December 8, 2014 / 7:18 AM / 3 years ago

India Money Market Rates-Dec 8

Indicative market rates

    Call Money        (closing)                08.00-08.05

    ==========
      Thomson Reuters MIOR                     08.07 pct
      Thomson Reuters MIBOR                    08.06 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.03        08.08 pct
    3 DAY              --.--        --.-- pct
    14 DAY             08.23        08.37 pct
    1 MONTH            08.38        08.53 pct
    3 MONTH            08.48        08.62 pct


    Thomson Reuters 10-year gilts benchmark     7.915 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.920 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 8 Dec 8.5075 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.2146  pct
    182 days t-bill                        8.2742  pct
    364 days t-bill                        8.2376  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.16/08.21
    2 Month  -  08.06/08.13
    3 Month  -  08.06/08.10
    6 Month  -  08.03/08.06
    9 Month  -  07.83/07.88
    1 Year   -  07.78/07.81
    2 Year   -  07.34/07.37
    3 Year   -  07.18/07.21
    4 Year   -  07.15/07.17
    5 Year   -  07.15/07.17
    7 Year   -  07.13/07.21
    10 Year  -  07.13/07.21


    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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