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  INTEREST RATE MARKETS- DOMESTIC
 

 

Updated on Wednesday, July 23, 2008

DOMESTIC   MARKETS

Borrowing Benchmarks
   

GILTS

90-day

364-day

2 yr

5 yr

10 yr

8.95

9.2

9.31

9.23

9.12
   

CREDIT SPREADS (5 yr)

AAA

AA+

AA

A+

1.47

1.66

1.86

2.85
Hedging/trading
     

INR MIBOR (SWAPS)

1mth

3 mth

6 mth

12 mth

2 yr

5 yr

9.4

9.55

9.6

9.63

9.51

9.63
 

USD/INR fwds (%)

1mth

3 mth

6 mth

12 mth

6.69

5.00

4.13
 

MIFOR swaps

1mth

3 mth

6 mth

12 mth

2 yr

5 yr

10.32

9.41

8.44

7.89

7.2

7.25


 
 
 

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