September 5, 2017 / 11:01 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.85 pct

  Sep 5 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.85 percent on
Tuesday compared with 5.87 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.13 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(10/10/17)   23.50/25.00    04.05/04.31   05.31/05.57
  2M(07/11/17)   44.50/46.25    04.15/04.32   05.45/05.62
  3M(07/12/17)   67.50/69.25    04.22/04.33   05.57/05.68
  6M(07/03/18)  136.00/138.00   04.28/04.34   05.78/05.85
  1Y(07/09/18)  274.50/276.50   04.28/04.31   06.09/06.13
    Spot rate : 1$ = 64.1164 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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