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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.20 pct
November 20, 2017 / 12:00 PM / 22 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.20 pct

  Nov 20 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.20 percent on
Monday compared with 6.26 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.90 percent on Monday. 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(22/12/17)   22.50/23.75    04.21/04.44   05.52/05.76
  2M(22/01/18)   45.00/46.50    04.14/04.28   05.56/05.69
  3M(22/02/18)   68.50/70.25    04.18/04.28   05.66/05.77
  6M(22/05/18)  143.50/145.50   04.45/04.51   06.14/06.20
  1Y(26/11/18)  281.25/283.25   04.28/04.31   06.29/06.33
    Spot rate : 1$ = 65.0565 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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