September 7, 2017 / 11:01 AM / 14 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.78 pct

  Sep 7 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.78 percent on
Thursday 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
5.50 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(11/10/17)   21.25/22.75    04.04/04.32   05.29/05.58
  2M(13/11/17)   46.00/47.75    04.16/04.32   05.46/05.62
  3M(11/12/17)   66.75/68.75    04.18/04.31   05.53/05.66
  6M(12/03/18)  134.50/136.50   04.21/04.28   05.72/05.78
  1Y(11/09/18)  270.75/272.75   04.23/04.26   06.03/06.07
    Spot rate : 1$ = 64.0276 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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