August 21, 2012 / 7:12 AM / 5 years ago

India Money Market Rates-Aug 21

Indicative market rates

    Call Money        (closing)                08.00-08.05

    ==========
      Thomson Reuters MIOR                     07.96 pct
      Thomson Reuters MIBOR                    07.99 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.97        08.02 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.13        08.37 pct
    1 MONTH            08.32        08.60 pct
    3 MONTH            08.63        08.93 pct


    Thomson Reuters 10-year gilts benchmark     8.237 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.248 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 21 Aug 8.9875 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.2247  pct
    182 days t-bill                        8.2150  pct
    364 days t-bill                        8.0865  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.96/08.15
    2 Month  -  07.91/08.09
    3 Month  -  07.91/08.05
    6 Month  -  07.85/07.95
    9 Month  -  07.83/07.92
    1 Year   -  07.82/07.85
    2 Year   -  07.40/07.42
    3 Year   -  07.24/07.26
    4 Year   -  07.19/07.22
    5 Year   -  07.19/07.22
    7 Year   -  07.19/07.29
    10 Year  -  07.21/07.31


    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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