October 24, 2017 / 10:59 AM / 2 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.08 pct

  Oct 24 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.08 percent on
Tuesday compared with 6.04 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.95 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(27/11/17)   24.50/26.00    04.30/04.57   05.57/05.83
  2M(26/12/17)   46.50/48.25    04.29/04.45   05.62/05.78
  3M(29/01/18)   71.75/73.50    04.25/04.35   05.65/05.75
  6M(26/04/18)  142.50/144.50   04.40/04.46   06.02/06.08
  1Y(26/10/18)  276.00/278.00   04.25/04.28   06.19/06.22
    Spot rate : 1$ = 64.9256 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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