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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.91 pct
August 18, 2017 / 11:01 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.91 pct

  Aug 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 5.91 percent on
Friday 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
5.38 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(22/09/17)   24.00/25.50    04.41/04.68   05.66/05.94
  2M(23/10/17)   48.00/49.50    04.41/04.55   05.70/05.84
  3M(22/11/17)   71.00/72.75    04.39/04.50   05.74/05.85
  6M(22/02/18)  140.25/142.25   04.34/04.40   05.85/05.91
  1Y(23/08/18)  272.75/274.75   04.24/04.27   06.07/06.10
    Spot rate : 1$ = 64.1048 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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