June 1, 2017 / 7:09 AM / 7 months ago

India Money Market Rates-Jun 01

    Indicative market rates
    Call Money        (closing)                06.05-06.10
           
    ==========
      Thomson Reuters MIOR                     06.25 pct
      Thomson Reuters MIBOR                    06.24 pct
    ===========
                     FBIL MIBOR
    -----------      ----------
    OVERNIGHT/3DAYS    06.25 pct
    14 DAY             06.38 pct
    1 MONTH            06.46 pct
    3 MONTH            06.57 pct
    Thomson Reuters 10-year gilts benchmark     6.648 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     6.626 pct(1700 IST)
    ===========================
     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 1 Jun 6.7000 pct
    (1230 IST)
    TREASURY BILLS:(1230 IST)
     91 days t-bill                        6.2759  pct
    182 days t-bill                        6.3531  pct
    364 days t-bill                        6.4446  pct
    For all the tenors please double click on                .
    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  06.20/06.25
    2 Month  -  06.24/06.28
    3 Month  -  06.25/06.29
    6 Month  -  06.27/06.31
    9 Month  -  06.30/06.33
    1 Year   -  06.37/06.39
    2 Year   -  06.32/06.34
    3 Year   -  06.37/06.39
    4 Year   -  06.45/06.46
    5 Year   -  06.50/06.52
    7 Year   -  06.47/06.55
    10 Year  -  06.47/06.55
    Last quoted by contributors                       
    Benchmark rate for OIS                            
    Level by all contributors                     ,       
    List of contributors                             
    For comparative Yield Analysis                   
  

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