India FIMMDA-Thomson Reuters-MIOIS for six mths 6.39 pct

Source : REUTERS
Last Updated: Fri, Oct 14, 2016 17:20 hrs

Oct 14(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 6.39 percent on Friday. TENOR BID/OFFER MID-RATE --------- --------- -------- 1 MONTHS 6.30/6.34 6.32 2 MONTHS 6.31/6.35 6.33 3 MONTHS 6.30/6.32 6.31 6 MONTHS 6.37/6.39 6.38 9 MONTHS 6.35/6.37 6.36 1 YEAR 6.35/6.37 6.36 2 YEARS 6.19/6.20 6.20 3 YEARS 6.22/6.23 6.23 4 YEARS 6.27/6.29 6.28 5 YEARS 6.34/6.36 6.35 7 YEARS 6.24/6.32 6.28 10 YEARS 6.24/6.32 6.28 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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