India FIMMDA-Thomson Reuters-MIOIS for six mths 6.06 pct

India FIMMDA-Thomson Reuters-MIOIS for six mths 6.06 pct

Last Updated: Mon, Nov 28, 2016 17:20 hrs

Nov 28(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.06 percent on Monday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.05/6.10 6.08 2 MONTHS 6.04/6.09 6.07 3 MONTHS 6.03/6.07 6.05 6 MONTHS 6.03/6.06 6.05 9 MONTHS 6.02/6.05 6.04 1 YEAR 6.03/6.05 6.04 2 YEARS 5.87/5.88 5.88 3 YEARS 5.92/5.94 5.93 4 YEARS 6.01/6.03 6.02 5 YEARS 6.10/6.12 6.11 7 YEARS 5.97/6.05 6.01 10 YEARS 5.97/6.05 6.01 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)



More from Sify: