India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.10 pct

Last Updated: Mon, Nov 28, 2016 17:20 hrs

Nov 28(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps) for three years was 6.10 percent on Monday TENOR BID/OFFER 2 YEARS 5.80/5.95 3 YEARS 5.95/6.10 4 YEARS 6.23/6.38 5 YEARS 6.36/6.44 7 YEARS 6.40/6.70 10 YEARS 6.25/6.55 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: