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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.03 pct
October 9, 2017 / 11:02 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.03 pct

  Oct 9 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.03 percent on
Monday compared with 5.98 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(13/11/17)   27.00/28.50    04.57/04.83   05.83/06.09
  2M(11/12/17)   48.75/50.75    04.47/04.65   05.77/05.95
  3M(11/01/18)   72.00/74.00    04.37/04.50   05.76/05.89
  6M(11/04/18)  142.75/144.75   04.38/04.45   05.96/06.03
  1Y(11/10/18)  278.00/280.00   04.26/04.29   06.17/06.20
    Spot rate : 1$ = 65.3074 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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