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India FIMMDA-Thomson Reuters-MIFOR for six mths 5.98 pct
October 6, 2017 / 11:02 AM / 11 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.98 pct

  Oct 6 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.98 percent on
Friday compared with 5.96 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.03 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(10/11/17)   24.75/26.25    04.47/04.74   05.72/06.00
  2M(11/12/17)   48.25/50.25    04.35/04.54   05.65/05.83
  3M(10/01/18)   70.75/72.75    04.30/04.42   05.69/05.81
  6M(10/04/18)  141.25/143.25   04.34/04.40   05.92/05.98
  1Y(10/10/18)  275.75/277.75   04.23/04.26   06.13/06.17
    Spot rate : 1$ = 65.2276 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)

0 : 0
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