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India FIMMDA-Thomson Reuters-MIFOR for six mths 6.64 pct
April 12, 2017 / 11:00 AM / 5 months ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 6.64 pct

  Apr 12 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 6.64 percent on
Wednesday compared with 6.66 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.18 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(17/05/17)   27.25/28.75    05.12/05.41   06.14/06.42
  2M(19/06/17)   58.00/59.50    05.19/05.33   06.25/06.39
  3M(17/07/17)   83.75/85.75    05.19/05.32   06.38/06.51
  6M(17/10/17)  165.75/167.75   05.11/05.17   06.58/06.64
  1Y(17/04/18)  325.75/327.75   05.04/05.07   06.93/06.97
    Spot rate : 1$ = 64.6920 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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