India FIMMDA-Thomson Reuters-MIOIS for six mths 6.21 pct

India FIMMDA-Thomson Reuters-MIOIS for six mths 6.21 pct

Last Updated: Wed, Dec 06, 2017 17:20 hrs

Dec 6(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.21 percent on Wednesday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.04/6.07 6.06 2 MONTHS 6.05/6.09 6.07 3 MONTHS 6.08/6.11 6.10 6 MONTHS 6.18/6.21 6.20 9 MONTHS 6.21/6.24 6.23 1 YEAR 6.28/6.30 6.29 2 YEARS 6.27/6.29 6.28 3 YEARS 6.37/6.39 6.38 4 YEARS 6.46/6.48 6.47 5 YEARS 6.55/6.57 6.56 7 YEARS 6.56/6.65 6.61 10 YEARS 6.57/6.65 6.61 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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