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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.87 pct
September 4, 2017 / 11:07 AM / 18 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.87 pct

  Sep 4 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.87 percent on
Monday compared with 5.90 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.07 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(06/10/17)   21.50/23.00    04.08/04.37   05.34/05.62
  2M(06/11/17)   44.75/46.50    04.18/04.34   05.48/05.65
  3M(06/12/17)   67.50/69.25    04.23/04.34   05.58/05.69
  6M(06/03/18)  136.50/138.50   04.30/04.36   05.80/05.87
  1Y(06/09/18)  275.75/277.75   04.31/04.34   06.12/06.15
    Spot rate : 1$ = 64.0468 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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