India FIMMDA-Thomson Reuters-MIOIS for six mths 6.01 pct

Last Updated: Thu, Dec 01, 2016 17:20 hrs

Dec 1(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.01 percent on Thursday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.00/6.04 6.02 2 MONTHS 5.98/6.03 6.01 3 MONTHS 5.98/6.01 6.00 6 MONTHS 5.98/6.01 6.00 9 MONTHS 5.97/6.00 5.99 1 YEAR 5.97/5.99 5.98 2 YEARS 5.81/5.83 5.82 3 YEARS 5.88/5.90 5.89 4 YEARS 5.98/6.00 5.99 5 YEARS 6.07/6.09 6.08 7 YEARS 5.94/6.02 5.98 10 YEARS 5.94/6.02 5.98 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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