August 27, 2013 / 7:08 AM / in 4 years

India Money Market Rates-Aug 27

Indicative market rates

    Call Money        (closing)                10.15-10.20

    ==========
      Thomson Reuters MIOR                     10.31 pct
      Thomson Reuters MIBOR                    10.29 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          10.27        10.32 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             10.39        10.51 pct
    1 MONTH            10.66        10.87 pct
    3 MONTH            10.88        11.12 pct


    Thomson Reuters 10-year gilts benchmark     8.497 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.760 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 27 Aug 12.2844 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        11.0996  pct
    182 days t-bill                        10.5585  pct
    364 days t-bill                        9.9809  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  10.68/11.00
    2 Month  -  10.68/11.00
    3 Month  -  10.59/10.75
    6 Month  -  10.42/10.52
    9 Month  -  10.01/10.10
    1 Year   -  09.84/09.89
    2 Year   -  09.11/09.16
    3 Year   -  08.92/08.97
    4 Year   -  08.82/08.87
    5 Year   -  08.78/08.82
    7 Year   -  08.70/08.80
    10 Year  -  08.65/08.75


    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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