India FIMMDA-Thomson Reuters-MIOIS for six mths 6.32 pct

Last Updated: Mon, Jan 01, 2018 17:20 hrs

Jan 1(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.32 percent on Monday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.05/6.09 6.07 2 MONTHS 6.09/6.12 6.11 3 MONTHS 6.28/6.31 6.30 6 MONTHS 6.29/6.32 6.31 9 MONTHS 6.36/6.38 6.37 1 YEAR 6.43/6.45 6.44 2 YEARS 6.44/6.46 6.45 3 YEARS 6.55/6.57 6.56 4 YEARS 6.65/6.67 6.66 5 YEARS 6.73/6.75 6.74 7 YEARS 6.78/6.86 6.82 10 YEARS 6.78/6.86 6.82 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: