November 28, 2017 / 12:00 PM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.07 pct

  Nov 28 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.07 percent on
Tuesday compared with 6.15 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.24 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(29/12/17)   19.50/21.25    03.81/04.15   05.18/05.52
  2M(31/01/18)   40.25/42.00    03.68/03.84   05.13/05.29
  3M(28/02/18)   61.00/63.00    03.84/03.97   05.35/05.48
  6M(31/05/18)  137.75/139.75   04.29/04.35   06.00/06.07
  1Y(30/11/18)  271.75/273.75   04.22/04.25   06.27/06.30
    Spot rate : 1$ = 64.4206 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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