December 8, 2014 / 11:43 AM / 3 years ago

India FIMMDA-Thomson Reuters-MIOIS for six mths 8.06 pct

Dec 8(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank
Overnight Indexed Swap) for six months was 8.06 percent on Monday.

    TENOR      BID/OFFER  MID-RATE
    ---------  ---------  --------
    1 MONTHS   8.16/8.21     8.19
    2 MONTHS   8.06/8.13     8.10
    3 MONTHS   8.06/8.10     8.08
    6 MONTHS   8.03/8.06     8.05
    9 MONTHS   7.83/7.88     7.86
    1 YEAR     7.78/7.81     7.80
    2 YEARS    7.34/7.37     7.36
    3 YEARS    7.18/7.21     7.20
    4 YEARS    7.15/7.17     7.16
    5 YEARS    7.15/7.17     7.16
    7 YEARS    7.13/7.21     7.17
    10 YEARS   7.13/7.21     7.17

    The above rate is the mid-rate taken from a simple average of
the bid and offer quoted by 08 market participants. For
participants' names and quotes, please double-click on  or
type IRS01 and IRS00 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 7222/3317 7222, rru.data@thomsonreuters.com)

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