March 27, 2018 / 7:06 AM / 3 months ago

India Money Market Rates-Mar 27

    Indicative market rates
    Call Money        (closing)                06.05-06.10
    ===========
                     FBIL MIBOR
    -----------      ----------
    OVERNIGHT/3DAYS    06.05 pct
    14 DAY             07.22 pct
    1 MONTH            07.26 pct
    3 MONTH            07.16 pct
    Thomson Reuters 10-year gilts benchmark     7.373 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     7.334 pct(1700 IST)
    ===========================
     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 27 Mar 7.3875 pct
    (1230 IST)
    TREASURY BILLS:(1230 IST)
     91 days t-bill                        6.1103  pct
    182 days t-bill                        6.3671  pct
    364 days t-bill                        6.4000  pct
    For all the tenors please double click on                .
    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  06.45/06.49
    2 Month  -  06.24/06.29
    3 Month  -  06.21/06.24
    6 Month  -  06.23/06.26
    9 Month  -  06.33/06.36
    1 Year   -  06.45/06.47
    2 Year   -  06.46/06.48
    3 Year   -  06.57/06.59
    4 Year   -  06.66/06.68
    5 Year   -  06.74/06.76
    7 Year   -  06.78/06.85
    10 Year  -  06.80/06.88
    Last quoted by contributors                       
    Benchmark rate for OIS                            
    Level by all contributors                     ,       
    List of contributors                             
    For comparative Yield Analysis                   
Thomson Reuters MIOR and MIBOR fixing discontinued w.e.f 30 Sep 17
Kindly refer DN093199 for further details.
  
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