India FIMMDA-Thomson Reuters-MIOIS for six mths 5.91 pct

Last Updated: Thu, Nov 24, 2016 17:20 hrs

Nov 24(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 5.91 percent on Thursday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 5.94/6.00 5.97 2 MONTHS 5.92/5.97 5.95 3 MONTHS 5.88/5.93 5.91 6 MONTHS 5.88/5.91 5.90 9 MONTHS 5.86/5.90 5.88 1 YEAR 5.87/5.89 5.88 2 YEARS 5.74/5.76 5.75 3 YEARS 5.80/5.82 5.81 4 YEARS 5.90/5.93 5.92 5 YEARS 6.01/6.03 6.02 7 YEARS 5.87/5.95 5.91 10 YEARS 5.87/5.95 5.91 The above rate is the mid-rate taken from a simple average of the bid and offer quoted by 09 market participants. For participants' names and quotes, please double-click on or type IRS01 and IRS00 followed by an Enter key. For benchmark levels, please double-click on or type MIOIS= and then press ENTER. 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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