August 5, 2013 / 7:04 AM / 4 years ago

India Money Market Rates-Aug 5

Indicative market rates

    Call Money        (closing)                09.20-09.25

    ==========
      Thomson Reuters MIOR                     08.75 pct
      Thomson Reuters MIBOR                    09.05 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.74        08.91 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             10.02        10.43 pct
    1 MONTH            10.12        10.53 pct
    3 MONTH            10.34        10.71 pct


    Thomson Reuters 10-year gilts benchmark     8.158 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.210 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 5 Aug 11.5875 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        10.1431  pct
    182 days t-bill                        10.0121  pct
    364 days t-bill                        9.6243  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  10.25/10.59
    2 Month  -  10.25/10.59
    3 Month  -  10.14/10.35
    6 Month  -  09.50/09.65
    9 Month  -  09.30/09.41
    1 Year   -  09.11/09.15
    2 Year   -  08.49/08.54
    3 Year   -  08.39/08.43
    4 Year   -  08.36/08.40
    5 Year   -  08.34/08.38
    7 Year   -  08.29/08.39
    10 Year  -  08.22/08.32


    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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