Indicative market rates
* Call Money (closing) 06.10-06.20 pct
===========
* REUTERS MIOR 06.05 pct
* REUTERS MIBOR 06.04 pct
<MIBR=>
===========
<MIBR=NS> NSE MIBID NSE MIBOR
--------- --------- ---------
OVERNIGHT 06.02 06.06 pct
14-DAY 05.99 06.64 pct
1 MONTH 06.52 07.13 pct
3 MONTH 07.30 07.77 pct
Reuters 10-year gilts benchmark 7.910 pct(1200IST)
Reuters 10-year gilts benchmark 7.912 pct(1700IST)
===========================
COMMERCIAL PAPER
===========================
* FIMMDA-Reuters 3-mth CP reference rate 16 Oct 07.4500 pct
(1230 IST)
For all the tenors please double click on <0#INFIMCPBMK=>
*TREASURY BILLS:(1300 IST)
91 days t-bill 6.9484 pct
182 days t-bill 7.1135 pct
364 days t-bill 7.3192 pct
For all the tenors please double click on <0#INFIMTBBMK=>.
Mumbai Overnight Indexed Swaps rates at 1700 IST
1 Month - 6.20/6.40
2 Month - 6.40/6.60
3 Month - 6.50/6.70
6 Month - 6.90/7.00
1 Year - 7.03/7.05
2 Year - 7.03/7.05
3 Year - 7.11/7.13
4 Year - 7.20/7.22
5 Year - 7.29/7.31
7 Year - 7.35/7.43
10 Year - 7.45/7.53
Last quoted by contributors <INROIS>
Benchmark rate for OIS <MIOIS=>
Level by all contributors <IRS01>,<IRS00>
List of contributors <INR/2>
For comparative Yield Analysis <INYLD>
.
((For contributions contact Bangalore RRU Desk at +91 80 4135
6505 fax:+91 80 4135 6307 Email at [email protected]))
Keywords: MARKETS INDIA MONEY MARKET TABLE