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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.73 pct
September 22, 2017 / 11:04 AM / 25 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.73 pct

  Sep 22 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.73 percent on
Friday compared with 5.75 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.00 percent on Friday. 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(26/10/17)   23.00/24.50    04.31/04.59   05.57/05.85
  2M(27/11/17)   46.25/48.25    04.19/04.37   05.49/05.67
  3M(26/12/17)   67.00/69.00    04.14/04.26   05.50/05.62
  6M(26/03/18)  132.75/134.75   04.12/04.18   05.67/05.73
  1Y(26/09/18)  269.25/271.25   04.14/04.18   06.02/06.05
    Spot rate : 1$ = 64.9596 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)

0 : 0
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