India stocks, rupee, swaps, call at 10:00 a.m IST

STOCKS:

The benchmark BSE Sensex SENSEX fell 209.27 points, or 0.34%, to 60,836.47, while the broader NSE index NIFTY lost 64.45 points, or 0.35%, to 18,100.9, after weak U.S. economic data heightened recession worries, with persistent hawkish comments from U.S. Federal Reserve officials creating an aversion for risky assets.

RUPEE:

The Indian rupee USDINR weakened 0.10% versus the U.S. dollar, and quoted at 81.32 per dollar, tracking a fall in Asian peers on worries over the global growth outlook.

GOVERNMENT BONDS:

Benchmark 10-year bond (IN072632G=CC) was quoted at 99.78 rupees, with yield down 3 bps at 7.2909% vs previous close of 7.3243%, tracking fall in U.S. yields

OVERNIGHT INDEXED SWAPS:

The one-year overnight indexed swap rate (INRAMONMI1Y=) was down 7 bps at 6.57%, while the benchmark five-year swap rate (INRSMONMI5Y=) fell 8 bps to 6.06%.

CALL MONEY/REPOS:

India's overnight call money (INROND=) rate was down 15 bps at 6.05% against 6.20% in the previous session. The overnight TREPS rate (INTREPTOT=TCCL) was at 6.01%, compared with the previous day's weighted average of 6.0285%.