India FIMMDA-REUTERS-MIOIS for six mths 4.03 pct

Tue Nov 3, 2009 7:05am EST
 
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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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