January 22, 2013 / 7:04 AM / 5 years ago

India Money Market Rates-Jan 22

Indicative market rates

    Call Money        (closing)                08.05-08.10

    ==========
      Thomson Reuters MIOR                     08.05 pct
      Thomson Reuters MIBOR                    08.08 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.04        08.09 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.28        08.43 pct
    1 MONTH            08.38        08.55 pct
    3 MONTH            08.73        08.93 pct


    Thomson Reuters 10-year gilts benchmark     7.847 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.850 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 22 Jan 8.7625 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        7.9545  pct
    182 days t-bill                        7.9386  pct
    364 days t-bill                        7.7700  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.83/07.92
    2 Month  -  07.80/07.89
    3 Month  -  07.89/07.98
    6 Month  -  07.63/07.71
    9 Month  -  07.54/07.61
    1 Year   -  07.53/07.55
    2 Year   -  07.22/07.24
    3 Year   -  07.12/07.14
    4 Year   -  07.12/07.14
    5 Year   -  07.12/07.14
    7 Year   -  07.14/07.23
    10 Year  -  07.16/07.25


    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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