India FIMMDA-REUTERS-MIOIS for six mths 4.03 pct
Nov 3(Reuters) - The FIMMDA-REUTERS-MIOIS (Mumbai Interbank Overnight Indexed Swap) for six months was 4.03 percent on Tuesday.
TENOR BID/OFFER MID-RATE
--------- --------- --------
1 MONTHS 3.20/3.45 3.33
2 MONTHS 3.31/3.54 3.43
3 MONTHS 3.45/3.62 3.54
6 MONTHS 3.92/4.03 3.98
1 YEAR 4.65/4.69 4.67
2 YEARS 5.45/5.49 5.47
3 YEARS 5.98/6.01 6.00
4 YEARS 6.32/6.35 6.34
5 YEARS 6.66/6.70 6.68
7 YEARS 6.82/7.02 6.92
10 YEARS 7.09/7.26 7.18
The above rate is the mid-rate taken from a simple average of the bid and offer quoted by 17 market participants. For participants' names and quotes, please double-click on IRS01 or type IRS01 followed by an Enter key. For benchmark levels, please double-click on MIOIS= or type MIOIS= and then press ENTER.
FIMMDA is the Fixed Income Money Market and Derivatives Association of India.
(Mumbai RRU,+91 22 6636 9222, rru.data@reuters.com)
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