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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.17 pct
November 21, 2017 / 12:01 PM / 20 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.17 pct

  Nov 21 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.17 percent on
Tuesday compared with 6.20 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.83 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(26/12/17)   23.75/25.25    04.17/04.43   05.50/05.76
  2M(24/01/18)   44.00/45.50    04.05/04.19   05.47/05.61
  3M(26/02/18)   68.75/70.50    04.10/04.21   05.59/05.70
  6M(24/05/18)  142.00/144.00   04.40/04.46   06.11/06.17
  1Y(26/11/18)  278.25/280.25   04.25/04.29   06.29/06.32
    Spot rate : 1$ = 65.0386 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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