August 12, 2015 / 6:58 AM / 2 years ago

India Money Market Rates-Aug 12

Indicative market rates

    Call Money        (closing)                07.20-07.25

    ==========
      Thomson Reuters MIOR                     07.21 pct
      Thomson Reuters MIBOR                    07.24 pct

    

    ===========

         FBIL MIBOR
    -----------      ----------
    OVERNIGHT        07.24 pct
    3 DAY            xx.xx pct

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    14 DAY             07.38        07.50 pct
    1 MONTH            07.47        07.58 pct
    3 MONTH            07.65        07.76 pct


    Thomson Reuters 10-year gilts benchmark     7.796 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.796 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 12 Aug 7.7750 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        7.3879  pct
    182 days t-bill                        7.4825  pct
    364 days t-bill                        7.5740  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.20/07.26
    2 Month  -  07.26/07.32
    3 Month  -  07.27/07.34
    6 Month  -  07.30/07.35
    9 Month  -  07.35/07.40
    1 Year   -  07.36/07.38
    2 Year   -  07.07/07.09
    3 Year   -  07.03/07.05
    4 Year   -  07.02/07.05
    5 Year   -  07.03/07.06
    7 Year   -  07.00/07.08
    10 Year  -  07.00/07.08


    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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