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India FIMMDA-Thomson Reuters-MITOR based on dlr/rupee swap
November 29, 2017 / 4:06 AM / 2 months ago

India FIMMDA-Thomson Reuters-MITOR based on dlr/rupee swap

   Nov 29(Reuters) - The India FIMMDA-Thomson Reuters Mumbai
Inter-bank Cash-Tom Offered Rate          on Wednesday is 5.71
    The MITOR is the reference implied rupee overnight offered
rate based on the cash-Tom dollar-rupee premium.
   The one-month, two-month, three-month, six-month and one-year
swaps will be released at 12:30 IST. (0700 GMT) and benchmark
rates (MIFOR) will be released at 17:30 IST. (1200 GMT).
             dlr/rupee     In percent          Implied rupee
             (paise)      (annualised)        interest rate(%)
29/11/2017  00.78/00.80    04.42/04.53         05.60/05.71
Spot rate : 1$ = 64.4206 rupees (Source - RBI reference rate
from Thomson Reuters page                     
  The US Dollar rate used is the Fed Funds Rate from Thomson
Reuters page           
    Note:Figures in brackets indicate negative values
    Cash-Tom levels have been contributed by banks.
    FIMMDA is the Fixed Income Money Market and Derivatives
Association of India.
    Refer to Thomson Reuters page            for the calculation
methodology. For Implied benchmark rates  refer to          or

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