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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.74 pct
September 25, 2017 / 11:01 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.74 pct

  Sep 25 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.74 percent on
Monday compared with 5.73 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.01 percent on Monday. 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(27/10/17)   22.75/24.25    04.27/04.55   05.53/05.81
  2M(27/11/17)   45.50/47.25    04.20/04.36   05.50/05.66
  3M(27/12/17)   67.00/69.00    04.14/04.27   05.51/05.63
  6M(27/03/18)  132.75/134.75   04.13/04.19   05.68/05.74
  1Y(27/09/18)  268.75/270.75   04.15/04.18   06.02/06.05
    Spot rate : 1$ = 64.8357 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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