February 27, 2017 / 11:56 AM / 7 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.33 pct

  Feb 27 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.33 percent on
Monday compared with 6.43 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.58 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(03/04/17)   31.25/33.00    05.18/05.47   05.98/06.27
  2M(02/05/17)   58.25/60.00    05.14/05.29   06.01/06.17
  3M(01/06/17)   83.50/85.25    04.96/05.07   06.05/06.15
  6M(01/09/17)  163.25/165.25   04.85/04.91   06.27/06.33
  1Y(01/03/18)  314.00/316.00   04.71/04.74   06.55/06.58
    Spot rate : 1$ = 66.7249 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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