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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.21 pct
November 30, 2017 / 12:03 PM / 14 days ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.21 pct

  Nov 30 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.21 percent on
Thursday compared with 6.21 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.68 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(05/01/18)   20.50/22.00    03.75/04.02   05.14/05.42
  2M(05/02/18)   41.25/43.00    03.77/03.93   05.23/05.39
  3M(05/03/18)   63.25/65.00    03.98/04.09   05.50/05.61
  6M(05/06/18)  142.00/144.00   04.42/04.48   06.15/06.21
  1Y(05/12/18)  277.50/279.50   04.31/04.34   06.37/06.40
    Spot rate : 1$ = 64.4332 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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