August 13, 2014 / 7:03 AM / 3 years ago

India Money Market Rates-Aug 13

Indicative market rates

    Call Money        (closing)                07.05-07.10

    ==========
      Thomson Reuters MIOR                     08.20 pct
      Thomson Reuters MIBOR                    08.19 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.18        08.22 pct
    3 DAY              --.--        --.-- pct
    14 DAY             08.38        08.50 pct
    1 MONTH            08.58        08.72 pct
    3 MONTH            08.77        08.91 pct


    Thomson Reuters 10-year gilts benchmark     8.815 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.767 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 13 Aug 9.1750 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.6121  pct
    182 days t-bill                        8.6635  pct
    364 days t-bill                        8.6755  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.22/08.29
    2 Month  -  08.24/08.30
    3 Month  -  08.27/08.32
    6 Month  -  08.37/08.42
    9 Month  -  08.48/08.52
    1 Year   -  08.48/08.51
    2 Year   -  08.17/08.19
    3 Year   -  08.09/08.12
    4 Year   -  08.09/08.12
    5 Year   -  08.12/08.14
    7 Year   -  08.12/08.20
    10 Year  -  08.12/08.20


    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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