October 12, 2017 / 11:04 AM / 7 days ago

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

  Oct 12 (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
Thursday compared with 6.00 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.04 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(16/11/17)   24.50/26.00    04.43/04.70   05.69/05.96
  2M(18/12/17)   48.25/50.00    04.29/04.45   05.60/05.75
  3M(16/01/18)   69.50/71.50    04.24/04.36   05.63/05.75
  6M(16/04/18)  140.75/142.75   04.34/04.40   05.92/05.98
  1Y(16/10/18)  273.25/275.25   04.20/04.23   06.11/06.14
    Spot rate : 1$ = 65.1003 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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