July 16, 2012 / 7:03 AM / 5 years ago

India Money Market Rates-Jul 16

Indicative market rates

    Call Money        (closing)                07.90-08.00

    ==========
      Thomson Reuters MIOR                     08.07 pct
      Thomson Reuters MIBOR                    08.10 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.05        08.11 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.57        08.81 pct
    1 MONTH            08.83        09.08 pct
    3 MONTH            09.08        09.35 pct


    Thomson Reuters 10-year gilts benchmark     8.029 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.049 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 16 Jul 9.3825 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.1701  pct
    182 days t-bill                        8.0665  pct
    364 days t-bill                        7.9624  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.90/08.10
    2 Month  -  07.80/08.00
    3 Month  -  07.70/07.80
    6 Month  -  07.57/07.67
    9 Month  -  07.57/07.65
    1 Year   -  07.51/07.54
    2 Year   -  07.06/07.10
    3 Year   -  06.91/06.95
    4 Year   -  06.88/06.92
    5 Year   -  06.87/06.91
    7 Year   -  06.89/06.99
    10 Year  -  06.91/07.01


    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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