India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.12 pct

Source : REUTERS
Last Updated: Wed, Nov 30, 2016 17:20 hrs

Nov 30(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps) for three years was 6.12 percent on Wednesday TENOR BID/OFFER 2 YEARS 5.81/5.91 3 YEARS 5.99/6.12 4 YEARS 6.24/6.35 5 YEARS 6.37/6.47 7 YEARS 6.40/6.70 10 YEARS 6.27/6.57 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)



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