July 6, 2015 / 7:03 AM / 2 years ago

India Money Market Rates-Jul 6

Indicative market rates

    Call Money        (closing)                07.20-07.25

    ==========
      Thomson Reuters MIOR                     07.10 pct
      Thomson Reuters MIBOR                    07.14 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.08        07.13 pct
    3 DAY              --.--        --.-- pct
    14 DAY             07.59        07.67 pct
    1 MONTH            07.75        07.83 pct
    3 MONTH            07.91        07.99 pct


    Thomson Reuters 10-year gilts benchmark     7.784 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.753 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 6 Jul 8.0875 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        7.5761  pct
    182 days t-bill                        7.6242  pct
    364 days t-bill                        7.6964  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.19/07.26
    2 Month  -  07.20/07.26
    3 Month  -  07.26/07.32
    6 Month  -  07.33/07.38
    9 Month  -  07.43/07.48
    1 Year   -  07.44/07.47
    2 Year   -  07.17/07.19
    3 Year   -  07.15/07.18
    4 Year   -  07.16/07.18
    5 Year   -  07.16/07.18
    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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