July 16, 2012 / 11:49 AM / 5 years ago

India FIMMDA-Thomson Reuters-MIOIS for six mths 7.67 pct

Jul 16(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank
Overnight Indexed Swap) for six months was 7.67 percent on Monday.

    TENOR      BID/OFFER  MID-RATE
    ---------  ---------  --------
    1 MONTHS   7.90/8.10  8.00
    2 MONTHS   7.80/8.00  7.90
    3 MONTHS   7.70/7.80  7.75
    6 MONTHS   7.57/7.67  7.62
    9 MONTHS   7.57/7.65  7.61
    1 YEAR     7.51/7.54  7.53
    2 YEARS    7.06/7.10  7.08
    3 YEARS    6.91/6.95  6.93
    4 YEARS    6.88/6.92  6.90
    5 YEARS    6.87/6.91  6.89
    7 YEARS    6.89/6.99  6.94
    10 YEARS   6.91/7.01  6.96

    The above rate is the mid-rate taken from a simple average of
the bid and offer quoted by 19 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)

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