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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.27 pct
November 13, 2017 / 11:59 AM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.27 pct

  Nov 13 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.27 percent on
Monday compared with 6.23 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.95 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(15/12/17)   23.75/25.25    04.42/04.70   05.69/05.97
  2M(16/01/18)   48.25/50.00    04.34/04.50   05.73/05.88
  3M(15/02/18)   71.75/73.50    04.35/04.46   05.80/05.91
  6M(15/05/18)  147.00/149.00   04.53/04.59   06.21/06.27
  1Y(15/11/18)  283.25/285.25   04.33/04.36   06.32/06.35
    Spot rate : 1$ = 65.4272 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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