February 5, 2015 / 7:04 AM / 3 years ago

India Money Market Rates-Feb 5

Indicative market rates

    Call Money        (closing)                08.70-08.75

    ==========
      Thomson Reuters MIOR                     07.75 pct
      Thomson Reuters MIBOR                    07.77 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.73        07.77 pct
    3 DAY              --.--        --.-- pct
    14 DAY             08.00        08.12 pct
    1 MONTH            08.16        08.26 pct
    3 MONTH            08.45        08.54 pct


    Thomson Reuters 10-year gilts benchmark     7.702 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.702 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 5 Feb 8.9875 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.2461  pct
    182 days t-bill                        8.1402  pct
    364 days t-bill                        7.9942  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.85/07.93
    2 Month  -  08.32/08.39
    3 Month  -  08.06/08.11
    6 Month  -  07.85/07.90
    9 Month  -  07.68/07.72
    1 Year   -  07.67/07.69
    2 Year   -  07.26/07.29
    3 Year   -  07.07/07.09
    4 Year   -  06.97/07.00
    5 Year   -  06.97/06.99
    7 Year   -  06.95/07.02
    10 Year  -  06.94/07.02


    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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