September 6, 2017 / 11:04 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.75 pct

  Sep 6 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.75 percent on
Wednesday compared with 5.85 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.16 percent on Wednesday. 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(10/10/17)   22.50/24.00    04.00/04.26   05.25/05.52
  2M(08/11/17)   44.00/45.75    04.10/04.26   05.40/05.56
  3M(08/12/17)   66.50/68.25    04.15/04.26   05.50/05.61
  6M(08/03/18)  133.25/135.25   04.18/04.25   05.69/05.75
  1Y(10/09/18)  271.75/273.75   04.21/04.24   06.01/06.05
    Spot rate : 1$ = 64.2146 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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