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India FIMMDA-Thomson Reuters-MIOCS for 3 years 6.83 pct

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Apr 21(Reuters) - The FIMMDA-Thomson Reuters-MIOCS (MIFOR Swaps) for three years was 6.83 percent on Friday

TENOR BID/OFFER

2 YEARS 6.53/6.63

3 YEARS 6.71/6.83

4 YEARS 6.79/6.94

5 YEARS 7.00/7.07

7 YEARS 6.98/7.28

10 YEARS 6.90/7.20 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)


Keywords: MARKETS INDIA MIFOR QUOTES

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