India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.77 pct

Source : REUTERS
Last Updated: Thu, Sep 22, 2016 17:20 hrs

Sep 22(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps) for three years was 6.77 percent on Thursday TENOR BID/OFFER 2 YEARS 6.71/6.77 3 YEARS 6.67/6.77 4 YEARS 6.71/6.82 5 YEARS 6.84/6.92 7 YEARS 6.81/7.11 10 YEARS 6.71/7.01 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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