India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.39 pct

Last Updated: Wed, Feb 15, 2017 17:20 hrs

Feb 15(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps) for three years was 6.39 percent on Wednesday TENOR BID/OFFER 2 YEARS 6.08/6.19 3 YEARS 6.30/6.39 4 YEARS 6.47/6.54 5 YEARS 6.68/6.72 7 YEARS 6.66/6.96 10 YEARS 6.56/6.85 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,

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