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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.79 pct
September 20, 2017 / 11:05 AM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.79 pct

  Sep 20 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.79 percent on
Wednesday compared with 5.81 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.95 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(23/10/17)   23.25/24.75    04.25/04.53   05.51/05.79
  2M(22/11/17)   45.25/47.25    04.21/04.39   05.51/05.69
  3M(22/12/17)   67.25/69.25    04.19/04.32   05.55/05.67
  6M(22/03/18)  134.00/136.00   04.20/04.26   05.73/05.79
  1Y(24/09/18)  273.75/275.75   04.23/04.26   06.08/06.11
    Spot rate : 1$ = 64.3637 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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