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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.24 pct
November 14, 2017 / 12:00 PM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.24 pct

  Nov 14 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.24 percent on
Tuesday compared with 6.27 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.92 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(18/12/17)   24.75/26.50    04.31/04.61   05.59/05.90
  2M(16/01/18)   47.25/49.00    04.32/04.48   05.71/05.87
  3M(16/02/18)   71.25/73.00    04.31/04.42   05.77/05.88
  6M(16/05/18)  146.25/148.25   04.50/04.56   06.18/06.24
  1Y(16/11/18)  282.75/284.75   04.32/04.35   06.32/06.35
    Spot rate : 1$ = 65.5171 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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