 7:08 AM / 3 years ago

India Money Market Rates-Nov 20

Indicative market rates

    Call Money        (closing)                08.00-08.05

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

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.98        08.03 pct
    3 DAY              --.--        --.-- pct
    14 DAY             08.13        08.28 pct
    1 MONTH            08.33        08.48 pct
    3 MONTH            08.46        08.57 pct


    Thomson Reuters 10-year gilts benchmark     8.159 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.156 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 20 Nov 8.5325 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.2759  pct
    182 days t-bill                        8.3638  pct
    364 days t-bill                        8.3232  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.06/08.14
    2 Month  -  08.07/08.15
    3 Month  -  08.11/08.17
    6 Month  -  08.16/08.21
    9 Month  -  07.99/08.04
    1 Year   -  07.95/07.97
    2 Year   -  07.49/07.53
    3 Year   -  07.37/07.41
    4 Year   -  07.34/07.38
    5 Year   -  07.35/07.38
    7 Year   -  07.33/07.41
    10 Year  -  07.32/07.40


    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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