August 30, 2017 / 11:01 AM / 24 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.93 pct

  Aug 30 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.93 percent on
Wednesday compared with 5.94 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.17 percent on Wednesday. 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(03/10/17)   23.25/24.50    04.15/04.37   05.41/05.63
  2M(01/11/17)   45.50/47.50    04.26/04.44   05.56/05.75
  3M(04/12/17)   71.00/73.00    04.31/04.43   05.66/05.78
  6M(01/03/18)  138.25/140.25   04.36/04.42   05.87/05.93
  1Y(04/09/18)  277.25/279.25   04.30/04.33   06.11/06.14
    Spot rate : 1$ = 63.9431 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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