August 22, 2017 / 11:03 AM / 3 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.99 pct

  Aug 22 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.99 percent on
Tuesday compared with 5.99 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.96 percent on Tuesday. 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(25/09/17)   24.50/26.00    04.36/04.63   05.62/05.88
  2M(24/10/17)   47.25/49.00    04.41/04.57   05.70/05.86
  3M(24/11/17)   71.50/73.25    04.42/04.53   05.78/05.88
  6M(26/02/18)  144.25/146.25   04.42/04.48   05.92/05.99
  1Y(24/08/18)  276.25/278.25   04.31/04.34   06.14/06.17
    Spot rate : 1$ = 64.1099 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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