India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.32 pct

Last Updated: Thu, Jan 12, 2017 17:20 hrs

Jan 12(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps) for three years was 6.32 percent on Thursday TENOR BID/OFFER 2 YEARS 5.98/6.05 3 YEARS 6.17/6.32 4 YEARS 6.35/6.50 5 YEARS 6.57/6.65 7 YEARS 6.64/6.94 10 YEARS 6.55/6.85 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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