August 10, 2017 / 11:00 AM / 8 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.01 pct

  Aug 10 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.01 percent on
Thursday compared with 5.97 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.81 percent on Thursday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(14/09/17)   24.25/25.50    04.47/04.70   05.72/05.95
  2M(16/10/17)   49.50/51.50    04.48/04.67   05.77/05.96
  3M(14/11/17)   72.00/74.00    04.47/04.59   05.81/05.93
  6M(14/02/18)  143.25/145.25   04.44/04.51   05.95/06.01
  1Y(14/08/18)  276.50/278.50   04.32/04.36   06.15/06.18
    Spot rate : 1$ = 63.9437 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

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