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TNS DATA TRACKER: Interest Rate Swap Deals On CCIL - 3:30PM - Table

2-August-2021

15:46:39 IST

MUMBAI, AUG 2 (Ticker Service): Interest rate swaps dealt Monday as of 3:30PM on Clearing Corp of India's platform. Rates in percent, volume in rupees million:

MIBOR - OVERNIGHT INDEXED SWAP (OIS)
------------------------------------
Tenure          Last      Chg      Wgt      High      Low      Volume     Prev
                dealt              avg                                    day
                rate               rate                                   rate
1 mo              -        -        -        -         -         -      3.4350
2 mo              -        -        -        -         -         -        -
3 mo           3.5000   0.0000   3.5000   3.5000    3.5000      1,000   3.5000
6 mo           3.6400   0.0150   3.6244   3.6400    3.6200     54,750   3.6250
9 mo           3.7650   0.0100   3.7582   3.7725    3.7500      8,850   3.7550
1 yr           3.8900   0.0050   3.8861   3.9100    3.8750     23,250   3.8850
2 yr           4.2875  -0.0075   4.2858   4.2900    4.2750     16,000   4.2950
3 yr           4.7100   0.0200   4.6807   4.7100    4.6700      1,150   4.6900
4 yr           5.0000  -0.0075   4.9953   5.0050    4.9800       4,150  5.0075
5 yr           5.2100  -0.0125   5.2055   5.2200    5.1700     11,750   5.2225
7 yr           5.5700      -     5.5700   5.5700    5.5700         50      -
10 yr             -        -       -        -         -          -         -

MIFOR
-----
1 mo              -       -      -        -       -         -       -
2 mo              -       -      -        -       -         -       -
3 mo              -       -      -        -       -         -       -
6 mo              -       -      -        -       -         -       -
9 mo              -       -      -        -       -         -       -
1 yr              -       -      -        -       -         -       -
2 yr              -       -      -        -       -         -   4.8600
3 yr         5.2800       -  5.2800  5.2800   5.2800       500  5.2700
4 yr         5.5200  0.0100  5.5200  5.5200   5.5200     2,200  5.5100
5 yr         5.8300  0.0300  5.8212  5.8300   5.8200     2,050  5.8000
7 yr              -       -      -        -       -         -       -
10 yr             -       -      -        -       -         -   6.4000

(End)
Compiled by Ramya Panicker

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