January 10, 2013 / 11:49 AM / 5 years ago

India FIMMDA-Thomson Reuters-MIOIS for six mths 7.69 pct

Jan 10(Reuters) - The FIMMDA-Thomson Reuters-MIOIS (Mumbai Interbank
Overnight Indexed Swap) for six months was 7.69 percent on Thursday.

    TENOR      BID/OFFER  MID-RATE
    ---------  ---------  --------
    1 MONTHS   7.91/8.00  7.96
    2 MONTHS   7.86/7.94  7.90
    3 MONTHS   7.87/7.95  7.91
    6 MONTHS   7.63/7.69  7.66
    9 MONTHS   7.55/7.61  7.58
    1 YEAR     7.55/7.57  7.56
    2 YEARS    7.23/7.25  7.24
    3 YEARS    7.16/7.18  7.17
    4 YEARS    7.17/7.20  7.19
    5 YEARS    7.18/7.20  7.19
    7 YEARS    7.20/7.28  7.24
    10 YEARS   7.22/7.30  7.26

    The above rate is the mid-rate taken from a simple average of
the bid and offer quoted by 13 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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