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India Money Market Rates-Nov 8
November 8, 2017 / 6:59 AM / 15 days ago

India Money Market Rates-Nov 8

    Indicative market rates
    Call Money        (closing)                06.00-06.05
    ===========
                     FBIL MIBOR
    -----------      ----------
    OVERNIGHT/3DAYS    06.00 pct
    14 DAY             06.19 pct
    1 MONTH            06.24 pct
    3 MONTH            06.37 pct
    Thomson Reuters 10-year gilts benchmark     6.938 pct(1215 IST)
    Thomson Reuters 10-year gilts benchmark     6.939 pct(1700 IST)
    ===========================
     COMMERCIAL PAPER
    ===========================
    FIMMDA-Thomson Reuters 3-mth CP reference rate 8 Nov 6.7425 pct
    (1230 IST)
    TREASURY BILLS:(1230 IST)
     91 days t-bill                        6.0983  pct
    182 days t-bill                        6.1812  pct
    364 days t-bill                        6.2241  pct
    For all the tenors please double click on                .
    Mumbai Overnight Indexed Swaps rates at 1700 IST
    1 Month  -  06.01/06.05
    2 Month  -  06.03/06.07
    3 Month  -  06.05/06.08
    6 Month  -  06.13/06.16
    9 Month  -  06.15/06.17
    1 Year   -  06.18/06.20
    2 Year   -  06.11/06.13
    3 Year   -  06.22/06.25
    4 Year   -  06.31/06.34
    5 Year   -  06.40/06.42
    7 Year   -  06.40/06.47
    10 Year  -  06.41/06.48
    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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