India FIMMDA-Thomson Reuters-MITOR based on dlr/rupee swap

Mon Nov 26, 2012 9:42am IST

Nov 26(Reuters) - The India FIMMDA-Thomson Reuters Mumbai
Inter-bank Cash-Tom Offered Rate on Monday is 7.09
percent.

    The MITOR is the reference implied rupee overnight offered
rate based on the cash-Tom dollar-rupee premium.

   The one-month, two-month, three-month, six-month and one-year
swaps will be released at 12:30 IST. (0700 GMT) and benchmark
rates (MIFOR) will be released at 17:30 IST. (1200 GMT).
--------------------------------------------------------------
PERIOD       CASH-Tom      SWAP DIFFERENCE
             dlr/rupee     In percent          Implied rupee
             (paise)      (annualised)        interest rate(%)
--------------------------------------------------------------
26/11/2012  01.03/01.05    06.79/06.92         06.96/07.09
OVER
27/11/2012

Spot rate : 1$ = 55.3445 rupees (Source - RBI reference rate
from Thomson Reuters page  

  The US Dollar rate used is the Fed Funds Rate from Thomson
Reuters page 

    Note:Figures in brackets indicate negative values

    Cash-Tom levels have been contributed by banks.

    FIMMDA is the Fixed Income Money Market and Derivatives
Association of India.

    Refer to Thomson Reuters page for the calculation
methodology. For Implied benchmark rates  refer to or
.
Comments (0)
This discussion is now closed. We welcome comments on our articles for a limited period after their publication.

  • Most Popular
  • Most Shared

REUTERS SHOWCASE

Global Trade Deal

Global Trade Deal

Rural votes, old traumas drive India's WTO brinkmanship.`  Full Article 

E-Commerce Funding

E-Commerce Funding

E-tailer Flipkart raises $1 billion in funding.  Full Article 

Chopper Deal

Chopper Deal

Finmeccanica settles with Italy prosecutors to end Indian chopper deal probe.  Full Article 

Adani Project

Adani Project

Australia approves Adani's $16 bln Carmichael coal project  Full Article 

New Frontiers

New Frontiers

EXCLUSIVE - Goldman moves executive to new role building ETFs.  Full Article 

India-U.S. Talks

India-U.S. Talks

Kerry to woo Modi's India, but quick progress unlikely  Full Article 

Argentina Debt Default

Argentina Debt Default

Insight - Jaded Argentines brace for looming debt default   Full Article 

Anti-trust Probe

Anti-trust Probe

Microsoft targeted in apparent Chinese anti-trust probe  Full Article 

Gaza Conflict

Gaza Conflict

Israel strikes house of Hamas Gaza leader, digs in for long fight.  Full Article 

Reuters India Mobile

Reuters India Mobile

Get the latest news on the go. Visit Reuters India on your mobile device.  Full Coverage