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

Last Updated: Wed, Oct 19, 2016 17:20 hrs

Oct 19(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.38 percent on Wednesday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.30/6.34 6.32 2 MONTHS 6.30/6.35 6.33 3 MONTHS 6.29/6.32 6.31 6 MONTHS 6.34/6.38 6.36 9 MONTHS 6.32/6.36 6.34 1 YEAR 6.33/6.35 6.34 2 YEARS 6.15/6.18 6.17 3 YEARS 6.18/6.20 6.19 4 YEARS 6.24/6.26 6.25 5 YEARS 6.30/6.33 6.32 7 YEARS 6.18/6.26 6.22 10 YEARS 6.18/6.26 6.22 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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