March 27, 2017 / 11:00 AM / 4 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.43 pct

2 Min Read

Mar 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 6.43 percent on
Monday compared with 6.33 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
5.97 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(28/04/17)   26.75/28.25    05.17/05.46   06.17/06.46
  2M(30/05/17)   54.75/56.50    05.03/05.19   06.08/06.24
  3M(30/06/17)   81.50/83.50    04.97/05.09   06.15/06.27
  6M(29/09/17)  159.50/161.50   04.89/04.95   06.37/06.43
  1Y(28/03/18)  309.50/311.50   04.78/04.81   06.69/06.72
    Spot rate : 1$ = 65.0892 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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