July 2, 2012 / 7:11 AM / 5 years ago

India Money Market Rates-Jul 2

Indicative market rates

    Call Money        (closing)                xx.xx-xx.xx

    ==========
      Thomson Reuters MIOR                     XX.XX pct
      Thomson Reuters MIBOR                    XX.XX pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          XX.XX        XX.XX pct
    3 DAY              XX.XX        XX.XX pct
    14 DAY             XX.XX        XX.XX pct
    1 MONTH            XX.XX        XX.XX pct
    3 MONTH            XX.XX        XX.XX pct


    Thomson Reuters 10-year gilts benchmark     8.399 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.387 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 2 Jul 9.4725 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.2739  pct
    182 days t-bill                        8.1689  pct
    364 days t-bill                        8.0727  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  08.05/08.25
    2 Month  -  07.96/08.15
    3 Month  -  07.96/08.06
    6 Month  -  07.87/07.97
    9 Month  -  07.85/07.95
    1 Year   -  07.81/07.84
    2 Year   -  07.37/07.40
    3 Year   -  07.26/07.29
    4 Year   -  07.23/07.26
    5 Year   -  07.23/07.26
    7 Year   -  07.24/07.34
    10 Year  -  07.26/07.36


    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.

Note: Please note there was no Call Money Fixing, NSE MIBID-MIBOR Fixing
and Call Money real time update today due to RBI Annual Closing (Refer ALERT28).

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below