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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.87 pct
September 12, 2017 / 11:03 AM / 10 days ago

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

  Sep 12 (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
Tuesday compared with 5.84 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.69 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(16/10/17)   23.50/24.75    04.19/04.41   05.45/05.67
  2M(14/11/17)   45.00/46.75    04.21/04.37   05.51/05.67
  3M(14/12/17)   67.75/69.75    04.25/04.37   05.60/05.73
  6M(14/03/18)  136.25/138.25   04.30/04.36   05.80/05.87
  1Y(14/09/18)  275.75/277.75   04.31/04.34   06.12/06.15
    Spot rate : 1$ = 63.9474 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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