March 20, 2017 / 11:54 AM / 4 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.45 pct

2 Min Read

  Mar 20 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.45 percent on
Monday compared with 6.42 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.49 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(24/04/17)   32.00/33.50    05.41/05.67   06.41/06.66
  2M(22/05/17)   57.00/58.50    05.22/05.35   06.26/06.40
  3M(22/06/17)   83.50/85.50    05.07/05.19   06.25/06.38
  6M(22/09/17)  161.50/163.50   04.90/04.96   06.39/06.45
  1Y(22/03/18)  313.50/315.50   04.79/04.83   06.72/06.76
    Spot rate : 1$ = 65.3827 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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