April 11, 2017 / 11:02 AM / 5 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.66 pct

  Apr 11 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.66 percent on
Tuesday compared with 6.74 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.25 percent on Tuesday. 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(15/05/17)   29.25/31.00    05.17/05.48   06.18/06.49
  2M(13/06/17)   56.00/57.75    05.19/05.35   06.24/06.40
  3M(13/07/17)   83.75/85.50    05.20/05.31   06.39/06.50
  6M(13/10/17)  165.75/167.75   05.12/05.18   06.59/06.66
  1Y(13/04/18)  326.00/328.00   05.05/05.08   06.96/06.99
    Spot rate : 1$ = 64.5438 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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