September 18, 2017 / 11:03 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.88 pct

  Sep 18 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.88 percent on
Monday compared with 5.83 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.90 percent on Monday. 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)   24.75/26.25    04.27/04.53   05.53/05.79
  2M(20/11/17)   45.50/47.50    04.25/04.44   05.55/05.74
  3M(20/12/17)   68.00/70.00    04.26/04.38   05.62/05.74
  6M(20/03/18)  136.25/138.25   04.29/04.35   05.82/05.88
  1Y(20/09/18)  275.50/277.50   04.30/04.33   06.14/06.17
    Spot rate : 1$ = 64.0371 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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