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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.95 pct
August 31, 2017 / 11:04 AM / 20 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.95 pct

  Aug 31 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.95 percent on
Thursday compared with 5.93 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.46 percent on Thursday. 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(05/10/17)   22.00/23.25    04.18/04.42   05.43/05.67
  2M(06/11/17)   46.25/48.00    04.25/04.41   05.56/05.72
  3M(05/12/17)   68.75/70.75    04.31/04.43   05.66/05.78
  6M(05/03/18)  139.00/141.00   04.38/04.44   05.88/05.95
  1Y(05/09/18)  277.25/279.25   04.33/04.36   06.14/06.18
    Spot rate : 1$ = 64.0154 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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