India FIMMDA-REUTERS-MIOCS for 3 years 4.65 pct

Nov 4(Reuters) - The FIMMDA-REUTERS-MIOCS (Mumbai Interbank
Offered Currency Swaps) for three years was 4.65 percent on
Wednesday

TENOR BID/OFFER

2 YEARS 3.70/4.00

3 YEARS 4.35/4.65

5 YEARS 5.75/6.05

7 YEARS 6.10/6.60

10 YEARS 6.40/6.90

The above dollar rupee swap rates are a simple average of
the bid and offer rates quoted by 16 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)