March 7, 2013 / 7:07 AM / 4 years ago

India Money Market Rates-Mar 7

Indicative market rates

    Call Money        (closing)                07.80-07.85

    ==========
      Thomson Reuters MIOR                     07.78 pct
      Thomson Reuters MIBOR                    07.76 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.73        07.78 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.08        08.26 pct
    1 MONTH            08.69        09.12 pct
    3 MONTH            09.28        09.56 pct


    Thomson Reuters 10-year gilts benchmark     7.860 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.864 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 7 Mar 9.7750 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.1081  pct
    182 days t-bill                        8.0436  pct
    364 days t-bill                        7.9143  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.40/08.49
    2 Month  -  08.02/08.11
    3 Month  -  07.85/07.92
    6 Month  -  07.67/07.73
    9 Month  -  07.60/07.65
    1 Year   -  07.58/07.60
    2 Year   -  07.26/07.28
    3 Year   -  07.21/07.23
    4 Year   -  07.21/07.23
    5 Year   -  07.21/07.23
    7 Year   -  07.23/07.31
    10 Year  -  07.25/07.33


    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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