India FIMMDA-Thomson Reuters-MIOIS for six mths 6.38 pct

Last Updated: Thu, Feb 16, 2017 17:20 hrs

Feb 16(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.38 percent on Thursday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.22/6.27 6.25 2 MONTHS 6.33/6.37 6.35 3 MONTHS 6.31/6.35 6.33 6 MONTHS 6.35/6.38 6.37 9 MONTHS 6.37/6.41 6.39 1 YEAR 6.39/6.41 6.40 2 YEARS 6.33/6.35 6.34 3 YEARS 6.41/6.43 6.42 4 YEARS 6.53/6.54 6.54 5 YEARS 6.62/6.64 6.63 7 YEARS 6.56/6.63 6.60 10 YEARS 6.55/6.63 6.59 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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