March 1, 2017 / 11:54 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.41 pct

  Mar 1 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.41 percent on
Wednesday compared with 6.35 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.81 percent on Wednesday. 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)   29.50/31.25    05.20/05.50   06.02/06.33
  2M(03/05/17)   57.00/59.00    05.10/05.28   06.02/06.19
  3M(05/06/17)   85.50/87.50    04.97/05.08   06.09/06.21
  6M(05/09/17)  166.50/168.50   04.89/04.95   06.35/06.41
  1Y(05/03/18)  321.00/323.00   04.78/04.81   06.68/06.71
    Spot rate : 1$ = 66.8482 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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