November 17, 2017 / 12:00 PM / 10 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.26 pct

  Nov 17 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.26 percent on
Friday 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
5.76 percent on Friday. 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(21/12/17)   23.00/24.50    04.32/04.60   05.63/05.91
  2M(22/01/18)   47.00/48.75    04.27/04.43   05.68/05.84
  3M(21/02/18)   70.00/72.00    04.28/04.41   05.76/05.88
  6M(21/05/18)  145.00/147.00   04.51/04.57   06.20/06.26
  1Y(26/11/18)  283.50/285.50   04.31/04.34   06.33/06.36
    Spot rate : 1$ = 64.8462 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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