India FIMMDA-REUTERS-MIOCS for 3 years 4.60 pct

Nov 3(Reuters) - The FIMMDA-REUTERS-MIOCS (Mumbai Interbank
Offered Currency Swaps) for three years was 4.60 percent on
Tuesday

TENOR BID/OFFER

2 YEARS 3.65/3.95

3 YEARS 4.31/4.60

5 YEARS 5.70/5.98

7 YEARS 6.01/6.51

10 YEARS 6.31/6.81

The above dollar rupee swap rates are a simple average of
the bid and offer rates quoted by 11 market participants.The
floating benchmark used here is the six month USD libor. For
participants' names and quotes, please double-click on
CRS01or type CRS01 and then press the enter key. For
Benchmark levels double-click on MIOCS= or type MIOCS= and
then press the enter key.

FIMMDA is the Fixed Income Money Market and Derivatives
Association of India.

(Mumbai RRU, +91 22 6636 9222, rru.data@reuters.com)