September 8, 2017 / 11:03 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.83 pct

  Sep 8 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.83 percent on
Friday compared with 5.78 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.62 percent on Friday. 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(12/10/17)   21.50/23.00    04.10/04.38   05.35/05.64
  2M(13/11/17)   45.50/47.00    04.19/04.33   05.49/05.63
  3M(12/12/17)   67.25/69.00    04.22/04.33   05.57/05.68
  6M(12/03/18)  135.25/137.25   04.27/04.33   05.77/05.83
  1Y(12/09/18)  274.00/276.00   04.29/04.32   06.08/06.11
    Spot rate : 1$ = 63.8664 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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