December 10, 2012 / 7:03 AM / in 5 years

India Money Market Rates-Dec 10

Indicative market rates

    Call Money        (closing)                07.85-07.90

    ==========
      Thomson Reuters MIOR                     08.10 pct
      Thomson Reuters MIBOR                    08.08 pct

    

    ===========

            NSE MIBID     NSE MIBOR
    ---------         --------      ----------
    OVERNIGHT          08.05        08.10 pct
    3 DAY              xx.xx        xx.xx pct
    14 DAY             08.17        08.33 pct
    1 MONTH            08.35        08.54 pct
    3 MONTH            08.51        08.72 pct


    Thomson Reuters 10-year gilts benchmark     8.167 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     8.173 pct(1700 IST)

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

     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 10 Dec 9.0250 pct
    (1230 IST)

    TREASURY BILLS:(1230 IST)
     91 days t-bill                        8.1597  pct
    182 days t-bill                        8.1471  pct
    364 days t-bill                        8.0164  pct
    For all the tenors please double click on.

    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  07.96/08.06
    2 Month  -  07.92/08.02
    3 Month  -  07.88/07.96
    6 Month  -  07.76/07.83
    9 Month  -  07.69/07.75
    1 Year   -  07.66/07.68
    2 Year   -  07.24/07.26
    3 Year   -  07.09/07.12
    4 Year   -  07.08/07.11
    5 Year   -  07.08/07.11
    7 Year   -  07.11/07.19
    10 Year  -  07.13/07.21


    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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