July 14, 2015 / 7:03 AM / 2 years ago

India Money Market Rates-Jul 14

Indicative market rates

    Call Money        (closing)                07.20-07.25

    ==========
      Thomson Reuters MIOR                     07.20 pct
      Thomson Reuters MIBOR                    07.20 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          07.18        07.22 pct
    3 DAY              --.--        --.-- pct
    14 DAY             07.61        07.72 pct
    1 MONTH            07.74        07.83 pct
    3 MONTH            07.90        07.99 pct


    Thomson Reuters 10-year gilts benchmark     7.886 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.827 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 14 Jul 8.0125 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        7.5035  pct
    182 days t-bill                        7.5531  pct
    364 days t-bill                        7.5858  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.20/07.28
    2 Month  -  07.23/07.29
    3 Month  -  07.31/07.36
    6 Month  -  07.36/07.41
    9 Month  -  07.46/07.51
    1 Year   -  07.47/07.49
    2 Year   -  07.20/07.23
    3 Year   -  07.20/07.22
    4 Year   -  07.20/07.22
    5 Year   -  07.20/07.23
    7 Year   -  07.18/07.26
    10 Year  -  07.18/07.26


    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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