India FIMMDA-Thomson Reuters-MIOIS for six mths 6.02 pct

Source : REUTERS
Last Updated: Wed, Nov 30, 2016 17:20 hrs

Nov 30(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.02 percent on Wednesday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.03/6.08 6.06 2 MONTHS 6.02/6.07 6.05 3 MONTHS 6.00/6.05 6.03 6 MONTHS 5.99/6.02 6.01 9 MONTHS 5.98/6.03 6.01 1 YEAR 5.99/6.01 6.00 2 YEARS 5.82/5.84 5.83 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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