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

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

Last Updated: Tue, Nov 22, 2016 17:20 hrs

Nov 22(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.02 percent on Tuesday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.02/6.07 6.05 2 MONTHS 6.01/6.06 6.04 3 MONTHS 5.97/6.01 5.99 6 MONTHS 5.99/6.02 6.01 9 MONTHS 5.97/6.00 5.99 1 YEAR 5.98/6.00 5.99 2 YEARS 5.86/5.88 5.87 3 YEARS 5.92/5.94 5.93 4 YEARS 6.02/6.04 6.03 5 YEARS 6.12/6.13 6.13 7 YEARS 5.98/6.06 6.02 10 YEARS 5.98/6.06 6.02 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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