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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.75 pct
September 21, 2017 / 10:58 AM / in a month

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

  Sep 21 (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
Thursday compared with 5.79 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 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(25/10/17)   22.00/23.50    04.15/04.43   05.41/05.69
  2M(27/11/17)   46.00/47.50    04.13/04.26   05.43/05.57
  3M(26/12/17)   66.75/68.75    04.10/04.23   05.46/05.59
  6M(26/03/18)  133.50/135.50   04.15/04.21   05.69/05.75
  1Y(25/09/18)  269.75/271.75   04.18/04.21   06.05/06.08
    Spot rate : 1$ = 64.5256 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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