July 2, 2012 / 11:46 AM / 5 years ago

India FIMMDA-Thomson Reuters-MIOIS for six mths 7.97 pct

Jul 2(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank
Overnight Indexed Swap) for six months was 7.97 percent on Monday.

    TENOR      BID/OFFER  MID-RATE
    ---------  ---------  --------
    1 MONTHS   8.05/8.25  8.15
    2 MONTHS   7.96/8.15  8.06
    3 MONTHS   7.96/8.06  8.01
    6 MONTHS   7.87/7.97  7.92
    9 MONTHS   7.85/7.95  7.90
    1 YEAR     7.81/7.84  7.83
    2 YEARS    7.37/7.40  7.39
    3 YEARS    7.26/7.29  7.28
    4 YEARS    7.23/7.26  7.25
    5 YEARS    7.23/7.26  7.25
    7 YEARS    7.24/7.34  7.29
    10 YEARS   7.26/7.36  7.31

    The above rate is the mid-rate taken from a simple average of
the bid and offer quoted by 20 market participants. For
participants' names and quotes, please double-click on or
type IRS01 followed by an Enter key. For benchmark levels, please
double-click on or type MIOIS= and then press ENTER.
    FIMMDA is the Fixed Income Money Market and Derivatives
Association of India.
    (Mumbai RRU,+91 22 6180 7222, rru.data@thomsonreuters.com)

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below