India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.04 pct

Last Updated: Fri, Nov 25, 2016 17:20 hrs

Nov 25(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps) for three years was 6.04 percent on Friday TENOR BID/OFFER 2 YEARS 5.75/5.85 3 YEARS 5.89/6.04 4 YEARS 6.17/6.26 5 YEARS 6.34/6.40 7 YEARS 6.35/6.65 10 YEARS 6.24/6.54 The above dollar rupee swap rates are a simple average of the bid and offer rates quoted by 6 market participants.The floating benchmark used here is the six month USD libor. For participants' names and quotes, please double-click on or type CRS01 and then press the enter key. For Benchmark levels double-click on or type MIOCS= and then press the enter key. FIMMDA is the Fixed Income Money Market and Derivatives Association of India. (Mumbai RRU, +91 22 6180 7222/3317 7222, rru.data@thomsonreuters.com)



More from Sify: