India FIMMDA-Thomson Reuters-MIOIS for six mths 5.97 pct

Source : REUTERS
Last Updated: Wed, Nov 23, 2016 17:20 hrs

Nov 23(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 5.97 percent on Wednesday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.00/6.05 6.03 2 MONTHS 5.97/6.01 5.99 3 MONTHS 5.96/5.99 5.98 6 MONTHS 5.93/5.97 5.95 9 MONTHS 5.95/5.98 5.97 1 YEAR 5.96/5.98 5.97 2 YEARS 5.84/5.86 5.85 3 YEARS 5.90/5.92 5.91 4 YEARS 6.00/6.02 6.01 5 YEARS 6.09/6.12 6.11 7 YEARS 5.96/6.04 6.00 10 YEARS 5.96/6.04 6.00 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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