India FIMMDA-Thomson Reuters-MIOIS for six mths 6.20 pct

Last Updated: Thu, Jan 12, 2017 17:20 hrs

Jan 12(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.20 percent on Thursday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.22/6.26 6.24 2 MONTHS 6.18/6.23 6.21 3 MONTHS 6.26/6.30 6.28 6 MONTHS 6.17/6.20 6.19 9 MONTHS 6.17/6.19 6.18 1 YEAR 6.16/6.17 6.17 2 YEARS 5.98/5.99 5.99 3 YEARS 6.03/6.04 6.04 4 YEARS 6.11/6.13 6.12 5 YEARS 6.20/6.21 6.21 7 YEARS 6.05/6.13 6.09 10 YEARS 6.05/6.13 6.09 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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