Indicative market rates
* Call Money (closing) 07.50-07.70 pct
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* REUTERS MIOR 07.80 pct
* REUTERS MIBOR 07.83 pct
<MIBR=>
===========
<MIBR=NS> NSE MIBID NSE MIBOR
--------- --------- ---------
OVERNIGHT 07.79 07.87 pct
14-DAY 07.32 08.02 pct
1 MONTH 07.54 08.23 pct
3 MONTH 08.08 08.65 pct
Reuters 10-year gilts benchmark 7.819 pct(1200IST)
Reuters 10-year gilts benchmark 7.811 pct(1700IST)
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COMMERCIAL PAPER
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* FIMMDA-Reuters 3-mth CP reference rate 28 Dec 8.7750 pct
(1230 IST)
For all the tenors please double click on <0#INFIMCPBMK=>
*TREASURY BILLS:(1200 IST)
91 days t-bill 7.3500 pct
182 days t-bill 7.5507 pct
364 days t-bill 7.6875 pct
For all the tenors please double click on <0#INFIMTBBMK=>.
Mumbai Overnight Indexed Swaps rates at 1700 IST
1 Month - 7.40/7.64
2 Month - 7.34/7.56
3 Month - 7.24/7.41
6 Month - 7.21/7.37
1 Year - 7.09/7.11
2 Year - 6.92/6.94
3 Year - 6.94/6.96
4 Year - 7.00/7.02
5 Year - 7.05/7.08
7 Year - 7.10/7.20
10 Year - 7.15/7.25
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