India Money Market Rates-Feb 23

Indicative market rates Call Money (closing) 06.15-06.20 ==========

Thomson Reuters

MIOR 06.09 pct

Thomson Reuters MIBOR

06.11 pct =========== FBIL MIBOR ----------- ---------- OVERNIGHT/3DAYS 06.10 pct 14 DAY 06.36 pct 1 MONTH 06.36 pct 3 MONTH 06.56 pct Thomson

Reuters

10-year gilts benchmark 6.927 pct(1220 IST) Thomson Reuters 10-year gilts benchmark 6.915 pct(1700 IST) =========================== COMMERCIAL PAPER =========================== FIMMDA-Thomson Reuters 3-mth CP reference rate 23 Feb 6.8625 pct (1230 IST) TREASURY BILLS:(1230 IST) 91 days t-bill 6.1061 pct 182 days t-bill 6.1940 pct 364 days t-bill 6.2394 pct For all the tenors please double click on . Mumbai Overnight Indexed Swaps rates at 1700 IST 1 Month - 06.22/06.27 2 Month - 06.31/06.36 3 Month - 06.31/06.34 6 Month - 06.34/06.37 9 Month - 06.39/06.42 1 Year - 06.42/06.44 2 Year - 06.38/06.40 3 Year - 06.48/06.50 4 Year - 06.60/06.62 5 Year - 06.70/06.73 7 Year - 06.66/06.73 10 Year - 06.65/06.73 Last quoted by contributors Benchmark rate for OIS Level by all contributors , List of contributors For comparative Yield Analysis