April 10, 2017 / 11:00 AM / 6 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.74 pct

  Apr 10 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.74 percent on
Monday compared with 6.68 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.31 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(12/05/17)   28.00/29.50    05.29/05.57   06.29/06.58
  2M(12/06/17)   56.75/58.50    05.27/05.43   06.32/06.48
  3M(12/07/17)   84.75/86.50    05.28/05.38   06.46/06.57
  6M(12/10/17)  168.00/170.00   05.20/05.26   06.68/06.74
  1Y(12/04/18)  328.25/330.25   05.09/05.12   07.01/07.04
    Spot rate : 1$ = 64.4418 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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