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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.07 pct
October 26, 2017 / 11:02 AM / a month ago

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

  Oct 26 (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
Thursday compared with 6.11 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.94 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(30/11/17)   23.50/25.00    04.27/04.54   05.53/05.81
  2M(29/12/17)   45.50/47.00    04.27/04.41   05.61/05.75
  3M(30/01/18)   69.00/70.75    04.23/04.33   05.64/05.74
  6M(27/04/18)  139.50/141.50   04.39/04.45   06.01/06.07
  1Y(30/10/18)  275.25/277.25   04.25/04.28   06.20/06.23
    Spot rate : 1$ = 64.7888 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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