May 30, 2012 / 4:17 AM / 5 years ago

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

May 30(Reuters) - The India FIMMDA-Thomson Reuters Mumbai	
Inter-bank Cash-Tom Offered Rate on Wednesday is 7.97
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(%)	
--------------------------------------------------------------	
30/05/2012  01.16/01.19    07.62/07.81         07.77/07.97	
OVER	
31/05/2012	
	
Spot rate : 1$ = 55.5835 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	
.

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below