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India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.78 pct
April 11, 2017 / 11:42 AM / 5 months ago

India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.78 pct

Apr 11(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps)
for three years was 6.78 percent on Tuesday
      TENOR            BID/OFFER
      2 YEARS          6.51/6.62
      3 YEARS          6.71/6.78
      4 YEARS          6.84/6.99
      5 YEARS          7.06/7.16
      7 YEARS          7.06/7.36
     10 YEARS          6.98/7.28
   The above dollar rupee swap rates are a simple average of
the bid and offer rates quoted by 6 market participants.The
floating benchmark used here is the six month USD libor. For
participants' names and quotes, please double-click on        or
type CRS01 and then press the enter key. For Benchmark levels
double-click on          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 6180 7222/3317 7222, rru.data@thomsonreuters.com)

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