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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.81 pct
September 19, 2017 / 11:01 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.81 pct

Sep 19 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.81 percent on
Tuesday compared with 5.88 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.96 percent on Tuesday. 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)   23.75/25.25    04.22/04.49   05.48/05.75
  2M(21/11/17)   45.00/46.75    04.20/04.36   05.49/05.66
  3M(21/12/17)   67.25/69.00    04.20/04.31   05.56/05.67
  6M(21/03/18)  134.25/136.25   04.22/04.28   05.75/05.81
  1Y(24/09/18)  274.75/276.75   04.25/04.28   06.09/06.12
    Spot rate : 1$ = 64.1769 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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